Principal Amount† | | | | | | | Value | | | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 16.9% | | | | | | |
| | | | | | Basic Materials: 1.6% | | | | | | | |
| 1,250,000 | | | (1) | | Alpek SAB de CV, 4.250%, 09/18/2029 | | $ | 1,360,350 | | | | 0.1 |
| 250,000 | | | (1) | | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | | | 261,115 | | | | 0.0 |
| 1,350,000 | | | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | 1,454,922 | | | | 0.1 |
| 1,500,000 | | | (1) | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | 1,637,182 | | | | 0.1 |
| 425,000 | | | (1) | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | 447,746 | | | | 0.0 |
| 350,000 | | | (1) | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | 367,951 | | | | 0.0 |
| 625,000 | | | (1) | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | 620,831 | | | | 0.0 |
| 450,000 | | | (1) | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | 484,313 | | | | 0.0 |
| 625,000 | | | (1) | | Constellium SE, 5.625%, 06/15/2028 | | | 672,659 | | | | 0.0 |
| 525,000 | | | (1) | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | 536,427 | | | | 0.0 |
| 1,000,000 | | | (1) | | Equate Petrochemical BV, 2.625%, 04/28/2028 | | | 1,012,400 | | | | 0.1 |
| 1,250,000 | | | (1) | | Evraz PLC, 5.250%, 04/02/2024 | | | 1,349,569 | | | | 0.1 |
| 600,000 | | | (1) | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | 654,570 | | | | 0.0 |
| 435,000 | | | (1) | | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | | | 465,957 | | | | 0.0 |
| 1,450,000 | | | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | 1,515,250 | | | | 0.1 |
| 125,000 | | | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | 134,063 | | | | 0.0 |
| 275,000 | | | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | 299,406 | | | | 0.0 |
| 315,000 | | | | | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | | | 345,355 | | | | 0.0 |
| 750,000 | | | (1) | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | 818,846 | | | | 0.1 |
| 575,000 | | | (1) | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | 577,875 | | | | 0.0 |
| 560,000 | | | (1) | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | 625,531 | | | | 0.0 |
| 600,000 | | | (1) | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | 608,688 | | | | 0.0 |
| 2,000,000 | | | (1) | | Inversiones CMPC SA, 3.850%, 01/13/2030 | | | 2,138,970 | | | | 0.1 |
| 400,000 | | | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | 444,558 | | | | 0.0 |
| 675,000 | | | (1),(2) | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | | | 689,681 | | | | 0.0 |
| 580,000 | | | (1) | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | 645,868 | | | | 0.0 |
| 595,000 | | | (1) | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | 608,715 | | | | 0.0 |
| 1,800,000 | | | (1) | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | 1,933,621 | | | | 0.1 |
| 950,000 | | | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | 989,429 | | | | 0.1 |
| 220,000 | | | (1) | | OCI NV, 4.625%, 10/15/2025 | | | 230,141 | | | | 0.0 |
| 500,000 | | | (1) | | OCI NV, 5.250%, 11/01/2024 | | | 516,530 | | | | 0.0 |
| 325,000 | | | (1) | | OCP SA, 3.750%, 06/23/2031 | | | 328,981 | | | | 0.0 |
| 475,000 | | | | | Olin Corp., 5.125%, 09/15/2027 | | | 494,950 | | | | 0.0 |
| 650,000 | | | | | Olin Corp., 5.000%, 02/01/2030 | | | 695,042 | | | | 0.0 |
| 400,000 | | | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | 422,200 | | | | 0.0 |
| 775,000 | | | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | 823,197 | | | | 0.1 |
| 2,500,000 | | | (1) | | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | | | 2,612,905 | | | | 0.1 |
| 2,425,000 | | | (1) | | Sibur Securities DAC, 2.950%, 07/08/2025 | | | 2,485,625 | | | | 0.1 |
| 350,000 | | | | | Southern Copper Corp., 5.875%, 04/23/2045 | | | 490,438 | | | | 0.0 |
| 1,350,000 | | | | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | 1,531,238 | | | | 0.1 |
| 200,000 | | | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | 238,510 | | | | 0.0 |
| 700,000 | | | (1) | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | 730,625 | | | | 0.0 |
| 735,000 | | | (1) | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | 754,720 | | | | 0.1 |
| 600,000 | | | (1) | | Tronox, Inc., 4.625%, 03/15/2029 | | | 606,744 | | | | 0.0 |
| 2,600,000 | | | | | Vale Overseas Ltd., 3.750%, 07/08/2030 | | | 2,771,470 | | | | 0.1 |
| 650,000 | | | (1) | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | 641,020 | | | | 0.0 |
| | | | | | | | | 40,076,184 | | | | 1.6 |
| | | | | | | | | | | | | |
| | | | | | Communications: 1.8% | | | | | | | |
| 500,000 | | | (1) | | Acuris Finance Us, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | 499,982 | | | | 0.0 |
| 600,000 | | | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | 590,407 | | | | 0.0 |
| 600,000 | | | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | 574,104 | | | | 0.0 |
| 600,000 | | | (1) | | Altice France Holding SA, 6.000%, 02/15/2028 | | | 598,308 | | | | 0.0 |
| 1,000,000 | | | (1) | | Altice France Holding SA, 10.500%, 05/15/2027 | | | 1,112,515 | | | | 0.1 |
| 425,000 | | | (1) | | Altice France SA/France, 5.125%, 01/15/2029 | | | 427,979 | | | | 0.0 |
| 575,000 | | | (1) | | Altice France SA/France, 8.125%, 02/01/2027 | | | 627,181 | | | | 0.0 |
| 675,000 | | | (1) | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | 683,437 | | | | 0.0 |
| 1,265,000 | | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | 1,315,239 | | | | 0.1 |
| 1,275,000 | | | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | 1,338,941 | | | | 0.1 |
| 625,000 | | | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | 656,250 | | | | 0.0 |
| 400,000 | | | (1) | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | 414,635 | | | | 0.0 |
| 350,000 | | | (1),(3) | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | 367,082 | | | | 0.0 |
| 100,000 | | | (1) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | 102,500 | | | | 0.0 |
| 859,000 | | | (1) | | CommScope Technologies LLC, 6.000%, 06/15/2025 | | | 878,327 | | | | 0.1 |
| 440,000 | | | (1) | | CommScope, Inc., 7.125%, 07/01/2028 | | | 477,448 | | | | 0.0 |
| 825,000 | | | (1) | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | 873,477 | | | | 0.1 |
| 800,000 | | | (1) | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | 785,888 | | | | 0.1 |
| 500,000 | | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | 542,477 | | | | 0.0 |
| 600,000 | | | (1) | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | 624,000 | | | | 0.0 |
| 400,000 | | | (1) | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | 440,186 | | | | 0.0 |
| 550,000 | | | (1) | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | 356,840 | | | | 0.0 |
| 350,000 | | | (1),(3) | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | 172,375 | | | | 0.0 |
| 500,000 | | | (1) | | DISH DBS Corp., 5.125%, 06/01/2029 | | | 494,340 | | | | 0.0 |
| 450,000 | | | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | 483,750 | | | | 0.0 |
| 830,000 | | | (3) | | DISH DBS Corp., 7.375%, 07/01/2028 | | | 894,225 | | | | 0.1 |
| 700,000 | | | | | Embarq Corp., 7.995%, 06/01/2036 | | | 794,430 | | | | 0.1 |
| 150,000 | | | (1) | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | 155,262 | | | | 0.0 |
| 600,000 | | | (1) | | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | | | 639,162 | | | | 0.0 |
| 575,000 | | | (1) | | GCI LLC, 4.750%, 10/15/2028 | | | 589,663 | | | | 0.0 |
| 575,000 | | | | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | 646,567 | | | | 0.0 |
| 275,000 | | | (1) | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | 288,035 | | | | 0.0 |
| 875,000 | | | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | 938,446 | | | | 0.1 |
| 600,000 | | | (1) | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | 624,738 | | | | 0.0 |
| 200,000 | | | (1) | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | 207,382 | | | | 0.0 |
| 800,000 | | | (1) | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | 864,356 | | | | 0.1 |
| 510,000 | | | (1) | | LogMeIn, Inc., 5.500%, 09/01/2027 | | | 528,896 | | | | 0.0 |
| 270,000 | | | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | 293,564 | | | | 0.0 |
| 600,000 | | | (1) | | MDC Partners, Inc., 7.500%, 05/01/2024 | | | 608,250 | | | | 0.0 |
| 743,000 | | | | | Meredith Corp., 6.875%, 02/01/2026 | | | 773,690 | | | | 0.0 |
| 525,000 | | | (1) | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | 553,072 | | | | 0.0 |
| 625,000 | | | (1) | | National CineMedia LLC, 5.875%, 04/15/2028 | | | 614,975 | | | | 0.0 |
| 175,000 | | | (1) | | Netflix, Inc., 4.875%, 06/15/2030 | | | 208,632 | | | | 0.0 |
| 750,000 | | | | | Netflix, Inc., 5.875%, 11/15/2028 | | | 921,536 | | | | 0.1 |
| 800,000 | | | (1),(4) | | Network i2i Ltd., 3.975%, 12/31/2199 | | | 803,084 | | | | 0.1 |
| 1,000,000 | | | (1) | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | 1,014,372 | | | | 0.1 |
| 875,000 | | | (1) | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | 920,504 | | | | 0.1 |
| 125,000 | | | (1) | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | 124,189 | | | | 0.0 |
| 150,000 | | | (1) | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | 149,714 | | | | 0.0 |
| 675,000 | | | (1) | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | 699,820 | | | | 0.0 |
| 775,000 | | | (1) | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | 762,406 | | | | 0.0 |
| 600,000 | | | (1) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | 630,075 | | | | 0.0 |
| 625,000 | | | (1) | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | 633,288 | | | | 0.0 |
| 1,450,000 | | | | | Sprint Corp., 7.125%, 06/15/2024 | | | 1,674,750 | | | | 0.1 |
| 450,000 | | | | | Sprint Corp., 7.625%, 03/01/2026 | | | 550,184 | | | | 0.0 |
| 235,000 | | | (1) | | Summer BC Bidco B LLC, 5.500%, 10/31/2026 | | | 239,216 | | | | 0.0 |
| 135,000 | | | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | 140,231 | | | | 0.0 |
| 225,000 | | | (1) | | TEGNA, Inc., 4.750%, 03/15/2026 | | | 239,906 | | | | 0.0 |
| 625,000 | | | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | 655,744 | | | | 0.0 |
| 175,000 | | | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | 202,125 | | | | 0.0 |
| 775,000 | | | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | 927,078 | | | | 0.1 |
| 300,000 | | | (1) | | Tencent Holdings Ltd., 2.880%, 04/22/2031 | | | 310,575 | | | | 0.0 |
| 300,000 | | | (1) | | Tencent Holdings Ltd., 3.680%, 04/22/2041 | | | 322,218 | | | | 0.0 |
| 2,000,000 | | | | | Tencent Holdings Ltd., 3.975%, 04/11/2029 | | | 2,233,302 | | | | 0.1 |
| 225,000 | | | (1) | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | 227,207 | | | | 0.0 |
| 1,125,000 | | | (1) | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | 1,220,400 | | | | 0.1 |
| 500,000 | | | (1) | | Urban One, Inc., 7.375%, 02/01/2028 | | | 540,633 | | | | 0.0 |
| 475,000 | | | (4) | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | 544,557 | | | | 0.0 |
| 600,000 | | | (1) | | ViaSat, Inc., 5.625%, 09/15/2025 | | | 613,365 | | | | 0.0 |
| 140,000 | | | (1) | | ViaSat, Inc., 5.625%, 04/15/2027 | | | 146,532 | | | | 0.0 |
| 325,000 | | | (1) | | ViaSat, Inc., 6.500%, 07/15/2028 | | | 347,048 | | | | 0.0 |
| 400,000 | | | (1) | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | 430,500 | | | | 0.0 |
| 700,000 | | | (1) | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | 716,524 | | | | 0.0 |
| 500,000 | | | (1) | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | 508,750 | | | | 0.0 |
| 200,000 | | | (1) | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | 209,395 | | | | 0.0 |
| | | | | | | | | 45,320,241 | | | | 1.8 |
| | | | | | | | | | | | | |
| | | | | | Consumer, Cyclical: 2.6% | | | | | | | |
| 575,000 | | | (1) | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | 557,031 | | | | 0.0 |
| 660,000 | | | (1) | | Academy Ltd., 6.000%, 11/15/2027 | | | 707,741 | | | | 0.0 |
| 710,000 | | | (1) | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | 744,169 | | | | 0.0 |
| 900,000 | | | (1) | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | 927,432 | | | | 0.1 |
| 175,000 | | | (1) | | Adient US LLC, 9.000%, 04/15/2025 | | | 193,196 | | | | 0.0 |
| 975,000 | | | (1) | | Affinity Gaming, 6.875%, 12/15/2027 | | | 1,038,224 | | | | 0.1 |
| 800,000 | | | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | 877,600 | | | | 0.1 |
| 244,107 | | | | | American Airlines 2014-1 Class A Pass Through Trust, 3.700%, 04/01/2028 | | | 248,680 | | | | 0.0 |
| 286,190 | | | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | 282,274 | | | | 0.0 |
| 875,000 | | | (1),(3) | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | 807,332 | | | | 0.1 |
| 325,000 | | | (1) | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.500%, 04/20/2026 | | | 344,500 | | | | 0.0 |
| 375,000 | | | (1) | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | 405,937 | | | | 0.0 |
| 570,000 | | | (3) | | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | | | 623,346 | | | | 0.0 |
| 400,000 | | | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | 411,800 | | | | 0.0 |
| 290,000 | | | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | 303,557 | | | | 0.0 |
| 200,000 | | | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | 213,839 | | | | 0.0 |
| 500,000 | | | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | 519,947 | | | | 0.0 |
| 150,000 | | | (1),(2) | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | | | 153,955 | | | | 0.0 |
| 425,000 | | | (1) | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | 441,469 | | | | 0.0 |
| 425,000 | | | (1) | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | 469,038 | | | | 0.0 |
| 420,000 | | | (1) | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | 434,538 | | | | 0.0 |
| 580,000 | | | (1) | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | 615,525 | | | | 0.0 |
| 850,000 | | | (1) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | 861,687 | | | | 0.1 |
| 900,000 | | | (1) | | Carnival Corp., 5.750%, 03/01/2027 | | | 943,875 | | | | 0.1 |
| 625,000 | | | (1) | | Carnival Corp., 7.625%, 03/01/2026 | | | 679,687 | | | | 0.0 |
| 650,000 | | | (1) | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | 685,106 | | | | 0.0 |
| 875,000 | | | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | 906,071 | | | | 0.1 |
| 545,000 | | | (1) | | Cinemark USA, Inc., 5.875%, 03/15/2026 | | | 572,046 | | | | 0.0 |
| 600,000 | | | (1) | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | 658,200 | | | | 0.0 |
| 2,475,000 | | | (1) | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | 2,527,965 | | | | 0.1 |
| 100,000 | | | (1),(2) | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | | | 102,387 | | | | 0.0 |
| 950,000 | | | (1) | | Core & Main L.P., 6.125%, 08/15/2025 | | | 972,353 | | | | 0.1 |
| 674,782 | | | (1) | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | 750,740 | | | | 0.0 |
| 90,000 | | | | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | 105,671 | | | | 0.0 |
| 120,000 | | | | | Everi Holdings, Inc., 5.000%, 07/15/2029 | | | 120,000 | | | | 0.0 |
| 600,000 | | | (3) | | Falabella SA, 3.750%, 10/30/2027 | | | 642,621 | | | | 0.0 |
| 650,000 | | | | | Ford Motor Co., 9.000%, 04/22/2025 | | | 802,194 | | | | 0.1 |
| 500,000 | | | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | 510,315 | | | | 0.0 |
| 750,000 | | | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | 796,614 | | | | 0.0 |
| 875,000 | | | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | 954,056 | | | | 0.1 |
| 875,000 | | | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | 980,735 | | | | 0.1 |
| 1,100,000 | | | | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | 1,206,095 | | | | 0.1 |
| 300,000 | | | (1) | | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | | | 299,484 | | | | 0.0 |
| 495,000 | | | (1) | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | 527,801 | | | | 0.0 |
| 425,000 | | | (1) | | IAA, Inc., 5.500%, 06/15/2027 | | | 446,981 | | | | 0.0 |
| 3,000,000 | | | (1) | | InRetail Consumer, 3.250%, 03/22/2028 | | | 2,971,245 | | | | 0.1 |
| 475,000 | | | (1) | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | 501,747 | | | | 0.0 |
| 725,000 | | | (1) | | Interface, Inc., 5.500%, 12/01/2028 | | | 759,800 | | | | 0.0 |
| 250,000 | | | (1) | | IRB Holding Corp., 6.750%, 02/15/2026 | | | 259,250 | | | | 0.0 |
| 75,000 | | | (1) | | IRB Holding Corp., 7.000%, 06/15/2025 | | | 81,152 | | | | 0.0 |
| 1,175,000 | | | | | L Brands, Inc., 6.750%, 07/01/2036 | | | 1,474,038 | | | | 0.1 |
| 615,000 | | | (1) | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | 620,504 | | | | 0.0 |
| 625,000 | | | (1) | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | 641,406 | | | | 0.0 |
| 270,000 | | | (1) | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | 284,187 | | | | 0.0 |
| 550,000 | | | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | 575,094 | | | | 0.0 |
| 225,000 | | | | | M/I Homes, Inc., 5.625%, 08/01/2025 | | | 232,570 | | | | 0.0 |
| 305,000 | | | | | Macy's Retail Holdings LLC, 4.500%, 12/15/2034 | | | 288,419 | | | | 0.0 |
| 400,000 | | | | | Mattel, Inc., 5.450%, 11/01/2041 | | | 462,454 | | | | 0.0 |
| 525,000 | | | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | 588,368 | | | | 0.0 |
| 475,000 | | | | | Meritage Homes Corp., 6.000%, 06/01/2025 | | | 543,193 | | | | 0.0 |
| 975,000 | | | (1) | | Meritor, Inc., 4.500%, 12/15/2028 | | | 990,356 | | | | 0.1 |
| 130,000 | | | | | MGM Resorts International, 5.500%, 04/15/2027 | | | 143,059 | | | | 0.0 |
| 300,000 | | | | | MGM Resorts International, 6.000%, 03/15/2023 | | | 321,503 | | | | 0.0 |
| 625,000 | | | (1) | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | 626,563 | | | | 0.0 |
| 825,000 | | | (1) | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | 909,356 | | | | 0.1 |
| 650,000 | | | (1) | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | 660,699 | | | | 0.0 |
| 150,000 | | | (1) | | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | | | 148,470 | | | | 0.0 |
| 450,000 | | | | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | 474,068 | | | | 0.0 |
| 165,000 | | | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | 174,629 | | | | 0.0 |
| 400,000 | | | (1) | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | 400,500 | | | | 0.0 |
| 705,000 | | | (1) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | 733,200 | | | | 0.0 |
| 1,000,000 | | | (1) | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | 1,103,750 | | | | 0.1 |
| 568,000 | | | (1) | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | 601,654 | | | | 0.0 |
| 925,000 | | | (1) | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | 960,705 | | | | 0.1 |
| 310,000 | | | (1) | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | 325,051 | | | | 0.0 |
| 145,000 | | | (1) | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | 159,322 | | | | 0.0 |
| 500,000 | | | (1) | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | 547,100 | | | | 0.0 |
| 300,000 | | | (1) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | 322,119 | | | | 0.0 |
| 325,000 | | | (1) | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | 356,281 | | | | 0.0 |
| 925,000 | | | (1) | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | 993,233 | | | | 0.1 |
| 625,000 | | | (1) | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | 644,222 | | | | 0.0 |
| 575,000 | | | (1) | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | 595,660 | | | | 0.0 |
| 725,000 | | | | | Sonic Automotive, Inc., 6.125%, 03/15/2027 | | | 759,626 | | | | 0.0 |
| 850,000 | | | (1) | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | 892,500 | | | | 0.1 |
| 505,000 | | | (1) | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | 511,373 | | | | 0.0 |
| 625,000 | | | (1) | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | 644,644 | | | | 0.0 |
| 950,000 | | | (1) | | Staples, Inc., 10.750%, 04/15/2027 | | | 968,596 | | | | 0.1 |
| 200,000 | | | (1) | | Station Casinos LLC, 4.500%, 02/15/2028 | | | 203,809 | | | | 0.0 |
| 303,000 | | | (1) | | Station Casinos LLC, 5.000%, 10/01/2025 | | | 308,451 | | | | 0.0 |
| 700,000 | | | (1) | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | 735,000 | | | | 0.0 |
| 525,000 | | | (3) | | Tenneco, Inc., 5.000%, 07/15/2026 | | | 522,874 | | | | 0.0 |
| 250,000 | | | (1) | | Tenneco, Inc., 7.875%, 01/15/2029 | | | 283,041 | | | | 0.0 |
| 525,000 | | | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | 579,553 | | | | 0.0 |
| 475,000 | | | (3) | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | 493,473 | | | | 0.0 |
| 225,000 | | | (1) | | United Airlines, Inc., 4.375%, 04/15/2026 | | | 233,197 | | | | 0.0 |
| 150,000 | | | (1) | | United Airlines, Inc., 4.625%, 04/15/2029 | | | 155,438 | | | | 0.0 |
| 850,000 | | | (1) | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | 896,334 | | | | 0.1 |
| 827,137 | | | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | 865,742 | | | | 0.1 |
| 705,000 | | | | | Victoria's Secret & Co., 4.625%, 07/15/2029 | | | 705,000 | | | | 0.0 |
| 875,000 | | | (1) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | 865,769 | | | | 0.1 |
| 255,000 | | | (1) | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | 300,502 | | | | 0.0 |
| 150,000 | | | (1) | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | 151,950 | | | | 0.0 |
| 625,000 | | | (1) | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | 633,291 | | | | 0.0 |
| 600,000 | | | (1) | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | 642,981 | | | | 0.0 |
| 300,000 | | | (1),(2) | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | | | 311,463 | | | | 0.0 |
| 550,000 | | | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | 580,272 | | | | 0.0 |
| 275,000 | | | (1) | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | 284,543 | | | | 0.0 |
| 800,000 | | | (1) | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | 823,220 | | | | 0.1 |
| 475,000 | | | (1) | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | 494,594 | | | | 0.0 |
| | | | | | | | | 65,695,977 | | | | 2.6 |
| | | | | | | | | | | | | |
| | | | | | Consumer, Non-cyclical: 2.0% | | | | | | | |
| 750,000 | | | (1) | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | 802,159 | | | | 0.0 |
| 95,000 | | | (1) | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | 94,183 | | | | 0.0 |
| 875,000 | | | (1) | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | 917,904 | | | | 0.1 |
| 525,000 | | | (1) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | 519,750 | | | | 0.0 |
| 275,000 | | | (1) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | 293,639 | | | | 0.0 |
| 675,000 | | | (1) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | 728,149 | | | | 0.0 |
| 300,000 | | | (1) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | 304,533 | | | | 0.0 |
| 400,000 | | | (1) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | 424,592 | | | | 0.0 |
| 750,000 | | | (1) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | 826,875 | | | | 0.1 |
| 625,000 | | | (1) | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | 642,612 | | | | 0.0 |
| 125,000 | | | (1) | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | 126,337 | | | | 0.0 |
| 750,000 | | | (1) | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | 780,900 | | | | 0.0 |
| 1,050,000 | | | (1) | | Anadolu Efes Biracilik Ve Malt Sanayii AS, 3.375%, 06/29/2028 | | | 1,053,570 | | | | 0.1 |
| 525,000 | | | (1) | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | 554,935 | | | | 0.0 |
| 1,500,000 | | | (1) | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | 1,634,085 | | | | 0.1 |
| 225,000 | | | (1) | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | 230,569 | | | | 0.0 |
| 1,040,000 | | | (1) | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | 968,500 | | | | 0.1 |
| 450,000 | | | (1) | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | 464,832 | | | | 0.0 |
| 515,000 | | | (1) | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | 538,935 | | | | 0.0 |
| 975,000 | | | | | Centene Corp., 4.625%, 12/15/2029 | | | 1,073,494 | | | | 0.1 |
| 275,000 | | | (1) | | Centene Corp., 5.375%, 06/01/2026 | | | 287,719 | | | | 0.0 |
| 600,000 | | | (1) | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | 615,750 | | | | 0.0 |
| 225,000 | | | (1) | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | 233,606 | | | | 0.0 |
| 750,000 | | | (1) | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | 781,807 | | | | 0.0 |
| 250,000 | | | (1) | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | 251,250 | | | | 0.0 |
| 325,000 | | | (1) | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | 347,365 | | | | 0.0 |
| 800,000 | | | (1) | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | 846,992 | | | | 0.1 |
| 825,000 | | | (1) | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | 865,743 | | | | 0.1 |
| 835,000 | | | (1) | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | 828,738 | | | | 0.1 |
| 475,000 | | | (1) | | CPI CG, Inc., 8.625%, 03/15/2026 | | | 506,003 | | | | 0.0 |
| 275,000 | | | (1) | | DaVita, Inc., 3.750%, 02/15/2031 | | | 264,344 | | | | 0.0 |
| 275,000 | | | (1) | | DaVita, Inc., 4.625%, 06/01/2030 | | | 283,104 | | | | 0.0 |
| 1,325,000 | | | (1) | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | 1,429,451 | | | | 0.1 |
| 1,050,000 | | | | | DP World Crescent Ltd., 3.875%, 07/18/2029 | | | 1,142,583 | | | | 0.1 |
| 335,000 | | | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | 359,355 | | | | 0.0 |
| 329,000 | | | (1) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | 222,289 | | | | 0.0 |
| 140,000 | | | (1) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | 142,977 | | | | 0.0 |
| 575,000 | | | (1) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | 599,757 | | | | 0.0 |
| 1,425,000 | | | | | HCA, Inc., 5.375%, 02/01/2025 | | | 1,609,181 | | | | 0.1 |
| 325,000 | | | | | HCA, Inc., 5.625%, 09/01/2028 | | | 385,531 | | | | 0.0 |
| 445,000 | | | (1) | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | 462,095 | | | | 0.0 |
| 1,225,000 | | | (1) | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | 1,317,251 | | | | 0.1 |
| 190,000 | | | (1) | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | 199,880 | | | | 0.0 |
| 625,000 | | | (1) | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | 678,700 | | | | 0.0 |
| 400,000 | | | (1) | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | 415,220 | | | | 0.0 |
| 850,000 | | | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | 935,000 | | | | 0.1 |
| 440,000 | | | (1) | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 3.750%, 12/01/2031 | | | 450,780 | | | | 0.0 |
| 550,000 | | | (1) | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | 615,835 | | | | 0.0 |
| 675,000 | | | (1) | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | 739,230 | | | | 0.0 |
| 300,000 | | | | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | 340,510 | | | | 0.0 |
| 1,175,000 | | | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | 1,444,877 | | | | 0.1 |
| 325,000 | | | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | 422,722 | | | | 0.0 |
| 545,000 | | | (1) | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | 552,358 | | | | 0.0 |
| 235,000 | | | (1) | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | 229,458 | | | | 0.0 |
| 400,000 | | | (1) | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | 417,800 | | | | 0.0 |
