Principal Amount† | | | | | Borrower/Tranche Description | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: 72.3% | | | | | |
| | | | | | Aerospace & Defense: 2.1% | |
| 141,833 | | | | | ADS Tactical, Inc. 2021 Term Loan B, 9.766%, (US0001M + 5.750%), 03/19/26 | | $ | 129,068 | | | | 0.1 | |
| 314,213 | | | | | Amentum Government Services Holdings LLC 2022 Term Loan, 7.393%, (SOFRRATE + 4.000%), 02/15/29 | | | 310,285 | | | | 0.3 | |
| 287,799 | | | | | American Airlines, Inc. 2018 Term Loan B, 5.794%, (US0001M + 1.750%), 06/27/25 | | | 275,767 | | | | 0.2 | |
| 652,902 | | | | | Geo Group, Inc. (The) 2022 Tranche 1 Term Loan, 11.212%, (TSFR1M + 7.125%), 03/23/27 | | | 653,106 | | | | 0.5 | |
| 1,184,713 | | | | | Peraton Corp. Term Loan B, 7.821%, (US0001M + 3.750%), 02/01/28 | | | 1,159,722 | | | | 0.9 | |
| 94,276 | | | | | Vertex Aerospace Services Corp. 2021 First Lien Term Loan, 7.571%, (US0001M + 3.750%), 12/06/28 | | | 92,814 | | | | 0.1 | |
| | | | | | | | | 2,620,762 | | | | 2.1 | |
| | | | | | | | | | | | | | |
| | | | | | Automotive: 2.7% | |
| 192,778 | | | | | Avis Budget Car Rental, LLC 2022 Term Loan C, 7.687%, (TSFR1M + 3.500%), 03/16/29 | | | 190,128 | | | | 0.1 | |
| 264,484 | | | | | Belron Finance US LLC 2018 Term Loan B, 6.938%, (US0003M + 2.250%), 11/13/25 | | | 263,161 | | | | 0.2 | |
| 200,000 | | | (1),(2) | | Bright Bidco B.V. 2018 Term Loan B, 4.970%, (US0003M + 3.500%), 06/30/24 | | | 67,750 | | | | 0.1 | |
| 184,775 | | | | | Dealer Tire, LLC 2020 Term Loan B, 8.321%, (US0001M + 4.250%), 12/12/25 | | | 183,204 | | | | 0.1 | |
| 528,326 | | | | | Hertz Corporation, (The) 2021 Term Loan B, 7.321%, (US0001M + 3.250%), 06/30/28 | | | 516,851 | | | | 0.4 | |
| 100,830 | | | | | Hertz Corporation, (The) 2021 Term Loan C, 7.321%, (US0001M + 3.250%), 06/30/28 | | | 98,640 | | | | 0.1 | |
| 297,531 | | | | | Holley Purchaser, Inc. 2021 Term Loan, 8.339%, (US0003M + 3.750%), 11/17/28 | | | 262,943 | | | | 0.2 | |
| 249,013 | | | | | IXS Holdings, Inc. 2020 Term Loan B, 6.000%, (US0003M + 5.000%), 03/05/27 | | | 198,766 | | | | 0.2 | |
| 405,169 | | | | | Les Schwab Tire Centers Term Loan B, 6.580%, (US0003M + 3.250%), 11/02/27 | | | 395,293 | | | | 0.3 | |
| 200,000 | | | | | RC Buyer, Inc. 2021 2nd Lien Term Loan, 10.174%, 07/30/29 | | | 183,000 | | | | 0.1 | |
| 232,063 | | | | | RC Buyer, Inc. 2021 Term Loan, 7.174%, (US0003M + 3.500%), 07/28/28 | | | 218,139 | | | | 0.2 | |
| 482,650 | | | | | Truck Hero, Inc. 2021 Term Loan B, 7.571%, (US0001M + 3.500%), 01/31/28 | | | 409,800 | | | | 0.3 | |
| 732,600 | | | | | Wheel Pros, LLC 2021 Term Loan, 8.825%, (US0001M + 4.500%), 05/11/28 | | | 493,864 | | | | 0.4 | |
| | | | | | | | | 3,481,539 | | | | 2.7 | |
| | | | | | | | | | | | | | |
| | | | | | Basic Materials: 0.4% | |
