Principal Amount† | | | | | | | | Value | | | | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 16.6% | | | | |
| | | | | | Basic Materials: 1.5% |
| 1,250,000 | | | (1) | | Alpek SAB de CV, 4.250%, 09/18/2029 | | $ | 1,331,481 | | | | 0.1 |
| 1,350,000 | | | | | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | | | 1,436,326 | | | | 0.1 |
| 1,500,000 | | | (1) | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | 1,599,832 | | | | 0.1 |
| 425,000 | | | (1),(2) | | Cleveland-Cliffs, Inc., 4.625%, 03/01/2029 | | | 434,129 | | | | 0.0 |
| 350,000 | | | (1),(2) | | Cleveland-Cliffs, Inc., 4.875%, 03/01/2031 | | | 364,133 | | | | 0.0 |
| 625,000 | | | (1),(2) | | Coeur Mining, Inc., 5.125%, 02/15/2029 | | | 573,681 | | | | 0.0 |
| 450,000 | | | (1) | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | 477,110 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Consolidated Energy Finance S.A., 5.625%, 10/15/2028 | | | 587,343 | | | | 0.0 |
| 625,000 | | | (1),(2) | | Constellium SE, 5.625%, 06/15/2028 | | | 658,103 | | | | 0.0 |
| 610,000 | | | (1),(2) | | Diamond BC BV, 4.625%, 10/01/2029 | | | 606,026 | | | | 0.0 |
| 1,000,000 | | | (1) | | Equate Petrochemical BV, 2.625%, 04/28/2028 | | | 1,003,750 | | | | 0.1 |
| 1,250,000 | | | (1) | | Evraz PLC, 5.250%, 04/02/2024 | | | 1,317,856 | | | | 0.1 |
| 400,000 | | | (1),(2) | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | 430,938 | | | | 0.0 |
| 1,450,000 | | | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | 1,506,456 | | | | 0.1 |
| 85,000 | | | | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | | 89,797 | | | | 0.0 |
| 275,000 | | | | | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | | | 294,986 | | | | 0.0 |
| 750,000 | | | (1) | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | 800,543 | | | | 0.1 |
| 575,000 | | | (1),(2) | | Hudbay Minerals, Inc., 4.500%, 04/01/2026 | | | 575,661 | | | | 0.0 |
| 560,000 | | | (1) | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | 597,988 | | | | 0.0 |
| 800,000 | | | (1) | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/2026 | | | 803,860 | | | | 0.1 |
| 2,000,000 | | | (1) | | Inversiones CMPC SA, 3.850%, 01/13/2030 | | | 2,087,870 | | | | 0.1 |
| 400,000 | | | | | Inversiones CMPC SA, 4.375%, 04/04/2027 | | | 441,400 | | | | 0.0 |
| 675,000 | | | (1),(3) | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/2026 | | | 683,421 | | | | 0.0 |
| 386,000 | | | (1) | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | 420,342 | | | | 0.0 |
| 595,000 | | | (1),(2) | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 4.250%, 12/15/2025 | | | 616,637 | | | | 0.0 |
| 850,000 | | | (1),(2) | | LSF11 A5 Holdco LLC, 6.625%, 10/15/2029 | | | 838,444 | | | | 0.1 |
| 650,000 | | | (1),(2) | | Novelis Corp., 3.875%, 08/15/2031 | | | 646,948 | | | | 0.0 |
| 220,000 | | | (1) | | OCI NV, 4.625%, 10/15/2025 | | | 228,482 | | | | 0.0 |
| 325,000 | | | (1) | | OCP SA, 3.750%, 06/23/2031 | | | 316,758 | | | | 0.0 |
| 475,000 | | | (2) | | Olin Corp., 5.125%, 09/15/2027 | | | 487,944 | | | | 0.0 |
| 650,000 | | | (2) | | Olin Corp., 5.000%, 02/01/2030 | | | 683,426 | | | | 0.0 |
| 400,000 | | | | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | | | 403,976 | | | | 0.0 |
| 925,000 | | | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | 968,965 | | | | 0.1 |
| 2,500,000 | | | (1) | | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | | | 2,558,135 | | | | 0.1 |
| 2,425,000 | | | (1) | | Sibur Securities DAC, 2.950%, 07/08/2025 | | | 2,441,090 | | | | 0.1 |
| 350,000 | | | (2) | | Southern Copper Corp., 5.875%, 04/23/2045 | | | 481,297 | | | | 0.0 |
| 1,350,000 | | | (2) | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | 1,482,192 | | | | 0.1 |
| 200,000 | | | | | Suzano Austria GmbH, 6.000%, 01/15/2029 | | | 231,800 | | | | 0.0 |
| 700,000 | | | (1),(2) | | Taseko Mines Ltd., 7.000%, 02/15/2026 | | | 728,728 | | | | 0.0 |
| 410,000 | | | (1),(2) | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.125%, 04/01/2029 | | | 418,819 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Tronox, Inc., 4.625%, 03/15/2029 | | | 600,336 | | | | 0.0 |
| 115,000 | | | (1) | | Unifrax Escrow Issuer Corp., 5.250%, 09/30/2028 | | | 116,461 | | | | 0.0 |
| 475,000 | | | (1),(2) | | Unifrax Escrow Issuer Corp., 7.500%, 09/30/2029 | | | 480,425 | | | | 0.0 |
| 2,600,000 | | | (2) | | Vale Overseas Ltd., 3.750%, 07/08/2030 | | | 2,695,524 | | | | 0.1 |
| 375,000 | | | (1) | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | 360,390 | | | | 0.0 |
| | | | | | | | | 36,909,809 | | | | 1.5 |
| | | | | | | | | | | | | |
| | | | | | Communications: 1.8% |
| 500,000 | | | (1) | | Acuris Finance US, Inc. / Acuris Finance SARL, 5.000%, 05/01/2028 | | | 498,260 | | | | 0.0 |
| 600,000 | | | (2) | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | 579,871 | | | | 0.0 |
| 600,000 | | | | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | | | 548,700 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Altice France Holding SA, 6.000%, 02/15/2028 | | | 574,080 | | | | 0.0 |
| 800,000 | | | (1),(2) | | Altice France SA/France, 5.500%, 10/15/2029 | | | 789,364 | | | | 0.1 |
| 575,000 | | | (1) | | Altice France SA/France, 8.125%, 02/01/2027 | | | 615,264 | | | | 0.0 |
| 600,000 | | | (2) | | AMC Networks, Inc., 4.250%, 02/15/2029 | | | 597,336 | | | | 0.0 |
| 675,000 | | | (1) | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/2026 | | | 667,264 | | | | 0.0 |
| 850,000 | | | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.250%, 01/15/2034 | | | 837,792 | | | | 0.1 |
| 1,265,000 | | | (2) | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | 1,303,475 | | | | 0.1 |
| 1,275,000 | | | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | 1,314,812 | | | | 0.1 |
| 625,000 | | | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | 651,250 | | | | 0.0 |
| 400,000 | | | (1),(2) | | Clear Channel Outdoor Holdings, Inc., 7.500%, 06/01/2029 | | | 427,688 | | | | 0.0 |
| 350,000 | | | (1) | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/2028 | | | 375,035 | | | | 0.0 |
| 300,000 | | | (1),(2) | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | 300,334 | | | | 0.0 |
| 100,000 | | | (1),(2) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | 93,600 | | | | 0.0 |
| 325,000 | | | (1) | | CommScope, Inc., 4.750%, 09/01/2029 | | | 323,555 | | | | 0.0 |
| 695,000 | | | (1) | | CommScope, Inc., 7.125%, 07/01/2028 | | | 683,821 | | | | 0.0 |
| 825,000 | | | (1) | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | 868,395 | | | | 0.1 |
| 600,000 | | | (1),(2) | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | 568,764 | | | | 0.0 |
| 325,000 | | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | 338,400 | | | | 0.0 |
| 600,000 | | | (1) | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | 598,929 | | | | 0.0 |
| 400,000 | | | (1),(2) | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | 429,634 | | | | 0.0 |
| 250,000 | | | (1),(2) | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | 125,287 | | | | 0.0 |
| 175,000 | | | (1) | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | 49,437 | | | | 0.0 |
| 1,075,000 | | | (1) | | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.875%, 08/15/2027 | | | 1,102,090 | | | | 0.1 |
| 925,000 | | | | | DISH DBS Corp., 5.125%, 06/01/2029 | | | 843,248 | | | | 0.1 |
| 200,000 | | | (1) | | DISH DBS Corp., 5.250%, 12/01/2026 | | | 203,532 | | | | 0.0 |
| 375,000 | | | (1) | | DISH DBS Corp., 5.750%, 12/01/2028 | | | 379,453 | | | | 0.0 |
| 525,000 | | | (2) | | DISH DBS Corp., 7.375%, 07/01/2028 | | | 532,405 | | | | 0.0 |
| 700,000 | | | | | Embarq Corp., 7.995%, 06/01/2036 | | | 785,148 | | | | 0.1 |
| 775,000 | | | (1) | | Audacy Capital Corp., 6.500%, 05/01/2027 | | | 767,405 | | | | 0.0 |
| 150,000 | | | (1) | | Frontier Communications Holdings LLC, 5.000%, 05/01/2028 | | | 154,772 | | | | 0.0 |
| 225,000 | | | (1) | | Frontier Communications Holdings LLC, 6.000%, 01/15/2030 | | | 226,512 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Frontier Communications Holdings LLC, 6.750%, 05/01/2029 | | | 624,918 | | | | 0.0 |
| 575,000 | | | (1) | | GCI LLC, 4.750%, 10/15/2028 | | | 590,925 | | | | 0.0 |
| 650,000 | | | (1),(2) | | Gray Escrow II, Inc., 5.375%, 11/15/2031 | | | 669,854 | | | | 0.0 |
| 575,000 | | | (2) | | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | | | 644,144 | | | | 0.0 |
| 275,000 | | | (1),(2) | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | 286,303 | | | | 0.0 |
| 875,000 | | | (2) | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | 923,672 | | | | 0.1 |
| 600,000 | | | (1) | | ION Trading Technologies Sarl, 5.750%, 05/15/2028 | | | 618,885 | | | | 0.0 |
| 200,000 | | | (1) | | LCPR Senior Secured Financing DAC, 5.125%, 07/15/2029 | | | 201,300 | | | | 0.0 |
| 720,000 | | | (1) | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | 756,720 | | | | 0.0 |
| 270,000 | | | | | Lumen Technologies, Inc., 5.625%, 04/01/2025 | | | 285,904 | | | | 0.0 |
| 655,000 | | | (1),(2) | | McGraw-Hill Education, Inc., 8.000%, 08/01/2029 | | | 650,910 | | | | 0.0 |
| 650,000 | | | (1),(2) | | Midas OpCo Holdings LLC, 5.625%, 08/15/2029 | | | 666,468 | | | | 0.0 |
| 525,000 | | | (1) | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | 541,275 | | | | 0.0 |
| 175,000 | | | (1) | | Netflix, Inc., 4.875%, 06/15/2030 | | | 204,396 | | | | 0.0 |
| 750,000 | | | | | Netflix, Inc., 5.875%, 11/15/2028 | | | 903,135 | | | | 0.1 |
| 800,000 | | | (1),(4) | | Network i2i Ltd., 3.975%, 12/31/2199 | | | 803,352 | | | | 0.1 |
| 1,000,000 | | | (1) | | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | | 1,006,127 | | | | 0.1 |
| 875,000 | | | (1),(2) | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | 880,294 | | | | 0.1 |
| 125,000 | | | (1) | | Scripps Escrow II, Inc., 3.875%, 01/15/2029 | | | 125,038 | | | | 0.0 |
| 150,000 | | | (1) | | Scripps Escrow II, Inc., 5.375%, 01/15/2031 | | | 152,662 | | | | 0.0 |
| 675,000 | | | (1),(2) | | Scripps Escrow, Inc., 5.875%, 07/15/2027 | | | 709,805 | | | | 0.0 |
| 315,000 | | | (1) | | Sinclair Television Group, Inc., 4.125%, 12/01/2030 | | | 298,940 | | | | 0.0 |
| 460,000 | | | (1),(2) | | Sinclair Television Group, Inc., 5.500%, 03/01/2030 | | | 446,846 | | | | 0.0 |
| 600,000 | | | (1) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | 624,348 | | | | 0.0 |
| 625,000 | | | (1),(2) | | Spanish Broadcasting System, Inc., 9.750%, 03/01/2026 | | | 643,619 | | | | 0.0 |
| 1,450,000 | | | | | Sprint Corp., 7.125%, 06/15/2024 | | | 1,629,684 | | | | 0.1 |
| 450,000 | | | | | Sprint Corp., 7.625%, 03/01/2026 | | | 540,839 | | | | 0.0 |
| 135,000 | | | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | 136,737 | | | | 0.0 |
| 225,000 | | | (1),(2) | | TEGNA, Inc., 4.750%, 03/15/2026 | | | 234,237 | | | | 0.0 |
| 625,000 | | | (2) | | TEGNA, Inc., 5.000%, 09/15/2029 | | | 640,194 | | | | 0.0 |
| 175,000 | | | | | Telecom Italia Capital SA, 6.000%, 09/30/2034 | | | 185,357 | | | | 0.0 |
| 775,000 | | | | | Telecom Italia Capital SA, 6.375%, 11/15/2033 | | | 835,698 | | | | 0.1 |
| 300,000 | | | (1),(2) | | Tencent Holdings Ltd., 2.880%, 04/22/2031 | | | 305,672 | | | | 0.0 |
| 300,000 | | | (1) | | Tencent Holdings Ltd., 3.680%, 04/22/2041 | | | 312,008 | | | | 0.0 |
| 2,000,000 | | | | | Tencent Holdings Ltd., 3.975%, 04/11/2029 | | | 2,177,320 | | | | 0.1 |
| 225,000 | | | (1),(2) | | Univision Communications, Inc., 4.500%, 05/01/2029 | | | 227,651 | | | | 0.0 |
| 1,125,000 | | | (1),(2) | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | 1,213,329 | | | | 0.1 |
| 500,000 | | | (1) | | Urban One, Inc., 7.375%, 02/01/2028 | | | 515,728 | | | | 0.0 |
| 475,000 | | | (2),(4) | | ViacomCBS, Inc., 6.250%, 02/28/2057 | | | 535,624 | | | | 0.0 |
| 600,000 | | | (1) | | ViaSat, Inc., 5.625%, 09/15/2025 | | | 603,735 | | | | 0.0 |
| 140,000 | | | (1) | | ViaSat, Inc., 5.625%, 04/15/2027 | | | 144,449 | | | | 0.0 |
| 325,000 | | | (1) | | ViaSat, Inc., 6.500%, 07/15/2028 | | | 326,272 | | | | 0.0 |
| 525,000 | | | (1) | | Viavi Solutions, Inc., 3.750%, 10/01/2029 | | | 525,727 | | | | 0.0 |
| 1,100,000 | | | (1),(2) | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | 1,109,955 | | | | 0.1 |
| 500,000 | | | (1) | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | | 507,155 | | | | 0.0 |
| 200,000 | | | (1) | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | 204,299 | | | | 0.0 |
| | | | | | | | | 46,326,422 | | | | 1.8 |
| | | | | | | | | | | | | |
| | | | | | Consumer, Cyclical: 2.6% |
| 575,000 | | | (1) | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | 566,133 | | | | 0.0 |
| 660,000 | | | (1) | | Academy Ltd., 6.000%, 11/15/2027 | | | 705,009 | | | | 0.0 |
| 710,000 | | | (1) | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | 742,720 | | | | 0.0 |
| 900,000 | | | (1),(2) | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | 919,161 | | | | 0.1 |
| 175,000 | | | (1) | | Adient US LLC, 9.000%, 04/15/2025 | | | 186,134 | | | | 0.0 |
| 975,000 | | | (1) | | Affinity Gaming, 6.875%, 12/15/2027 | | | 1,015,384 | | | | 0.1 |
| 175,000 | | | (1),(2) | | Allison Transmission, Inc., 3.750%, 01/30/2031 | | | 170,936 | | | | 0.0 |
| 800,000 | | | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | 871,104 | | | | 0.1 |
| 772,019 | | | | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | | 758,500 | | | | 0.1 |
| 44,950 | | | | | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | | | 44,309 | | | | 0.0 |
| 500,000 | | | (1),(2) | | American Airlines Group, Inc., 3.750%, 03/01/2025 | | | 468,047 | | | | 0.0 |
| 925,000 | | | (1) | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 04/20/2029 | | | 990,448 | | | | 0.1 |
| 725,000 | | | (1) | | Arko Corp., 5.125%, 11/15/2029 | | | 701,575 | | | | 0.0 |
| 400,000 | | | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | 408,574 | | | | 0.0 |
| 170,000 | | | (1) | | Asbury Automotive Group, Inc., 4.625%, 11/15/2029 | | | 173,471 | | | | 0.0 |
| 290,000 | | | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | 295,152 | | | | 0.0 |
| 150,000 | | | (1),(3) | | BCPE Ulysses Intermediate, Inc., 7.750% (PIK Rate 8.500%, Cash Rate 7.750%), 04/01/2027 | | | 148,275 | | | | 0.0 |
| 650,000 | | | (1) | | Boyd Gaming Corp., 4.750%, 06/15/2031 | | | 664,134 | | | | 0.0 |
| 213,000 | | | (1) | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | 228,489 | | | | 0.0 |
| 420,000 | | | (1) | | Boyne USA, Inc., 4.750%, 05/15/2029 | | | 433,320 | | | | 0.0 |
| 650,000 | | | (1),(2) | | Caesars Entertainment, Inc., 4.625%, 10/15/2029 | | | 651,362 | | | | 0.0 |
| 580,000 | | | (1) | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | 609,522 | | | | 0.0 |
| 625,000 | | | (1) | | Carnival Corp., 7.625%, 03/01/2026 | | | 655,972 | | | | 0.0 |
| 650,000 | | | (1) | | CCM Merger, Inc., 6.375%, 05/01/2026 | | | 678,733 | | | | 0.0 |
| 525,000 | | | (1) | | Century Communities, Inc., 3.875%, 08/15/2029 | | | 529,691 | | | | 0.0 |
| 600,000 | | | (1) | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | 636,648 | | | | 0.0 |
| 2,475,000 | | | (1),(2) | | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | | | 2,505,878 | | | | 0.1 |
| 674,782 | | | (1) | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | 737,389 | | | | 0.0 |
| 90,000 | | | (2) | | Delta Air Lines, Inc., 7.375%, 01/15/2026 | | | 106,052 | | | | 0.0 |
| 2,500,000 | | | (1) | | Falabella SA, 3.375%, 01/15/2032 | | | 2,478,587 | | | | 0.1 |
| 600,000 | | | (2) | | Falabella SA, 3.750%, 10/30/2027 | | | 625,611 | | | | 0.0 |
| 525,000 | | | (1),(2) | | Foot Locker, Inc., 4.000%, 10/01/2029 | | | 526,654 | | | | 0.0 |
| 1,000,000 | | | | | Ford Motor Credit Co. LLC, 2.700%, 08/10/2026 | | | 1,010,000 | | | | 0.1 |
| 500,000 | | | | | Ford Motor Credit Co. LLC, 3.625%, 06/17/2031 | | | 527,175 | | | | 0.0 |
| 750,000 | | | (2) | | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | | | 810,465 | | | | 0.1 |
| 875,000 | | | | | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | | | 951,392 | | | | 0.1 |
| 875,000 | | | | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | | 995,719 | | | | 0.1 |
| 1,100,000 | | | (2) | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | | | 1,186,630 | | | | 0.1 |
| 700,000 | | | (1),(2) | | Foundation Building Materials, Inc., 6.000%, 03/01/2029 | | | 688,733 | | | | 0.0 |
| 650,000 | | | (1),(2) | | Gap, Inc./The, 3.875%, 10/01/2031 | | | 642,128 | | | | 0.0 |
| 300,000 | | | (1) | | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | | | 292,781 | | | | 0.0 |
| 495,000 | | | (1) | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | 519,441 | | | | 0.0 |
| 3,000,000 | | | (1) | | InRetail Consumer, 3.250%, 03/22/2028 | | | 2,974,335 | | | | 0.1 |
| 475,000 | | | (1) | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | 494,698 | | | | 0.0 |
| 725,000 | | | (1),(2) | | Interface, Inc., 5.500%, 12/01/2028 | | | 760,507 | | | | 0.1 |
| 250,000 | | | (1),(2) | | IRB Holding Corp., 6.750%, 02/15/2026 | | | 254,951 | | | | 0.0 |
| 75,000 | | | (1) | | IRB Holding Corp., 7.000%, 06/15/2025 | | | 79,424 | | | | 0.0 |
| 1,175,000 | | | | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | | 1,452,840 | | | | 0.1 |
| 615,000 | | | (1) | | LBM Acquisition LLC, 6.250%, 01/15/2029 | | | 608,948 | | | | 0.0 |
| 850,000 | | | (1) | | LCM Investments Holdings II LLC, 4.875%, 05/01/2029 | | | 874,884 | | | | 0.1 |
| 600,000 | | | (1) | | LGI Homes, Inc, 4.000%, 07/15/2029 | | | 598,635 | | | | 0.0 |
| 850,000 | | | (1),(2) | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/2029 | | | 866,384 | | | | 0.1 |
| 200,000 | | | | | M/I Homes, Inc., 3.950%, 02/15/2030 | | | 197,303 | | | | 0.0 |
| 550,000 | | | | | M/I Homes, Inc., 4.950%, 02/01/2028 | | | 574,128 | | | | 0.0 |
| 305,000 | | | (2) | | Macy's Retail Holdings LLC, 4.500%, 12/15/2034 | | | 301,650 | | | | 0.0 |
| 400,000 | | | | | Mattel, Inc., 5.450%, 11/01/2041 | | | 478,068 | | | | 0.0 |
| 600,000 | | | (1) | | Melco Resorts Finance Ltd., 5.375%, 12/04/2029 | | | 582,930 | | | | 0.0 |
| 525,000 | | | | | Meritage Homes Corp., 5.125%, 06/06/2027 | | | 578,986 | | | | 0.0 |
| 975,000 | | | (1) | | Meritor, Inc., 4.500%, 12/15/2028 | | | 978,915 | | | | 0.1 |
| 130,000 | | | | | MGM Resorts International, 5.500%, 04/15/2027 | | | 138,590 | | | | 0.0 |
| 300,000 | | | | | MGM Resorts International, 6.000%, 03/15/2023 | | | 313,879 | | | | 0.0 |
| 625,000 | | | (1) | | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.875%, 05/01/2029 | | | 629,075 | | | | 0.0 |
| 150,000 | | | (1) | | Murphy Oil USA, Inc., 3.750%, 02/15/2031 | | | 149,278 | | | | 0.0 |
| 450,000 | | | (2) | | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | | | 474,271 | | | | 0.0 |
| 165,000 | | | | | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | | | 171,778 | | | | 0.0 |
| 500,000 | | | (1),(2) | | Penn National Gaming, Inc., 4.125%, 07/01/2029 | | | 485,758 | | | | 0.0 |
| 450,000 | | | (1) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | 459,493 | | | | 0.0 |
| 1,000,000 | | | (1),(2) | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/2029 | | | 1,088,015 | | | | 0.1 |
| 568,000 | | | (1) | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | 594,137 | | | | 0.0 |
| 975,000 | | | (1) | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/2029 | | | 974,849 | | | | 0.1 |
| 310,000 | | | (1),(2) | | Royal Caribbean Cruises Ltd., 5.500%, 04/01/2028 | | | 314,117 | | | | 0.0 |
| 145,000 | | | (1) | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | 153,519 | | | | 0.0 |
| 500,000 | | | (1) | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | 533,330 | | | | 0.0 |
| 300,000 | | | (1) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | 316,133 | | | | 0.0 |
| 325,000 | | | (1) | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | 347,328 | | | | 0.0 |
| 550,000 | | | (1) | | Scotts Miracle-Gro Co/The, 4.375%, 02/01/2032 | | | 549,458 | | | | 0.0 |
| 625,000 | | | (1) | | Shea Homes L.P. / Shea Homes Funding Corp., 4.750%, 04/01/2029 | | | 637,831 | | | | 0.0 |
| 575,000 | | | (1) | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/2025 | | | 592,187 | | | | 0.0 |
| 800,000 | | | (1) | | Sonic Automotive, Inc., 4.625%, 11/15/2029 | | | 808,956 | | | | 0.1 |
| 850,000 | | | (1) | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | 891,722 | | | | 0.1 |
| 505,000 | | | (1) | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | 515,868 | | | | 0.0 |
| 625,000 | | | (1),(2) | | SRS Distribution, Inc., 6.125%, 07/01/2029 | | | 637,838 | | | | 0.0 |
| 375,000 | | | (1) | | SRS Distribution, Inc., 6.000%, 12/01/2029 | | | 377,462 | | | | 0.0 |
| 950,000 | | | (1),(2) | | Staples, Inc., 10.750%, 04/15/2027 | | | 896,363 | | | | 0.1 |
| 675,000 | | | (1),(2) | | Station Casinos LLC, 4.500%, 02/15/2028 | | | 680,144 | | | | 0.0 |
| 700,000 | | | (1) | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | 741,125 | | | | 0.0 |
| 600,000 | | | (1) | | Tempur Sealy International, Inc., 3.875%, 10/15/2031 | | | 602,067 | | | | 0.0 |
| 525,000 | | | | | Tri Pointe Homes, Inc., 5.700%, 06/15/2028 | | | 578,225 | | | | 0.0 |
| 475,000 | | | (2) | | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | | | 489,155 | | | | 0.0 |
| 225,000 | | | (1) | | United Airlines, Inc., 4.375%, 04/15/2026 | | | 234,911 | | | | 0.0 |
| 500,000 | | | (1),(2) | | United Airlines, Inc., 4.625%, 04/15/2029 | | | 516,665 | | | | 0.0 |
| 850,000 | | | (1) | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | 888,152 | | | | 0.1 |
| 774,301 | | | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | 812,507 | | | | 0.1 |
| 700,000 | | | (1),(2) | | Victoria's Secret & Co., 4.625%, 07/15/2029 | | | 716,821 | | | | 0.0 |
| 875,000 | | | (1),(2) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | 834,050 | | | | 0.1 |
| 255,000 | | | (1) | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | 288,949 | | | | 0.0 |
| 150,000 | | | (1) | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | 148,718 | | | | 0.0 |
| 750,000 | | | (1),(2) | | Wheel Pros, Inc., 6.500%, 05/15/2029 | | | 721,054 | | | | 0.0 |
| 600,000 | | | (1) | | White Cap Buyer LLC, 6.875%, 10/15/2028 | | | 626,352 | | | | 0.0 |
| 300,000 | | | (1),(2),(3) | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/2026 | | | 308,237 | | | | 0.0 |
| 550,000 | | | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | 569,113 | | | | 0.0 |
| 275,000 | | | (1) | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | 284,335 | | | | 0.0 |
| 625,000 | | | (1) | | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | | 608,616 | | | | 0.0 |
| 475,000 | | | (1) | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | 490,022 | | | | 0.0 |
| | | | | | | | | 65,705,477 | | | | 2.6 |
| | | | | | | | | | | | | |
| | | | | | Consumer, Non-cyclical: 2.0% |
| 750,000 | | | (1) | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | 789,405 | | | | 0.0 |
| 700,000 | | | (1),(2) | | ACCO Brands Corp., 4.250%, 03/15/2029 | | | 695,810 | | | | 0.0 |
| 875,000 | | | (1) | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | 913,800 | | | | 0.1 |
| 805,000 | | | (1),(2) | | ADT Security Corp./The, 4.125%, 08/01/2029 | | | 794,378 | | | | 0.1 |
| 525,000 | | | (1) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | 526,937 | | | | 0.0 |
| 275,000 | | | (1) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | 297,346 | | | | 0.0 |
| 675,000 | | | (1),(2) | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | 716,431 | | | | 0.0 |
| 300,000 | | | (1),(2) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.000%, 06/01/2029 | | | 292,204 | | | | 0.0 |
| 400,000 | | | (1) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | 420,190 | | | | 0.0 |
| 750,000 | | | (1) | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | 802,192 | | | | 0.1 |
| 825,000 | | | (1) | | Alta Equipment Group, Inc., 5.625%, 04/15/2026 | | | 849,424 | | | | 0.1 |
| 125,000 | | | (1) | | AMN Healthcare, Inc., 4.000%, 04/15/2029 | | | 126,898 | | | | 0.0 |
| 750,000 | | | (1) | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | 778,125 | | | | 0.0 |
| 400,000 | | | (1) | | APi Escrow Corp., 4.750%, 10/15/2029 | | | 408,612 | | | | 0.0 |
| 250,000 | | | (1) | | APi Group DE, Inc., 4.125%, 07/15/2029 | | | 251,619 | | | | 0.0 |
| 1,500,000 | | | (1) | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | 1,577,168 | | | | 0.1 |
| 225,000 | | | (1) | | Bausch Health Cos, Inc., 4.875%, 06/01/2028 | | | 229,907 | | | | 0.0 |
| 855,000 | | | (1) | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | 753,725 | | | | 0.0 |
| 450,000 | | | (1) | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | 448,387 | | | | 0.0 |
| 150,000 | | | (1),(2) | | Block, Inc., 2.750%, 06/01/2026 | | | 150,376 | | | | 0.0 |
| 380,000 | | | (1),(2) | | Block, Inc., 3.500%, 06/01/2031 | | | 390,157 | | | | 0.0 |
| 515,000 | | | (1) | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | 535,600 | | | | 0.0 |
| 350,000 | | | | | Centene Corp., 2.500%, 03/01/2031 | | | 341,313 | | | | 0.0 |
| 300,000 | | | | | Centene Corp., 2.625%, 08/01/2031 | | | 294,499 | | | | 0.0 |
| 975,000 | | | | | Centene Corp., 4.625%, 12/15/2029 | | | 1,053,185 | | | | 0.1 |
| 600,000 | | | (1) | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/2028 | | | 608,352 | | | | 0.0 |
| 225,000 | | | (1) | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/2028 | | | 231,502 | | | | 0.0 |
| 750,000 | | | (1) | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | 772,909 | | | | 0.0 |
| 250,000 | | | (1) | | CHS/Community Health Systems, Inc., 4.750%, 02/15/2031 | | | 252,592 | | | | 0.0 |
| 325,000 | | | (1),(2) | | CHS/Community Health Systems, Inc., 5.625%, 03/15/2027 | | | 344,354 | | | | 0.0 |
| 800,000 | | | (1) | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | 828,908 | | | | 0.1 |
| 825,000 | | | (1) | | CHS/Community Health Systems, Inc., 6.875%, 04/15/2029 | | | 841,731 | | | | 0.1 |
| 835,000 | | | (1) | | CoreLogic, Inc., 4.500%, 05/01/2028 | | | 833,092 | | | | 0.1 |
| 650,000 | | | (1) | | CPI Acquisition, Inc., 8.625%, 03/15/2026 | | | 688,210 | | | | 0.0 |
| 275,000 | | | (1) | | DaVita, Inc., 3.750%, 02/15/2031 | | | 268,438 | | | | 0.0 |
| 450,000 | | | (1) | | DaVita, Inc., 4.625%, 06/01/2030 | | | 461,502 | | | | 0.0 |
| 1,325,000 | | | (1) | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | 1,404,633 | | | | 0.1 |
| 1,050,000 | | | | | DP World Crescent Ltd., 3.875%, 07/18/2029 | | | 1,121,663 | | | | 0.1 |
| 145,000 | | | | | Encompass Health Corp., 4.625%, 04/01/2031 | | | 147,757 | | | | 0.0 |
| 329,000 | | | (1) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | 245,608 | | | | 0.0 |
| 140,000 | | | (1) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | 142,654 | | | | 0.0 |
| 575,000 | | | (1),(2) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | 597,856 | | | | 0.0 |
| 1,425,000 | | | | | HCA, Inc., 5.375%, 02/01/2025 | | | 1,567,928 | | | | 0.1 |
| 325,000 | | | | | HCA, Inc., 5.625%, 09/01/2028 | | | 380,305 | | | | 0.0 |
| 1,225,000 | | | (1) | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | 1,311,794 | | | | 0.1 |
| 400,000 | | | (1),(2) | | Jazz Securities DAC, 4.375%, 01/15/2029 | | | 414,868 | | | | 0.0 |
| 599,000 | | | (1) | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | 643,775 | | | | 0.0 |
| 300,000 | | | (2) | | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | | | 352,065 | | | | 0.0 |
| 847,000 | | | (2) | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | 1,037,852 | | | | 0.1 |
| 325,000 | | | (2) | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | 440,957 | | | | 0.0 |
| 880,000 | | | (1),(2) | | Lamb Weston Holdings, Inc., 4.125%, 01/31/2030 | | | 904,570 | | | | 0.1 |
| 545,000 | | | (1) | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | 549,671 | | | | 0.0 |
| 235,000 | | | (1),(2) | | LifePoint Health, Inc., 5.375%, 01/15/2029 | | | 234,163 | | | | 0.0 |
| 555,000 | | | (1) | | Mozart Debt Merger Sub, Inc., 3.875%, 04/01/2029 | | | 554,151 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Mozart Debt Merger Sub, Inc., 5.250%, 10/01/2029 | | | 609,432 | | | | 0.0 |
| 555,000 | | | (1),(2) | | MPH Acquisition Holdings LLC, 5.750%, 11/01/2028 | | | 528,646 | | | | 0.0 |
| 1,500,000 | | | (1),(2) | | Natura Cosmeticos SA, 4.125%, 05/03/2028 | | | 1,474,305 | | | | 0.1 |
| 700,000 | | | (1) | | NESCO Holdings II, Inc., 5.500%, 04/15/2029 | | | 723,993 | | | | 0.0 |
| 400,000 | | | | | New Albertsons L.P., 7.450%, 08/01/2029 | | | 464,968 | | | | 0.0 |
| 100,000 | | | (1) | | Nielsen Finance LLC / Nielsen Finance Co., 4.750%, 07/15/2031 | | | 98,902 | | | | 0.0 |
| 550,000 | | | (1) | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | 581,515 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/2031 | | | 627,885 | | | | 0.0 |
| 480,000 | | | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | 491,246 | | | | 0.0 |
| 130,000 | | | (1),(2) | | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/2029 | | | 134,815 | | | | 0.0 |
| 175,000 | | | (1) | | Pilgrim's Pride Corp., 3.500%, 03/01/2032 | | | 177,041 | | | | 0.0 |
| 300,000 | | | (1) | | Pilgrim's Pride Corp., 4.250%, 04/15/2031 | | | 315,464 | | | | 0.0 |
| 675,000 | | | (1) | | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | | | 713,468 | | | | 0.0 |
| 225,000 | | | (1),(2) | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | 229,570 | | | | 0.0 |
| 1,000,000 | | | (1),(2) | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | 1,061,430 | | | | 0.1 |
| 625,000 | | | (1) | | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | | 619,775 | | | | 0.0 |
| 895,000 | | | (1),(2) | | Select Medical Corp., 6.250%, 08/15/2026 | | | 949,165 | | | | 0.1 |
| 625,000 | | | (1) | | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/2029 | | | 616,669 | | | | 0.0 |
| 250,000 | | | (1),(2) | | Spectrum Brands, Inc., 3.875%, 03/15/2031 | | | 247,244 | | | | 0.0 |
| 325,000 | | | (1) | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | 349,037 | | | | 0.0 |
| 350,000 | | | (1) | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | | 356,045 | | | | 0.0 |