| 555,000 | | | (1),(3) | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | 558,460 | | | | 0.0 |
| 1,500,000 | | | (1) | | Natura Cosmeticos SA, 4.125%, 05/03/2028 | | | 1,539,375 | | | | 0.1 |
| 550,000 | | | (1) | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | 574,750 | | | | 0.0 |
| 400,000 | | | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | 466,424 | | | | 0.0 |
| 100,000 | | | (1) | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | 100,375 | | | | 0.0 |
| 550,000 | | | (1) | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | 600,035 | | | | 0.0 |
| 600,000 | | | (1) | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | 618,870 | | | | 0.0 |
| 480,000 | | | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | 491,359 | | | | 0.0 |
| 300,000 | | | (1) | | Pilgrim's Pride Corp., 4.250%, 04/15/2031 | | | 311,250 | | | | 0.0 |
| 675,000 | | | (1) | | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | | | 719,753 | | | | 0.0 |
| 225,000 | | | (1) | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | 229,068 | | | | 0.0 |
| 1,000,000 | | | (1) | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | 1,063,040 | | | | 0.1 |
| 625,000 | | | (1) | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | 625,781 | | | | 0.0 |
| 895,000 | | | (1) | | Select Medical Corp., 6.250%, 08/15/2026 | | | 955,242 | | | | 0.1 |
| 625,000 | | | (1) | | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | 631,231 | | | | 0.0 |
| 325,000 | | | (1) | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | 351,439 | | | | 0.0 |
| 150,000 | | | (1) | | Square, Inc., 2.750%, 06/01/2026 | | | 152,813 | | | | 0.0 |
| 380,000 | | | (1) | | Square, Inc., 3.500%, 06/01/2031 | | | 383,800 | | | | 0.0 |
| 350,000 | | | (1) | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | 354,813 | | | | 0.0 |
| 725,000 | | | (1) | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | 774,655 | | | | 0.0 |
| 1,175,000 | | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | 1,283,688 | | | | 0.1 |
| 820,000 | | | (1) | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | 823,169 | | | | 0.1 |
| 675,000 | | | (1) | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | 727,778 | | | | 0.0 |
| 525,000 | | | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | 557,419 | | | | 0.0 |
| 200,000 | | | | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | 219,344 | | | | 0.0 |
| 525,000 | | | (1) | | Vizient, Inc., 6.250%, 05/15/2027 | | | 557,057 | | | | 0.0 |
| | | | | | | | | 49,876,802 | | | | 2.0 |
| | | | | | | | | | | | | |
| | | | | | Energy: 3.9% | | | | | | | |
| 950,000 | | | (1) | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | 1,029,776 | | | | 0.1 |
| 350,000 | | | (1) | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | 365,314 | | | | 0.0 |
| 525,000 | | | (1) | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | 547,599 | | | | 0.0 |
| 550,000 | | | (1) | | Antero Resources Corp., 5.375%, 03/01/2030 | | | 562,034 | | | | 0.0 |
| 150,000 | | | (1) | | Antero Resources Corp., 7.625%, 02/01/2029 | | | 166,695 | | | | 0.0 |
| 700,000 | | | | | Apache Corp., 4.375%, 10/15/2028 | | | 746,123 | | | | 0.0 |
| 525,000 | | | | | Apache Corp., 5.100%, 09/01/2040 | | | 550,594 | | | | 0.0 |
| 375,000 | | | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | 392,216 | | | | 0.0 |
| 250,000 | | | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | 266,177 | | | | 0.0 |
| 600,000 | | | (1) | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | 612,030 | | | | 0.0 |
| 600,000 | | | (1) | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | 606,174 | | | | 0.0 |
| 425,000 | | | (1) | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | 428,761 | | | | 0.0 |
| 650,000 | | | (1) | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | 681,661 | | | | 0.0 |
| 250,000 | | | (1) | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | 271,250 | | | | 0.0 |
| 825,000 | | | | | Cenovus Energy, Inc., 5.250%, 06/15/2037 | | | 988,818 | | | | 0.1 |
| 330,000 | | | (1) | | Cheniere Energy Partners L.P., 4.000%, 03/01/2031 | | | 345,262 | | | | 0.0 |
| 900,000 | | | (1) | | CNX Resources Corp., 7.250%, 03/14/2027 | | | 965,673 | | | | 0.1 |
| 250,000 | | | | | Continental Resources, Inc., 4.900%, 06/01/2044 | | | 283,445 | | | | 0.0 |
| 175,000 | | | (1) | | Continental Resources, Inc./OK, 5.750%, 01/15/2031 | | | 209,781 | | | | 0.0 |
| 175,000 | | | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | 180,285 | | | | 0.0 |
| 775,000 | | | (1) | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | 812,781 | | | | 0.0 |
| 340,000 | | | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | 376,190 | | | | 0.0 |
| 190,000 | | | | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | 211,840 | | | | 0.0 |
| 50,000 | | | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | 55,239 | | | | 0.0 |
| 650,000 | | | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | 741,201 | | | | 0.0 |
| 600,000 | | | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | 618,795 | | | | 0.0 |
| 300,000 | | | (1) | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | 316,908 | | | | 0.0 |
| 162,000 | | | (1) | | Devon Energy Corp., 4.500%, 01/15/2030 | | | 178,249 | | | | 0.0 |
| 275,000 | | | (1) | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | 279,559 | | | | 0.0 |
| 425,000 | | | (1) | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | 434,792 | | | | 0.0 |
| 1,800,000 | | | | | Ecopetrol SA, 5.375%, 06/26/2026 | | | 1,986,930 | | | | 0.1 |
| 2,500,000 | | | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | 3,020,650 | | | | 0.1 |
| 500,000 | | | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | 524,066 | | | | 0.0 |
| 1,200,000 | | | (3) | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | 1,340,444 | | | | 0.1 |
| 340,000 | | | (1) | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | 379,793 | | | | 0.0 |
| 625,000 | | | (1) | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | 638,281 | | | | 0.0 |
| 5,725,000 | | | (4) | | Energy Transfer L.P., 7.125%, 12/31/2199 | | | 5,925,375 | | | | 0.3 |
| 1,075,000 | | | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | 1,123,305 | | | | 0.1 |
| 700,000 | | | (1) | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | 732,900 | | | | 0.0 |
| 285,000 | | | | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | 308,535 | | | | 0.0 |
| 355,000 | | | (1) | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | 386,888 | | | | 0.0 |
| 75,000 | | | (1) | | EQT Corp., 3.125%, 05/15/2026 | | | 76,958 | | | | 0.0 |
| 75,000 | | | (1) | | EQT Corp., 3.625%, 05/15/2031 | | | 78,380 | | | | 0.0 |
| 100,000 | | | | | EQT Corp., 5.000%, 01/15/2029 | | | 111,635 | | | | 0.0 |
| 3,600,000 | | | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | 4,029,473 | | | | 0.2 |
| 750,000 | | | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | 839,850 | | | | 0.0 |
| 2,700,000 | | | (1) | | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | | | 2,694,357 | | | | 0.1 |
| 2,300,000 | | | (1),(4) | | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | | | 2,402,251 | | | | 0.1 |
| 375,000 | | | (1) | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | 393,849 | | | | 0.0 |
| 475,000 | | | (1) | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | 496,019 | | | | 0.0 |
| 250,000 | | | (1) | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | 260,976 | | | | 0.0 |
| 450,000 | | | (1) | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | 477,563 | | | | 0.0 |
| 800,000 | | | (1) | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | 842,560 | | | | 0.1 |
| 650,000 | | | (1) | | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | | | 680,089 | | | | 0.0 |
| 2,625,000 | | | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | 3,000,296 | | | | 0.1 |
| 2,550,000 | | | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | 3,054,132 | | | | 0.1 |
| 300,000 | | | (1) | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | 359,310 | | | | 0.0 |
| 350,000 | | | | | Laredo Petroleum, Inc., 9.500%, 01/15/2025 | | | 369,236 | | | | 0.0 |
| 375,000 | | | | | Laredo Petroleum, Inc., 10.125%, 01/15/2028 | | | 412,875 | | | | 0.0 |
| 800,000 | | | (1) | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | 745,004 | | | | 0.0 |
| 425,000 | | | | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | 444,178 | | | | 0.0 |
| 500,000 | | | | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | 527,850 | | | | 0.0 |
| 475,000 | | | (1) | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | 456,950 | | | | 0.0 |
| 255,000 | | | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | 247,892 | | | | 0.0 |
| 625,000 | | | (1) | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | 652,488 | | | | 0.0 |
| 1,580,000 | | | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | 1,479,346 | | | | 0.1 |
| 1,005,000 | | | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | 1,113,686 | | | | 0.1 |
| 1,300,000 | | | | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | 1,561,625 | | | | 0.1 |
| 575,000 | | | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | 726,027 | | | | 0.0 |
| 1,000,000 | | | (1) | | Oleoducto Central SA, 4.000%, 07/14/2027 | | | 1,033,200 | | | | 0.1 |
| 925,000 | | | | | Ovintiv Exploration, Inc., 5.375%, 01/01/2026 | | | 1,043,355 | | | | 0.1 |
| 325,000 | | | | | Ovintiv, Inc., 6.500%, 02/01/2038 | | | 433,382 | | | | 0.0 |
| 2,100,000 | | | (1) | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | 2,018,397 | | | | 0.1 |
| 1,375,000 | | | (1) | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | 1,414,085 | | | | 0.1 |
| 750,000 | | | (1) | | Pertamina Persero PT, 3.100%, 08/27/2030 | | | 772,724 | | | | 0.0 |
| 4,125,000 | | | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | 4,625,156 | | | | 0.2 |
| 1,400,000 | | | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | 1,471,750 | | | | 0.1 |
| 7,450,000 | | | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | 7,246,988 | | | | 0.3 |
| 575,000 | | | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | 592,538 | | | | 0.0 |
| 1,000,000 | | | (1) | | Petroleos Mexicanos, 6.875%, 10/16/2025 | | | 1,108,250 | | | | 0.1 |
| 1,000,000 | | | (1) | | Petronas Capital Ltd., 2.480%, 01/28/2032 | | | 1,007,697 | | | | 0.1 |
| 2,000,000 | | | | | Petronas Capital Ltd., 3.500%, 04/21/2030 | | | 2,194,008 | | | | 0.1 |
| 525,000 | | | (1) | | Precision Drilling Corp., 6.875%, 01/15/2029 | | | 541,406 | | | | 0.0 |
| 2,000,000 | | | (1) | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | 2,076,859 | | | | 0.1 |
| 975,000 | | | | | Qatar Petroleum, 3.125%, 07/12/2041 | | | 971,402 | | | | 0.0 |
| 2,200,000 | | | (1),(3) | | SA Global Sukuk Ltd., 2.694%, 06/17/2031 | | | 2,230,052 | | | | 0.1 |
| 750,000 | | | (1) | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | 730,781 | | | | 0.0 |
| 1,025,000 | | | (1) | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | 1,065,026 | | | | 0.1 |
| 625,000 | | | (1) | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | 625,000 | | | | 0.0 |
| 135,000 | | | (1) | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | 137,770 | | | | 0.0 |
| 425,000 | | | | | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | | | 445,878 | | | | 0.0 |
| 350,000 | | | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | 356,601 | | | | 0.0 |
| 390,000 | | | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | 428,345 | | | | 0.0 |
| 850,000 | | | (1) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | 921,285 | | | | 0.1 |
| 950,000 | | | (1) | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | 970,093 | | | | 0.1 |
| 525,000 | | | (1) | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | 528,386 | | | | 0.0 |
| 825,000 | | | (1) | | Transocean, Inc., 7.500%, 01/15/2026 | | | 710,535 | | | | 0.0 |
| 625,000 | | | (1) | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | 658,594 | | | | 0.0 |
| 325,000 | | | (1) | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | 339,497 | | | | 0.0 |
| 300,000 | | | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | 320,735 | | | | 0.0 |
| 975,000 | | | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | 1,055,267 | | | | 0.1 |
| | | | | | | | | 99,202,286 | | | | 3.9 |
| | | | | | | | | | | | | |
| | | | | | Financial: 1.7% | | | | | | | |
| 1,950,000 | | | (1) | | Akbank TAS, 6.800%, 02/06/2026 | | | 2,062,544 | | | | 0.1 |
| 500,000 | | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | 574,603 | | | | 0.0 |
| 625,000 | | | (1) | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | 644,631 | | | | 0.0 |
| 475,000 | | | (1) | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | 475,950 | | | | 0.0 |
| 1,600,000 | | | (1) | | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | | | 1,648,232 | | | | 0.1 |
| 1,550,000 | | | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | 1,699,242 | | | | 0.1 |
| 2,275,000 | | | (1),(4) | | Banco de Credito del Peru, 3.125%, 07/01/2030 | | | 2,265,672 | | | | 0.1 |
| 1,475,000 | | | (1),(4) | | Banco de Credito del Peru, 3.250%, 09/30/2031 | | | 1,464,269 | | | | 0.1 |
| 1,550,000 | | | (1) | | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | | 1,585,882 | | | | 0.1 |
| 1,200,000 | | | (1) | | Banco Votorantim SA, 4.500%, 09/24/2024 | | | 1,268,562 | | | | 0.1 |
| 1,500,000 | | | | | Bancolombia SA, 3.000%, 01/29/2025 | | | 1,542,375 | | | | 0.1 |
| 3,325,000 | | | (1),(4) | | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | | 3,512,630 | | | | 0.2 |
| 750,000 | | | (1) | | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | | | 759,450 | | | | 0.0 |
| 550,000 | | | (1) | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | 562,765 | | | | 0.0 |
| 875,000 | | | (1) | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | 945,967 | | | | 0.1 |
| 1,000,000 | | | (1) | | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | | | 997,400 | | | | 0.1 |
| 925,000 | | | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | 943,361 | | | | 0.1 |
| 255,000 | | | (1) | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | 257,134 | | | | 0.0 |
| 375,000 | | | (1) | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | 390,861 | | | | 0.0 |
| 675,000 | | | (1) | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | 706,769 | | | | 0.0 |
| 200,000 | | | (1) | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | 208,230 | | | | 0.0 |
| 310,000 | | | (1) | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | 328,574 | | | | 0.0 |
| 255,000 | | | (1) | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | 273,888 | | | | 0.0 |
| 1,500,000 | | | (1) | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | 1,544,625 | | | | 0.1 |
| 1,050,000 | | | (1),(4) | | Kookmin Bank, 4.350%, 12/31/2199 | | | 1,109,708 | | | | 0.1 |
| 285,000 | | | (1) | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | 285,356 | | | | 0.0 |
| 300,000 | | | (1) | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | 302,170 | | | | 0.0 |
| 515,000 | | | (1) | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | 535,185 | | | | 0.0 |
| 150,000 | | | (1) | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | 152,728 | | | | 0.0 |
| 215,000 | | | (1) | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | 230,130 | | | | 0.0 |
| 575,000 | | | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | 623,416 | | | | 0.0 |
| 200,000 | | | (1) | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | 201,022 | | | | 0.0 |
| 515,000 | | | (1) | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | 539,612 | | | | 0.0 |
| 550,000 | | | (1),(4) | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | 557,906 | | | | 0.0 |
| 290,000 | | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | 293,261 | | | | 0.0 |
| 675,000 | | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | 716,405 | | | | 0.0 |
| 625,000 | | | (1) | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | 623,125 | | | | 0.0 |
| 825,000 | | | | | Navient Corp., 4.875%, 03/15/2028 | | | 830,156 | | | | 0.0 |
| 410,000 | | | | | Navient Corp., 5.000%, 03/15/2027 | | | 425,068 | | | | 0.0 |
| 275,000 | | | | | Navient Corp., 7.250%, 09/25/2023 | | | 304,289 | | | | 0.0 |
| 1,100,000 | | | (1),(4) | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | 1,151,607 | | | | 0.1 |
| 150,000 | | | | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | 148,875 | | | | 0.0 |
| 1,050,000 | | | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | 1,144,227 | | | | 0.1 |
| 800,000 | | | (1) | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | 841,000 | | | | 0.0 |
| 800,000 | | | (1) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | 837,432 | | | | 0.0 |
| 850,000 | | | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | 874,969 | | | | 0.0 |
| 875,000 | | | | | Service Properties Trust, 4.375%, 02/15/2030 | | | 834,706 | | | | 0.0 |
| 500,000 | | | (1),(4) | | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | | | 497,740 | | | | 0.0 |
| 500,000 | | | (1) | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | 497,910 | | | | 0.0 |
| 750,000 | | | (1) | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | 770,284 | | | | 0.0 |
| 650,000 | | | (1) | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 7.125%, 12/15/2024 | | | 672,750 | | | | 0.0 |
| 500,000 | | | (1) | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | 501,948 | | | | 0.0 |
| 245,000 | | | (1) | | XHR L.P., 4.875%, 06/01/2029 | | | 253,269 | | | | 0.0 |
| 200,000 | | | (1),(4) | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | 207,080 | | | | 0.0 |
| | | | | | | | | 43,626,950 | | | | 1.7 |
| | | | | | | | | | | | | |
| | | | | | Industrial: 1.1% | | | | | | | |
| 1,025,000 | | | (1),(2) | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | | | 1,078,382 | | | | 0.1 |
| 200,000 | | | (1) | | Bombardier, Inc., 6.000%, 10/15/2022 | | | 200,659 | | | | 0.0 |
| 475,000 | | | (1) | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | 500,108 | | | | 0.0 |
| 650,000 | | | (1) | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | 664,976 | | | | 0.0 |
| 1,025,000 | | | (1) | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | 1,078,812 | | | | 0.1 |
| 575,000 | | | (1),(4) | | Cemex SAB de CV, 5.125%, 12/31/2199 | | | 594,234 | | | | 0.0 |
| 1,275,000 | | | (1) | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | 1,405,764 | | | | 0.1 |
| 550,000 | | | (1) | | Clark Equipment Co., 5.875%, 06/01/2025 | | | 582,312 | | | | 0.0 |
| 300,000 | | | (1) | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | 315,172 | | | | 0.0 |
| 225,000 | | | (1) | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | 245,486 | | | | 0.0 |
| 775,000 | | | (1) | | CP Atlas Buyer, Inc., 7.000%, 12/01/2028 | | | 805,302 | | | | 0.1 |
| 525,000 | | | (1) | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | 547,313 | | | | 0.0 |
| 600,000 | | | (1),(3) | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | 593,595 | | | | 0.0 |
| 175,000 | | | (1) | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | 182,709 | | | | 0.0 |
| 425,000 | | | (1) | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | 441,596 | | | | 0.0 |
| 625,000 | | | (1) | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | 643,559 | | | | 0.0 |
| 550,000 | | | (1) | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | 594,171 | | | | 0.0 |
| 600,000 | | | (1) | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | 671,319 | | | | 0.0 |
| 775,000 | | | (1) | | Imola Merger Corp., 4.750%, 05/15/2029 | | | 798,250 | | | | 0.1 |
| 2,775,000 | | | (1) | | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | | | 2,818,197 | | | | 0.1 |
| 325,000 | | | (1),(2) | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | | | 334,677 | | | | 0.0 |
| 725,000 | | | (1) | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | 755,925 | | | | 0.1 |
| 1,550,000 | | | (1) | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | 1,773,673 | | | | 0.1 |
| 725,000 | | | (1) | | Koppers, Inc., 6.000%, 02/15/2025 | | | 750,748 | | | | 0.0 |
| 375,000 | | | (1) | | Madison IAQ LLC, 5.875%, 06/30/2029 | | | 382,031 | | | | 0.0 |
| 800,000 | | | (1) | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | 899,400 | | | | 0.1 |
| 675,000 | | | | | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | | | 689,216 | | | | 0.0 |
| 1,035,000 | | | (1) | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | 1,095,403 | | | | 0.1 |
| 955,000 | | | (1) | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | 979,758 | | | | 0.1 |
| 600,000 | | | (1) | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | 661,668 | | | | 0.0 |
| 590,000 | | | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | 613,063 | | | | 0.0 |
| 367,000 | | | (1) | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | 405,462 | | | | 0.0 |
| 675,000 | | | (1) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | 726,273 | | | | 0.0 |
| 175,000 | | | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | 176,829 | | | | 0.0 |
| 475,000 | | | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | 505,324 | | | | 0.0 |
| 490,000 | | | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | 520,454 | | | | 0.0 |
| 425,000 | | | (1) | | TransDigm, Inc., 4.625%, 01/15/2029 | | | 426,398 | | | | 0.0 |
| 500,000 | | | | | TransDigm, Inc., 5.500%, 11/15/2027 | | | 521,875 | | | | 0.0 |
| 575,000 | | | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | 596,402 | | | | 0.0 |
| 590,000 | | | (1) | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | 641,442 | | | | 0.0 |
| 575,000 | | | (1) | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | 597,115 | | | | 0.0 |
| | | | | | | | | 28,815,052 | | | | 1.1 |
| | | | | | | | | | | | | |
| | | | | | Technology: 0.5% | | | | | | | |
| 925,000 | | | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | 941,493 | | | | 0.1 |
| 625,000 | | | (1) | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | 641,694 | | | | 0.0 |
| 550,000 | | | (1) | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | 562,394 | | | | 0.0 |
| 150,000 | | | (1) | | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | | | 153,563 | | | | 0.0 |
| 160,000 | | | (1) | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | 167,920 | | | | 0.0 |
| 550,000 | | | (1) | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | 561,011 | | | | 0.0 |
| 575,000 | | | (1) | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | 601,996 | | | | 0.0 |
| 500,000 | | | | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | | 507,225 | | | | 0.0 |
| 600,000 | | | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | 669,588 | | | | 0.0 |
| 550,000 | | | | | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | | | 571,450 | | | | 0.0 |
| 890,000 | | | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | 934,647 | | | | 0.1 |
| 590,000 | | | (1) | | NCR Corp., 5.125%, 04/15/2029 | | | 609,175 | | | | 0.0 |
| 175,000 | | | (1) | | Open Text Corp., 3.875%, 02/15/2028 | | | 177,765 | | | | 0.0 |
| 250,000 | | | (1) | | Open Text Corp., 5.875%, 06/01/2026 | | | 259,308 | | | | 0.0 |
| 575,000 | | | (1) | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | 587,104 | | | | 0.0 |
| 665,000 | | | (1),(3) | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | 682,456 | | | | 0.1 |
| 790,000 | | | (1) | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | 784,991 | | | | 0.1 |
| 480,000 | | | (1) | | Science Applications International Corp., 4.875%, 04/01/2028 | | | 505,116 | | | | 0.0 |
| 665,000 | | | (1) | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | 676,225 | | | | 0.0 |
| 200,000 | | | (1) | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | 206,079 | | | | 0.0 |
| 810,000 | | | (1) | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | 845,664 | | | | 0.1 |
| | | | | | | | | 11,646,864 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Utilities: 1.7% | | | | | | | |
| 1,325,000 | | | (1) | | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | | 1,388,202 | | | | 0.1 |
| 600,000 | | | (1) | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | 630,126 | | | | 0.0 |
| 1,850,000 | | | (1) | | Colbun SA, 3.150%, 03/06/2030 | | | 1,890,672 | | | | 0.1 |
| 5,670,000 | | | (4) | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | 6,038,550 | | | | 0.3 |
| 600,000 | | | (1) | | Drax Finco PLC, 6.625%, 11/01/2025 | | | 621,447 | | | | 0.0 |
| 3,935,000 | | | (4) | | Duke Energy Corp., 4.875%, 12/31/2199 | | | 4,190,775 | | | | 0.2 |
| 3,175,000 | | | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | 3,285,109 | | | | 0.1 |
| 500,000 | | | (1) | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | 561,430 | | | | 0.0 |
| 2,500,000 | | | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | 2,572,450 | | | | 0.1 |
| 575,000 | | | (1) | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | 591,664 | | | | 0.0 |
| 800,000 | | | (1) | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | 801,160 | | | | 0.0 |
| 2,875,000 | | | (4) | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | 3,348,018 | | | | 0.1 |
| 245,000 | | | (1) | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | 240,592 | | | | 0.0 |
| 550,000 | | | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | 570,059 | | | | 0.0 |
| 2,325,000 | | | (1) | | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | | 2,465,453 | | | | 0.1 |
| 2,950,000 | | | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | 3,445,969 | | | | 0.2 |
| 300,000 | | | (1) | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | 298,493 | | | | 0.0 |
| 3,704,000 | | | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | 3,926,594 | | | | 0.2 |
| 3,625,000 | | | (4) | | Southern Co/The, 4.000%, 01/15/2051 | | | 3,842,500 | | | | 0.2 |
| 400,000 | | | (1) | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | 413,662 | | | | 0.0 |
| 450,000 | | | (1) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | 467,438 | | | | 0.0 |
| | | | | | | | | 41,590,363 | | | | 1.7 |
| | | | | | | | | | | | | |
| | | | Total Corporate Bonds/Notes | | | | | | |
| | | | (Cost $405,619,149) | | 425,850,719 | | | | 16.9 |
| | | | | | | | | | | | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 23.6% | | | | | | |
| 267,093 | | | (4) | | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.226%, 05/25/2036 | | | 260,620 | | | | 0.0 |
| 666,515 | | | (1),(4) | | Agate Bay Mortgage Trust 2014-1 B4, 3.823%, 07/25/2044 | | | 671,556 | | | | 0.0 |
| 2,773,078 | | | (1),(4) | | Agate Bay Mortgage Trust 2014-2 B2, 3.886%, 09/25/2044 | | | 2,811,971 | | | | 0.1 |
| 1,137,567 | | | (1),(4) | | Agate Bay Mortgage Trust 2014-2 B4, 3.886%, 09/25/2044 | | | 1,147,288 | | | | 0.1 |
| 1,744,971 | | | (1),(4) | | Agate Bay Mortgage Trust 2015-2 B3, 3.695%, 03/25/2045 | | | 1,761,426 | | | | 0.1 |
| 754,630 | | | (1),(4) | | Agate Bay Mortgage Trust 2015-4 B3, 3.545%, 06/25/2045 | | | 770,817 | | | | 0.0 |
| 2,107,167 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-1 B3, 3.700%, 12/25/2045 | | | 2,127,101 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-1 B4, 3.700%, 12/25/2045 | | | 1,031,751 | | | | 0.0 |
| 1,137,085 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-2 B4, 3.784%, 03/25/2046 | | | 1,153,758 | | | | 0.1 |
| 619,329 | | | | | Alternative Loan Trust 2004-J7 MI, 1.112%, (US0001M + 1.020%), 10/25/2034 | | | 609,308 | | | | 0.0 |
| 108,672 | | | | | Alternative Loan Trust 2005-10CB 1A1, 0.592%, (US0001M + 0.500%), 05/25/2035 | | | 88,831 | | | | 0.0 |