| 110,000 | | | | | Discovery Purchaser Corporation Term Loan, 6.897%, (TSFR1M + 4.375%), 08/04/29 | | | 100,650 | | | | 0.1 | |
| 400,000 | | | | | Iris Holdings, Inc. 2022 Term Loan 1L, 7.272%, (TSFR1M + 4.750%), 06/28/28 | | | 366,800 | | | | 0.3 | |
| | | | | | | | | 467,450 | | | | 0.4 | |
| | | | | | | | | | | | | | |
| | | | | | Beverage & Tobacco: 0.3% | |
| 441,427 | | | | | Triton Water Holdings, Inc Term Loan, 7.174%, (US0003M + 3.500%), 03/31/28 | | | 409,424 | | | | 0.3 | |
| | | | | | | | | | | | | | |
| | | | | | Brokers, Dealers & Investment Houses: 0.3% | |
| 412,800 | | | | | Forest City Enterprises, L.P. 2019 Term Loan B, 7.571%, (US0001M + 3.500%), 12/08/25 | | | 406,909 | | | | 0.3 | |
| | | | | | | | | | | | | | |
| | | | | | Building & Development: 4.0% | |
| 183,150 | | | | | Aegion Corporation Term Loan, 8.821%, (US0001M + 4.750%), 05/17/28 | | | 171,245 | | | | 0.1 | |
| 518,218 | | | | | Applecaramel Buyer, LLC Term Loan B, 7.837%, (TSFR1M + 3.750%), 10/19/27 | | | 499,937 | | | | 0.4 | |
| 645,125 | | | | | Chamberlain Group Inc Term Loan B, 7.571%, (US0001M + 3.500%), 11/03/28 | | | 604,805 | | | | 0.5 | |
| 680,906 | | | | | Cornerstone Building Brands, Inc. 2021 Term Loan B, 7.123%, (US0001M + 3.250%), 04/12/28 | | | 612,390 | | | | 0.5 | |
| 447,787 | | | | | CP Atlas Buyer, Inc. 2021 Term Loan B, 7.571%, (US0001M + 3.500%), 11/23/27 | | | 394,939 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Building & Development: (continued) | |
| 563,996 | | | | | Empire Today, LLC 2021 Term Loan B, 8.879%, (US0001M + 5.000%), 04/03/28 | | $ | 425,464 | | | | 0.3 | |
| 7,178 | | | (3) | | IPS Corporation 2021 Delayed Draw Term Loan, 7.132%, (US0003M + 3.500%), 10/02/28 | | | 6,469 | | | | 0.0 | |
| 40,223 | | | | | IPS Corporation 2021 Term Loan, 7.571%, (US0001M + 3.500%), 10/02/28 | | | 36,251 | | | | 0.0 | |
| 209,549 | | | | | Latham Pool Products, Inc. 2022 Term Loan B, 8.220%, (SOFRRATE + 3.750%), 02/23/29 | | | 191,476 | | | | 0.2 | |
| 881,997 | | | | | LBM Acquisition LLC Term Loan B, 7.121%, (US0006M + 3.750%), 12/17/27 | | | 763,341 | | | | 0.6 | |
| 338,300 | | | | | Leaf Home Solutions LLC 2022 Term Loan B, 8.937%, (SOFRRATE + 4.750%), 02/16/29 | | | 274,023 | | | | 0.2 | |
| 294,759 | | | | | Quikrete Holdings, Inc. 2021 Term Loan B1, 7.071%, (US0001M + 3.000%), 06/11/28 | | | 290,944 | | | | 0.2 | |
| 329,175 | | | | | Smyrna Ready Mix Concrete, LLC Term Loan B, 8.437%, (TSFR1M + 4.250%), 04/02/29 | | | 324,237 | | | | 0.3 | |
| 203,975 | | | | | Specialty Building Products Holdings, LLC 2021 Term Loan B, 7.266%, (US0001M + 3.750%), 10/15/28 | | | 181,474 | | | | 0.2 | |
| 280,890 | | | | | Standard Industries Inc. 2021 Term Loan B, 6.425%, (US0006M + 2.500%), 09/22/28 | | | 277,730 | | | | 0.2 | |
