Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: 92.5% | |
| | Basic Materials: 6.2% |
| 1,625,000 | (1),(2) | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | $ 1,659,905 | 0.2 |
| 1,350,000 | (1),(2) | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | 1,404,513 | 0.1 |
| 2,525,000 | (1),(2) | Coeur Mining, Inc., 5.125%, 02/15/2029 | 2,317,672 | 0.2 |
| 1,900,000 | (2) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 2,014,465 | 0.2 |
| 2,475,000 | (1),(2) | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | 2,422,790 | 0.2 |
| 2,025,000 | (1),(2) | Constellium SE, 5.625%, 06/15/2028 | 2,132,254 | 0.2 |
| 2,575,000 | (1),(2) | Diamond BC BV, 4.625%, 10/01/2029 | 2,558,224 | 0.3 |
| 1,700,000 | (2) | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | 1,831,486 | 0.2 |
| 4,080,000 | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 4,238,855 | 0.4 |
| 235,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 248,262 | 0.0 |
| 950,000 | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 1,019,041 | 0.1 |
| 2,250,000 | (1),(2) | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | 2,252,587 | 0.2 |
| 2,200,000 | (1),(2) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 2,349,237 | 0.2 |
| 3,200,000 | (2) | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | 3,215,440 | 0.3 |
| 2,450,000 | (2),(3) | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | 2,480,564 | 0.3 |
| 1,501,000 | (2) | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | 1,634,544 | 0.2 |
| 2,375,000 | (1),(2) | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | 2,461,367 | 0.2 |
| 3,000,000 | (1),(2) | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | 2,959,215 | 0.3 |
| 2,650,000 | (1),(2) | Novelis Corp., 3.875%, 08/15/2031 | 2,637,558 | 0.3 |
| 500,000 | (2) | Novelis Corp., 4.750%, 01/30/2030 | 526,490 | 0.1 |
| 1,376,000 | (2) | OCI NV, 4.625%, 10/15/2025 | 1,429,052 | 0.1 |
| 1,350,000 | (1) | Olin Corp., 5.125%, 09/15/2027 | 1,386,788 | 0.1 |
| 2,550,000 | (1) | Olin Corp., 5.000%, 02/01/2030 | 2,681,134 | 0.3 |
| 3,350,000 | (2) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 3,509,226 | 0.4 |
| 2,650,000 | (1),(2) | Taseko Mines Ltd., 7.000%, 02/15/2026 | 2,758,756 | 0.3 |
| 1,590,000 | (1),(2) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | 1,624,201 | 0.2 |
| 2,475,000 | (1),(2) | Tronox, Inc., 4.625%, 03/15/2029 | 2,476,386 | 0.3 |
| 450,000 | (2) | Unifrax Escrow Issuer Corp., 5.250%, 09/30/2028 | 455,715 | 0.0 |
| 1,675,000 | (1),(2) | Unifrax Escrow Issuer Corp., 7.500%, 09/30/2029 | 1,694,129 | 0.2 |
| 1,375,000 | (1),(2) | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | 1,321,430 | 0.1 |
| | | | 61,701,286 | 6.2 |
| | | | |
| | Communications: 15.4% |
| 2,400,000 | (2) | Acuris Finance US, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | 2,391,648 | 0.2 |
| 2,450,000 | (1),(2) | Altice France Holding SA, 6.000%, 02/15/2028 | 2,344,160 | 0.2 |
| 3,200,000 | (1),(2) | Altice France SA/France, 5.500%, 10/15/2029 | 3,157,456 | 0.3 |
| 2,125,000 | (2) | Altice France SA/France, 8.125%, 02/01/2027 | 2,273,803 | 0.2 |
| 2,450,000 | (1) | AMC Networks, Inc., 4.250%, 02/15/2029 | 2,439,122 | 0.2 |
| 2,675,000 | (1),(2) | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | 2,644,344 | 0.3 |
| 3,150,000 | (1),(2) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | 3,104,758 | 0.3 |
| 4,425,000 | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 4,559,586 | 0.5 |
| 3,825,000 | (2) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 3,944,436 | 0.4 |
| 2,325,000 | (2) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 2,422,650 | 0.2 |
| 1,550,000 | (1),(2) | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | 1,657,291 | 0.2 |
| 1,325,000 | (1),(2) | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | 1,419,777 | 0.1 |
| 1,025,000 | (1),(2) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 1,026,143 | 0.1 |
| 275,000 | (2) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 257,400 | 0.0 |
| 1,275,000 | (2) | CommScope, Inc., 4.750%, 09/01/2029 | 1,269,333 | 0.1 |
| 2,475,000 | (1),(2) | CommScope, Inc., 7.125%, 07/01/2028 | 2,435,190 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Communications: (continued) |
| 3,575,000 | (2) | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | $ 3,763,045 | 0.4 |
| 2,500,000 | (1),(2) | CSC Holdings LLC, 4.625%, 12/01/2030 | 2,369,850 | 0.2 |
| 1,175,000 | (1) | CSC Holdings LLC, 5.250%, 06/01/2024 | 1,223,445 | 0.1 |
| 1,870,000 | (2) | CSC Holdings LLC, 5.750%, 01/15/2030 | 1,866,662 | 0.2 |
| 1,025,000 | (2) | CSC Holdings LLC, 7.500%, 04/01/2028 | 1,100,937 | 0.1 |
| 900,000 | (2) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 451,035 | 0.0 |
| 600,000 | (2) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 169,500 | 0.0 |
| 4,230,000 | (2) | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | 4,336,596 | 0.4 |
| 3,350,000 | (1) | DISH DBS Corp., 5.125%, 06/01/2029 | 3,053,927 | 0.3 |
| 825,000 | (2) | DISH DBS Corp., 5.250%, 12/01/2026 | 839,569 | 0.1 |
| 1,475,000 | (2) | DISH DBS Corp., 5.750%, 12/01/2028 | 1,492,516 | 0.2 |
| 1,825,000 | (1) | DISH DBS Corp., 7.375%, 07/01/2028 | 1,850,742 | 0.2 |
| 2,500,000 | | Embarq Corp., 7.995%, 06/01/2036 | 2,804,100 | 0.3 |
| 2,849,000 | (2) | Audacy Capital Corp., 6.500%, 05/01/2027 | 2,821,080 | 0.3 |
| 535,000 | (2) | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | 552,018 | 0.1 |
| 800,000 | (1),(2) | Frontier Communications Holdings LLC, 6.000%, 01/15/2030 | 805,376 | 0.1 |
| 2,425,000 | (1),(2) | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | 2,525,710 | 0.3 |