| 725,000 | | | (1),(2) | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | 767,235 | | | | 0.0 |
| 1,175,000 | | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | 1,257,203 | | | | 0.1 |
| 875,000 | | | | | Teva Pharmaceutical Finance Netherlands III BV, 5.125%, 05/09/2029 | | | 859,294 | | | | 0.1 |
| 820,000 | | | (1),(2) | | Triton Water Holdings, Inc., 6.250%, 04/01/2029 | | | 787,618 | | | | 0.0 |
| 675,000 | | | (1),(2) | | United Natural Foods, Inc., 6.750%, 10/15/2028 | | | 723,786 | | | | 0.0 |
| 200,000 | | | (2) | | United Rentals North America, Inc., 3.750%, 01/15/2032 | | | 201,688 | | | | 0.0 |
| 525,000 | | | | | United Rentals North America, Inc., 4.875%, 01/15/2028 | | | 552,615 | | | | 0.0 |
| 200,000 | | | (2) | | United Rentals North America, Inc., 5.250%, 01/15/2030 | | | 216,783 | | | | 0.0 |
| 525,000 | | | (1) | | Vizient, Inc., 6.250%, 05/15/2027 | | | 548,494 | | | | 0.0 |
| | | | | | | | | 49,906,879 | | | | 2.0 |
| | | | | | | | | | | | | |
| | | | | | Energy: 4.0% |
| 950,000 | | | (1) | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/2026 | | | 1,021,592 | | | | 0.1 |
| 350,000 | | | (1) | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.375%, 06/15/2029 | | | 369,845 | | | | 0.0 |
| 525,000 | | | (1) | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/2027 | | | 544,556 | | | | 0.0 |
| 550,000 | | | (1),(2) | | Antero Resources Corp., 5.375%, 03/01/2030 | | | 588,877 | | | | 0.0 |
| 126,000 | | | (1) | | Antero Resources Corp., 7.625%, 02/01/2029 | | | 140,060 | | | | 0.0 |
| 700,000 | | | | | Apache Corp., 4.375%, 10/15/2028 | | | 762,597 | | | | 0.0 |
| 350,000 | | | | | Apache Corp., 5.100%, 09/01/2040 | | | 396,053 | | | | 0.0 |
| 375,000 | | | (1),(2) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | 391,552 | | | | 0.0 |
| 250,000 | | | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | 262,750 | | | | 0.0 |
| 600,000 | | | (1) | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/2028 | | | 605,361 | | | | 0.0 |
| 422,000 | | | (1) | | Baytex Energy Corp., 5.625%, 06/01/2024 | | | 422,532 | | | | 0.0 |
| 675,000 | | | (1) | | Baytex Energy Corp., 8.750%, 04/01/2027 | | | 707,737 | | | | 0.0 |
| 650,000 | | | (1) | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | 671,450 | | | | 0.0 |
| 250,000 | | | (1) | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/2025 | | | 265,260 | | | | 0.0 |
| 685,000 | | | (2) | | Callon Petroleum Co., 6.125%, 10/01/2024 | | | 675,437 | | | | 0.0 |
| 975,000 | | | (1) | | Canacol Energy Ltd., 5.750%, 11/24/2028 | | | 971,680 | | | | 0.1 |
| 825,000 | | | | | Cenovus Energy, Inc., 5.250%, 06/15/2037 | | | 976,431 | | | | 0.1 |
| 280,000 | | | (1) | | CNX Midstream Partners L.P., 4.750%, 04/15/2030 | | | 279,425 | | | | 0.0 |
| 900,000 | | | (1) | | CNX Resources Corp., 7.250%, 03/14/2027 | | | 955,557 | | | | 0.1 |
| 175,000 | | | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | | | 179,112 | | | | 0.0 |
| 775,000 | | | (1) | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 02/01/2029 | | | 806,116 | | | | 0.0 |
| 340,000 | | | | | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | | | 384,681 | | | | 0.0 |
| 190,000 | | | (2) | | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | | | 207,795 | | | | 0.0 |
| 50,000 | | | | | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | | | 62,271 | | | | 0.0 |
| 650,000 | | | | | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | | | 735,150 | | | | 0.0 |
| 600,000 | | | (2) | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | 616,260 | | | | 0.0 |
| 300,000 | | | (1) | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/2028 | | | 312,426 | | | | 0.0 |
| 162,000 | | | | | Devon Energy Corp., 4.500%, 01/15/2030 | | | 173,988 | | | | 0.0 |
| 275,000 | | | (1) | | DT Midstream, Inc., 4.125%, 06/15/2029 | | | 281,989 | | | | 0.0 |
| 575,000 | | | (1) | | DT Midstream, Inc., 4.375%, 06/15/2031 | | | 598,885 | | | | 0.0 |
| 1,800,000 | | | | | Ecopetrol SA, 5.375%, 06/26/2026 | | | 1,899,180 | | | | 0.1 |
| 2,500,000 | | | | | Ecopetrol SA, 6.875%, 04/29/2030 | | | 2,794,912 | | | | 0.1 |
| 500,000 | | | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | 513,653 | | | | 0.0 |
| 1,200,000 | | | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | 1,297,500 | | | | 0.1 |
| 340,000 | | | (1) | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | 367,625 | | | | 0.0 |
| 625,000 | | | (1) | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/2028 | | | 650,106 | | | | 0.0 |
| 5,725,000 | | | (4) | | Energy Transfer L.P., 7.125%, 12/31/2199 | | | 5,825,187 | | | | 0.2 |
| 1,225,000 | | | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | 1,254,620 | | | | 0.1 |
| 700,000 | | | (1) | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | 723,590 | | | | 0.0 |
| 285,000 | | | (2) | | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | | | 311,767 | | | | 0.0 |
| 355,000 | | | (1) | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | 386,460 | | | | 0.0 |
| 75,000 | | | (1) | | EQT Corp., 3.125%, 05/15/2026 | | | 77,082 | | | | 0.0 |
| 75,000 | | | (1),(2) | | EQT Corp., 3.625%, 05/15/2031 | | | 77,929 | | | | 0.0 |
| 100,000 | | | | | EQT Corp., 5.000%, 01/15/2029 | | | 110,892 | | | | 0.0 |
| 1,100,000 | | | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | | | 1,192,098 | | | | 0.1 |
| 750,000 | | | | | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | | | 813,576 | | | | 0.0 |
| 2,700,000 | | | (1) | | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | | | 2,614,154 | | | | 0.1 |
| 2,300,000 | | | (1),(4) | | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | | | 2,352,113 | | | | 0.1 |
| 400,000 | | | (1) | | Hess Midstream Operations L.P., 4.250%, 02/15/2030 | | | 397,682 | | | | 0.0 |
| 375,000 | | | (1),(2) | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | 391,016 | | | | 0.0 |
| 250,000 | | | (1) | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 02/01/2029 | | | 258,031 | | | | 0.0 |
| 450,000 | | | (1) | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | | | 466,313 | | | | 0.0 |
| 725,000 | | | (1) | | Howard Midstream Energy Partners LLC, 6.750%, 01/15/2027 | | | 743,799 | | | | 0.0 |
| 800,000 | | | (1) | | Independence Energy Finance LLC, 7.250%, 05/01/2026 | | | 832,068 | | | | 0.0 |
| 2,625,000 | | | | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | | 2,904,090 | | | | 0.1 |
| 2,550,000 | | | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | 2,978,721 | | | | 0.1 |
| 300,000 | | | (1) | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | 350,438 | | | | 0.0 |
| 2,250,000 | | | (1) | | Lukoil Capital DAC, 3.600%, 10/26/2031 | | | 2,195,854 | | | | 0.1 |
| 1,150,000 | | | (1) | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | 1,076,446 | | | | 0.1 |
| 425,000 | | | (2) | | Murphy Oil Corp., 5.875%, 12/01/2027 | | | 439,478 | | | | 0.0 |
| 500,000 | | | (2) | | Murphy Oil Corp., 6.375%, 07/15/2028 | | | 532,180 | | | | 0.0 |
| 475,000 | | | (1) | | Nabors Industries Ltd., 7.500%, 01/15/2028 | | | 430,547 | | | | 0.0 |
| 255,000 | | | | | Nabors Industries, Inc., 5.100%, 09/15/2023 | | | 259,061 | | | | 0.0 |
| 275,000 | | | (1),(2) | | Nabors Industries, Inc., 7.375%, 05/15/2027 | | | 284,952 | | | | 0.0 |
| 625,000 | | | (1) | | Oasis Petroleum, Inc., 6.375%, 06/01/2026 | | | 657,169 | | | | 0.0 |
| 1,580,000 | | | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | 1,582,560 | | | | 0.1 |
| 1,005,000 | | | | | Occidental Petroleum Corp., 5.500%, 12/01/2025 | | | 1,115,927 | | | | 0.1 |
| 1,300,000 | | | (2) | | Occidental Petroleum Corp., 6.625%, 09/01/2030 | | | 1,610,934 | | | | 0.1 |
| 575,000 | | | | | Occidental Petroleum Corp., 8.500%, 07/15/2027 | | | 717,888 | | | | 0.0 |
| 1,000,000 | | | (1) | | Oleoducto Central SA, 4.000%, 07/14/2027 | | | 995,500 | | | | 0.1 |
| 2,100,000 | | | (1) | | Pertamina Persero PT, 2.300%, 02/09/2031 | | | 2,007,984 | | | | 0.1 |
| 1,375,000 | | | (1) | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | 1,406,479 | | | | 0.1 |
| 750,000 | | | (1) | | Pertamina Persero PT, 3.100%, 08/27/2030 | | | 767,808 | | | | 0.0 |
| 4,125,000 | | | | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | | | 4,375,635 | | | | 0.2 |
| 1,000,000 | | | (2) | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | 1,045,180 | | | | 0.1 |
| 7,450,000 | | | (2) | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | 7,254,065 | | | | 0.3 |
| 2,054,094 | | | (1) | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | | 2,078,692 | | | | 0.1 |
| 750,000 | | | | | Petronas Capital Ltd., 2.480%, 01/28/2032 | | | 753,396 | | | | 0.0 |
| 1,000,000 | | | (1) | | Petronas Capital Ltd., 2.480%, 01/28/2032 | | | 1,004,528 | | | | 0.1 |
| 2,000,000 | | | | | Petronas Capital Ltd., 3.500%, 04/21/2030 | | | 2,166,001 | | | | 0.1 |
| 2,000,000 | | | (1) | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | 2,040,887 | | | | 0.1 |
| 975,000 | | | (1) | | Qatar Energy, 3.125%, 07/12/2041 | | | 987,927 | | | | 0.1 |
| 600,000 | | | (1) | | Rockcliff Energy II LLC, 5.500%, 10/15/2029 | | | 618,999 | | | | 0.0 |
| 2,200,000 | | | (1) | | SA Global Sukuk Ltd., 2.694%, 06/17/2031 | | | 2,217,002 | | | | 0.1 |
| 1,150,000 | | | | | Saudi Arabian Oil Co., 2.250%, 11/24/2030 | | | 1,121,164 | | | | 0.1 |
| 750,000 | | | (1) | | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | | 732,766 | | | | 0.0 |
| 140,000 | | | (2) | | Southwestern Energy Co., 4.750%, 02/01/2032 | | | 147,706 | | | | 0.0 |
| 825,000 | | | | | Southwestern Energy Co., 5.375%, 02/01/2029 | | | 873,605 | | | | 0.1 |
| 175,000 | | | (2) | | Southwestern Energy Co., 5.375%, 03/15/2030 | | | 187,817 | | | | 0.0 |
| 642,000 | | | (1) | | Strathcona Resources Ltd., 6.875%, 08/01/2026 | | | 631,702 | | | | 0.0 |
| 625,000 | | | (1) | | SunCoke Energy, Inc., 4.875%, 06/30/2029 | | | 622,816 | | | | 0.0 |
| 135,000 | | | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/2029 | | | 137,325 | | | | 0.0 |
| 575,000 | | | (1),(2) | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 04/30/2030 | | | 590,197 | | | | 0.0 |
| 350,000 | | | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | 347,433 | | | | 0.0 |
| 390,000 | | | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | 422,571 | | | | 0.0 |
| 850,000 | | | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | 924,528 | | | | 0.1 |
| 950,000 | | | (1) | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | 951,164 | | | | 0.1 |
| 525,000 | | | (1) | | Transocean Poseidon Ltd., 6.875%, 02/01/2027 | | | 507,827 | | | | 0.0 |
| 825,000 | | | (1) | | Transocean, Inc., 7.500%, 01/15/2026 | | | 615,483 | | | | 0.0 |
| 350,000 | | | (1) | | Venture Global Calcasieu Pass LLC, 3.875%, 08/15/2029 | | | 363,708 | | | | 0.0 |
| 490,000 | | | (1) | | Venture Global Calcasieu Pass LLC, 4.125%, 08/15/2031 | | | 520,248 | | | | 0.0 |
| 625,000 | | | (1) | | Vine Energy Holdings LLC, 6.750%, 04/15/2029 | | | 679,222 | | | | 0.0 |
| 325,000 | | | (1) | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | 336,089 | | | | 0.0 |
| 665,000 | | | (1) | | Weatherford International Ltd., 8.625%, 04/30/2030 | | | 691,470 | | | | 0.0 |
| 975,000 | | | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | 1,166,510 | | | | 0.1 |
| | | | | | | | | 101,146,457 | | | | 4.0 |
| | | | | | | | | | | | | |
| | | | | | Financial: 1.6% |
| 1,950,000 | | | (1) | | Akbank TAS, 6.800%, 02/06/2026 | | | 1,891,090 | | | | 0.1 |
| 500,000 | | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | 564,428 | | | | 0.0 |
| 600,000 | | | (1) | | AmWINS Group, Inc., 4.875%, 06/30/2029 | | | 607,029 | | | | 0.0 |
| 625,000 | | | (1) | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/2029 | | | 642,037 | | | | 0.0 |
| 475,000 | | | (1) | | AssuredPartners, Inc., 5.625%, 01/15/2029 | | | 462,733 | | | | 0.0 |
| 1,550,000 | | | | | Banco de Bogota SA, 6.250%, 05/12/2026 | | | 1,676,085 | | | | 0.1 |
| 1,550,000 | | | (1) | | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | | 1,584,588 | | | | 0.1 |
| 1,500,000 | | | | | Bancolombia SA, 3.000%, 01/29/2025 | | | 1,507,587 | | | | 0.1 |
| 3,325,000 | | | (1),(4) | | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | | 3,454,775 | | | | 0.2 |
| 3,300,000 | | | | | Bank Hapoalim, 3.255%, 01/21/2032 | | | 3,267,000 | | | | 0.1 |
| 750,000 | | | (1) | | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | | | 744,416 | | | | 0.0 |
| 675,000 | | | (1) | | BroadStreet Partners, Inc., 5.875%, 04/15/2029 | | | 664,136 | | | | 0.0 |
| 2,250,000 | | | (1) | | Credit Bank of Moscow Via CBOM Finance PLC, 3.875%, 09/21/2026 | | | 2,131,312 | | | | 0.1 |
| 875,000 | | | (1) | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | 937,497 | | | | 0.1 |
| 1,000,000 | | | (1) | | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | | | 996,264 | | | | 0.1 |
| 255,000 | | | (1) | | Freedom Mortgage Corp., 6.625%, 01/15/2027 | | | 249,528 | | | | 0.0 |
| 375,000 | | | (1),(2) | | Freedom Mortgage Corp., 7.625%, 05/01/2026 | | | 383,362 | | | | 0.0 |
| 527,000 | | | (1) | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | 540,064 | | | | 0.0 |
| 200,000 | | | (1),(2) | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | 205,801 | | | | 0.0 |
| 310,000 | | | (1) | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | 327,241 | | | | 0.0 |
| 255,000 | | | (1) | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | 273,269 | | | | 0.0 |
| 1,500,000 | | | (1) | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | 1,522,223 | | | | 0.1 |
| 1,050,000 | | | (1),(4) | | Kookmin Bank, 4.350%, 12/31/2199 | | | 1,095,696 | | | | 0.1 |
| 625,000 | | | (1),(2) | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | | 641,691 | | | | 0.0 |
| 300,000 | | | (1) | | LPL Holdings, Inc., 4.000%, 03/15/2029 | | | 307,625 | | | | 0.0 |
| 150,000 | | | (1) | | LPL Holdings, Inc., 4.375%, 05/15/2031 | | | 153,654 | | | | 0.0 |
| 515,000 | | | (1) | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | 533,764 | | | | 0.0 |
| 150,000 | | | (1) | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 3.875%, 02/15/2029 | | | 157,715 | | | | 0.0 |
| 215,000 | | | (1) | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | 229,476 | | | | 0.0 |
| 575,000 | | | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | | | 615,241 | | | | 0.0 |
| 200,000 | | | (1) | | Midcap Financial Issuer Trust, 5.625%, 01/15/2030 | | | 200,824 | | | | 0.0 |
| 515,000 | | | (1) | | Midcap Financial Issuer Trust, 6.500%, 05/01/2028 | | | 537,768 | | | | 0.0 |
| 550,000 | | | (1),(4) | | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | | | 547,938 | | | | 0.0 |
| 290,000 | | | (2) | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | | 293,709 | | | | 0.0 |
| 675,000 | | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | | | 707,049 | | | | 0.0 |
| 625,000 | | | (1) | | Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/2030 | | | 618,088 | | | | 0.0 |
| 825,000 | | | (2) | | Navient Corp., 4.875%, 03/15/2028 | | | 824,179 | | | | 0.1 |
| 410,000 | | | | | Navient Corp., 5.000%, 03/15/2027 | | | 418,559 | | | | 0.0 |
| 165,000 | | | | | Navient Corp., 7.250%, 09/25/2023 | | | 178,055 | | | | 0.0 |
| 1,100,000 | | | (1),(4) | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | 1,123,485 | | | | 0.1 |
| 300,000 | | | (2) | | OneMain Finance Corp., 4.000%, 09/15/2030 | | | 295,515 | | | | 0.0 |
| 1,050,000 | | | (2) | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | 1,143,188 | | | | 0.1 |
| 700,000 | | | (1),(2) | | PRA Group, Inc., 5.000%, 10/01/2029 | | | 702,807 | | | | 0.0 |
| 800,000 | | | (1),(2) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/2029 | | | 821,220 | | | | 0.0 |
| 850,000 | | | (2) | | SBA Communications Corp., 3.875%, 02/15/2027 | | | 876,626 | | | | 0.1 |
| 500,000 | | | (1),(4) | | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | | | 494,213 | | | | 0.0 |
| 500,000 | | | (1) | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | 460,251 | | | | 0.0 |
| 750,000 | | | (1) | | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | | | 705,462 | | | | 0.0 |
| 600,000 | | | (1) | | United Wholesale Mortgage LLC, 5.750%, 06/15/2027 | | | 602,100 | | | | 0.0 |
| 325,000 | | | (1),(2) | | Uniti Group L.P. / Uniti Fiber Holdings, Inc. / CSL Capital LLC, 6.000%, 01/15/2030 | | | 313,219 | | | | 0.0 |
| 500,000 | | | (1),(2) | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/2029 | | | 499,040 | | | | 0.0 |
| 500,000 | | | (1),(2) | | XHR L.P., 4.875%, 06/01/2029 | | | 509,605 | | | | 0.0 |
| 200,000 | | | (1),(4) | | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | | | 194,234 | | | | 0.0 |
| | | | | | | | | 41,434,461 | | | | 1.6 |
| | | | | | | | | | | | | |
| | | | | | Industrial: 1.3% |
| 1,025,000 | | | (1),(3) | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | | | 1,056,816 | | | | 0.1 |
| 775,000 | | | (1) | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/2026 | | | 806,849 | | | | 0.1 |
| 200,000 | | | (1) | | Builders FirstSource, Inc., 4.250%, 02/01/2032 | | | 207,402 | | | | 0.0 |
| 475,000 | | | (1) | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | 510,297 | | | | 0.0 |
| 650,000 | | | (1) | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | 662,603 | | | | 0.0 |
| 1,025,000 | | | (1) | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | 1,053,305 | | | | 0.1 |
| 575,000 | | | (1),(4) | | Cemex SAB de CV, 5.125%, 12/31/2199 | | | 596,128 | | | | 0.0 |
| 1,275,000 | | | (1) | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | 1,370,976 | | | | 0.1 |
| 430,000 | | | (1) | | Clark Equipment Co., 5.875%, 06/01/2025 | | | 447,925 | | | | 0.0 |
| 300,000 | | | (1) | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | 309,300 | | | | 0.0 |
| 225,000 | | | (1) | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | 239,068 | | | | 0.0 |
| 500,000 | | | (1) | | Empresa de Transporte de Pasajeros Metro SA, 3.693%, 09/13/2061 | | | 485,625 | | | | 0.0 |
| 775,000 | | | (1) | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/2028 | | | 791,329 | | | | 0.1 |
| 600,000 | | | (1),(2) | | GFL Environmental, Inc., 4.000%, 08/01/2028 | | | 589,017 | | | | 0.0 |
| 175,000 | | | (1),(2) | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | 180,250 | | | | 0.0 |
| 165,000 | | | (1) | | GFL Environmental, Inc., 4.375%, 08/15/2029 | | | 163,703 | | | | 0.0 |
| 425,000 | | | (1) | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/2029 | | | 436,252 | | | | 0.0 |
| 625,000 | | | (1) | | GrafTech Finance, Inc., 4.625%, 12/15/2028 | | | 635,491 | | | | 0.0 |
| 775,000 | | | (1) | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | 803,287 | | | | 0.1 |
| 600,000 | | | (1) | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | 653,100 | | | | 0.0 |
| 600,000 | | | (1) | | II-VI, Inc., 5.000%, 12/15/2029 | | | 613,980 | | | | 0.0 |
| 775,000 | | | (1) | | Imola Merger Corp., 4.750%, 05/15/2029 | | | 796,595 | | | | 0.1 |
| 2,775,000 | | | (1) | | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | | | 2,824,058 | | | | 0.1 |
| 325,000 | | | (1),(3) | | Intelligent Packaging Holdco Issuer L.P., 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/2026 | | | 340,221 | | | | 0.0 |
| 725,000 | | | (1) | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | 746,750 | | | | 0.1 |
| 1,550,000 | | | (1) | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | 1,689,826 | | | | 0.1 |
| 725,000 | | | (1) | | Koppers, Inc., 6.000%, 02/15/2025 | | | 738,434 | | | | 0.0 |
| 367,000 | | | (1) | | Maxar Space Robotics LLC, 9.750%, 12/31/2023 | | | 395,815 | | | | 0.0 |
| 800,000 | | | (1) | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | 857,132 | | | | 0.1 |
| 1,005,000 | | | (1) | | PGT Innovations, Inc., 4.375%, 10/01/2029 | | | 1,011,749 | | | | 0.1 |
| 575,000 | | | (1),(2) | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/2029 | | | 587,219 | | | | 0.0 |
| 600,000 | | | (1) | | Rolls-Royce PLC, 5.750%, 10/15/2027 | | | 664,140 | | | | 0.0 |
| 585,000 | | | (1) | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | 583,763 | | | | 0.0 |
| 590,000 | | | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | 603,458 | | | | 0.0 |
| 725,000 | | | (1) | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | 699,625 | | | | 0.0 |
| 220,000 | | | (1) | | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | | | 224,902 | | | | 0.0 |
| 675,000 | | | (1),(2) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | 720,394 | | | | 0.0 |
| 1,475,000 | | | (1) | | Summit Digitel Infrastructure Pvt Ltd., 2.875%, 08/12/2031 | | | 1,422,929 | | | | 0.1 |
| 475,000 | | | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | 498,209 | | | | 0.0 |
| 490,000 | | | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | 509,144 | | | | 0.0 |
| 394,000 | | | (1),(2) | | TK Elevator Holdco GmbH, 7.625%, 07/15/2028 | | | 422,630 | | | | 0.0 |
| 425,000 | | | (2) | | TransDigm, Inc., 4.625%, 01/15/2029 | | | 424,358 | | | | 0.0 |
| 500,000 | | | (2) | | TransDigm, Inc., 5.500%, 11/15/2027 | | | 515,888 | | | | 0.0 |
| 575,000 | | | | | TransDigm, Inc., 6.375%, 06/15/2026 | | | 591,531 | | | | 0.0 |
| 535,000 | | | (1) | | Vertiv Group Corp., 4.125%, 11/15/2028 | | | 541,268 | | | | 0.0 |
| 575,000 | | | (1) | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | 593,118 | | | | 0.0 |
| | | | | | | | | 31,615,859 | | | | 1.3 |
| | | | | | | | | | | | | |
| | | | | | Technology: 0.3% |
| 825,000 | | | (1) | | Austin BidCo, Inc., 7.125%, 12/15/2028 | | | 852,984 | | | | 0.1 |
| 550,000 | | | (1) | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | 560,414 | | | | 0.0 |
| 150,000 | | | (1) | | Booz Allen Hamilton, Inc., 4.000%, 07/01/2029 | | | 155,148 | | | | 0.0 |
| 575,000 | | | (1) | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | 600,251 | | | | 0.0 |
| 625,000 | | | (1) | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/2028 | | | 654,012 | | | | 0.0 |
| 590,000 | | | (1),(2) | | NCR Corp., 5.125%, 04/15/2029 | | | 611,836 | | | | 0.0 |
| 175,000 | | | (1) | | Open Text Corp., 3.875%, 02/15/2028 | | | 178,638 | | | | 0.0 |
| 575,000 | | | (1) | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | 593,136 | | | | 0.0 |
| 250,000 | | | (1) | | OpenText Corp., 3.875%, 12/01/2029 | | | 253,540 | | | | 0.0 |
| 600,000 | | | (1) | | Playtika Holding Corp., 4.250%, 03/15/2029 | | | 588,909 | | | | 0.0 |
| 665,000 | | | (1),(2) | | Rackspace Technology Global, Inc., 5.375%, 12/01/2028 | | | 649,333 | | | | 0.0 |
| 525,000 | | | (1),(2) | | ROBLOX Corp., 3.875%, 05/01/2030 | | | 533,405 | | | | 0.0 |
| 790,000 | | | (1),(2) | | Rocket Software, Inc., 6.500%, 02/15/2029 | | | 771,834 | | | | 0.1 |
| 810,000 | | | (1) | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | 839,407 | | | | 0.1 |
| | | | | | | | | 7,842,847 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Utilities: 1.5% |
| 1,325,000 | | | (1) | | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | | 1,381,710 | | | | 0.1 |
| 1,625,000 | | | (1) | | Alfa Desarrollo SpA, 4.550%, 09/27/2051 | | | 1,606,508 | | | | 0.1 |
| 85,000 | | | (1) | | Clearway Energy Operating LLC, 3.750%, 01/15/2032 | | | 84,484 | | | | 0.0 |
| 600,000 | | | (1),(2) | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | 631,632 | | | | 0.0 |
| 1,850,000 | | | (1) | | Colbun SA, 3.150%, 03/06/2030 | | | 1,853,006 | | | | 0.1 |
| 5,670,000 | | | (4) | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | 5,925,150 | | | | 0.2 |
| 600,000 | | | (1) | | Drax Finco PLC, 6.625%, 11/01/2025 | | | 620,211 | | | | 0.0 |
| 3,935,000 | | | (4) | | Duke Energy Corp., 4.875%, 12/31/2199 | | | 4,092,400 | | | | 0.2 |
| 3,175,000 | | | | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | | 3,258,868 | | | | 0.1 |
| 500,000 | | | (1) | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | 550,325 | | | | 0.0 |
| 2,875,000 | | | (4) | | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | | | 3,260,324 | | | | 0.1 |
| 245,000 | | | (1),(2) | | NRG Energy, Inc., 3.375%, 02/15/2029 | | | 240,427 | | | | 0.0 |
| 166,000 | | | | | NRG Energy, Inc., 6.625%, 01/15/2027 | | | 172,773 | | | | 0.0 |
| 2,325,000 | | | (1) | | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | | 2,464,523 | | | | 0.1 |
| 2,950,000 | | | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | 3,384,181 | | | | 0.1 |
| 300,000 | | | (1) | | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | | | 294,893 | | | | 0.0 |
| 3,938,000 | | | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | 4,273,985 | | | | 0.2 |
| 3,625,000 | | | (4) | | Southern Co/The, 4.000%, 01/15/2051 | | | 3,715,625 | | | | 0.2 |
| 400,000 | | | (1) | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | 413,594 | | | | 0.0 |
| 450,000 | | | (1) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | 464,069 | | | | 0.0 |
| | | | | | | | | 38,688,688 | | | | 1.5 |
| | | | | | | | | | | | | |
| | | | Total Corporate Bonds/Notes | | | | | | | |
| | | | (Cost $407,777,370) | | | 419,576,899 | | | | 16.6 |
| | | | | | | | | | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 22.8% | | | | |
| 246,043 | | | (4) | | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.156%, 05/25/2036 | | | 239,621 | | | | 0.0 |
| 1,480,097 | | | (1),(4) | | Agate Bay Mortgage Trust 2015-2 B3, 3.659%, 03/25/2045 | | | 1,483,076 | | | | 0.1 |
| 599,703 | | | (1),(4) | | Agate Bay Mortgage Trust 2015-4 B3, 3.541%, 06/25/2045 | | | 603,972 | | | | 0.0 |
| 1,907,415 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-1 B3, 3.686%, 12/25/2045 | | | 1,912,104 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-1 B4, 3.686%, 12/25/2045 | | | 1,003,067 | | | | 0.0 |
| 1,137,085 | | | (1),(4) | | Agate Bay Mortgage Trust 2016-2 B4, 3.780%, 03/25/2046 | | | 1,146,177 | | | | 0.1 |
| 512,812 | | | | | Alternative Loan Trust 2004-J7 MI, 1.112%, (US0001M + 1.020%), 10/25/2034 | | | 508,967 | | | | 0.0 |
| 390,178 | | | | | Alternative Loan Trust 2005-10CB 1A2, 0.552%, (US0001M + 0.450%), 05/25/2035 | | | 329,940 | | | | 0.0 |
| 385,059 | | | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | 366,859 | | | | 0.0 |
| 43,332 | | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | 41,815 | | | | 0.0 |
| 219,166 | | | | | Alternative Loan Trust 2005-J2 1A12, 0.502%, (US0001M + 0.400%), 04/25/2035 | | | 182,993 | | | | 0.0 |
| 31,676 | | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | 21,166 | | | | 0.0 |
| 524,451 | | | | | Alternative Loan Trust 2006-18CB A10, 0.502%, (US0001M + 0.400%), 07/25/2036 | | | 265,225 | | | | 0.0 |
| 125,911 | | | | | Alternative Loan Trust 2006-19CB A12, 0.502%, (US0001M + 0.400%), 08/25/2036 | | | 63,363 | | | | 0.0 |
| 533,204 | | | | | Alternative Loan Trust 2006-19CB A28, 0.702%, (US0001M + 0.600%), 08/25/2036 | | | 274,933 | | | | 0.0 |
| 895,680 | | | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | 685,120 | | | | 0.0 |
| 315,595 | | | | | Alternative Loan Trust 2006-HY11 A1, 0.342%, (US0001M + 0.120%), 06/25/2036 | | | 312,528 | | | | 0.0 |
| 969,815 | | | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | 778,462 | | | | 0.0 |
| 132,306 | | | | | Alternative Loan Trust 2007-2CB 2A1, 0.702%, (US0001M + 0.600%), 03/25/2037 | | | 61,871 | | | | 0.0 |
| 218,742 | | | | | Alternative Loan Trust 2007-HY8C A1, 0.262%, (US0001M + 0.160%), 09/25/2047 | | | 213,611 | | | | 0.0 |
| 674,358 | | | | | Alternative Loan Trust 2007-OA4 A1, 0.442%, (US0001M + 0.170%), 05/25/2047 | | | 649,644 | | | | 0.0 |
| 785,089 | | | (1),(4) | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | 789,987 | | | | 0.0 |
| 333,612 | | | | | Banc of America Funding 2007-2 1A16 Trust, 0.702%, (US0001M + 0.600%), 03/25/2037 | | | 267,168 | | | | 0.0 |
| 1,745,805 | | | | | Banc of America Funding 2007-C 7A1 Trust, 0.524%, (US0001M + 0.210%), 05/20/2047 | | | 1,752,612 | | | | 0.1 |
| 228,839 | | | (4) | | Bear Stearns ALT-A Trust 2005-3 4A3, 2.412%, 04/25/2035 | | | 233,339 | | | | 0.0 |
| 451,943 | | | (4) | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.070%, 11/25/2036 | | | 331,376 | | | | 0.0 |
| 629,911 | | | (4) | | Bear Stearns ALT-A Trust 2006-6 32A1, 2.889%, 11/25/2036 | | | 409,889 | | | | 0.0 |
| 124,216 | | | (4) | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.697%, 01/26/2036 | | | 103,261 | | | | 0.0 |
| 1,300,000 | | | (1) | | Bellemeade Re 2019-1A M2 Ltd., 2.802%, (US0001M + 2.700%), 03/25/2029 | | | 1,302,211 | | | | 0.1 |
| 1,500,000 | | | (1) | | Bellemeade Re 2019-4 M1B Ltd., 2.102%, (US0001M + 2.000%), 10/25/2029 | | | 1,500,825 | | | | 0.1 |
| 122,640 | | | (1) | | Bellemeade Re 2020-4 M2A Ltd., 2.702%, (US0001M + 2.600%), 06/25/2030 | | | 122,650 | | | | 0.0 |
| 2,100,000 | | | (1) | | Bellemeade RE 2021-3 A M1C Ltd., 1.600%, (SOFR30A + 1.550%), 09/25/2031 | | | 2,086,297 | | | | 0.1 |
| 189,164 | | | (1),(4) | | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | | | 192,123 | | | | 0.0 |
| 956,356 | | | (1),(4) | | Chase Mortgage Finance Corp. 2019-1 B2, 3.900%, 03/25/2050 | | | 962,571 | | | | 0.0 |
| 1,244,047 | | | (1),(4) | | Chase Mortgage Finance Corp. 2019-1 B3, 3.900%, 03/25/2050 | | | 1,265,465 | | | | 0.1 |
| 367,353 | | | (4) | | Chase Mortgage Finance Trust Series 2006-A1 2A3, 2.845%, 09/25/2036 | | | 348,519 | | | | 0.0 |
| 47,467 | | | (4) | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.673%, 11/25/2034 | | | 47,884 | | | | 0.0 |
| 353,685 | | | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 1.987%, (US0012M + 1.750%), 02/20/2036 | | | 343,219 | | | | 0.0 |
| 304,191 | | | (1),(4) | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | 307,114 | | | | 0.0 |
| 295,548 | | | (1),(4) | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | 300,304 | | | | 0.0 |
| 255,703 | | | (1),(4) | | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | | | 258,869 | | | | 0.0 |
| 383,555 | | | (1),(4) | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | 388,529 | | | | 0.0 |
| 1,690,555 | | | (1),(4) | | CIM Trust 2019-J1 B3, 3.983%, 08/25/2049 | | | 1,710,953 | | | | 0.1 |
| 3,095,012 | | | (1),(4) | | CIM Trust 2019-J2 B2, 3.777%, 10/25/2049 | | | 3,143,794 | | | | 0.1 |
| 1,943,424 | | | (1),(4) | | CIM Trust 2019-J2 B3, 3.777%, 10/25/2049 | | | 1,964,916 | | | | 0.1 |