| | | | | | | | | 5,054,725 | | | | 4.0 | |
| | | | | | | | | | | | | | |
| | | | | | Business Equipment & Services: 5.2% | |
| 262,268 | | | | | 24-7 Intouch Inc 2018 Term Loan, 8.821%, (US0001M + 4.750%), 08/25/25 | | | 248,827 | | | | 0.2 | |
| 425,700 | | | | | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B, 7.821%, (US0001M + 3.750%), 05/12/28 | | | 403,377 | | | | 0.3 | |
| 282,863 | | | | | Anticimex International AB 2021 USD Incremental Term Loan, 8.735%, (US0003M + 4.000%), 11/16/28 | | | 275,791 | | | | 0.2 | |
| 183,613 | | | | | Anticimex International AB 2021 USD Term Loan B1, 8.235%, (US0003M + 3.500%), 11/16/28 | | | 178,563 | | | | 0.2 | |
| 301,950 | | | | | APX Group, Inc. 2021 Term Loan B, 6.731%, (US0001M + 3.250%), 07/10/28 | | | 289,646 | | | | 0.2 | |
| 426,775 | | | | | Ascend Learning, LLC 2021 Term Loan, 7.571%, (US0001M + 3.500%), 12/11/28 | | | 404,843 | | | | 0.3 | |
| 320,033 | | | | | Atlas CC Acquisition Corp Term Loan B, 8.985%, (US0003M + 4.250%), 05/25/28 | | | 278,229 | | | | 0.2 | |
| 65,092 | | | | | Atlas CC Acquisition Corp Term Loan C, 8.985%, (US0003M + 4.250%), 05/25/28 | | | 56,589 | | | | 0.1 | |
| 150,000 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan, 10.821%, (US0001M + 6.750%), 03/30/29 | | | 141,488 | | | | 0.1 | |
| 300,175 | | | | | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan, 7.821%, (US0001M + 3.750%), 03/31/28 | | | 288,661 | | | | 0.2 | |
| 274,911 | | | | | Endure Digital Inc. Term Loan, 7.347%, (US0001M + 3.500%), 02/10/28 | | | 249,940 | | | | 0.2 | |
| 430,650 | | | | | Ensono, LP 2021 Term Loan, 7.821%, (US0001M + 3.750%), 05/26/28 | | | 390,456 | | | | 0.3 | |
| 211,775 | | | | | Gloves Buyer, Inc. 2021 Term Loan, 8.071%, (US0001M + 4.000%), 12/29/27 | | | 192,450 | | | | 0.2 | |
| 175,000 | | | | | Misys (Finastra) USD 2nd Lien Term Loan, 10.621%, (US0001W + 7.250%), 06/13/25 | | | 136,062 | | | | 0.1 | |
| 277,977 | | | | | Pre-Paid Legal Services, Inc. 2021 Term Loan, 7.821%, (US0003M + 3.750%), 12/15/28 | | | 268,624 | | | | 0.2 | |
| 24,184 | | | | | Refficiency Holdings LLC 2021 Delayed Draw Term Loan, 7.765%, (US0001M + 3.750%), 12/16/27 | | | 23,337 | | | | 0.0 | |
| 123,614 | | | | | Refficiency Holdings LLC 2021 Term Loan, 7.821%, (US0001M + 3.750%), 12/16/27 | | | 119,288 | | | | 0.1 | |
| 496,094 | | | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 8.841%, (US0006M + 5.500%), 12/20/24 | | | 406,797 | | | | 0.3 | |
| 2,315 | | | | | Service Logic Acquisition, Inc Term Loan, 8.413%, (US0003M + 4.000%), 10/29/27 | | | 2,223 | | | | 0.0 | |
| 593,846 | | | | | Staples, Inc. 7 Year Term Loan, 9.440%, (US0003M + 5.000%), 04/16/26 | | | 531,492 | | | | 0.4 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Business Equipment & Services: (continued) | |