| 2,225,000 | (2) | GCI LLC, 4.750%, 10/15/2028 | 2,286,621 | 0.2 |
| 2,475,000 | (1),(2) | Gray Escrow II, Inc., 5.375%, 11/15/2031 | 2,550,599 | 0.3 |
| 2,625,000 | (1) | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 2,940,656 | 0.3 |
| 1,025,000 | (1),(2) | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 1,067,127 | 0.1 |
| 3,375,000 | (1) | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 3,562,734 | 0.4 |
| 2,400,000 | (2) | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | 2,475,540 | 0.2 |
| 1,600,000 | (1),(2) | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | 1,610,400 | 0.2 |
| 2,610,000 | (2) | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 2,743,110 | 0.3 |
| 875,000 | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | 926,542 | 0.1 |
| 2,685,000 | (1),(2) | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | 2,668,232 | 0.3 |
| 2,575,000 | (2) | Midas OpCo Holdings LLC, 5.625%, 08/15/2029 | 2,640,238 | 0.3 |
| 1,900,000 | (2) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 1,958,900 | 0.2 |
| 650,000 | (2) | Netflix, Inc., 4.875%, 06/15/2030 | 759,184 | 0.1 |
| 2,775,000 | | Netflix, Inc., 5.875%, 11/15/2028 | 3,341,600 | 0.3 |
| 3,575,000 | (1),(2) | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | 3,596,629 | 0.4 |
| 400,000 | (2) | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | 400,122 | 0.0 |
| 650,000 | (1),(2) | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | 661,534 | 0.1 |
| 2,750,000 | (1),(2) | Scripps Escrow, Inc., 5.875%, 07/15/2027 | 2,891,797 | 0.3 |
| 1,085,000 | (2) | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | 1,029,681 | 0.1 |
| 1,620,000 | (1),(2) | Sinclair Television Group, Inc., 5.500%, 03/01/2030 | 1,573,676 | 0.2 |
| 2,225,000 | (2) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 2,315,291 | 0.2 |
| 2,350,000 | (2) | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | 2,420,007 | 0.2 |
| 5,495,000 | | Sprint Corp., 7.125%, 06/15/2024 | 6,175,940 | 0.6 |
| 1,600,000 | | Sprint Corp., 7.625%, 03/01/2026 | 1,922,984 | 0.2 |
| 500,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 506,433 | 0.1 |
| 850,000 | (1),(2) | TEGNA, Inc., 4.750%, 03/15/2026 | 884,897 | 0.1 |
| 2,400,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 2,458,344 | 0.2 |
| 1,550,000 | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,641,729 | 0.2 |
| 1,775,000 | (1) | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,914,018 | 0.2 |
| 975,000 | (1),(2) | Univision Communications, Inc., 4.500%, 05/01/2029 | 986,486 | 0.1 |
| 4,060,000 | (2) | Univision Communications, Inc., 6.625%, 06/01/2027 | 4,378,771 | 0.4 |
| 2,475,000 | (2) | Urban One, Inc., 7.375%, 02/01/2028 | 2,552,851 | 0.3 |
| 1,575,000 | (1),(4) | ViacomCBS, Inc., 6.250%, 02/28/2057 | 1,776,017 | 0.2 |
| 2,250,000 | (1),(2) | ViaSat, Inc., 5.625%, 09/15/2025 | 2,264,006 | 0.2 |
| 500,000 | (2) | ViaSat, Inc., 5.625%, 04/15/2027 | 515,890 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Communications: (continued) |
| 1,160,000 | (1),(2) | ViaSat, Inc., 6.500%, 07/15/2028 | $ 1,164,541 | 0.1 |
| 2,050,000 | (2) | Viavi Solutions, Inc., 3.750%, 10/01/2029 | 2,052,839 | 0.2 |
| 3,800,000 | (1),(2) | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | 3,834,390 | 0.4 |
| 2,200,000 | (2) | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | 2,231,482 | 0.2 |
| | | | 153,055,043 | 15.4 |
| | | | |
| | Consumer, Cyclical: 20.9% |
| 2,500,000 | (2) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 2,461,450 | 0.2 |
| 2,475,000 | (2) | Academy Ltd., 6.000%, 11/15/2027 | 2,643,783 | 0.3 |
| 2,675,000 | (2) | Adams Homes, Inc., 7.500%, 02/15/2025 | 2,798,277 | 0.3 |
| 3,125,000 | (1),(2) | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 3,191,531 | 0.3 |
| 665,000 | (2) | Adient US LLC, 9.000%, 04/15/2025 | 707,307 | 0.1 |
| 3,325,000 | (2) | Affinity Gaming, 6.875%, 12/15/2027 | 3,462,721 | 0.3 |
| 625,000 | (2) | Allison Transmission, Inc., 3.750%, 01/30/2031 | 610,484 | 0.1 |
| 2,625,000 | (1),(2) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 2,858,310 | 0.3 |
| 1,145,458 | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 1,125,399 | 0.1 |
| 1,825,000 | (1),(2) | American Airlines Group, Inc., 3.750%, 03/01/2025 | 1,708,373 | 0.2 |
| 3,225,000 | (2) | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | 3,453,185 | 0.3 |
| 2,900,000 | (2) | Arko Corp., 5.125%, 11/15/2029 | 2,806,301 | 0.3 |
| 1,375,000 | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 1,404,473 | 0.1 |
| 545,000 | (2) | Asbury Automotive Group, Inc., 4.625%, 11/15/2029 | 556,129 | 0.1 |
| 1,305,000 | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 1,328,183 | 0.1 |
| 525,000 | (2),(3) | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | 518,962 | 0.1 |
| 2,300,000 | (2) | Boyd Gaming Corp., 4.750%, 06/15/2031 | 2,350,013 | 0.2 |
| 850,000 | (2) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 911,812 | 0.1 |
| 1,520,000 | (2) | Boyne USA, Inc., 4.750%, 05/15/2029 | 1,568,207 | 0.2 |
| 2,825,000 | (1),(2) | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | 2,830,918 | 0.3 |
| 2,325,000 | (2) | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | 2,443,342 | 0.2 |
| 2,475,000 | (2) | Carnival Corp., 7.625%, 03/01/2026 | 2,597,649 | 0.3 |
| 1,150,000 | (2) | Carnival Corp., 9.875%, 08/01/2027 | 1,315,312 | 0.1 |
| 2,525,000 | (2) | CCM Merger, Inc., 6.375%, 05/01/2026 | 2,636,618 | 0.3 |
| 1,975,000 | (2) | Century Communities, Inc., 3.875%, 08/15/2029 | 1,992,647 | 0.2 |
| 2,325,000 | (2) | Cinemark USA, Inc., 8.750%, 05/01/2025 | 2,467,011 | 0.2 |
| 1,175,000 | (2) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 1,284,019 | 0.1 |