| 515,384 | | | (1),(4) | | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | | | 520,088 | | | | 0.0 |
| 1,266,501 | | | (1),(4) | | CIM Trust 2020-J2 B3, 2.769%, 01/25/2051 | | | 1,206,137 | | | | 0.1 |
| 1,891,587 | | | (1),(4) | | CIM Trust 2021-J3 B3, 2.621%, 06/25/2051 | | | 1,828,291 | | | | 0.1 |
| 483,926 | | | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | 486,078 | | | | 0.0 |
| 90,762 | | | (4) | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.773%, 03/25/2036 | | | 79,605 | | | | 0.0 |
| 43,633 | | | (4) | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 2.809%, 11/25/2036 | | | 40,435 | | | | 0.0 |
| 253,557 | | | (1),(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | 261,393 | | | | 0.0 |
| 128,127 | | | (4) | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 2.669%, 08/25/2035 | | | 132,529 | | | | 0.0 |
| 379,747 | | | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | 385,203 | | | | 0.0 |
| 1,354,666 | | | (1) | | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.203%, (US0001M + 2.100%), 10/25/2039 | | | 1,358,439 | | | | 0.1 |
| 3,015,926 | | | (1) | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.103%, (US0001M + 2.000%), 01/25/2040 | | | 3,025,986 | | | | 0.1 |
| 21,254 | | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.602%, (US0001M + 0.500%), 11/25/2035 | | | 11,477 | | | | 0.0 |
| 396,427 | | | (1),(4) | | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | | | 401,734 | | | | 0.0 |
| 2,854,878 | | | (1),(5) | | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/25/2023), 07/25/2049 | | | 2,873,038 | | | | 0.1 |
| 2,969,575 | | | (1),(4) | | CSMC 2021-AFC1 M1 Trust, 2.193%, 03/25/2056 | | | 2,908,715 | | | | 0.1 |
| 320,992 | | | | | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | | | 227,566 | | | | 0.0 |
| 531,238 | | | (1),(4) | | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | | | 534,394 | | | | 0.0 |
| 2,000,000 | | | (1),(4) | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | 1,992,421 | | | | 0.1 |
| 445,509 | | | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.402%, (US0001M + 0.300%), 04/25/2037 | | | 316,754 | | | | 0.0 |
| 100,232 | | | (1),(4) | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.098%, 06/27/2037 | | | 101,335 | | | | 0.0 |
| 1,700,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.753%, (US0001M + 3.650%), 02/25/2040 | | | 1,767,992 | | | | 0.1 |
| 498,048 | | | (6) | | Fannie Mae 2007-18 BS, 6.498%, (-1.000*US0001M + 6.600%), 06/25/2035 | | | 94,191 | | | | 0.0 |
| 1,722,566 | | | (6) | | Fannie Mae 2008-94 SI, 5.398%, (-1.000*US0001M + 5.500%), 04/25/2036 | | | 356,144 | | | | 0.0 |
| 200,219 | | | | | Fannie Mae 2010-15 FD, 0.842%, (US0001M + 0.740%), 03/25/2040 | | | 204,497 | | | | 0.0 |
| 519,650 | | | | | Fannie Mae 2011-47 GF, 0.672%, (US0001M + 0.570%), 06/25/2041 | | | 528,378 | | | | 0.0 |
| 60,458 | | | | | Fannie Mae 2012-10 UF, 0.652%, (US0001M + 0.550%), 02/25/2042 | | | 61,519 | | | | 0.0 |
| 204,911 | | | (6) | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | | | 40,814 | | | | 0.0 |
| 574,383 | | | (6) | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | 32,490 | | | | 0.0 |
| 3,657,636 | | | (6) | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | 213,140 | | | | 0.0 |
| 203,384 | | | (6) | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | 905 | | | | 0.0 |
| 23,842,256 | | | (6) | | Fannie Mae 2018-86 US, 6.098%, (-1.000*US0001M + 6.200%), 12/25/2048 | | | 3,979,349 | | | | 0.2 |
| 54,442 | | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.003%, (US0001M + 4.900%), 11/25/2024 | | | 56,735 | | | | 0.0 |
| 780,474 | | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.103%, (US0001M + 4.000%), 05/25/2025 | | | 795,010 | | | | 0.0 |
| 1,425,308 | | | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.653%, (US0001M + 5.550%), 04/25/2028 | | | 1,486,506 | | | | 0.1 |
| 1,650,559 | | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.403%, (US0001M + 4.300%), 02/25/2025 | | | 1,684,366 | | | | 0.1 |
| 1,675,390 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.653%, (US0001M + 3.550%), 07/25/2029 | | | 1,717,201 | | | | 0.1 |
| 7,049,277 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.103%, (US0001M + 3.000%), 10/25/2029 | | | 7,219,744 | | | | 0.3 |
| 1,167,632 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.953%, (US0001M + 2.850%), 11/25/2029 | | | 1,198,163 | | | | 0.1 |
| 3,809,103 | | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.602%, (US0001M + 2.500%), 05/25/2030 | | | 3,858,569 | | | | 0.2 |
| 3,606,605 | | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.903%, (US0001M + 2.800%), 02/25/2030 | | | 3,687,273 | | | | 0.2 |
| 5,191,238 | | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.103%, (US0001M + 2.000%), 03/25/2031 | | | 5,236,157 | | | | 0.2 |
| 2,950,591 | | | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.203%, (US0001M + 2.100%), 03/25/2031 | | | 2,976,737 | | | | 0.1 |
| 6,014,455 | | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.353%, (US0001M + 2.250%), 07/25/2030 | | | 6,088,393 | | | | 0.2 |
| 1,273,585 | | | (1) | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.403%, (US0001M + 2.300%), 08/25/2031 | | | 1,279,415 | | | | 0.1 |
| 603,068 | | | (1) | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.253%, (US0001M + 2.150%), 09/25/2031 | | | 605,656 | | | | 0.0 |
| 1,429,762 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.553%, (US0001M + 2.450%), 07/25/2031 | | | 1,437,004 | | | | 0.1 |
| 1,000,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.203%, (US0001M + 4.100%), 07/25/2039 | | | 1,018,389 | | | | 0.0 |
| 2,135,244 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.153%, (US0001M + 2.050%), 01/25/2040 | | | 2,145,318 | | | | 0.1 |
| 3,898,000 | | | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.753%, (US0001M + 3.650%), 02/25/2040 | | | 4,057,533 | | | | 0.2 |
| 40 | | | | | Fannie Mae Connecticut Avenue Securities, 5.803%, (US0001M + 5.700%), 04/25/2028 | | | 42 | | | | 0.0 |
| 563,891 | | | (6) | | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | | | 92,524 | | | | 0.0 |
| 101,493 | | | (6) | | Fannie Mae REMIC Trust 2000-26 SP, 8.398%, (-1.000*US0001M + 8.500%), 08/25/2030 | | | 13,440 | | | | 0.0 |
| 131,914 | | | (6) | | Fannie Mae REMIC Trust 2002-13 SR, 6.498%, (-1.000*US0001M + 6.600%), 03/25/2032 | | | 17,674 | | | | 0.0 |
| 81,792 | | | (6) | | Fannie Mae REMIC Trust 2004-64 SW, 6.948%, (-1.000*US0001M + 7.050%), 08/25/2034 | | | 15,065 | | | | 0.0 |
| 56,928 | | | (6) | | Fannie Mae REMIC Trust 2004-66 SE, 6.398%, (-1.000*US0001M + 6.500%), 09/25/2034 | | | 9,332 | | | | 0.0 |
| 307,216 | | | (6) | | Fannie Mae REMIC Trust 2009-25 SN, 6.448%, (-1.000*US0001M + 6.550%), 04/25/2039 | | | 64,859 | | | | 0.0 |
| 97 | | | (6) | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | – | | | | – |
| 11,228,054 | | | (6) | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | | | 22,056 | | | | 0.0 |
| 350,389 | | | (6) | | Fannie Mae REMIC Trust 2013-116 SC, 6.098%, (-1.000*US0001M + 6.200%), 04/25/2033 | | | 22,593 | | | | 0.0 |
| 1,412,608 | | | (6) | | Fannie Mae REMICS 2004-53 UC, 7.448%, (-1.000*US0001M + 7.550%), 07/25/2034 | | | 300,813 | | | | 0.0 |
| 1,144,832 | | | (6) | | Fannie Mae REMICS 2005-59 NS, 6.648%, (-1.000*US0001M + 6.750%), 05/25/2035 | | | 119,199 | | | | 0.0 |
| 134,122 | | | | | Fannie Mae REMICS 2006-46 SP, 23.826%, (-3.667*US0001M + 24.200%), 06/25/2036 | | | 261,267 | | | | 0.0 |
| 4,710,218 | | | (6) | | Fannie Mae REMICS 2007-22 SD, 6.298%, (-1.000*US0001M + 6.400%), 03/25/2037 | | | 972,539 | | | | 0.0 |
| 3,870,327 | | | (6) | | Fannie Mae REMICS 2007-30 IE, 6.638%, (-1.000*US0001M + 6.740%), 04/25/2037 | | | 917,889 | | | | 0.0 |
| 2,456,433 | | | (6) | | Fannie Mae REMICS 2007-55 S, 6.658%, (-1.000*US0001M + 6.760%), 06/25/2037 | | | 468,411 | | | | 0.0 |
| 1,668,045 | | | (6) | | Fannie Mae REMICS 2011-123 SD, 6.498%, (-1.000*US0001M + 6.600%), 08/25/2039 | | | 42,283 | | | | 0.0 |
| 13,824,334 | | | (6) | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | 849,782 | | | | 0.0 |
| 1,093,158 | | | (6) | | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | | | 61,317 | | | | 0.0 |
| 11,277,792 | | | (6) | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | 662,128 | | | | 0.0 |
| 2,536,765 | | | (6) | | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | | | 180,434 | | | | 0.0 |
| 4,466,159 | | | (6) | | Fannie Mae REMICS 2012-150 PS, 6.048%, (-1.000*US0001M + 6.150%), 01/25/2043 | | | 726,105 | | | | 0.0 |
| 11,172,563 | | | (6) | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | 546,690 | | | | 0.0 |
| 1,872,205 | | | (6) | | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | | | 329,393 | | | | 0.0 |
| 11,083,567 | | | (6) | | Fannie Mae REMICS 2013-19 JS, 6.098%, (-1.000*US0001M + 6.200%), 10/25/2041 | | | 989,481 | | | | 0.0 |
| 1,529,953 | | | (6) | | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | | | 196,556 | | | | 0.0 |
| 4,365,117 | | | (6) | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | 273,056 | | | | 0.0 |
| 4,997,504 | | | (6) | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | 487,621 | | | | 0.0 |
| 1,600,111 | | | (6) | | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | | | 111,473 | | | | 0.0 |
| 1,696,012 | | | (6) | | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | | | 150,509 | | | | 0.0 |
| 3,835,505 | | | (6) | | Fannie Mae REMICS 2013-97 JS, 6.048%, (-1.000*US0001M + 6.150%), 04/25/2038 | | | 574,713 | | | | 0.0 |
| 8,054,276 | | | (6) | | Fannie Mae REMICS 2016-19 SB, 5.998%, (-1.000*US0001M + 6.100%), 04/25/2046 | | | 1,426,700 | | | | 0.1 |
| 2,594,569 | | | (6) | | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | | | 460,206 | | | | 0.0 |
| 1,785,526 | | | (6) | | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | | | 305,530 | | | | 0.0 |
| 19,033,900 | | | (6) | | Fannie Mae REMICS 2017-16 SG, 5.948%, (-1.000*US0001M + 6.050%), 03/25/2047 | | | 3,528,942 | | | | 0.1 |
| 10,947,249 | | | (6) | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | 2,914,416 | | | | 0.1 |
| 18,736,600 | | | (6) | | Fannie Mae REMICS 2019-17 SA, 5.998%, (-1.000*US0001M + 6.100%), 04/25/2049 | | | 3,195,167 | | | | 0.1 |
| 16,987,507 | | | (6) | | Fannie Mae REMICS 2019-8 SB, 5.998%, (-1.000*US0001M + 6.100%), 03/25/2049 | | | 2,915,844 | | | | 0.1 |
| 22,159,981 | | | (6) | | Fannie Mae REMICS 2020-49 SB, 5.998%, (-1.000*US0001M + 6.100%), 07/25/2050 | | | 5,028,326 | | | | 0.2 |
| 44,773,553 | | | (6) | | Fannie Mae REMICS 2020-64 IO, 3.000%, 09/25/2050 | | | 7,255,433 | | | | 0.3 |
| 28,649,473 | | | (6) | | Fannie Mae REMICS 2020-65 CI, 4.000%, 09/25/2050 | | | 5,058,042 | | | | 0.2 |
| 21,268,163 | | | (6) | | Fannie Mae REMICS 2021-2 PI, 2.000%, 02/25/2051 | | | 2,011,583 | | | | 0.1 |
| 50,022,765 | | | (6) | | Fannie Mae REMICS 2021-65 KI, 3.500%, 10/25/2051 | | | 7,219,776 | | | | 0.3 |
| 408,959 | | | | | Fannie Mae Series 2006-11 FA, 0.402%, (US0001M + 0.300%), 03/25/2036 | | | 411,991 | | | | 0.0 |
| 67,866 | | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | | | 40,348 | | | | 0.0 |
| 298,134 | | | (1),(4) | | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | | | 300,619 | | | | 0.0 |
| 638,881 | | | (1),(4) | | Flagstar Mortgage Trust 2018-1 B3, 3.984%, 03/25/2048 | | | 640,970 | | | | 0.0 |
| 4,614,095 | | | (1),(4) | | Flagstar Mortgage Trust 2018-2 B2, 4.043%, 04/25/2048 | | | 4,584,832 | | | | 0.2 |
| 1,096,664 | | | (1),(4) | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | 1,114,986 | | | | 0.1 |
| 3,706,239 | | | (1),(4) | | Flagstar Mortgage Trust 2018-4 B3, 4.262%, 07/25/2048 | | | 3,753,631 | | | | 0.2 |
| 933,750 | | | (1),(4) | | Flagstar Mortgage Trust 2018-5 B3, 4.506%, 09/25/2048 | | | 926,931 | | | | 0.0 |
| 375,234 | | | (1),(4) | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | 380,092 | | | | 0.0 |
| 3,530,374 | | | (1),(4) | | Flagstar Mortgage Trust 2018-6RR B1, 4.942%, 10/25/2048 | | | 3,591,984 | | | | 0.1 |
| 1,437,608 | | | (1),(4) | | Flagstar Mortgage Trust 2019-2 B1, 4.065%, 12/25/2049 | | | 1,440,345 | | | | 0.1 |
| 2,012,652 | | | (1),(4) | | Flagstar Mortgage Trust 2019-2 B2, 4.065%, 12/25/2049 | | | 2,011,283 | | | | 0.1 |
| 3,387,567 | | | (1),(4) | | Flagstar Mortgage Trust 2020-1NV B2A, 4.254%, 03/25/2050 | | | 3,475,075 | | | | 0.1 |
| 2,903,629 | | | (1),(4) | | Flagstar Mortgage Trust 2020-1NV B3, 4.254%, 03/25/2050 | | | 2,959,695 | | | | 0.1 |
| 3,807,021 | | | (1),(4) | | Flagstar Mortgage Trust 2021-2 B3, 2.800%, 04/25/2051 | | | 3,704,427 | | | | 0.2 |
| 1,195,723 | | | (6) | | Freddie Mac 2009-70 PS, 6.648%, (-1.000*US0001M + 6.750%), 01/25/2037 | | | 254,703 | | | | 0.0 |
| 68,897 | | | (6) | | Freddie Mac 2524 SH, 7.390%, (-1.000*US0001M + 7.500%), 11/15/2032 | | | 1,672 | | | | 0.0 |
| 295,607 | | | (6) | | Freddie Mac 2525 SM, 7.890%, (-1.000*US0001M + 8.000%), 02/15/2032 | | | 65,722 | | | | 0.0 |
| 283,275 | | | (6) | | Freddie Mac 2981 CS, 6.610%, (-1.000*US0001M + 6.720%), 05/15/2035 | | | 48,042 | | | | 0.0 |
| 236,955 | | | (6) | | Freddie Mac 2989 HS, 7.040%, (-1.000*US0001M + 7.150%), 08/15/2034 | | | 84,345 | | | | 0.0 |
| 142,773 | | | (6) | | Freddie Mac 3018 SM, 7.090%, (-1.000*US0001M + 7.200%), 08/15/2035 | | | 32,859 | | | | 0.0 |
| 1,630,311 | | | (6) | | Freddie Mac 3222 SN, 6.490%, (-1.000*US0001M + 6.600%), 09/15/2036 | | | 298,467 | | | | 0.0 |
| 279,431 | | | (4),(6) | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | 59,943 | | | | 0.0 |
| 527,576 | | | (6) | | Freddie Mac 3523 SA, 5.890%, (-1.000*US0001M + 6.000%), 09/15/2036 | | | 96,220 | | | | 0.0 |
| 479,172 | | | (6) | | Freddie Mac 3582 MS, 6.040%, (-1.000*US0001M + 6.150%), 10/15/2039 | | | 86,749 | | | | 0.0 |
| 685,319 | | | (6) | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | 127,867 | | | | 0.0 |
| 2,706,556 | | | (6) | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | 280,279 | | | | 0.0 |
| 102,119 | | | (6) | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | 18,206 | | | | 0.0 |
| 5,732,175 | | | (6) | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | 1,227,245 | | | | 0.1 |
| 29,975 | | | (6) | | Freddie Mac REMIC Trust 2266 S, 8.440%, (-1.000*US0001M + 8.550%), 11/15/2030 | | | 4,296 | | | | 0.0 |
| 143,844 | | | (6) | | Freddie Mac REMIC Trust 2374 S, 7.990%, (-1.000*US0001M + 8.100%), 06/15/2031 | | | 29,876 | | | | 0.0 |
| 81,379 | | | (6) | | Freddie Mac REMIC Trust 2417 SY, 8.290%, (-1.000*US0001M + 8.400%), 12/15/2031 | | | 18,843 | | | | 0.0 |
| 141,165 | | | (6) | | Freddie Mac REMIC Trust 2577 SA, 7.340%, (-1.000*US0001M + 7.450%), 02/15/2033 | | | 30,196 | | | | 0.0 |
| 77,366 | | | (6) | | Freddie Mac REMIC Trust 2981 SU, 7.690%, (-1.000*US0001M + 7.800%), 05/15/2030 | | | 13,747 | | | | 0.0 |
| 141,866 | | | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | | | 154,608 | | | | 0.0 |
| 528,194 | | | (6) | | Freddie Mac REMIC Trust 3049 PI, 6.540%, (-1.000*US0001M + 6.650%), 10/15/2035 | | | 108,608 | | | | 0.0 |
| 47,417 | | | | | Freddie Mac REMIC Trust 3085 SK, 64.683%, (-12.000*US0001M + 66.000%), 12/15/2035 | | | 136,936 | | | | 0.0 |
| 63,762 | | | (7) | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | 57,866 | | | | 0.0 |
| 172,275 | | | (6) | | Freddie Mac REMIC Trust 3624 TS, 4.690%, (-1.000*US0001M + 4.800%), 01/15/2040 | | | 18,713 | | | | 0.0 |
| 188,613 | | | (6) | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | 22,178 | | | | 0.0 |
| 568,995 | | | (6) | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | 61,999 | | | | 0.0 |
| 1,424,883 | | | (6) | | Freddie Mac REMICS 2781 SB, 7.040%, (-1.000*US0001M + 7.150%), 04/15/2034 | | | 288,582 | | | | 0.0 |
| 344,150 | | | | | Freddie Mac REMICS 2921 PF, 0.460%, (US0001M + 0.350%), 01/15/2035 | | | 345,386 | | | | 0.0 |
| 3,457,925 | | | (6) | | Freddie Mac REMICS 3128 JI, 6.520%, (-1.000*US0001M + 6.630%), 03/15/2036 | | | 749,701 | | | | 0.0 |
| 1,561,797 | | | (6) | | Freddie Mac REMICS 3298 S, 6.000%, (-1.000*US0001M + 6.110%), 04/15/2037 | | | 288,320 | | | | 0.0 |
| 3,273,004 | | | (6) | | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | | | 152,406 | | | | 0.0 |
| 1,058,972 | | | (6) | | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | | | 135,113 | | | | 0.0 |
| 11,213,867 | | | (6) | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | 520,688 | | | | 0.0 |
| 1,575,996 | | | (6) | | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | | | 96,110 | | | | 0.0 |
| 985,574 | | | (6) | | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | | | 68,552 | | | | 0.0 |
| 14,788,575 | | | (6) | | Freddie Mac REMICS 4146 SA, 6.040%, (-1.000*US0001M + 6.150%), 12/15/2042 | | | 2,772,042 | | | | 0.1 |
| 929,021 | | | (6) | | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | | | 37,218 | | | | 0.0 |
| 2,074,220 | | | (6) | | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | | | 318,875 | | | | 0.0 |
| 1,408,288 | | | (6) | | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | | | 60,396 | | | | 0.0 |
| 5,454,157 | | | (6) | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | 338,691 | | | | 0.0 |
| 817,228 | | | (6) | | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | | | 27,604 | | | | 0.0 |
| 30,618,975 | | | (6) | | Freddie Mac REMICS 4273 PS, 5.990%, (-1.000*US0001M + 6.100%), 11/15/2043 | | | 5,576,260 | | | | 0.2 |
| 2,193,623 | | | (6) | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | 365,958 | | | | 0.0 |
| 1,046,048 | | | | | Freddie Mac REMICS 4385 LS, 9.102%, (-2.333*US0001M + 9.333%), 07/15/2037 | | | 1,191,061 | | | | 0.1 |
| 2,642,443 | | | (6) | | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | | | 282,380 | | | | 0.0 |
| 7,780,649 | | | (6) | | Freddie Mac REMICS 4618 SA, 5.890%, (-1.000*US0001M + 6.000%), 09/15/2046 | | | 1,572,540 | | | | 0.1 |
| 1,960,302 | | | | | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | | | 235,970 | | | | 0.0 |
| 2,442,120 | | | (6) | | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | | | 358,599 | | | | 0.0 |
| 28,250,861 | | | (6) | | Freddie Mac REMICS 4903 NS, 5.998%, (-1.000*US0001M + 6.100%), 08/25/2049 | | | 4,925,552 | | | | 0.2 |
| 13,843,767 | | | (6) | | Freddie Mac REMICS 4909 SJ, 5.948%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | 2,711,216 | | | | 0.1 |
| 5,305,031 | | | (6) | | Freddie Mac REMICS 4910 SD, 5.940%, (-1.000*US0001M + 6.050%), 06/15/2049 | | | 1,146,559 | | | | 0.1 |
| 18,115,159 | | | (6) | | Freddie Mac REMICS 4910 SH, 5.948%, (-1.000*US0001M + 6.050%), 09/25/2049 | | | 3,414,744 | | | | 0.1 |
| 22,755,126 | | | (6) | | Freddie Mac REMICS 4924 SY, 5.948%, (-1.000*US0001M + 6.050%), 10/25/2049 | | | 4,251,923 | | | | 0.2 |
| 17,757,627 | | | (6) | | Freddie Mac REMICS 4967 IQ, 4.000%, 02/25/2050 | | | 2,912,345 | | | | 0.1 |
| 46,119,964 | | | (6) | | Freddie Mac REMICS 4974 I, 4.000%, 04/25/2050 | | | 7,699,908 | | | | 0.3 |
| 39,216,744 | | | (6) | | Freddie Mac REMICS 5010 MI, 3.000%, 09/25/2050 | | | 5,634,897 | | | | 0.2 |
| 15,684,926 | | | (6) | | Freddie Mac REMICS 5074 GI, 2.000%, 02/25/2051 | | | 1,402,016 | | | | 0.1 |
| 26,425,334 | | | (6) | | Freddie Mac REMICS 5081 CI, 2.000%, 03/25/2051 | | | 2,423,092 | | | | 0.1 |
| 12,084,296 | | | (6) | | Freddie Mac REMICS 5142 LI, 2.500%, 09/25/2051 | | | 1,706,299 | | | | 0.1 |
| 473,829 | | | | | Freddie Mac REMICS Trust 3740 FB, 0.610%, (US0001M + 0.500%), 10/15/2040 | | | 480,003 | | | | 0.0 |
| 1,397,282 | | | (1) | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.953%, (US0001M + 1.850%), 02/25/2050 | | | 1,403,298 | | | | 0.1 |
| 217,998 | | | (1) | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.103%, (US0001M + 3.000%), 06/25/2050 | | | 218,388 | | | | 0.0 |
| 2,358,616 | | | (1) | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.003%, (US0001M + 1.900%), 01/25/2050 | | | 2,364,101 | | | | 0.1 |
| 3,000,000 | | | (1) | | Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 3.450%, (SOFR30A + 3.400%), 10/25/2041 | | | 3,024,288 | | | | 0.1 |
| 2,500,000 | | | (1) | | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 2.150%, (SOFR30A + 2.100%), 09/25/2041 | | | 2,502,103 | | | | 0.1 |
| 6,100,000 | | | (1) | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 3.800%, (SOFR30A + 3.750%), 12/25/2041 | | | 6,147,922 | | | | 0.3 |
| 4,000,000 | | | (1) | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.203%, (US0001M + 2.100%), 09/25/2048 | | | 4,047,455 | | | | 0.2 |
| 1,553,678 | | | (6) | | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | | | 96,775 | | | | 0.0 |
| 958,225 | | | (6) | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | 210,320 | | | | 0.0 |
| 461,292 | | | (6) | | Freddie Mac Strips Series 237 S23, 6.990%, (-1.000*US0001M + 7.100%), 05/15/2036 | | | 107,159 | | | | 0.0 |
| 547,008 | | | (6) | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | 83,046 | | | | 0.0 |
| 356,510 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.103%, (US0001M + 4.000%), 08/25/2024 | | | 363,241 | | | | 0.0 |
| 4,960,616 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.753%, (US0001M + 2.650%), 12/25/2029 | | | 5,091,587 | | | | 0.2 |
| 793,194 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.903%, (US0001M + 1.800%), 07/25/2030 | | | 798,208 | | | | 0.0 |
| 2,518,966 | | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.403%, (US0001M + 2.300%), 09/25/2030 | | | 2,550,159 | | | | 0.1 |
| 4,788,148 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.753%, (US0001M + 2.650%), 01/25/2049 | | | 4,850,539 | | | | 0.2 |
| 7,693,750 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.153%, (US0001M + 2.050%), 04/25/2049 | | | 7,732,471 | | | | 0.3 |
| 3,000,000 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 2.350%, (SOFR30A + 2.300%), 08/25/2033 | | | 3,057,834 | | | | 0.1 |
| 2,300,000 | | | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 3.700%, (SOFR30A + 3.650%), 11/25/2041 | | | 2,340,208 | | | | 0.1 |
| 1,605,838 | | | (1),(4) | | Galton Funding Mortgage Trust 2018-2 B2, 4.731%, 10/25/2058 | | | 1,629,541 | | | | 0.1 |
| 2,405,713 | | | (1),(4) | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | 2,446,291 | | | | 0.1 |
| 1,928,972 | | | (1),(4) | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | 1,954,218 | | | | 0.1 |
| 4,007,696 | | | (6) | | Ginnie Mae 2007-59 SC, 6.396%, (-1.000*US0001M + 6.500%), 07/20/2037 | | | 777,453 | | | | 0.0 |
| 139,428 | | | (6) | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | | | 33,804 | | | | 0.0 |
| 23,787,189 | | | (6) | | Ginnie Mae 2013-130 SB, 4.951%, (-1.000*US0001M + 5.050%), 09/16/2043 | | | 3,158,570 | | | | 0.1 |
| 45,975,781 | | | (6) | | Ginnie Mae 2021-194 IK, 3.000%, 11/20/2051 | | | 7,290,108 | | | | 0.3 |
| 363,428 | | | (6) | | Ginnie Mae Series 2008-40 SA, 6.293%, (-1.000*US0001M + 6.400%), 05/16/2038 | | | 60,496 | | | | 0.0 |
| 605,680 | | | (6) | | Ginnie Mae Series 2009-116 SJ, 6.373%, (-1.000*US0001M + 6.480%), 12/16/2039 | | | 112,068 | | | | 0.0 |
| 867,398 | | | (6) | | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | | | 51,645 | | | | 0.0 |
| 1,412,609 | | | (6) | | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | | | 113,385 | | | | 0.0 |
| 583,454 | | | (6) | | Ginnie Mae Series 2010-4 SL, 6.293%, (-1.000*US0001M + 6.400%), 01/16/2040 | | | 116,342 | | | | 0.0 |
| 69,693 | | | (6) | | Ginnie Mae Series 2010-98 QS, 6.496%, (-1.000*US0001M + 6.600%), 01/20/2040 | | | 3,069 | | | | 0.0 |
| 1,656,166 | | | (6) | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | | | 37,509 | | | | 0.0 |
| 2,201,160 | | | (6) | | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | | | 132,284 | | | | 0.0 |
| 4,793,905 | | | (6) | | Ginnie Mae Series 2011-25 AS, 5.956%, (-1.000*US0001M + 6.060%), 02/20/2041 | | | 836,271 | | | | 0.0 |
| 2,376,120 | | | (6) | | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | | | 126,661 | | | | 0.0 |
| 20,438 | | | (6) | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | 1,747 | | | | 0.0 |
| 2,423,672 | | | (6) | | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | | | 278,455 | | | | 0.0 |
| 1,995,785 | | | (6) | | Ginnie Mae Series 2013-103 DS, 6.046%, (-1.000*US0001M + 6.150%), 07/20/2043 | | | 339,508 | | | | 0.0 |
| 86,098 | | | (6) | | Ginnie Mae Series 2013-134 DS, 5.996%, (-1.000*US0001M + 6.100%), 09/20/2043 | | | 14,616 | | | | 0.0 |
| 224,064 | | | (6) | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | 30,368 | | | | 0.0 |
| 1,051,208 | | | (6) | | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | | | 81,142 | | | | 0.0 |
| 2,677,447 | | | (6) | | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | | | 251,724 | | | | 0.0 |
| 2,455,005 | | | (6) | | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | | | 252,443 | | | | 0.0 |
| 19,252,699 | | | (6) | | Ginnie Mae Series 2015-144 SA, 6.096%, (-1.000*US0001M + 6.200%), 10/20/2045 | | | 3,747,476 | | | | 0.2 |
| 3,550,932 | | | (6) | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | | | 24,549 | | | | 0.0 |
| 230,265 | | | (6) | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | 28,917 | | | | 0.0 |
| 7,862,920 | | | (6) | | Ginnie Mae Series 2016-66 ES, 5.946%, (-1.000*US0001M + 6.050%), 05/20/2046 | | | 1,345,644 | | | | 0.1 |
| 580,320 | | | (6) | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | 62,922 | | | | 0.0 |
| 7,163,315 | | | (6) | | Ginnie Mae Series 2018-153 SQ, 6.096%, (-1.000*US0001M + 6.200%), 11/20/2048 | | | 1,315,991 | | | | 0.1 |
| 18,524,512 | | | (6) | | Ginnie Mae Series 2018-93 SJ, 6.096%, (-1.000*US0001M + 6.200%), 07/20/2048 | | | 3,154,297 | | | | 0.1 |
| 291,132 | | | (6) | | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | | | 37,261 | | | | 0.0 |
| 124,860 | | | (6) | | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | | | 22,821 | | | | 0.0 |
| 583,564 | | | (6) | | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | | | 93,358 | | | | 0.0 |
| 14,400,088 | | | (6) | | Ginnie Mae Series 2019-89 SC, 5.996%, (-1.000*US0001M + 6.100%), 07/20/2049 | | | 2,666,820 | | | | 0.1 |
| 350,102 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/25/2050 | | | 351,644 | | | | 0.0 |
| 556,044 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/25/2050 | | | 558,159 | | | | 0.0 |
| 1,400,478 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/25/2050 | | | 1,404,963 | | | | 0.1 |
| 2,387,051 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 B2, 3.687%, 05/25/2050 | | | 2,424,718 | | | | 0.1 |
| 3,696,207 | | | (1),(4) | | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.687%, 05/25/2050 | | | 3,738,813 | | | | 0.2 |
| 1,748,258 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.263%, 08/25/2049 | | | 1,754,133 | | | | 0.1 |
| 164,676 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | 165,006 | | | | 0.0 |
| 3,825,236 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.401%, 11/25/2049 | | | 3,859,611 | | | | 0.2 |
| 3,877,056 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.401%, 11/25/2049 | | | 3,935,296 | | | | 0.2 |
| 468,060 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.004%, 03/25/2050 | | | 475,054 | | | | 0.0 |
| 477,048 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.004%, 03/25/2050 | | | 483,216 | | | | 0.0 |
| 1,803,797 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B4, 3.431%, 10/25/2050 | | | 1,777,455 | | | | 0.1 |
| 1,721,046 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 B3, 2.651%, 08/25/2051 | | | 1,674,958 | | | | 0.1 |
| 3,934,242 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4 B3, 2.623%, 09/25/2051 | | | 3,849,353 | | | | 0.2 |
| 5,095,323 | | | (1),(4) | | GS Mortgage-Backed Securities Corp. Trust 2021-PJ5 B3, 2.594%, 10/25/2051 | | | 4,966,655 | | | | 0.2 |
| 998,411 | | | (1),(4) | | GS Mortgage-Backed Securities Trust 2021-GR3 B3, 3.398%, 04/25/2052 | | | 998,484 | | | | 0.0 |
| 998,411 | | | (1),(4) | | GS Mortgage-Backed Securities Trust 2021-GR3 B4, 3.398%, 04/25/2052 | | | 948,412 | | | | 0.0 |
| 2,807,272 | | | (1),(4) | | GS Mortgage-Backed Securities Trust 2021-PJ9 A4, 2.500%, 02/26/2052 | | | 2,787,091 | | | | 0.1 |
| 373,538 | | | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.254%, (US0001M + 0.150%), 01/25/2047 | | | 354,849 | | | | 0.0 |
| 409,383 | | | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.294%, (US0001M + 0.190%), 09/19/2037 | | | 402,999 | | | | 0.0 |
| 4,769,000 | | | (1) | | Home RE 2019-1 M2 Ltd., 3.352%, (US0001M + 3.250%), 05/25/2029 | | | 4,800,813 | | | | 0.2 |
| 1,608 | | | | | HomeBanc Mortgage Trust 2004-1 2A, 0.962%, (US0001M + 0.860%), 08/25/2029 | | | 1,592 | | | | 0.0 |
| 2,600,000 | | | (1),(4) | | Imperial Fund Mortgage Trust 2021-NQM4 M1, 3.446%, 01/25/2057 | | | 2,596,116 | | | | 0.1 |
| 63,274 | | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.522%, (US0001M + 0.420%), 04/25/2046 | | | 60,717 | | | | 0.0 |
| 171,379 | | | (1),(4) | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | 172,284 | | | | 0.0 |
| 1,075,552 | | | (1),(4) | | J.P. Morgan Mortgage Trust 2019-2 B1, 4.526%, 08/25/2049 | | | 1,076,921 | | | | 0.0 |
| 2,605,963 | | | (1),(4) | | J.P. Morgan Mortgage Trust 2019-2 B2, 4.526%, 08/25/2049 | | | 2,652,163 | | | | 0.1 |
| 1,805,631 | | | (1),(4) | | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.685%, 06/25/2049 | | | 1,811,682 | | | | 0.1 |
| 2,495,783 | | | (1),(4) | | J.P. Morgan Mortgage Trust 2021-14 B4, 3.170%, 05/25/2052 | | | 2,346,978 | | | | 0.1 |
| 1,847,299 | | | (4) | | JP Morgan Mortgage Trust 2005-A4 B1, 2.445%, 07/25/2035 | | | 1,848,326 | | | | 0.1 |
| 75,055 | | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | 50,239 | | | | 0.0 |
| 164,248 | | | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | 119,274 | | | | 0.0 |
| 408,428 | | | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | 222,633 | | | | 0.0 |
| 784,352 | | | (1),(4) | | JP Morgan Mortgage Trust 2014-5 B3, 2.867%, 10/25/2029 | | | 781,385 | | | | 0.0 |
| 540,008 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-1 B3, 3.831%, 05/25/2046 | | | 544,431 | | | | 0.0 |
| 2,095,000 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-1 B4, 3.831%, 05/25/2046 | | | 2,113,265 | | | | 0.1 |