| 51,427 | | | | | Turing Midco LLC 2021 Term Loan B, 6.571%, (US0001M + 2.750%), 03/23/28 | | $ | 51,138 | | | | 0.1 | |
| 918,919 | | | | | Verscend Holding Corp. 2021 Term Loan B, 8.071%, (US0001M + 4.000%), 08/27/25 | | | 914,406 | | | | 0.7 | |
| 246,250 | | | | | Virtusa Corporation First Lien Term Loan B, 7.821%, (US0001M + 3.750%), 02/11/28 | | | 239,016 | | | | 0.2 | |
| 882,750 | | | (4) | | Yak Access, LLC 2018 1st Lien Term Loan B, 9.735%, (US0003M + 5.000%), 07/11/25 | | | 512,878 | | | | 0.4 | |
| 240,000 | | | (4) | | Yak Access, LLC 2018 2nd Lien Term Loan B, 13.641%, (US0003M + 10.000%), 07/10/26 | | | 38,800 | | | | 0.0 | |
| | | | | | | | | 6,642,921 | | | | 5.2 | |
| | | | | | | | | | | | | | |
| | | | | | Cable & Satellite Television: 0.5% | |
| 600,000 | | | | | Telesat Canada Term Loan B5, 7.170%, (US0001M + 2.750%), 12/07/26 | | | 302,925 | | | | 0.2 | |
| 194,204 | | | | | Virgin Media Bristol LLC 2020 USD Term Loan Q, 7.123%, (US0001M + 3.250%), 01/31/29 | | | 191,013 | | | | 0.2 | |
| 183,613 | | | | | WideOpenWest Finance LLC 2021 Term Loan B, 6.490%, (TSFR1M + 3.000%), 12/20/28 | | | 180,262 | | | | 0.1 | |
| | | | | | | | | 674,200 | | | | 0.5 | |
| | | | | | | | | | | | | | |
| | | | | | Chemicals & Plastics: 1.2% | |
| 186,978 | | | | | GEON Performance Solutions, LLC 2021 Term Loan, 8.174%, (US0001M + 4.500%), 08/18/28 | | | 181,680 | | | | 0.2 | |
| 409 | | | | | Hexion Holdings Corporation 2022 USD Term Loan, 8.935%, (SOFRRATE + 4.500%), 03/15/29 | | | 352 | | | | 0.0 | |
| 523,375 | | | | | INEOS Styrolution US Holding LLC 2021 USD Term Loan B, 6.821%, (US0001M + 2.750%), 01/29/26 | | | 512,908 | | | | 0.4 | |
| 100,000 | | | | | NIC Acquisition Corp. Second Lien Term Loan, 11.424%, (US0003M + 7.750%), 12/29/28 | | | 80,500 | | | | 0.1 | |
| 689,475 | | | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 9.021%, (US0003M + 4.750%), 10/15/25 | | | 558,474 | | | | 0.4 | |
| 147,761 | | | | | Trinseo Materials Operating S.C.A. 2018 Term Loan, 6.071%, (US0003M + 2.000%), 09/06/24 | | | 143,036 | | | | 0.1 | |
| | | | | | | | | 1,476,950 | | | | 1.2 | |
| | | | | | | | | | | | | | |
| | | | | | Communications: 0.6% | |
| 480,000 | | | | | Go Daddy Operating Company, LLC 2022 Term Loan B5, 7.379%, (TSFR1M + 3.250%), 10/21/29 | | | 479,250 | | | | 0.4 | |
| 259,350 | | | | | Maxar Technologies, Inc. 2022 Term Loan B 1L, 5.936%, (TSFR1M + 4.250%), 06/14/29 | | | 250,354 | | | | 0.2 | |
| | | | | | | | | 729,604 | | | | 0.6 | |
| | | | | | | | | | | | | | |
| | | | | | Conglomerates: 0.1% | |
| 148,594 | | | | | Fender Musical Instruments Corporation 2021 Term Loan B, 7.896%, (SOFRRATE + 4.000%), 12/01/28 | | | 121,661 | | | | 0.1 | |
| | | | | | | | | | | | | | |
| | | | | | Consumer, Cyclical: 0.9% | |