| 455,000 | (1) | Delta Air Lines, Inc., 7.375%, 01/15/2026 | 536,152 | 0.1 |
| 1,850,000 | (1),(2) | Foot Locker, Inc., 4.000%, 10/01/2029 | 1,855,827 | 0.2 |
| 3,500,000 | | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | 3,535,000 | 0.4 |
| 2,100,000 | (1) | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | 2,214,135 | 0.2 |
| 2,550,000 | (1) | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | 2,755,581 | 0.3 |
| 2,875,000 | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 3,126,002 | 0.3 |
| 2,300,000 | (1) | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 2,617,319 | 0.3 |
| 3,000,000 | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 3,236,265 | 0.3 |
| 2,625,000 | (1),(2) | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | 2,582,751 | 0.3 |
| 2,275,000 | (1),(2) | Gap, Inc./The, 3.875%, 10/01/2031 | 2,247,450 | 0.2 |
| 1,795,000 | (2) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 1,883,628 | 0.2 |
| 2,075,000 | (2) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 2,161,050 | 0.2 |
| 2,550,000 | (1),(2) | Interface, Inc., 5.500%, 12/01/2028 | 2,674,886 | 0.3 |
| 1,375,000 | (1),(2) | IRB Holding Corp., 6.750%, 02/15/2026 | 1,402,232 | 0.1 |
| 3,475,000 | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 4,296,699 | 0.4 |
| 308,000 | (2) | Bath & Body Works, Inc., 9.375%, 07/01/2025 | 376,068 | 0.0 |
| 2,400,000 | (2) | LBM Acquisition LLC, 6.250%, 01/15/2029 | 2,376,384 | 0.2 |
| 3,125,000 | (2) | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | 3,216,484 | 0.3 |
| 2,275,000 | (2) | LGI Homes, Inc, 4.000%, 07/15/2029 | 2,269,824 | 0.2 |
| 3,025,000 | (1),(2) | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | 3,083,307 | 0.3 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Consumer, Cyclical: (continued) |
| 700,000 | | M/I Homes, Inc., 3.950%, 02/15/2030 | $ 690,561 | 0.1 |
| 2,075,000 | | M/I Homes, Inc., 4.950%, 02/01/2028 | 2,166,030 | 0.2 |
| 1,125,000 | (1) | Macy's Retail Holdings LLC, 4.500%, 12/15/2034 | 1,112,642 | 0.1 |
| 1,475,000 | | Mattel, Inc., 5.450%, 11/01/2041 | 1,762,876 | 0.2 |
| 2,300,000 | (2) | Melco Resorts Finance Ltd., 5.375%, 12/04/2029 | 2,234,565 | 0.2 |
| 1,750,000 | | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,929,953 | 0.2 |
| 3,250,000 | (2) | Meritor, Inc., 4.500%, 12/15/2028 | 3,263,049 | 0.3 |
| 600,000 | | MGM Resorts International, 5.500%, 04/15/2027 | 639,648 | 0.1 |
| 675,000 | | MGM Resorts International, 6.000%, 03/15/2023 | 706,229 | 0.1 |
| 2,625,000 | (2) | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | 2,642,115 | 0.3 |
| 1,925,000 | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 2,028,825 | 0.2 |
| 450,000 | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 468,486 | 0.0 |
| 1,975,000 | (1),(2) | Penn National Gaming, Inc., 4.125%, 07/01/2029 | 1,918,742 | 0.2 |
| 1,650,000 | (1),(2) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 1,684,807 | 0.2 |
| 3,600,000 | (1),(2) | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | 3,916,854 | 0.4 |
| 1,965,000 | (2) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 2,055,419 | 0.2 |
| 3,250,000 | (1),(2) | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | 3,249,496 | 0.3 |
| 1,150,000 | (1),(2) | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | 1,165,272 | 0.1 |
| 655,000 | (2) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 693,485 | 0.1 |
| 1,357,000 | (2) | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | 1,521,557 | 0.2 |
| 2,400,000 | (2) | Scientific Games International, Inc., 7.000%, 05/15/2028 | 2,559,984 | 0.3 |
| 1,000,000 | (2) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 1,053,775 | 0.1 |
| 950,000 | (2) | Scientific Games International, Inc., 8.625%, 07/01/2025 | 1,015,265 | 0.1 |
| 2,150,000 | (2) | Scotts Miracle-Gro Co/The, 4.375%, 02/01/2032 | 2,147,882 | 0.2 |
| 2,575,000 | (1),(2) | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | 2,627,865 | 0.3 |
| 2,250,000 | (2) | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | 2,317,253 | 0.2 |
| 2,950,000 | (2) | Sonic Automotive, Inc., 4.625%, 11/15/2029 | 2,983,025 | 0.3 |
| 3,500,000 | (1),(2) | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | 3,671,798 | 0.4 |
| 2,350,000 | (2) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 2,400,572 | 0.2 |
| 2,425,000 | (1),(2) | SRS Distribution, Inc., 6.125%, 07/01/2029 | 2,474,810 | 0.3 |
| 1,040,000 | (2) | SRS Distribution, Inc., 6.000%, 12/01/2029 | 1,046,828 | 0.1 |
| 3,900,000 | (1),(2) | Staples, Inc., 10.750%, 04/15/2027 | 3,679,806 | 0.4 |
| 2,550,000 | (1),(2) | Station Casinos LLC, 4.500%, 02/15/2028 | 2,569,431 | 0.3 |
| 2,425,000 | (2) | STL Holding Co. LLC, 7.500%, 02/15/2026 | 2,567,469 | 0.3 |
| 2,150,000 | (1),(2) | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | 2,157,407 | 0.2 |
| 1,975,000 | (1) | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | 2,175,226 | 0.2 |
| 1,850,000 | (1) | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 1,905,130 | 0.2 |
| 800,000 | (2) | United Airlines, Inc., 4.375%, 04/15/2026 | 835,240 | 0.1 |
| 1,800,000 | (2) | United Airlines, Inc., 4.625%, 04/15/2029 | 1,859,994 | 0.2 |
| 2,650,000 | (2) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 2,768,945 | 0.3 |
| 2,823,920 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 2,963,261 | 0.3 |
| 2,800,000 | (2) | Victoria's Secret & Co., 4.625%, 07/15/2029 | 2,867,284 | 0.3 |
| 3,200,000 | (1),(2) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 3,050,240 | 0.3 |
| 1,055,000 | (1),(2) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 1,195,457 | 0.1 |
| 450,000 | (1),(2) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 446,153 | 0.0 |