| 482,767 | | | (1),(4) | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | 487,260 | | | | 0.0 |
| 889,129 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-1 B4, 3.469%, 01/25/2047 | | | 894,190 | | | | 0.0 |
| 1,428,574 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-3 B1, 3.773%, 08/25/2047 | | | 1,466,512 | | | | 0.1 |
| 1,058,203 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-3 B2, 3.773%, 08/25/2047 | | | 1,081,681 | | | | 0.1 |
| 1,902,812 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-5 B1, 3.063%, 10/26/2048 | | | 1,957,611 | | | | 0.1 |
| 549,228 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.795%, 12/25/2048 | | | 559,858 | | | | 0.0 |
| 1,544,247 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B4, 3.795%, 12/25/2048 | | | 1,559,742 | | | | 0.1 |
| 1,053,968 | | | (1),(4) | | JP Morgan Mortgage Trust 2017-6 B5, 3.795%, 12/25/2048 | | | 1,042,195 | | | | 0.0 |
| 2,252,077 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.689%, 06/25/2048 | | | 2,270,694 | | | | 0.1 |
| 3,670,576 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.739%, 09/25/2048 | | | 3,756,808 | | | | 0.2 |
| 2,294,110 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-3 B3, 3.739%, 09/25/2048 | | | 2,327,473 | | | | 0.1 |
| 460,600 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-4 B1, 3.738%, 10/25/2048 | | | 468,619 | | | | 0.0 |
| 460,600 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-4 B2, 3.738%, 10/25/2048 | | | 467,474 | | | | 0.0 |
| 1,861,561 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | 1,879,662 | | | | 0.1 |
| 158,599 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | | | 159,868 | | | | 0.0 |
| 328,635 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | 330,989 | | | | 0.0 |
| 8,011,103 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 B1, 4.133%, 01/25/2049 | | | 8,161,966 | | | | 0.3 |
| 3,733,475 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-8 B2, 4.133%, 01/25/2049 | | | 3,785,146 | | | | 0.2 |
| 945,584 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-9 B2, 4.318%, 02/25/2049 | | | 953,793 | | | | 0.0 |
| 1,868,870 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-9 B3, 4.318%, 02/25/2049 | | | 1,882,866 | | | | 0.1 |
| 1,434,826 | | | (1),(4) | | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.560%, 04/25/2049 | | | 1,436,862 | | | | 0.1 |
| 386,753 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | 388,849 | | | | 0.0 |
| 223,083 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | 224,784 | | | | 0.0 |
| 922,278 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | 930,627 | | | | 0.0 |
| 2,858,962 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 B1, 4.538%, 11/25/2049 | | | 2,889,793 | | | | 0.1 |
| 4,770,499 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-5 B2, 4.538%, 11/25/2049 | | | 4,816,236 | | | | 0.2 |
| 225,324 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | 227,725 | | | | 0.0 |
| 2,864,847 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 B1, 4.266%, 12/25/2049 | | | 2,926,956 | | | | 0.1 |
| 6,207,168 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-6 B2, 4.266%, 12/25/2049 | | | 6,322,615 | | | | 0.3 |
| 1,710,100 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-7 B2A, 3.066%, 02/25/2050 | | | 1,726,228 | | | | 0.1 |
| 950,055 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-7 B3A, 3.316%, 02/25/2050 | | | 959,137 | | | | 0.0 |
| 719,474 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | 728,793 | | | | 0.0 |
| 3,067,327 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 B2A, 3.203%, 03/25/2050 | | | 3,097,178 | | | | 0.1 |
| 958,540 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-8 B3A, 3.453%, 03/25/2050 | | | 969,762 | | | | 0.0 |
| 3,816,960 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.032%, 10/25/2049 | | | 4,007,681 | | | | 0.2 |
| 439,526 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | | | 444,231 | | | | 0.0 |
| 4,053,445 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-INV3 B3, 4.419%, 05/25/2050 | | | 4,149,793 | | | | 0.2 |
| 100,493 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | 100,613 | | | | 0.0 |
| 451,000 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | 453,076 | | | | 0.0 |
| 1,885,678 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.752%, 12/25/2049 | | | 1,907,777 | | | | 0.1 |
| 1,911,483 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.752%, 12/25/2049 | | | 1,932,225 | | | | 0.1 |
| 2,690,213 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.497%, 03/25/2050 | | | 2,703,964 | | | | 0.1 |
| 6,261,911 | | | (1),(4) | | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.497%, 03/25/2050 | | | 6,287,430 | | | | 0.3 |
| 437,315 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | 439,167 | | | | 0.0 |
| 3,011,433 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-3 B2, 3.869%, 08/25/2050 | | | 3,101,332 | | | | 0.1 |
| 4,846,402 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-4 B1, 3.692%, 11/25/2050 | | | 4,934,339 | | | | 0.2 |
| 1,744,705 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-4 B2, 3.692%, 11/25/2050 | | | 1,770,754 | | | | 0.1 |
| 490,968 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | | | 493,817 | | | | 0.0 |
| 2,536,345 | | | (1),(4) | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | 2,542,341 | | | | 0.1 |
| 755,634 | | | (1),(4) | | JP Morgan Trust 2015-3 B3, 3.588%, 05/25/2045 | | | 760,572 | | | | 0.0 |
| 1,327,529 | | | (1),(4) | | JP Morgan Trust 2015-3 B4, 3.588%, 05/25/2045 | | | 1,343,966 | | | | 0.1 |
| 2,738,226,804 | | | (1),(6) | | L Street Securities 2017-PM1 XIO, 0.010%, 10/25/2048 | | | 2,877,603 | | | | 0.1 |
| 74,310 | | | | | Lehman XS Trust Series 2005-5N 1A2, 0.462%, (US0001M + 0.360%), 11/25/2035 | | | 72,374 | | | | 0.0 |
| 1,878,439 | | | (1),(4) | | Mello Mortgage Capital Acceptance 2021-MTG3 B3, 2.927%, 07/01/2051 | | | 1,845,064 | | | | 0.1 |
| 2,000,000 | | | (1),(4) | | MFA 2021-INV2 M1 Trust, 3.199%, 11/25/2056 | | | 1,974,541 | | | | 0.1 |
| 655,000 | | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.902%, (US0001M + 1.800%), 09/25/2035 | | | 658,038 | | | | 0.0 |
| 1,087,004 | | | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.402%, (US0001M + 0.150%), 08/25/2036 | | | 404,721 | | | | 0.0 |
| 6,000,000 | | | (1) | | Mortgage Insurance-Linked Notes 2021-3 M1B, 2.950%, (SOFR30A + 2.900%), 02/25/2034 | | | 5,961,005 | | | | 0.2 |
| 378,233 | | | (1),(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | 396,227 | | | | 0.0 |
| 1,300,000 | | | (1) | | Oaktown Re VII Ltd. 2021-2 M1C, 3.400%, (SOFR30A + 3.350%), 04/25/2034 | | | 1,281,595 | | | | 0.1 |
| 465,755 | | | (1),(4) | | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | | | 472,467 | | | | 0.0 |
| 609,094 | | | (1),(4) | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | 615,083 | | | | 0.0 |
| 403,170 | | | (1),(4) | | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | | | 405,997 | | | | 0.0 |
| 2,894,340 | | | (1),(4) | | OBX 2021-J3 A19 Trust, 2.500%, 10/25/2051 | | | 2,875,414 | | | | 0.1 |
| 2,273,616 | | | (1),(4) | | Oceanview Mortgage Trust 2021-1 B3, 2.734%, 05/25/2051 | | | 2,175,834 | | | | 0.1 |
| 21,064 | | | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | 20,047 | | | | 0.0 |
| 294,859 | | | (1),(4) | | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | | | 295,410 | | | | 0.0 |
| 6,856,000 | | | (1) | | Radnor RE 2021-1 M1C Ltd., 2.750%, (SOFR30A + 2.700%), 12/27/2033 | | | 6,775,512 | | | | 0.3 |
| 3,676,928 | | | (1),(4) | | RCKT Mortgage Trust 2019-1 B1A, 3.855%, 09/25/2049 | | | 3,755,837 | | | | 0.2 |
| 2,387,331 | | | (1),(4) | | RCKT Mortgage Trust 2019-1 B2A, 3.855%, 09/25/2049 | | | 2,440,903 | | | | 0.1 |
| 1,606,787 | | | (1),(4) | | RCKT Mortgage Trust 2020-1 B2A, 3.498%, 02/25/2050 | | | 1,630,709 | | | | 0.1 |
| 2,009,898 | | | (1),(4) | | RCKT Mortgage Trust 2021-1 A13, 2.500%, 03/25/2051 | | | 1,989,429 | | | | 0.1 |
| 2,920,668 | | | (1),(4) | | RCKT Mortgage Trust 2021-4 A21, 2.500%, 09/25/2051 | | | 2,887,434 | | | | 0.1 |
| 5,591,000 | | | (1),(4) | | RCKT Mortgage Trust 2021-6 B3, 2.797%, 12/25/2051 | | | 5,341,641 | | | | 0.2 |
| 1,080,402 | | | (1) | | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | | | 1,087,899 | | | | 0.1 |
| 758,021 | | | (1),(4) | | Sequoia Mortgage Trust 2015-1 B1, 3.909%, 01/25/2045 | | | 759,725 | | | | 0.0 |
| 1,517,035 | | | (1),(4) | | Sequoia Mortgage Trust 2017-1 B2, 3.609%, 02/25/2047 | | | 1,531,096 | | | | 0.1 |
| 1,152,354 | | | (1),(4) | | Sequoia Mortgage Trust 2018-6 B1, 4.185%, 07/25/2048 | | | 1,174,152 | | | | 0.1 |
| 553,590 | | | (1),(4) | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.437%, 03/25/2048 | | | 560,182 | | | | 0.0 |
| 1,692,103 | | | (1),(4) | | Sequoia Mortgage Trust 2019-2 B2, 4.259%, 06/25/2049 | | | 1,732,902 | | | | 0.1 |
| 1,600,034 | | | (1),(4) | | Sequoia Mortgage Trust 2019-2 B3, 4.259%, 06/25/2049 | | | 1,630,438 | | | | 0.1 |
| 2,070,084 | | | (1),(4) | | Sequoia Mortgage Trust 2019-5 B2, 3.745%, 12/25/2049 | | | 2,115,781 | | | | 0.1 |
| 2,071,036 | | | (1),(4) | | Sequoia Mortgage Trust 2019-5 B3, 3.745%, 12/25/2049 | | | 2,110,781 | | | | 0.1 |
| 951,565 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.029%, 03/25/2049 | | | 957,837 | | | | 0.0 |
| 430,175 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | 434,815 | | | | 0.0 |
| 409,144 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | | | 412,105 | | | | 0.0 |
| 1,918,284 | | | (1),(4) | | Sequoia Mortgage Trust 2019-CH3 B1B, 4.540%, 09/25/2049 | | | 1,942,841 | | | | 0.1 |
| 259,306 | | | (1),(4) | | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | | | 264,396 | | | | 0.0 |
| 1,460,542 | | | (1),(4) | | Sequoia Mortgage Trust 2020-2 B3, 3.666%, 03/25/2050 | | | 1,484,709 | | | | 0.1 |
| 571,695 | | | (1),(4) | | Sequoia Mortgage Trust 2021-3 B3, 2.655%, 05/25/2051 | | | 559,927 | | | | 0.0 |
| 1,240,790 | | | (1),(4) | | Sequoia Mortgage Trust 2021-5 B3, 3.058%, 07/25/2051 | | | 1,233,819 | | | | 0.1 |
| 2,286,873 | | | (1),(4) | | Shellpoint Co-Originator Trust 2017-2 B2, 3.678%, 10/25/2047 | | | 2,303,705 | | | | 0.1 |
| 3,031,668 | | | (1),(4) | | Shellpoint Co-Originator Trust 2017-2 B3, 3.678%, 10/25/2047 | | | 3,051,450 | | | | 0.1 |
| 44,441 | | | (4) | | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 2.447%, 03/25/2035 | | | 44,201 | | | | 0.0 |
| 2,536,817 | | | (1),(4) | | UWM Mortgage Trust 2021-INV4 B3, 3.235%, 12/25/2051 | | | 2,529,154 | | | | 0.1 |
| 67,563 | | | (4) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.453%, 10/25/2036 | | | 66,133 | | | | 0.0 |
| 162,425 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.595%, 06/25/2034 | | | 165,055 | | | | 0.0 |
| 1,007,709 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.562%, 07/25/2034 | | | 1,030,373 | | | | 0.0 |
| 79,696,592 | | | (4),(6) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 1.693%, 01/25/2045 | | | 1,077,052 | | | | 0.0 |
| 163,269 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 2.922%, 09/25/2035 | | | 164,129 | | | | 0.0 |
| 30,186,903 | | | (4),(6) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 1.914%, 01/25/2045 | | | 1,289,935 | | | | 0.1 |
| 13,915 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.956%, 10/25/2036 | | | 14,021 | | | | 0.0 |
| 86,998 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 2.559%, 11/25/2036 | | | 86,883 | | | | 0.0 |
| 334,342 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 2.559%, 11/25/2036 | | | 333,900 | | | | 0.0 |
| 45,374 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.847%, 08/25/2046 | | | 45,371 | | | | 0.0 |
| 81,621 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.991%, 12/25/2036 | | | 81,958 | | | | 0.0 |
| 410,092 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 2.832%, 03/25/2037 | | | 380,428 | | | | 0.0 |
| 8,995 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.737%, 04/25/2037 | | | 8,971 | | | | 0.0 |
| 53,948 | | | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.930%, 07/25/2037 | | | 54,422 | | | | 0.0 |
| 512,305 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.002%, (US0001M + 0.900%), 11/25/2035 | | | 465,645 | | | | 0.0 |
| 543,238 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | 559,795 | | | | 0.0 |
| 471,726 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | 452,044 | | | | 0.0 |
| 636,447 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | 636,915 | | | | 0.0 |
| 114,477 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | 115,058 | | | | 0.0 |
| 679,755 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.702%, (US0001M + 0.600%), 07/25/2036 | | | 385,622 | | | | 0.0 |
| 1,743,563 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.022%, (12MTA + 0.940%), 07/25/2046 | | | 1,195,872 | | | | 0.1 |
| 746,401 | | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.042%, (12MTA + 0.960%), 08/25/2046 | | | 490,119 | | | | 0.0 |
| 27,549 | | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.533%, (US0001M + 0.430%), 06/25/2037 | | | 22,162 | | | | 0.0 |
| 536,038 | | | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.244%, 09/25/2036 | | | 515,072 | | | | 0.0 |
| 119,063 | | | (4) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.741%, 12/28/2037 | | | 118,949 | | | | 0.0 |
| 1,379,721 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.668%, 07/25/2047 | | | 1,389,860 | | | | 0.1 |
| 1,546,630 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.544%, 09/25/2049 | | | 1,563,621 | | | | 0.1 |
| 1,971,045 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.387%, 12/25/2049 | | | 1,999,724 | | | | 0.1 |
| 2,899,729 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.190%, 07/25/2050 | | | 2,927,495 | | | | 0.1 |
| 1,998,776 | | | (1),(4) | | Wells Fargo Mortgage Backed Securities 2021-1 B3 Trust, 2.729%, 12/25/2050 | | | 1,884,783 | | | | 0.1 |
| 458,801 | | | (1),(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.774%, 08/20/2045 | | | 455,112 | | | | 0.0 |
| | | | | | | | | | |
| | | | Total Collateralized Mortgage Obligations | | | | | | | |
| | | | (Cost $575,404,510) | | | 575,058,077 | | | | 22.8 |
| | | | | | | | | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.9% | | | | |
| 1,290,000 | | | (1),(7) | | BAMLL Re-REMIC Trust 2015-FRR11 CK25, 0.000%, 09/27/2045 | | | 1,253,569 | | | | 0.1 |
| 6,700,000 | | | (1) | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | 5,133,785 | | | | 0.2 |
| 5,320,000 | | | (1),(4),(6) | | BANK 2017-BNK4 XE, 1.462%, 05/15/2050 | | | 354,656 | | | | 0.0 |
| 4,380,000 | | | (1) | | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | | | 3,958,577 | | | | 0.2 |
| 1,600,000 | | | (1),(4) | | BANK 2017-BNK6 E, 2.645%, 07/15/2060 | | | 941,513 | | | | 0.0 |
| 16,600,000 | | | (1),(4),(6) | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | 1,183,143 | | | | 0.1 |
| 50,704,644 | | | (4),(6) | | BANK 2019-BN17 XA, 1.028%, 04/15/2052 | | | 3,270,343 | | | | 0.1 |
| 10,013,990 | | | (4),(6) | | BANK 2019-BNK16 XA, 0.946%, 02/15/2052 | | | 553,550 | | | | 0.0 |
| 29,172,755 | | | (4),(6) | | Bank 2019-BNK19 XA, 0.956%, 08/15/2061 | | | 1,814,697 | | | | 0.1 |
| 58,301,711 | | | (4),(6) | | BANK 2019-BNK22 XA, 0.599%, 11/15/2062 | | | 2,421,515 | | | | 0.1 |
| 4,590,000 | | | (1) | | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | | | 4,086,578 | | | | 0.2 |
| 10,780,217 | | | (4),(6) | | BBCMS Trust 2021-C10 XA, 1.308%, 07/15/2054 | | | 1,027,185 | | | | 0.0 |
| 103,618,125 | | | (4),(6) | | Benchmark 2018-B7 XA Mortgage Trust, 0.436%, 05/15/2053 | | | 2,429,047 | | | | 0.1 |
| 52,965,037 | | | (4),(6) | | Benchmark 2019-B10 XA Mortgage Trust, 1.226%, 03/15/2062 | | | 3,662,543 | | | | 0.1 |
| 42,285,000 | | | (1),(4),(6) | | BENCHMARK 2019-B10 XB Mortgage Trust, 0.900%, 03/15/2062 | | | 2,593,297 | | | | 0.1 |
| 43,659,855 | | | (4),(6) | | Benchmark 2019-B12 XA Mortgage Trust, 1.062%, 08/15/2052 | | | 2,485,765 | | | | 0.1 |
| 3,090,000 | | | (1) | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | 2,871,823 | | | | 0.1 |
| 7,330,000 | | | (1),(4),(6) | | Benchmark 2019-B9 XD Mortgage Trust, 2.002%, 03/15/2052 | | | 919,934 | | | | 0.0 |
| 2,440,000 | | | (1) | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | 2,446,666 | | | | 0.1 |
| 1,741,000 | | | (1) | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | 1,734,480 | | | | 0.1 |
| 17,481,741 | | | (4),(6) | | Benchmark 2021-B24 XA Mortgage Trust, 1.155%, 03/15/2054 | | | 1,422,446 | | | | 0.1 |
| 9,946,003 | | | (4),(6) | | Benchmark 2021-B28 XA Mortgage Trust, 1.291%, 08/15/2054 | | | 951,101 | | | | 0.0 |
| 2,653,000 | | | (1),(7) | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | 2,043,493 | | | | 0.1 |
| 8,069,000 | | | (1),(4) | | BMD2 Re-Remic Trust 2019-FRR1 5B13, 2.210%, 05/25/2052 | | | 7,168,543 | | | | 0.3 |
| 3,002,000 | | | (1),(4) | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.522%, 05/25/2052 | | | 2,746,872 | | | | 0.1 |
| 4,500,000 | | | (1) | | BPR Trust 2021-WILL D, 5.110%, (US0001M + 5.000%), 06/15/2038 | | | 4,512,672 | | | | 0.2 |
| 3,710,000 | | | (1),(4) | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | 3,690,619 | | | | 0.2 |
| 91,834,782 | | | (4),(6) | | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.110%, 05/15/2052 | | | 5,696,181 | | | | 0.2 |
| 38,427,751 | | | (4),(6) | | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.232%, 11/15/2052 | | | 2,758,697 | | | | 0.1 |
| 7,305,045 | | | (4),(6) | | CD 2016-CD1 Mortgage Trust XA, 1.389%, 08/10/2049 | | | 374,040 | | | | 0.0 |
| 14,660,000 | | | (1),(4),(6) | | CD 2016-CD1 Mortgage Trust XB, 0.706%, 08/10/2049 | | | 437,863 | | | | 0.0 |
| 1,000,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.102%, 11/10/2046 | | | 948,124 | | | | 0.0 |
| 4,126,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.591%, 03/10/2047 | | | 4,121,645 | | | | 0.2 |
| 6,030,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | 4,083,694 | | | | 0.2 |
| 2,130,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.432%, 08/10/2049 | | | 1,737,347 | | | | 0.1 |
| 12,040,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.694%, 07/10/2049 | | | 8,597,168 | | | | 0.3 |
| 5,790,000 | | | (1),(4) | | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.694%, 07/10/2049 | | | 3,418,986 | | | | 0.1 |
| 3,080,000 | | | (1) | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | 2,674,835 | | | | 0.1 |
| 26,318,178 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.082%, 10/12/2050 | | | 1,142,359 | | | | 0.0 |
| 33,836,981 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 0.874%, 12/15/2072 | | | 1,947,054 | | | | 0.1 |
| 40,800,367 | | | (4),(6) | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.056%, 08/10/2056 | | | 2,540,268 | | | | 0.1 |
| 3,000,000 | | | (4) | | COMM 2012-CCRE2 C Mortgage Trust, 4.831%, 08/15/2045 | | | 2,995,563 | | | | 0.1 |
| 10,524,338 | | | (4),(6) | | COMM 2012-CR3 XA, 1.832%, 10/15/2045 | | | 87,788 | | | | 0.0 |
| 844,513 | | | (4),(6) | | COMM 2012-CR4 XA, 1.686%, 10/15/2045 | | | 7,070 | | | | 0.0 |
| 6,464,270 | | | (1),(4),(6) | | COMM 2012-LTRT XA, 0.839%, 10/05/2030 | | | 13,565 | | | | 0.0 |
| 1,670,000 | | | (1),(4) | | COMM 2013-CR10 E Mortgage Trust, 4.900%, 08/10/2046 | | | 1,627,040 | | | | 0.1 |
| 3,460,000 | | | (1),(4) | | COMM 2013-CR10 F Mortgage Trust, 4.900%, 08/10/2046 | | | 3,184,349 | | | | 0.1 |
| 5,070,000 | | | (1),(4) | | COMM 2013-GAM F, 3.417%, 02/10/2028 | | | 4,660,383 | | | | 0.2 |
| 2,611,000 | | | (1),(4) | | COMM 2013-LC6 D Mortgage Trust, 4.289%, 01/10/2046 | | | 2,591,801 | | | | 0.1 |
| 9,787,058 | | | (4),(6) | | COMM 2016-COR1 XA, 1.312%, 10/10/2049 | | | 489,630 | | | | 0.0 |
| 2,574,512 | | | (4),(6) | | COMM 2016-CR28 XA, 0.712%, 02/10/2049 | | | 57,345 | | | | 0.0 |
| 21,111,678 | | | (4),(6) | | COMM 2017-COR2 XA, 1.151%, 09/10/2050 | | | 1,148,118 | | | | 0.1 |
| 3,500,000 | | | (1),(4) | | COMM 2020-CBM F Mortgage Trust, 3.633%, 02/10/2037 | | | 3,305,637 | | | | 0.1 |
| 1,430,000 | | | (4) | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.187%, 06/15/2057 | | | 1,370,044 | | | | 0.1 |
| 2,792,000 | | | (1) | | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | | | 2,444,956 | | | | 0.1 |
| 710,000 | | | (1) | | CSWF 2021-SOP2 D, 2.427%, (US0001M + 2.317%), 06/15/2034 | | | 708,228 | | | | 0.0 |
| 1,790,000 | | | (1) | | CSWF 2021-SOP2 E, 3.477%, (US0001M + 3.367%), 06/15/2034 | | | 1,782,033 | | | | 0.1 |
| 4,800,000 | | | (1),(4) | | DBJPM 16-C3 F Mortgage Trust, 4.234%, 08/10/2049 | | | 3,196,552 | | | | 0.1 |
| 3,743,464 | | | (1),(8) | | DBUBS 2011-LC2A F Mortgage Trust, 3.749%, (US0001M + 3.650%), 07/10/2044 | | | 3,497,331 | | | | 0.1 |
| 20,143,693 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.582%, 04/25/2030 | | | 2,256,347 | | | | 0.1 |
| 2,448,645 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K-1521 X1, 0.981%, 08/25/2036 | | | 264,763 | | | | 0.0 |
| 766,017 | | | (4),(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 3.618%, 02/25/2041 | | | 13,434 | | | | 0.0 |
| 33,780,000 | | | (1),(7) | | FREMF 2016-K55 D Mortgage Trust, 0.000%, 04/25/2049 | | | 26,027,666 | | | | 1.0 |
| 8,502,000 | | | (1),(7) | | FREMF 2016-K60 D Mortgage Trust, 0.000%, 12/25/2049 | | | 6,331,503 | | | | 0.3 |
| 1,732,779 | | | (1) | | FREMF 2018-KBF2 C Mortgage Trust, 4.594%, (US0001M + 4.500%), 10/25/2025 | | | 1,742,852 | | | | 0.1 |
| 3,300,000 | | | (1) | | FREMF 2019-KBF3 C Mortgage Trust, 4.844%, (US0001M + 4.750%), 01/25/2029 | | | 3,329,968 | | | | 0.1 |
| 14,878,000 | | | (1),(7) | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | 9,264,898 | | | | 0.4 |
| 189,806,909 | | | (1),(6) | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | 810,134 | | | | 0.0 |
| 21,120,000 | | | (1),(6) | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | 111,100 | | | | 0.0 |
| 121,596 | | | (1),(6) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | 0 | | | | – |
| 2,000,000 | | | (1),(4) | | FRR Re-REMIC Trust 2018-C1 B725, 2.973%, 02/27/2050 | | | 1,984,772 | | | | 0.1 |
| 1,268,740 | | | (1),(4) | | FRR Re-REMIC Trust 2018-C1 C725, 0.000%, 02/27/2050 | | | 1,166,966 | | | | 0.1 |
| 32,669,100 | | | (1),(8) | | GAM 2021-WF1 A LLC, 5.250%, 12/30/2026 | | | 32,669,100 | | | | 1.3 |
| 2,648,000 | | | (1) | | GAM RE-REMIC TR 2021-FFR2 BK44, 2.071%, 10/27/2028 | | | 2,547,743 | | | | 0.1 |
| 2,975,000 | | | (1) | | GAM RE-REMIC TR 2021-FFR2 BK78, 2.435%, 10/27/2028 | | | 2,715,331 | | | | 0.1 |
| 2,263,000 | | | (1),(7) | | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 10/27/2028 | | | 2,033,633 | | | | 0.1 |
| 2,751,000 | | | (1),(7) | | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 10/27/2028 | | | 2,416,694 | | | | 0.1 |
| 2,238,000 | | | (1) | | GAM RE-REMIC TR 2021-FFR2 CK49, 1.079%, 10/27/2028 | | | 2,064,476 | | | | 0.1 |
| 1,900,000 | | | (1),(7) | | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 10/27/2028 | | | 1,376,656 | | | | 0.1 |
| 2,263,000 | | | (1),(7) | | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 10/27/2028 | | | 1,973,053 | | | | 0.1 |
| 2,237,000 | | | (1),(7) | | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 10/27/2028 | | | 1,912,373 | | | | 0.1 |
| 1,000,000 | | | (1) | | Great Wolf Trust 2019-WOLF E, 2.842%, (US0001M + 2.732%), 12/15/2036 | | | 972,412 | | | | 0.0 |
| 2,000,000 | | | (1) | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.210%, (US0001M + 2.100%), 07/15/2035 | | | 1,854,243 | | | | 0.1 |
| 15,518,000 | | | (1),(4) | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | 13,851,406 | | | | 0.6 |
| 1,330,000 | | | (1) | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | 812,226 | | | | 0.0 |
| 15,333,652 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GC38 XA, 0.956%, 02/10/2052 | | | 885,316 | | | | 0.0 |
| 40,839,519 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GC40 XA, 1.085%, 07/10/2052 | | | 2,590,328 | | | | 0.1 |
| 84,342,984 | | | (4),(6) | | GS Mortgage Securities Trust 2019-GSA1 XA, 0.827%, 11/10/2052 | | | 4,693,814 | | | | 0.2 |
| 4,460,000 | | | (1),(4) | | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | | | 4,336,165 | | | | 0.2 |
| 180,000 | | | (1),(4) | | IMT Trust 2017-APTS EFX, 3.497%, 06/15/2034 | | | 179,591 | | | | 0.0 |
| 1,405,000 | | | (4) | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.642%, 08/15/2047 | | | 1,431,460 | | | | 0.1 |
| 45,747,897 | | | (4),(6) | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.151%, 02/15/2048 | | | 1,318,615 | | | | 0.1 |
| 5,910,000 | | | (1),(4) | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | 5,935,088 | | | | 0.2 |
| 5,440,000 | | | (1) | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.270%, (US0001M + 2.160%), 07/15/2036 | | | 5,347,863 | | | | 0.2 |
| 6,150,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | 6,045,061 | | | | 0.2 |
| 5,000,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | 4,807,612 | | | | 0.2 |
| 308,988 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.733%, 08/15/2046 | | | 307,591 | | | | 0.0 |
| 1,866,354 | | | (4),(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 0.863%, 06/15/2045 | | | 2,230 | | | | 0.0 |
| 2,000,000 | | | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.100%, 12/15/2047 | | | 1,998,065 | | | | 0.1 |
| 5,500,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | 4,940,556 | | | | 0.2 |
| 3,630,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | 3,568,221 | | | | 0.1 |
| 7,470,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | 6,021,131 | | | | 0.2 |
| 3,810,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | 3,594,991 | | | | 0.1 |
| 3,640,000 | | | (1),(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.862%, 12/05/2038 | | | 3,317,019 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.192%, 11/15/2045 | | | 1,034,594 | | | | 0.0 |
| 2,549,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.886%, 01/15/2047 | | | 2,497,810 | | | | 0.1 |
| 9,560,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | | | 8,303,684 | | | | 0.3 |
| 2,200,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | 1,799,409 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 D, 4.655%, 04/15/2047 | | | 1,004,415 | | | | 0.0 |
| 48,897,948 | | | (4),(6) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.964%, 10/15/2048 | | | 1,152,226 | | | | 0.1 |
| 11,362,174 | | | (1),(4),(6) | | LSTAR Commercial Mortgage Trust 2017-5 X, 0.857%, 03/10/2050 | | | 267,287 | | | | 0.0 |
| 4,472,490 | | | (1) | | MBRT 2019-MBR H1, 4.360%, (US0001M + 4.000%), 11/15/2036 | | | 4,416,570 | | | | 0.2 |
| 2,817,000 | | | (1),(4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.598%, 11/15/2045 | | | 2,715,804 | | | | 0.1 |
| 6,737,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | 5,142,291 | | | | 0.2 |
| 10,885,914 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 0.944%, 11/15/2046 | | | 143,570 | | | | 0.0 |
| 12,800,582 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.965%, 12/15/2047 | | | 293,191 | | | | 0.0 |
| 5,649,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | 5,270,201 | | | | 0.2 |
| 3,180,000 | | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | | | 3,033,216 | | | | 0.1 |
| 560,000 | | | (1) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | 538,437 | | | | 0.0 |
| 15,268,850 | | | (4),(6) | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.779%, 11/15/2052 | | | 542,959 | | | | 0.0 |
| 5,970,000 | | | (1),(8) | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | 298,500 | | | | 0.0 |
| 4,268,000 | | | (1),(8) | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | 85,305 | | | | 0.0 |
| 2,021,315 | | | (1),(8) | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | 20,200 | | | | 0.0 |
| 4,841,000 | | | (1),(4) | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | 4,236,362 | | | | 0.2 |
| 25,660,000 | | | (1),(4),(6) | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.794%, 10/15/2051 | | | 2,816,329 | | | | 0.1 |
| 22,497,627 | | | (4),(6) | | Morgan Stanley Capital I Trust 2021-L6 XA, 1.238%, 06/15/2054 | | | 1,891,562 | | | | 0.1 |
| 910,000 | | | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | 825,479 | | | | 0.0 |
| 38,071,380 | | | (4),(6) | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.779%, 12/15/2050 | | | 1,447,242 | | | | 0.1 |
| 13,000,000 | | | (1) | | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | | | 12,370,827 | | | | 0.5 |
| 790,000 | | | (1) | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | 791,751 | | | | 0.0 |
| 10,151,000 | | | (1) | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | 10,142,646 | | | | 0.4 |
| 5,310,000 | | | (1),(4) | | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.246%, 02/27/2051 | | | 5,603,160 | | | | 0.2 |
| 1,000,000 | | | (1),(4) | | UBS Commercial Mortgage Trust 2017-C5, 4.310%, 11/15/2050 | | | 951,980 | | | | 0.0 |
| 26,049,220 | | | (4),(6) | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.551%, 04/15/2052 | | | 2,230,152 | | | | 0.1 |
| 1,900,000 | | | (1),(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.461%, 12/10/2045 | | | 1,718,378 | | | | 0.1 |
| 3,240,000 | | | (1),(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.461%, 12/10/2045 | | | 2,270,698 | | | | 0.1 |
| 3,596,000 | | | (1),(4) | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.498%, 09/15/2058 | | | 3,634,451 | | | | 0.1 |
| 5,940,000 | | | (1) | | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | | | 5,763,429 | | | | 0.2 |
| 78,780,000 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.582%, 11/15/2049 | | | 1,988,612 | | | | 0.1 |
| 20,213,338 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 0.931%, 10/15/2050 | | | 812,896 | | | | 0.0 |
| 38,448,855 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.593%, 08/15/2052 | | | 3,609,252 | | | | 0.1 |
| 2,500,000 | | | (1) | | Wells Fargo Commercial Mortgage Trust 2021-C59 C, 2.500%, 04/15/2054 | | | 2,084,399 | | | | 0.1 |
| 19,354,317 | | | (4),(6) | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.551%, 04/15/2054 | | | 2,156,640 | | | | 0.1 |