| 433,533 | | | | | Alternative Loan Trust 2005-10CB 1A2, 0.542%, (US0001M + 0.450%), 05/25/2035 | | | 353,290 | | | | 0.0 |
| 431,229 | | | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | 414,694 | | | | 0.0 |
| 160,433 | | | | | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | | | 151,196 | | | | 0.0 |
| 47,639 | | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | 46,210 | | | | 0.0 |
| 236,650 | | | | | Alternative Loan Trust 2005-J2 1A12, 0.492%, (US0001M + 0.400%), 04/25/2035 | | | 198,110 | | | | 0.0 |
| 33,205 | | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | 22,463 | | | | 0.0 |
| 564,508 | | | | | Alternative Loan Trust 2006-18CB A10, 0.492%, (US0001M + 0.400%), 07/25/2036 | | | 278,455 | | | | 0.0 |
| 136,982 | | | | | Alternative Loan Trust 2006-19CB A12, 0.492%, (US0001M + 0.400%), 08/25/2036 | | | 72,060 | | | | 0.0 |
| 580,087 | | | | | Alternative Loan Trust 2006-19CB A28, 0.692%, (US0001M + 0.600%), 08/25/2036 | | | 313,515 | | | | 0.0 |
| 982,640 | | | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | 786,214 | | | | 0.0 |
| 351,868 | | | | | Alternative Loan Trust 2006-HY11 A1, 0.332%, (US0001M + 0.120%), 06/25/2036 | | | 341,542 | | | | 0.0 |
| 1,019,744 | | | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | 838,089 | | | | 0.0 |
| 145,074 | | | | | Alternative Loan Trust 2007-2CB 2A1, 0.692%, (US0001M + 0.600%), 03/25/2037 | | | 71,179 | | | | 0.0 |
| 246,884 | | | | | Alternative Loan Trust 2007-HY8C A1, 0.252%, (US0001M + 0.160%), 09/25/2047 | | | 240,385 | | | | 0.0 |
| 740,790 | | | | | Alternative Loan Trust 2007-OA4 A1, 0.262%, (US0001M + 0.170%), 05/25/2047 | | | 704,614 | | | | 0.0 |
| 1,110,973 | | | (1),(4) | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | 1,127,771 | | | | 0.1 |
| 387,574 | | | | | Banc of America Funding 2007-2 1A16 Trust, 0.692%, (US0001M + 0.600%), 03/25/2037 | | | 302,191 | | | | 0.0 |
| 1,981,117 | | | | | Banc of America Funding 2007-C 7A1 Trust, 0.513%, (US0001M + 0.210%), 05/20/2047 | | | 1,978,073 | | | | 0.1 |
| 279,195 | | | (4) | | Bear Stearns ALT-A Trust 2005-3 4A3, 2.505%, 04/25/2035 | | | 283,923 | | | | 0.0 |
| 525,879 | | | (4) | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.115%, 11/25/2036 | | | 403,049 | | | | 0.0 |
| 667,370 | | | (4) | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.089%, 11/25/2036 | | | 448,728 | | | | 0.0 |
| 133,551 | | | (4) | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.227%, 01/26/2036 | | | 113,142 | | | | 0.0 |
| 1,300,000 | | | (1) | | Bellemeade Re 2019-1A M2 Ltd., 2.792%, (US0001M + 2.700%), 03/25/2029 | | | 1,304,879 | | | | 0.1 |
| 1,898,538 | | | (1) | | Bellemeade Re 2020-4 M2A Ltd., 2.692%, (US0001M + 2.600%), 06/25/2030 | | | 1,900,492 | | | | 0.1 |
| 277,686 | | | (1),(4) | | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | | | 285,969 | | | | 0.0 |
| 967,305 | | | (1),(4) | | Chase Mortgage Finance Corp. 2019-1 B2, 3.945%, 03/25/2050 | | | 994,054 | | | | 0.0 |
| 1,258,290 | | | (1),(4) | | Chase Mortgage Finance Corp. 2019-1 B3, 3.945%, 03/25/2050 | | | 1,298,684 | | | | 0.1 |
| 434,459 | | | (4) | | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.056%, 09/25/2036 | | | 403,269 | | | | 0.0 |
| 54,915 | | | (4) | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.800%, 11/25/2034 | | | 55,583 | | | | 0.0 |
| 397,912 | | | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 2.207%, (US0012M + 1.750%), 02/20/2036 | | | 384,707 | | | | 0.0 |
| 551,062 | | | (1),(4) | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | 559,565 | | | | 0.0 |
| 473,933 | | | (1),(4) | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | 481,849 | | | | 0.0 |
| 372,696 | | | (1),(4) | | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | | | 380,272 | | | | 0.0 |
| 559,043 | | | (1),(4) | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | 569,864 | | | | 0.0 |
| 658,193 | | | (1),(4) | | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | | | 664,173 | | | | 0.0 |
| 1,722,597 | | | (1),(4) | | CIM Trust 2019-J1 B3, 4.005%, 08/25/2049 | | | 1,788,807 | | | | 0.1 |
| 3,133,003 | | | (1),(4) | | CIM Trust 2019-J2 B2, 3.825%, 10/25/2049 | | | 3,251,224 | | | | 0.1 |
| 1,967,280 | | | (1),(4) | | CIM Trust 2019-J2 B3, 3.825%, 10/25/2049 | | | 2,020,532 | | | | 0.1 |
| 695,436 | | | (1),(4) | | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | | | 703,058 | | | | 0.0 |
| 1,283,428 | | | (1),(4) | | CIM Trust 2020-J2 B3, 2.790%, 01/25/2051 | | | 1,238,523 | | | | 0.1 |
| 5,346,178 | | | (1),(4) | | CIM Trust 2021-J2 A19, 2.500%, 04/25/2051 | | | 5,395,753 | | | | 0.2 |
| 2,050,000 | | | (1),(4) | | CIM Trust 2021-J3 A31, 2.500%, 06/25/2051 | | | 2,066,550 | | | | 0.1 |
| 1,921,000 | | | (1),(4) | | CIM Trust 2021-J3 B3, 2.624%, 06/25/2051 | | | 1,834,466 | | | | 0.1 |
| 552,292 | | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | 555,695 | | | | 0.0 |
| 94,002 | | | (4) | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.775%, 03/25/2036 | | | 83,205 | | | | 0.0 |
| 50,820 | | | (4) | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.133%, 11/25/2036 | | | 47,007 | | | | 0.0 |
| 291,897 | | | (1),(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | 307,090 | | | | 0.0 |
| 2,192,052 | | | (1),(4) | | Citigroup Mortgage Loan Trust 2021-J1 A4A, 2.500%, 04/25/2051 | | | 2,205,802 | | | | 0.1 |
| 167,189 | | | (4) | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 3.029%, 08/25/2035 | | | 175,859 | | | | 0.0 |
| 453,639 | | | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | 460,438 | | | | 0.0 |
| 1,710,913 | | | (1),(4) | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | 1,719,442 | | | | 0.1 |
| 2,668,915 | | | (1) | | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.192%, (US0001M + 2.100%), 10/25/2039 | | | 2,682,383 | | | | 0.1 |
| 5,008,801 | | | (1) | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.092%, (US0001M + 2.000%), 01/25/2040 | | | 5,036,027 | | | | 0.2 |
| 23,288 | | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.592%, (US0001M + 0.500%), 11/25/2035 | | | 12,864 | | | | 0.0 |
| 636,423 | | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.812%, (US0001M + 0.720%), 11/25/2035 | | | 629,209 | | | | 0.0 |
| 592,442 | | | (1),(4) | | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | | | 605,270 | | | | 0.0 |
| 3,634,641 | | | (1),(5) | | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/25/2023), 07/25/2049 | | | 3,671,394 | | | | 0.2 |
| 2,969,575 | | | (1),(4) | | CSMC 2021-AFC1 M1 Trust, 2.193%, 03/25/2056 | | | 2,950,186 | | | | 0.1 |
| 349,605 | | | | | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | | | 259,406 | | | | 0.0 |
| 695,500 | | | (1),(4) | | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | | | 706,368 | | | | 0.0 |
| 2,000,000 | | | (1),(4) | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | 2,008,848 | | | | 0.1 |
| 2,000,000 | | | (1),(4) | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | 2,006,679 | | | | 0.1 |
| 492,033 | | | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.392%, (US0001M + 0.300%), 04/25/2037 | | | 350,103 | | | | 0.0 |
| 114,317 | | | (1),(4) | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.016%, 06/27/2037 | | | 116,328 | | | | 0.0 |
| 1,700,000 | | | (1),(4) | | Ellington Financial Mortgage Trust 2021-2 M1, 2.296%, 06/25/2066 | | | 1,694,009 | | | | 0.1 |
| 1,700,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | 1,758,429 | | | | 0.1 |
| 574,123 | | | (6) | | Fannie Mae 2007-18 BS, 6.509%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | 114,150 | | | | 0.0 |
| 1,830,282 | | | (6) | | Fannie Mae 2008-94 SI, 5.409%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | 431,208 | | | | 0.0 |
| 224,697 | | | | | Fannie Mae 2010-15 FD, 0.832%, (US0001M + 0.740%), 03/25/2040 | | | 229,586 | | | | 0.0 |
| 593,635 | | | | | Fannie Mae 2011-47 GF, 0.662%, (US0001M + 0.570%), 06/25/2041 | | | 603,806 | | | | 0.0 |
| 70,522 | | | | | Fannie Mae 2012-10 UF, 0.642%, (US0001M + 0.550%), 02/25/2042 | | | 71,746 | | | | 0.0 |
| 229,095 | | | (6) | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | 45,804 | | | | 0.0 |
| 698,304 | | | (6) | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | 39,886 | | | | 0.0 |
| 4,402,524 | | | (6) | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | 264,205 | | | | 0.0 |
| 494,492 | | | (6) | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | 9,303 | | | | 0.0 |
| 27,239,204 | | | (6) | | Fannie Mae 2018-86 US, 6.109%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | 5,103,954 | | | | 0.2 |
| 69,885 | | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 4.992%, (US0001M + 4.900%), 11/25/2024 | | | 72,345 | | | | 0.0 |
| 1,058,197 | | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | 1,081,375 | | | | 0.0 |
| 1,458,204 | | | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.642%, (US0001M + 5.550%), 04/25/2028 | | | 1,545,612 | | | | 0.1 |
| 2,347,231 | | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.392%, (US0001M + 4.300%), 02/25/2025 | | | 2,405,085 | | | | 0.1 |
| 3,341,102 | | | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.342%, (US0001M + 4.250%), 01/25/2029 | | | 3,490,727 | | | | 0.1 |
| 1,712,315 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.642%, (US0001M + 3.550%), 07/25/2029 | | | 1,779,374 | | | | 0.1 |
| 3,610,558 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | | | 3,744,712 | | | | 0.2 |
| 7,576,539 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.092%, (US0001M + 3.000%), 10/25/2029 | | | 7,819,942 | | | | 0.3 |
| 1,187,813 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.942%, (US0001M + 2.850%), 11/25/2029 | | | 1,218,494 | | | | 0.1 |
| 3,762,118 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.742%, (US0001M + 2.650%), 02/25/2030 | | | 3,826,103 | | | | 0.2 |
| 3,865,024 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.592%, (US0001M + 2.500%), 05/25/2030 | | | 3,916,069 | | | | 0.2 |
| 3,663,863 | | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800%), 02/25/2030 | | | 3,750,136 | | | | 0.2 |
| 4,216,315 | | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000%), 03/25/2031 | | | 4,252,837 | | | | 0.2 |
| 2,991,282 | | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.192%, (US0001M + 2.100%), 03/25/2031 | | | 3,029,144 | | | | 0.1 |
| 6,117,701 | | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.342%, (US0001M + 2.250%), 07/25/2030 | | | 6,208,875 | | | | 0.3 |
| 2,508,189 | | | (1) | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.392%, (US0001M + 2.300%), 08/25/2031 | | | 2,527,295 | | | | 0.1 |
| 1,162,474 | | | (1) | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.242%, (US0001M + 2.150%), 09/25/2031 | | | 1,171,614 | | | | 0.1 |
| 2,660,509 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.542%, (US0001M + 2.450%), 07/25/2031 | | | 2,677,225 | | | | 0.1 |
| 1,000,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.192%, (US0001M + 4.100%), 07/25/2039 | | | 1,020,197 | | | | 0.0 |
| 3,410,661 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.142%, (US0001M + 2.050%), 01/25/2040 | | | 3,428,291 | | | | 0.1 |
| 3,898,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | 4,045,765 | | | | 0.2 |
| 41 | | | | | Fannie Mae Connecticut Avenue Securities, 5.792%, (US0001M + 5.700%), 04/25/2028 | | | 43 | | | | 0.0 |
| 660,662 | | | (6) | | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | | | 110,714 | | | | 0.0 |
| 108,760 | | | (6) | | Fannie Mae REMIC Trust 2000-26 SP, 8.409%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | 16,190 | | | | 0.0 |
| 150,039 | | | (6) | | Fannie Mae REMIC Trust 2002-13 SR, 6.509%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | 23,229 | | | | 0.0 |
| 91,748 | | | (6) | | Fannie Mae REMIC Trust 2004-64 SW, 6.959%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | 18,625 | | | | 0.0 |
| 65,308 | | | (6) | | Fannie Mae REMIC Trust 2004-66 SE, 6.409%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | 11,733 | | | | 0.0 |
| 363,061 | | | (6) | | Fannie Mae REMIC Trust 2009-25 SN, 6.459%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | 77,774 | | | | 0.0 |
| 44,021 | | | (6) | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | 1,000 | | | | 0.0 |
| 13,487,169 | | | (6) | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | 26,258 | | | | 0.0 |
| 481,753 | | | (6) | | Fannie Mae REMIC Trust 2013-116 SC, 6.109%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | 38,794 | | | | 0.0 |
| 1,501,270 | | | (6) | | Fannie Mae REMICS 2004-53 UC, 7.459%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | 357,840 | | | | 0.0 |
| 1,420,193 | | | (6) | | Fannie Mae REMICS 2005-59 NS, 6.659%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | 167,441 | | | | 0.0 |
| 173,509 | | | | | Fannie Mae REMICS 2006-46 SP, 23.865%, (-3.667*US0001M + 24.200%), 06/25/2036 | | | 306,109 | | | | 0.0 |
| 5,363,177 | | | (6) | | Fannie Mae REMICS 2007-22 SD, 6.309%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | 1,141,311 | | | | 0.1 |
| 4,159,646 | | | (6) | | Fannie Mae REMICS 2007-30 IE, 6.649%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | 1,081,375 | | | | 0.0 |
| 2,788,786 | | | (6) | | Fannie Mae REMICS 2007-55 S, 6.669%, (-1.000*US0001M + 6.760%), 06/25/2037 | | | 573,743 | | | | 0.0 |
| 80,383 | | | (6) | | Fannie Mae REMICS 2010-102 DI, 4.000%, 06/25/2029 | | | 195 | | | | 0.0 |
| 2,829,779 | | | (6) | | Fannie Mae REMICS 2011-123 SD, 6.509%, (-1.000*US0001M + 6.600%), 08/25/2039 | | | 180,894 | | | | 0.0 |
| 16,615,091 | | | (6) | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | 1,035,152 | | | | 0.0 |
| 1,345,657 | | | (6) | | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | | | 72,237 | | | | 0.0 |
| 13,451,433 | | | (6) | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | 818,883 | | | | 0.0 |
| 3,104,935 | | | (6) | | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | | | 224,172 | | | | 0.0 |
| 5,070,276 | | | (6) | | Fannie Mae REMICS 2012-150 PS, 6.059%, (-1.000*US0001M + 6.150%), 01/25/2043 | | | 841,853 | | | | 0.0 |
| 13,633,622 | | | (6) | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | 700,911 | | | | 0.0 |
| 1,951,076 | | | (6) | | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | | | 333,148 | | | | 0.0 |
| 13,967,937 | | | (6) | | Fannie Mae REMICS 2013-19 JS, 6.109%, (-1.000*US0001M + 6.200%), 10/25/2041 | | | 1,903,136 | | | | 0.1 |
| 1,719,932 | | | (6) | | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | | | 225,013 | | | | 0.0 |
| 5,216,603 | | | (6) | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | 322,301 | | | | 0.0 |
| 5,910,812 | | | (6) | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | 492,075 | | | | 0.0 |
| 1,918,313 | | | (6) | | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | | | 132,902 | | | | 0.0 |
| 1,927,151 | | | (6) | | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | | | 156,295 | | | | 0.0 |
| 4,272,676 | | | (6) | | Fannie Mae REMICS 2013-97 JS, 6.059%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | 699,353 | | | | 0.0 |
| 9,192,845 | | | (6) | | Fannie Mae REMICS 2016-19 SB, 6.009%, (-1.000*US0001M + 6.100%), 04/25/2046 | | | 1,742,165 | | | | 0.1 |
| 2,940,433 | | | (6) | | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | | | 514,987 | | | | 0.0 |
| 2,028,327 | | | (6) | | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | | | 345,154 | | | | 0.0 |
| 11,665,554 | | | (6) | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | 2,909,699 | | | | 0.1 |
| 21,905,668 | | | (6) | | Fannie Mae REMICS 2019-17 SA, 6.009%, (-1.000*US0001M + 6.100%), 04/25/2049 | | | 4,225,207 | | | | 0.2 |
| 19,945,939 | | | (6) | | Fannie Mae REMICS 2019-8 SB, 6.009%, (-1.000*US0001M + 6.100%), 03/25/2049 | | | 4,008,368 | | | | 0.2 |
| 495,972 | | | | | Fannie Mae Series 2006-11 FA, 0.392%, (US0001M + 0.300%), 03/25/2036 | | | 499,762 | | | | 0.0 |
| 70,627 | | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | | | 43,983 | | | | 0.0 |
| 530,238 | | | (1),(4) | | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | | | 538,665 | | | | 0.0 |
| 647,491 | | | (1),(4) | | Flagstar Mortgage Trust 2018-1 B3, 4.004%, 03/25/2048 | | | 669,355 | | | | 0.0 |
| 4,671,006 | | | (1),(4) | | Flagstar Mortgage Trust 2018-2 B2, 4.114%, 04/25/2048 | | | 4,732,374 | | | | 0.2 |
| 1,499,258 | | | (1),(4) | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | 1,529,235 | | | | 0.1 |
| 3,751,618 | | | (1),(4) | | Flagstar Mortgage Trust 2018-4 B3, 4.294%, 07/25/2048 | | | 3,794,006 | | | | 0.2 |
| 944,581 | | | (1),(4) | | Flagstar Mortgage Trust 2018-5 B3, 4.520%, 09/25/2048 | | | 953,894 | | | | 0.0 |
| 574,656 | | | (1),(4) | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | 583,924 | | | | 0.0 |
| 3,575,102 | | | (1),(4) | | Flagstar Mortgage Trust 2018-6RR B1, 4.984%, 10/25/2048 | | | 3,722,121 | | | | 0.2 |
| 1,453,351 | | | (1),(4) | | Flagstar Mortgage Trust 2019-2 B1, 4.104%, 12/25/2049 | | | 1,484,772 | | | | 0.1 |
| 2,034,692 | | | (1),(4) | | Flagstar Mortgage Trust 2019-2 B2, 4.104%, 12/25/2049 | | | 2,072,550 | | | | 0.1 |
| 3,419,716 | | | (1),(4) | | Flagstar Mortgage Trust 2020-1NV B2A, 4.286%, 03/25/2050 | | | 3,605,689 | | | | 0.1 |
| 2,931,185 | | | (1),(4) | | Flagstar Mortgage Trust 2020-1NV B3, 4.286%, 03/25/2050 | | | 3,049,415 | | | | 0.1 |
| 4,913,740 | | | (1),(4) | | Flagstar Mortgage Trust 2021-2 A4, 2.500%, 04/25/2051 | | | 4,948,986 | | | | 0.2 |
| 3,861,008 | | | (1),(4) | | Flagstar Mortgage Trust 2021-2 B3, 2.815%, 04/25/2051 | | | 3,808,475 | | | | 0.2 |
| 1,315,685 | | | (6) | | Freddie Mac 2009-70 PS, 6.659%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | 300,532 | | | | 0.0 |
| 136,848 | | | (6) | | Freddie Mac 2524 SH, 7.427%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | 11,044 | | | | 0.0 |
| 336,887 | | | (6) | | Freddie Mac 2525 SM, 7.927%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | 79,627 | | | | 0.0 |
| 322,066 | | | (6) | | Freddie Mac 2981 CS, 6.647%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | 59,717 | | | | 0.0 |
| 236,955 | | | (6) | | Freddie Mac 2989 HS, 7.077%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | 92,879 | | | | 0.0 |
| 165,923 | | | (6) | | Freddie Mac 3018 SM, 7.127%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | 39,267 | | | | 0.0 |
| 1,851,229 | | | (6) | | Freddie Mac 3222 SN, 6.527%, (-1.000*US0001M + 6.600%), 09/15/2036 | | | 359,574 | | | | 0.0 |
| 316,854 | | | (4),(6) | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | 71,583 | | | | 0.0 |
| 625,976 | | | (6) | | Freddie Mac 3523 SA, 5.927%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | 119,342 | | | | 0.0 |
| 549,384 | | | (6) | | Freddie Mac 3582 MS, 6.077%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | 109,003 | | | | 0.0 |
| 795,224 | | | (6) | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | 146,873 | | | | 0.0 |
| 3,279,479 | | | (6) | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | 307,744 | | | | 0.0 |
| 120,634 | | | (6) | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | 21,767 | | | | 0.0 |
| 6,565,346 | | | (6) | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | 1,401,961 | | | | 0.1 |
| 58,523 | | | (6) | | Freddie Mac REMIC Trust 2266 S, 8.477%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | 10,617 | | | | 0.0 |
| 162,098 | | | (6) | | Freddie Mac REMIC Trust 2374 S, 8.027%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | 36,466 | | | | 0.0 |
| 88,444 | | | (6) | | Freddie Mac REMIC Trust 2417 SY, 8.327%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | 22,838 | | | | 0.0 |
| 158,102 | | | (6) | | Freddie Mac REMIC Trust 2577 SA, 7.377%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | 36,979 | | | | 0.0 |
| 86,116 | | | (6) | | Freddie Mac REMIC Trust 2981 SU, 7.727%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | 17,109 | | | | 0.0 |
| 145,754 | | | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | 161,864 | | | | 0.0 |
| 584,645 | | | (6) | | Freddie Mac REMIC Trust 3049 PI, 6.577%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | 128,142 | | | | 0.0 |
| 52,665 | | | | | Freddie Mac REMIC Trust 3085 SK, 65.125%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | 157,430 | | | | 0.0 |
| 68,657 | | | (7) | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | 62,989 | | | | 0.0 |
| 15,302 | | | (6) | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | 38 | | | | 0.0 |
| 176,837 | | | (6) | | Freddie Mac REMIC Trust 3624 TS, 4.727%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | 22,479 | | | | 0.0 |
| 223,748 | | | (6) | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | 29,038 | | | | 0.0 |
| 713,885 | | | (6) | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | 78,591 | | | | 0.0 |
| 1,667,011 | | | (6) | | Freddie Mac REMICS 2781 SB, 7.077%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | 349,245 | | | | 0.0 |
| 453,031 | | | | | Freddie Mac REMICS 2921 PF, 0.423%, (US0001M + 0.350%), 01/15/2035 | | | 454,701 | | | | 0.0 |
| 3,943,877 | | | (6) | | Freddie Mac REMICS 3128 JI, 6.557%, (-1.000*US0001M + 6.630%), 03/15/2036 | | | 888,800 | | | | 0.0 |
| 1,692,563 | | | (6) | | Freddie Mac REMICS 3298 S, 6.037%, (-1.000*US0001M + 6.110%), 04/15/2037 | | | 351,069 | | | | 0.0 |
| 39,663 | | | (6) | | Freddie Mac REMICS 3763 AI, 3.500%, 06/15/2025 | | | 187 | | | | 0.0 |
| 4,214,830 | | | (6) | | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | | | 215,740 | | | | 0.0 |
| 1,185,359 | | | (6) | | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | | | 157,572 | | | | 0.0 |
| 13,484,819 | | | (6) | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | 663,209 | | | | 0.0 |
| 1,898,245 | | | (6) | | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | | | 120,995 | | | | 0.0 |
| 1,265,977 | | | (6) | | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | | | 105,370 | | | | 0.0 |
| 1,160,512 | | | (6) | | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | | | 50,234 | | | | 0.0 |
| 2,512,448 | | | (6) | | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | | | 369,407 | | | | 0.0 |
| 1,686,192 | | | (6) | | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | | | 71,368 | | | | 0.0 |
| 6,541,167 | | | (6) | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | 415,933 | | | | 0.0 |
| 1,088,883 | | | (6) | | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | | | 44,061 | | | | 0.0 |
| 35,313,685 | | | (6) | | Freddie Mac REMICS 4273 PS, 6.027%, (-1.000*US0001M + 6.100%), 11/15/2043 | | | 6,604,238 | | | | 0.3 |
| 2,590,260 | | | (6) | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | 441,574 | | | | 0.0 |
| 1,046,048 | | | | | Freddie Mac REMICS 4385 LS, 9.118%, (-2.333*US0001M + 9.333%), 07/15/2037 | | | 1,240,652 | | | | 0.1 |
| 3,049,225 | | | (6) | | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | | | 357,429 | | | | 0.0 |
| 8,773,131 | | | (6) | | Freddie Mac REMICS 4618 SA, 5.927%, (-1.000*US0001M + 6.000%), 09/15/2046 | | | 1,844,638 | | | | 0.1 |
| 2,548,490 | | | | | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | | | 313,558 | | | | 0.0 |
| 2,933,149 | | | (6) | | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | | | 431,650 | | | | 0.0 |
| 34,108,779 | | | (6) | | Freddie Mac REMICS 4903 NS, 6.009%, (-1.000*US0001M + 6.100%), 08/25/2049 | | | 5,979,808 | | | | 0.2 |
| 16,315,515 | | | (6) | | Freddie Mac REMICS 4909 SJ, 5.959%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | 3,740,253 | | | | 0.2 |
| 6,477,774 | | | (6) | | Freddie Mac REMICS 4910 SD, 5.977%, (-1.000*US0001M + 6.050%), 06/15/2049 | | | 1,390,729 | | | | 0.1 |
| 22,102,606 | | | (6) | | Freddie Mac REMICS 4910 SH, 5.959%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | 4,795,419 | | | | 0.2 |
| 25,042,708 | | | (6) | | Freddie Mac REMICS 4924 SY, 5.959%, (-1.000*US0001M + 6.050%), 10/25/2049 | | | 5,511,622 | | | | 0.2 |
| 664,966 | | | | | Freddie Mac REMICS Trust 3740 FB, 0.573%, (US0001M + 0.500%), 10/15/2040 | | | 673,635 | | | | 0.0 |
| 2,000,000 | | | (1) | | Freddie Mac STACR REMIC Trust 2020-DNA2 M2, 1.942%, (US0001M + 1.850%), 02/25/2050 | | | 2,018,544 | | | | 0.1 |
| 1,267,330 | | | (1) | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.092%, (US0001M + 3.000%), 06/25/2050 | | | 1,275,493 | | | | 0.1 |
| 4,580,896 | | | (1) | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 1.992%, (US0001M + 1.900%), 01/25/2050 | | | 4,597,741 | | | | 0.2 |
| 4,000,000 | | | (1) | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.192%, (US0001M + 2.100%), 09/25/2048 | | | 4,056,046 | | | | 0.2 |
| 1,933,290 | | | (6) | | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | | | 117,184 | | | | 0.0 |
| 1,088,665 | | | (6) | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | 244,476 | | | | 0.0 |
| 548,008 | | | (6) | | Freddie Mac Strips Series 237 S23, 7.027%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | 127,895 | | | | 0.0 |
| 717,584 | | | (6) | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | 108,778 | | | | 0.0 |
| 501,986 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.092%, (US0001M + 4.000%), 08/25/2024 | | | 512,537 | | | | 0.0 |
| 357,467 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 4.792%, (US0001M + 4.700%), 03/25/2028 | | | 369,219 | | | | 0.0 |
| 500,000 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.942%, (US0001M + 3.850%), 03/25/2029 | | | 518,575 | | | | 0.0 |
| 2,674,755 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA1 M2, 3.342%, (US0001M + 3.250%), 07/25/2029 | | | 2,773,762 | | | | 0.1 |
| 5,056,302 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.742%, (US0001M + 2.650%), 12/25/2029 | | | 5,150,744 | | | | 0.2 |
| 850,960 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.892%, (US0001M + 1.800%), 07/25/2030 | | | 856,974 | | | | 0.0 |
| 2,562,325 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.392%, (US0001M + 2.300%), 09/25/2030 | | | 2,602,102 | | | | 0.1 |
| 4,788,148 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.742%, (US0001M + 2.650%), 01/25/2049 | | | 4,862,911 | | | | 0.2 |
| 7,693,750 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.142%, (US0001M + 2.050%), 04/25/2049 | | | 7,761,775 | | | | 0.3 |
| 1,000,000 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 2.318%, (SOFR30A + 2.300%), 08/25/2033 | | | 1,027,214 | | | | 0.0 |
| 1,616,910 | | | (1),(4) | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | 1,679,236 | | | | 0.1 |
| 2,422,990 | | | (1),(4) | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | 2,521,874 | | | | 0.1 |
| 1,942,825 | | | (1),(4) | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | 2,011,607 | | | | 0.1 |
| 4,459,933 | | | (6) | | Ginnie Mae 2007-59 SC, 6.407%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | 929,160 | | | | 0.0 |
| 161,766 | | | (6) | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | 39,011 | | | | 0.0 |
| 26,930,758 | | | (6) | | Ginnie Mae 2013-130 SB, 4.964%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | 3,916,618 | | | | 0.2 |
| 402,682 | | | (6) | | Ginnie Mae Series 2008-40 SA, 6.325%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | 72,897 | | | | 0.0 |
| 711,790 | | | (6) | | Ginnie Mae Series 2009-116 SJ, 6.405%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | 138,842 | | | | 0.0 |
| 1,044,231 | | | (6) | | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | | | 71,186 | | | | 0.0 |
| 1,682,072 | | | (6) | | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | | | 151,223 | | | | 0.0 |