| 385,000 | | | | | BBB Industries LLC 2022 Term Loan, 7.772%, (TSFR1M + 5.250%), 07/25/29 | | | 358,531 | | | | 0.3 | |
| 165,000 | | | | | Formula One Holdings Limited. Term Loan B, 7.379%, 01/15/30 | | | 164,622 | | | | 0.1 | |
| 250,000 | | | | | GVC Holdings (Gibraltar) Limited 2022 Term Loan B, 7.629%, 10/31/29 | | | 248,062 | | | �� | 0.2 | |
| 150,000 | | | | | Superior Industries International, Inc. 2018 1st Lien Term Loan B, 8.071%, (US0001M + 4.000%), 05/22/24 | | | 147,000 | | | | 0.1 | |
| 260,000 | | | | | WMG Acquisition Corp. 2022 Term Loan 1L, 6.042%, (TSFR1M + 3.000%), 01/20/28 | | | 258,213 | | | | 0.2 | |
| | | | | | | | | 1,176,428 | | | | 0.9 | |
| | | | | | | | | | | | | | |
| | | | | | Consumer, Non-cyclical: 1.3% | |
| 595,209 | | | | | CoreLogic, Inc. TL B 1L, 7.625%, (US0001M + 3.500%), 06/02/28 | | | 490,750 | | | | 0.4 | |
| 300,000 | | | | | Covetrus, Inc. 2022 1st Lien Term Loan, 9.413%, (TSFR3M + 5.000%), 10/13/29 | | | 286,032 | | | | 0.2 | |
| 295,000 | | | | | Neptune Bidco US Inc 2022 USD Term Loan B, 9.129%, (TSFR1M + 5.000%), 04/11/29 | | | 265,869 | | | | 0.2 | |
| 250,000 | | | | | Sabre GLBL, Inc. 2022 Term Loan B2 1L, 8.042%, (TSFR1M + 5.000%), 06/30/28 | | | 235,000 | | | | 0.2 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Consumer, Non-cyclical: (continued) | |
| 389,025 | | | | | Syniverse Holdings LLC/DE 1st Lien Term Loan, 1.405%, (TSFR3M + 1.000%), 05/13/27 | | $ | 340,591 | | | | 0.3 | |
| | | | | | | | | 1,618,242 | | | | 1.3 | |
| | | | | | | | | | | | | | |
| | | | | | Containers & Glass Products: 2.3% | |
| 544,724 | | | | | BWAY Holding Company 2017 Term Loan B, 7.018%, (US0003M + 3.250%), 04/03/24 | | | 529,608 | | | | 0.4 | |
| 444,197 | | | | | Charter NEX US, Inc. 2021 Term Loan, 7.821%, (US0003M + 3.750%), 12/01/27 | | | 434,044 | | | | 0.3 | |
| 303,373 | | | | | Plastipak Packaging, Inc. 2021 Term Loan B, 6.625%, (US0001M + 2.500%), 12/01/28 | | | 299,549 | | | | 0.2 | |
| 372,724 | | | | | Plaze, Inc. 2020 Incremental Term Loan, 7.821%, (US0001M + 3.750%), 08/03/26 | | | 341,042 | | | | 0.3 | |
| 125,000 | | | | | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan, 10.205%, (US0003M + 6.750%), 10/01/29 | | | 99,063 | | | | 0.1 | |
| 496,390 | | | | | Pro Mach Group, Inc. 2021 Term Loan B, 7.920%, (US0001M + 4.000%), 08/31/28 | | | 485,687 | | | | 0.4 | |
| 498,695 | | | | | Titan Acquisition Limited 2018 Term Loan B, 5.877%, (US0003M + 3.000%), 03/28/25 | | | 470,262 | | | | 0.4 | |
| 147,375 | | | | | Tosca Services, LLC 2021 Term Loan, 7.701%, (US0001M + 3.500%), 08/18/27 | | | 121,584 | | | | 0.1 | |
| 5,001 | | | | | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, 7.823%, (US0003M + 4.000%), 09/15/28 | | | 4,811 | | | | 0.0 | |