| 269,266 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.763%, 08/15/2045 | | | 915 | | | | 0.0 |
| 9,230,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.239%, 03/15/2045 | | | 8,532,026 | | | | 0.3 |
| 960,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.239%, 03/15/2045 | | | 803,081 | | | | 0.0 |
| 10,350,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | 9,395,281 | | | | 0.4 |
| 5,950,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | | | 5,234,912 | | | | 0.2 |
| 2,758,835 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.093%, 03/15/2048 | | | 25,195 | | | | 0.0 |
| 9,000,000 | | | (1),(4) | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.032%, 12/15/2046 | | | 9,004,355 | | | | 0.4 |
| 760,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | 705,144 | | | | 0.0 |
| 3,000,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | 2,396,492 | | | | 0.1 |
| 7,735,000 | | | (1),(4) | | West Town Mall Trust 2017-KNOX E, 4.346%, 07/05/2030 | | | 7,551,490 | | | | 0.3 |
| 1,500,000 | | | (1),(4) | | WFLD 2014-MONT D Mortgage Trust, 3.755%, 08/10/2031 | | | 1,177,564 | | | | 0.1 |
| 2,636,408 | | | (1),(4),(6) | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 1.851%, 11/15/2045 | | | 21,969 | | | | 0.0 |
| 25,067,792 | | | (4),(6) | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.945%, 03/15/2046 | | | 362,829 | | | | 0.0 |
| 2,000,000 | | | (4) | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | 1,992,713 | | | | 0.1 |
| 1,900,000 | | | (1) | | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | | | 1,711,337 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | Total Commercial Mortgage-Backed Securities | | | | | | | |
| | | | (Cost $492,210,391) | | | 477,969,789 | | | | 18.9 |
| | | | | | | | | | | |
| U.S. TREASURY OBLIGATIONS: 3.1% | | | | |
| | | | | | U.S. Treasury Bonds: 0.1% |
| 1,000 | | | | | 1.250%,05/15/2050 | | | 850 | | | | 0.0 |
| 7,900 | | | | | 1.625%,11/15/2050 | | | 7,363 | | | | 0.0 |
| 1,096,000 | | | | | 2.000%,08/15/2051 | | | 1,117,577 | | | | 0.1 |
| | | | | | | | | 1,125,790 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | U.S. Treasury Notes: 3.0% |
| 1,558,000 | | | | | 0.125%,05/31/2023 | | | 1,548,567 | | | | 0.1 |
| 3,600,000 | | | | | 0.250%,06/15/2024 | | | 3,547,406 | | | | 0.1 |
| 858,000 | | | | | 0.375%,09/30/2027 | | | 812,318 | | | | 0.0 |
| 3,638,200 | | | | | 0.500%,11/30/2023 | | | 3,624,557 | | | | 0.2 |
| 32,497,000 | | | | | 0.750%,12/31/2023 | | | 32,505,886 | | | | 1.3 |
| 7,000 | | | | | 1.125%,02/15/2031 | | | 6,795 | | | | 0.0 |
| 3,137,700 | | | | | 1.250%,11/30/2026 | | | 3,136,229 | | | | 0.1 |
| 30,725,800 | | | | | 1.250%,12/31/2026 | | | 30,696,995 | | | | 1.2 |
| 725,000 | | | | | 1.250%,09/30/2028 | | | 716,730 | | | | 0.0 |
| | | | | | | | | 76,595,483 | | | | 3.0 |
| | | | | | | | | | | | | |
| | | | Total U.S. Treasury Obligations | | | | | | | |
| | | | (Cost $77,837,851) | | | 77,721,273 | | | | 3.1 |
| | | | | | | | | | | |
| ASSET-BACKED SECURITIES: 16.4% | | | | |
| | | | | | Automobile Asset-Backed Securities: 1.2% |
| 2,450,000 | | | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | 2,491,694 | | | | 0.1 |
| 4,400,000 | | | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | 4,440,215 | | | | 0.2 |
| 3,000,000 | | | | | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | | | 3,078,734 | | | | 0.1 |
| 2,500,000 | | | (1) | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | 2,518,609 | | | | 0.1 |
| 4,450,000 | | | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | 4,538,366 | | | | 0.2 |
| 6,000,000 | | | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | 6,080,679 | | | | 0.2 |
| 2,650,000 | | | | | Santander Drive Auto Receivables Trust 2021-3 D, 1.330%, 09/15/2027 | | | 2,617,963 | | | | 0.1 |
| 3,800,000 | | | (1) | | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | | | 3,850,358 | | | | 0.2 |
| | | | | | | | | 29,616,618 | | | | 1.2 |
| | | | | | | | | | | | | |
| | | | | | Home Equity Asset-Backed Securities: 0.5% |
| 2,442,486 | | | (1),(4) | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | 2,335,529 | | | | 0.1 |
| 2,912,141 | | | (1),(5) | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A3, 7.250%, 02/25/2038 | | | 2,782,593 | | | | 0.1 |
| 349,271 | | | | | GSAA Home Equity Trust 2006-3 A3, 0.702%, (US0001M + 0.300%), 03/25/2036 | | | 226,865 | | | | 0.0 |
| 2,211,768 | | | (4) | | GSAA Home Equity Trust 2006-4 4A3, 3.023%, 03/25/2036 | | | 1,699,319 | | | | 0.1 |
| 907,807 | | | | | GSAA Home Equity Trust 2007-1 1A1, 0.262%, (US0001M + 0.080%), 02/25/2037 | | | 353,015 | | | | 0.0 |
| 908,357 | | | (4) | | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | | | 483,579 | | | | 0.0 |
| 854,073 | | | (4) | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | 532,819 | | | | 0.0 |
| 442,410 | | | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.562%, (US0001M + 0.230%), 02/25/2037 | | | 438,848 | | | | 0.0 |
| 3,792,554 | | | (4) | | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.818%, 02/25/2035 | | | 3,725,114 | | | | 0.2 |
| | | | | | | | | 12,577,681 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Other Asset-Backed Securities: 13.8% |
| 5,850,000 | | | (1) | | AIG CLO 2021-2A C Ltd., 2.090%, (US0003M + 2.000%), 07/20/2034 | | | 5,805,353 | | | | 0.2 |
| 3,089,000 | | | (1) | | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | | | 3,109,578 | | | | 0.1 |
| 4,234,000 | | | (1) | | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 07/25/2059 | | | 4,197,295 | | | | 0.2 |
| 2,500,000 | | | (1) | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.077%, (US0003M + 1.950%), 04/14/2029 | | | 2,479,082 | | | | 0.1 |
| 2,000,000 | | | (1) | | AMMC CLO XI Ltd. 2012-11A CR2, 2.032%, (US0003M + 1.900%), 04/30/2031 | | | 1,979,978 | | | | 0.1 |
| 9,000,000 | | | (1) | | Apidos CLO XXII 2015-22A BR, 2.082%, (US0003M + 1.950%), 04/20/2031 | | | 9,000,702 | | | | 0.4 |
| 2,700,000 | | | (1) | | Apidos CLO XXIV 2016-24A BRR, 2.182%, (US0003M + 2.050%), 10/20/2030 | | | 2,693,776 | | | | 0.1 |
| 2,900,000 | | | (1) | | Apidos CLO XXXIII 2020-33A CR, 1.981%, (US0003M + 1.900%), 10/24/2034 | | | 2,863,063 | | | | 0.1 |
| 1,633,500 | | | (1) | | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/05/2049 | | | 1,658,362 | | | | 0.1 |
| 742,500 | | | (1) | | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/05/2049 | | | 766,365 | | | | 0.0 |
| 940,285 | | | (1) | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | 956,930 | | | | 0.0 |
| 1,100,000 | | | (1) | | Ares XLII Clo Ltd. 2017-42A C, 2.328%, (US0003M + 2.200%), 01/22/2028 | | | 1,100,007 | | | | 0.0 |
| 750,000 | | | (1) | | Atrium CDO Corp. 12A CR, 1.778%, (US0003M + 1.650%), 04/22/2027 | | | 749,498 | | | | 0.0 |
| 2,500,000 | | | (1) | | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | | | 2,500,625 | | | | 0.1 |
| 2,000,000 | | | (1) | | Babson CLO Ltd. 2018-3A C, 2.032%, (US0003M + 1.900%), 07/20/2029 | | | 1,983,318 | | | | 0.1 |
| 6,000,000 | | | (1) | | Barings Clo Ltd. 2019-4A C, 2.924%, (US0003M + 2.800%), 01/15/2033 | | | 6,001,266 | | | | 0.2 |
| 2,000,000 | | | (1) | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.282%, (US0003M + 2.150%), 04/20/2031 | | | 1,987,332 | | | | 0.1 |
| 2,760,000 | | | (1) | | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.282%, (US0003M + 2.150%), 04/20/2034 | | | 2,747,569 | | | | 0.1 |
| 1,000,000 | | | (1) | | BlueMountain CLO 2013-2A CR, 2.078%, (US0003M + 1.950%), 10/22/2030 | | | 989,976 | | | | 0.0 |
| 1,000,000 | | | (1) | | BlueMountain CLO 2015-4 CR Ltd., 2.032%, (US0003M + 1.900%), 04/20/2030 | | | 985,963 | | | | 0.0 |
| 1,250,000 | | | (1) | | BlueMountain CLO Ltd. 2021-28A C, 2.124%, (US0003M + 2.000%), 04/15/2034 | | | 1,240,689 | | | | 0.1 |
| 2,000,000 | | | (1) | | BlueMountain CLO XXIX Ltd. 2020-29A CR, 2.224%, (US0003M + 2.100%), 07/25/2034 | | | 1,995,366 | | | | 0.1 |
| 3,750,000 | | | (1) | | BlueMountain CLO XXV Ltd. 2019-25A CR, 2.374%, (US0003M + 2.250%), 07/15/2036 | | | 3,747,075 | | | | 0.1 |
| 7,000,000 | | | (1) | | BlueMountain CLO XXXII Ltd. 2021-32A C, 2.083%, (US0003M + 6.600%), 10/15/2034 | | | 6,945,442 | | | | 0.3 |
| 4,000,000 | | | (1) | | Bristol Park CLO Ltd. 2016-1A CR, 2.074%, (US0003M + 1.950%), 04/15/2029 | | | 4,000,520 | | | | 0.2 |
| 750,000 | | | (1) | | Buttermilk Park CLO Ltd. 2018-1A C, 2.224%, (US0003M + 2.100%), 10/15/2031 | | | 749,137 | | | | 0.0 |
| 1,550,000 | | | (1) | | California Street CLO IX L.P. 2012-9A CR3, 2.622%, (US0003M + 2.500%), 07/16/2032 | | | 1,546,199 | | | | 0.1 |
| 1,500,000 | | | (1) | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 2.986%, (US0003M + 2.850%), 07/28/2028 | | | 1,487,914 | | | | 0.1 |
| 1,500,000 | | | (1) | | Carlyle US CLO 2016-4A BR Ltd., 2.232%, (US0003M + 2.100%), 10/20/2027 | | | 1,500,016 | | | | 0.1 |
| 1,000,000 | | | (1) | | Cent CLO C17A BR Ltd., 1.982%, (US0003M + 1.850%), 04/30/2031 | | | 991,052 | | | | 0.0 |
| 1,500,000 | | | (1) | | CIFC Funding 2013-IA BR Ltd., 2.522%, (US0003M + 2.400%), 07/16/2030 | | | 1,501,108 | | | | 0.1 |
| 2,000,000 | | | (1) | | Cifc Funding 2014-4RA BR Ltd., 2.544%, (US0003M + 2.300%), 01/17/2035 | | | 2,000,000 | | | | 0.1 |
| 5,900,000 | | | (1) | | CIFC Funding 2015-4A BR2 Ltd., 2.032%, (US0003M + 1.900%), 04/20/2034 | | | 5,828,132 | | | | 0.2 |
| 7,500,000 | | | (1) | | CIFC Funding 2017-2A CR Ltd., 1.982%, (US0003M + 1.850%), 04/20/2030 | | | 7,500,172 | | | | 0.3 |
| 5,500,000 | | | (1) | | CIFC Funding 2019-2A CR Ltd., 2.222%, (US0003M + 2.100%), 04/17/2034 | | | 5,479,028 | | | | 0.2 |
| 1,050,380 | | | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.807%, (US0001M + 0.705%), 09/25/2035 | | | 1,043,707 | | | | 0.0 |
| 830,875 | | | (1) | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | 892,835 | | | | 0.0 |
| 439,875 | | | (1) | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | 457,464 | | | | 0.0 |
| 4,100,000 | | | (1) | | DB Master Finance LLC 2021-1A A23, 2.791%, 11/20/2051 | | | 4,105,898 | | | | 0.2 |
| 3,000,000 | | | (1) | | Dewolf Park CLO Ltd. 2017-1A DR, 2.974%, (US0003M + 2.850%), 10/15/2030 | | | 2,977,506 | | | | 0.1 |
| 570,000 | | | (1) | | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | 586,007 | | | | 0.0 |
| 1,058,750 | | | (1) | | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | 1,112,405 | | | | 0.0 |
| 2,289,200 | | | (1) | | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | 2,350,555 | | | | 0.1 |
| 3,487,875 | | | (1) | | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | 3,684,246 | | | | 0.1 |
| 2,139,500 | | | (1) | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | 2,265,893 | | | | 0.1 |
| 1,206,250 | | | (1) | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | 1,259,103 | | | | 0.1 |
| 2,750,000 | | | (1) | | Dryden 30 Senior Loan Fund 2013-30A DR, 2.756%, (US0003M + 2.600%), 11/15/2028 | | | 2,648,693 | | | | 0.1 |
| 1,750,000 | | | (1) | | Dryden 55 CLO Ltd. 2018-55A C, 2.024%, (US0003M + 1.900%), 04/15/2031 | | | 1,750,096 | | | | 0.1 |
| 5,000,000 | | | (1) | | Dryden 75 CLO Ltd. 2019-75A CR2, 1.924%, (US0003M + 1.800%), 04/15/2034 | | | 4,897,195 | | | | 0.2 |
| 6,000,000 | | | (1) | | Dryden 86 CLO Ltd. 2020-86A DR, 3.322%, (US0003M + 3.200%), 07/17/2034 | | | 5,958,132 | | | | 0.2 |
| 3,061,863 | | | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | 3,176,481 | | | | 0.1 |
| 885,737 | | | (1) | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | 942,092 | | | | 0.0 |
| 3,912,530 | | | (1) | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | 4,005,786 | | | | 0.2 |
| 4,500,000 | | | (1) | | Jay Park CLO Ltd. 2016-1A BR, 2.132%, (US0003M + 2.000%), 10/20/2027 | | | 4,496,679 | | | | 0.2 |
| 1,000,000 | | | (1) | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | 1,093,554 | | | | 0.0 |
| 1,600,000 | | | (1) | | Kayne CLO 10 Ltd. 2021-10A C, 1.944%, (US0003M + 1.750%), 04/23/2034 | | | 1,563,851 | | | | 0.1 |
| 1,710,000 | | | (1) | | Kayne CLO I Ltd. 2018-1A CR, 1.874%, (US0003M + 1.750%), 07/15/2031 | | | 1,709,993 | | | | 0.1 |
| 1,350,000 | | | (1) | | LCM XVIII L.P. 18A CR, 1.982%, (US0003M + 1.850%), 04/20/2031 | | | 1,334,039 | | | | 0.1 |
| 1,000,000 | | | (1) | | LCM XX L.P. 20A-CR, 2.082%, (US0003M + 1.950%), 10/20/2027 | | | 999,995 | | | | 0.0 |
| 2,800,000 | | | (1) | | LCM XXIV Ltd. 24A CR, 2.032%, (US0003M + 1.900%), 03/20/2030 | | | 2,789,371 | | | | 0.1 |
| 860,709 | | | (1) | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | 890,910 | | | | 0.0 |
| 1,000,000 | | | (1) | | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.024%, (US0003M + 1.900%), 04/19/2030 | | | 1,000,000 | | | | 0.0 |
| 2,500,000 | | | (1) | | Madison Park Funding XIX Ltd. 2015-19A B1R2, 1.978%, (US0003M + 1.850%), 01/22/2028 | | | 2,500,337 | | | | 0.1 |
| 3,250,000 | | | (1) | | Madison Park Funding XXI Ltd. 2016-21A BRR, 2.318%, (US0003M + 2.200%), 10/15/2032 | | | 3,249,974 | | | | 0.1 |
| 1,000,000 | | | (1) | | Magnetite VIII Ltd. 2014-8A CR2, 1.974%, (US0003M + 1.850%), 04/15/2031 | | | 996,311 | | | | 0.0 |
| 1,261,209 | | | (1) | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | 1,263,057 | | | | 0.1 |
| 271,453 | | | (1) | | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | | | 272,101 | | | | 0.0 |
| 2,000,000 | | | (1) | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | 2,018,720 | | | | 0.1 |
| 4,050,000 | | | (1) | | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | | | 4,090,549 | | | | 0.2 |
| 1,950,000 | | | (1) | | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | | | 1,964,660 | | | | 0.1 |
| 1,600,000 | | | (1) | | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | | | 1,616,419 | | | | 0.1 |
| 1,897,629 | | | (1) | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | 1,993,604 | | | | 0.1 |
| 659,590 | | | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | 697,356 | | | | 0.0 |
| 1,619,818 | | | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | 1,702,216 | | | | 0.1 |
| 1,501,906 | | | (1) | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | 1,609,879 | | | | 0.1 |
| 613,631 | | | (1) | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | 632,882 | | | | 0.0 |
| 1,182,530 | | | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | 1,232,429 | | | | 0.1 |
| 12,500,000 | | | (1) | | Neuberger Berman CLO XX Ltd. 2015-20A ARR, 1.284%, (US0003M + 1.160%), 07/15/2034 | | | 12,503,825 | | | | 0.5 |
| 3,500,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.074%, (US0003M + 1.950%), 04/19/2030 | | | 3,497,770 | | | | 0.1 |
| 7,700,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 1.882%, (US0003M + 1.750%), 01/20/2031 | | | 7,632,063 | | | | 0.3 |
| 2,300,000 | | | (1) | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A CR, 2.022%, (US0003M + 1.900%), 10/16/2033 | | | 2,294,193 | | | | 0.1 |
| 4,750,000 | | | (1) | | Neuberger Berman Loan Advisers Clo 44 Ltd. 2021-44A C, 1.980%, (US0003M + 1.900%), 10/16/2034 | | | 4,694,259 | | | | 0.2 |
| 6,000,000 | | | (1) | | Oaktree CLO Ltd. 2021-1A C, 2.074%, (US0003M + 1.950%), 07/15/2034 | | | 5,953,698 | | | | 0.2 |
| 2,500,000 | | | (1) | | Oaktree CLO Ltd. 2021-1A D, 3.374%, (US0003M + 3.250%), 07/15/2034 | | | 2,474,940 | | | | 0.1 |
| 3,550,000 | | | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.082%, (US0003M + 1.950%), 03/17/2030 | | | 3,533,276 | | | | 0.1 |
| 7,470,000 | | | (1) | | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.182%, (US0003M + 2.050%), 07/20/2030 | | | 7,455,979 | | | | 0.3 |
| 4,500,000 | | | (1) | | Octagon Investment Partners 32 Ltd. 2017-1A CR, 2.174%, (US0003M + 2.050%), 07/15/2029 | | | 4,500,045 | | | | 0.2 |
| 600,000 | | | (1) | | Octagon Investment Partners 33 Ltd. 2017-1A B, 1.982%, (US0003M + 1.850%), 01/20/2031 | | | 598,123 | | | | 0.0 |
| 1,500,000 | | | (1) | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.084%, (US0003M + 1.900%), 07/19/2035 | | | 1,482,698 | | | | 0.1 |
| 5,000,000 | | | (1) | | Palmer Square CLO 2020-3A CR Ltd., 3.084%, (US0003M + 2.950%), 11/15/2031 | | | 4,994,100 | | | | 0.2 |
| 3,000,000 | | | (1) | | Palmer Square Loan Funding 2018-4 D Ltd., 4.406%, (US0003M + 4.250%), 11/15/2026 | | | 2,957,193 | | | | 0.1 |
| 4,250,000 | | | (1) | | Palmer Square Loan Funding 2021-2A C Ltd., 2.560%, (US0003M + 2.400%), 05/20/2029 | | | 4,196,348 | | | | 0.2 |
| 315,027 | | | (4) | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.532%, 01/25/2036 | | | 315,066 | | | | 0.0 |
| 2,401,000 | | | (1) | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | 2,471,304 | | | | 0.1 |
| 1,100,000 | | | (1) | | Recette Clo Ltd. 2015-1A CRR, 1.882%, (US0003M + 1.750%), 04/20/2034 | | | 1,070,826 | | | | 0.0 |
| 2,050,000 | | | (1) | | Rockland Park CLO Ltd. 2021-1A C, 2.032%, (US0003M + 1.900%), 04/20/2034 | | | 2,026,735 | | | | 0.1 |
| 3,270,000 | | | (1) | | Shackleton 2019-15A CR CLO Ltd., 2.274%, (US0003M + 2.150%), 01/15/2032 | | | 3,252,901 | | | | 0.1 |
| 1,985,000 | | | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | 2,002,825 | | | | 0.1 |
| 2,050,000 | | | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | 2,068,444 | | | | 0.1 |
| 3,000,000 | | | (1) | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | 3,045,617 | | | | 0.1 |
| 2,750,000 | | | (1) | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | 2,791,847 | | | | 0.1 |
| 3,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | 3,059,923 | | | | 0.1 |
| 4,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | 4,072,757 | | | | 0.2 |
| 2,000,000 | | | (1) | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | 2,028,039 | | | | 0.1 |
| 600,000 | | | (1) | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | 606,846 | | | | 0.0 |
| 2,100,000 | | | (1) | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | 2,122,935 | | | | 0.1 |
| 1,200,000 | | | (1) | | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | | | 1,217,551 | | | | 0.0 |
| 1,924,000 | | | (1) | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | 2,000,768 | | | | 0.1 |
| 2,450,000 | | | (1) | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.424%, (US0003M + 2.300%), 04/25/2034 | | | 2,452,220 | | | | 0.1 |
| 5,700,000 | | | (1) | | Sound Point Clo XIV Ltd. 2016-3A CR, 2.174%, (US0003M + 2.050%), 01/23/2029 | | | 5,682,512 | | | | 0.2 |
| 4,904,688 | | | (1) | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | 5,049,772 | | | | 0.2 |
| 1,862,924 | | | (1) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | 2,044,968 | | | | 0.1 |
| 3,651,777 | | | (1) | | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 02/01/2055 | | | 3,831,776 | | | | 0.2 |
| 1,067,000 | | | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | 1,161,998 | | | | 0.0 |
| 1,000,000 | | | (1) | | TCI-Flatiron Clo 2017-1A C Ltd., 2.008%, (US0003M + 1.850%), 11/18/2030 | | | 998,515 | | | | 0.0 |
| 2,250,000 | | | (1) | | TCI-Flatiron Clo 2018-1A CR Ltd., 1.879%, (US0003M + 1.750%), 01/29/2032 | | | 2,249,987 | | | | 0.1 |
| 4,100,000 | | | (1) | | TCW CLO 2020-1A DRR Ltd., 3.546%, (US0003M + 3.400%), 04/20/2034 | | | 4,066,056 | | | | 0.2 |
| 3,000,000 | | | (1) | | TCW CLO 2021-2A D Ltd., 3.375%, (US0003M + 3.250%), 07/25/2034 | | | 2,976,765 | | | | 0.1 |
| 3,100,000 | | | (1) | | TCW CLO 2021-1A C Ltd., 2.032%, (US0003M + 1.900%), 03/18/2034 | | | 3,064,945 | | | | 0.1 |
| 4,000,000 | | | (1) | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | 3,909,586 | | | | 0.2 |
| 3,450,000 | | | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | 3,317,974 | | | | 0.1 |
| 2,000,000 | | | (1) | | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.072%, (US0003M + 1.950%), 07/18/2031 | | | 1,979,538 | | | | 0.1 |
| 1,000,000 | | | (1) | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.224%, (US0003M + 2.100%), 07/15/2028 | | | 1,000,029 | | | | 0.0 |
| 2,000,000 | | | (1),(4) | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | 2,063,070 | | | | 0.1 |
| 1,500,000 | | | (1) | | Upland CLO Ltd. 2016-1A BR, 1.982%, (US0003M + 1.850%), 04/20/2031 | | | 1,499,150 | | | | 0.1 |
| 1,795,000 | | | (1) | | Venture XX CLO Ltd. 2015-20A CR, 2.024%, (US0003M + 1.900%), 04/15/2027 | | | 1,795,307 | | | | 0.1 |
| 4,000,000 | | | (1) | | Venture XXVII CLO Ltd. 2017-27A CR, 2.432%, (US0003M + 2.300%), 07/20/2030 | | | 3,979,148 | | | | 0.2 |
| 960,000 | | | (1) | | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | 1,000,980 | | | | 0.0 |
| 3,128,000 | | | (1) | | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | 3,255,809 | | | | 0.1 |
| 1,750,000 | | | (1) | | Whetstone Park CLO Ltd. 2021-1A D, 2.900%, (US0003M + 2.900%), 01/20/2035 | | | 1,742,927 | | | | 0.1 |
| | | | | | 348,946,794 | | | | 13.8 |
| | | | | | | | | | |
| | | | | | Student Loan Asset-Backed Securities: 0.9% |
| 92,045 | | | (1) | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | 93,920 | | | | 0.0 |
| 370,061 | | | (1) | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | 376,239 | | | | 0.0 |
| 1,081,722 | | | (1),(4) | | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | | | 1,088,649 | | | | 0.1 |
| 1,092,294 | | | (1) | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | 1,111,563 | | | | 0.1 |
| 4,000,000 | | | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | 3,904,872 | | | | 0.2 |
| 1,000,000 | | | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | 1,027,106 | | | | 0.0 |
| 2,250,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | 2,299,288 | | | | 0.1 |
| 1,000,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | 1,033,050 | | | | 0.0 |
| 1,000,000 | | | (1),(4) | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | 1,031,482 | | | | 0.0 |
| 1,000,000 | | | (1) | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | 1,032,684 | | | | 0.0 |
| 1,000,000 | | | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | 1,031,193 | | | | 0.0 |
| 2,000,000 | | | (1) | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | 2,049,069 | | | | 0.1 |
| 3,000,000 | | | (1) | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | 3,028,635 | | | | 0.1 |
| 4,400,000 | | | (1) | | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | | | 4,341,429 | | | | 0.2 |
| | | | | | | | | 23,449,179 | | | | 0.9 |
| | | | | | | | | | | | | |
| | | | Total Asset-Backed Securities | | | | | | | |
| | | | (Cost $412,940,708) | | | 414,590,272 | | | | 16.4 |
| | | | | | | | | | |
| SOVEREIGN BONDS: 3.0% | | | | |
| 368,192 | | | (5) | | Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 07/09/2023), 07/09/2030 | | | 129,791 | | | | 0.0 |
| 674,557 | | | (5) | | Argentine Republic Government International Bond, 1.125% (Step Rate @ 1.500% on 07/09/2022), 07/09/2035 | | | 216,708 | | | | 0.0 |
| 44,281 | | | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | 16,163 | | | | 0.0 |
| 1,700,000 | | | (2) | | Brazilian Government International Bond, 3.875%, 06/12/2030 | | | 1,651,975 | | | | 0.1 |
| 475,000 | | | | | Brazilian Government International Bond, 6.000%, 04/07/2026 | | | 533,133 | | | | 0.0 |
| 2,425,000 | | | | | Colombia Government International Bond, 3.250%, 04/22/2032 | | | 2,185,531 | | | | 0.1 |
| 2,700,000 | | | (2) | | Colombia Government International Bond, 3.875%, 04/25/2027 | | | 2,725,650 | | | | 0.1 |
| 1,000,000 | | | | | Colombia Government International Bond, 5.200%, 05/15/2049 | | | 920,150 | | | | 0.0 |
| EUR 1,875,000 | | | | | Croatia Government International Bond, 1.125%, 06/19/2029 | | | 2,179,730 | | | | 0.1 |
| 800,000 | | | | | Croatia Government International Bond, 5.500%, 04/04/2023 | | | 846,142 | | | | 0.0 |
| 2,000,000 | | | (1) | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | 2,037,500 | | | | 0.1 |
| 500,000 | | | | | Dominican Republic International Bond, 6.000%, 07/19/2028 | | | 559,375 | | | | 0.0 |
| 700,000 | | | (1),(2) | | Egypt Government International Bond, 5.875%, 02/16/2031 | | | 622,244 | | | | 0.0 |
| 1,900,000 | | | | | Egypt Government International Bond, 6.588%, 02/21/2028 | | | 1,852,538 | | | | 0.1 |
| 2,650,000 | | | | | Egypt Government International Bond, 7.500%, 01/31/2027 | | | 2,765,895 | | | | 0.1 |
| 3,200,000 | | | (1),(2) | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | 3,040,304 | | | | 0.1 |
| 400,000 | | | (1) | | Egypt Government International Bond, 8.750%, 09/30/2051 | | | 358,832 | | | | 0.0 |
| 1,000,000 | | | | | Export-Import Bank of India, 2.250%, 01/13/2031 | | | 942,768 | | | | 0.0 |
| 1,400,000 | | | (1) | | Export-Import Bank of India, 3.250%, 01/15/2030 | | | 1,427,579 | | | | 0.1 |
| 440,000 | | | (1) | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | 428,483 | | | | 0.0 |
| 4,525,000 | | | (1) | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | 3,830,164 | | | | 0.2 |
| 2,100,000 | | | (2) | | Indonesia Government International Bond, 2.850%, 02/14/2030 | | | 2,191,768 | | | | 0.1 |
| 1,039,966 | | | | | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | | 1,047,412 | | | | 0.1 |
| 1,275,000 | | | (1) | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | 1,292,614 | | | | 0.1 |
| 650,000 | | | | | Jordan Government International Bond, 6.125%, 01/29/2026 | | | 694,688 | | | | 0.0 |
| 1,350,000 | | | (1) | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | 1,428,934 | | | | 0.1 |
| 500,000 | | | (1) | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | 542,712 | | | | 0.0 |
| 750,000 | | | (1) | | Malaysia Wakala Sukuk Bhd, 2.070%, 04/28/2031 | | | 750,619 | | | | 0.0 |
| 1,200,000 | | | (2) | | Mexico Government International Bond, 3.250%, 04/16/2030 | | | 1,231,656 | | | | 0.1 |
| 700,000 | | | | | Mexico Government International Bond, 3.750%, 04/19/2071 | | | 631,050 | | | | 0.0 |
| 1,600,000 | | | | | Mexico Government International Bond, 4.500%, 04/22/2029 | | | 1,783,256 | | | | 0.1 |
| 450,000 | | | | | Nigeria Government International Bond, 6.500%, 11/28/2027 | | | 450,335 | | | | 0.0 |
| 600,000 | | | | | Oman Government International Bond, 6.000%, 08/01/2029 | | | 647,235 | | | | 0.0 |
| 500,000 | | | (1) | | Oman Government International Bond, 6.750%, 10/28/2027 | | | 561,191 | | | | 0.0 |
| 1,300,000 | | | (1) | | Oman Government International Bond, 7.375%, 10/28/2032 | | | 1,518,374 | | | | 0.1 |
| 600,000 | | | (2) | | Panama Government International Bond, 3.160%, 01/23/2030 | | | 622,506 | | | | 0.0 |
| 500,000 | | | | | Panama Government International Bond, 9.375%, 04/01/2029 | | | 718,035 | | | | 0.0 |
| 3,000,000 | | | (1),(2) | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | 3,096,300 | | | | 0.1 |
| 750,000 | | | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | 831,975 | | | | 0.0 |
| 1,800,000 | | | (1) | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | 2,057,490 | | | | 0.1 |
| 700,000 | | | (2) | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | | | 711,970 | | | | 0.0 |
| 5,750,000 | | | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | 5,952,975 | | | | 0.2 |
| 1,360,000 | | | (1),(2) | | Romanian Government International Bond, 3.000%, 02/14/2031 | | | 1,384,483 | | | | 0.1 |
| 800,000 | | | | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | | | 883,325 | | | | 0.0 |
| 500,000 | | | | | Saudi Government International Bond, 3.625%, 03/04/2028 | | | 545,440 | | | | 0.0 |
| 2,000,000 | | | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | 2,335,560 | | | | 0.1 |
| 1,300,000 | | | (2) | | South Africa Government International Bond, 5.875%, 09/16/2025 | | | 1,439,724 | | | | 0.1 |
| 950,000 | | | | | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | | | 501,942 | | | | 0.0 |
| 3,075,000 | | | | | Turkey Government International Bond, 4.875%, 10/09/2026 | | | 2,794,671 | | | | 0.1 |
| 1,100,000 | | | | | Turkey Government International Bond, 5.600%, 11/14/2024 | | | 1,063,321 | | | | 0.1 |
| 500,000 | | | | | Turkey Government International Bond, 6.375%, 10/14/2025 | | | 489,407 | | | | 0.0 |
| 550,000 | | | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | 555,647 | | | | 0.0 |
| 350,000 | | | (1) | | Turkiye Ihracat Kredi Bankasi AS, 5.750%, 07/06/2026 | | | 321,850 | | | | 0.0 |
| 450,000 | | | | | Ukraine Government International Bond, 7.375%, 09/25/2032 | | | 402,809 | | | | 0.0 |
| 975,000 | | | | | Ukraine Government International Bond, 7.750%, 09/01/2023 | | | 956,108 | | | | 0.1 |
| 4,550,000 | | | | | Ukraine Government International Bond, 7.750%, 09/01/2025 | | | 4,383,243 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | Total Sovereign Bonds | | | | | | | |
| | | | (Cost $76,992,394) | | | 76,091,280 | | | | 3.0 |
BANK LOANS: 16.7% | | | | |
| | | | | | Aerospace & Defense: 0.4% |
| 550,875 | | | | | ADS Tactical, Inc. 2021 Term Loan B, 6.750%, (US0003M + 5.750%), 03/19/2026 | | | 548,121 | | | | 0.0 |
| 568,524 | | | | | Amentum Government Services Holdings LLC Term Loan B, 3.602%, (US0001M + 3.500%), 01/29/2027 | | | 561,951 | | | | 0.0 |
| 1,790,412 | | | | | American Airlines, Inc. 2018 Term Loan B, 1.852%, (US0001M + 1.750%), 06/27/2025 | | | 1,701,171 | | | | 0.1 |
| 795,822 | | | | | Geo Group, Inc. (The) 2018 Term Loan B, 2.750%, (US0001M + 2.000%), 03/22/2024 | | | 748,272 | | | | 0.0 |
| 993,127 | | | | | KBR, Inc. 2020 Term Loan B, 2.854%, (US0001M + 2.750%), 02/05/2027 | | | 994,989 | | | | 0.1 |
| 3,074,275 | | | | | Peraton Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 02/01/2028 | | | 3,081,137 | | | | 0.1 |
| 1,195,000 | | | | | Setanta Aircraft Leasing Designated Activity Compa Term Loan B, 2.140%, (US0003M + 2.000%), 11/05/2028 | | | 1,196,307 | | | | 0.1 |
| 360,000 | | | | | Vertex Aerospace Services Corp. 2021 First Lien Term Loan, 4.750%, (US0001M + 4.000%), 12/06/2028 | | | 359,831 | | | | 0.0 |
| | | | | | | 9,191,779 | | | | 0.4 |
| | | | | | | | | | | |
| | | | | | Air Transport: 0.0% |
| 500,000 | | | | | United Airlines, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 04/21/2028 | | | 502,778 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Auto Components: 0.1% |
| 1,743,412 | | | | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.104%, (US0001M + 3.000%), 01/27/2027 | | | 1,724,162 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Automotive: 0.6% |