| 661,974 | | | (6) | | Ginnie Mae Series 2010-4 SL, 6.325%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | 138,311 | | | | 0.0 |
| 109,390 | | | (6) | | Ginnie Mae Series 2010-98 QS, 6.507%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | 8,602 | | | | 0.0 |
| 1,870,711 | | | (6) | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | 42,422 | | | | 0.0 |
| 2,649,900 | | | (6) | | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | | | 182,677 | | | | 0.0 |
| 5,479,832 | | | (6) | | Ginnie Mae Series 2011-25 AS, 5.967%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | 1,026,106 | | | | 0.0 |
| 2,843,458 | | | (6) | | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | | | 169,687 | | | | 0.0 |
| 25,949 | | | (6) | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | 2,301 | | | | 0.0 |
| 2,760,714 | | | (6) | | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | | | 326,152 | | | | 0.0 |
| 2,364,994 | | | (6) | | Ginnie Mae Series 2013-103 DS, 6.057%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | 440,409 | | | | 0.0 |
| 100,829 | | | (6) | | Ginnie Mae Series 2013-134 DS, 6.007%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | 17,881 | | | | 0.0 |
| 251,605 | | | (6) | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | 35,288 | | | | 0.0 |
| 1,250,818 | | | (6) | | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | | | 100,754 | | | | 0.0 |
| 3,483,900 | | | (6) | | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | | | 369,620 | | | | 0.0 |
| 3,265,890 | | | (6) | | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | | | 330,198 | | | | 0.0 |
| 22,596,534 | | | (6) | | Ginnie Mae Series 2015-144 SA, 6.107%, (-1.000*US0001M + 6.200%), 10/20/2045 | | | 4,825,262 | | | | 0.2 |
| 4,057,900 | | | (6) | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | 28,441 | | | | 0.0 |
| 252,231 | | | (6) | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | 33,555 | | | | 0.0 |
| 685,129 | | | (6) | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | 75,524 | | | | 0.0 |
| 8,122,943 | | | (6) | | Ginnie Mae Series 2018-153 SQ, 6.107%, (-1.000*US0001M + 6.200%), 11/20/2048 | | | 1,573,379 | | | | 0.1 |
| 22,088,402 | | | (6) | | Ginnie Mae Series 2018-93 SJ, 6.107%, (-1.000*US0001M + 6.200%), 07/20/2048 | | | 4,066,331 | | | | 0.2 |
| 499,868 | | | (6) | | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | | | 60,827 | | | | 0.0 |
| 141,687 | | | (6) | | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | | | 25,644 | | | | 0.0 |
| 868,137 | | | (6) | | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | | | 129,867 | | | | 0.0 |
| 17,433,889 | | | (6) | | Ginnie Mae Series 2019-89 SC, 6.007%, (-1.000*US0001M + 6.100%), 07/20/2049 | | | 3,259,625 | | | | 0.1 |
| 557,650 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | | | 564,950 | | | | 0.0 |
| 885,679 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | | | 896,532 | | | | 0.0 |
| 1,700,000 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | | | 1,723,922 | | | | 0.1 |
| 2,439,232 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 B2, 3.696%, 05/25/2050 | | | 2,537,104 | | | | 0.1 |
| 3,696,207 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.696%, 05/25/2050 | | | 3,829,454 | | | | 0.2 |
| 204,452 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | | | 207,287 | | | | 0.0 |
| 1,766,405 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.298%, 08/25/2049 | | | 1,800,520 | | | | 0.1 |
| 280,221 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | 281,858 | | | | 0.0 |
| 3,888,308 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.454%, 11/25/2049 | | | 3,983,139 | | | | 0.2 |
| 3,877,056 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.454%, 11/25/2049 | | | 4,027,152 | | | | 0.2 |
| 480,625 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.072%, 03/25/2050 | | | 496,389 | | | | 0.0 |
| 486,256 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.072%, 03/25/2050 | | | 500,376 | | | | 0.0 |
| 1,818,443 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.459%, 10/25/2050 | | | 1,828,556 | | | | 0.1 |
| 1,742,482 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 B3, 2.660%, 08/25/2051 | | | 1,680,814 | | | | 0.1 |
| 3,983,709 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 B3, 2.631%, 09/25/2051 | | | 3,899,125 | | | | 0.2 |
| 5,159,461 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ5 B3, 2.600%, 10/25/2051 | | | 5,030,456 | | | | 0.2 |
| 2,000,000 | | | (1),(4) | | GS Mortgage-Backed Securities Trust 2021-PJ6 A4, 2.500%, 11/25/2051 | | | 2,017,500 | | | | 0.1 |
| 412,814 | | | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.243%, (US0001M + 0.150%), 01/25/2047 | | | 389,643 | | | | 0.0 |
| 468,170 | | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.283%, (US0001M + 0.190%), 09/19/2037 | | | 457,155 | | | | 0.0 |
| 4,769,000 | | | (1) | | Home RE 2019-1 M2 Ltd., 3.342%, (US0001M + 3.250%), 05/25/2029 | | | 4,834,401 | | | | 0.2 |
| 1,887 | | | | | HomeBanc Mortgage Trust 2004-1 2A, 0.952%, (US0001M + 0.860%), 08/25/2029 | | | 1,862 | | | | 0.0 |
| 3,503 | | | | | HomeBanc Mortgage Trust 2005-3 A2, 0.712%, (US0001M + 0.310%), 07/25/2035 | | | 3,512 | | | | 0.0 |
| 1,684,807 | | | (1),(4) | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | 1,690,825 | | | | 0.1 |
| 69,166 | | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | | | 65,773 | | | | 0.0 |
| 1,706,173 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-4 B5, 3.928%, 11/25/2048 | | | 1,724,504 | | | | 0.1 |
| 1,066,832 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B5, 3.803%, 12/25/2048 | | | 1,086,609 | | | | 0.0 |
| 1,763,567 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-4 B2, 3.742%, 11/25/2050 | | | 1,826,203 | | | | 0.1 |
| 1,931,022 | | | (4) | | JP Morgan Mortgage Trust 2005-A4 B1, 2.646%, 07/25/2035 | | | 1,937,278 | | | | 0.1 |
| 80,858 | | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | 57,264 | | | | 0.0 |
| 182,765 | | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | 137,341 | | | | 0.0 |
| 431,973 | | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | 244,304 | | | | 0.0 |
| 784,352 | | | (1),(4) | | JP Morgan Mortgage Trust 2014-5 B3, 2.910%, 10/25/2029 | | | 795,377 | | | | 0.0 |
| 605,322 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-1 B3, 3.858%, 05/25/2046 | | | 619,373 | | | | 0.0 |
| 2,095,000 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-1 B4, 3.858%, 05/25/2046 | | | 2,161,333 | | | | 0.1 |
| 748,429 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | 764,396 | | | | 0.0 |
| 900,052 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-1 B4, 3.498%, 01/25/2047 | | | 905,132 | | | | 0.0 |
| 1,093,279 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | 1,111,087 | | | | 0.0 |
| 1,455,577 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-3 B1, 3.791%, 08/25/2047 | | | 1,505,760 | | | | 0.1 |
| 1,078,206 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-3 B2, 3.791%, 08/25/2047 | | | 1,112,717 | | | | 0.1 |
| 346,057 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-4 A7, 3.500%, 11/25/2048 | | | 350,422 | | | | 0.0 |
| 1,914,412 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-5 B1, 3.091%, 10/26/2048 | | | 1,988,811 | | | | 0.1 |
| 556,125 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.803%, 12/25/2048 | | | 573,647 | | | | 0.0 |
| 1,563,637 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B4, 3.803%, 12/25/2048 | | | 1,621,391 | | | | 0.1 |
| 2,281,394 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.717%, 06/25/2048 | | | 2,336,889 | | | | 0.1 |
| 3,718,202 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.761%, 09/25/2048 | | | 3,855,870 | | | | 0.2 |
| 2,323,876 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-3 B3, 3.761%, 09/25/2048 | | | 2,414,516 | | | | 0.1 |
| 466,559 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-4 B1, 3.755%, 10/25/2048 | | | 482,212 | | | | 0.0 |
| 466,559 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-4 B2, 3.755%, 10/25/2048 | | | 480,924 | | | | 0.0 |
| 1,882,703 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | 1,940,757 | | | | 0.1 |
| 246,720 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | | | 250,492 | | | | 0.0 |
| 1,853,835 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-6C B2, 3.930%, 12/25/2048 | | | 1,907,916 | | | | 0.1 |
| 574,130 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | 581,190 | | | | 0.0 |
| 8,108,264 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 B1, 4.164%, 01/25/2049 | | | 8,454,649 | | | | 0.3 |
| 3,778,755 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 B2, 4.164%, 01/25/2049 | | | 3,915,208 | | | | 0.2 |
| 958,360 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-9 B2, 4.408%, 02/25/2049 | | | 985,534 | | | | 0.0 |
| 1,890,256 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-9 B3, 4.408%, 02/25/2049 | | | 1,938,095 | | | | 0.1 |
| 1,491,506 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.658%, 04/25/2049 | | | 1,558,326 | | | | 0.1 |
| 649,925 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | 660,767 | | | | 0.0 |
| 279,247 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | 281,816 | | | | 0.0 |
| 1,087,611 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-2 B1, 4.588%, 08/25/2049 | | | 1,103,306 | | | | 0.0 |
| 2,635,180 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-2 B2, 4.588%, 08/25/2049 | | | 2,754,723 | | | | 0.1 |
| 408,738 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | 416,218 | | | | 0.0 |
| 1,750,754 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | 1,786,328 | | | | 0.1 |
| 2,884,435 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 B1, 4.545%, 11/25/2049 | | | 2,973,310 | | | | 0.1 |
| 4,807,391 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 B2, 4.545%, 11/25/2049 | | | 4,941,788 | | | | 0.2 |
| 395,355 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | 402,798 | | | | 0.0 |
| 2,895,452 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 B1, 4.286%, 12/25/2049 | | | 3,137,537 | | | | 0.1 |
| 6,273,480 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 B2, 4.286%, 12/25/2049 | | | 6,443,467 | | | | 0.3 |
| 1,731,397 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-7 B2A, 3.172%, 02/25/2050 | | | 1,745,627 | | | | 0.1 |
| 961,887 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-7 B3A, 3.422%, 02/25/2050 | | | 978,161 | | | | 0.0 |
| 1,248,798 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | 1,277,317 | | | | 0.1 |
| 3,095,008 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 B2A, 3.235%, 03/25/2050 | | | 3,184,570 | | | | 0.1 |
| 967,190 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 B3A, 3.485%, 03/25/2050 | | | 996,217 | | | | 0.0 |
| 3,856,859 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.027%, 10/25/2049 | | | 4,132,353 | | | | 0.2 |
| 714,472 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | | | 729,185 | | | | 0.0 |
| 4,094,097 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV3 B3, 4.469%, 05/25/2050 | | | 4,275,754 | | | | 0.2 |
| 542,151 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | 545,668 | | | | 0.0 |
| 2,303,216 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV1 B1, 4.844%, 06/25/2049 | | | 2,412,914 | | | | 0.1 |
| 1,823,379 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV1 B2, 4.844%, 06/25/2049 | | | 1,893,762 | | | | 0.1 |
| 1,142,879 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | 1,153,987 | | | | 0.1 |
| 1,905,225 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.802%, 12/25/2049 | | | 1,989,439 | | | | 0.1 |
| 1,931,298 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.802%, 12/25/2049 | | | 2,011,744 | | | | 0.1 |
| 2,715,142 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.533%, 03/25/2050 | | | 2,864,413 | | | | 0.1 |
| 6,319,937 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.533%, 03/25/2050 | | | 6,629,440 | | | | 0.3 |
| 687,171 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | 701,633 | | | | 0.0 |
| 3,045,597 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-3 B2, 3.894%, 08/25/2050 | | | 3,206,545 | | | | 0.1 |
| 4,898,796 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-4 B1, 3.742%, 11/25/2050 | | | 5,090,254 | | | | 0.2 |
| 1,381,521 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | | | 1,410,063 | | | | 0.1 |
| 4,900,000 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | 4,960,007 | | | | 0.2 |
| 1,961,191 | | | (1),(4) | | JP Morgan Mortgage Trust 2021-4 A15, 2.500%, 08/25/2051 | | | 1,990,410 | | | | 0.1 |
| 861,730 | | | (1),(4) | | JP Morgan Trust 2015-3 B3, 3.605%, 05/25/2045 | | | 878,641 | | | | 0.0 |
| 1,513,923 | | | (1),(4) | | JP Morgan Trust 2015-3 B4, 3.605%, 05/25/2045 | | | 1,556,979 | | | | 0.1 |
| 2,738,226,804 | | | (1),(6),(8) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | 1,063,801 | | | | 0.0 |
| 74,310 | | | | | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | | | 70,013 | | | | 0.0 |
| 49,637 | | | (1),(4) | | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.446%, 10/25/2048 | | | 49,739 | | | | 0.0 |
| 1,058,660 | | | (1),(4) | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.446%, 10/25/2048 | | | 1,132,884 | | | | 0.1 |
| 1,471,616 | | | (1),(4) | | Mello Mortgage Capital Acceptance 2021-MTG2 A19, 2.500%, 06/01/2051 | | | 1,487,322 | | | | 0.1 |
| 655,000 | | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.892%, (US0001M + 1.800%), 09/25/2035 | | | 655,898 | | | | 0.0 |
| 1,127,154 | | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.392%, (US0001M + 0.150%), 08/25/2036 | | | 444,092 | | | | 0.0 |
| 391,820 | | | (1),(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | 419,791 | | | | 0.0 |
| 623,828 | | | (1),(4) | | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | | | 635,318 | | | | 0.0 |
| 972,379 | | | (1),(4) | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | 984,167 | | | | 0.0 |
| 617,993 | | | (1),(4) | | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | | | 624,411 | | | | 0.0 |
| 2,302,550 | | | (1),(4) | | Oceanview Mortgage Trust 2021-1 B3, 2.738%, 05/25/2051 | | | 2,228,379 | | | | 0.1 |
| 22,434 | | | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | 21,420 | | | | 0.0 |
| 760,337 | | | (1),(4) | | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | | | 763,500 | | | | 0.0 |
| 3,500,000 | | | (1) | | Radnor RE 2021-1 M1C Ltd., 2.710%, (SOFR30A + 2.700%), 12/27/2033 | | | 3,499,983 | | | | 0.1 |
| 3,723,296 | | | (1),(4) | | RCKT Mortgage Trust 2019-1 B1A, 3.896%, 09/25/2049 | | | 3,879,210 | | | | 0.2 |
| 2,417,436 | | | (1),(4) | | RCKT Mortgage Trust 2019-1 B2A, 3.896%, 09/25/2049 | | | 2,511,543 | | | | 0.1 |
| 1,644,665 | | | (1),(4) | | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | | | 1,669,341 | | | | 0.1 |
| 1,625,114 | | | (1),(4) | | RCKT Mortgage Trust 2020-1 B2A, 3.523%, 02/25/2050 | | | 1,682,749 | | | | 0.1 |
| 2,159,273 | | | (1),(4) | | RCKT Mortgage Trust 2021-1 A13, 2.500%, 03/25/2051 | | | 2,180,915 | | | | 0.1 |
| 1,266,066 | | | (4) | | Sequoia Mortgage Trust 2013-3 B3, 3.510%, 03/25/2043 | | | 1,294,828 | | | | 0.1 |
| 254,637 | | | (1) | | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | | | 257,949 | | | | 0.0 |
| 1,470,378 | | | (1) | | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | | | 1,488,424 | | | | 0.1 |
| 907,596 | | | (1),(4) | | Sequoia Mortgage Trust 2015-1 B1, 3.893%, 01/25/2045 | | | 930,730 | | | | 0.0 |
| 1,541,730 | | | (1),(4) | | Sequoia Mortgage Trust 2017-1 B2, 3.610%, 02/25/2047 | | | 1,587,535 | | | | 0.1 |
| 2,396,935 | | | (1),(4) | | Sequoia Mortgage Trust 2018-5 B3, 3.921%, 05/25/2048 | | | 2,475,586 | | | | 0.1 |
| 1,168,232 | | | (1),(4) | | Sequoia Mortgage Trust 2018-6 B1, 4.190%, 07/25/2048 | | | 1,224,647 | | | | 0.1 |
| 747,362 | | | (1),(4) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.487%, 02/25/2048 | | | 775,225 | | | | 0.0 |
| 560,522 | | | (1),(4) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.487%, 02/25/2048 | | | 578,582 | | | | 0.0 |
| 300,229 | | | (1),(4) | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | 303,846 | | | | 0.0 |
| 1,718,060 | | | (1),(4) | | Sequoia Mortgage Trust 2019-2 B2, 4.259%, 06/25/2049 | | | 1,794,858 | | | | 0.1 |
| 1,624,579 | | | (1),(4) | | Sequoia Mortgage Trust 2019-2 B3, 4.259%, 06/25/2049 | | | 1,684,782 | | | | 0.1 |
| 1,445,512 | | | (1),(4) | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | 1,472,485 | | | | 0.1 |
| 847,686 | | | (1),(4) | | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | | | 859,930 | | | | 0.0 |
| 2,097,215 | | | (1),(4) | | Sequoia Mortgage Trust 2019-5 B2, 3.760%, 12/25/2049 | | | 2,185,826 | | | | 0.1 |
| 2,098,179 | | | (1),(4) | | Sequoia Mortgage Trust 2019-5 B3, 3.760%, 12/25/2049 | | | 2,179,125 | | | | 0.1 |
| 2,597,327 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH1 B1B, 5.076%, 03/25/2049 | | | 2,673,464 | | | | 0.1 |
| 960,905 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.076%, 03/25/2049 | | | 983,761 | | | | 0.0 |
| 840,287 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | 847,964 | | | | 0.0 |
| 600,000 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | | | 611,431 | | | | 0.0 |
| 1,937,972 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH3 B1B, 4.550%, 09/25/2049 | | | 2,000,954 | | | | 0.1 |
| 361,755 | | | (1),(4) | | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | | | 370,370 | | | | 0.0 |
| 1,627,898 | | | (1),(4) | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | 1,663,648 | | | | 0.1 |
| 888,568 | | | (1),(4) | | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | | | 908,880 | | | | 0.0 |
| 1,477,095 | | | (1),(4) | | Sequoia Mortgage Trust 2020-2 B3, 3.665%, 03/25/2050 | | | 1,528,076 | | | | 0.1 |
| 577,656 | | | (1),(4) | | Sequoia Mortgage Trust 2021-3 B3, 2.664%, 05/25/2051 | | | 562,376 | | | | 0.0 |
| 1,255,000 | | | (1),(4) | | Sequoia Mortgage Trust 2021-5 B3, 3.059%, 07/25/2051 | | | 1,264,237 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | Sequoia Mortgage Trust 2021-4 A13, 2.500%, 06/25/2051 | | | 1,014,062 | | | | 0.0 |
| 2,317,235 | | | (1),(4) | | Shellpoint Co-Originator Trust 2017-2 B2, 3.712%, 10/25/2047 | | | 2,417,784 | | | | 0.1 |
| 3,071,918 | | | (1),(4) | | Shellpoint Co-Originator Trust 2017-2 B3, 3.712%, 10/25/2047 | | | 3,185,575 | | | | 0.1 |
| 2,716,165 | | | (1),(4) | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | 2,730,480 | | | | 0.1 |
| 48,686 | | | (4) | | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 2.531%, 03/25/2035 | | | 48,771 | | | | 0.0 |
| 76,955 | | | (4) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.514%, 10/25/2036 | | | 75,021 | | | | 0.0 |
| 183,382 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.605%, 06/25/2034 | | | 186,076 | | | | 0.0 |
| 1,170,994 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.646%, 07/25/2034 | | | 1,220,629 | | | | 0.1 |
| 93,222,563 | | | (4),(6) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 1.701%, 01/25/2045 | | | 2,178,863 | | | | 0.1 |
| 189,212 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.099%, 09/25/2035 | | | 190,660 | | | | 0.0 |
| 34,137,521 | | | (4),(6) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 1.905%, 01/25/2045 | | | 1,669,140 | | | | 0.1 |
| 15,140 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.066%, 10/25/2036 | | | 15,222 | | | | 0.0 |
| 97,124 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 2.611%, 11/25/2036 | | | 96,664 | | | | 0.0 |
| 373,258 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.611%, 11/25/2036 | | | 371,488 | | | | 0.0 |
| 51,274 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.103%, 12/25/2036 | | | 49,592 | | | | 0.0 |
| 50,559 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.076%, 08/25/2046 | | | 50,333 | | | | 0.0 |
| 92,289 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.050%, 12/25/2036 | | | 92,573 | | | | 0.0 |
| 458,390 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.830%, 03/25/2037 | | | 424,480 | | | | 0.0 |
| 10,165 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.716%, 04/25/2037 | | | 9,674 | | | | 0.0 |
| 59,745 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.035%, 07/25/2037 | | | 60,151 | | | | 0.0 |
| 570,195 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 0.992%, (US0001M + 0.900%), 11/25/2035 | | | 506,760 | | | | 0.0 |
| 604,625 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | 612,707 | | | | 0.0 |
| 532,083 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | 510,575 | | | | 0.0 |
| 703,562 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | 699,887 | | | | 0.0 |
| 130,733 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | 131,045 | | | | 0.0 |
| 731,768 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.692%, (US0001M + 0.600%), 07/25/2036 | | | 420,135 | | | | 0.0 |
| 1,855,105 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.056%, (12MTA + 0.940%), 07/25/2046 | | | 1,294,950 | | | | 0.1 |
| 822,753 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.076%, (12MTA + 0.960%), 08/25/2046 | | | 556,841 | | | | 0.0 |
| 30,268 | | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | | | 24,205 | | | | 0.0 |
| 732,437 | | | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.776%, 09/25/2036 | | | 709,713 | | | | 0.0 |
| 135,539 | | | (4) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.873%, 12/28/2037 | | | 135,190 | | | | 0.0 |
| 3,136,562 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.692%, 07/25/2047 | | | 3,343,191 | | | | 0.1 |
| 1,402,661 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.692%, 07/25/2047 | | | 1,444,780 | | | | 0.1 |
| 1,559,170 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.555%, 09/25/2049 | | | 1,592,043 | | | | 0.1 |
| 1,978,640 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.398%, 12/25/2049 | | | 2,023,265 | | | | 0.1 |
| 3,502,480 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.249%, 12/25/2049 | | | 3,616,300 | | | | 0.1 |
| 2,938,129 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.216%, 07/25/2050 | | | 3,068,804 | | | | 0.1 |
| 2,027,080 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2021-1 B3 Trust, 2.740%, 12/25/2050 | | | 1,934,494 | | | | 0.1 |
| 543,196 | | | (1),(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.760%, 08/20/2045 | | | 543,349 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Collateralized Mortgage Obligations | | | | | | |
| | | | (Cost $582,450,061) | | 596,257,500 | | | | 23.6 |
| | | | | | | | | | | | | |
ASSET-BACKED SECURITIES: 16.1% | | | | | | |
| | | | | | Automobile Asset-Backed Securities: 1.1% | | | | | | | |
| 2,450,000 | | | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | 2,547,467 | | | | 0.1 |
| 4,400,000 | | | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | 4,495,211 | | | | 0.2 |
| 3,000,000 | | | | | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | | | 3,130,885 | | | | 0.1 |
| 2,500,000 | | | (1) | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | 2,552,970 | | | | 0.1 |
| 4,450,000 | | | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | 4,598,858 | | | | 0.2 |
| 6,000,000 | | | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | 6,151,334 | | | | 0.2 |
| 3,800,000 | | | (1) | | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | | | 3,889,418 | | | | 0.2 |
| | | | | | | | | 27,366,143 | | | | 1.1 |
| | | | | | | | | | | | | |
| | | | | | Home Equity Asset-Backed Securities: 0.5% | | | | | | | |
| 2,521,721 | | | (1),(4) | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | 2,413,840 | | | | 0.1 |
| 3,006,612 | | | (1) | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A3, 7.250%, 02/25/2038 | | | 2,875,967 | | | | 0.1 |
| 382,465 | | | | | GSAA Home Equity Trust 2006-3 A3, 0.692%, (US0001M + 0.300%), 03/25/2036 | | | 258,588 | | | | 0.0 |
| 2,433,432 | | | (4) | | GSAA Home Equity Trust 2006-4 4A3, 3.059%, 03/25/2036 | | | 1,928,534 | | | | 0.1 |
| 963,565 | | | | | GSAA Home Equity Trust 2007-1 1A1, 0.172%, (US0001M + 0.080%), 02/25/2037 | | | 402,003 | | | | 0.0 |
| 980,418 | | | (4) | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | 567,508 | | | | 0.0 |
| 939,823 | | | (4) | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | 608,187 | | | | 0.0 |
| 494,687 | | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.552%, (US0001M + 0.230%), 02/25/2037 | | | 484,035 | | | | 0.0 |
| 3,792,554 | | | (4) | | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.818%, 02/25/2035 | | | 3,701,503 | | | | 0.2 |
| | | | | | | | | 13,240,165 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Other Asset-Backed Securities: 13.5% | | | | | | | |
| 3,089,000 | | | (1) | | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | | | 3,120,727 | | | | 0.1 |
| 4,234,000 | | | (1) | | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 07/25/2059 | | | 4,264,533 | | | | 0.2 |
| 2,500,000 | | | (1) | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | | | 2,476,432 | | | | 0.1 |
| 2,000,000 | | | (1) | | AMMC CLO XI Ltd. 2012-11A CR2, 2.086%, (US0003M + 1.900%), 04/30/2031 | | | 1,984,952 | | | | 0.1 |
| 9,000,000 | | | (1) | | Apidos CLO XXII 2015-22A BR, 2.138%, (US0003M + 1.950%), 04/20/2031 | | | 9,000,801 | | | | 0.4 |
| 2,700,000 | | | (1) | | Apidos CLO XXIV 2016-24A BRR, 2.238%, (US0003M + 2.050%), 10/20/2030 | | | 2,693,371 | | | | 0.1 |
| 5,000,000 | | | (1) | | Apidos CLO XXXIII 2020-33A B, 2.376%, (US0003M + 2.200%), 07/24/2031 | | | 5,001,335 | | | | 0.2 |
| 1,637,625 | | | (1) | | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | 1,685,795 | | | | 0.1 |
| 744,375 | | | (1) | | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | 789,400 | | | | 0.0 |
| 1,314,072 | | | (1) | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | 1,350,652 | | | | 0.1 |
| 1,100,000 | | | (1) | | Ares XLII Clo Ltd. 2017-42A C, 2.384%, (US0003M + 2.200%), 01/22/2028 | | | 1,099,999 | | | | 0.0 |
| 750,000 | | | (1) | | Atrium CDO Corp. 12A CR, 1.834%, (US0003M + 1.650%), 04/22/2027 | | | 749,220 | | | | 0.0 |
| 2,500,000 | | | (1) | | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | | | 2,500,842 | | | | 0.1 |
| 2,000,000 | | | (1) | | Babson CLO Ltd. 2018-3A C, 2.088%, (US0003M + 1.900%), 07/20/2029 | | | 1,980,712 | | | | 0.1 |
| 6,000,000 | | | (1) | | Barings Clo Ltd. 2019-4A C, 2.984%, (US0003M + 2.800%), 01/15/2033 | | | 6,015,624 | | | | 0.2 |
| 2,000,000 | | | (1) | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.338%, (US0003M + 2.150%), 04/20/2031 | | | 1,985,060 | | | | 0.1 |
| 2,760,000 | | | (1) | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.338%, (US0003M + 2.150%), 04/20/2034 | | | 2,744,453 | | | | 0.1 |
| 1,000,000 | | | (1) | | BlueMountain CLO 2013-2A CR, 2.134%, (US0003M + 1.950%), 10/22/2030 | | | 991,489 | | | | 0.0 |
| 1,000,000 | | | (1) | | BlueMountain CLO 2015-4 CR Ltd., 2.088%, (US0003M + 1.900%), 04/20/2030 | | | 988,015 | | | | 0.0 |
| 1,250,000 | | | (1) | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | | | 1,244,009 | | | | 0.1 |
| 3,750,000 | | | (1) | | BlueMountain CLO XXV Ltd. 2019-25A C, 2.634%, (US0003M + 2.450%), 07/15/2032 | | | 3,750,000 | | | | 0.1 |
| 3,750,000 | | | (1) | | BlueMountain CLO XXV Ltd. 2019-25A CR, 2.396%, (US0003M + 2.250%), 07/15/2036 | | | 3,750,000 | | | | 0.1 |
| 4,000,000 | | | (1) | | Bristol Park CLO Ltd. 2016-1A CR, 2.134%, (US0003M + 1.950%), 04/15/2029 | | | 4,000,500 | | | | 0.2 |