| 35,108 | | | | | Trident TPI Holdings, Inc. 2021 Incremental Term Loan, 7.674%, (US0003M + 4.000%), 09/15/28 | | | 33,769 | | | | 0.0 | |
| 120,000 | | | | | Valcour Packaging LLC 2021 2nd Lien Term Loan, 11.232%, (US0003M + 7.000%), 10/04/29 | | | 99,000 | | | | 0.1 | |
| | | | | | | | | 2,918,419 | | | | 2.3 | |
| | | | | | | | | | | | | | |
| | | | | | Cosmetics/Toiletries: 0.3% | |
| 479,726 | | | | | Anastasia Parent, LLC 2018 Term Loan B, 7.424%, (US0003M + 3.750%), 08/11/25 | | | 357,246 | | | | 0.3 | |
| | | | | | | | | | | | | | |
| | | | | | Drugs: 0.9% | |
| 368,848 | | | | | Amneal Pharmaceuticals LLC 2018 Term Loan B, 7.409%, (US0001M + 3.500%), 05/04/25 | | | 337,793 | | | | 0.3 | |
| 218,350 | | | | | ANI Pharmaceuticals, Inc Term Loan B, 10.071%, (US0001M + 6.000%), 04/27/28 | | | 209,070 | | | | 0.1 | |
| 644,925 | | | | | Organon & Co USD Term Loan, 6.188%, (US0003M + 3.000%), 06/02/28 | | | 640,088 | | | | 0.5 | |
| | | | | | | | | 1,186,951 | | | | 0.9 | |
| | | | | | | | | | | | | | |
| | | | | | Ecological Services & Equipment: 0.1% | |
| 148,125 | | | | | Denali Water Solutions Term Loan B, 7.924%, (US0003M + 4.250%), 03/27/28 | | | 123,684 | | | | 0.1 | |
| | | | | | | | | | | | | | |
| | | | | | Electronics/Electrical: 10.4% | |
| 199,478 | | | | | ABC Financial Services, Inc. 1st Lien Term Loan, 8.321%, (US0001M + 4.250%), 01/02/25 | | | 187,343 | | | | 0.1 | |
| 225,000 | | | | | Altar Bidco, Inc. 2021 2nd Lien Term Loan, 7.355%, (TSFR1M + 5.600%), 02/01/30 | | | 189,375 | | | | 0.1 | |
| 413,963 | | | | | Altar Bidco, Inc. 2021 Term Loan, 5.368%, (SOFRRATE + 3.100%), 02/01/29 | | | 392,281 | | | | 0.3 | |
| 304,494 | | | | | AP Core Holdings II, LLC Amortization Term Loan B1, 9.571%, (US0001M + 5.500%), 09/01/27 | | | 270,999 | | | | 0.2 | |
| 177,777 | | | | | AP Core Holdings II, LLC High-Yield Term Loan B2, 9.571%, (US0001M + 5.500%), 09/01/27 | | | 157,925 | | | | 0.1 | |
| 241,938 | | | | | Atlas Purchaser, Inc. 2021 Term Loan, 9.807%, (US0003M + 5.250%), 05/08/28 | | | 191,554 | | | | 0.1 | |
| 660,013 | | | | | Cloudera, Inc. 2021 Term Loan, 7.821%, (US0001M + 3.750%), 10/08/28 | | | 627,734 | | | | 0.5 | |
| 178,650 | | | | | ConnectWise, LLC 2021 Term Loan B, 7.174%, (US0003M + 3.500%), 09/29/28 | | | 171,995 | | | | 0.1 | |
| 160,621 | | | | | Constant Contact Inc Term Loan, 7.909%, (US0003M + 4.000%), 02/10/28 | | | 142,390 | | | | 0.1 | |
| 646,750 | | | | | Cornerstone OnDemand, Inc. 2021 Term Loan, 7.821%, (US0001M + 3.750%), 10/16/28 | | | 580,997 | | | | 0.5 | |
| 283,575 | | | | | Creation Technologies Inc. 2021 Term Loan, 9.248%, (US0003M + 5.500%), 10/05/28 | | | 231,114 | | | | 0.2 | |
| 338,658 | | | | | Delta TopCo, Inc. 2020 Term Loan B, 5.836%, (US0003M + 3.750%), 12/01/27 | | | 318,903 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Electronics/Electrical: (continued) | |