| 2,800,000 | (1),(2) | Wheel Pros, Inc., 6.500%, 05/15/2029 | 2,691,934 | 0.3 |
| 2,300,000 | (1),(2) | White Cap Buyer LLC, 6.875%, 10/15/2028 | 2,401,016 | 0.2 |
| 1,025,000 | (1),(2),(3) | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | 1,053,141 | 0.1 |
| 2,075,000 | (2) | William Carter Co/The, 5.625%, 03/15/2027 | 2,147,106 | 0.2 |
| 1,190,000 | (2) | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | 1,230,395 | 0.1 |
| 2,370,000 | (2) | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 2,307,870 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Consumer, Cyclical: (continued) |
| 1,800,000 | (1),(2) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | $ 1,856,925 | 0.2 |
| | | | 207,358,558 | 20.9 |
| | | | |
| | Consumer, Non-cyclical: 15.7% |
| 3,000,000 | (2) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 3,157,620 | 0.3 |
| 2,525,000 | (1),(2) | ACCO Brands Corp., 4.250%, 03/15/2029 | 2,509,888 | 0.3 |
| 3,195,000 | (1),(2) | ADT Security Corp./The, 4.125%, 08/01/2029 | 3,152,842 | 0.3 |
| 2,125,000 | (1),(2) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 2,132,841 | 0.2 |
| 925,000 | (2) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | 1,000,165 | 0.1 |
| 2,250,000 | (1),(2) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 2,388,105 | 0.2 |
| 1,100,000 | (1),(2) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | 1,071,416 | 0.1 |
| 1,000,000 | (2) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 1,050,475 | 0.1 |
| 2,800,000 | (2) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 2,994,852 | 0.3 |
| 3,025,000 | (2) | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | 3,114,555 | 0.3 |
| 700,000 | (2) | AMN Healthcare, Inc., 4.000%, 04/15/2029 | 710,629 | 0.1 |
| 2,450,000 | (1),(2) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 2,541,875 | 0.3 |
| 1,375,000 | (2) | APi Escrow Corp., 4.750%, 10/15/2029 | 1,404,604 | 0.1 |
| 950,000 | (2) | APi Group DE, Inc., 4.125%, 07/15/2029 | 956,151 | 0.1 |
| 4,275,000 | (2) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 4,494,927 | 0.5 |
| 750,000 | (2) | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | 766,357 | 0.1 |
| 3,210,000 | (1),(2) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 2,829,775 | 0.3 |
| 1,950,000 | (2) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 1,943,009 | 0.2 |
| 525,000 | (1),(2) | Block, Inc., 2.750%, 06/01/2026 | 526,315 | 0.1 |
| 1,550,000 | (1),(2) | Block, Inc., 3.500%, 06/01/2031 | 1,591,432 | 0.2 |
| 1,300,000 | (1),(2) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 1,352,000 | 0.1 |
| 1,375,000 | (1) | Centene Corp., 2.500%, 03/01/2031 | 1,340,873 | 0.1 |
| 1,140,000 | | Centene Corp., 2.625%, 08/01/2031 | 1,119,098 | 0.1 |
| 3,450,000 | | Centene Corp., 4.625%, 12/15/2029 | 3,726,656 | 0.4 |
| 2,800,000 | (2) | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | 2,838,976 | 0.3 |
| 820,000 | (2) | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | 843,698 | 0.1 |
| 2,325,000 | (2) | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | 2,396,017 | 0.2 |
| 1,050,000 | (2) | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | 1,060,888 | 0.1 |
| 1,525,000 | (1),(2) | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | 1,615,814 | 0.2 |
| 2,650,000 | (2) | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | 2,745,758 | 0.3 |
| 3,425,000 | (1),(2) | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | 3,494,459 | 0.3 |
| 3,450,000 | (2) | CoreLogic, Inc., 4.500%, 05/01/2028 | 3,442,117 | 0.3 |
| 2,350,000 | (2) | CPI Acquisition, Inc., 8.625%, 03/15/2026 | 2,488,145 | 0.2 |
| 900,000 | (2) | DaVita, Inc., 3.750%, 02/15/2031 | 878,526 | 0.1 |
| 1,600,000 | (1),(2) | DaVita, Inc., 4.625%, 06/01/2030 | 1,640,896 | 0.2 |
| 615,000 | | Encompass Health Corp., 4.625%, 04/01/2031 | 626,694 | 0.1 |
| 829,000 | (2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | 618,873 | 0.1 |
| 542,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | 552,276 | 0.1 |
| 2,085,000 | (2) | Graham Holdings Co., 5.750%, 06/01/2026 | 2,167,879 | 0.2 |
| 5,000,000 | | HCA, Inc., 5.375%, 02/01/2025 | 5,501,500 | 0.6 |
| 1,125,000 | | HCA, Inc., 5.625%, 09/01/2028 | 1,316,441 | 0.1 |
| 1,700,000 | (1),(2) | Jazz Securities DAC, 4.375%, 01/15/2029 | 1,763,189 | 0.2 |
| 1,957,000 | (2) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 2,103,286 | 0.2 |
| 1,150,000 | (1) | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 1,349,582 | 0.1 |
| 2,477,000 | (1) | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 3,035,134 | 0.3 |
| 1,200,000 | (1) | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | 1,628,148 | 0.2 |
| 3,270,000 | (1),(2) | Lamb Weston Holdings, Inc., 4.125%, 01/31/2030 | 3,361,298 | 0.3 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Consumer, Non-cyclical: (continued) |
| 1,875,000 | (1),(2) | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | $ 1,891,069 | 0.2 |
| 900,000 | (1),(2) | LifePoint Health, Inc., 5.375%, 01/15/2029 | 896,796 | 0.1 |
| 2,250,000 | (2) | Mozart Debt Merger Sub, Inc., 3.875%, 04/01/2029 | 2,246,558 | 0.2 |
| 2,320,000 | (1),(2) | Mozart Debt Merger Sub, Inc., 5.250%, 10/01/2029 | 2,356,470 | 0.2 |
| 2,150,000 | (1),(2) | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | 2,047,907 | 0.2 |
| 2,525,000 | (2) | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | 2,611,544 | 0.3 |
| 1,450,000 | | New Albertsons L.P., 7.450%, 08/01/2029 | 1,685,509 | 0.2 |
| 500,000 | (2) | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | 494,508 | 0.0 |
| 2,225,000 | (2) | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | 2,352,493 | 0.2 |