| 750,000 | | | (1) | | Buttermilk Park CLO Ltd. 2018-1A C, 2.284%, (US0003M + 2.100%), 10/15/2031 | | | 750,062 | | | | 0.0 |
| 1,500,000 | | | (1) | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 3.034%, (US0003M + 2.850%), 07/28/2028 | | | 1,499,980 | | | | 0.1 |
| 1,500,000 | | | (1) | | Carlyle US CLO 2016-4A BR Ltd., 2.288%, (US0003M + 2.100%), 10/20/2027 | | | 1,500,024 | | | | 0.1 |
| 1,000,000 | | | (1) | | Cent CLO C17A BR Ltd., 2.055%, (US0003M + 1.850%), 04/30/2031 | | | 1,000,019 | | | | 0.0 |
| 1,500,000 | | | (1) | | CIFC Funding 2013-IA BR Ltd., 2.584%, (US0003M + 2.400%), 07/16/2030 | | | 1,500,184 | | | | 0.1 |
| 2,000,000 | | | (1) | | CIFC Funding 2014-4RA B Ltd., 2.390%, (US0003M + 2.200%), 10/17/2030 | | | 2,000,348 | | | | 0.1 |
| 5,900,000 | | | (1) | | CIFC Funding 2015-4A BR2 Ltd., 2.009%, (US0003M + 1.900%), 04/20/2034 | | | 5,890,336 | | | | 0.2 |
| 7,500,000 | | | (1) | | CIFC Funding 2017-2A CR Ltd., 1.978%, (US0003M + 1.850%), 04/20/2030 | | | 7,500,195 | | | | 0.3 |
| 5,500,000 | | | (1) | | CIFC Funding 2019-2A CR Ltd., 2.294%, (US0003M + 2.100%), 04/17/2034 | | | 5,501,930 | | | | 0.2 |
| 1,100,000 | | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.797%, (US0001M + 0.705%), 09/25/2035 | | | 1,090,631 | | | | 0.0 |
| 1,750,000 | | | (1) | | Cumberland Park CLO Ltd. 2015-2A CR, 1.988%, (US0003M + 1.800%), 07/20/2028 | | | 1,750,625 | | | | 0.1 |
| 835,125 | | | (1) | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | 925,521 | | | | 0.0 |
| 442,125 | | | (1) | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | 468,445 | | | | 0.0 |
| 573,000 | | | (1) | | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | 601,541 | | | | 0.0 |
| 1,064,250 | | | (1) | | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | 1,153,163 | | | | 0.0 |
| 2,301,000 | | | (1) | | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | 2,411,037 | | | | 0.1 |
| 3,505,625 | | | (1) | | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | 3,806,506 | | | | 0.2 |
| 2,150,500 | | | (1) | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | 2,324,897 | | | | 0.1 |
| 1,212,500 | | | (1) | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | 1,295,074 | | | | 0.1 |
| 2,750,000 | | | (1) | | Dryden 30 Senior Loan Fund 2013-30A DR, 2.756%, (US0003M + 2.600%), 11/15/2028 | | | 2,662,561 | | | | 0.1 |
| 1,750,000 | | | (1) | | Dryden 55 CLO Ltd. 2018-55A C, 2.084%, (US0003M + 1.900%), 04/15/2031 | | | 1,750,094 | | | | 0.1 |
| 5,000,000 | | | (1) | | Dryden 75 CLO Ltd. 2019-75A CR2, 2.002%, (US0003M + 1.800%), 04/15/2034 | | | 4,980,150 | | | | 0.2 |
| 6,000,000 | | | (1) | | Dryden 86 CLO Ltd. 2020-86A DR, 3.346%, (US0003M + 3.200%), 07/17/2034 | | | 5,999,370 | | | | 0.2 |
| 1,150,000 | | | (1) | | Dryden XXV Senior Loan Fund 2012-25A DRR, 3.184%, (US0003M + 3.000%), 10/15/2027 | | | 1,147,276 | | | | 0.0 |
| 3,061,863 | | | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | 3,203,651 | | | | 0.1 |
| 906,837 | | | (1) | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | 988,068 | | | | 0.0 |
| 3,235,110 | | | (1) | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | 3,378,190 | | | | 0.1 |
| 4,500,000 | | | (1) | | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | | | 4,494,384 | | | | 0.2 |
| 1,000,000 | | | (1) | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | 1,112,047 | | | | 0.0 |
| 1,600,000 | | | (1) | | Kayne CLO 10 Ltd. 2021-10A C, 1.944%, (US0003M + 1.750%), 04/23/2034 | | | 1,586,971 | | | | 0.1 |
| 1,710,000 | | | (1) | | Kayne CLO I Ltd. 2018-1A CR, 1.934%, (US0003M + 1.750%), 07/15/2031 | | | 1,709,008 | | | | 0.1 |
| 1,350,000 | | | (1) | | LCM XVIII L.P. 18A CR, 2.038%, (US0003M + 1.850%), 04/20/2031 | | | 1,336,775 | | | | 0.1 |
| 1,000,000 | | | (1) | | LCM XX L.P. 20A-CR, 2.138%, (US0003M + 1.950%), 10/20/2027 | | | 1,000,100 | | | | 0.0 |
| 2,800,000 | | | (1) | | LCM XXIV Ltd. 24A CR, 2.088%, (US0003M + 1.900%), 03/20/2030 | | | 2,791,309 | | | | 0.1 |
| 891,518 | | | (1) | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | 930,654 | | | | 0.0 |
| 1,000,000 | | | (1) | | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.090%, (US0003M + 1.900%), 04/19/2030 | | | 999,995 | | | | 0.0 |
| 2,500,000 | | | (1) | | Madison Park Funding XIX Ltd. 2015-19A B1R2, 2.034%, (US0003M + 1.850%), 01/22/2028 | | | 2,500,355 | | | | 0.1 |
| 6,000,000 | | | (1) | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.034%, (US0003M + 2.850%), 10/15/2032 | | | 6,006,330 | | | | 0.2 |
| 1,000,000 | | | (1) | | Magnetite VIII Ltd. 2014-8A CR2, 2.034%, (US0003M + 1.850%), 04/15/2031 | | | 999,014 | | | | 0.0 |
| 1,700,000 | | | (1) | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | 1,725,085 | | | | 0.1 |
| 1,700,000 | | | (1) | | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | | | 1,720,964 | | | | 0.1 |
| 2,000,000 | | | (1) | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | 2,045,865 | | | | 0.1 |
| 4,050,000 | | | (1) | | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | | | 4,126,671 | | | | 0.2 |
| 1,950,000 | | | (1) | | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | | | 1,982,211 | | | | 0.1 |
| 1,600,000 | | | (1) | | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | | | 1,631,908 | | | | 0.1 |
| 2,107,921 | | | (1) | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | 2,240,232 | | | | 0.1 |
| 761,195 | | | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | 821,930 | | | | 0.0 |
| 1,858,811 | | | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | 1,980,750 | | | | 0.1 |
| 1,705,257 | | | (1) | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | 1,876,109 | | | | 0.1 |
| 691,929 | | | (1) | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | 727,994 | | | | 0.0 |
| 1,360,107 | | | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | 1,447,090 | | | | 0.1 |
| 12,500,000 | | | (1) | | Neuberger Berman CLO XX Ltd. 2015-20A ARR, 1.306%, (US0003M + 1.160%), 07/15/2034 | | | 12,510,200 | | | | 0.5 |
| 3,500,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.140%, (US0003M + 1.950%), 04/19/2030 | | | 3,500,539 | | | | 0.1 |
| 7,700,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 1.938%, (US0003M + 1.750%), 01/20/2031 | | | 7,680,688 | | | | 0.3 |
| 2,300,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.634%, (US0003M + 2.450%), 10/16/2032 | | | 2,302,781 | | | | 0.1 |
| 6,000,000 | | | (1) | | Oaktree CLO Ltd. 2021-1A C, 2.096%, (US0003M + 1.950%), 07/15/2034 | | | 6,000,606 | | | | 0.2 |
| 2,500,000 | | | (1) | | Oaktree CLO Ltd. 2021-1A D, 3.396%, (US0003M + 3.250%), 07/15/2034 | | | 2,503,775 | | | | 0.1 |
| 700,000 | | | (1) | | Ocean Trails CLO IV 2013-4A DR, 3.160%, (US0003M + 3.000%), 08/13/2025 | | | 700,237 | | | | 0.0 |
| 3,550,000 | | | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | | | 3,535,594 | | | | 0.1 |
| 7,470,000 | | | (1) | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.238%, (US0003M + 2.050%), 07/20/2030 | | | 7,462,388 | | | | 0.3 |
| 4,500,000 | | | (1) | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.234%, (US0003M + 2.050%), 07/15/2029 | | | 4,500,072 | | | | 0.2 |
| 600,000 | | | (1) | | Octagon Investment Partners 33 Ltd. 2017-1A B, 2.038%, (US0003M + 1.850%), 01/20/2031 | | | 599,658 | | | | 0.0 |
| 3,250,000 | | | (1) | | Octagon Investment Partners 48 Ltd. 2020-3A B, 2.038%, (US0003M + 1.850%), 10/20/2031 | | | 3,257,628 | | | | 0.1 |
| 1,500,000 | | | (1) | | OHA Credit Funding 3 Ltd. 2019-3A C, 2.638%, (US0003M + 2.450%), 07/20/2032 | | | 1,500,000 | | | | 0.1 |
| 1,500,000 | | | (1) | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.046%, (US0003M + 1.900%), 07/19/2035 | | | 1,501,499 | | | | 0.1 |
| 3,000,000 | | | (1) | | Palmer Square Loan Funding 2018-4 D Ltd., 4.406%, (US0003M + 4.250%), 11/15/2026 | | | 2,996,562 | | | | 0.1 |
| 4,250,000 | | | (1) | | Palmer Square Loan Funding 2021-2A C Ltd., 2.546%, (US0003M + 2.400%), 05/20/2029 | | | 4,249,919 | | | | 0.2 |
| 412,862 | | | (4) | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.635%, 01/25/2036 | | | 417,446 | | | | 0.0 |
| 2,413,250 | | | (1) | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | 2,511,605 | | | | 0.1 |
| 1,100,000 | | | (1) | | Recette Clo Ltd. 2015-1A CRR, 1.938%, (US0003M + 1.750%), 04/20/2034 | | | 1,096,387 | | | | 0.0 |
| 2,050,000 | | | (1) | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | 2,050,718 | | | | 0.1 |
| 3,270,000 | | | (1) | | Shackleton 2019-15A CR CLO Ltd., 2.334%, (US0003M + 2.150%), 01/15/2032 | | | 3,253,993 | | | | 0.1 |
| 1,985,000 | | | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | 2,030,157 | | | | 0.1 |
| 2,050,000 | | | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | 2,113,116 | | | | 0.1 |
| 3,000,000 | | | (1) | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | 3,110,601 | | | | 0.1 |
| 2,750,000 | | | (1) | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | 2,839,755 | | | | 0.1 |
| 3,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | 3,107,731 | | | | 0.1 |
| 4,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | 4,135,628 | | | | 0.2 |
| 2,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | 2,053,100 | | | | 0.1 |
| 600,000 | | | (1) | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | 613,880 | | | | 0.0 |
| 2,100,000 | | | (1) | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | 2,135,012 | | | | 0.1 |
| 1,200,000 | | | (1) | | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | | | 1,216,403 | | | | 0.1 |
| 1,928,875 | | | (1) | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | 2,044,677 | | | | 0.1 |
| 2,450,000 | | | (1) | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.440%, (US0003M + 2.300%), 04/25/2034 | | | 2,451,257 | | | | 0.1 |
| 5,700,000 | | | (1) | | Sound Point Clo XIV Ltd. 2016-3A CR, 2.223%, (US0003M + 2.050%), 01/23/2029 | | | 5,681,623 | | | | 0.2 |
| 5,006,460 | | | (1) | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | 5,246,640 | | | | 0.2 |
| 1,887,586 | | | (1) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | 2,112,699 | | | | 0.1 |
| 3,705,415 | | | (1) | | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 02/01/2055 | | | 3,956,009 | | | | 0.2 |
| 1,072,500 | | | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | 1,213,787 | | | | 0.1 |
| 1,000,000 | | | (1) | | TCI-Flatiron Clo 2017-1A C Ltd., 2.006%, (US0003M + 1.850%), 11/18/2030 | | | 1,000,003 | | | | 0.0 |
| 2,250,000 | | | (1) | | TCI-Flatiron Clo 2018-1A CR Ltd., 1.927%, (US0003M + 1.750%), 01/29/2032 | | | 2,250,925 | | | | 0.1 |
| 4,100,000 | | | (1) | | TCW CLO 2020-1A DRR Ltd., 3.546%, (US0003M + 3.400%), 04/20/2034 | | | 4,100,049 | | | | 0.2 |
| 3,100,000 | | | (1) | | TCW CLO 2021-1A C Ltd., 2.009%, (US0003M + 1.900%), 03/18/2034 | | | 3,094,959 | | | | 0.1 |
| 3,000,000 | | | (1) | | TCW CLO 2021-2A D Ltd., 3.396%, (US0003M + 3.250%), 07/25/2034 | | | 3,000,000 | | | | 0.1 |
| 4,000,000 | | | (1) | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | 3,961,752 | | | | 0.2 |
| 3,450,000 | | | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | 3,418,221 | | | | 0.1 |
| 2,000,000 | | | (1) | | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.140%, (US0003M + 1.950%), 07/18/2031 | | | 1,984,340 | | | | 0.1 |
| 1,000,000 | | | (1) | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.284%, (US0003M + 2.100%), 07/15/2028 | | | 1,000,053 | | | | 0.0 |
| 2,000,000 | | | (1),(4) | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | 2,108,811 | | | | 0.1 |
| 2,500,000 | | | (1),(4) | | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | | | 2,638,530 | | | | 0.1 |
| 1,500,000 | | | (1) | | Upland CLO Ltd. 2016-1A BR, 2.038%, (US0003M + 1.850%), 04/20/2031 | | | 1,500,060 | | | | 0.1 |
| 1,795,000 | | | (1) | | Venture XX CLO Ltd. 2015-20A CR, 2.084%, (US0003M + 1.900%), 04/15/2027 | | | 1,795,303 | | | | 0.1 |
| 4,000,000 | | | (1) | | Venture XXVII CLO Ltd. 2017-27A CR, 2.488%, (US0003M + 2.300%), 07/20/2030 | | | 3,981,120 | | | | 0.2 |
| 965,000 | | | (1) | | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | 1,030,791 | | | | 0.0 |
| 3,213,000 | | | (1) | | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | 3,444,539 | | | | 0.1 |
| 2,000,000 | | | (1) | | West CLO 2014-2A BR Ltd., 1.934%, (US0003M + 1.750%), 01/16/2027 | | | 2,000,144 | | | | 0.1 |
| | | | | | | | | 341,545,520 | | | | 13.5 |
| | | | | | | | | | | | | |
| | | | | | Student Loan Asset-Backed Securities: 1.0% | | | | | | | |
| 117,017 | | | (1) | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | 120,171 | | | | 0.0 |
| 86,800 | | | (1) | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | 87,095 | | | | 0.0 |
| 539,339 | | | (1) | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | 551,003 | | | | 0.0 |
| 1,364,447 | | | (1),(4) | | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | | | 1,392,293 | | | | 0.1 |
| 1,092,294 | | | (1) | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | 1,100,410 | | | | 0.1 |
| 4,000,000 | | | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | 3,870,264 | | | | 0.2 |
| 1,000,000 | | | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | 1,039,511 | | | | 0.0 |
| 2,250,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | 2,340,463 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | 1,059,504 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | 1,041,866 | | | | 0.0 |
| 1,000,000 | | | (1) | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | 1,047,928 | | | | 0.0 |
| 1,000,000 | | | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | 1,045,544 | | | | 0.0 |
| 2,000,000 | | | (1) | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | 2,078,843 | | | | 0.1 |
| 3,000,000 | | | (1) | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | 3,035,127 | | | | 0.1 |
| 4,400,000 | | | (1) | | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | | | 4,342,452 | | | | 0.2 |
| | | | | | | | | 24,152,474 | | | | 1.0 |
| | | | | | | | | | | | | |
| | | | Total Asset-Backed Securities | | | | | | |
| | | | (Cost $400,786,099) | | 406,304,302 | | | | 16.1 |
| | | | | | | | | | | | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.5% | | | | | | |
| 5,000,000 | | | (1) | | Alen 2021-ACEN E Mortgage Trust, 4.073%, (US0001M + 4.000%), 04/15/2034 | | | 5,062,113 | | | | 0.2 |
| 1,290,000 | | | (1),(7) | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | 1,235,606 | | | | 0.1 |
| 6,700,000 | | | (1) | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | 4,390,803 | | | | 0.2 |
| 5,320,000 | | | (1),(4),(6) | | BANK 2017-BNK4 XE, 1.624%, 05/15/2050 | | | 385,780 | | | | 0.0 |
| 4,380,000 | | | (1) | | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | | | 4,025,665 | | | | 0.2 |
| 1,600,000 | | | (1),(4) | | BANK 2017-BNK6 E, 2.785%, 07/15/2060 | | | 929,557 | | | | 0.0 |
| 16,600,000 | | | (1),(4),(6) | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | 1,298,933 | | | | 0.1 |
| 50,839,438 | | | (4),(6) | | BANK 2019-BN17 XA, 1.183%, 04/15/2052 | | | 3,512,075 | | | | 0.1 |
| 10,202,018 | | | (4),(6) | | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | | | 608,459 | | | | 0.0 |
| 29,222,469 | | | (4),(6) | | BANK 2019-BNK19 XA, 1.092%, 08/15/2061 | | | 1,952,163 | | | | 0.1 |
| 58,422,971 | | | (4),(6) | | BANK 2019-BNK22 XA, 0.716%, 11/15/2062 | | | 2,577,125 | | | | 0.1 |
| 4,590,000 | | | (1) | | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | | | 4,205,610 | | | | 0.2 |
| 10,805,000 | | | (4),(6) | | BBCMS Trust 2021-C10 XA, 1.434%, 07/15/2054 | | | 1,088,258 | | | | 0.0 |
| 103,886,084 | | | (4),(6) | | Benchmark 2018-B7 XA Mortgage Trust, 0.596%, 05/15/2053 | | | 2,630,136 | | | | 0.1 |
| 53,063,088 | | | (4),(6) | | Benchmark 2019-B10 XA Mortgage Trust, 1.390%, 03/15/2062 | | | 4,010,084 | | | | 0.2 |
| 42,285,000 | | | (1),(4),(6) | | Benchmark 2019-B10 XB Mortgage Trust, 1.062%, 03/15/2062 | | | 2,793,926 | | | | 0.1 |
| 43,739,345 | | | (4),(6) | | Benchmark 2019-B12 XA Mortgage Trust, 1.202%, 08/15/2052 | | | 2,729,261 | | | | 0.1 |
| 3,090,000 | | | (1) | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | 2,900,322 | | | | 0.1 |
| 7,330,000 | | | (1),(4),(6) | | Benchmark 2019-B9 XD Mortgage Trust, 2.168%, 03/15/2052 | | | 992,820 | | | | 0.0 |
| 2,440,000 | | | (1) | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | 2,504,018 | | | | 0.1 |
| 1,741,000 | | | (1) | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | 1,770,798 | | | | 0.1 |
| 17,494,046 | | | (4),(6) | | Benchmark 2021-B24 XA Mortgage Trust, 1.274%, 03/15/2054 | | | 1,528,584 | | | | 0.1 |
| 2,653,000 | | | (1),(7) | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | 2,012,707 | | | | 0.1 |
| 8,069,000 | | | (1),(4) | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.210%, 05/25/2052 | | | 7,142,552 | | | | 0.3 |
| 3,002,000 | | | (1),(4) | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.525%, 05/25/2052 | | | 2,743,220 | | | | 0.1 |
| 4,500,000 | | | (1) | | BPR Trust 2021-WILL D, 5.073%, (US0001M + 5.000%), 06/15/2038 | | | 4,524,261 | | | | 0.2 |
| 3,710,000 | | | (1),(4) | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | 3,885,640 | | | | 0.2 |
| 2,500,000 | | | (1) | | BX Trust 2020-BXLP C, 1.900%, (US0001M + 1.800%), 06/15/2038 | | | 2,508,473 | | | | 0.1 |
| 3,000,000 | | | (1) | | BX Trust 2021-SOAR E, 2.450%, (US0001M + 2.350%), 06/15/2038 | | | 3,011,674 | | | | 0.1 |
| 4,990,000 | | | (1),(4) | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | 5,060,031 | | | | 0.2 |
| 92,014,602 | | | (4),(6) | | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.300%, 05/15/2052 | | | 6,357,289 | | | | 0.3 |
| 40,314,280 | | | (4),(6) | | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.368%, 11/15/2052 | | | 3,147,957 | | | | 0.1 |
| 7,370,796 | | | (4),(6) | | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | | | 423,706 | | | | 0.0 |
| 14,660,000 | | | (1),(4),(6) | | CD 2016-CD1 Mortgage Trust XB, 0.843%, 08/10/2049 | | | 493,873 | | | | 0.0 |
| 5,060,000 | | | (1) | | CGDB Commercial Mortgage Trust 2019-MOB E, 2.073%, (US0001M + 2.000%), 11/15/2036 | | | 5,055,828 | | | | 0.2 |
| 4,640,000 | | | (1) | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.623%, (US0001M + 2.550%), 11/15/2036 | | | 4,609,661 | | | | 0.2 |
| 1,000,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.260%, 11/10/2046 | | | 927,882 | | | | 0.0 |
| 4,126,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.762%, 03/10/2047 | | | 4,213,671 | | | | 0.2 |
| 6,030,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | 3,820,396 | | | | 0.2 |
| 2,130,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.582%, 08/10/2049 | | | 1,658,301 | | | | 0.1 |
| 12,040,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.878%, 07/10/2049 | | | 8,365,801 | | | | 0.3 |
| 5,790,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.878%, 07/10/2049 | | | 3,348,893 | | | | 0.1 |
| 3,080,000 | | | (1) | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | 2,529,731 | | | | 0.1 |
| 26,435,024 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | | | 1,285,982 | | | | 0.1 |
| 33,900,442 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.003%, 12/15/2072 | | | 2,113,320 | | | | 0.1 |
| 40,845,337 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.186%, 08/10/2056 | | | 2,732,157 | | | | 0.1 |
| 3,000,000 | | | (4) | | COMM 2012-CCRE2 C Mortgage Trust, 4.992%, 08/15/2045 | | | 3,003,812 | | | | 0.1 |
| 10,656,761 | | | (4),(6) | | COMM 2012-CR3 XA, 1.997%, 10/15/2045 | | | 135,541 | | | | 0.0 |
| 845,860 | | | (4),(6) | | COMM 2012-CR4 XA, 1.841%, 10/15/2045 | | | 13,935 | | | | 0.0 |
| 6,602,966 | | | (1),(4),(6) | | COMM 2012-LTRT XA, 1.003%, 10/05/2030 | | | 43,611 | | | | 0.0 |
| 1,670,000 | | | (1),(4) | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | 1,648,295 | | | | 0.1 |
| 3,460,000 | | | (1),(4) | | COMM 2013-CR10 F Mortgage Trust, 5.064%, 08/10/2046 | | | 3,139,958 | | | | 0.1 |
| 5,070,000 | | | (1),(4) | | COMM 2013-GAM F, 3.531%, 02/10/2028 | | | 4,640,227 | | | | 0.2 |
| 2,200,000 | | | (1),(4) | | COMM 2013-LC6 D Mortgage Trust, 4.453%, 01/10/2046 | | | 2,178,359 | | | | 0.1 |
| 10,761,104 | | | (4),(6) | | COMM 2016-COR1 XA, 1.535%, 10/10/2049 | | | 565,120 | | | | 0.0 |
| 2,593,528 | | | (4),(6) | | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | | | 65,460 | | | | 0.0 |
| 21,213,754 | | | (4),(6) | | COMM 2017-COR2 XA, 1.309%, 09/10/2050 | | | 1,271,050 | | | | 0.1 |
| 3,500,000 | | | (1),(4) | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | 3,298,766 | | | | 0.1 |
| 1,430,000 | | | (4) | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.327%, 06/15/2057 | | | 1,339,942 | | | | 0.1 |
| 2,760,000 | | | (1) | | CSWF 2018-TOP F, 2.823%, (US0001M + 2.750%), 08/15/2035 | | | 2,764,378 | | | | 0.1 |
| 710,000 | | | (1) | | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317%), 06/15/2034 | | | 709,787 | | | | 0.0 |
| 1,790,000 | | | (1) | | CSWF 2021-SOP2 E, 3.440%, (US0001M + 3.367%), 06/15/2034 | | | 1,792,506 | | | | 0.1 |
| 4,800,000 | | | (1),(4) | | DBJPM 16-C3 F Mortgage Trust, 4.381%, 08/10/2049 | | | 3,147,749 | | | | 0.1 |
| 2,018,684 | | | (1),(4) | | DBUBS 2011-LC1A F Mortgage Trust, 6.091%, 11/10/2046 | | | 2,015,494 | | | | 0.1 |
| 4,221,872 | | | (1) | | DBUBS 2011-LC2A F Mortgage Trust, 3.742%, (US0001M + 3.650%), 07/10/2044 | | | 3,419,716 | | | | 0.1 |
| 2,300,000 | | | (1),(4) | | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | | | 2,367,865 | | | | 0.1 |
| 5,000,000 | | | (1) | | DBWF 2018-GLKS D Mortgage Trust, 2.493%, (US0001M + 2.400%), 12/19/2030 | | | 5,010,215 | | | | 0.2 |
| 1,570,000 | | | (1),(4) | | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | | | 1,599,102 | | | | 0.1 |
| 20,161,115 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.699%, 04/25/2030 | | | 2,414,872 | | | | 0.1 |
| 1,426,435 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 3.954%, 02/25/2041 | | | 31,118 | | | | 0.0 |
| 31,096,086 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates KLU3 X1, 2.080%, 01/25/2031 | | | 4,306,550 | | | | 0.2 |
| 3,379,753 | | | (1) | | FREMF 2018-KBF2 C Mortgage Trust, 4.586%, (US0001M + 4.500%), 10/25/2025 | | | 3,387,118 | | | | 0.1 |
| 3,300,000 | | | (1) | | FREMF 2019-KBF3 C Mortgage Trust, 4.836%, (US0001M + 4.750%), 01/25/2029 | | | 3,334,046 | | | | 0.1 |
| 14,878,000 | | | (1),(7) | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | 9,024,230 | | | | 0.4 |
| 189,907,287 | | | (1),(6) | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | 883,525 | | | | 0.0 |
| 21,120,000 | | | (1),(6) | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | 124,980 | | | | 0.0 |
| 600,520 | | | (1),(6) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | 68 | | | | 0.0 |
| 2,000,000 | | | (1),(4) | | FRR Re-REMIC Trust 2018-C1 B725, 3.012%, 02/27/2050 | | | 2,012,105 | | | | 0.1 |
| 1,268,740 | | | (1),(4),(8) | | FRR Re-REMIC Trust 2018-C1 C725, 0.000%, 02/27/2050 | | | 1,156,334 | | | | 0.0 |
| 4,008,000 | | | (1),(4) | | Grace Trust 2020-GRCE E, 2.769%, 12/10/2040 | | | 3,846,171 | | | | 0.2 |
| 2,000,000 | | | (1) | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.173%, (US0001M + 2.100%), 07/15/2035 | | | 1,853,647 | | | | 0.1 |
| 3,080,000 | | | (4) | | GS Mortgage Securities Trust 2012-GCJ7 C, 5.786%, 05/10/2045 | | | 3,170,052 | | | | 0.1 |
| 15,518,000 | | | (1),(4) | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | 12,155,288 | | | | 0.5 |
| 1,330,000 | | | (1) | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | 732,247 | | | | 0.0 |
| 15,361,422 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GC38 XA, 1.120%, 02/10/2052 | | | 960,831 | | | | 0.0 |
| 4,830,000 | | | (1),(4) | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | 4,927,000 | | | | 0.2 |
| 3,710,000 | | | (1),(4) | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | 3,709,610 | | | | 0.1 |
| 40,940,176 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GC40 XA, 1.226%, 07/10/2052 | | | 2,806,551 | | | | 0.1 |
| 84,509,907 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GSA1 XA, 0.956%, 11/10/2052 | | | 5,032,582 | | | | 0.2 |
| 4,460,000 | | | (1),(4) | | GS Mortgage Securities Trust 2020-GC45 SWC, 3.326%, 12/13/2039 | | | 4,417,043 | | | | 0.2 |
| 180,000 | | | (1),(4) | | IMT Trust 2017-APTS EFX, 3.613%, 06/15/2034 | | | 182,610 | | | | 0.0 |
| 1,405,000 | | | (4) | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.803%, 08/15/2047 | | | 1,488,054 | | | | 0.1 |
| 46,343,050 | | | (4),(6) | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.291%, 02/15/2048 | | | 1,651,791 | | | | 0.1 |
| 49,399,737 | | | (4),(6) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.106%, 10/15/2048 | | | 1,395,745 | | | | 0.1 |
| 1,800,000 | | | (1) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2019-BKWD E, 2.673%, (US0001M + 2.600%), 09/15/2029 | | | 1,783,946 | | | | 0.1 |
| 100,000 | | | (1) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | | | 100,498 | | | | 0.0 |
| 6,150,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | 6,115,481 | | | | 0.2 |
| 5,000,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | 4,962,224 | | | | 0.2 |
| 2,845,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.611%, 08/15/2046 | | | 2,557,398 | | | | 0.1 |
| 3,405,457 | | | (4),(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.543%, 06/15/2045 | | | 13,287 | | | | 0.0 |
| 2,000,000 | | | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.240%, 12/15/2047 | | | 2,026,981 | | | | 0.1 |
| 5,500,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | 4,718,827 | | | | 0.2 |
| 3,630,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | 3,585,579 | | | | 0.1 |
| 7,470,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | 5,810,734 | | | | 0.2 |
| 5,910,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | 6,037,228 | | | | 0.2 |
| 5,440,000 | | | (1) | | JP Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.233%, (US0001M + 2.160%), 07/15/2036 | | | 5,379,773 | | | | 0.2 |
| 3,810,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | 3,747,988 | | | | 0.1 |
| 3,640,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.990%, 12/05/2038 | | | 3,410,069 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.369%, 11/15/2045 | | | 1,032,738 | | | | 0.0 |
| 2,549,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.048%, 01/15/2047 | | | 2,565,840 | | | | 0.1 |
| 9,560,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | | | 8,114,055 | | | | 0.3 |
| 2,200,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | 1,744,461 | | | | 0.1 |
| 1,800,000 | | | (1) | | Life 2021-BMR F Mortgage Trust, 2.423%, (US0001M + 2.350%), 03/15/2038 | | | 1,810,132 | | | | 0.1 |
| 12,633,718 | | | (1),(4),(6) | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.139%, 03/10/2050 | | | 347,242 | | | | 0.0 |
| 4,472,490 | | | (1) | | MBRT 2019-MBR H1, 4.073%, (US0001M + 4.000%), 11/15/2036 | | | 4,465,412 | | | | 0.2 |
| 1,900,000 | | | | | Mello Mortgage Capital Acceptance 2021-MTG3, 2.500%, 07/01/2051 | | | 1,883,647 | | | | 0.1 |
| 2,396,000 | | | (1) | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.625%, (US0001M + 2.500%), 07/15/2036 | | | 2,396,755 | | | | 0.1 |
| 6,960,000 | | | (1) | | MHC Commercial Mortgage Trust 2021-MHC F, 2.674%, (US0001M + 2.601%), 04/15/2038 | | | 6,994,736 | | | | 0.3 |
| 6,737,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | 4,888,486 | | | | 0.2 |
| 11,026,158 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.113%, 11/15/2046 | | | 204,898 | | | | 0.0 |
| 13,208,076 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.129%, 12/15/2047 | | | 363,900 | | | | 0.0 |