| 872,813 | | | | | Autokiniton US Holdings, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.500%), 04/06/2028 | | | 875,649 | | | | 0.0 |
| 1,410,635 | | | | | Dealer Tire, LLC 2020 Term Loan B, 4.354%, (US0001M + 4.250%), 12/12/2025 | | | 1,413,104 | | | | 0.1 |
| 1,903,704 | | | | | Gates Global LLC 2021 Term Loan B3, 3.250%, (US0001M + 2.500%), 03/31/2027 | | | 1,902,159 | | | | 0.1 |
| 697,521 | | | | | Hertz Corporation, (The) 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 06/30/2028 | | | 699,101 | | | | 0.0 |
| 131,785 | | | | | Hertz Corporation, (The) 2021 Term Loan C, 3.750%, (US0001M + 3.250%), 06/30/2028 | | | 132,084 | | | | 0.0 |
| 82,857 | | | | | Holley Purchaser, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0003M + 3.750%), 11/17/2028 | | | 82,795 | | | | 0.0 |
| 497,143 | | | | | Holley Purchaser, Inc. 2021 Term Loan, 3.920%, (US0003M + 3.750%), 11/17/2028 | | | 496,770 | | | | 0.0 |
| 1,705,888 | | | | | Les Schwab Tire Centers Term Loan B, 4.000%, (US0003M + 3.250%), 11/02/2027 | | | 1,707,488 | | | | 0.1 |
| 465,000 | | | | | Madison Safety & Flow LLC First Lien Term Loan, 3.800%, (SOFRRATE + 3.750%), 12/14/2028 | | | 465,581 | | | | 0.0 |
| 470,000 | | | | | Madison Safety & Flow LLC Second Lien Term Loan, 6.800%, (SOFRRATE + 6.750%), 12/14/2029 | | | 472,350 | | | | 0.0 |
| 740,538 | | | | | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 3.102%, (US0001M + 3.000%), 05/14/2026 | | | 737,205 | | | | 0.0 |
| 285,000 | | | | | Rough Country, LLC 2021 2nd Lien Term Loan, 7.500%, (US0003M + 6.750%), 07/26/2029 | | | 285,713 | | | | 0.0 |
| 330,000 | | | | | Rough Country, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 07/28/2028 | | | 329,794 | | | | 0.0 |
| 598,458 | | | | | Tenneco, Inc. 2018 Term Loan B, 3.104%, (US0001M + 3.000%), 10/01/2025 | | | 590,977 | | | | 0.0 |
| 994,987 | | | | | TI Group Automotive Systems, L.L.C. 2021 USD Term Loan, 3.750%, (US0003M + 3.250%), 12/16/2026 | | | 994,987 | | | | 0.0 |
| 1,121,525 | | | | | Truck Hero, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.250%), 01/31/2028 | | | 1,119,422 | | | | 0.1 |
| 1,234,990 | | | | | Wand NewCo 3, Inc. 2020 Term Loan, 3.175%, (US0003M + 3.000%), 02/05/2026 | | | 1,220,068 | | | | 0.1 |
| 1,270,000 | | | | | Wheel Pros, LLC 2021 Term Loan, 5.250%, (US0001M + 4.500%), 05/11/2028 | | | 1,269,305 | | | | 0.1 |
| | | | | | | 14,794,552 | | | | 0.6 |
| | | | | | | | | | | |
| | | | | | Beverage & Tobacco: 0.2% |
| 750,000 | | | | | Aramark Services, Inc. 2019 Term Loan B4, 1.851%, (US0001M + 1.750%), 01/15/2027 | | | 740,938 | | | | 0.0 |
| 835,000 | | | | | City Brewing Company, LLC Closing Date Term Loan, 4.250%, (US0003M + 3.500%), 04/05/2028 | | | 793,772 | | | | 0.0 |
| 1,678,470 | | | | | Sunshine Investments B.V. USD Term Loan B3, 2.908%, (US0003M + 2.750%), 03/28/2025 | | | 1,672,176 | | | | 0.1 |
| 1,482,025 | | | | | Triton Water Holdings, Inc Term Loan, 4.000%, (US0003M + 3.500%), 03/31/2028 | | | 1,467,667 | | | | 0.1 |
| | | | | | | | | 4,674,553 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | Brokers, Dealers & Investment Houses: 0.0% |
| 1,125,585 | | | | | Forest City Enterprises, L.P. 2019 Term Loan B, 3.601%, (US0001M + 3.500%), 12/08/2025 | | | 1,112,394 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Building & Development: 0.7% |
| 249,375 | | | | | Aegion Corporation Term Loan, 5.500%, (US0003M + 4.750%), 05/17/2028 | | | 251,635 | | | | 0.0 |
| 497,455 | | | | | American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 2.104%, (US0001M + 2.000%), 01/15/2027 | | | 494,924 | | | | 0.0 |
| 1,145,000 | | | | | Chamberlain Group Inc Term Loan B, 4.000%, (US0001M + 3.500%), 11/03/2028 | | | 1,145,357 | | | | 0.1 |
| 2,103,431 | | | | | Core & Main LP 2021 Term Loan B, 2.602%, (US0001M + 2.500%), 07/27/2028 | | | 2,093,570 | | | | 0.1 |
| 748,120 | | | | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 04/12/2028 | | | 748,681 | | | | 0.0 |
| 224,449 | | | | | CP Atlas Buyer, Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 11/23/2027 | | | 223,692 | | | | 0.0 |
| 668,600 | | | | | Empire Today, LLC 2021 Term Loan, 5.750%, (US0003M + 5.000%), 04/03/2028 | | | 651,885 | | | | 0.0 |
| 562,175 | | | | | Foundation Building Materials Holding Company LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 02/03/2028 | | | 558,837 | | | | 0.0 |
| 420,000 | | | | | Installed Building Products, Inc. 2021 Term Loan B, 2.750%, (US0003M + 2.250%), 12/14/2028 | | | 421,050 | | | | 0.0 |
| 80,000 | | | | | IPS Corporation 2021 Delayed Draw Term Loan, 3.959%, (US0003M + 3.750%), 10/02/2028 | | | 79,650 | | | | 0.0 |
| 400,000 | | | | | IPS Corporation 2021 Term Loan, 4.250%, (US0001M + 3.750%), 10/02/2028 | | | 398,250 | | | | 0.0 |
| 209,274 | | | | | Kodiak Building Partners Inc. Term Loan B, 3.459%, (US0003M + 3.250%), 03/12/2028 | | | 208,096 | | | | 0.0 |
| 16,667 | | | | | LBM Acquisition LLC 2021 Incremental Delayed Draw Term Loan B2, 3.959%, (US0003M + 3.750%), 12/17/2027 | | | 16,497 | | | | 0.0 |
| 33,250 | | | | | LBM Acquisition LLC 2021 Incremental Term Loan B2, 3.959%, (US0003M + 3.750%), 12/17/2027 | | | 32,912 | | | | 0.0 |
| 947,526 | | | | | LBM Acquisition LLC Term Loan B, 4.500%, (US0001M + 3.750%), 12/17/2027 | | | 940,716 | | | | 0.0 |
| 643,500 | | | | | LEB Holdings (USA), Inc Term Loan B, 4.500%, (US0003M + 3.750%), 11/02/2027 | | | 645,028 | | | | 0.0 |
| 248,709 | | | | | MX Holdings US, Inc. 2018 USD Term Loan B1C, 3.250%, (US0001M + 2.500%), 07/31/2025 | | | 248,282 | | | | 0.0 |
| 628,823 | | | | | Northstar Group Services, INC. 2020 Term Loan B, 6.500%, (US0001M + 5.500%), 11/12/2026 | | | 630,985 | | | | 0.0 |
| 3,000,000 | | | | | Quikrete Holdings, Inc. 2021 Term Loan B1, 3.209%, (US0003M + 3.000%), 06/11/2028 | | | 2,994,531 | | | | 0.1 |
| 1,065,000 | | | | | Specialty Building Products Holdings, LLC 2021 Term Loan B, 3.959%, (US0003M + 3.750%), 10/15/2028 | | | 1,064,113 | | | | 0.1 |
| 1,012,463 | | | | | SRS Distribution Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 06/02/2028 | | | 1,012,147 | | | | 0.1 |
| 1,259,216 | | | | | Standard Industries Inc. 2021 Term Loan B, 3.000%, (US0003M + 2.500%), 09/22/2028 | | | 1,261,140 | | | | 0.1 |
| 1,811,700 | | | | | White Cap Buyer LLC Term Loan B, 4.500%, (US0001M + 4.000%), 10/19/2027 | | | 1,815,977 | | | | 0.1 |
| 400,913 | | | | | Wilsonart LLC 2021 Term Loan E, 4.500%, (US0003M + 3.500%), 12/19/2026 | | | 401,331 | | | | 0.0 |
| | | | | | | | | 18,339,286 | | | | 0.7 |
| | | | | | | | | | | | | |
| | | | | | Business Equipment & Services: 1.5% |
| 405,000 | | | | | 24-7 Intouch Inc 2018 Term Loan, 4.854%, (US0001M + 4.750%), 08/25/2025 | | | 401,456 | | | | 0.0 |
| 500,000 | | | | | AEA International Holdings (Lux) S.a.r.l. Term Loan B, 4.250%, (US0003M + 3.750%), 09/07/2028 | | | 500,625 | | | | 0.0 |
| 1,468,900 | | | | | AlixPartners, LLP 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 02/04/2028 | | | 1,463,735 | | | | 0.1 |
| 778,050 | | | | | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 4.250%, (US0003M + 3.750%), 05/12/2028 | | | 775,943 | | | | 0.0 |
| 590,000 | | | | | Anticimex International AB 2021 USD Incremental Term Loan, 4.209%, (US0003M + 4.000%), 11/08/2028 | | | 592,212 | | | | 0.0 |
| 1,420,000 | | | | | APX Group, Inc. 2021 Term Loan B, 4.005%, (US0001M + 3.500%), 07/10/2028 | | | 1,419,408 | | | | 0.1 |
| 775,000 | | | | | Ascend Learning, LLC 2021 Term Loan, 3.709%, (US0003M + 3.500%), 12/11/2028 | | | 774,419 | | | | 0.0 |
| 429,952 | | | | | Atlas CC Acquisition Corp Term Loan B, 5.000%, (US0003M + 4.250%), 05/25/2028 | | | 432,048 | | | | 0.0 |
| 87,448 | | | | | Atlas CC Acquisition Corp Term Loan C, 5.000%, (US0003M + 4.250%), 05/25/2028 | | | 87,874 | | | | 0.0 |
| 441,603 | | | | | Belfor Holdings Inc. Term Loan B, 3.854%, (US0001M + 3.750%), 04/06/2026 | | | 442,707 | | | | 0.0 |
| 462,094 | | | | | Castle US Holding Corporation 2021 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 01/29/2027 | | | 458,752 | | | | 0.0 |
| 432,825 | | | | | Cimpress Public Limited Company USD Term Loan B, 4.000%, (US0001M + 3.500%), 05/17/2028 | | | 433,546 | | | | 0.0 |
| 160,000 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 7.500%, (US0001M + 6.750%), 03/30/2029 | | | 161,200 | | | | 0.0 |
| 401,204 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0001M + 3.750%), 03/31/2028 | | | 401,664 | | | | 0.0 |
| 1,915,540 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.500%), 03/31/2028 | | | 1,917,735 | | | | 0.1 |
| 1,486,275 | | | | | Endure Digital Inc. Term Loan, 4.250%, (US0003M + 3.500%), 02/10/2028 | | | 1,475,825 | | | | 0.1 |
| 857,850 | | | | | Ensono, LP 2021 Term Loan, 4.750%, (US0001M + 4.000%), 05/19/2028 | | | 857,314 | | | | 0.0 |
| 285,000 | | | | | Escape Velocity Acquisition, Inc. 2021 Term Loan, 4.750%, (US0003M + 4.250%), 10/08/2028 | | | 283,931 | | | | 0.0 |
| 2,060,256 | | | | | Finastra USA, Inc. USD 1st Lien Term Loan, 4.500%, (US0003M + 3.500%), 06/13/2024 | | | 2,053,448 | | | | 0.1 |
| 220,984 | | | | | First Advantage Holdings, LLC 2021 Term Loan B, 2.852%, (US0001M + 2.750%), 01/31/2027 | | | 220,293 | | | | 0.0 |
| 248,751 | | | | | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4, 1.854%, (US0001M + 1.750%), 04/28/2028 | | | 246,201 | | | | 0.0 |
| 1,043,721 | | | | | Gainwell Acquisition Corp. Term Loan B, 4.750%, (US0003M + 4.000%), 10/01/2027 | | | 1,047,961 | | | | 0.1 |
| 800,975 | | | | | Gloves Buyer, Inc. 2021 Term Loan, 4.750%, (US0001M + 4.000%), 12/29/2027 | | | 798,972 | | | | 0.0 |
| 622,427 | | | | | GreenSky Holdings, LLC 2018 Term Loan B, 3.352%, (US0001M + 3.250%), 03/31/2025 | | | 622,816 | | | | 0.0 |
| 1,285,275 | | | | | Intrado Corporation 2017 Term Loan, 5.000%, (US0003M + 4.000%), 10/10/2024 | | | 1,223,766 | | | | 0.1 |
| 557,200 | | | | | ION Trading Finance Limited 2021 USD Term Loan, 4.974%, (US0003M + 4.750%), 04/03/2028 | | | 559,240 | | | | 0.0 |
| 1,733,336 | | | | | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/2025 | | | 1,699,753 | | | | 0.1 |
| 1,024,850 | | | | | Paysafe Group Holdings II Limited USD Term Loan B1, 3.250%, (US0001M + 2.750%), 06/28/2028 | | | 999,229 | | | | 0.1 |
| 220,000 | | | | | PECF USS Intermediate Holding III Corporation Term Loan B, 4.459%, (US0003M + 4.250%), 12/15/2028 | | | 220,495 | | | | 0.0 |
| 1,256,850 | | | | | Polaris Newco LLC USD Term Loan B, 4.500%, (US0003M + 4.000%), 06/02/2028 | | | 1,258,186 | | | | 0.1 |
| 75,000 | | | | | Pre-Paid Legal Services, Inc. 2021 2nd Lien Term Loan, 7.209%, (US0003M + 7.000%), 12/14/2029 | | | 74,906 | | | | 0.0 |
| 955,000 | | | | | Pre-Paid Legal Services, Inc. 2021 Term Loan, 3.959%, (US0003M + 3.750%), 12/09/2028 | | | 949,927 | | | | 0.1 |
| 497,429 | | | | | Red Ventures, LLC 2020 Term Loan B2, 2.604%, (US0001M + 2.500%), 11/08/2024 | | | 494,898 | | | | 0.0 |
| 35,555 | | | | | Refficiency Holdings LLC 2021 Delayed Draw Term Loan, 3.459%, (US0003M + 3.250%), 12/31/2027 | | | 35,600 | | | | 0.0 |
| 183,042 | | | | | Refficiency Holdings LLC 2021 Term Loan, 4.000%, (US0001M + 3.250%), 12/16/2027 | | | 183,271 | | | | 0.0 |
| 625,000 | | | | | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.104%, (US0001M + 7.000%), 05/29/2026 | | | 628,516 | | | | 0.0 |
| 753,446 | | | | | Rockwood Service Corporation 2020 Term Loan, 4.102%, (US0001M + 4.000%), 01/23/2027 | | | 756,271 | | | | 0.0 |
| 105,970 | | | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | 105,838 | | | | 0.0 |
| 62,478 | | | | | Service Logic Acquisition, Inc Delayed Draw Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | 62,399 | | | | 0.0 |
| 683,070 | | | | | Service Logic Acquisition, Inc Term Loan, 4.750%, (US0003M + 4.000%), 10/29/2027 | | | 682,216 | | | | 0.0 |
| 902,738 | | | | | SITEL Worldwide Corporation 2021 USD Term Loan, 4.250%, (US0003M + 3.750%), 08/28/2028 | | | 903,624 | | | | 0.0 |
| 1,157,100 | | | | | Skopima Merger Sub Inc. Term Loan B, 4.500%, (US0001M + 4.000%), 05/12/2028 | | | 1,151,417 | | | | 0.1 |
| 497,429 | | | | | SSH Group Holdings, Inc. 2018 1st Lien Term Loan, 4.474%, (US0003M + 4.250%), 07/30/2025 | | | 481,263 | | | | 0.0 |
| 1,035,430 | | | | | Staples, Inc. 7 Year Term Loan, 5.132%, (US0003M + 5.000%), 04/16/2026 | | | 1,002,704 | | | | 0.1 |
| 357,958 | | | | | SurveyMonkey Inc. 2018 Term Loan B, 3.860%, (US0001M + 3.750%), 10/10/2025 | | | 356,168 | | | | 0.0 |
| 230,000 | | | | | TPG VIII Elf Purchaser, LLC 2021 Term Loan B, 4.000%, (US0003M + 3.500%), 11/06/2028 | | | 230,374 | | | | 0.0 |
| 653,400 | | | | | TruGreen Limited Partnership 2020 Term Loan, 4.750%, (US0001M + 4.000%), 11/02/2027 | | | 655,340 | | | | 0.0 |
| 1,733,593 | | | | | Verscend Holding Corp. 2021 Term Loan B, 4.104%, (US0001M + 4.000%), 08/27/2025 | | | 1,735,399 | | | | 0.1 |
| 780,356 | | | | | Virtusa Corporation First Lien Term Loan B, 4.500%, (US0001M + 3.750%), 02/11/2028 | | | 783,283 | | | | 0.0 |
| 1,474,373 | | | | | VM Consolidated, Inc. 2021 Term Loan B, 3.474%, (US0006M + 3.250%), 03/19/2028 | | | 1,472,715 | | | | 0.1 |
| 23,830 | | | | | VT Topco, Inc. 2021 Delayed Draw Term Loan, 3.959%, (US0003M + 3.750%), 08/01/2025 | | | 23,681 | | | | 0.0 |
| 135,830 | | | | | VT Topco, Inc. 2021 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/01/2025 | | | 134,981 | | | | 0.0 |
| 568,575 | | | | | Waterlogic Holdings Limited 2021 USD Term Loan B, 4.974%, (US0003M + 4.750%), 08/04/2028 | | | 569,996 | | | | 0.0 |
| 384,172 | | | | | West Corporation 2018 Term Loan B1, 4.500%, (US0003M + 3.500%), 10/10/2024 | | | 363,249 | | | | 0.0 |
| 337,579 | | | | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.175%, (US0003M + 5.000%), 07/11/2025 | | | 303,681 | | | | 0.0 |
| 208,333 | | | | | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.211%, (US0003M + 10.000%), 07/10/2026 | | | 134,115 | | | | 0.0 |
| | | | | | | | | 38,106,586 | | | | 1.5 |
| | | | | | | | | | | | | |
| | | | | | Cable & Satellite Television: 0.5% |
| 2,085,000 | | | | | Atlantic Broadband Finance, LLC 2021 Term Loan, 3.000%, (US0001M + 2.500%), 09/01/2028 | | | 2,079,788 | | | | 0.1 |
| 219,224 | | | | | CSC Holdings, LLC 2019 Term Loan B5, 2.610%, (US0003M + 2.500%), 04/15/2027 | | | 216,849 | | | | 0.0 |
| 2,086,963 | | | | | DirecTV Financing, LLC Term Loan, 5.750%, (US0003M + 5.000%), 08/02/2027 | | | 2,092,061 | | | | 0.1 |
| 1,505,000 | | | | | Radiate Holdco, LLC 2021 Term Loan B, 4.000%, (US0001M + 3.250%), 09/25/2026 | | | 1,501,969 | | | | 0.0 |
| 2,747,551 | | | | | Telesat Canada Term Loan B5, 2.900%, (US0002M + 2.750%), 12/07/2026 | | | 2,494,260 | | | | 0.1 |
| 2,000,000 | | | | | UPC Financing Partnership 2021 USD Term Loan AX, 3.209%, (US0003M + 3.000%), 01/31/2029 | | | 1,996,000 | | | | 0.1 |
| 1,900,000 | | | | | Virgin Media Bristol LLC 2020 USD Term Loan Q, 3.459%, (US0003M + 3.250%), 01/31/2029 | | | 1,901,187 | | | | 0.1 |
| 335,000 | | | | | WideOpenWest Finance LLC 2021 Term Loan B, 3.500%, (SOFRRATE + 3.000%), 12/20/2028 | | | 335,070 | | | | 0.0 |
| | | | | | | | | 12,617,184 | | | | 0.5 |
| | | | | | Chemicals & Plastics: 0.4% |
| 324,188 | | | | | Avantor Funding, Inc. 2021 Term Loan B5, 2.750%, (US0001M + 2.250%), 11/08/2027 | | | 324,137 | | | | 0.0 |
| 498,515 | | | | | Axalta Coating Systems US Holdings Inc. USD Term Loan B3, 1.959%, (US0003M + 1.750%), 06/01/2024 | | | 498,787 | | | | 0.0 |
| 115,000 | | | | | CPC Acquisition Corp Second Lien Term Loan, 8.500%, (US0003M + 7.750%), 12/29/2028 | | | 113,563 | | | | 0.0 |
| 473,813 | | | | | GEON Performance Solutions, LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 08/18/2028 | | | 478,255 | | | | 0.0 |
| 1,062,963 | | | | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 3.250%, (US0001M + 2.750%), 01/29/2026 | | | 1,062,298 | | | | 0.1 |
| 550,000 | | | | | Ineos US Finance LLC 2021 USD Term Loan B, 2.709%, (US0003M + 2.500%), 11/08/2028 | | | 547,594 | | | | 0.0 |
| 289,275 | | | | | Lonza Group AG USD Term Loan B, 4.750%, (US0006M + 4.000%), 07/03/2028 | | | 289,390 | | | | 0.0 |
| 1,580,000 | | | | | LSF11 A5 Holdco LLC Term Loan, 4.250%, (US0003M + 3.750%), 10/15/2028 | | | 1,580,659 | | | | 0.1 |
| 765,000 | | | | | Olympus Water US Holding Corporation 2021 USD Term Loan B, 4.250%, (US0003M + 3.750%), 11/09/2028 | | | 763,353 | | | | 0.0 |
| 608,836 | | | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.879%, (US0003M + 4.750%), 10/15/2025 | | | 610,358 | | | | 0.0 |
| 656,700 | | | | | Potters Industries, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 12/14/2027 | | | 658,752 | | | | 0.0 |
| 1,346,625 | | | | | PQ Corporation 2021 Term Loan B, 3.250%, (US0003M + 2.750%), 06/09/2028 | | | 1,348,588 | | | | 0.1 |
| 1,025,000 | | | | | Sparta U.S. HoldCo LLC 2021 Term Loan, 4.250%, (US0003M + 3.500%), 08/02/2028 | | | 1,026,709 | | | | 0.0 |
| 1,235,309 | | | | | Starfruit Finco B.V 2018 USD Term Loan B, 3.102%, (US0001M + 3.000%), 10/01/2025 | | | 1,231,449 | | | | 0.1 |
| 204,257 | | | | | Tronox Finance LLC 2021 Term Loan B, 2.454%, (US0003M + 2.250%), 03/13/2028 | | | 202,610 | | | | 0.0 |
| | | | | | | 10,736,502 | | | | 0.4 |
| | | | | | | | | | | |
| | | | | | Clothing/Textiles: 0.0% |
| 411,045 | | | | | ABG Intermediate Holdings 2 LLC 2021 Delayed Draw Term Loan B2, 3.550%, (SOFRRATE + 3.500%), 12/08/2028 | | | 409,503 | | | | 0.0 |
| 64,478 | | | | | ABG Intermediate Holdings 2 LLC 2021 Delayed Draw Term Loan B3, 3.550%, (SOFRRATE + 3.500%), 12/08/2028 | | | 64,236 | | | | 0.0 |
| 64,478 | | | | | ABG Intermediate Holdings 2 LLC 2021 Term Loan B1, 3.550%, (SOFRRATE + 3.500%), 12/21/2028 | | | 64,236 | | | | 0.0 |
| 339,150 | | | | | Birkenstock GmbH & Co. KG USD Term Loan B, 3.750%, (US0006M + 3.250%), 04/28/2028 | | | 338,726 | | | | 0.0 |
| | | | | | | 876,701 | | | | 0.0 |
| | | | | | | | | | | |
| | | | | | Conglomerates: 0.0% |
| 265,000 | | | | | Fender Musical Instruments Corporation 2021 Term Loan B, 4.500%, (SOFRRATE + 4.000%), 12/01/2028 | | | 265,331 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Containers & Glass Products: 0.7% |
| 148,843 | | | | | Albea Beauty Holdings S.A 2018 USD Term Loan B2, 4.000%, (US0003M + 3.000%), 04/22/2024 | | | 145,122 | | | | 0.0 |
| 1,394,247 | | | | | Altium Packaging LLC 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 02/03/2028 | | | 1,382,047 | | | | 0.1 |
| 1,409,211 | | | | | BWAY Holding Company 2017 Term Loan B, 3.352%, (US0001M + 3.250%), 04/03/2024 | | | 1,392,855 | | | | 0.1 |
| 2,550,233 | | | | | Charter NEX US, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 12/01/2027 | | | 2,559,796 | | | | 0.1 |
| 570,000 | | | | | Plastipak Packaging, Inc. 2021 Term Loan B, 2.610%, (US0001M + 2.500%), 12/01/2028 | | | 569,359 | | | | 0.0 |
| 489,345 | | | | | Plaze, Inc. 2020 Incremental Term Loan, 4.500%, (US0001M + 3.750%), 08/03/2026 | | | 485,675 | | | | 0.0 |
| 1,145,000 | | | | | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan, 4.500%, (US0003M + 4.000%), 10/02/2028 | | | 1,144,183 | | | | 0.1 |
| 205,000 | | | | | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 7.250%, (US0003M + 6.750%), 10/01/2029 | | | 205,641 | | | | 0.0 |
| 220,670 | | | | | Pro Mach Group, Inc. 2021 Delayed Draw Term Loan, 5.000%, (US0003M + 4.000%), 08/31/2028 | | | 221,715 | | | | 0.0 |
| 1,696,983 | | | | | Pro Mach Group, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.000%), 08/31/2028 | | | 1,705,013 | | | | 0.1 |
| 1,817,122 | | | | | Proampac PG Borrower LLC 2020 Term Loan, 4.504%, (US0003M + 3.750%), 11/03/2025 | | | 1,819,848 | | | | 0.1 |
| 497,114 | | | | | Reynolds Consumer Products LLC Term Loan, 1.854%, (US0001M + 1.750%), 02/04/2027 | | | 494,970 | | | | 0.0 |
| 539,550 | | | | | Reynolds Group Holdings Inc. 2020 Term Loan B2, 3.354%, (US0001M + 3.250%), 02/05/2026 | | | 537,141 | | | | 0.0 |
| 2,099,738 | | | | | Reynolds Group Holdings Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.500%), 09/20/2028 | | | 2,097,900 | | | | 0.1 |
| 655,050 | | | | | Tosca Services, LLC 2021 Term Loan, 4.250%, (US0001M + 3.500%), 08/18/2027 | | | 653,412 | | | | 0.0 |
| 88,110 | | | | | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0003M + 4.000%), 09/15/2028 | | | 88,220 | | | | 0.0 |
| 620,247 | | | | | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 4.500%, (US0003M + 4.000%), 09/15/2028 | | | 621,022 | | | | 0.0 |
| 430,000 | | | | | Valcour Packaging LLC 2021 1st Lien Term Loan, 4.250%, (US0003M + 3.750%), 10/04/2028 | | | 430,000 | | | | 0.0 |
| 200,000 | | | | | Valcour Packaging LLC 2021 2nd Lien Term Loan, 7.500%, (US0003M + 7.000%), 10/04/2029 | | | 200,000 | | | | 0.0 |
| | | | | | | 16,753,919 | | | | 0.7 |
| | | | | | | | | | | |
| | | | | | Cosmetics/Toiletries: 0.0% |
| 498,525 | | | | | Anastasia Parent, LLC 2018 Term Loan B, 3.974%, (US0003M + 3.750%), 08/11/2025 | | | 448,984 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Drugs: 0.2% |
| 493,750 | | | | | Alvogen Pharma US, Inc. 2020 Extended Term Loan, 5.459%, (US0003M + 5.250%), 12/31/2023 | | | 473,177 | | | | 0.0 |
| 746,112 | | | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 3.625%, (US0001M + 3.500%), 05/04/2025 | | | 739,117 | | | | 0.0 |
| 305,000 | | | | | ANI Pharmaceuticals, Inc Term Loan B, 6.750%, (US0001M + 6.000%), 04/27/2028 | | | 306,144 | | | | 0.0 |
| 1,396,482 | | | | | Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan, 5.209%, (US0003M + 5.000%), 03/27/2028 | | | 1,363,316 | | | | 0.0 |
| 1,618,875 | | | | | Jazz Financing Lux S.a.r.l. USD Term Loan, 4.000%, (US0001M + 3.500%), 05/05/2028 | | | 1,627,403 | | | | 0.1 |
| 1,590,875 | | | | | Organon & Co USD Term Loan, 3.500%, (US0003M + 3.000%), 06/02/2028 | | | 1,595,018 | | | | 0.1 |
| | | | | | | 6,104,175 | | | | 0.2 |
| | | | | | | | | | | |
| | | | | | Ecological Services & Equipment: 0.1% |
| 540,000 | | | | | Clean Harbors Inc. 2021 Incremental Term Loan B, 2.104%, (US0001M + 2.000%), 10/08/2028 | | | 540,169 | | | | 0.0 |
| 661,675 | | | | | Denali Water Solutions Term Loan B, 5.000%, (US0003M + 4.250%), 03/25/2028 | | | 661,261 | | | | 0.0 |
| 1,026,026 | | | | | GFL Environmental Inc. 2020 Term Loan, 3.500%, (US0001M + 3.000%), 05/30/2025 | | | 1,029,425 | | | | 0.1 |
| | | | | | | 2,230,855 | | | | 0.1 |
| | | | | | | | | | | |
| | | | | | Electronics/Electrical: 2.6% |
| 410,000 | | | | | Altar Bidco, Inc. 2021 2nd Lien Term Loan, 5.809%, (US0003M + 5.600%), 11/04/2029 | | | 413,075 | | | | 0.0 |
| 755,000 | | | | | Altar Bidco, Inc. 2021 Term Loan, 3.559%, (US0003M + 3.350%), 11/17/2028 | | | 753,113 | | | | 0.0 |
| 1,175,000 | | | | | AP Core Holdings II, LLC Amortization Term Loan B1, 6.250%, (US0001M + 5.500%), 09/01/2027 | | | 1,175,734 | | | | 0.1 |
| 1,680,000 | | | | | AP Core Holdings II, LLC High-Yield Term Loan B2, 6.250%, (US0001M + 5.500%), 09/01/2027 | | | 1,685,250 | | | | 0.1 |
| 329,175 | | | | | Atlas Purchaser, Inc. 2021 Term Loan, 6.000%, (US0003M + 5.250%), 05/08/2028 | | | 325,335 | | | | 0.0 |
| 375,000 | | | | | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan, 5.709%, (US0003M + 5.500%), 02/27/2026 | | | 378,937 | | | | 0.0 |
| 2,254,990 | | | | | Banff Merger Sub Inc 2021 USD Term Loan, 3.974%, (US0003M + 3.750%), 10/02/2025 | | | 2,248,884 | | | | 0.1 |
| 710,883 | | | | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 02/12/2025 | | | 714,326 | | | | 0.0 |
| 384,930 | | | | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.974%, (US0003M + 3.750%), 08/29/2025 | | | 364,048 | | | | 0.0 |
| 1,435,000 | | | | | Cloudera, Inc. 2021 Term Loan, 4.250%, (US0001M + 3.750%), 10/08/2028 | | | 1,431,711 | | | | 0.1 |
| 142,135 | | | | | Cohu, Inc. 2018 Term Loan B, 3.220%, (US0001M + 3.000%), 10/01/2025 | | | 141,691 | | | | 0.0 |
| 173,250 | | | | | CommerceHub, Inc. 2020 Term Loan B, 4.750%, (US0003M + 4.000%), 12/29/2027 | | | 171,734 | | | | 0.0 |
| 300,000 | | | | | ConnectWise, LLC 2021 Term Loan B, 4.000%, (US0003M + 3.500%), 09/29/2028 | | | 299,679 | | | | 0.0 |
| 698,621 | | | | | Constant Contact Inc Term Loan, 4.750%, (US0003M + 4.000%), 02/10/2028 | | | 698,912 | | | | 0.0 |
| 1,999,988 | | | | | CoreLogic, Inc. Term Loan, 4.000%, (US0001M + 3.500%), 06/02/2028 | | | 2,001,487 | | | | 0.1 |
| 2,345,000 | | | | | Cornerstone OnDemand, Inc. 2021 Term Loan, 4.250%, (US0003M + 3.750%), 10/16/2028 | | | 2,342,948 | | | | 0.1 |
| 485,000 | | | | | Creation Technologies Inc. 2021 Term Loan, 6.000%, (US0003M + 5.500%), 10/05/2028 | | | 481,969 | | | | 0.0 |
| 726,350 | | | | | Delta TopCo, Inc. 2020 Term Loan B, 4.500%, (US0003M + 3.750%), 12/01/2027 | | | 727,939 | | | | 0.0 |
| 746,154 | | | | | EagleView Technology Corporation 2018 Add On Term Loan B, 3.724%, (US0003M + 3.500%), 08/14/2025 | | | 731,231 | | | | 0.0 |
| 1,550,175 | | | | | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4, 4.750%, (US0001M + 4.000%), 12/01/2027 | | | 1,557,603 | | | | 0.1 |
| 538,571 | | | | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 3.974%, (US0003M + 3.750%), 03/11/2028 | | | 536,215 | | | | 0.0 |
| 1,795,483 | | | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 07/01/2024 | | | 1,800,345 | | | | 0.1 |
| 1,445,000 | | | | | II-VI Incorporated 2021 Bridge Term Loan B, 2.959%, (US0003M + 2.750%), 12/01/2028 | | | 1,445,301 | | | | 0.1 |
| 1,936,371 | | | | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/2026 | | | 1,937,097 | | | | 0.1 |
| 2,015,000 | | | | | Informatica LLC 2021 USD Term Loan B, 2.875%, (US0001M + 2.750%), 10/27/2028 | | | 2,010,214 | | | | 0.1 |
| 1,952,694 | | | | | Ingram Micro Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.500%), 06/30/2028 | | | 1,955,949 | | | | 0.1 |
| 645,000 | | | | | Instructure Holdings 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 10/30/2028 | | | 642,581 | | | | 0.0 |
| 150,000 | | | | | Ivanti Software, Inc. 2021 2nd Lien Term Loan, 7.750%, (US0003M + 7.250%), 12/01/2028 | | | 150,188 | | | | 0.0 |
| 84,363 | | | | | Ivanti Software, Inc. 2021 Add On Term Loan B, 4.750%, (US0003M + 4.000%), 12/01/2027 | | | 84,020 | | | | 0.0 |
| 1,534,170 | | | | | Ivanti Software, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 12/01/2027 | | | 1,539,604 | | | | 0.1 |
| 1,512,519 | | | | | LogMeIn, Inc. Term Loan B, 4.839%, (US0003M + 4.750%), 08/31/2027 | | | 1,505,783 | | | | 0.1 |
| 149,599 | | | | | MA FinanceCo., LLC USD Term Loan B3, 2.854%, (US0001M + 2.750%), 06/21/2024 | | | 148,851 | | | | 0.0 |
| 1,685,775 | | | | | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 5.750%, (US0003M + 5.000%), 07/27/2028 | | | 1,683,929 | | | | 0.1 |
| 375,000 | | | | | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 9.000%, (US0003M + 8.250%), 07/27/2029 | | | 373,125 | | | | 0.0 |
| 3,308,009 | | | | | McAfee, LLC 2018 USD Term Loan B, 3.852%, (US0001M + 3.750%), 09/30/2024 | | | 3,313,438 | | | | 0.1 |
| 265,000 | | | | | Mediaocean LLC 2021 Term Loan, 3.709%, (US0003M + 3.500%), 12/15/2028 | | | 264,172 | | | | 0.0 |
| 405,000 | | | | | MH Sub I, LLC 2021 2nd Lien Term Loan, 6.352%, (US0001M + 6.250%), 02/12/2029 | | | 409,050 | | | | 0.0 |
| 280,000 | | | | | Mitchell International, Inc. 2021 2nd Lien Term Loan, 7.000%, (US0003M + 6.500%), 10/15/2029 | | | 282,567 | | | | 0.0 |
| 1,265,000 | | | | | Mitchell International, Inc. 2021 Term Loan B, 4.250%, (US0003M + 3.750%), 10/15/2028 | | | 1,259,762 | | | | 0.1 |
| 497,455 | | | | | ON Semiconductor Corporation 2019 Term Loan B, 2.104%, (US0001M + 2.000%), 09/19/2026 | | | 497,611 | | | | 0.0 |
| 2,801,738 | | | | | Panther Commercial Holdings L.P Term Loan, 5.000%, (US0003M + 4.500%), 01/07/2028 | | | 2,809,442 | | | | 0.1 |
| 180,000 | | | | | Ping Identity Corporation 2021 Term Loan B, 4.250%, (SOFRRATE + 3.750%), 11/22/2028 | | | 180,338 | | | | 0.0 |
| 2,149,622 | | | | | Planview Parent, Inc. Term Loan, 4.750%, (US0003M + 4.000%), 12/17/2027 | | | 2,152,309 | | | | 0.1 |
| 497,416 | | | | | Project Accelerate Parrent LLC 1st Lien Term Loan, 5.250%, (US0001M + 4.250%), 01/02/2025 | | | 488,711 | | | | 0.0 |
| 2,198,064 | | | | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.750%, (US0003M + 4.750%), 07/07/2024 | | | 2,205,276 | | | | 0.1 |
| 2,757,027 | | | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.379%, (US0003M + 4.250%), 05/16/2025 | | | 2,758,011 | | | | 0.1 |
| 1,642,588 | | | | | Rackspace Technology Global, Inc. 2021 Term Loan, 3.500%, (US0003M + 2.750%), 02/15/2028 | | | 1,632,527 | | | | 0.1 |
| 600,000 | | | | | RealPage, Inc 1st Lien Term Loan, 3.750%, (US0001M + 3.250%), 04/24/2028 | | | 598,950 | | | | 0.0 |
| 1,960,000 | | | | | Redstone Buyer LLC 2021 Term Loan, 5.500%, (US0003M + 4.750%), 04/27/2028 | | | 1,880,375 | | | | 0.1 |
| 270,908 | | | | | Riverbed Technology, Inc. 2021 PIK Exit Term Loan, 7.000%, (US0003M + 6.000%), 12/08/2026 | | | 265,659 | | | | 0.0 |
| 1,547,102 | | | | | Rocket Software, Inc. 2018 Term Loan, 4.354%, (US0001M + 4.250%), 11/28/2025 | | | 1,542,654 | | | | 0.1 |
| 238,800 | | | | | Rocket Software, Inc. 2021 USD Incremental Term Loan B, 4.750%, (US0001M + 4.250%), 11/28/2025 | | | 238,919 | | | | 0.0 |
| 264,662 | | | | | Sabre GLBL Inc. 2021 Term Loan B1, 4.000%, (US0001M + 3.500%), 12/17/2027 | | | 261,619 | | | | 0.0 |
| 421,888 | | | | | Sabre GLBL Inc. 2021 Term Loan B2, 4.000%, (US0001M + 3.500%), 12/17/2027 | | | 417,036 | | | | 0.0 |
| 1,010,276 | | | | | Seattle Spinco, Inc. USD Term Loan B3, 2.854%, (US0001M + 2.750%), 06/21/2024 | | | 1,005,225 | | | | 0.0 |
| 377,668 | | | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 4.250%, (US0003M + 3.750%), 05/16/2025 | | | 378,061 | | | | 0.0 |
| 80,257 | | | | | Sovos Compliance, LLC 2021 Delayed Draw Term Loan, 4.709%, (US0003M + 4.500%), 08/11/2028 | | | 80,608 | | | | 0.0 |
| 464,743 | | | | | Sovos Compliance, LLC 2021 Term Loan, 5.000%, (US0001M + 4.500%), 08/11/2028 | | | 466,776 | | | | 0.0 |
| 235,000 | | | | | Tenable Holdings, Inc. Term Loan B, 3.250%, (US0003M + 2.750%), 07/07/2028 | | | 234,706 | | | | 0.0 |
| 450,000 | | | | | Trader Interactive, LLC 2021 Term Loan B, 4.500%, (US0003M + 4.000%), 07/28/2028 | | | 449,437 | | | | 0.0 |
| 3,019 | | | | | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 6.974%, 05/29/2026 | | | 2,522 | | | | 0.0 |