| 2,500,000 | (1),(2) | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | 2,616,188 | 0.3 |
| 1,853,000 | (2) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 1,896,416 | 0.2 |
| 610,000 | (2) | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | 632,594 | 0.1 |
| 625,000 | (2) | Pilgrim's Pride Corp., 3.500%, 03/01/2032 | 632,288 | 0.1 |
| 1,250,000 | (1),(2) | Pilgrim's Pride Corp., 4.250%, 04/15/2031 | 1,314,431 | 0.1 |
| 2,375,000 | (2) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 2,510,351 | 0.3 |
| 1,325,000 | (2) | Post Holdings, Inc., 4.625%, 04/15/2030 | 1,351,911 | 0.1 |
| 2,850,000 | (1),(2) | Post Holdings, Inc., 5.625%, 01/15/2028 | 3,025,076 | 0.3 |
| 2,525,000 | (2) | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 2,503,891 | 0.3 |
| 3,275,000 | (1),(2) | Select Medical Corp., 6.250%, 08/15/2026 | 3,473,203 | 0.3 |
| 2,500,000 | (2) | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | 2,466,675 | 0.2 |
| 1,250,000 | (1),(2) | Spectrum Brands, Inc., 3.875%, 03/15/2031 | 1,236,219 | 0.1 |
| 1,150,000 | (2) | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 1,235,054 | 0.1 |
| 1,425,000 | (1),(2) | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 1,449,610 | 0.1 |
| 2,950,000 | (1),(2) | Tenet Healthcare Corp., 6.125%, 10/01/2028 | 3,121,852 | 0.3 |
| 3,500,000 | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 3,744,860 | 0.4 |
| 2,965,000 | (2) | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | 2,847,912 | 0.3 |
| 2,750,000 | (1),(2) | United Natural Foods, Inc., 6.750%, 10/15/2028 | 2,948,756 | 0.3 |
| 765,000 | | United Rentals North America, Inc., 3.750%, 01/15/2032 | 771,455 | 0.1 |
| 1,650,000 | | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,736,790 | 0.2 |
| 450,000 | (1) | United Rentals North America, Inc., 5.250%, 01/15/2030 | 487,762 | 0.0 |
| 1,950,000 | (2) | Vizient, Inc., 6.250%, 05/15/2027 | 2,037,263 | 0.2 |
| | | | 155,969,465 | 15.7 |
| | | | |
| | Energy: 14.9% |
| 3,600,000 | (2) | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | 3,871,296 | 0.4 |
| 1,475,000 | (2) | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | 1,558,632 | 0.2 |
| 2,075,000 | (2) | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | 2,152,294 | 0.2 |
| 2,325,000 | (1),(2) | Antero Resources Corp., 5.375%, 03/01/2030 | 2,489,343 | 0.2 |
| 431,000 | (2) | Antero Resources Corp., 7.625%, 02/01/2029 | 479,093 | 0.0 |
| 2,850,000 | | Apache Corp., 4.375%, 10/15/2028 | 3,104,861 | 0.3 |
| 1,225,000 | | Apache Corp., 5.100%, 09/01/2040 | 1,386,185 | 0.1 |
| 1,475,000 | (1),(2) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 1,540,106 | 0.2 |
| 1,050,000 | (2) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 1,103,550 | 0.1 |
| 1,900,000 | (1),(2) | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | 1,916,976 | 0.2 |
| 1,529,000 | (2) | Baytex Energy Corp., 5.625%, 06/01/2024 | 1,530,927 | 0.2 |
| 2,425,000 | (1),(2) | Baytex Energy Corp., 8.750%, 04/01/2027 | 2,542,612 | 0.3 |
| 2,400,000 | (2) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 2,479,200 | 0.2 |
| 1,050,000 | (2) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | 1,114,092 | 0.1 |
| 2,570,000 | (1) | Callon Petroleum Co., 6.125%, 10/01/2024 | 2,534,123 | 0.3 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Energy: (continued) |
| 1,225,000 | (2) | CNX Midstream Partners L.P., 4.750%, 04/15/2030 | $ 1,222,483 | 0.1 |
| 600,000 | (2) | CNX Resources Corp., 6.000%, 01/15/2029 | 624,843 | 0.1 |
| 2,850,000 | (2) | CNX Resources Corp., 7.250%, 03/14/2027 | 3,025,931 | 0.3 |
| 1,310,000 | (1),(2) | Colgate Energy Partners III LLC, 5.875%, 07/01/2029 | 1,351,160 | 0.1 |
| 2,850,000 | (1),(2) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | 2,964,427 | 0.3 |
| 1,425,000 | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | 1,612,266 | 0.2 |
| 955,000 | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 1,044,445 | 0.1 |
| 200,000 | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 249,084 | 0.0 |
| 2,225,000 | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 2,516,475 | 0.2 |
| 2,100,000 | (1) | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 2,156,910 | 0.2 |
| 1,075,000 | (2) | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | 1,119,526 | 0.1 |
| 1,100,000 | (2) | DT Midstream, Inc., 4.125%, 06/15/2029 | 1,127,956 | 0.1 |
| 2,050,000 | (2) | DT Midstream, Inc., 4.375%, 06/15/2031 | 2,135,157 | 0.2 |
| 2,400,000 | (1),(2) | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | 2,496,408 | 0.2 |
| 4,275,000 | (1) | EnLink Midstream LLC, 5.375%, 06/01/2029 | 4,378,370 | 0.4 |
| 2,650,000 | (2) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 2,739,305 | 0.3 |
| 975,000 | (1) | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 1,066,572 | 0.1 |
| 1,200,000 | (2) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 1,306,344 | 0.1 |
| 275,000 | (1),(2) | EQT Corp., 3.125%, 05/15/2026 | 282,635 | 0.0 |
| 275,000 | (1),(2) | EQT Corp., 3.625%, 05/15/2031 | 285,740 | 0.0 |
| 500,000 | (1) | EQT Corp., 5.000%, 01/15/2029 | 554,462 | 0.1 |
| 1,550,000 | (2) | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | 1,541,018 | 0.2 |
| 1,475,000 | (1),(2) | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 1,537,997 | 0.2 |
| 1,150,000 | (2) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | 1,186,944 | 0.1 |
| 1,550,000 | (2) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | 1,606,188 | 0.2 |
| 2,625,000 | (1),(2) | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | 2,693,066 | 0.3 |
| 2,925,000 | (2) | Independence Energy Finance LLC, 7.250%, 05/01/2026 | 3,042,249 | 0.3 |