| 5,649,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | 5,131,544 | | | | 0.2 |
| 1,000,000 | | | (4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.606%, 02/15/2048 | | | 1,051,384 | | | | 0.0 |
| 5,390,000 | | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | | | 5,304,636 | | | | 0.2 |
| 560,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | 548,587 | | | | 0.0 |
| 15,412,758 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.923%, 11/15/2052 | | | 613,300 | | | | 0.0 |
| 5,970,000 | | | (1) | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | 895,500 | | | | 0.0 |
| 4,268,000 | | | (1) | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | 426,800 | | | | 0.0 |
| 2,021,315 | | | (1) | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | 101,130 | | | | 0.0 |
| 4,841,000 | | | (1),(4) | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | 4,271,570 | | | | 0.2 |
| 25,660,000 | | | (1),(4),(6) | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.954%, 10/15/2051 | | | 3,046,140 | | | | 0.1 |
| 910,000 | | | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | 814,479 | | | | 0.0 |
| 38,185,367 | | | (4),(6) | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.924%, 12/15/2050 | | | 1,607,990 | | | | 0.1 |
| 13,000,000 | | | (1) | | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | | | 12,438,352 | | | | 0.5 |
| 790,000 | | | (1) | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | 789,356 | | | | 0.0 |
| 10,151,000 | | | (1) | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | 10,075,690 | | | | 0.4 |
| 5,310,000 | | | (1),(4) | | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.264%, 02/27/2051 | | | 4,814,588 | | | | 0.2 |
| 1,000,000 | | | (1),(4) | | UBS Commercial Mortgage Trust 2017-C5, 4.456%, 11/15/2050 | | | 971,663 | | | | 0.0 |
| 26,162,674 | | | (4),(6) | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.722%, 04/15/2052 | | | 2,443,348 | | | | 0.1 |
| 1,900,000 | | | (1),(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | 1,404,633 | | | | 0.1 |
| 3,240,000 | | | (1),(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | 1,869,496 | | | | 0.1 |
| 3,596,000 | | | (1),(4) | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | | | 3,721,634 | | | | 0.1 |
| 5,940,000 | | | (1) | | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | | | 5,827,884 | | | | 0.2 |
| 78,780,000 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.629%, 11/15/2049 | | | 2,220,658 | | | | 0.1 |
| 20,353,236 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.085%, 10/15/2050 | | | 905,379 | | | | 0.0 |
| 39,570,185 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.760%, 08/15/2052 | | | 4,053,281 | | | | 0.2 |
| 2,500,000 | | | (1) | | Wells Fargo Commercial Mortgage Trust 2021-C59 C, 2.500%, 04/15/2054 | | | 2,120,926 | | | | 0.1 |
| 19,418,285 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.689%, 04/15/2054 | | | 2,314,394 | | | | 0.1 |
| 9,230,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.383%, 03/15/2045 | | | 7,959,406 | | | | 0.3 |
| 10,350,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | 9,118,733 | | | | 0.4 |
| 5,950,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | | | 5,017,216 | | | | 0.2 |
| 3,482,748 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.257%, 03/15/2048 | | | 50,492 | | | | 0.0 |
| 9,000,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.201%, 12/15/2046 | | | 9,062,206 | | | | 0.4 |
| 760,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | 655,156 | | | | 0.0 |
| 3,000,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | 2,299,815 | | | | 0.1 |
| 2,000,000 | | | (4) | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | 2,062,811 | | | | 0.1 |
| 7,735,000 | | | (1),(4) | | West Town Mall Trust 2017-KNOX E, 4.491%, 07/05/2030 | | | 7,403,782 | | | | 0.3 |
| 1,500,000 | | | (1),(4) | | WFLD 2014-MONT D Mortgage Trust, 3.880%, 08/10/2031 | | | 1,146,759 | | | | 0.0 |
| 355,150 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | | | 3,637 | | | | 0.0 |
| 2,745,349 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.025%, 11/15/2045 | | | 47,043 | | | | 0.0 |
| 960,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.383%, 03/15/2045 | | | 748,479 | | | | 0.0 |
| 25,543,848 | | | (4),(6) | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.122%, 03/15/2046 | | | 488,069 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Commercial Mortgage-Backed Securities | | | | | | |
| | | | (Cost $485,472,718) | | 467,190,419 | | | | 18.5 |
| | | | | | | | | | | | | |
U.S. TREASURY OBLIGATIONS: 0.7% | | | | | | |
| | | | | | U.S. Treasury Bonds: 0.2% | | | | | | | |
| 1,000 | | | | | 1.250%,05/15/2050 | | | 817 | | | | 0.0 |
| 7,900 | | | | | 1.625%,11/15/2050 | | | 7,097 | | | | 0.0 |
| 4,372,000 | | | | | 1.875%,02/15/2051 | | | 4,173,894 | | | | 0.2 |
| | | | | | | | | 4,181,808 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | U.S. Treasury Notes: 0.5% | | | | | | | |
| 1,558,000 | | | | | 0.125%,05/31/2023 | | | 1,554,774 | | | | 0.1 |
| 3,600,000 | | | | | 0.250%,06/15/2024 | | | 3,578,203 | | | | 0.1 |
| 858,000 | | | | | 0.375%,09/30/2027 | | | 819,859 | | | | 0.0 |
| 7,097,000 | | | | | 0.875%,06/30/2026 | | | 7,093,951 | | | | 0.3 |
| 7,000 | | | | | 1.125%,02/15/2031 | | | 6,797 | | | | 0.0 |
| 748,000 | | | | | 1.250%,06/30/2028 | | | 749,227 | | | | 0.0 |
| | | | | | | | | 13,802,811 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | Total U.S. Treasury Obligations | | | | | | |
| | | | (Cost $17,769,531) | | 17,984,619 | | | | 0.7 |
| | | | | | | | | | | | | |
SOVEREIGN BONDS: 3.3% | | | | | | |
| 368,192 | | | (5) | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | 132,811 | | | | 0.0 |
| 674,557 | | | (5) | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | | | 215,190 | | | | 0.0 |
| 44,281 | | | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | 16,879 | | | | 0.0 |
| 1,700,000 | | | | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | 1,717,255 | | | | 0.1 |
| 475,000 | | | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | 555,686 | | | | 0.0 |
| 2,425,000 | | | | | Colombia Government International Bond, 3.250%, 04/22/2032 | | | 2,381,253 | | | | 0.1 |
| 2,700,000 | | | | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | 2,872,341 | | | | 0.1 |
| EUR 1,875,000 | | | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | 2,290,397 | | | | 0.1 |
| 800,000 | | | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | 869,530 | | | | 0.0 |
| 2,825,000 | | | (1) | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | 2,895,653 | | | | 0.1 |
| 500,000 | | | | | Dominican Republic International Bond, 6.000%, 07/19/2028 | | | 569,500 | | | | 0.0 |
| 1,725,000 | | | | | Dominican Republic International Bond, 6.875%, 01/29/2026 | | | 2,002,898 | | | | 0.1 |
| 700,000 | | | (1) | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | 681,975 | | | | 0.0 |
| 1,900,000 | | | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | 2,014,000 | | | | 0.1 |
| 4,200,000 | | | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | 4,730,250 | | | | 0.2 |
| 3,200,000 | | | (1) | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | 3,403,744 | | | | 0.1 |
| 1,400,000 | | | (1) | | Export-Import Bank of India, 3.250%, 01/15/2030 | | | 1,425,441 | | | | 0.1 |
| 440,000 | | | (1) | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | 444,416 | | | | 0.0 |
| 4,525,000 | | | (1) | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | 4,557,625 | | | | 0.2 |
| 2,100,000 | | | | | Indonesia Government International Bond, 2.850%, 02/14/2030 | | | 2,182,533 | | | | 0.1 |
| 1,078,091 | | | (3) | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | 1,083,686 | | | | 0.1 |
| 1,275,000 | | | (1) | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | 1,331,578 | | | | 0.1 |
| 650,000 | | | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | 706,482 | | | | 0.0 |
| 1,350,000 | | | (1),(3) | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | 1,484,811 | | | | 0.1 |
| 500,000 | | | (1) | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | 551,627 | | | | 0.0 |
| 750,000 | | | (1) | | Malaysia Wakala Sukuk Bhd, 2.070%, 04/28/2031 | | | 759,060 | | | | 0.0 |
| 1,200,000 | | | (3) | | Mexico Government International Bond, 3.250%, 04/16/2030 | | | 1,241,952 | | | | 0.1 |
| 700,000 | | | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | 641,179 | | | | 0.0 |
| 1,600,000 | | | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | 1,810,904 | | | | 0.1 |
| 450,000 | | | | | Nigeria Government International Bond, 6.500%, 11/28/2027 | | | 478,301 | | | | 0.0 |
| 600,000 | | | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | 639,556 | | | | 0.0 |
| 500,000 | | | (1) | | Oman Government International Bond, 6.750%, 10/28/2027 | | | 561,325 | | | | 0.0 |
| 1,300,000 | | | (1) | | Oman Government International Bond, 7.375%, 10/28/2032 | | | 1,487,882 | | | | 0.1 |
| 600,000 | | | | | Panama Government International Bond, 3.160%, 01/23/2030 | | | 630,756 | | | | 0.0 |
| 500,000 | | | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | 741,030 | | | | 0.0 |
| 3,000,000 | | | (1),(3) | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | 3,072,690 | | | | 0.1 |
| 750,000 | | | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | 842,437 | | | | 0.0 |
| 1,800,000 | | | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | 2,072,088 | | | | 0.1 |
| 700,000 | | | | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | 724,535 | | | | 0.0 |
| 5,750,000 | | | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | 6,114,119 | | | | 0.3 |
| 1,360,000 | | | (1) | | Romanian Government International Bond, 3.000%, 02/14/2031 | | | 1,412,076 | | | | 0.1 |
| 800,000 | | | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | 902,685 | | | | 0.0 |
| 500,000 | | | | | Saudi Government International Bond, 3.625%, 03/04/2028 | | | 553,490 | | | | 0.0 |
| 2,000,000 | | | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | 2,358,170 | | | | 0.1 |
| 1,300,000 | | | | | South Africa Government International Bond, 5.875%, 09/16/2025 | | | 1,470,618 | | | | 0.1 |
| 950,000 | | | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | 655,500 | | | | 0.0 |
| 3,075,000 | | | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | 3,017,461 | | | | 0.1 |
| 1,100,000 | | | | | Turkey Government International Bond, 5.600%, 11/14/2024 | | | 1,132,962 | | | | 0.1 |
| 500,000 | | | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | 524,614 | | | | 0.0 |
| 550,000 | | | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | 595,970 | | | | 0.0 |
| 350,000 | | | (1) | | Turkiye Ihracat Kredi Bankasi AS, 5.750%, 07/06/2026 | | | 346,828 | | | | 0.0 |
| 450,000 | | | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | 474,359 | | | | 0.0 |
| 975,000 | | | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | 1,052,719 | | | | 0.1 |
| 4,550,000 | | | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | 4,994,990 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | Total Sovereign Bonds | | | | | | |
| | | | (Cost $79,082,086) | | 82,427,817 | | | | 3.3 |
| | | | | | | | | | | | | |
BANK LOANS: 13.5% | | | | | | |
| | | | | | Aerospace & Defense: 0.4% | | | | | | | |
| 1,160,000 | | | | | AAdvantage Loyalty IP Ltd. 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/20/2028 | | | 1,210,750 | | | | 0.1 |
| 565,000 | | | | | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 03/19/2026 | | | 570,650 | | | | 0.0 |
| 1,133,648 | | | | | Amentum Government Services Holdings LLC Term Loan B, 3.604%, (US0001M + 3.500%), 01/29/2027 | | | 1,132,231 | | | | 0.0 |
| 1,790,412 | | | | | American Airlines, Inc. 2018 Term Loan B, 1.845%, (US0001M + 1.750%), 06/27/2025 | | | 1,720,287 | | | | 0.1 |
| 998,181 | | | | | KBR, Inc. 2020 Term Loan B, 2.854%, (US0001M + 2.750%), 02/05/2027 | | | 998,805 | | | | 0.0 |
| 1,169,340 | | | | | Maxar Technologies Ltd. Term Loan B, 2.854%, (US0001M + 2.750%), 10/04/2024 | | | 1,159,748 | | | | 0.1 |
| 2,089,763 | | | | | Peraton Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/01/2028 | | | 2,099,722 | | | | 0.1 |
| 480,000 | | | | | SkyMiles IP Ltd. 2020 Skymiles Term Loan B, 4.750%, (US0003M + 3.750%), 10/20/2027 | | | 507,540 | | | | 0.0 |
| | | | | | | | | 9,399,733 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Air Transport: 0.0% | | | | | | | |
| 1,150,000 | | | | | United Airlines, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 04/21/2028 | | | 1,166,429 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Auto Components: 0.1% | | | | | | | |
| 1,752,285 | | | | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.354%, (US0001M + 3.250%), 01/27/2027 | | | 1,739,362 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Automotive: 0.4% | | | | | | | |
| 823,876 | | | | | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/2024 | | | 823,304 | | | | 0.0 |
| 374,063 | | | | | Autokiniton US Holdings, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.500%), 04/06/2028 | | | 377,102 | | | | 0.0 |
| 1,146,589 | | | | | Clarios Global LP 2021 USD Term Loan B, 3.354%, (US0001M + 3.250%), 04/30/2026 | | | 1,138,468 | | | | 0.1 |
| 1,421,431 | | | | | Dealer Tire, LLC 2020 Term Loan B, 4.354%, (US0001M + 4.250%), 12/12/2025 | | | 1,424,452 | | | | 0.1 |
| 1,908,498 | | | | | Gates Global LLC 2021 Term Loan B3, 3.500%, (US0001M + 2.750%), 03/31/2027 | | | 1,906,981 | | | | 0.1 |
| 277,670 | | | | | Hertz Corporation, (The) 2021 Term Loan B, 3.646%, (US0003M + 3.500%), 06/14/2028 | | | 277,670 | | | | 0.0 |
| 52,330 | | | | | Hertz Corporation, (The) 2021 Term Loan C, 3.646%, (US0003M + 3.500%), 06/14/2028 | | | 52,330 | | | | 0.0 |
| 1,211,963 | | | | | Les Schwab Tire Centers Term Loan B, 4.250%, (US0006M + 3.500%), 11/02/2027 | | | 1,214,992 | | | | 0.1 |
| 972,974 | | | | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.096%, (US0001M + 3.000%), 05/14/2026 | | | 970,271 | | | | 0.0 |
| 1,127,175 | | | | | Truck Hero, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 01/31/2028 | | | 1,128,741 | | | | 0.0 |
| 738,133 | | | | | Wand NewCo 3, Inc. 2020 Term Loan, 3.104%, (US0001M + 3.000%), 02/05/2026 | | | 730,224 | | | | 0.0 |
| 520,000 | | | | | Wheel Pros, LLC 2021 Term Loan, 5.250%, (US0001M + 4.500%), 04/23/2028 | | | 521,914 | | | | 0.0 |
| | | | | | | | | 10,566,449 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Beverage & Tobacco: 0.1% | | | | | | | |
| 335,000 | | | | | City Brewing Company, LLC Closing Date Term Loan, 4.250%, (US0003M + 3.500%), 04/05/2028 | | | 336,675 | | | | 0.0 |
| 1,678,470 | | | | | Sunshine Investments B.V. USD Term Loan B3, 3.156%, (US0003M + 3.000%), 03/28/2025 | | | 1,670,078 | | | | 0.1 |
| 1,190,000 | | | | | Triton Water Holdings, Inc Term Loan, 4.500%, (US0003M + 3.500%), 03/31/2028 | | | 1,190,638 | | | | 0.0 |
| | | | | | | | | 3,197,391 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Brokers: 0.0% | | | | | | | |
| 300,000 | | | | | Park River Holdings Inc Term Loan, 4.000%, (US0003M + 3.250%), 12/28/2027 | | | 298,844 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Brokers, Dealers & Investment Houses: 0.1% | | | | | | | |
| 1,712,229 | | | | | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.604%, (US0001M + 2.500%), 08/27/2025 | | | 1,674,560 | | | | 0.1 |
| 489,982 | | | | | Forest City Enterprises, L.P. 2019 Term Loan B, 3.604%, (US0001M + 3.500%), 12/08/2025 | | | 479,045 | | | | 0.0 |
| | | | | | | | | 2,153,605 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Building & Development: 0.6% | | | | | | | |
| 440,000 | | | | | ACProducts, Inc. 2021 Term Loan B, 4.750%, (US0006M + 4.250%), 05/05/2028 | | | 438,487 | | | | 0.0 |
| 250,000 | | | | | Aegion Corporation Term Loan, 5.500%, (US0003M + 4.750%), 05/17/2028 | | | 253,125 | | | | 0.0 |
| 1,608,703 | | | | | Core & Main LP 2017 Term Loan B, 3.750%, (US0001M + 2.750%), 08/01/2024 | | | 1,610,043 | | | | 0.1 |
| 1,650,000 | | | | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 04/12/2028 | | | 1,652,062 | | | | 0.1 |
| 688,275 | | | | | CP Atlas Buyer, Inc. 2021 Term Loan B, 4.250%, (US0001M + 3.750%), 11/23/2027 | | | 687,415 | | | | 0.0 |
| 560,000 | | | | | Empire Today, LLC 2021 Term Loan, 5.750%, (US0001M + 5.000%), 04/03/2028 | | | 562,800 | | | | 0.0 |
| 565,000 | | | | | Foundation Building Materials Holding Company LLC 2021 Term Loan, 5.750%, (US0003M + 3.250%), 02/03/2028 | | | 561,872 | | | | 0.0 |
| 980,216 | | | | | Henry Company LLC Term Loan B, 5.000%, (US0003M + 4.000%), 10/05/2023 | | | 984,505 | | | | 0.1 |
| 379,050 | | | | | Kodiak Building Partners Inc. Term Loan B, 4.000%, (US0003M + 3.250%), 03/12/2028 | | | 378,892 | | | | 0.0 |
| 16,667 | | | | | LBM Acquisition LLC 2021 Incremental Delayed Draw Term Loan B2, 3.896%, (US0003M + 3.750%), 12/17/2027 | | | 16,549 | | | | 0.0 |
| 33,333 | | | | | LBM Acquisition LLC 2021 Incremental Term Loan B2, 3.896%, (US0003M + 3.750%), 12/17/2027 | | | 33,097 | | | | 0.0 |
| 173,636 | | | | | LBM Acquisition LLC Delayed Draw Term Loan, 3.896%, (US0003M + 3.750%), 12/17/2027 | | | 172,822 | | | | 0.0 |
| 781,364 | | | | | LBM Acquisition LLC Term Loan B, 4.500%, (US0003M + 3.750%), 12/17/2027 | | | 777,701 | | | | 0.0 |
| 646,750 | | | | | LEB Holdings (USA), Inc Term Loan B, 4.500%, (US0003M + 3.750%), 11/02/2027 | | | 648,973 | | | | 0.0 |
| 1,608,091 | | | | | MX Holdings US, Inc. 2018 USD Term Loan B1C, 3.500%, (US0001M + 2.750%), 07/31/2025 | | | 1,610,604 | | | | 0.1 |
| 636,938 | | | | | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0001M + 5.500%), 11/09/2026 | | | 641,715 | | | | 0.0 |
| 1,130,278 | | | | | Quikrete Holdings, Inc. 2016 1st Lien Term Loan, 2.604%, (US0001M + 2.500%), 02/01/2027 | | | 1,121,165 | | | | 0.1 |
| 515,000 | | | | | SRS Distribution Inc. 2021 Term Loan B, 4.250%, (US0001M + 3.750%), 06/02/2028 | | | 515,201 | | | | 0.0 |
| 883,536 | | | | | Werner FinCo LP 2017 Term Loan, 5.000%, (US0003M + 4.000%), 07/24/2024 | | | 885,745 | | | | 0.0 |
| 1,820,850 | | | | | White Cap Buyer LLC Term Loan B, 4.500%, (US0003M + 4.000%), 10/19/2027 | | | 1,825,686 | | | | 0.1 |
| 403,942 | | | | | Wilsonart LLC 2021 Term Loan E, 4.500%, (US0003M + 3.500%), 12/19/2026 | | | 404,223 | | | | 0.0 |
| | | | | | | | | 15,782,682 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Business Equipment & Services: 1.5% | | | | | | | |
| 1,476,300 | | | | | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/2028 | | | 1,471,585 | | | | 0.1 |
| 385,000 | | | | | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 4.250%, (US0001M + 3.750%), 05/12/2028 | | | 386,619 | | | | 0.0 |
| 390,000 | | | | | Ankura Consulting Group, LLC Term Loan, 5.250%, (US0001M + 4.500%), 03/17/2028 | | | 391,463 | | | | 0.0 |
| 1,145,931 | | | | | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.000%), 12/13/2026 | | | 1,147,812 | | | | 0.1 |
| 385,540 | | | | | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/2024 | | | 385,721 | | | | 0.0 |
| 138,950 | | | | | Ascend Learning, LLC 2020 Incremental Term Loan, 4.750%, (US0001M + 3.750%), 07/12/2024 | | | 139,254 | | | | 0.0 |
| 432,113 | | | | | Atlas CC Acquisition Corp Term Loan B, 5.000%, (US0003M + 4.250%), 04/28/2028 | | | 433,679 | | | | 0.0 |
| 87,887 | | | | | Atlas CC Acquisition Corp Term Loan C, 6.000%, (US0003M + 4.250%), 04/28/2028 | | | 88,206 | | | | 0.0 |
| 445,000 | | | | | Belfor Holdings Inc. Term Loan B, 4.104%, (US0001M + 3.750%), 04/06/2026 | | | 445,556 | | | | 0.0 |
| 621,600 | | | | | Cambium Learning Group, Inc. Term Loan B, 5.250%, (US0003M + 4.500%), 12/18/2025 | | | 626,198 | | | | 0.0 |
| 711,425 | | | | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 4.000%, (US0001M + 3.000%), 10/30/2026 | | | 712,670 | | | | 0.0 |
| 464,031 | | | | | Castle US Holding Corporation 2021 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 01/29/2027 | | | 459,275 | | | | 0.0 |
| 499,740 | | | | | Castle US Holding Corporation USD Term Loan B, 3.897%, (US0003M + 3.750%), 01/29/2027 | | | 494,617 | | | | 0.0 |
| 435,000 | | | | | Cimpress Public Limited Company USD Term Loan B, 4.000%, (US0001M + 3.500%), 05/17/2028 | | | 434,048 | | | | 0.0 |
| 160,000 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 7.500%, (US0001M + 6.750%), 03/30/2029 | | | 160,800 | | | | 0.0 |
| 141,991 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0001M + 3.750%), 03/31/2028 | | | 142,577 | | | | 0.0 |
| 678,009 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 03/31/2028 | | | 680,805 | | | | 0.0 |
| 1,490,000 | | | | | Endure Digital Inc. Term Loan, 4.250%, (US0003M + 3.500%), 02/10/2028 | | | 1,485,810 | | | | 0.1 |
| 610,000 | | | | | Ensono, LP 2021 Term Loan, 4.750%, (US0001M + 4.000%), 05/19/2028 | | | 612,542 | | | | 0.0 |
| 489,031 | | | | | EVO Payments International LLC 2018 1st Lien Term Loan, 3.360%, (US0001M + 3.250%), 12/22/2023 | | | 488,603 | | | | 0.0 |
| 2,071,594 | | | | | Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (US0006M + 3.500%), 06/13/2024 | | | 2,041,330 | | | | 0.1 |
| 220,984 | | | | | First Advantage Holdings, LLC 2021 Term Loan B, 3.104%, (US0001M + 3.000%), 01/31/2027 | | | 220,210 | | | | 0.0 |
| 1,053,350 | | | | | Gainwell Acquisition Corp. Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/2027 | | | 1,057,958 | | | | 0.1 |
| 627,277 | | | | | GreenSky Holdings, LLC 2018 Term Loan B, 3.375%, (US0001M + 3.250%), 03/31/2025 | | | 614,732 | | | | 0.0 |
| 335,000 | | | | | Herman Miller, Inc Term Loan B, 2.396%, (US0003M + 2.250%) | | | 333,325 | | | | 0.0 |
| 204,489 | | | | | IG Investment Holdings, LLC 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 05/23/2025 | | | 205,146 | | | | 0.0 |
| 785,275 | | | | | Intrado Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/2024 | | | 769,640 | | | | 0.0 |
| 560,000 | | | | | ION Trading Finance Limited 2021 Term Loan, 4.917%, (US0003M + 4.750%), 04/01/2028 | | | 563,050 | | | | 0.0 |
| 1,242,318 | | | | | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/2025 | | | 1,225,754 | | | | 0.1 |
| 149,625 | | | | | Mermaid BidCo Inc USD Term Loan B, 5.000%, (US0003M + 4.250%), 12/22/2027 | | | 150,373 | | | | 0.0 |
| 400,000 | | | | | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/21/2027 | | | 427,531 | | | | 0.0 |
| 1,155,000 | | | | | Nielsen Consumer Inc. 2021 USD Term Loan B, 4.080%, (US0001M + 4.000%), 03/06/2028 | | | 1,158,609 | | | | 0.1 |
| 560,000 | | | | | Paysafe Holdings (US) Corp USD Term Loan B1, 2.896%, (US0003M + 2.750%), 06/09/2028 | | | 557,900 | | | | 0.0 |
| 500,000 | | | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 3.146%, (US0003M + 3.000%), 01/03/2025 | | | 500,938 | | | | 0.0 |
| 1,260,000 | | | | | Polaris Newco LLC USD Term Loan B, 4.500%, (US0006M + 4.000%), 06/02/2028 | | | 1,265,011 | | | | 0.1 |
| 866,758 | | | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.354%, (US0001M + 3.250%), 05/01/2025 | | | 861,665 | | | | 0.1 |
| 496,250 | | | | | Pre-Paid Legal Services, Inc. 2020 Incremental Term Loan, 4.750%, (US0001M + 4.000%), 05/01/2025 | | | 498,111 | | | | 0.0 |
| 305,000 | | | | | Protective Industrial Products, Inc 2021 Term Loan, 4.750%, (US0001W + 4.000%), 01/20/2028 | | | 305,667 | | | | 0.0 |
| 1,977,423 | | | | | Red Ventures, LLC 2020 Term Loan B2, 2.604%, (US0001M + 2.500%), 11/08/2024 | | | 1,954,117 | | | | 0.1 |
| 1,146,974 | | | | | Renaissance Holding Corp. 2018 1st Lien Term Loan, 3.343%, (US0001M + 3.250%), 05/30/2025 | | | 1,136,732 | | | | 0.1 |
| 125,000 | | | | | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.104%, (US0001M + 7.000%), 05/29/2026 | | | 125,703 | | | | 0.0 |
| 884,927 | | | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/2024 | | | 875,525 | | | | 0.1 |
| 62,478 | | | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.131%, (US0003M + 4.000%), 10/29/2027 | | | 62,712 | | | | 0.0 |
| 105,970 | | | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.146%, (US0003M + 4.000%), 10/29/2027 | | | 106,368 | | | | 0.0 |
| 686,552 | | | | | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | 689,127 | | | | 0.0 |
| 810,000 | | | | | Skopima Merger Sub Inc. Term Loan B, 4.500%, (US0001M + 4.000%), 04/30/2028 | | | 810,000 | | | | 0.1 |
| 640,000 | | | | | Spin Holdco Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/01/2028 | | | 641,200 | | | | 0.0 |
| 789,458 | | | | | Staples, Inc. 7 Year Term Loan, 5.176%, (US0003M + 5.000%), 04/16/2026 | | | 771,449 | | | | 0.0 |
| 359,808 | | | | | SurveyMonkey Inc. 2018 Term Loan B, 3.850%, (US0001W + 3.750%), 10/10/2025 | | | 358,458 | | | | 0.0 |
| 24,194 | | | | | Therma Intermediate LLC, 2020 Delayed Draw Term Loan, 4.146%, (US0003M + 4.000%), 12/16/2027 | | | 24,224 | | | | 0.0 |
| 125,177 | | | | | Therma Intermediate LLC, 2020 Term Loan, 5.000%, (US0001M + 4.000%), 12/16/2027 | | | 125,334 | | | | 0.0 |
| 249,375 | | | | | Thoughtworks, Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 03/23/2028 | | | 249,874 | | | | 0.0 |
| 656,700 | | | | | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/2027 | | | 661,728 | | | | 0.0 |
| 781,120 | | | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.147%, (US0003M + 4.000%), 08/20/2025 | | | 769,543 | | | | 0.0 |
| 1,742,304 | | | | | Verscend Holding Corp. 2021 Term Loan B, 4.104%, (US0001M + 4.000%), 08/27/2025 | | | 1,749,564 | | | | 0.1 |
| 284,288 | | | | | Virtusa Corporation Term Loan B, 5.000%, (US0001M + 4.250%), 02/11/2028 | | | 285,922 | | | | 0.0 |
| 642,075 | | | | | VM Consolidated, Inc. 2021 Term Loan B, 3.397%, (US0003M + 3.250%), 03/19/2028 | | | 642,075 | | | | 0.0 |
| 852,981 | | | | | VS Buyer, LLC Term Loan B, 3.104%, (US0001M + 3.000%), 02/28/2027 | | | 849,915 | | | | 0.1 |
| 384,172 | | | | | West Corporation 2018 Term Loan B1, 4.500%, (US0003M + 3.500%), 10/10/2024 | | | 373,287 | | | | 0.0 |
| 347,364 | | | | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.095%, (US0001M + 5.000%), 07/11/2025 | | | 321,833 | | | | 0.0 |
| | | | | | | | | 37,529,480 | | | | 1.5 |
| | | | | | | | | | | | | |
| | | | | | Cable & Satellite Television: 0.3% | | | | | | | |
| 767,680 | | | | | CSC Holdings, LLC 2019 Term Loan B5, 2.573%, (US0001M + 2.500%), 04/15/2027 | | | 761,843 | | | | 0.0 |
| 1,420,924 | | | | | Radiate Holdco, LLC 2020 Term Loan, 4.250%, (US0001M + 3.500%), 09/25/2026 | | | 1,423,410 | | | | 0.1 |
| 1,647,551 | | | | | Telesat Canada Term Loan B5, 2.860%, (US0001M + 2.750%), 12/07/2026 | | | 1,544,785 | | | | 0.1 |
| 1,899,808 | | | | | Virgin Media Bristol LLC USD Term Loan N, 2.573%, (US0001M + 2.500%), 01/31/2028 | | | 1,885,263 | | | | 0.1 |
| 1,226,772 | | | | | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/2023 | | | 1,226,261 | | | | 0.0 |
| | | | | | | | | 6,841,562 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Chemicals & Plastics: 0.3% | | | | | | | |
| 496,243 | | | | | Ascend Performance Materials Operations LLC 2021 Term Loan B, 5.500%, (US0003M + 4.750%), 08/27/2026 | | | 504,075 | | | | 0.0 |
| 403,647 | | | | | Composite Resins Holding B.V. 2018 Term Loan B, 5.250%, (US0003M + 4.250%), 08/01/2025 | | | 405,413 | | | | 0.0 |
| 115,000 | | | | | CPC Acquisition Corp Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/2028 | | | 115,863 | | | | 0.0 |
| 730,000 | | | | | CPC Acquisition Corp Term Loan, 4.500%, (US0003M + 3.750%), 12/29/2027 | | | 730,456 | | | | 0.1 |
| 380,724 | | | | | Diamond (BC) B.V. USD Term Loan, 3.185%, (US0001M + 3.000%), 09/06/2024 | | | 379,147 | | | �� | 0.0 |