| 9,947 | | | | | Grab Holdings Inc Term Loan B, 8.571%, (US0001M + 4.500%), 01/29/26 | | $ | 9,773 | | | | 0.0 | |
| 393,571 | | | | | Helios Software Holdings, Inc. 2021 USD Term Loan B, 7.453%, (TSFR1M + 3.750%), 03/11/28 | | | 383,650 | | | | 0.3 | |
| 710,760 | | | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 7.571%, (US0001M + 3.500%), 07/01/24 | | | 700,098 | | | | 0.6 | |
| 88,000 | | | | | Hyland Software, Inc. 2021 2nd Lien Term Loan, 10.321%, (US0001M + 6.250%), 07/07/25 | | | 83,087 | | | | 0.1 | |
| 800,000 | | | | | II-VI Incorporated 2022 Term Loan B, 6.586%, (US0001M + 2.750%), 07/02/29 | | | 794,140 | | | | 0.6 | |
| 204,435 | | | | | Imperva, Inc. 1st Lien Term Loan, 8.592%, (US0003M + 4.000%), 01/12/26 | | | 165,592 | | | | 0.1 | |
| 455,000 | | | | | Imperva, Inc. 2nd Lien Term Loan, 12.424%, (US0003M + 7.750%), 01/11/27 | | | 353,478 | | | | 0.3 | |
| 633,158 | | | | | Informatica LLC 2021 USD Term Loan B, 6.875%, (US0001M + 2.750%), 10/27/28 | | | 622,342 | | | | 0.5 | |
| 164,175 | | | | | Instructure Holdings, Inc. 2021 Term Loan B, 6.121%, (US0003M + 2.750%), 10/30/28 | | | 162,739 | | | | 0.1 | |
| 150,000 | | | | | Ivanti Software, Inc. 2021 2nd Lien Term Loan, 10.332%, (US0003M + 7.250%), 12/01/28 | | | 89,813 | | | | 0.1 | |
| 157,600 | | | | | Ivanti Software, Inc. 2021 Add On Term Loan B, 7.144%, (US0003M + 4.000%), 12/01/27 | | | 121,549 | | | | 0.1 | |
| 887,817 | | | | | Ivanti Software, Inc. 2021 Term Loan B, 7.332%, (US0003M + 4.250%), 12/01/27 | | | 685,561 | | | | 0.5 | |
| 708,338 | | | | | LogMeIn, Inc. Term Loan B, 8.766%, (US0001M + 4.750%), 08/31/27 | | | 461,748 | | | | 0.4 | |
| 509,199 | | | | | Magenta Buyer LLC 2021 USD 1st Lien Term Loan, 9.170%, (US0001M + 4.750%), 07/27/28 | | | 460,825 | | | | 0.4 | |
| 265,000 | | | | | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan, 12.670%, (US0001M + 8.250%), 07/27/29 | | | 226,906 | | | | 0.2 | |
| 463,838 | | | | | McAfee, LLC 2022 USD Term Loan B, 7.636%, (TSFR1M + 3.750%), 03/01/29 | | | 441,709 | | | | 0.3 | |
| 299,182 | | | | | Optiv Security, Inc. 1st Lien Term Loan, 7.420%, (US0006M + 3.250%), 02/01/24 | | | 290,393 | | | | 0.2 | |
| 225,000 | | | | | Quest Software US Holdings Inc. 2022 2nd Lien Term Loan, 11.594%, (SOFRRATE + 7.500%), 02/01/30 | | | 140,484 | | | | 0.1 | |
| 950,136 | | | | | Redstone Buyer LLC 2021 Term Loan, 9.108%, (US0003M + 4.750%), 04/27/28 | | | 652,879 | | | | 0.5 | |
| 603,282 | | | (5) | | Riverbed Technology, Inc. 2021 PIK Exit Term Loan, 8.540% (PIK Rate 2.000%, Cash Rate 8.660%), 12/07/26 | | | 255,188 | | | | 0.2 | |
| 73,375 | | | | | Sabre GLBL Inc. 2021 Term Loan B1, 7.571%, (US0001M + 3.500%), 12/17/27 | | | 67,719 | | | | 0.1 | |