| 4,100,000 | (2) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 3,837,764 | 0.4 |
| 1,550,000 | (1) | Murphy Oil Corp., 5.875%, 12/01/2027 | 1,602,801 | 0.2 |
| 1,775,000 | (1) | Murphy Oil Corp., 6.375%, 07/15/2028 | 1,889,239 | 0.2 |
| 1,800,000 | (2) | Nabors Industries Ltd., 7.500%, 01/15/2028 | 1,631,547 | 0.2 |
| 1,115,000 | | Nabors Industries, Inc., 5.100%, 09/15/2023 | 1,132,756 | 0.1 |
| 925,000 | (1),(2) | Nabors Industries, Inc., 7.375%, 05/15/2027 | 958,476 | 0.1 |
| 2,425,000 | (1),(2) | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | 2,549,815 | 0.3 |
| 5,000,000 | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 5,008,100 | 0.5 |
| 3,745,000 | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | 4,158,354 | 0.4 |
| 4,975,000 | (1) | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 6,164,921 | 0.6 |
| 2,375,000 | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 2,965,188 | 0.3 |
| 2,275,000 | (2) | Rockcliff Energy II LLC, 5.500%, 10/15/2029 | 2,347,038 | 0.2 |
| 540,000 | (1) | Southwestern Energy Co., 4.750%, 02/01/2032 | 569,722 | 0.1 |
| 2,950,000 | | Southwestern Energy Co., 5.375%, 02/01/2029 | 3,123,799 | 0.3 |
| 625,000 | (1) | Southwestern Energy Co., 5.375%, 03/15/2030 | 670,775 | 0.1 |
| 2,584,000 | (2) | Strathcona Resources Ltd., 6.875%, 08/01/2026 | 2,542,553 | 0.3 |
| 2,450,000 | (2) | SunCoke Energy, Inc., 4.875%, 06/30/2029 | 2,441,437 | 0.2 |
| 825,000 | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | 839,206 | 0.1 |
| 2,050,000 | (1),(2) | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 04/30/2030 | 2,104,182 | 0.2 |
| 1,275,000 | (2) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,265,648 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Energy: (continued) |
| 1,650,000 | (2) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | $ 1,787,800 | 0.2 |
| 3,575,000 | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | 3,888,456 | 0.4 |
| 2,050,000 | (2) | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | 1,982,945 | 0.2 |
| 3,350,000 | (2) | Transocean, Inc., 7.500%, 01/15/2026 | 2,499,234 | 0.2 |
| 1,225,000 | (2) | Venture Global Calcasieu Pass LLC, 3.875%, 08/15/2029 | 1,272,977 | 0.1 |
| 1,900,000 | (2) | Venture Global Calcasieu Pass LLC, 4.125%, 08/15/2031 | 2,017,287 | 0.2 |
| 2,425,000 | (2) | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | 2,635,381 | 0.3 |
| 1,625,000 | (2) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 1,680,445 | 0.2 |
| 2,525,000 | (1),(2) | Weatherford International Ltd., 8.625%, 04/30/2030 | 2,625,508 | 0.3 |
| 3,225,000 | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 3,858,455 | 0.4 |
| | | | 147,723,060 | 14.9 |
| | | | |
| | Financial: 6.8% |
| 1,825,000 | | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,060,161 | 0.2 |
| 2,425,000 | (2) | AmWINS Group, Inc., 4.875%, 06/30/2029 | 2,453,409 | 0.2 |
| 2,425,000 | (2) | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | 2,491,105 | 0.3 |
| 2,050,000 | (2) | AssuredPartners, Inc., 5.625%, 01/15/2029 | 1,997,059 | 0.2 |
| 2,575,000 | (2) | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | 2,533,555 | 0.3 |
| 3,200,000 | (2) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 3,428,560 | 0.3 |
| 950,000 | (2) | Freedom Mortgage Corp., 6.625%, 01/15/2027 | 929,613 | 0.1 |
| 1,300,000 | (2) | Freedom Mortgage Corp., 7.625%, 05/01/2026 | 1,328,990 | 0.1 |
| 2,075,000 | (2) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 2,126,439 | 0.2 |
| 690,000 | (2) | Iron Mountain, Inc., 5.000%, 07/15/2028 | 710,013 | 0.1 |
| 1,075,000 | (2) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 1,134,788 | 0.1 |
| 920,000 | (2) | Iron Mountain, Inc., 5.625%, 07/15/2032 | 985,912 | 0.1 |
| 2,550,000 | (1),(2) | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | 2,618,098 | 0.3 |
| 1,050,000 | (2) | LPL Holdings, Inc., 4.000%, 03/15/2029 | 1,076,686 | 0.1 |
| 650,000 | (2) | LPL Holdings, Inc., 4.375%, 05/15/2031 | 665,834 | 0.1 |
| 2,075,000 | (2) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 2,150,603 | 0.2 |
| 1,285,000 | (2) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 1,371,519 | 0.1 |
| 1,775,000 | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,899,223 | 0.2 |
| 1,000,000 | (2) | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | 1,004,120 | 0.1 |
| 2,300,000 | (2) | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | 2,401,683 | 0.2 |
| 700,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 708,953 | 0.1 |
| 2,350,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 2,461,578 | 0.2 |
| 2,600,000 | (1),(2) | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | 2,571,244 | 0.3 |
| 3,000,000 | (1) | Navient Corp., 4.875%, 03/15/2028 | 2,997,015 | 0.3 |
| 1,625,000 | | Navient Corp., 5.000%, 03/15/2027 | 1,658,922 | 0.2 |
| 540,000 | | Navient Corp., 7.250%, 09/25/2023 | 582,725 | 0.1 |
| 1,050,000 | (1) | OneMain Finance Corp., 4.000%, 09/15/2030 | 1,034,302 | 0.1 |
| 3,525,000 | (1) | OneMain Finance Corp., 5.375%, 11/15/2029 | 3,837,844 | 0.4 |
| 2,575,000 | (1),(2) | PRA Group, Inc., 5.000%, 10/01/2029 | 2,585,326 | 0.3 |
| 3,050,000 | (1),(2) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | 3,130,901 | 0.3 |
| 2,500,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | 2,578,313 | 0.3 |
| 2,350,000 | (2) | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | 2,358,225 | 0.2 |
| 925,000 | (1),(2) | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | 891,469 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Financial: (continued) |
| 1,875,000 | (1),(2) | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | $ 1,871,400 | 0.2 |
| 2,300,000 | (1),(2) | XHR L.P., 4.875%, 06/01/2029 | 2,344,183 | 0.2 |