| 402,336 | | | | | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/2025 | | | 404,046 | | | | 0.0 |
| 1,039,190 | | | | | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/2024 | | | 1,040,922 | | | | 0.1 |
| 680,000 | | | | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 01/29/2026 | | | 679,469 | | | | 0.0 |
| 290,000 | | | | | Lonza Group AG USD Term Loan B, 4.146%, (US0003M + 4.000%), 04/29/2028 | | | 290,508 | | | | 0.0 |
| 386,641 | | | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.831%, (US0001M + 4.750%), 10/15/2025 | | | 388,574 | | | | 0.0 |
| 660,000 | | | | | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/2027 | | | 661,856 | | | | 0.0 |
| 350,000 | | | | | PQ Corporation 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 05/26/2028 | | | 350,000 | | | | 0.0 |
| 525,000 | | | | | Sparta U.S. HoldCo LLC 2021 Term Loan, 3.646%, (US0003M + 3.500%), 05/04/2028 | | | 526,476 | | | | 0.0 |
| 1,524,590 | | | | | Starfruit Finco B.V 2018 USD Term Loan B, 3.133%, (US0001M + 2.750%), 10/01/2025 | | | 1,515,061 | | | | 0.1 |
| | | | | | | | | 7,991,866 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Clothing/Textiles: 0.0% | | | | | | | |
| 340,000 | | | | | Birkenstock GmbH & Co. KG USD Term Loan B, 4.250%, (US0003M + 3.750%), 04/27/2028 | | | 340,170 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Containers & Glass Products: 0.5% | | | | | | | |
| 149,229 | | | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.000%, (US0003M + 3.000%), 04/22/2024 | | | 144,379 | | | | 0.0 |
| 900,000 | | | | | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 02/03/2028 | | | 896,062 | | | | 0.0 |
| 1,015,545 | | | | | BWAY Holding Company 2017 Term Loan B, 3.354%, (US0001M + 3.250%), 04/03/2024 | | | 992,967 | | | | 0.1 |
| 1,095,847 | | | | | Charter NEX US, Inc. 2020 Term Loan, 5.250%, (US0001M + 4.250%), 12/01/2027 | | | 1,099,272 | | | | 0.1 |
| 220,000 | | | | | Charter NEX US, Inc. 2021 Term Loan, 3.851%, (US0001M + 3.750%), 12/01/2027 | | | 220,619 | | | | 0.0 |
| 2,742,181 | | | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.452%, (US0003M + 3.250%), 06/29/2025 | | | 2,719,215 | | | | 0.1 |
| 530,051 | | | | | Flex Acquisition Company, Inc. 2021 Term Loan, 4.000%, (US0003M + 3.500%), 02/23/2028 | | | 528,659 | | | | 0.0 |
| 747,567 | | | | | Graham Packaging Company Inc. 2021 Term Loan, 3.750%, (US0001M + 3.000%), 08/04/2027 | | | 747,992 | | | | 0.0 |
| 493,052 | | | | | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/2026 | | | 490,586 | | | | 0.0 |
| 1,325,000 | | | | | Proampac PG Borrower LLC 2020 Term Loan, 4.862%, (US0003M + 4.000%), 11/03/2025 | | | 1,327,760 | | | | 0.1 |
| 542,814 | | | | | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.354%, (US0001M + 3.250%), 02/05/2026 | | | 539,987 | | | | 0.0 |
| 953,309 | | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.854%, (US0001M + 2.750%), 02/05/2023 | | | 952,581 | | | | 0.1 |
| 634,409 | | | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 2.854%, (US0001M + 2.750%), 10/31/2024 | | | 631,039 | | | | 0.0 |
| 656,700 | | | | | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/2027 | | | 658,205 | | | | 0.0 |
| 98,240 | | | | | TricorBraun Holdings, Inc. 2021 Delayed Draw Term Loan, 3.750%, (US0003M + 3.250%), 03/03/2028 | | | 97,619 | | | | 0.0 |
| 436,760 | | | | | TricorBraun Holdings, Inc. 2021 Term Loan, 3.750%, (US0003M + 3.250%), 03/03/2028 | | | 433,996 | | | | 0.0 |
| | | | | | | | | 12,480,938 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Cosmetics/Toiletries: 0.0% | | | | | | | |
| 370 | | | | | Anastasia Parent, LLC 2018 Term Loan B, 3.897%, (US0003M + 3.750%), 08/11/2025 | | | 297 | | | | 0.0 |
| 913,959 | | | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.104%, (US0001M + 4.000%), 06/30/2024 | | | 911,674 | | | | 0.0 |
| | | | | | | | | 911,971 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Drugs: 0.1% | | | | | | | |
| 305,000 | | | | | ANI Pharmaceuticals, Inc Term Loan B, 5.646%, (US0003M + 5.500%), 04/27/2028 | | | 301,187 | | | | 0.0 |
| 602,255 | | | | | Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan, 5.750%, (US0003M + 5.000%), 03/27/2028 | | | 587,764 | | | | 0.0 |
| 1,225,000 | | | | | Jazz Financing Lux S.a.r.l. USD Term Loan, 4.000%, (US0001M + 3.500%), 04/21/2028 | | | 1,231,016 | | | | 0.0 |
| 1,650,000 | | | | | Organon & Co USD Term Loan, 3.500%, (US0003M + 3.000%), 06/02/2028 | | | 1,653,389 | | | | 0.1 |
| | | | | | | | | 3,773,356 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Ecological Services & Equipment: 0.0% | | | | | | | |
| 165,000 | | | | | Denali Water Solutions Term Loan B, 5.000%, (US0003M + 4.250%), 03/25/2028 | | | 164,948 | | | | 0.0 |
| 1,031,208 | | | | | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0001M + 3.000%), 05/30/2025 | | | 1,033,270 | | | | 0.0 |
| | | | | | | | | 1,198,218 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Electronics/Electrical: 2.0% | | | | | | | |
| 11,538 | | | | | Allegro Microsystems, Inc. Term Loan, 4.250%, (US0003M + 3.750%), 09/30/2027 | | | 11,538 | | | | 0.0 |
| 330,000 | | | | | Aspect Software, Inc. 2021 Term Loan, 6.000%, (US0003M + 5.250%), 05/08/2028 | | | 325,325 | | | | 0.0 |
| 1,768,041 | | | | | Banff Merger Sub Inc 2021 USD Term Loan, 3.854%, (US0001M + 3.750%), 10/02/2025 | | | 1,759,752 | | | | 0.1 |
| 1,266,035 | | | | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 02/12/2025 | | | 1,271,177 | | | | 0.1 |
| 100,000 | | | | | Barracuda Networks, Inc. 2020 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 10/30/2028 | | | 102,167 | | | | 0.0 |
| 883,233 | | | | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.104%, (US0001M + 4.000%), 04/18/2025 | | | 883,325 | | | | 0.0 |
| 683,811 | | | | | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 02/02/2026 | | | 684,666 | | | | 0.0 |
| 386,915 | | | | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.896%, (US0003M + 3.750%), 08/29/2025 | | | 363,119 | | | | 0.0 |
| 463,838 | | | | | Cloudera, Inc. Term Loan B, 3.250%, (US0001M + 2.500%), 12/22/2027 | | | 464,069 | | | | 0.0 |
| 284,784 | | | | | Cohu, Inc. 2018 Term Loan B, 3.172%, (US0003M + 3.000%), 10/01/2025 | | | 284,250 | | | | 0.0 |
| 174,125 | | | | | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0003M + 4.000%), 12/29/2027 | | | 174,778 | | | | 0.0 |
| 148,235 | | | | | Constant Contact Inc Delayed Draw Term Loan, 4.146%, (US0003M + 4.000%), 02/10/2028 | | | 147,911 | | | | 0.0 |
| 551,765 | | | | | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/2028 | | | 550,557 | | | | 0.0 |
| 175,000 | | | | | CoreLogic, Inc. 2nd Lien Term Loan, 7.000%, (US0001M + 6.500%), 04/13/2029 | | | 176,531 | | | | 0.0 |
| 1,315,000 | | | | | CoreLogic, Inc. Term Loan, 4.000%, (US0001M + 3.500%), 06/02/2028 | | | 1,314,383 | | | | 0.1 |
| 979,105 | | | | | Cornerstone OnDemand, Inc. 2021 Term Loan B, 3.341%, (US0001M + 3.250%), 04/22/2027 | | | 979,892 | | | | 0.0 |
| 730,000 | | | | | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/2027 | | | 732,510 | | | | 0.0 |
| 492,031 | | | | | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.368%, (US0002M + 4.250%), 06/26/2025 | | | 487,111 | | | | 0.0 |
| 1,329,950 | | | | | Epicor Software Corporation 2020 Term Loan, 4.000%, (US0001M + 3.250%), 07/30/2027 | | | 1,329,648 | | | | 0.1 |
| 583,538 | | | | | Grab Holdings Inc Term Loan B, 5.500%, (US0006M + 4.500%), 01/29/2026 | | | 595,208 | | | | 0.0 |
| 1,306,725 | | | | | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4, 4.750%, (US0001M + 4.000%), 12/01/2027 | | | 1,311,391 | | | | 0.1 |
| 538,571 | | | | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.917%, (US0006M + 3.750%), 03/11/2028 | | | 539,750 | | | | 0.0 |
| 1,804,762 | | | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/2024 | | | 1,810,725 | | | | 0.1 |
| 1,252,059 | | | | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/2026 | | | 1,257,761 | | | | 0.1 |
| 1,544,231 | | | | | Informatica LLC, 2020 USD Term Loan B, 3.354%, (US0001M + 3.250%), 02/25/2027 | | | 1,537,260 | | | | 0.1 |
| 960,000 | | | | | Ingram Micro Inc. 2021 Term Loan B, 3.646%, (US0003M + 3.500%), 03/31/2028 | | | 963,100 | | | | 0.0 |
| 788,025 | | | | | Ivanti Software, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 12/01/2027 | | | 789,995 | | | | 0.0 |
| 84,788 | | | | | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/2027 | | | 84,549 | | | | 0.0 |
| 1,022,438 | | | | | LogMeIn, Inc. Term Loan B, 4.827%, (US0001M + 4.750%), 08/31/2027 | | | 1,021,692 | | | | 0.1 |
| 149,599 | | | | | MA FinanceCo., LLC USD Term Loan B3, 2.854%, (US0001M + 2.750%), 06/21/2024 | | | 148,196 | | | | 0.0 |
| 785,000 | | | | | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 5.146%, (US0003M + 5.000%), 05/03/2028 | | | 785,841 | | | | 0.0 |
| 2,343,278 | | | | | McAfee, LLC 2018 USD Term Loan B, 3.846%, (US0001M + 3.750%), 09/30/2024 | | | 2,346,369 | | | | 0.1 |
| 2,089,983 | | | | | MH Sub I, LLC 2017 1st Lien Term Loan, 3.604%, (US0001M + 3.500%), 09/13/2024 | | | 2,083,826 | | | | 0.1 |
| 405,000 | | | | | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.345%, (US0001M + 6.250%), 02/12/2029 | | | 413,016 | | | | 0.0 |
| 805,000 | | | | | Panther Commercial Holdings L.P Term Loan, 5.000%, (US0001M + 4.500%), 01/07/2028 | | | 807,516 | | | | 0.0 |
| 656,700 | | | | | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | 658,616 | | | | 0.0 |
| 1,241,191 | | | | | Project Boost Purchaser, LLC 2019 Term Loan B, 3.604%, (US0001M + 3.500%), 06/01/2026 | | | 1,234,986 | | | | 0.1 |
| 951,082 | | | | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/2024 | | | 955,243 | | | | 0.0 |
| 790,000 | | | | | Proofpoint, Inc. 1st Lien Term Loan, 3.396%, (US0003M + 3.250%), 06/09/2028 | | | 786,667 | | | | 0.0 |
| 2,025,608 | | | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.436%, (US0003M + 4.250%), 05/16/2025 | | | 2,025,971 | | | | 0.1 |
| 1,650,863 | | | | | Rackspace Technology Global, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/2028 | | | 1,644,414 | | | | 0.1 |
| 1,115,000 | | | | | RealPage, Inc 1st Lien Term Loan, 3.750%, (US0001M + 3.250%), 04/24/2028 | | | 1,113,188 | | | | 0.1 |
| 270,039 | | | | | Redstone Buyer LLC 2021 Delayed Draw Term Loan, 4.896%, (US0003M + 4.750%), 04/27/2028 | | | 270,207 | | | | 0.0 |
| 689,961 | | | | | Redstone Buyer LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/27/2028 | | | 690,393 | | | | 0.0 |
| 343,568 | | | | | Riverbed Technology, Inc. 2020 Term Loan B, 7.000%, (US0003M + 6.000%), 12/31/2025 | | | 327,421 | | | | 0.0 |
| 1,055,056 | | | | | Rocket Software, Inc. 2018 Term Loan, 4.354%, (US0001M + 4.250%), 11/28/2025 | | | 1,037,170 | | | | 0.1 |
| 240,000 | | | | | Rocket Software, Inc. 2021 USD Incremental Term Loan B, 4.396%, (US0003M + 4.250%), 11/28/2025 | | | 236,130 | | | | 0.0 |
| 363,175 | | | | | Sabre GLBL Inc. 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/17/2027 | | | 366,239 | | | | 0.0 |
| 1,010,276 | | | | | Seattle Spinco, Inc. USD Term Loan B3, 2.854%, (US0001M + 2.750%), 06/21/2024 | | | 1,000,805 | | | | 0.1 |
| 2,454,826 | | | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.854%, (US0001M + 2.750%), 02/05/2024 | | | 2,428,743 | | | | 0.1 |
| 379,614 | | | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.650%, (US0003M + 3.500%), 05/16/2025 | | | 377,289 | | | | 0.0 |
| 1,134,202 | | | | | Surf Holdings, LLC USD Term Loan, 3.628%, (US0003M + 3.500%), 03/05/2027 | | | 1,127,822 | | | | 0.1 |
| 530,988 | | | | | Tech Data Corporation ABL Term Loan, 3.604%, (US0001M + 3.500%), 06/30/2025 | | | 532,448 | | | | 0.0 |
| 235,000 | | | | | Tenable Holdings, Inc. Term Loan B, 2.896%, (US0003M + 2.750%), 06/17/2028 | | | 235,294 | | | | 0.0 |
| 340,527 | | | | | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.203%, (US0003M + 5.000%), 05/29/2026 | | | 311,050 | | | | 0.0 |
| 199,672 | | | | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 3.500%, 02/28/2025 | | | 209,905 | | | | 0.0 |
| 591,430 | | | | | TTM Technologies, Inc. 2017 Term Loan, 2.592%, (US0001M + 2.500%), 09/28/2024 | | | 590,691 | | | | 0.0 |
| 601,979 | | | | | Ultimate Software Group Inc(The) 2021 Incremental Term Loan, 4.000%, (US0003M + 3.250%), 05/04/2026 | | | 603,108 | | | | 0.0 |
| 1,843,933 | | | | | Ultimate Software Group Inc(The) Term Loan B, 3.854%, (US0001M + 3.750%), 05/04/2026 | | | 1,847,134 | | | | 0.1 |
| 157,398 | | | | | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.854%, (US0001M + 3.750%), 08/27/2025 | | | 157,923 | | | | 0.0 |
| 605,000 | | | | | Watlow Electric Manufacturing Company Term Loan B, 4.147%, (US0003M + 4.000%), 03/02/2028 | | | 607,269 | | | | 0.0 |
| 283,575 | | | | | Weld North Education, LLC 2020 Term Loan B, 4.750%, (US0001M + 4.000%), 12/21/2027 | | | 284,284 | | | | 0.0 |
| 809,813 | | | | | Xperi Corporation 2020 Term Loan B, 3.581%, (US0001M + 3.500%), 06/02/2025 | | | 809,306 | | | | 0.0 |
| | | | | | | | | 51,008,620 | | | | 2.0 |
| | | | | | | | | | | | | |
| | | | | | Equipment Leasing: 0.0% | | | | | | | |
| 264,338 | | | | | Rent-A-Center, Inc. 2021 Term Loan B, 4.750%, (US0001M + 4.000%), 02/17/2028 | | | 265,714 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Financial Intermediaries: 0.5% | | | | | | | |
| 283,561 | | | | | Advisor Group, Inc. 2021 Term Loan, 4.604%, (US0001M + 4.500%), 07/31/2026 | | | 284,543 | | | | 0.0 |
| 325,000 | | | | | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 6.146%, (US0003M + 6.000%), 05/04/2029 | | | 325,203 | | | | 0.0 |
| 540,000 | | | | | AqGen Island Holdings, Inc. Term Loan, 3.646%, (US0003M + 3.500%), 05/20/2028 | | | 540,338 | | | | 0.0 |
| 1,360,967 | | | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.104%, (US0001M + 3.000%), 06/15/2025 | | | 1,347,782 | | | | 0.1 |
| 389,025 | | | | | Blackstone Mortgage Trust, Inc. 2021 Term Loan B2, 3.250%, (US0001M + 2.750%), 04/23/2026 | | | 389,511 | | | | 0.0 |
| 926,176 | | | | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/2024 | | | 928,492 | | | | 0.1 |
| 658,350 | | | | | Citadel Securities LP 2021 Term Loan B, 2.604%, (US0001M + 2.500%), 02/02/2028 | | | 652,425 | | | | 0.0 |
| 683,697 | | | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.854%, (US0001M + 2.750%), 08/21/2025 | | | 678,911 | | | | 0.0 |
| 1,011,041 | | | | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/2027 | | | 1,017,023 | | | | 0.1 |
| 2,116,766 | | | | | Edelman Financial Center, LLC 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 04/07/2028 | | | 2,121,176 | | | | 0.1 |
| 977,436 | | | | | First Eagle Holdings, Inc. 2020 Term Loan B, 2.647%, (US0003M + 2.500%), 02/01/2027 | | | 965,905 | | | | 0.1 |
| 214,688 | | | | | Focus Financial Partners, LLC 2021 Delayed Draw Term Loan, 2.646%, (US0003M + 2.500%), 06/24/2028 | | | 214,240 | | | | 0.0 |
| 930,313 | | | | | Focus Financial Partners, LLC 2021 Term Loan, 2.646%, (US0003M + 2.500%), 06/24/2028 | | | 928,375 | | | | 0.0 |
| 78,000 | | | | | HighTower Holdings LLC 2021 Delayed Draw Term Loan, 4.396%, (US0003M + 4.250%), 04/30/2028 | | | 78,276 | | | | 0.0 |
| 312,000 | | | | | HighTower Holdings LLC 2021 Term Loan B, 4.750%, (US0003M + 4.000%), 04/30/2028 | | | 313,105 | | | | 0.0 |
| 483,081 | | | | | VFH Parent LLC 2019 Term Loan B, 3.093%, (US0001M + 3.000%), 03/01/2026 | | | 481,823 | | | | 0.0 |
| 410,000 | | | | | Zebra Buyer LLC Term Loan B, 3.396%, (US0003M + 3.250%), 04/21/2028 | | | 411,836 | | | | 0.0 |
| | | | | | | | | 11,678,964 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Food Products: 0.3% | | | | | | | |
| 494,937 | | | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.591%, (US0001M + 3.500%), 10/01/2025 | | | 494,215 | | | | 0.0 |
| 875,362 | | | | | CHG PPC Parent LLC 2018 Term Loan B, 2.854%, (US0001M + 2.750%), 03/31/2025 | | | 867,703 | | | | 0.0 |
| 68,684 | | | | | Dessert Holdings Inc. Delayed Draw Term Loan, 4.146%, (US0003M + 4.000%), 06/07/2028 | | | 68,713 | | | | 0.0 |
| 366,316 | | | | | Dessert Holdings Inc. Term Loan, 5.000%, (US0001M + 4.000%), 06/07/2028 | | | 366,469 | | | | 0.0 |
| 1,162,088 | | | | | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/2027 | | | 1,162,693 | | | | 0.1 |
| 1,030,985 | | | | | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0003M + 2.750%), 02/05/2025 | | | 1,029,536 | | | | 0.1 |
| 1,023,979 | | | | | Sigma Bidco B.V. 2018 USD Term Loan B2, 3.260%, (US0006M + 3.000%), 07/02/2025 | | | 1,003,339 | | | | 0.1 |
| 386,635 | | | | | Simply Good Foods USA, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/2024 | | | 389,092 | | | | 0.0 |
| 15,625 | | | | | TGP Holdings III, LLC 2021 Delayed Draw Term Loan, 3.646%, (US0003M + 3.500%), 06/23/2028 | | | 15,664 | | | | 0.0 |
| 159,375 | | | | | TGP Holdings III, LLC 2021 Term Loan, 3.646%, (US0003M + 3.500%), 06/23/2028 | | | 159,773 | | | | 0.0 |
| 612,391 | | | | | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/2027 | | | 614,141 | | | | 0.0 |
| 210,000 | | | | | WOOF Holdings, Inc 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 12/21/2027 | | | 210,262 | | | | 0.0 |
| | | | | | | | | 6,381,600 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Food Service: 0.2% | | | | | | | |
| 2,023,533 | | | | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0002M + 2.500%), 10/04/2023 | | | 2,010,568 | | | | 0.1 |
| 1,138,521 | | | | | H Food Holdings LLC 2018 Term Loan B, 3.792%, (US0001M + 3.688%), 05/23/2025 | | | 1,132,917 | | | | 0.0 |
| 320,000 | | | | | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 6.896%, (US0003M + 6.750%), 06/22/2029 | | | 323,300 | | | | 0.0 |
| 225,000 | | | | | K-Mac Holdings Corp 2021 Term Loan, 3.646%, (US0003M + 3.500%), 06/23/2028 | | | 225,703 | | | | 0.0 |
| 1,240,385 | | | | | Tacala, LLC 1st Lien Term Loan, 3.845%, (US0001M + 3.750%), 02/05/2027 | | | 1,242,581 | | | | 0.1 |
| 1,000,000 | | | | | Welbilt, Inc. 2018 Term Loan B, 2.604%, (US0001M + 2.500%), 10/23/2025 | | | 993,125 | | | | 0.0 |
| | | | | | | | | 5,928,194 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | Food/Drug Retailers: 0.1% | | | | | | | |
| 1,123,051 | | | | | EG America LLC 2018 USD Term Loan, 4.146%, (US0003M + 4.000%), 02/07/2025 | | | 1,117,155 | | | | 0.1 |
| 185,000 | | | | | EG Group Limited 2021 Term Loan, 4.750%, (US0003M + 4.250%), 03/31/2026 | | | 185,376 | | | | 0.0 |
| 40,608 | | | | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/2024 | | | 36,073 | | | | 0.0 |
| 31,108 | | | | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%), 04/01/2024 | | | 32,819 | | | | 0.0 |
| 220,388 | | | | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/2024 | | | 221,489 | | | | 0.0 |
| 907,432 | | | | | United Natural Foods, Inc. Term Loan B, 3.604%, (US0001M + 3.500%), 10/22/2025 | | | 909,228 | | | | 0.0 |
| | | | | | | | | 2,502,140 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Forest Products: 0.1% | | | | | | | |
| 314,194 | | | | | Blount International Inc. 2018 Term Loan B, 4.750%, (US0001M + 3.750%), 04/12/2023 | | | 315,602 | | | | 0.0 |
| 1,057,416 | | | | | LABL, Inc. 2021 USD Term Loan B, 4.104%, (US0001M + 4.000%), 07/01/2026 | | | 1,057,605 | | | | 0.1 |
| 355,000 | | | | | Osmose Utilities Services, Inc. Term Loan, 3.396%, (US0003M + 3.250%), 06/16/2028 | | | 354,334 | | | | 0.0 |
| 345,000 | | | | | Spa Holdings 3 Oy USD Term Loan B, 4.750%, (US0003M + 4.000%), 02/04/2028 | | | 346,653 | | | | 0.0 |
| | | | | | | | | 2,074,194 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Health Care: 1.4% | | | | | | | |
| 638,434 | | | | | Accelerated Health Systems, LLC Term Loan B, 3.591%, (US0001M + 3.500%), 10/31/2025 | | | 637,636 | | | | 0.0 |
| 475,000 | | | | | ADMI Corp. 2021 Incremental Term Loan B3, 3.896%, (US0003M + 3.750%), 12/23/2027 | | | 474,926 | | | | 0.0 |
| 763,088 | | | | | ADMI Corp. 2021 Term Loan B2, 3.250%, (US0001M + 2.750%), 12/23/2027 | | | 756,887 | | | | 0.0 |
| 297,557 | | | | | Agiliti Health, Inc Term Loan, 2.875%, (US0001M + 2.750%), 01/04/2026 | | | 296,256 | | | | 0.0 |
| 634,406 | | | | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/2024 | | | 626,575 | | | | 0.0 |
| 496,134 | | | | | Albany Molecular Research, Inc. 2017 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 08/30/2024 | | | 497,220 | | | | 0.0 |
| 756,200 | | | | | ASP Navigate Acquisition Corp Term Loan, 5.500%, (US0003M + 4.500%), 10/06/2027 | | | 759,036 | | | | 0.0 |
| 1,067,325 | | | | | Athenahealth, Inc. 2021 Term Loan B1, 4.410%, (US0003M + 4.250%), 02/11/2026 | | | 1,074,329 | | | | 0.1 |
| 1,724,304 | | | | | Bausch Health Companies Inc. 2018 Term Loan B, 3.104%, (US0001M + 3.000%), 06/02/2025 | | | 1,719,455 | | | | 0.1 |
| 37,074 | | | | | Cano Health LLC Delayed Draw Term Loan, 5.250%, (US0003M + 4.500%), 11/19/2027 | | | 37,189 | | | | 0.0 |
| 221,541 | | | | | Cano Health LLC Term Loan, 5.500%, (US0003M + 4.750%), 11/19/2027 | | | 222,233 | | | | 0.0 |
| 220,000 | | | | | CBI Buyer, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 01/06/2028 | | | 219,395 | | | | 0.0 |
| 320,000 | | | | | CCRR Parent, Inc Term Loan B, 5.000%, (US0003M + 4.250%), 03/06/2028 | | | 322,300 | | | | 0.0 |
| 758,205 | | | | | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0001M + 2.500%), 03/01/2024 | | | 758,257 | | | | 0.0 |
| 1,224,493 | | | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.000%, (US0003M + 3.000%), 06/07/2023 | | | 1,224,799 | | | | 0.1 |
| 822,083 | | | | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0003M + 4.000%), 01/08/2027 | | | 825,679 | | | | 0.0 |
| 1,213,755 | | | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.854%, (US0001M + 3.750%), 10/10/2025 | | | 1,042,312 | | | | 0.1 |
| 654,610 | | | | | eResearchTechnology, Inc. 2020 1st Lien Term Loan, 5.500%, (US0001M + 4.500%), 02/04/2027 | | | 658,445 | | | | 0.0 |
| 1,363,590 | | | | | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0001M + 3.250%), 07/27/2023 | | | 1,366,466 | | | | 0.1 |
| 287,001 | | | | | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0006M + 4.250%), 03/14/2025 | | | 288,077 | | | | 0.0 |
| 458,850 | | | | | Global Medical Response, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 10/02/2025 | | | 461,431 | | | | 0.0 |
| 590,961 | | | | | GoodRx, Inc. 1st Lien Term Loan, 2.854%, (US0001M + 2.750%), 10/10/2025 | | | 588,067 | | | | 0.0 |
| 435,000 | | | | | Heartland Dental, LLC 2021 Incremental Term Loan, 4.073%, (US0001M + 4.000%), 04/30/2025 | | | 434,674 | | | | 0.0 |
| 333,092 | | | | | ICON Luxembourg S.A.R.L. 1st Lien Term Loan B, 2.646%, (US0003M + 2.500%), 06/16/2028 | | | 334,132 | | | | 0.0 |
| 1,336,908 | | | | | ICON Luxembourg S.A.R.L. Term Loan B, 2.646%, (US0003M + 2.500%), 06/16/2028 | | | 1,341,086 | | | | 0.1 |
| 821,693 | | | | | Inovalon Holdings, Inc. 2020 Term Loan B1, 2.875%, (US0001M + 2.750%), 04/02/2025 | | | 823,131 | | | | 0.0 |
| 233,349 | | | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.202%, (US0003M + 6.000%), 10/01/2024 | | | 231,356 | | | | 0.0 |
| 175,000 | | | | | MedAssets Software Intermediate Holdings, Inc. 2021 1st Lien Term Loan, 4.500%, (US0006M + 3.750%), 01/28/2028 | | | 175,109 | | | | 0.0 |
| 1,004,597 | | | | | Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0001M + 4.500%), 06/14/2024 | | | 1,008,678 | | | | 0.1 |
| 425,000 | | | | | MedRisk, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/10/2028 | | | 425,691 | | | | 0.0 |
| 1,381,421 | | | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/2023 | | | 1,379,023 | | | | 0.1 |
| 150,000 | | | | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.250%, (US0003M + 7.250%), 03/02/2029 | | | 153,000 | | | | 0.0 |
| 139,884 | | | | | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0001M + 3.750%), 03/02/2028 | | | 140,300 | | | | 0.0 |
| 1,271,676 | | | | | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 02/18/2028 | | | 1,275,452 | | | | 0.1 |
| 42,389 | | | | | National Mentor Holdings, Inc. 2021 Term Loan C, 4.750%, (US0003M + 3.750%), 03/02/2028 | | | 42,515 | | | | 0.0 |
| 776,616 | | | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.089%, (US0001M + 3.000%), 06/30/2025 | | | 776,824 | | | | 0.0 |
| 430,000 | | | | | Pacific Dental Services,LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 05/05/2028 | | | 431,881 | | | | 0.0 |
| 1,366,575 | | | | | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan, 4.250%, (US0003M + 3.500%), 11/30/2027 | | | 1,369,308 | | | | 0.1 |
| 550,000 | | | | | Padagis LLC Term Loan B, 4.896%, (US0003M + 4.750%) | | | 544,500 | | | | 0.0 |
| 550,303 | | | | | Pathway Vet Alliance LLC 2021 Term Loan, 3.854%, (US0001M + 3.750%), 03/31/2027 | | | 549,959 | | | | 0.0 |
| 861,305 | | | | | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 | | | 864,535 | | | | 0.1 |
| 1,027,838 | | | | | Phoenix Guarantor Inc 2020 Term Loan B, 3.341%, (US0001M + 3.250%), 03/05/2026 | | | 1,022,057 | | | | 0.1 |
| 334,163 | | | | | Phoenix Guarantor Inc 2021 Term Loan B3, 3.573%, (US0001M + 3.500%), 03/05/2026 | | | 332,283 | | | | 0.0 |
| 205,000 | | | | | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 4.126%, (US0002M + 4.000%), 06/20/2026 | | | 205,513 | | | | 0.0 |
| 483,333 | | | | | PointClickCare Technologies, Inc. Term Loan B, 3.750%, (US0006M + 3.000%), 12/29/2027 | | | 483,635 | | | | 0.0 |
| 270,000 | | | | | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 | | | 271,294 | | | | 0.0 |
| 279,300 | | | | | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0001M + 3.250%), 03/03/2028 | | | 279,026 | | | | 0.0 |
| 340,000 | | | | | RadNet, Inc. 2021 Term Loan, 3.750%, (US0003M + 3.000%), 04/22/2028 | | | 340,000 | | | | 0.0 |
| 1,035,765 | | | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.854%, (US0001M + 3.750%), 11/16/2025 | | | 1,034,999 | | | | 0.1 |
| 250,000 | | | | | Resonetics, LLC 2021 Term Loan, 4.436%, (US0003M + 4.250%), 04/28/2028 | | | 250,729 | | | | 0.0 |
| 283,575 | | | | | RxBenefits, Inc. 2020 Term Loan, 6.000%, (US0006M + 5.250%), 12/17/2027 | | | 284,461 | | | | 0.0 |
| 635,000 | | | | | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0003M + 2.750%), 12/11/2026 | | | 633,611 | | | | 0.0 |
| 822,938 | | | | | Surgery Center Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 08/31/2026 | | | 827,502 | | | | 0.1 |
| 410,000 | | | | | U.S. Renal Care, Inc. 2021 Term Loan B, 5.604%, (US0001M + 5.500%), 06/26/2026 | | | 412,306 | | | | 0.0 |
| 544,288 | | | | | Unified Physician Management, LLC 2020 Term Loan, 4.354%, (US0001W + 4.250%), 12/16/2027 | | | 545,138 | | | | 0.0 |
| 515,000 | | | | | Virgin Pulse, Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 03/30/2028 | | | 516,609 | | | | 0.0 |
| | | | | | | | | 34,597,287 | | | | 1.4 |
| | | | | | | | | | | | | |
| | | | | | Home Furnishings: 0.1% | | | | | | | |
| 530,000 | | | | | Conair Holdings, LLC Term Loan B, 4.250%, (US0003M + 3.750%), 05/17/2028 | | | 531,789 | | | | 0.0 |
| 490,000 | | | | | Hunter Fan Company 2021 Term Loan, 5.750%, (US0003M + 5.000%), 04/09/2028 | | | 491,633 | | | | 0.0 |
| 999,684 | | | | | Prime Security Services Borrower, LLC 2021 Term Loan, 3.500%, (US0006M + 2.750%), 09/23/2026 | | | 999,788 | | | | 0.1 |
| | | | | | | | | 2,023,210 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Industrial Equipment: 0.3% | | | | | | | |
| 984,286 | | | | | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/2027 | | | 986,593 | | | | 0.1 |
| 811,655 | | | | | APi Group DE, Inc. Term Loan B, 2.604%, (US0001M + 2.500%), 10/01/2026 | | | 811,249 | | | | 0.0 |