| 591,430 | | | | | TTM Technologies, Inc. 2017 Term Loan, 2.599%, (US0003M + 2.500%), 09/28/2024 | | | 591,922 | | | | 0.0 |
| 145,894 | | | | | Ultra Clean Holdings, Inc 2021 Term Loan B, 3.854%, (US0001M + 3.750%), 08/27/2025 | | | 146,258 | | | | 0.0 |
| 2,351,348 | | | | | Watlow Electric Manufacturing Company Term Loan B, 4.250%, (US0003M + 3.750%), 03/02/2028 | | | 2,350,615 | | | | 0.1 |
| 1,184,504 | | | | | Xperi Corporation 2020 Term Loan B, 3.604%, (US0001M + 3.500%), 06/08/2028 | | | 1,183,912 | | | | 0.1 |
| | | | | | | | | 64,807,276 | | | | 2.6 |
| | | | | | | | | | | | | |
| | | | | | Equipment Leasing: 0.0% |
| 290,000 | | | | | Albion Financing 3 SARL USD Term Loan, 5.750%, (US0003M + 5.250%), 08/17/2026 | | | 291,269 | | | | 0.0 |
| 710,752 | | | | | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 3.750%, (US0001M + 3.250%), 02/17/2028 | | | 711,085 | | | | 0.0 |
| | | | | | | | | 1,002,354 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Financial Intermediaries: 0.6% |
| 779,583 | | | | | Advisor Group, Inc. 2021 Term Loan, 4.604%, (US0001M + 4.500%), 07/31/2026 | | | 782,141 | | | | 0.0 |
| 415,000 | | | | | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan, 7.000%, (US0003M + 6.500%), 08/02/2029 | | | 416,556 | | | | 0.0 |
| 540,000 | | | | | AqGen Island Holdings, Inc. Term Loan, 4.000%, (US0003M + 3.500%), 08/02/2028 | | | 539,100 | | | | 0.0 |
| 387,075 | | | | | Blackstone Mortgage Trust, Inc. 2021 Term Loan B2, 3.750%, (US0001M + 2.750%), 04/23/2026 | | | 386,591 | | | | 0.0 |
| 924,684 | | | | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/2024 | | | 924,684 | | | | 0.1 |
| 96,610 | | | | | Castlelake Aviation Limited Delayed Draw Term Loan, 3.209%, (US0003M + 3.000%), 10/07/2026 | | | 96,349 | | | | 0.0 |
| 472,206 | | | | | Castlelake Aviation Limited Term Loan B, 2.959%, (US0003M + 2.750%), 10/22/2026 | | | 470,928 | | | | 0.0 |
| 1,694,479 | | | | | Citadel Securities LP 2021 Term Loan B, 2.604%, (US0001M + 2.500%), 02/02/2028 | | | 1,686,006 | | | | 0.1 |
| 678,517 | | | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.852%, (US0001M + 2.750%), 08/21/2025 | | | 675,125 | | | | 0.0 |
| 1,496,193 | | | | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/2027 | | | 1,499,800 | | | | 0.1 |
| 2,604,930 | | | | | Edelman Financial Center, LLC 2021 Term Loan B, 4.250%, (US0001M + 3.500%), 04/07/2028 | | | 2,606,195 | | | | 0.1 |
| 1,895,035 | | | | | First Eagle Holdings, Inc. 2020 Term Loan B, 2.709%, (US0003M + 2.500%), 02/01/2027 | | | 1,877,862 | | | | 0.1 |
| 214,688 | | | | | Focus Financial Partners, LLC 2021 Delayed Draw Term Loan, 4.750%, (PRIME + 1.500%), 06/24/2028 | | | 213,905 | | | | 0.0 |
| 925,661 | | | | | Focus Financial Partners, LLC 2021 Term Loan, 3.000%, (US0001M + 2.500%), 07/01/2028 | | | 922,286 | | | | 0.0 |
| 640,000 | | | | | HighTower Holdings LLC 2021 Term Loan B, 4.750%, (US0003M + 4.000%), 04/21/2028 | | | 641,500 | | | | 0.0 |
| 573,555 | | | | | Jane Street Group, LLC 2021 Term Loan, 2.854%, (US0001M + 2.750%), 01/26/2028 | | | 570,210 | | | | 0.0 |
| 248,731 | | | | | LPL Holdings, Inc. 2019 Term Loan B1, 1.852%, (US0001M + 1.750%), 11/12/2026 | | | 247,876 | | | | 0.0 |
| 497,112 | | | | | Trans Union, LLC 2019 Term Loan B5, 1.854%, (US0001M + 1.750%), 11/16/2026 | | | 492,185 | | | | 0.0 |
| 940,000 | | | | | Trans Union, LLC 2021 Term Loan B6, 2.750%, (US0001M + 2.250%), 12/01/2028 | | | 938,890 | | | | 0.1 |
| 200,000 | | | | | Walker & Dunlop, Inc. 2021 Term Loan, 2.750%, (SOFRRATE + 2.250%), 12/16/2028 | | | 200,000 | | | | 0.0 |
| | | | | | | | | 16,188,189 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Food Products: 0.4% |
| 491,139 | | | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.852%, (US0001M + 3.750%), 10/01/2025 | | | 485,409 | | | | 0.0 |
| 690,000 | | | | | 8th Avenue Food & Provisions, Inc. 2021 Incremental Term Loan, 5.500%, (US0001M + 4.750%), 10/01/2025 | | | 698,625 | | | | 0.0 |
| 785,000 | | | | | CHG PPC Parent LLC 2021 Term Loan, 3.500%, (US0003M + 3.000%), 12/08/2028 | | | 782,056 | | | | 0.0 |
| 108,158 | | | | | Dessert Holdings Inc. Delayed Draw Term Loan, 4.209%, (US0003M + 4.000%), 06/09/2028 | | | 107,888 | | | | 0.0 |
| 576,842 | | | | | Dessert Holdings Inc. Term Loan, 4.750%, (US0003M + 4.000%), 06/09/2028 | | | 575,400 | | | | 0.0 |
| 1,153,350 | | | | | IRB Holding Corp 2020 Fourth Amendment Incremental Term Loan, 4.250%, (US0003M + 3.250%), 12/15/2027 | | | 1,154,792 | | | | 0.1 |
| 497,442 | | | | | JBS USA Lux S.A. 2019 Term Loan B, 2.101%, (US0001M + 2.000%), 05/01/2026 | | | 496,872 | | | | 0.0 |
| 475,000 | | | | | Primary Products Finance LLC Term Loan, 4.209%, (US0003M + 4.000%), 10/25/2028 | | | 476,484 | | | | 0.0 |
| 1,021,340 | | | | | Sigma Bidco B.V. 2018 USD Term Loan B2, 3.160%, (US0006M + 3.000%), 07/02/2025 | | | 1,001,424 | | | | 0.1 |
| 1,510,928 | | | | | Simply Good Foods USA, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/2024 | | | 1,522,732 | | | | 0.1 |
| 1,395,713 | | | | | Weber-Stephen Products LLC Term Loan B, 4.000%, (US0001M + 3.250%), 10/30/2027 | | | 1,399,576 | | | | 0.1 |
| 208,950 | | | | | WOOF Holdings, Inc 1st Lien Term Loan, 4.500%, (US0003M + 3.750%), 12/21/2027 | | | 209,407 | | | | 0.0 |
| | | | | | | | | 8,910,665 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Food Service: 0.4% |
| 746,193 | | | | | 1011778 B.C. Unlimited Liability Company Term Loan B4, 1.854%, (US0001M + 1.750%), 11/19/2026 | | | 738,731 | | | | 0.0 |
| 1,685,000 | | | | | Ali Group S.R.L. 2021 Term Loan B, 2.209%, (US0003M + 2.000%), 10/12/2028 | | | 1,677,101 | | | | 0.1 |
| 865,000 | | | | | Flynn Restaurant Group LP 2021 Term Loan B, 4.750%, (US0003M + 4.250%), 12/01/2028 | | | 855,161 | | | | 0.0 |
| | | | | | | | | | | | | |
| 500,000 | | | | | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, (US0003M + 4.250%), 04/07/2025 | | | 495,312 | | | | 0.0 |
| 1,132,652 | | | | | H Food Holdings LLC 2018 Term Loan B, 3.792%, (US0001M + 3.688%), 05/23/2025 | | | 1,127,225 | | | | 0.1 |
| 52,000 | | | | | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 7.250%, (US0003M + 6.750%), 07/30/2029 | | | 52,455 | | | | 0.0 |
| 5,825 | | | | | Pacific Bells, LLC Delayed Draw Term Loan, 4.709%, (US0003M + 4.500%), 10/13/2028 | | | 5,796 | | | | 0.0 |
| 559,175 | | | | | Pacific Bells, LLC Term Loan B, 5.000%, (US0003M + 4.500%), 10/13/2028 | | | 556,379 | | | | 0.0 |
| 1,233,974 | | | | | Tacala, LLC 1st Lien Term Loan, 4.250%, (US0001M + 3.500%), 02/05/2027 | | | 1,233,203 | | | | 0.1 |
| 1,496,173 | | | | | US Foods, Inc. 2019 Term Loan B, 2.104%, (US0001M + 2.000%), 09/13/2026 | | | 1,482,030 | | | | 0.1 |
| 1,000,000 | | | | | US Foods, Inc. 2021 Term Loan B, 2.959%, (US0003M + 2.750%), 11/17/2028 | | | 1,000,625 | | | | 0.0 |
| 1,000,000 | | | | | Welbilt, Inc. 2018 Term Loan B, 2.590%, (US0001M + 2.500%), 10/23/2025 | | | 998,125 | | | | 0.0 |
| | | | | | | | | 10,222,143 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Food/Drug Retailers: 0.1% |
| 1,120,150 | | | | | EG America LLC 2018 USD Term Loan, 4.224%, (US0003M + 4.000%), 02/07/2025 | | | 1,116,930 | | | | 0.0 |
| 184,082 | | | | | EG Group Limited 2021 Term Loan, 4.750%, (US0003M + 4.250%), 03/31/2026 | | | 184,915 | | | | 0.0 |
| 44,048 | | | (3) | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%) (PIK Rate 1075.000%, Cash Rate 100.000%), 10/01/2024 | | | 37,882 | | | | 0.0 |
| 32,806 | | | (3) | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%) (PIK Rate 700.000%, Cash Rate 100.000%), 04/01/2024 | | | 33,544 | | | | 0.0 |
| 1,714,883 | | | | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0001M + 5.500%), 09/06/2024 | | | 1,718,635 | | | | 0.1 |
| | | | | | | | | 3,091,906 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Forest Products: 0.0% |
| 290,000 | | | | | ASP Blade Holdings, Inc Initial Term Loan, 4.500%, (US0001M + 4.000%), 10/13/2028 | | | 290,408 | | | | 0.0 |
| 354,113 | | | | | Osmose Utilities Services, Inc. Term Loan, 3.750%, (US0001M + 3.250%), 06/23/2028 | | | 352,618 | | | | 0.0 |
| 342,419 | | | | | Spa Holdings 3 Oy USD Term Loan B, 4.750%, (US0003M + 4.000%), 02/04/2028 | | | 343,275 | | | | 0.0 |
| | | | | | | | | 986,301 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Health Care: 1.8% |
| 635,168 | | | | | Accelerated Health Systems, LLC Term Loan B, 3.602%, (US0001M + 3.500%), 10/31/2025 | | | 633,183 | | | | 0.0 |
| 473,813 | | | | | ADMI Corp. 2021 Incremental Term Loan B3, 4.000%, (US0001M + 3.500%), 12/23/2027 | | | 473,681 | | | | 0.0 |
| 759,263 | | | | | ADMI Corp. 2021 Term Loan B2, 3.875%, (US0001M + 3.375%), 12/23/2027 | | | 755,466 | | | | 0.0 |
| 296,796 | | | | | Agiliti Health, Inc Term Loan, 2.875%, (US0001M + 2.750%), 01/04/2026 | | | 295,683 | | | | 0.0 |
| 632,754 | | | | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/2024 | | | 602,171 | | | | 0.0 |
| 1,061,975 | | | | | Athenahealth, Inc. 2021 Term Loan B1, 4.400%, (US0003M + 4.250%), 02/11/2026 | | | 1,062,639 | | | | 0.1 |
| 3,175,360 | | | | | Bausch Health Companies Inc. 2018 Term Loan B, 3.104%, (US0001M + 3.000%), 06/02/2025 | | | 3,165,218 | | | | 0.1 |
| 673,313 | | | | | Bella Holding Company, LLC 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 05/10/2028 | | | 673,733 | | | | 0.0 |
| 349,406 | | | | | Cano Health LLC Term Loan, 5.250%, (US0003M + 4.500%), 11/23/2027 | | | 350,061 | | | | 0.0 |
| 994,805 | | | | | Carestream Dental Equipment, Inc 2017 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 09/01/2024 | | | 986,101 | | | | 0.1 |
| 218,900 | | | | | CBI Buyer, Inc. Term Loan, 3.750%, (US0003M + 3.250%), 01/06/2028 | | | 218,462 | | | | 0.0 |
| 503,400 | | | | | CCRR Parent, Inc Term Loan B, 4.500%, (US0003M + 3.750%), 03/06/2028 | | | 505,760 | | | | 0.0 |
| 702,072 | | | | | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0001M + 2.500%), 03/01/2024 | | | 702,159 | | | | 0.0 |
| 728,175 | | | | | CHG Healthcare Services Inc. 2021 Term Loan, 4.000%, (US0003M + 3.500%), 09/29/2028 | | | 729,040 | | | | 0.0 |
| | | | | | | | | | | | | |
| 1,239,903 | | | | | Curia Global, Inc. 2021 Term Loan, 4.500%, (US0003M + 3.750%), 08/30/2026 | | | 1,242,616 | | | | 0.1 |
| 2,063,470 | | | | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.000%, (US0003M + 4.000%), 01/08/2027 | | | 2,068,629 | | | | 0.1 |
| 1,204,442 | | | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.854%, (US0001M + 3.750%), 10/10/2025 | | | 972,888 | | | | 0.1 |
| 651,700 | | | | | eResearchTechnology, Inc. 2020 1st Lien Term Loan, 5.500%, (US0001M + 4.500%), 02/04/2027 | | | 655,448 | | | | 0.0 |
| 2,786,257 | | | | | Global Medical Response, Inc. 2017 Incremental Term Loan, 5.250%, (US0006M + 4.250%), 03/14/2025 | | | 2,778,712 | | | | 0.1 |
| 955,294 | | | | | Global Medical Response, Inc. 2020 Term Loan B, 5.250%, (US0003M + 4.250%), 10/02/2025 | | | 952,189 | | | | 0.1 |
| 587,896 | | | | | GoodRx, Inc. 1st Lien Term Loan, 2.852%, (US0001M + 2.750%), 10/10/2025 | | | 586,181 | | | | 0.0 |
| 248,698 | | | | | Greenway Health, LLC 2017 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/16/2024 | | | 238,672 | | | | 0.0 |
| 432,825 | | | | | Heartland Dental, LLC 2021 Incremental Term Loan, 4.104%, (US0001M + 4.000%), 04/30/2025 | | | 432,329 | | | | 0.0 |
| 1,840,000 | | | | | Hunter Holdco 3 Limited USD Term Loan B, 4.750%, (US0003M + 4.250%), 08/19/2028 | | | 1,844,600 | | | | 0.1 |
| 345,000 | | | | | ICU Medical, Inc. Term Loan B, 2.550%, (SOFRRATE + 2.500%), 12/16/2028 | | | 346,078 | | | | 0.0 |
| 936,990 | | | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 6.130%, (US0003M + 6.000%), 10/01/2024 | | | 917,313 | | | | 0.1 |
| 88,000 | | | | | Medical Solutions L.L.C. 2021 Delayed Draw Term Loan, 3.709%, (US0003M + 3.500%), 11/01/2028 | | | 87,978 | | | | 0.0 |
| 462,000 | | | | | Medical Solutions L.L.C. 2021 First Lien Term Loan, 4.000%, (US0003M + 3.500%), 11/01/2028 | | | 461,885 | | | | 0.0 |
| 1,310,000 | | | | | Medline Borrower, LP USD Term Loan B, 3.750%, (US0001M + 3.250%), 10/23/2028 | | | 1,310,409 | | | | 0.1 |
| 1,940,000 | | | | | MPH Acquisition Holdings LLC 2021 Term Loan B, 4.750%, (US0003M + 4.250%), 08/17/2028 | | | 1,901,805 | | | | 0.1 |
| 150,000 | | | | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 8.000%, (US0003M + 7.250%), 03/02/2029 | | | 149,812 | | | | 0.0 |
| 165,782 | | | | | National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan, 4.500%, (US0003M + 3.750%), 03/02/2028 | | | 164,352 | | | | 0.0 |
| 59,959 | | | | | National Mentor Holdings, Inc. 2021 Term Loan C, 4.500%, (US0003M + 3.750%), 03/02/2028 | | | 59,442 | | | | 0.0 |
| 1,821,851 | | | | | National Mentor Holdings, Inc. 2021 Term Loan, 4.500%, (US0003M + 3.750%), 03/02/2028 | | | 1,806,137 | | | | 0.1 |
| 776,616 | | | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.081%, (US0001M + 3.000%), 06/30/2025 | | | 777,312 | | | | 0.0 |
| 428,925 | | | | | Pacific Dental Services,LLC 2021 Term Loan, 4.000%, (US0001M + 3.250%), 05/05/2028 | | | 429,595 | | | | 0.0 |
| 776,958 | | | | | Pathway Vet Alliance LLC 2021 Term Loan, 3.854%, (US0001M + 3.750%), 03/31/2027 | | | 775,421 | | | | 0.0 |
| 856,921 | | | | | PetVet Care Centers, LLC 2021 Term Loan B3, 4.250%, (US0001M + 3.500%), 02/14/2025 | | | 857,993 | | | | 0.0 |
| 1,022,621 | | | | | Phoenix Guarantor Inc 2020 Term Loan B, 3.354%, (US0001M + 3.250%), 03/05/2026 | | | 1,017,873 | | | | 0.1 |
| 204,488 | | | | | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 4.175%, (US0003M + 4.000%), 06/22/2026 | | | 204,062 | | | | 0.0 |
| 268,650 | | | | | Press Ganey Holdings, Inc. 2021 Term Loan B, 4.500%, (US0003M + 3.750%), 07/24/2026 | | | 269,434 | | | | 0.0 |
| 277,900 | | | | | Project Ruby Ultimate Parent Corp. 2021 Term Loan, 4.000%, (US0001M + 3.250%), 03/03/2028 | | | 277,726 | | | | 0.0 |
| 1,535,765 | | | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.852%, (US0001M + 3.750%), 11/16/2025 | | | 1,536,341 | | | | 0.1 |
| 370,000 | | | | | Resonetics, LLC 2021 Term Loan, 4.750%, (US0003M + 4.000%), 04/28/2028 | | | 370,462 | | | | 0.0 |
| 582,116 | | | | | RxBenefits, Inc. 2020 Term Loan, 5.250%, (US0003M + 4.500%), 12/17/2027 | | | 583,935 | | | | 0.0 |
| 500,000 | | | | | Select Medical Corporation 2017 Term Loan B, 2.360%, (US0001M + 2.250%), 03/06/2025 | | | 497,265 | | | | 0.0 |
| 635,000 | | | | | Sotera Health Holdings, LLC 2021 Term Loan, 3.250%, (US0003M + 2.750%), 12/11/2026 | | | 633,545 | | | | 0.0 |
| 818,813 | | | | | Surgery Center Holdings, Inc. 2021 Term Loan, 4.500%, (US0001M + 3.750%), 08/31/2026 | | | 819,581 | | | | 0.0 |
| 1,396,325 | | | | | Tecomet Inc. 2017 Repriced Term Loan, 3.709%, (US0003M + 3.500%), 05/01/2024 | | | 1,330,000 | | | | 0.1 |
| 1,865,718 | | | | | Unified Physician Management, LLC 2020 Term Loan, 5.000%, (US0001M + 4.250%), 12/16/2027 | | | 1,872,132 | | | | 0.1 |
| 867,825 | | | | | US Anesthesia Partners Inc 2021 Term Loan, 4.750%, (US0006M + 4.250%), 10/01/2028 | | | 866,740 | | | | 0.1 |
| 802,988 | | | | | Virgin Pulse, Inc. 2021 Term Loan, 4.750%, (US0003M + 4.000%), 04/06/2028 | | | 794,456 | | | | 0.0 |
| 630,000 | | | | | WP CityMD Bidco LLC 2021 1st Lien Term Loan B, 3.750%, (US0006M + 3.250%), 11/18/2028 | | | 630,158 | | | | 0.0 |
| | | | | | | | | 44,674,863 | | | | 1.8 |
| | | | | | | | | | | | | |
| | | | | | Home Furnishings: 0.1% |
| 528,675 | | | | | Conair Holdings, LLC Term Loan B, 3.970%, (US0003M + 3.750%), 05/17/2028 | | | 529,478 | | | | 0.0 |
| 750,000 | | | | | Illuminate Merger Sub Corp. Term Loan, 4.000%, (US0003M + 3.500%), 07/21/2028 | | | 745,078 | | | | 0.0 |
| 992,186 | | | | | Prime Security Services Borrower, LLC 2021 Term Loan, 3.500%, (US0006M + 2.750%), 09/23/2026 | | | 992,355 | | | | 0.1 |
| | | | | | | | | 2,266,911 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Industrial Equipment: 0.3% |
| 480,559 | | | | | Alliance Laundry Systems LLC Term Loan B, 4.250%, (US0003M + 3.500%), 10/08/2027 | | | 481,245 | | | | 0.0 |
| 113,532 | | | | | CMBF LLC Delayed Draw Term Loan, 6.209%, (US0003M + 6.000%), 08/02/2028 | | | 112,680 | | | | 0.0 |
| 381,468 | | | | | CMBF LLC Term Loan, 6.500%, (US0001M + 6.000%), 08/02/2028 | | | 378,607 | | | | 0.0 |
| 249,359 | | | | | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.599%, (US0001M + 3.500%), 11/17/2025 | | | 248,112 | | | | 0.0 |
| 184,538 | | | | | Filtration Group Corporation 2021 Incremental Term Loan, 4.000%, (US0001M + 3.500%), 10/21/2028 | | | 184,584 | | | | 0.0 |
| 774,983 | | | | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 4.224%, (US0003M + 4.000%), 09/30/2026 | | | 775,952 | | | | 0.0 |
| 159,115 | | | | | I-Logic Technologies Bidco Limited 2021 USD Term Loan B, 4.500%, (US0003M + 4.000%), 02/16/2028 | | | 159,811 | | | | 0.0 |
| 945,847 | | | | | Kenan Advantage Group, Inc. 2021 Term Loan B, 4.500%, (US0001M + 3.750%), 03/24/2026 | | | 944,863 | | | | 0.1 |
| 1,575,000 | | | | | MKS Instruments, Inc. 2021 USD Term Loan, 2.459%, (US0003M + 2.250%), 10/21/2028 | | | 1,573,523 | | | | 0.1 |
| 1,922,737 | | | | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/2027 | | | 1,921,536 | | | | 0.1 |
| 663,761 | | | | | Vertical US Newco Inc Term Loan B, 4.000%, (US0006M + 3.500%), 07/30/2027 | | | 665,005 | | | | 0.0 |
| | | | | | | | | 7,445,918 | | | | 0.3 |
| | | | | | | | | | | | | |
| | | | | | Insurance: 0.6% |
| 676,334 | | | | | Acrisure, LLC 2020 Term Loan B, 3.724%, (US0003M + 3.500%), 02/15/2027 | | | 670,134 | | | | 0.0 |
| 1,090,000 | | | | | Acrisure, LLC 2021 First Lien Term Loan B, 4.750%, (US0003M + 4.250%), 02/15/2027 | | | 1,091,362 | | | | 0.1 |
| 169,575 | | | | | Acrisure, LLC 2021 Incremental Term Loan B, 4.250%, (US0003M + 3.750%), 02/15/2027 | | | 169,628 | | | | 0.0 |
| 771,303 | | | | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 3.354%, (US0001M + 3.250%), 05/09/2025 | | | 764,747 | | | | 0.0 |
| 1,435,000 | | | | | Alliant Holdings Intermediate, LLC 2021 Term Loan B4, 4.000%, (US0001M + 3.500%), 11/06/2027 | | | 1,435,000 | | | | 0.1 |
| 746,233 | | | | | AmWINS Group, Inc. 2021 Term Loan B, 3.000%, (US0001M + 2.250%), 02/19/2028 | | | 741,518 | | | | 0.0 |
| 391,969 | | | | | Aretec Group, Inc. 2018 Term Loan, 4.354%, (US0001M + 4.250%), 10/01/2025 | | | 393,031 | | | | 0.0 |
| | | | | | | | | | | | | |
| 1,064,239 | | | | | AssuredPartners, Inc. 2020 Term Loan B, 3.604%, (US0001M + 3.500%), 02/12/2027 | | | 1,057,587 | | | | 0.0 |
| 759,936 | | | | | AssuredPartners, Inc. 2021 Term Loan B, 4.000%, (US0001M + 3.500%), 02/12/2027 | | | 760,253 | | | | 0.0 |
| 1,918,511 | | | | | Hub International Limited 2018 Term Loan B, 2.875%, (US0003M + 2.750%), 04/25/2025 | | | 1,897,327 | | | | 0.1 |
| 580,000 | | | | | IMA Financial Group, Inc. Term Loan, 3.959%, (US0003M + 3.750%), 11/01/2028 | | | 579,033 | | | | 0.0 |
| 1,804,134 | | | | | NFP Corp. 2020 Term Loan, 3.354%, (US0001M + 3.250%), 02/15/2027 | | | 1,777,556 | | | | 0.1 |
| 1,954,136 | | | | | OneDigital Borrower LLC 2021 Term Loan, 4.750%, (SOFRRATE + 4.250%), 11/16/2027 | | | 1,954,136 | | | | 0.1 |
| 2,072,319 | | | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.354%, (US0001M + 3.250%), 12/31/2025 | | | 2,059,108 | | | | 0.1 |
| 248,724 | | | | | Sedgwick Claims Management Services, Inc. 2019 Term Loan B, 3.854%, (US0001M + 3.750%), 09/03/2026 | | | 248,811 | | | | 0.0 |
| | | | | | | | | 15,599,231 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Leisure Good/Activities/Movies: 0.6% |
| 327,911 | | | | | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 3.000%, 08/26/2022 | | | 329,550 | | | | 0.0 |
| 331,768 | | | | | 24 Hour Fitness Worldwide, Inc. 2021 Exit Delayed Draw Term Loan, 9.400%, (US0003M + 14.000%), 09/29/2026 | | | 330,662 | | | | 0.0 |
| 1,467,849 | | | | | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 4.000%, (US0001M + 3.500%), 08/17/2028 | | | 1,468,461 | | | | 0.1 |
| 921,967 | | | | | AMC Entertainment Holdings, Inc. 2019 Term Loan B, 3.103%, (US0001M + 3.000%), 04/22/2026 | | | 832,997 | | | | 0.0 |
| 927,675 | | | | | AppLovin Corporation 2021 Term Loan B, 3.500%, (US0001M + 3.000%), 10/25/2028 | | | 928,371 | | | | 0.0 |
| 498,731 | | | | | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.101%, (US0001M + 2.000%), 05/24/2027 | | | 493,354 | | | | 0.0 |
| 1,335,000 | | | | | City Football Group Limited Term Loan, 4.000%, (US0006M + 3.500%), 07/21/2028 | | | 1,329,994 | | | | 0.1 |
| 778,106 | | | | | ClubCorp Holdings, Inc. 2017 Term Loan B, 2.970%, (US0003M + 2.750%), 09/18/2024 | | | 751,428 | | | | 0.0 |
| 6,438 | | | | | Crown Finance US, Inc. 2020 Term Loan B1, 7.209%, (US0003M + 7.000%), 05/23/2024 | | | 7,690 | | | | 0.0 |
| 1,533,020 | | | | | CWGS Group, LLC 2021 Term Loan B, 3.250%, (US0001M + 2.500%), 06/03/2028 | | | 1,524,397 | | | | 0.1 |
| 1,196,244 | | | | | Hayward Industries, Inc. 2021 Term Loan, 3.000%, (US0001M + 2.500%), 05/12/2028 | | | 1,192,506 | | | | 0.1 |
| 837,900 | | | | | MajorDrive Holdings IV LLC Term Loan B, 4.500%, (US0003M + 4.000%), 05/12/2028 | | | 838,947 | | | | 0.0 |
| 497,494 | | | | | Playtika Holding Corp 2021 Term Loan, 2.854%, (US0001M + 2.750%), 03/13/2028 | | | 496,193 | | | | 0.0 |
| 727,597 | | | | | RV Retailer, LLC Term Loan B, 4.750%, (US0003M + 4.000%), 02/08/2028 | | | 727,142 | | | | 0.0 |
| 966,646 | | | | | Samsonite International S.A. 2020 Incremental Term Loan B2, 3.750%, (US0001M + 3.000%), 04/25/2025 | | | 963,625 | | | | 0.1 |
| 1,450,001 | | | | | Thor Industries, Inc. 2021 USD Term Loan, 3.125%, (US0001M + 3.000%), 02/01/2026 | | | 1,454,170 | | | | 0.1 |
| 884,803 | | | | | WeddingWire, Inc. 1st Lien Term Loan, 4.629%, (US0003M + 4.500%), 12/19/2025 | | | 887,569 | | | | 0.0 |
| 250,000 | | | | | WMG Acquisition Corp. 2021 Term Loan G, 2.229%, (US0001M + 2.125%), 01/20/2028 | | | 249,271 | | | | 0.0 |
| 497,429 | | | | | Wyndham Hotels & Resorts, Inc. Term Loan B, 1.854%, (US0001M + 1.750%), 05/30/2025 | | | 493,077 | | | | 0.0 |
| | | | | | | | | 15,299,404 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Lodging & Casinos: 0.6% |
| 674,275 | | | | | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 3.851%, (US0001M + 3.750%), 02/02/2026 | | | 660,789 | | | | 0.0 |
| 737,550 | | | | | Arches Buyer Inc. 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 12/06/2027 | | | 733,690 | | | | 0.0 |
| 2,094,465 | | | | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/2024 | | | 2,109,738 | | | | 0.1 |
| | | | | | | | | | | | | |
| 2,632,925 | | | | | Caesars Resort Collection, LLC 2020 Term Loan B1, 3.604%, (US0001M + 3.500%), 07/21/2025 | | | 2,637,246 | | | | 0.1 |
| 1,223,171 | | | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/2024 | | | 1,223,171 | | | | 0.1 |
| 997,500 | | | | | Hilton Grand Vacations Borrower LLC 2021 Term Loan B, 3.500%, (US0003M + 3.000%), 08/02/2028 | | | 1,000,305 | | | | 0.1 |
| 500,000 | | | | | Hilton Worldwide Finance, LLC 2019 Term Loan B2, 1.852%, (US0001M + 1.750%), 06/22/2026 | | | 496,528 | | | | 0.0 |
| 250,000 | | | | | PCI Gaming Authority Term Loan, 2.604%, (US0001M + 2.500%), 05/29/2026 | | | 249,355 | | | | 0.0 |
| 492,355 | | | | | Stars Group Holdings B.V. TL B 1L, 2.474%, (US0003M + 2.250%), 07/21/2026 | | | 491,208 | | | | 0.0 |
| 497,438 | | | | | Station Casinos LLC 2020 Term Loan B, 2.500%, (US0001M + 2.250%), 02/08/2027 | | | 493,677 | | | | 0.0 |
| 1,997,250 | | | | | The Enterprise Development Authority Term Loan B, 5.000%, (US0001M + 4.250%), 02/28/2028 | | | 1,997,250 | | | | 0.1 |
| 1,830,000 | | | | | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 3.750%, (US0006M + 3.250%), 10/02/2028 | | | 1,832,630 | | | | 0.1 |
| | | | | | | | | 13,925,587 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Mortgage REITs: 0.0% |
| 51,020 | | | | | BIFM CA Buyer Inc. 2021 Delayed Draw Term Loan, 3.604%, (US0001M + 3.500%), 06/01/2026 | | | 50,638 | | | | 0.0 |
| 445,552 | | | | | BIFM CA Buyer Inc. Term Loan B, 3.601%, (US0001M + 3.500%), 06/01/2026 | | | 441,932 | | | | 0.0 |
| | | | | | | | | 492,570 | | | | 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 | | | 532,660 | | | | 0.0 |
| 1,775,500 | | | | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/2025 | | | 1,739,713 | | | | 0.1 |
| | | | | | | | | 2,272,373 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Oil & Gas: 0.4% |
| 239,050 | | | | | BCP Renaissance Parent LLC 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 10/31/2024 | | | 238,721 | | | | 0.0 |
| 745,998 | | | | | Brazos Delaware II, LLC Term Loan B, 4.103%, (US0001M + 4.000%), 05/21/2025 | | | 727,698 | | | | 0.0 |
| 578,550 | | | | | ITT Holdings LLC 2021 Term Loan, 3.250%, (US0001M + 2.750%), 07/10/2028 | | | 578,912 | | | | 0.0 |
| 1,346,625 | | | | | Lucid Energy Group II Borrower, LLC 2021 Term Loan, 5.000%, (US0003M + 4.250%), 11/24/2028 | | | 1,331,475 | | | | 0.1 |
| 558,600 | | | | | Medallion Midland Acquisition, LLC 2021 Term Loan, 4.500%, (US0001M + 3.750%), 10/18/2028 | | | 555,923 | | | | 0.0 |
| 387,979 | | | | | Navitas Midstream Midland Basin, LLC Term Loan B, 4.750%, (US0001M + 4.000%), 12/13/2024 | | | 387,818 | | | | 0.0 |
| 600,000 | | | | | NorthRiver Midstream Finance LP 2018 Term Loan B, 3.382%, (US0003M + 3.250%), 10/01/2025 | | | 599,875 | | | | 0.0 |
| 640,000 | | | | | Oryx Midstream Services Permian Basin LLC Term Loan B, 3.750%, (US0003M + 3.250%), 10/05/2028 | | | 636,685 | | | | 0.0 |
| 1,100,000 | | | | | Southwestern Energy Company 2021 Term Loan, 2.550%, (SOFRRATE + 2.500%), 06/22/2027 | | | 1,103,438 | | | | 0.1 |
| 810,000 | | | | | TransMontaigne Operating Company L.P. Term Loan B, 4.000%, (US0001M + 3.500%), 11/17/2028 | | | 811,013 | | | | 0.1 |
| 663,180 | | | | | Traverse Midstream Partners LLC 2017 Term Loan, 5.250%, (SOFRRATE + 4.250%), 09/27/2024 | | | 661,522 | | | | 0.0 |
| 1,498,728 | | | | | Waterbridge Midstream Operating LLC Term Loan B, 6.750%, (US0006M + 5.750%), 06/22/2026 | | | 1,465,006 | | | | 0.1 |
| | | | | | | | | 9,098,086 | | | | 0.4 |
| | | | | | | | | | | | | |
| | | | | | Publishing: 0.2% |
| 1,000,000 | | | | | Adevinta ASA USD Term Loan B, 2.959%, (US0003M + 2.750%), 06/26/2028 | | | 1,002,000 | | | | 0.1 |
| 653,412 | | | | | Alchemy Copyrights, LLC Term Loan B, 3.500%, (US0001M + 3.000%), 03/10/2028 | | | 655,046 | | | | 0.0 |
| | | | | | | | | | | | | |
| 500,000 | | | | | Cengage Learning, Inc. 2021 Term Loan B, 4.959%, (US0003M + 4.750%), 06/29/2026 | | | 501,960 | | | | 0.0 |
| 1,040,000 | | | | | Dotdash Meredith Inc Term Loan B, 4.500%, (SOFRRATE + 4.000%), 12/01/2028 | | | 1,042,600 | | | | 0.1 |
| 947,625 | | | | | McGraw-Hill Global Education Holdings, LLC 2021 First Lien Term Loan B, 5.250%, (US0001M + 4.750%), 07/28/2028 | | | 944,861 | | | | 0.0 |
| | | | | | | | | 4,146,467 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | Radio & Television: 0.6% |
| 398,950 | | | | | A-L Parent LLC 2016 1st Lien Term Loan, 3.351%, (US0001M + 3.250%), 12/01/2023 | | | 379,688 | | | | 0.0 |
| 1,658,662 | | | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.629%, (US0003M + 3.500%), 08/21/2026 | | | 1,637,800 | | | | 0.1 |
| 1,063,133 | | | | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/2026 | | | 1,064,241 | | | | 0.1 |
| 2,792,787 | | | | | Diamond Sports Group, LLC Term Loan, 3.353%, (US0001M + 3.250%), 08/24/2026 | | | 1,312,610 | | | | 0.1 |
| 885,000 | | | | | Gray Television, Inc. 2021 Term Loan D, 3.099%, (US0001M + 3.000%), 12/01/2028 | | | 881,957 | | | | 0.0 |
| 497,484 | | | | | iHeartCommunications, Inc. 2020 Incremental Term Loan, 3.750%, (US0001M + 3.250%), 05/01/2026 | | | 498,521 | | | | 0.0 |
| 752,363 | | | | | iHeartCommunications, Inc. 2020 Term Loan, 3.104%, (US0001M + 3.000%), 05/01/2026 | | | 748,399 | | | | 0.0 |
| 986,027 | | | | | NASCAR Holdings, Inc Term Loan B, 2.604%, (US0001M + 2.500%), 10/19/2026 | | | 985,720 | | | | 0.0 |
| 2,486,536 | | | | | Sinclair Television Group Inc. Term Loan B2B, 2.610%, (US0001M + 2.500%), 09/30/2026 | | | 2,447,684 | | | | 0.1 |
| 2,007,085 | | | | | Terrier Media Buyer, Inc. 2021 Term Loan, 3.604%, (US0001M + 3.500%), 12/17/2026 | | | 2,000,813 | | | | 0.1 |
| 2,048,237 | | | | | Univision Communications Inc. 2021 First Lien Term Loan B, 4.000%, (US0001M + 3.250%), 03/15/2026 | | | 2,054,638 | | | | 0.1 |
| | | | | | | | | 14,012,071 | | | | 0.6 |
| | | | | | | | | | | | | |
| | | | | | Rail Industries: 0.0% |
| 748,101 | | | | | Genesee & Wyoming Inc. (New) Term Loan, 2.224%, (US0003M + 2.000%), 12/30/2026 | | | 744,433 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Retailers (Except Food & Drug): 0.5% |
| 23,111 | | | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Delayed Draw Term Loan, 4.209%, (US0003M + 4.000%), 07/31/2028 | | | 23,169 | | | | 0.0 |
| 231,111 | | | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 4.500%, (US0001M + 4.000%), 07/31/2028 | | | 231,689 | | | | 0.0 |
| 452,572 | | | | | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 5.500%, (US0003M + 4.750%), 03/10/2026 | | | 453,986 | | | | 0.0 |
| 1,156,263 | | | | | Great Outdoors Group, LLC 2021 Term Loan B1, 4.500%, (US0003M + 3.750%), 03/06/2028 | | | 1,158,973 | | | | 0.1 |
| 2,944,332 | | | | | Harbor Freight Tools USA, Inc. 2021 Term Loan B, 3.250%, (US0001M + 2.750%), 10/19/2027 | | | 2,941,933 | | | | 0.1 |
| 539,400 | | | | | Jo-Ann Stores, Inc. 2021 Term Loan B1, 5.500%, (US0003M + 4.750%), 07/07/2028 | | | 534,848 | | | | 0.0 |
| 185,000 | | | | | Lakeshore Intermediate LLC Term Loan, 4.000%, (US0003M + 3.500%), 09/29/2028 | | | 185,231 | | | | 0.0 |
| 1,311,107 | | | | | Leslies Poolmart, Inc. 2021 Term Loan B, 3.000%, (US0003M + 2.500%), 03/09/2028 | | | 1,308,546 | | | | 0.1 |
| 368,381 | | | | | Mens Wearhouse, Inc. (The) 2020 Take Back Term Loan, 9.000%, (US0003M + 8.000%), 12/01/2025 | | | 316,808 | | | | 0.0 |
| 124,441 | | | | | Mens Wearhouse, Inc. (The) 2020 Term Loan, 12.000%, (US0003M + 11.000%), 06/01/2025 | | | 124,441 | | | | 0.0 |
| 766,150 | | | | | Michaels Companies, Inc. 2021 Term Loan B, 5.000%, (US0003M + 4.250%), 04/15/2028 | | | 760,021 | | | | 0.0 |