| | | | 66,979,770 | 6.8 |
| | | | |
| | Industrial: 8.8% |
| 3,725,000 | (2),(3) | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 3,840,624 | 0.4 |
| 2,950,000 | (2) | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | 3,071,230 | 0.3 |
| 800,000 | (2) | Builders FirstSource, Inc., 4.250%, 02/01/2032 | 829,608 | 0.1 |
| 1,875,000 | (1),(2) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 2,014,331 | 0.2 |
| 3,150,000 | (2) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 3,211,078 | 0.3 |
| 3,525,000 | (2) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 3,622,343 | 0.4 |
| 1,570,000 | (2) | Clark Equipment Co., 5.875%, 06/01/2025 | 1,635,445 | 0.2 |
| 700,000 | (2) | Clean Harbors, Inc., 4.875%, 07/15/2027 | 721,700 | 0.1 |
| 800,000 | (2) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 850,020 | 0.1 |
| 2,800,000 | (2) | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | 2,858,996 | 0.3 |
| 2,550,000 | (1),(2) | GFL Environmental, Inc., 4.000%, 08/01/2028 | 2,503,322 | 0.2 |
| 685,000 | (2) | GFL Environmental, Inc., 4.375%, 08/15/2029 | 679,616 | 0.1 |
| 1,800,000 | (2) | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | 1,847,655 | 0.2 |
| 2,525,000 | (1),(2) | GrafTech Finance, Inc., 4.625%, 12/15/2028 | 2,567,382 | 0.3 |
| 2,825,000 | (2) | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | 2,928,113 | 0.3 |
| 2,325,000 | (1),(2) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 2,530,763 | 0.2 |
| 2,450,000 | (2) | II-VI, Inc., 5.000%, 12/15/2029 | 2,507,085 | 0.2 |
| 2,925,000 | (1),(2) | Imola Merger Corp., 4.750%, 05/15/2029 | 3,006,505 | 0.3 |
| 1,025,000 | (2),(3) | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | 1,073,006 | 0.1 |
| 2,875,000 | (2) | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | 2,961,250 | 0.3 |
| 2,225,000 | (2) | Koppers, Inc., 6.000%, 02/15/2025 | 2,266,229 | 0.2 |
| 1,455,000 | (2) | Maxar Space Robotics LLC, 9.750%, 12/31/2023 | 1,569,239 | 0.1 |
| 2,850,000 | (2) | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | 3,053,533 | 0.3 |
| 3,815,000 | (2) | PGT Innovations, Inc., 4.375%, 10/01/2029 | 3,840,618 | 0.4 |
| 2,000,000 | (2) | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | 2,042,500 | 0.2 |
| 2,400,000 | (2) | Rolls-Royce PLC, 5.750%, 10/15/2027 | 2,656,560 | 0.3 |
| 2,054,000 | (2) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 2,049,656 | 0.2 |
| 2,225,000 | (1) | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 2,275,752 | 0.2 |
| 3,025,000 | (1),(2) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 2,919,125 | 0.3 |
| 825,000 | (2) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 843,381 | 0.1 |
| 2,415,000 | (2) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 2,577,409 | 0.3 |
| 1,800,000 | (2) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 1,887,948 | 0.2 |
| 1,875,000 | (2) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 1,948,256 | 0.2 |
| 1,729,000 | (1),(2) | TK Elevator Holdco GmbH, 7.625%, 07/15/2028 | 1,854,638 | 0.2 |
| 1,875,000 | (1) | TransDigm, Inc., 4.625%, 01/15/2029 | 1,872,169 | 0.2 |
| 1,640,000 | | TransDigm, Inc., 5.500%, 11/15/2027 | 1,692,111 | 0.2 |
| 2,275,000 | | TransDigm, Inc., 6.375%, 06/15/2026 | 2,340,406 | 0.2 |
| 2,070,000 | (2) | Vertiv Group Corp., 4.125%, 11/15/2028 | 2,094,250 | 0.2 |
| 2,325,000 | (2) | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | 2,398,261 | 0.2 |
| | | | 87,442,113 | 8.8 |
| | | | |
| | Technology: 2.9% |
| 2,925,000 | (2) | Austin BidCo, Inc., 7.125%, 12/15/2028 | 3,024,216 | 0.3 |
| 1,625,000 | (2) | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | 1,655,769 | 0.2 |
| 550,000 | (2) | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | 568,876 | 0.1 |
| 400,000 | (2) | CA Magnum Holdings, 5.375%, 10/31/2026 | 414,500 | 0.0 |
| 2,300,000 | (2) | Castle US Holding Corp., 9.500%, 02/15/2028 | 2,401,004 | 0.2 |
| 2,125,000 | (2) | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | 2,223,643 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | Technology: (continued) |
| 2,450,000 | (1),(2) | NCR Corp., 5.125%, 04/15/2029 | $ 2,540,675 | 0.3 |
| 375,000 | (2) | Open Text Corp., 3.875%, 02/15/2028 | 382,796 | 0.0 |
| 2,150,000 | (1),(2) | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 2,217,811 | 0.2 |
| 1,125,000 | (2) | OpenText Corp., 3.875%, 12/01/2029 | 1,140,930 | 0.1 |
| 2,500,000 | (1),(2) | Playtika Holding Corp., 4.250%, 03/15/2029 | 2,453,788 | 0.2 |
| 2,675,000 | (1),(2) | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | 2,611,977 | 0.3 |
| 1,900,000 | (1),(2) | ROBLOX Corp., 3.875%, 05/01/2030 | 1,930,419 | 0.2 |
| 3,000,000 | (1),(2) | Rocket Software, Inc., 6.500%, 02/15/2029 | 2,931,015 | 0.3 |
| 2,515,000 | (2) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | 2,606,307 | 0.3 |
| | | | 29,103,726 | 2.9 |
| | | | |
| | Utilities: 0.9% |
| 325,000 | (2) | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | 323,029 | 0.0 |
| 2,350,000 | (1),(2) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 2,473,892 | 0.3 |
| 2,300,000 | (2) | Drax Finco PLC, 6.625%, 11/01/2025 | 2,377,475 | 0.2 |
| 385,000 | (2) | NRG Energy, Inc., 3.375%, 02/15/2029 | 377,814 | 0.0 |
| 557,000 | | NRG Energy, Inc., 6.625%, 01/15/2027 | 579,726 | 0.1 |
| 800,000 | (2) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 827,188 | 0.1 |
| 1,750,000 | (2) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 1,804,714 | 0.2 |
| | | | 8,763,838 | 0.9 |
| | | | |
| Total Corporate Bonds/Notes | | |
| (Cost $882,401,327) | 918,096,859 | 92.5 |
| | | |
| | |
| BANK LOANS: 0.8% | |
| | Business Equipment & Services: 0.1% |