| 508,219 | | | | | Crown Subsea Communications Holding,Inc. 2021 Term Loan, 5.750%, (US0003M + 5.000%), 04/20/2027 | | | 511,396 | | | | 0.0 |
| 946,168 | | | | | Filtration Group Corporation 2018 1st Lien Term Loan, 3.104%, (US0001M + 3.000%), 03/29/2025 | | | 939,899 | | | | 0.0 |
| 1,487,487 | | | | | Gardner Denver, Inc. 2020 USD Term Loan B, 2.854%, (US0001M + 2.750%), 03/01/2027 | | | 1,489,967 | | | | 0.1 |
| 435,986 | | | | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.147%, (US0003M + 4.000%), 09/30/2026 | | | 436,463 | | | | 0.0 |
| 159,115 | | | | | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0003M + 4.000%), 02/16/2028 | | | 159,853 | | | | 0.0 |
| 950,624 | | | | | Kenan Advantage Group, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 03/24/2026 | | | 953,238 | | | | 0.1 |
| 865,000 | | | | | Madison IAQ LLC Term Loan, 3.750%, (US0003M + 3.250%), 06/16/2028 | | | 866,514 | | | | 0.0 |
| 674,441 | | | | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/2027 | | | 675,003 | | | | 0.0 |
| 577,104 | | | | | Vertical Midco GmbH USD Term Loan B, 4.478%, (US0006M + 4.250%), 07/30/2027 | | | 578,867 | | | | 0.0 |
| | | | | | | | | 8,409,042 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Insurance: 0.8% | | | | | | | |
| 1,433,593 | | | | | Acrisure, LLC 2020 Term Loan B, 3.604%, (US0003M + 3.500%), 02/15/2027 | | | 1,419,974 | | | | 0.1 |
| 820,367 | | | | | Alera Group Holdings, Inc. 2018 Term Loan B, 4.500%, (US0001M + 4.000%), 08/01/2025 | | | 822,418 | | | | 0.0 |
| 1,276,591 | | | | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.354%, (US0001M + 3.250%), 05/09/2025 | | | 1,265,058 | | | | 0.1 |
| 661,731 | | | | | Alliant Holdings Intermediate, LLC 2020 Term Loan B3, 4.250%, (US0001M + 3.750%), 10/08/2027 | | | 663,644 | | | | 0.0 |
| 1,191,098 | | | | | Applied Systems, Inc. 2017 1st Lien Term Loan, 3.754%, (US0001M + 3.250%), 09/19/2024 | | | 1,190,247 | | | | 0.1 |
| 173,110 | | | | | Applied Systems, Inc. 2021 2nd Lien Term Loan, 6.250%, (US0003M + 5.500%), 09/19/2025 | | | 176,010 | | | | 0.0 |
| 393,990 | | | | | Aretec Group, Inc. 2018 Term Loan, 4.345%, (US0001M + 4.250%), 10/01/2025 | | | 394,318 | | | | 0.0 |
| 493,750 | | | | | AssuredPartners Capital, Inc. 2020 Incremental Term Loan B, 5.500%, (US0001M + 4.500%), 02/12/2027 | | | 495,704 | | | | 0.0 |
| 1,069,669 | | | | | AssuredPartners, Inc. 2020 Term Loan B, 3.604%, (US0001M + 3.500%), 02/12/2027 | | | 1,065,084 | | | | 0.0 |
| 270,000 | | | | | AssuredPartners, Inc. 2021 Term Loan B, 3.646%, (US0003M + 3.500%) | | | 270,000 | | | | 0.0 |
| 2,119,686 | | | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/2024 | | | 2,121,956 | | | | 0.1 |
| 1,923,469 | | | | | Hub International Limited 2018 Term Loan B, 2.926%, (US0003M + 2.750%), 04/25/2025 | | | 1,904,034 | | | | 0.1 |
| 1,813,315 | | | | | NFP Corp. 2020 Term Loan, 3.354%, (US0001M + 3.250%), 02/15/2027 | | | 1,790,366 | | | | 0.1 |
| 30,000 | | | | | OneDigital Borrower LLC 2020 Delayed Draw Term Loan, 4.646%, (US0003M + 4.500%), 11/16/2027 | | | 30,169 | | | | 0.0 |
| 930,000 | | | | | OneDigital Borrower LLC 2020 Term Loan, 5.250%, (US0003M + 4.500%), 11/16/2027 | | | 935,231 | | | | 0.0 |
| 828,738 | | | | | Ryan Specialty Group, LLC Term Loan, 3.750%, (US0001M + 3.000%), 09/01/2027 | | | 830,188 | | | | 0.0 |
| 2,083,001 | | | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.354%, (US0001M + 3.250%), 12/31/2025 | | | 2,063,212 | | | | 0.1 |
| 1,599,511 | | | | | USI, Inc. 2017 Repriced Term Loan, 3.147%, (US0003M + 3.000%), 05/16/2024 | | | 1,586,944 | | | | 0.1 |
| | | | | | | | | 19,024,557 | | | | 0.8 |
| | | | | | | | | | | | | |
| | | | | | Leisure Good/Activities/Movies: 0.4% | | | | | | | |
| 122,732 | | | | | 24 Hour Fitness Worldwide, Inc. 2020 Exit Term Loan, 6.000%, (US0003M + 5.000%), 12/29/2025 | | | 109,155 | | | | 0.0 |
| 299,406 | | | | | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 15.000%, (US0003M + 14.000%), 08/26/2022 | | | 299,406 | | | | 0.0 |
| 1,471,528 | | | | | Alterra Mountain Company Term Loan B1, 2.854%, (US0001M + 2.750%), 07/31/2024 | | | 1,457,863 | | | | 0.1 |
| 924,349 | | | | | AMC Entertainment Holdings, Inc. 2019 Term Loan B, 3.086%, (US0001M + 3.000%), 04/22/2026 | | | 871,969 | | | | 0.1 |
| 741,275 | | | | | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/2027 | | | 740,658 | | | | 0.0 |
| 782,169 | | | | | ClubCorp Holdings, Inc. 2017 Term Loan B, 2.897%, (US0003M + 2.750%), 09/18/2024 | | | 753,110 | | | | 0.0 |
| 5,538 | | | | | Crown Finance US, Inc. 2020 Term Loan B1, 7.000%, 05/23/2024 | | | 7,010 | | | | 0.0 |
| 788,025 | | | | | CWGS Group, LLC 2021 Term Loan B, 3.250%, (US0001M + 2.500%), 06/03/2028 | | | 782,804 | | | | 0.1 |
| 503,941 | | | | | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250%), 04/18/2025 | | | 483,153 | | | | 0.0 |
| 300,000 | | | | | Hayward Industries, Inc. 2021 Term Loan, 3.250%, (US0001M + 2.750%), 05/12/2028 | | | 299,813 | | | | 0.0 |
| 340,000 | | | | | MajorDrive Holdings IV LLC Term Loan B, 4.500%, (US0003M + 4.000%), 05/12/2028 | | | 340,903 | | | | 0.0 |
| 456,494 | | | | | National CineMedia, LLC 2021 Incremental Term Loan, 8.147%, (US0001M + 8.000%), 12/20/2024 | | | 466,765 | | | | 0.0 |
| 230,000 | | | | | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 02/08/2028 | | | 230,503 | | | | 0.0 |
| 370,000 | | | | | Samsonite International S.A. 2020 Incremental Term Loan B2, 3.146%, (US0003M + 3.000%), 04/25/2025 | | | 370,463 | | | | 0.0 |
| 1,450,001 | | | | | Thor Industries, Inc. 2021 USD Term Loan, 3.125%, (US0001M + 3.000%), 02/01/2026 | | | 1,453,174 | | | | 0.1 |
| 389,364 | | | | | WeddingWire, Inc. 1st Lien Term Loan, 4.686%, (US0003M + 4.500%), 12/19/2025 | | | 389,364 | | | | 0.0 |
| | | | | | | | | 9,056,113 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Lodging & Casinos: 0.6% | | | | | | | |
| 675,995 | | | | | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 3.842%, (US0001M + 3.750%), 02/02/2026 | | | 661,630 | | | | 0.0 |
| 1,503,578 | | | | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/2024 | | | 1,508,511 | | | | 0.1 |
| 2,516,382 | | | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.854%, (US0001M + 2.750%), 12/23/2024 | | | 2,497,640 | | | | 0.1 |
| 2,646,256 | | | | | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.604%, (US0001M + 4.500%), 07/21/2025 | | | 2,658,284 | | | | 0.1 |
| 150,000 | | | | | ECL Entertainment, LLC Term Loan, 8.250%, (US0001M + 7.500%), 03/31/2028 | | | 153,375 | | | | 0.0 |
| 1,921,794 | | | | | Everi Payments Inc. Term Loan B, 3.500%, (US0003M + 2.750%), 05/09/2024 | | | 1,919,791 | | | | 0.1 |
| 827,269 | | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/2024 | | | 823,909 | | | | 0.0 |
| 625,000 | | | | | Hilton Grand Vacations Borrower LLC 2021 Term Loan B, 3.146%, (US0003M + 3.000%), 05/19/2028 | | | 626,074 | | | | 0.0 |
| 255,000 | | | | | J&J Ventures Gaming, LLC Term Loan, 4.750%, (US0001M + 4.000%), 04/07/2028 | | | 256,275 | | | | 0.0 |
| 1,591,255 | | | | | PCI Gaming Authority Term Loan, 2.604%, (US0001M + 2.500%), 05/29/2026 | | | 1,586,655 | | | | 0.1 |
| 1,549,096 | | | | | Scientific Games International, Inc. 2018 Term Loan B5, 2.854%, (US0001M + 2.750%), 08/14/2024 | | | 1,539,897 | | | | 0.1 |
| 1,242,355 | | | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.647%, (US0003M + 3.500%), 07/10/2025 | | | 1,246,904 | | | | 0.0 |
| 503,625 | | | | | The Enterprise Development Authority Term Loan B, 5.000%, (US0003M + 4.250%), 02/18/2028 | | | 506,143 | | | | 0.0 |
| | | | | | | | | 15,985,088 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Mortgage REITs: 0.0% | | | | | | | |
| 51,020 | | | | | BIFM CA Buyer Inc. 2021 Delayed Draw Term Loan, 3.896%, (US0003M + 3.750%), 06/01/2026 | | | 50,853 | | | | 0.0 |
| 448,980 | | | | | BIFM CA Buyer Inc. Term Loan B, 3.601%, (US0001M + 3.500%), 06/01/2026 | | | 446,735 | | | | 0.0 |
| | | | | | | | | 497,588 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Nonferrous Metals/Minerals: 0.1% | | | | | | | |
| 536,685 | | | | | Covia Holdings Corporation 2020 PIK Take Back Term Loan, 5.000%, (US0003M + 4.000%), 07/31/2026 | | | 529,557 | | | | 0.0 |
| 1,283,493 | | | | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/2025 | | | 1,230,779 | | | | 0.1 |
| | | | | | | | | 1,760,336 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Oil & Gas: 0.0% | | | | | | | |
| 580,000 | | | | | ITT Holdings LLC 2021 Term Loan, 2.896%, (US0003M + 2.750%), 07/30/2028 | | | 580,000 | | | | 0.0 |
| 685,882 | | | | | Oryx Midstream Holdings LLC Term Loan B, 4.104%, (US0001M + 4.000%), 05/22/2026 | | | 682,667 | | | | 0.0 |
| | | | | | | | | 1,262,667 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Publishing: 0.1% | | | | | | | |
| 656,704 | | | | | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/2028 | | | 657,525 | | | | 0.0 |
| 460,000 | | | | | Cengage Learning, Inc. 2021 Term Loan B, 5.146%, (US0003M + 5.000%) | | | 455,400 | | | | 0.0 |
| 496,241 | | | | | Meredith Corporation 2020 Incremental Term Loan B, 5.250%, (US0003M + 4.250%), 01/31/2025 | | | 507,639 | | | | 0.0 |
| 914,873 | | | | | Meredith Corporation 2020 Term Loan B2, 2.604%, (US0001M + 2.500%), 01/31/2025 | | | 911,886 | | | | 0.1 |
| | | | | | | | | 2,532,450 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Radio & Television: 0.7% | | | | | | | |
| 1,366,381 | | | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.686%, (US0003M + 3.500%), 08/21/2026 | | | 1,335,851 | | | | 0.1 |
| 1,063,133 | | | | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/2026 | | | 1,065,127 | | | | 0.1 |
| 1,626,625 | | | | | Diamond Sports Group, LLC Term Loan, 3.360%, (US0001M + 3.250%), 08/24/2026 | | | 1,007,927 | | | | 0.0 |
| 765,418 | | | | | Entercom Media Corp. 2019 Term Loan, 2.595%, (US0001M + 2.500%), 11/18/2024 | | | 759,678 | | | | 0.0 |
| 835,396 | | | | | iHeartCommunications, Inc. 2020 Term Loan, 3.104%, (US0001M + 3.000%), 05/01/2026 | | | 829,391 | | | | 0.0 |
| 497,484 | | | | | iHeartCommunications, Inc. 2021 Incremental Term Loan B, 3.646%, (US0003M + 3.500%), 05/01/2026 | | | 498,728 | | | | 0.0 |
| 1,152,723 | | | | | NASCAR Holdings, Inc Term Loan B, 2.854%, (US0001M + 2.750%), 10/19/2026 | | | 1,148,976 | | | | 0.1 |
| 4,342,645 | | | | | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.592%, (US0001M + 2.500%), 09/18/2026 | | | 4,337,216 | | | | 0.2 |
| 2,499,255 | | | | | Sinclair Television Group Inc. Term Loan B2B, 2.610%, (US0001M + 2.500%), 09/30/2026 | | | 2,480,198 | | | | 0.1 |
| 1,515,962 | | | | | Terrier Media Buyer, Inc. 2021 Term Loan, 3.604%, (US0001M + 3.500%), 12/17/2026 | | | 1,510,699 | | | | 0.1 |
| 1,053,370 | | | | | Univision Communications Inc. 2020 Replacement Term Loan, 3.854%, (US0001M + 3.750%), 03/15/2026 | | | 1,053,088 | | | | 0.0 |
| 538,671 | | | | | Univision Communications Inc. Term Loan C5, 2.854%, (US0001M + 2.750%), 03/15/2024 | | | 538,527 | | | | 0.0 |
| | | | | | | | | 16,565,406 | | | | 0.7 |
| | | | | | | | | | | | | |
| | | | | | Retailers (Except Food & Drug): 0.4% | | | | | | | |
| 28,889 | | | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Delayed Draw Term Loan, 4.646%, (US0003M + 4.500%), 06/16/2028 | | | 28,988 | | | | 0.0 |
| 231,111 | | | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 4.646%, (US0003M + 4.500%), 06/16/2028 | | | 231,906 | | | | 0.0 |
| 1,000,000 | | | | | Burlington Coat Factory Warehouse Corporation 2021 Term Loan B, 2.146%, (US0003M + 2.000%), 11/15/2024 | | | 996,250 | | | | 0.1 |
| 1,050,000 | | | | | CNT Holdings I Corp 2020 Term Loan, 4.500%, (US0003M + 3.750%), 11/08/2027 | | | 1,052,051 | | | | 0.1 |
| 553,613 | | | | | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 03/10/2026 | | | 555,688 | | | | 0.0 |
| 1,162,088 | | | | | Great Outdoors Group, LLC 2021 Term Loan B, 5.000%, (US0006M + 4.250%), 03/06/2028 | | | 1,170,492 | | | | 0.1 |
| 1,865,625 | | | | | Harbor Freight Tools USA, Inc. 2020 Term Loan B, 3.750%, (US0001M + 3.000%), 10/19/2027 | | | 1,868,170 | | | | 0.1 |
| 816,456 | | | | | Leslies Poolmart, Inc. 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 03/04/2028 | | | 814,528 | | | | 0.0 |
| 368,381 | | | | | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0001M + 8.000%), 12/01/2025 | | | 300,691 | | | | 0.0 |
| 124,441 | | | | | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0001M + 11.000%), 06/01/2025 | | | 120,707 | | | | 0.0 |
| 520,000 | | | | | Michaels Companies, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 04/15/2028 | | | 522,817 | | | | 0.0 |
| 563,588 | | | | | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 03/03/2028 | | | 563,336 | | | | 0.0 |
| 330,000 | | | | | Tory Burch LLC Term Loan B, 4.000%, (US0001M + 3.500%), 04/14/2028 | | | 329,725 | | | | 0.0 |
| 345,000 | | | | | Victorias Secret & Co. Term Loan B, 3.396%, (US0003M + 3.250%) | | | 341,550 | | | | 0.0 |
| | | | | | | | | 8,896,899 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Surface Transport: 0.2% | | | | | | | |
| 250,000 | | | | | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 03/03/2028 | | | 249,948 | | | | 0.0 |
| 490,000 | | | | | LaserShip, Inc. 2021 Term Loan, 5.250%, (US0003M + 4.500%), 04/30/2028 | | | 490,613 | | | | 0.0 |
| 1,618,432 | | | | | Navistar International Corporation 2017 1st Lien Term Loan B, 3.600%, (US0002M + 3.500%), 11/06/2024 | | | 1,621,130 | | | | 0.1 |
| 987,525 | | | | | PODS, LLC 2021 Term Loan B, 3.750%, (US0001M + 3.000%), 03/31/2028 | | | 987,045 | | | | 0.1 |
| 520,256 | | | | | Savage Enterprises LLC 2020 Term Loan B, 3.110%, (US0001M + 3.000%), 08/01/2025 | | | 521,068 | | | | 0.0 |
| | | | | | | | | 3,869,804 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | Technology: 0.0% | | | | | | | |
| 908,149 | | | | | Veritas US Inc. 2021 USD Term Loan B, 6.000%, (US0003M + 5.000%), 09/01/2025 | | | 916,322 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Telecommunications: 0.8% | | | | | | | |
| 1,769,129 | | | | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.900%, (US0003M + 2.750%), 01/31/2026 | | | 1,742,276 | | | | 0.1 |
| 454,218 | | | | | Altice France S.A. USD Term Loan B12, 3.871%, (US0003M + 3.688%), 01/31/2026 | | | 451,297 | | | | 0.0 |
| 1,148,649 | | | | | Asurion LLC 2018 Term Loan B6, 3.104%, (US0001M + 3.000%), 11/03/2023 | | | 1,143,893 | | | | 0.1 |
| 988,647 | | | | | Asurion LLC 2018 Term Loan B7, 3.104%, (US0001M + 3.000%), 11/03/2024 | | | 979,688 | | | | 0.1 |
| 330,000 | | | | | Asurion LLC 2021 2nd Lien Term Loan B3, 5.354%, (US0001M + 5.250%), 01/31/2028 | | | 333,135 | | | | 0.0 |
| 1,747,925 | | | | | Avaya, Inc. 2020 Term Loan B, 4.323%, (US0001M + 4.250%), 12/15/2027 | | | 1,756,196 | | | | 0.1 |
| 250,000 | | | | | Avaya, Inc. 2021 Term Loan B2, 4.073%, (US0001M + 4.000%), 12/15/2027 | | | 251,172 | | | | 0.0 |
| 651,173 | | | | | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0001M + 3.250%), 11/30/2027 | | | 652,055 | | | | 0.0 |
| 748,125 | | | | | CCI Buyer, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | 750,062 | | | | 0.0 |
| 345,000 | | | | | Cologix, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/01/2028 | | | 346,725 | | | | 0.0 |
| 1,284,606 | | | | | CommScope, Inc. 2019 Term Loan B, 3.346%, (US0001M + 3.250%), 04/06/2026 | | | 1,280,592 | | | | 0.1 |
| 962,862 | | | | | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/2026 | | | 965,069 | | | | 0.0 |
| 149,625 | | | | | Eagle Broadband Investments LLC Term Loan, 4.000%, (US0003M + 3.000%), 11/12/2027 | | | 149,737 | | | | 0.0 |
| 248,708 | | | | | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 3.647%, (US0003M + 3.500%), 08/01/2024 | | | 228,789 | | | | 0.0 |
| 415,046 | | | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.354%, (US0001M + 4.250%), 11/29/2025 | | | 384,610 | | | | 0.0 |
| 78,042 | | | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.354%, (US0001M + 8.250%), 11/29/2026 | | | 66,141 | | | | 0.0 |
| 255,000 | | | | | GOGO Intermediate Holdings LLC Term Loan B, 4.500%, (US0003M + 3.750%), 04/30/2028 | | | 254,681 | | | | 0.0 |
| 972,388 | | | | | GTT Communications, Inc. 2018 USD Term Loan B, 2.900%, (US0003M + 2.750%), 05/31/2025 | | | 774,993 | | | | 0.0 |
| 95,758 | | | | | GTT Communications, Inc. 2020 Delayed Draw Term Loan, 6.000%, (US0001M + 5.000%), 12/31/2021 | | | 97,494 | | | | 0.0 |
| 83,652 | | | | | GTT Communications, Inc. 2020 Term Loan, 6.000%, (US0001M + 5.000%), 12/31/2021 | | | 85,168 | | | | 0.0 |
| 962,605 | | | | | Iridium Satellite LLC 2021 Term Loan B, 3.750%, (US0001M + 2.750%), 11/04/2026 | | | 965,387 | | | | 0.0 |
| 227,704 | | | | | Northwest Fiber, LLC 2021 Term Loan, 3.823%, (US0001M + 3.750%), 04/30/2027 | | | 228,046 | | | | 0.0 |
| 2,705,269 | | | | | Numericable Group SA USD Term Loan B11, 2.936%, (US0003M + 2.750%), 07/31/2025 | | | 2,668,353 | | | | 0.1 |
| 225,000 | | | | | Orbcomm Inc. Term Loan B, 4.396%, (US0003M + 4.250%), 06/17/2028 | | | 224,859 | | | | 0.0 |
| 1,260,597 | | | | | Zayo Group Holdings, Inc. USD Term Loan, 3.104%, (US0001M + 3.000%), 03/09/2027 | | | 1,248,253 | | | | 0.1 |
| 1,545,000 | | | | | Ziggo Financing Partnership USD Term Loan I, 2.573%, (US0001M + 2.500%), 04/30/2028 | | | 1,531,911 | | | | 0.1 |
| | | | | | | | | 19,560,582 | | | | 0.8 |
| | | | | | | | | | | | | |
| | | | | | Utilities: 0.0% | | | | | | | |
| 443,865 | | | | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/2024 | | | 419,638 | | | | 0.0 |
| 340,000 | | | | | Tiger Acquisition, LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 06/01/2028 | | | 339,504 | | | | 0.0 |
| | | | | | | | | 759,142 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Bank Loans | | | | | | |
| | | | (Cost $340,931,807) | | 340,927,975 | | | | 13.5 |
| | | | | | | | | | | | | |
CONVERTIBLE BONDS/NOTES: 0.0% | | | | | | |
| | | | | | Communications: 0.0% | | | | | | | |
| 210,000 | | | | | DISH Network Corp., 3.375%, 08/15/2026 | | | 214,830 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Convertible Bonds/Notes | | | | | | |
| | | | (Cost $205,803) | | 214,830 | | | | 0.0 |
| | | | | | | | | | | | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | | | | | |
| | | | | | Uniform Mortgage-Backed Securities: 0.0% | | | | | | | |
| 4,527 | | | | | 5.500%,10/01/2039 | | | 5,233 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total U.S. Government Agency Obligations | | | | | | |
| | | | (Cost $4,871) | | 5,233 | | | | 0.0 |
Principal Amount† | | | | | | | | Value | | | | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 8.5% |
| | | | | | Repurchase Agreements: 0.5% | | | | | | | |
| 2,787,000 | | | (13) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,787,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,842,740, due 07/25/21-05/20/71) | | | 2,787,000 | | | | 0.1 |
| 1,389,660 | | | (13) | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,389,663, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,417,453, due 08/01/21-06/01/51) | | | 1,389,660 | | | | 0.1 |
| 1,765,560 | | | (13) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,765,563, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,800,874, due 05/01/24-04/20/71) | | | 1,765,560 | | | | 0.1 |
| 2,787,000 | | | (13) | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,787,007, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,842,748, due 02/28/27) | | | 2,787,000 | | | | 0.1 |
| 2,100,852 | | | (13) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,100,855, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,142,869, due 08/01/21-04/15/62) | | | 2,100,852 | | | | 0.1 |
| 1,144,106 | | | (13) | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,144,109, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,166,988, due 12/01/21-05/20/71) | | | 1,144,106 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Repurchase Agreements | | | | | | | |
| | | | (Cost $11,974,178) | | | 11,974,178 | | | | 0.5 |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the assets and liabilities:
At June 30, 2021, Voya Strategic Income Opportunities Fund held the following restricted securities:
At June 30, 2021, the following forward foreign currency contracts were outstanding for Voya Strategic Income Opportunities Fund:
CAD 29,918,236 | | USD 24,793,454 | | BNP Paribas | | 07/16/21 | | | (658,240 | ) |
EUR 36,493,088 | | USD 44,467,922 | | BNP Paribas | | 07/16/21 | | | (1,183,403 | ) |
CHF 9,715,228 | | USD 10,851,245 | | BNP Paribas | | 07/16/21 | | | (347,105 | ) |
USD 20,972,870 | | AUD 27,562,154 | | BNP Paribas | | 07/16/21 | | | 301,078 | |
USD 61,035,219 | | EUR 50,843,828 | | BNP Paribas | | 07/16/21 | | | 729,260 | |
USD 16,229,736 | | NOK 135,108,986 | | BNP Paribas | | 07/16/21 | | | 536,770 | |
USD 35,729,182 | | NOK 305,399,472 | | BNP Paribas | | 07/16/21 | | | 256,902 | |
EUR 18,923,320 | | USD 22,564,167 | | BNP Paribas | | 07/16/21 | | | (119,182 | ) |
AUD 27,466,342 | | USD 20,714,703 | | BNP Paribas | | 07/16/21 | | | (114,771 | ) |
HUF 655,795 | | USD 2,267 | | BNP Paribas | | 08/06/21 | | | (55 | ) |
CZK 42,445 | | USD 2,024 | | BNP Paribas | | 08/06/21 | | | (51 | ) |
USD 7,205,968 | | CAD 8,702,929 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 185,265 | |
USD 15,934,763 | | NZD 22,666,481 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 91,360 | |
AUD 20,432,124 | | USD 15,452,959 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (128,735 | ) |
GBP 14,776,682 | | USD 20,666,741 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (225,262 | ) |
EUR 10,889,548 | | USD 13,016,985 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (100,872 | ) |
USD 4,620,786 | | CHF 4,131,241 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 154,073 | |
NOK 42,041,658 | | USD 5,042,139 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (158,982 | ) |
USD 8,276,591 | | NZD 11,838,974 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 1,392 | |
SEK 42,461,087 | | USD 5,129,973 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (167,799 | ) |
USD 39,708,306 | | EUR 33,263,669 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 254,206 | |
AUD 27,887,391 | | USD 21,071,824 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (156,103 | ) |
AUD 13,195,624 | | USD 9,906,219 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (9,417 | ) |
USD 16,277,317 | | AUD 20,986,823 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 537,066 | |
EUR 5,486,339 | | USD 6,685,022 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (177,665 | ) |
USD 6,561,510 | | NOK 54,607,809 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 218,790 | |
USD 47,915,355 | | GBP 33,712,154 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 1,279,289 | |
GBP 9,928,378 | | USD 14,015,831 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (281,305 | ) |
CHF 4,381,757 | | USD 4,854,756 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (117,184 | ) |
USD 28,990,864 | | CHF 25,979,148 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 902,115 | |
EUR 14,686,930 | | USD 17,510,492 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | (90,297 | ) |
USD 5,038,313 | | JPY 552,845,062 | | Brown Brothers Harriman & Co. | | 07/16/21 | | | 61,394 | |
EUR 8,084,963 | | USD 9,873,260 | | Citibank N.A. | | 07/16/21 | | | (283,670 | ) |
NOK 310,516,188 | | USD 36,563,363 | | Citibank N.A. | | 07/16/21 | | | (496,774 | ) |
USD 26,026,575 | | CAD 31,393,023 | | Citibank N.A. | | 07/16/21 | | | 701,642 | |
USD 38,884,719 | | NOK 333,643,722 | | Citibank N.A. | | 07/16/21 | | | 131,857 | |
USD 46,773,736 | | NOK 405,275,713 | | Citibank N.A. | | 07/16/21 | | | (299,213 | ) |
USD 9,968,076 | | NZD 14,227,630 | | Citibank N.A. | | 07/16/21 | | | 23,256 | |
NOK 617,454,743 | | USD 72,830,838 | | Citibank N.A. | | 07/16/21 | | | (1,113,203 | ) |
NZD 7,692,722 | | USD 5,512,948 | | Citibank N.A. | | 07/16/21 | | | (135,894 | ) |
USD 8,558,859 | | CAD 10,381,051 | | Citibank N.A. | | 07/16/21 | | | 184,405 | |
NZD 37,942,903 | | USD 27,358,351 | | Citibank N.A. | | 07/16/21 | | | (837,043 | ) |
USD 9,947,509 | | AUD 12,795,615 | | Citibank N.A. | | 07/16/21 | | | 350,717 | |
CAD 17,481,217 | | USD 14,480,205 | | Citibank N.A. | | 07/16/21 | | | (378,006 | ) |
USD 40,923,168 | | NZD 56,877,626 | | Citibank N.A. | | 07/16/21 | | | 1,166,879 | |
SEK 339,619,994 | | USD 41,089,409 | | Citibank N.A. | | 07/16/21 | | | (1,400,043 | ) |
USD 20,534,318 | | GBP 14,511,674 | | Citibank N.A. | | 07/16/21 | | | 459,440 | |
USD 5,979,419 | | GBP 4,222,373 | | Citibank N.A. | | 07/16/21 | | | 138,355 | |
SEK 35,095,628 | | USD 4,252,463 | | Citibank N.A. | | 07/16/21 | | | (151,047 | ) |
COP 17,635,054 | | USD 4,744 | | Citibank N.A. | | 07/23/21 | | | (50 | ) |
USD 394 | | ILS 1,277 | | Citibank N.A. | | 08/06/21 | | | 2 | |
PEN 1,118,334 | | USD 301,877 | | Credit Suisse International | | 07/23/21 | | | (10,874 | ) |
PEN 1,118,334 | | USD 301,877 | | Credit Suisse International | | 07/23/21 | | | (10,874 | ) |
USD 134,196 | | BRL 714,325 | | Goldman Sachs International | | 07/23/21 | | | (9,094 | ) |
MYR 131,109 | | USD 31,917 | | Goldman Sachs International | | 08/06/21 | | | (386 | ) |
USD 426 | | PHP 20,502 | | HSBC Bank USA N.A. | | 08/06/21 | | | 7 | |
USD 351,302 | | TRY 3,018,928 | | HSBC Bank USA N.A. | | 08/06/21 | | | 10,975 | |
CLP 32,943,291 | | USD 46,094 | | JPMorgan Chase Bank N.A. | | 07/23/21 | | | (1,259 | ) |
RON 2,123,064 | | USD 522,370 | | JPMorgan Chase Bank N.A. | | 08/06/21 | | | (12,044 | ) |
AUD 21,424,873 | | USD 16,252,159 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (183,367 | ) |
CHF 14,780,309 | | USD 16,488,180 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (507,656 | ) |
USD 34,800,520 | | AUD 44,883,019 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | 1,137,969 | |
USD 12,406,123 | | EUR 10,146,369 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | 371,496 | |
USD 9,868,053 | | NOK 81,544,775 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | 396,592 | |
NOK 134,992,446 | | USD 16,281,296 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (601,865 | ) |
SEK 325,205,657 | | USD 39,338,760 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (1,333,911 | ) |
NOK 98,273,262 | | USD 11,823,168 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (408,687 | ) |
GBP 2,441,228 | | USD 3,400,620 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (23,521 | ) |
CHF 15,766,771 | | USD 17,509,014 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (461,925 | ) |
NOK 404,588,643 | | USD 49,021,567 | | Morgan Stanley Capital Services LLC | | 07/16/21 | | | (2,028,422 | ) |
At June 30, 2021, the following futures contracts were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, the following centrally cleared credit default swaps were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, the following centrally cleared interest rate swaps were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, the following OTC purchased foreign currency options were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, the following OTC written foreign currency options were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, the following OTC written interest rate swaptions were outstanding for Voya Strategic Income Opportunities Fund:
At June 30, 2021, 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:
Cost for federal income tax purposes was $2,544,567,906.