| 560,763 | | | | | Petco Animal Supplies, Inc. 2021 Term Loan B, 4.000%, (US0003M + 3.250%), 03/03/2028 | | | 560,937 | | | | 0.0 |
| 580,000 | | | | | Petmate Incremental Term Loan B, 6.250%, (US0003M + 5.500%), 09/15/2028 | | | 577,342 | | | | 0.0 |
| 835,000 | | | | | Pilot Travel Centers LLC 2021 Term Loan B, 2.104%, (US0001M + 2.000%), 08/04/2028 | | | 831,057 | | | | 0.1 |
| | | | | | | | | | | | | |
| 448,875 | | | | | Restoration Hardware, Inc. Term Loan B, 3.000%, (US0003M + 2.500%), 10/20/2028 | | | 447,472 | | | | 0.0 |
| 800,000 | | | | | Tory Burch LLC Term Loan B, 3.209%, (US0003M + 3.000%), 04/16/2028 | | | 799,334 | | | | 0.1 |
| 345,000 | | | | | Victorias Secret & Co. Term Loan B, 3.750%, (US0003M + 3.250%), 06/30/2028 | | | 345,000 | | | | 0.0 |
| | | | | | | | | 11,600,787 | | | | 0.5 |
| | | | | | | | | | | | | |
| | | | | | Surface Transport: 0.2% |
| 1,186,050 | | | | | American Trailer World Corp. Term Loan B, 4.500%, (US0001M + 3.750%), 03/03/2028 | | | 1,183,455 | | | | 0.1 |
| 422,449 | | | | | ENC Holding Corporation 2021 Term Loan, 5.004%, (US0003M + 4.250%), 08/04/2028 | | | 421,525 | | | | 0.0 |
| 37,551 | | | | | ENC Holding Corporation Delayed Draw Term Loan, 4.459%, (US0003M + 4.250%), 08/04/2028 | | | 37,469 | | | | 0.0 |
| 200,000 | | | | | LaserShip, Inc. 2021 2nd Lien Term Loan, 8.250%, (US0006M + 7.500%), 05/07/2029 | | | 201,750 | | | | 0.0 |
| 892,763 | | | | | LaserShip, Inc. 2021 Term Loan, 5.250%, (US0003M + 4.500%), 05/07/2028 | | | 894,855 | | | | 0.0 |
| 1,263,588 | | | | | Savage Enterprises LLC 2021 Term Loan B, 3.750%, (US0001M + 3.250%), 09/15/2028 | | | 1,263,982 | | | | 0.1 |
| 850,000 | | | | | Worldwide Express Operations, LLC 2021 1st Lien Term Loan, 5.000%, (US0006M + 4.250%), 07/26/2028 | | | 852,504 | | | | 0.0 |
| 170,000 | | | | | Worldwide Express Operations, LLC 2021 2nd Lien Term Loan, 7.750%, (US0006M + 7.000%), 07/26/2029 | | | 171,275 | | | | 0.0 |
| 500,000 | | | | | XPO Logistics, Inc. 2018 Term Loan B, 1.853%, (US0001M + 1.750%), 02/24/2025 | | | 498,320 | | | | 0.0 |
| | | | | | | | | 5,525,135 | | | | 0.2 |
| | | | | | | | | | | | | |
| | | | | | Technology: 0.1% |
| 2,767,321 | | | | | Veritas US Inc. 2021 USD Term Loan B, 6.000%, (US0003M + 5.000%), 09/01/2025 | | | 2,770,349 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | | | Telecommunications: 1.0% |
| 1,759,963 | | | | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.874%, (US0003M + 2.750%), 01/31/2026 | | | 1,744,563 | | | | 0.1 |
| 992,288 | | | | | Asurion LLC 2018 Term Loan B7, 3.104%, (US0001M + 3.000%), 11/03/2024 | | | 988,981 | | | | 0.1 |
| 330,000 | | | | | Asurion LLC 2021 2nd Lien Term Loan B3, 5.355%, (US0001M + 5.250%), 01/31/2028 | | | 330,051 | | | | 0.0 |
| 810,000 | | | | | Asurion LLC 2021 Second Lien Term Loan B4, 5.354%, (US0001M + 5.250%), 01/20/2029 | | | 807,975 | | | | 0.0 |
| 3,988,700 | | | | | Asurion LLC 2021 Term Loan B9, 3.354%, (US0001M + 3.250%), 07/31/2027 | | | 3,967,512 | | | | 0.2 |
| 3,247,925 | | | | | Avaya, Inc. 2020 Term Loan B, 4.360%, (US0003M + 4.250%), 12/15/2027 | | | 3,261,108 | | | | 0.1 |
| 250,000 | | | | | Avaya, Inc. 2021 Term Loan B2, 4.110%, (US0003M + 4.000%), 12/15/2027 | | | 250,176 | | | | 0.0 |
| 647,901 | | | | | Cablevision Lightpath LLC Term Loan B, 3.750%, (US0003M + 3.250%), 11/30/2027 | | | 647,820 | | | | 0.0 |
| 1,496,183 | | | | | CenturyLink, Inc. 2020 Term Loan B, 2.351%, (US0001M + 2.250%), 03/15/2027 | | | 1,480,170 | | | | 0.1 |
| 1,278,069 | | | | | CommScope, Inc. 2019 Term Loan B, 3.352%, (US0001M + 3.250%), 04/06/2026 | | | 1,264,089 | | | | 0.1 |
| 1,455,452 | | | | | Connect Finco Sarl 2021 Term Loan B, 4.500%, (US0001M + 3.500%), 12/11/2026 | | | 1,457,385 | | | | 0.1 |
| 750,000 | | | | | Digi International Inc. Term Loan B, 5.209%, (US0003M + 5.000%), 12/22/2028 | | | 743,906 | | | | 0.0 |
| 415,046 | | | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.354%, (US0001M + 4.250%), 11/29/2025 | | | 404,324 | | | | 0.0 |
| 78,042 | | | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.354%, (US0001M + 8.250%), 11/29/2026 | | | 73,034 | | | | 0.0 |
| 254,363 | | | | | GOGO Intermediate Holdings LLC Term Loan B, 4.500%, (US0003M + 3.750%), 04/30/2028 | | | 254,204 | | | | 0.0 |
| 492,959 | | | | | GTT Communications, Inc. 2018 USD Term Loan B, 7.000%, (PRIME + 3.750%), 05/31/2025 | | | 441,937 | | | | 0.0 |
| 500,000 | | | | | Level 3 Financing Inc. 2019 Term Loan B, 1.854%, (US0001M + 1.750%), 03/01/2027 | | | 494,063 | | | | 0.0 |
| | | | | | | | | | | | | |
| 720,000 | | | | | MTN Infrastructure TopCo Inc 2021 Term Loan, 4.658%, (US0003M + 4.500%), 10/04/2028 | | | 710,550 | | | | 0.0 |
| 2,691,179 | | | | | Numericable Group SA USD Term Loan B11, 2.879%, (US0003M + 2.750%), 07/31/2025 | | | 2,646,438 | | | | 0.1 |
| 598,442 | | | | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 4.709%, (US0003M + 4.500%), 11/01/2024 | | | 583,481 | | | | 0.0 |
| 520,000 | | | | | Toruk AS 2021 USD Term Loan B, 4.959%, (US0003M + 4.750%), 11/02/2028 | | | 510,683 | | | | 0.0 |
| 1,260,597 | | | | | Zayo Group Holdings, Inc. USD Term Loan, 3.104%, (US0001M + 3.000%), 03/09/2027 | | | 1,245,102 | | | | 0.1 |
| | | | | | | | | 24,307,552 | | | | 1.0 |
| | | | | | | | | | | | | |
| | | | | | Utilities: 0.1% |
| 348,868 | | | | | Covanta Holding Corporation 2021 Term Loan B, 2.709%, (US0003M + 2.500%), 11/30/2028 | | | 349,631 | | | | 0.0 |
| 26,132 | | | | | Covanta Holding Corporation 2021 Term Loan C, 2.709%, (US0003M + 2.500%), 11/30/2028 | | | 26,190 | | | | 0.0 |
| 1,024,849 | | | | | Edgewater Generation, L.L.C. Term Loan, 3.854%, (US0001M + 3.750%), 12/13/2025 | | | 972,006 | | | | 0.1 |
| 377,143 | | | | | Generation Bridge Acquisition, LLC Term Loan B, 7.250%, (US0003M + 5.000%), 08/05/2028 | | | 378,086 | | | | 0.0 |
| 7,857 | | | | | Generation Bridge Acquisition, LLC Term Loan C, 7.250%, (US0001M + 5.000%), 08/05/2028 | | | 7,877 | | | | 0.0 |
| 916,324 | | | | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/2024 | | | 787,384 | | | | 0.0 |
| 339,150 | | | | | Tiger Acquisition, LLC 2021 Term Loan, 3.750%, (US0003M + 3.250%), 06/01/2028 | | | 337,575 | | | | 0.0 |
| | | | | | | | | 2,858,749 | | | | 0.1 |
| | | | | | | | | | | | | |
| | | | Total Bank Loans | | | | | | | |
| | | | (Cost $421,681,358) | | | 420,729,061 | | | | 16.7 |
| | | | | | | | | | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | | | |
| | | | | | Communications: 0.0% |
| 210,000 | | | | | DISH Network Corp., 3.375%, 08/15/2026 | | | 199,301 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Convertible Bonds/Notes | | | | | | | |
| | | | (Cost $205,804) | | | 199,301 | | | | 0.0 |
| | | | | | | | | | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | | | |
| | | | | | Uniform Mortgage-Backed Securities: 0.0% |
| 4,066 | | | | | 5.500%,10/01/2039 | | | 4,653 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total U.S. Government Agency Obligations | | | | | | | |
| | | | (Cost $4,369) | | | 4,653 | | | | 0.0 |
| | | | | | | | | | | |
| Shares | | | | | | | | Value | | | | Percentage of Net Assets |
| COMMON STOCK: 0.0% |
| | | | | | Consumer Discretionary: 0.0% |
| 142,000 | | | (9) | | 24 Hour Fitness Worldwide, Inc. | | | 142,000 | | | | 0.0 |
| 6,832 | | | (9) | | Mens Wearhouse, Inc. | | | 8,253 | | | | 0.0 |
| | | | | | | | | 150,253 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Materials: 0.0% |
| 53,269 | | | (9) | | Covia Specialty Minerals, Inc. | | | 599,277 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Common Stock | | | | | | | |
| | | | (Cost $692,331) | | | 749,530 | | | | 0.0 |
| | | | | | | | | | | |
| PREFERRED STOCK: 0.0% |
| | | | | | Consumer Discretionary: 0.0% |
| 189,193 | | | (9) | | 24 Hour Fitness Worldwide, Inc. | | | 354,737 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | | | Information Technology: 0.0% |
| 2,393 | | | (9) | | Riverbed Technology, Inc. | | | 45,467 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Preferred Stock | | | | | | | |
| | | | (Cost $267,309) | | | 400,204 | | | | 0.0 |
| | | | | | | | | | | |
| WARRANTS: 0.0% |
| | | | | | Communication Services: 0.0% |
| 26,686 | | | (9) | | Cineworld Group PLC | | | 11,739 | | | | 0.0 |
| | | | | | | | | | | | | |
| | | | Total Warrants | | | | | | | |
| | | | (Cost $–) | | | 11,739 | | | | 0.0 |
| | | | | | | | | | | |
| | | | | | | | | Value | | | �� | Percentage of Net Assets |
| PURCHASED OPTIONS (10): 0.1% |
| | | | Total Purchased Options | | | | | | | |
| | | | (Cost $2,199,513) | | | 1,207,178 | | | | 0.1 |
| | | | | | | | | | | |
| | | | Total Long-Term Investments | | | | | | | |
| | | | (Cost $2,468,213,908) | | | 2,464,309,256 | | | | 97.6 |
| | | | | | | | | | | |
Principal Amount† | | | | | | | | Value | | | | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 6.8% |
| | | | | | Repurchase Agreements: 3.0% |
| 2,792,809 | | | (11) | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/21, 0.06%, due 01/03/22 (Repurchase Amount $2,792,823, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $2,848,666, due 07/31/22-07/20/71) | | | 2,792,809 | | | | 0.1 |
| 3,594,473 | | | (11) | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/21, 0.09%, due 01/03/22 (Repurchase Amount $3,594,500, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $3,666,363, due 01/01/25-12/01/51) | | | 3,594,473 | | | | 0.2 |
| 18,562,373 | | | (11) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/21, 0.05%, due 01/03/22 (Repurchase Amount $18,562,449, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $18,933,620, due 02/01/22-07/20/71) | | | 18,562,373 | | | | 0.8 |
| 8,229,654 | | | (11) | | Citadel Securities LLC, Repurchase Agreement dated 12/31/21, 0.07%, due 01/03/22 (Repurchase Amount $8,229,701, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $8,394,296, due 01/04/22-11/15/51) | | | 8,229,654 | | | | 0.3 |
| 10,938,742 | | | (11) | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/21, 0.04%, due 01/03/22 (Repurchase Amount $10,938,778, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $11,157,517, due 02/10/22-01/01/52) | | | 10,938,742 | | | | 0.4 |
| 3,319,819 | | | (11) | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/21, 0.05%, due 01/03/22 (Repurchase Amount $3,319,833, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $3,386,215, due 01/13/22-11/01/50) | | | 3,319,819 | | | | 0.1 |
| 8,358,964 | | | (11) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/21, 0.06%, due 01/03/22 (Repurchase Amount $8,359,005, collateralized by various U.S. Government Agency Obligations, 0.550%-7.500%, Market Value plus accrued interest $8,526,186, due 01/01/23-10/20/71) | | | 8,358,964 | | | | 0.3 |
| 15,785,437 | | | (11) | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/21, 0.07%, due 01/03/22 (Repurchase Amount $15,785,528, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,101,228, due 07/15/23-02/15/48) | | | 15,785,437 | | | | 0.6 |
| 4,716,803 | | | (11) | | Stonex Financial Inc., Repurchase Agreement dated 12/31/21, 0.09%, due 01/03/22 (Repurchase Amount $4,716,838, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,811,140, due 01/13/22-11/20/71) | | | 4,716,803 | | | | 0.2 |
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 following forward foreign currency contracts were outstanding for Voya Strategic Income Opportunities Fund:
|
Currency Purchased | | Currency Sold | | Counterparty | | Settlement Date | | Unrealized Appreciation (Depreciation) | |
USD 29,724,066 | | EUR 26,230,434 | | Bank of America N.A. | | 01/14/22 | | $ | (145,477 | ) |
USD 37,918,200 | | AUD 52,809,393 | | Bank of America N.A. | | 01/14/22 | | | (504,466 | ) |
USD 8,223,142 | | AUD 11,481,358 | | Barclays Bank PLC | | 01/14/22 | | | (130,379 | ) |
USD 3,728,874 | | CHF 3,411,060 | | Barclays Bank PLC | | 01/14/22 | | | (15,594 | ) |
SEK 190,876,469 | | USD 21,135,148 | | Barclays Bank PLC | | 01/14/22 | | | (9,943 | ) |
USD 51,223,326 | | CAD 65,558,815 | | Barclays Bank PLC | | 01/14/22 | | | (603,326 | ) |
GBP 19,199,935 | | USD 25,803,870 | | Barclays Bank PLC | | 01/14/22 | | | 183,545 | |
MYR 131,109 | | USD 30,941 | | Barclays Bank PLC | | 01/21/22 | | | 540 | |
CLP 32,943,291 | | USD 38,869 | | Barclays Bank PLC | | 02/04/22 | | | (373 | ) |
CHF 52,396,161 | | USD 57,567,444 | | BNP Paribas | | 01/14/22 | | | (49,915 | ) |
GBP 11,649,274 | | USD 15,440,647 | | BNP Paribas | | 01/14/22 | | | 326,829 | |
AUD 22,381,043 | | USD 16,005,754 | | BNP Paribas | | 01/14/22 | | | 278,080 | |
AUD 26,092,022 | | USD 18,578,824 | | BNP Paribas | | 01/14/22 | | | 405,015 | |
GBP 21,449,000 | | USD 28,395,259 | | BNP Paribas | | 01/14/22 | | | 636,301 | |
USD 73,351,437 | | JPY 8,335,253,867 | | BNP Paribas | | 01/14/22 | | | 883,990 | |
GBP 4,555,092 | | USD 6,071,589 | | BNP Paribas | | 01/14/22 | | | 93,799 | |
GBP 65,180,739 | | USD 86,889,510 | | BNP Paribas | | 01/14/22 | | | 1,333,647 | |
USD 62,990,224 | | GBP 47,474,732 | | BNP Paribas | | 01/14/22 | | | (1,267,573 | ) |
NOK 408,849,436 | | USD 45,425,103 | | BNP Paribas | | 01/14/22 | | | 992,041 | |
USD 46,660,499 | | AUD 65,570,325 | | BNP Paribas | | 01/14/22 | | | (1,046,671 | ) |
SEK 425,443,477 | | USD 46,542,713 | | BNP Paribas | | 01/14/22 | | | 543,136 | |
NZD 50,834,995 | | USD 34,616,090 | | BNP Paribas | | 01/14/22 | | | 196,122 | |
SEK 426,456,400 | | USD 46,985,753 | | BNP Paribas | | 01/14/22 | | | 212,201 | |
USD 6,755,280 | | EUR 5,945,581 | | BNP Paribas | | 01/14/22 | | | (15,168 | ) |
USD 62,785,716 | | EUR 55,587,103 | | BNP Paribas | | 01/14/22 | | | (513,325 | ) |
NZD 30,808,077 | | USD 20,927,686 | | BNP Paribas | | 01/14/22 | | | 169,932 | |
USD 62,885,160 | | CHF 58,076,326 | | BNP Paribas | | 01/14/22 | | | (867,731 | ) |
USD 24,745,361 | | AUD 34,775,234 | | BNP Paribas | | 01/14/22 | | | (556,146 | ) |
USD 14,992,497 | | CAD 19,036,724 | | BNP Paribas | | 01/14/22 | | | (56,732 | ) |
USD 45,995,420 | | EUR 40,818,351 | | BNP Paribas | | 01/14/22 | | | (485,910 | ) |
EUR 88,823,640 | | USD 100,207,233 | | BNP Paribas | | 01/14/22 | | | 939,452 | |
NOK 314,382,005 | | USD 34,928,967 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 763,182 | |
GBP 36,618,960 | | USD 48,429,674 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 1,134,666 | |
CAD 76,746,941 | | USD 59,865,942 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 805,335 | |
EUR 39,549,281 | | USD 44,711,253 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 324,941 | |
AUD 51,810,694 | | USD 37,203,705 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 492,335 | |
EUR 65,938,862 | | USD 74,483,220 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 603,743 | |
GBP 40,149,227 | | USD 54,146,251 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 196,360 | |
NZD 31,134,705 | | USD 21,255,569 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (139,463 | ) |
JPY 8,371,948,346 | | USD 73,755,811 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (969,339 | ) |
USD 8,537,445 | | NOK 77,711,765 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (285,261 | ) |
USD 62,306,989 | | GBP 46,186,887 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (207,691 | ) |
USD 36,055,468 | | AUD 49,916,335 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (262,289 | ) |
USD 8,666,261 | | NOK 76,655,962 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (36,578 | ) |
USD 9,771,885 | | NZD 14,339,463 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (47,894 | ) |
USD 22,590,348 | | AUD 31,321,411 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (198,251 | ) |
USD 35,111,085 | | NZD 51,730,563 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (314,419 | ) |
USD 7,266,464 | | CAD 9,284,768 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (73,486 | ) |
USD 61,536,535 | | CHF 56,867,758 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (889,659 | ) |
USD 69,298,046 | | JPY 7,861,239,584 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 951,721 | |
USD 36,126,899 | | NOK 326,696,629 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (963,343 | ) |
USD 46,962,806 | | SEK 424,195,305 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 15,098 | |
USD 20,953,008 | | NOK 188,538,522 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (451,986 | ) |
USD 58,720,059 | | GBP 44,335,094 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (1,288,190 | ) |
USD 71,484,863 | | CHF 65,725,328 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (664,668 | ) |
USD 123,496,255 | | EUR 109,267,448 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | (930,533 | ) |
NOK 167,923,436 | | USD 18,464,711 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 599,829 | |
NOK 324,291,509 | | USD 36,246,324 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 570,862 | |
SEK 96,473,787 | | USD 10,657,873 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 19,339 | |
GBP 42,309,699 | | USD 55,984,617 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 1,282,228 | |
CHF 22,056,719 | | USD 23,888,488 | | Brown Brothers Harriman & Co. | | 01/14/22 | | | 324,125 | |
SEK 334,690,967 | | USD 37,093,503 | | Citibank N.A. | | 01/14/22 | | | (51,665 | ) |
USD 10,045,103 | | SEK 91,486,530 | | Citibank N.A. | | 01/14/22 | | | (80,145 | ) |
USD 27,157,832 | | GBP 20,354,147 | | Citibank N.A. | | 01/14/22 | | | (391,827 | ) |
USD 38,341,852 | | JPY 4,407,899,684 | | Citibank N.A. | | 01/14/22 | | | 19,175 | |
USD 46,801,714 | | NZD 68,701,983 | | Citibank N.A. | | 01/14/22 | | | (245,954 | ) |
IDR 9,821,549,302 | | USD 682,057 | | Citibank N.A. | | 01/21/22 | | | 7,711 | |
PEN 2,236,668 | | USD 548,674 | | Citibank N.A. | | 02/04/22 | | | 10,884 | |
JPY 7,680,245,299 | | USD 66,706,202 | | Credit Suisse International | | 01/14/22 | | | 66,541 | |
USD 46,543,821 | | SEK 424,194,475 | | Credit Suisse International | | 01/14/22 | | | (403,795 | ) |
AUD 5,388,762 | | USD 3,906,190 | | Goldman Sachs International | | 01/14/22 | | | 14,526 | |
USD 71,645,499 | | CAD 90,622,600 | | Goldman Sachs International | | 01/14/22 | | | 5,003 | |
EUR 7,778,922 | | USD 8,801,882 | | Goldman Sachs International | | 01/14/22 | | | 56,258 | |
USD 5,796,968 | | GBP 4,365,268 | | Goldman Sachs International | | 01/14/22 | | | (111,491 | ) |
USD 30,672,266 | | GBP 23,114,838 | | Goldman Sachs International | | 01/14/22 | | | (614,031 | ) |
NOK 56,909,398 | | USD 6,409,110 | | Goldman Sachs International | | 01/14/22 | | | 51,880 | |
USD 3,454,797 | | EUR 3,046,916 | | Goldman Sachs International | | 01/14/22 | | | (14,836 | ) |
GBP 17,116,506 | | USD 22,793,280 | | Goldman Sachs International | | 01/14/22 | | | 374,180 | |
USD 3,380,912 | | NOK 29,821,139 | | Goldman Sachs International | | 01/14/22 | | | (4,716 | ) |
NOK 43,807,220 | | USD 4,853,152 | | Goldman Sachs International | | 01/14/22 | | | 120,331 | |
AUD 7,485,017 | | USD 5,342,910 | | Goldman Sachs International | | 01/14/22 | | | 102,983 | |
RON 2,123,064 | | USD 481,902 | | Goldman Sachs International | | 01/21/22 | | | 5,817 | |
RUB 26,369,171 | | USD 350,581 | | Goldman Sachs International | | 01/21/22 | | | 82 | |
USD 8,245 | | MXN 174,180 | | Goldman Sachs International | | 02/04/22 | | | (216 | ) |
COP 17,635,054 | | USD 4,511 | | Goldman Sachs International | | 02/04/22 | | | (190 | ) |
USD 19,083,697 | | CAD 24,136,180 | | HSBC Bank USA N.A. | | 01/14/22 | | | 3,160 | |
USD 406 | | PHP 20,502 | | HSBC Bank USA N.A. | | 01/21/22 | | | 6 | |
USD 171,500 | | PLN 716,080 | | HSBC Bank USA N.A. | | 01/21/22 | | | (6,015 | ) |
USD 5,287,606 | | NOK 47,010,109 | | JPMorgan Chase Bank N.A. | | 01/14/22 | | | (49,505 | ) |
USD 5,345,278 | | JPY 613,891,923 | | JPMorgan Chase Bank N.A. | | 01/14/22 | | | 8,046 | |
NOK 46,303,451 | | USD 5,106,741 | | JPMorgan Chase Bank N.A. | | 01/14/22 | | | 150,143 | |
USD 405 | | ILS 1,277 | | JPMorgan Chase Bank N.A. | | 01/21/22 | | | (6 | ) |
USD 17,523,033 | | JPY 1,990,380,667 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 218,484 | |
JPY 1,208,389,473 | | USD 10,650,477 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (144,630 | ) |
JPY 8,336,695,497 | | USD 73,370,845 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (890,864 | ) |
NOK 96,062,644 | | USD 10,561,853 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 344,249 | |
EUR 53,467,805 | | USD 60,642,281 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 243,439 | |
EUR 37,017,004 | | USD 41,964,205 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 188,394 | |
NZD 35,931,534 | | USD 24,392,625 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 213,578 | |
NZD 14,457,219 | | USD 9,764,955 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 135,464 | |
USD 7,093,377 | | CHF 6,556,961 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (104,482 | ) |
NZD 9,977,603 | | USD 6,816,499 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 16,244 | |
SEK 64,290,768 | | USD 7,127,760 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (12,396 | ) |
SEK 163,114,770 | | USD 18,010,356 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 42,330 | |
USD 35,283,209 | | NZD 52,236,209 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (488,566 | ) |
SEK 32,376,924 | | USD 3,574,686 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 8,621 | |
AUD 32,877,802 | | USD 23,523,521 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 397,466 | |
EUR 27,739,178 | | USD 31,519,570 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 68,033 | |
EUR 40,904,392 | | USD 46,362,053 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 217,256 | |
SEK 213,980,405 | | USD 23,685,182 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (2,954 | ) |
USD 55,000,000 | | EUR 48,538,985 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (273,095 | ) |
CHF 57,407,942 | | USD 62,615,149 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 404,028 | |
CHF 65,048,119 | | USD 70,975,976 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 430,154 | |
USD 35,827,246 | | NOK 315,074,007 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 56,534 | |
USD 29,738,150 | | EUR 26,285,697 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (194,322 | ) |
CHF 4,560,542 | | USD 4,970,918 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 35,386 | |
AUD 40,974,292 | | USD 29,071,731 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 740,040 | |
CHF 56,233,967 | | USD 61,225,699 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 504,756 | |
USD 14,205,267 | | AUD 19,603,393 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (57,624 | ) |
AUD 53,997,075 | | USD 39,066,084 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 220,706 | |
USD 14,695,428 | | AUD 20,488,638 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (211,543 | ) |
CAD 41,658,672 | | USD 32,428,285 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 504,426 | |
AUD 33,424,806 | | USD 24,234,482 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | 84,490 | |
USD 11,294,235 | | SEK 102,492,389 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (49,085 | ) |
USD 28,530,757 | | NOK 256,392,790 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (577,810 | ) |
USD 5,082,943 | | SEK 46,167,761 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (26,662 | ) |
USD 4,499,393 | | NOK 39,736,397 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (11,925 | ) |
USD 15,710,849 | | CHF 14,518,710 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (226,966 | ) |
USD 14,030,582 | | CAD 17,977,248 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (181,094 | ) |
USD 46,478,680 | | CHF 42,648,205 | | Morgan Stanley Capital Services LLC | | 01/14/22 | | | (338,096 | ) |
ZAR 532,456 | | USD 32,704 | | Morgan Stanley Capital Services LLC | | 01/21/22 | | | 626 | |
HUF 655,795 | | USD 2,005 | | Morgan Stanley Capital Services LLC | | 01/21/22 | | | 13 | |
CZK 42,445 | | USD 1,865 | | Morgan Stanley Capital Services LLC | | 01/21/22 | | | 75 | |
USD 36,897,236 | | NOK 333,103,558 | | Standard Chartered Bank | | 01/14/22 | | | (920,392 | ) |
USD 48,951,852 | | SEK 441,372,167 | | Standard Chartered Bank | | 01/14/22 | | | 103,099 | |
USD 36,988,073 | | JPY 4,175,566,555 | | Standard Chartered Bank | | 01/14/22 | | | 685,322 | |
USD 5,581,245 | | NZD 8,149,476 | | Standard Chartered Bank | | 01/14/22 | | | 419 | |
USD 231,771 | | TRY 3,018,928 | | Standard Chartered Bank | | 01/21/22 | | | 7,005 | |
THB 122,156 | | USD 3,615 | | Standard Chartered Bank | | 01/21/22 | | | 41 | |
USD 124,614 | | BRL 714,325 | | Standard Chartered Bank | | 02/04/22 | | | (2,668 | ) |
CAD 23,052,858 | | USD 17,999,535 | | State Street Bank and Trust Co. | | 01/14/22 | | | 224,596 | |
CAD 20,669,027 | | USD 16,053,471 | | State Street Bank and Trust Co. | | 01/14/22 | | | 286,154 | |
CAD 38,092,500 | | USD 29,645,655 | | State Street Bank and Trust Co. | | 01/14/22 | | | 467,866 | |
CAD 9,780,795 | | USD 7,649,410 | | State Street Bank and Trust Co. | | 01/14/22 | | | 82,668 | |
USD 7,659,266 | | JPY 870,113,046 | | State Street Bank and Trust Co. | | 01/14/22 | | | 94,425 | |
CAD 10,594,734 | | USD 8,303,121 | | State Street Bank and Trust Co. | | 01/14/22 | | | 72,405 | |
CAD 7,127,213 | | USD 5,566,181 | | State Street Bank and Trust Co. | | 01/14/22 | | | 68,143 | |
USD 7,379,878 | | NZD 10,950,049 | | State Street Bank and Trust Co. | | 01/14/22 | | | (118,804 | ) |
USD 34,336,822 | | EUR 30,478,075 | | State Street Bank and Trust Co. | | 01/14/22 | | | (369,663 | ) |
USD 15,692,868 | | CAD 20,309,250 | | State Street Bank and Trust Co. | | 01/14/22 | | | (362,340 | ) |
USD 13,219,096 | | GBP 10,006,054 | | State Street Bank and Trust Co. | | 01/14/22 | | | (324,256 | ) |
EUR 7,776,268 | | USD 8,812,192 | | State Street Bank and Trust Co. | | 01/14/22 | | | 42,925 | |
CHF 10,832,199 | | USD 11,798,924 | | State Street Bank and Trust Co. | | 01/14/22 | | | 92,049 | |
CAD 9,938,278 | | USD 7,768,843 | | State Street Bank and Trust Co. | | 01/14/22 | | | 87,731 | |
AUD 66,412,140 | | USD 48,143,130 | | State Street Bank and Trust Co. | | 01/14/22 | | | 176,522 | |
USD 13,741,313 | | GBP 10,364,326 | | State Street Bank and Trust Co. | | 01/14/22 | | | (286,966 | ) |
USD 8,691,643 | | AUD 12,226,477 | | State Street Bank and Trust Co. | | 01/14/22 | | | (204,007 | ) |
USD 24 | | EUR 21 | | State Street Bank and Trust Co. | | 01/14/22 | | | – | |
USD 8,729,031 | | GBP 6,575,695 | | State Street Bank and Trust Co. | | 01/14/22 | | | (171,276 | ) |
EUR 7,561,173 | | USD 8,536,306 | | State Street Bank and Trust Co. | | 01/14/22 | | | 73,875 | |
NZD 11,973,400 | | USD 8,155,282 | | State Street Bank and Trust Co. | | 01/14/22 | | | 44,199 | |
EUR 4,446,266 | | USD 5,027,545 | | State Street Bank and Trust Co. | | 01/14/22 | | | 35,579 | |
AUD 5,325,768 | | USD 3,806,729 | | State Street Bank and Trust Co. | | 01/14/22 | | | 68,154 | |
USD 58,671,802 | | GBP 43,695,647 | | State Street Bank and Trust Co. | | 01/14/22 | | | (470,946 | ) |
CHF 12,907,782 | | USD 14,056,018 | | State Street Bank and Trust Co. | | 01/14/22 | | | 113,412 | |
JPY 3,215,059,493 | | USD 28,013,007 | | State Street Bank and Trust Co. | | 01/14/22 | | | (60,990 | ) |
USD 35,804,249 | | EUR 31,563,673 | | State Street Bank and Trust Co. | | 01/14/22 | | | (138,445 | ) |
JPY 1,001,715,807 | | USD 8,785,456 | | State Street Bank and Trust Co. | | 01/14/22 | | | (76,449 | ) |
JPY 937,718,246 | | USD 8,250,056 | | State Street Bank and Trust Co. | | 01/14/22 | | | (97,450 | ) |
JPY 513,540,768 | | USD 4,533,230 | | State Street Bank and Trust Co. | | 01/14/22 | | | (68,460 | ) |
USD 28,123,097 | | SEK 255,463,608 | | State Street Bank and Trust Co. | | 01/14/22 | | | (150,273 | ) |
USD 4,054,210 | | AUD 5,789,336 | | State Street Bank and Trust Co. | | 01/14/22 | | | (157,953 | ) |
USD 28,957,839 | | CAD 36,871,026 | | State Street Bank and Trust Co. | | 01/14/22 | | | (190,062 | ) |
USD 27,050,037 | | GBP 20,253,736 | | State Street Bank and Trust Co. | | 01/14/22 | | | (363,714 | ) |
USD 8,009,075 | | CAD 10,180,712 | | State Street Bank and Trust Co. | | 01/14/22 | | | (39,152 | ) |
CAD 8,014,863 | | USD 6,255,714 | | State Street Bank and Trust Co. | | 01/14/22 | | | 80,329 | |
| | | | | | | | $ | (75,721 | ) |
At December 31, 2021, the following futures contracts were outstanding for Voya Strategic Income Opportunities Fund:
At December 31, 2021, the following centrally cleared credit default swaps were outstanding for Voya Strategic Income Opportunities Fund:
At December 31, 2021, the following OTC purchased equity options were outstanding for Voya Strategic Income Opportunities Fund:
At December 31, 2021, the following OTC written equity options were outstanding for Voya Strategic Income Opportunities Fund:
At December 31, 2021, the following OTC written interest rate swaptions were outstanding for Voya Strategic Income Opportunities Fund:
The following table presents additional information about valuation techniques and inputs used for investments that are measured at fair value and categorized within Level 3 at December 31, 2021:
* Valuation techniques may change in order to reflect management’s judgment of current market participant assumptions.
** Unobservable inputs were weighted by the relative fair value of the instruments.
*** Represents the directional change in the fair value of the Level 3 investment(s) that would result from an increase in the corresponding input. A decrease to the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in signficantly higher or lower fair value measurements.
The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio's assets and liabilities during the period ended December 31, 2021:
**** Any difference between net change in unrealized apprecation (depreciation) and net change in unrealized appreciation (depreciation) on Level 3 securities still held at December 31, 2021 may be due to securities no longer held or categorized as Level 3 at period end.
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 $2,657,453,932.