| 1,300,000 | | Ascend Learning LLC, 6.250%, (US0003M + 0.058%), 12/10/2029 | 1,296,750 | 0.1 |
| | | | |
| | Consumer, Cyclical: 0.5% |
| 2,600,000 | | AP Core Holdings II LLC TL B2 1L, 6.250%, (US0001M + 5.500%), 09/01/2027 | 2,608,125 | 0.3 |
| 2,459,577 | | Golden Nugget LLC TL B 1L, 3.250%, (US0001M + 2.500%), 10/04/2023 | 2,447,837 | 0.2 |
| | | 5,055,962 | 0.5 |
| | | | |
| | Health Care: 0.1% |
| 633,580 | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.104%, (US0001M + 3.000%), 06/02/2025 | 631,557 | 0.1 |
| | | | |
| | Technology: 0.1% |
| 770,000 | | BMC Software TL 2L, 5.601%, (US0001M + 5.500%), 03/30/2026 | 778,085 | 0.1 |
| | | | |
| Total Bank Loans | | |
| (Cost $7,595,978) | 7,762,354 | 0.8 |
| | | |
| | |
| CONVERTIBLE BONDS/NOTES: 0.1% | |
| | Communications: 0.1% |
| 625,000 | | DISH Network Corp., 3.375%, 08/15/2026 | 593,158 | 0.1 |
| | | | |
| Total Convertible Bonds/Notes | | |
| (Cost $619,800) | 593,158 | 0.1 |
| | | |
| | | | | |
| Shares | | | Value | Percentage
of Net
Assets |
| COMMON STOCK: 0.3% |
| | Consumer Staples: 0.3% |
| 120,298 | (5),(6) | Southeastern Grocers, Inc. | 2,827,003 | 0.3 |
| | | | |
| Total Common Stock | | |
| (Cost $848,084) | 2,827,003 | 0.3 |
| | | |
| | | | |
| Total Long-Term Investments | | |
| (Cost $891,465,189) | 929,279,374 | 93.7 |
| | | |
| | | | | |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: 24.8% |
| | Commercial Paper: 1.4% |
| 4,000,000 | | American Electric Power Co., 0.310%, 02/14/2022 | 3,998,475 | 0.4 |
| 3,000,000 | | AT&T, Inc., 0.440%, 04/12/2022 | 2,996,311 | 0.3 |
| 3,500,000 | | Duke Energy Corp., 0.270%, 02/10/2022 | 3,498,932 | 0.4 |
| 3,000,000 | | Waste Management, Inc., 0.360%, 03/03/2022 | 2,998,171 | 0.3 |
| | | |
| | | | |
| Total Commercial Paper | | |
| (Cost $13,492,732) | 13,491,889 | 1.4 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: (continued) |
| | Repurchase Agreements: 18.2% |
| 8,897,433 | (7) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/21, 0.06%, due 01/03/22 (Repurchase Amount $8,897,477, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $9,075,385, due 07/31/22-07/20/71) | $ 8,897,433 | 0.9 |
| 11,451,401 | (7) | Bethesda Securities LLC, Repurchase Agreement dated 12/31/21, 0.09%, due 01/03/22 (Repurchase Amount $11,451,486, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $11,680,429, due 01/01/25-12/01/51) | 11,451,401 | 1.2 |
| 47,900,000 | (7) | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/21, 0.05%, due 01/03/22 (Repurchase Amount $47,900,197, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $48,858,000, due 02/01/22-07/20/71) | 47,900,000 | 4.8 |
| 22,317,783 | (7) | Citadel Securities LLC, Repurchase Agreement dated 12/31/21, 0.07%, due 01/03/22 (Repurchase Amount $22,317,911, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $22,764,272, due 01/04/22-11/15/51) | 22,317,783 | 2.3 |
| 8,249,480 | (7) | ED&F Man Capital Markets Inc., Repurchase Agreement dated 12/31/21, 0.06%, due 01/03/22 (Repurchase Amount $8,249,521, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-5.500%, Market Value plus accrued interest $8,414,470, due 11/01/23-11/15/51) | 8,249,480 | 0.8 |
| 10,576,396 | (7) | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/21, 0.05%, due 01/03/22 (Repurchase Amount $10,576,439, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $10,787,924, due 01/13/22-11/01/50) | 10,576,396 | 1.1 |
| 26,630,291 | (7) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/21, 0.06%, due 01/03/22 (Repurchase Amount $26,630,422, collateralized by various U.S. Government Agency Obligations, 0.550%-7.500%, Market Value plus accrued interest $27,163,033, due 01/01/23-10/20/71) | 26,630,291 | 2.7 |
| 29,002,006 | (7) | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/21, 0.05%, due 01/03/22 (Repurchase Amount $29,002,125, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $29,582,046, due 05/15/22-12/01/51) | 29,002,006 | 2.9 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| SHORT-TERM INVESTMENTS: (continued) |
| | Repurchase Agreements (continued) |
| 15,026,961 | (7) | Stonex Financial Inc., Repurchase Agreement dated 12/31/21, 0.09%, due 01/03/22 (Repurchase Amount $15,027,072, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $15,327,504, due 01/13/22-11/20/71) | $ 15,026,961 | | 1.5 |
| | | | |
| | | | | |
| Total Repurchase Agreements | | | |
| (Cost $180,051,751) | 180,051,751 | | 18.2 |
| | | | |
| | | |
| | Time Deposits: 0.8% |
| 5,730,000 | (7) | Mizuho Bank LTD, 0.070%, 01/03/2022 | 5,730,000 | | 0.6 |
| 2,510,000 | (7) | Mizuho Bank LTD, 0.070%, 01/03/2022 | 2,510,000 | | 0.2 |
| | | | |
| | | | | |
| Total Time Deposits | | | |
| (Cost $8,240,000) | 8,240,000 | | 0.8 |
| | | | |
| Shares | | | Value | | Percentage
of Net
Assets |
| | Mutual Funds: 4.4% |
| 32,184,000 | (7),(8) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | 32,184,000 | | 3.2 |
| 5,861,000 | (7),(8) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | 5,861,000 | | 0.6 |
| 5,861,000 | (7),(8) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | 5,861,000 | | 0.6 |
| Total Mutual Funds | | | |
| (Cost $43,906,000) | 43,906,000 | | 4.4 |
| | | | |
| | | | | |
| Total Short-Term Investments | | | |
| (Cost $245,690,483) | 245,689,640 | | 24.8 |
| | | | |
| | | | | |
| Total Investments in Securities
(Cost $1,137,155,672) | $ 1,174,969,014 | | 118.5 |
| | Liabilities in Excess of Other Assets | (183,062,926) | | (18.5) |
| | Net Assets | $ 991,906,088 | | 100.0 |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the assets and liabilities:
At December 31, 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 $1,137,711,204.