| 116,964 | | | | | Sabre GLBL Inc. 2021 Term Loan B2, 7.571%, (US0001M + 3.500%), 12/17/27 | | | 107,948 | | | | 0.1 | |
| 363,096 | | | | | Seattle Spinco, Inc. USD Term Loan B3, 6.821%, (US0001M + 2.750%), 06/21/24 | | | 360,373 | | | | 0.3 | |
| 268,852 | | | | | SkillSoft Corporation 2021 Term Loan, 9.158%, (TSFR1M + 5.250%), 07/14/28 | | | 225,332 | | | | 0.2 | |
| 115,403 | | | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 8.449%, (US0003M + 3.750%), 05/16/25 | | | 112,478 | | | | 0.1 | |
| 265,000 | | | | | SonicWall US Holdings Inc. 2nd Lien Term Loan, 12.199%, (US0003M + 7.500%), 05/18/26 | | | 247,333 | | | | 0.2 | |
| 208,580 | | | | | Sovos Compliance, LLC 2021 Term Loan, 8.571%, (US0001M + 4.500%), 08/11/28 | | | 204,212 | | | | 0.2 | |
| 17,174 | | | (5) | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 5.174%, (US0003M + 7.250%) (PIK Rate 7.250%, Cash Rate 3.750%), 02/28/25 | | | 17,117 | | | | 0.0 | |
| 897,703 | | | (5) | | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan, 8.674%, (US0003M + 1.750%) (PIK Rate 1.750%, Cash Rate 7.250%), 05/29/26 | | | 621,660 | | | | 0.5 | |
| 433,400 | | | | | Watlow Electric Manufacturing Company Term Loan B, 8.153%, (US0001M + 3.750%), 03/02/28 | | | 416,064 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Electronics/Electrical: (continued) | |
| 120,942 | | | | | Weld North Education, LLC 2021 Term Loan B, 7.821%, (US0001M + 3.750%), 12/21/27 | | $ | 118,765 | | | | 0.1 | |
| 173,285 | | | | | Xperi Corporation 2020 Term Loan B, 7.571%, (US0001M + 3.500%), 06/08/28 | | | 168,250 | | | | 0.1 | |
| | | | | | | | | 13,231,815 | | | | 10.4 | |
| | | | | | | | | | | | | | |
| | | | | | Energy: 0.1% | |
| 150,000 | | | | | M6 ETX Holdings II Midco LLC 2022 Term Loan B 1L, 7.542%, (TSFR1M + 4.500%), 09/19/29 | | | 149,344 | | | | 0.1 | |
| | | | | | | | | | | | | | |
| | | | | | Equipment Leasing: 0.1% | |
| 204,360 | | | | | Rent-A-Center, Inc. 2021 First Lien Term Loan B, 7.688%, (US0003M + 3.250%), 02/17/28 | | | 196,696 | | | | 0.1 | |
| | | | | | | | | | | | | | |
| | | | | | Financial: 1.2% | |
| 245,000 | | | | | Focus Financial Partners, LLC 2022 Term Loan B5, 7.379%, 06/30/28 | | | 241,172 | | | | 0.2 | |
| 470,000 | | | | | Hub International Limited 2022 Term Loan B, 8.129%, (TSFR1M + 4.000%), 11/10/29 | | | 463,428 | | | | 0.4 | |
| 775,000 | | | | | USI, Inc. 2022 Incremental Term Loan, 7.879%, 11/14/29 | | | 764,067 | | | | 0.6 | |
| | | | | | | | | 1,468,667 | | | | 1.2 | |
| | | | | | | | | | | | | | |
| | | | | | Financial Intermediaries: 4.4% | |
| 216,111 | | | | | Advisor Group, Inc. 2021 Term Loan, 8.571%, (US0001M + 4.500%), 07/31/26 | | | 210,668 | | | | 0.2 | |
| 273,625 | | | | | AllSpring Buyer LLC Term Loan B, 6.688%, (US0003M + 3.000%), 11/01/28 | | | 270,319 | | | | 0.2 | |
| 382,117 | | | | | AqGen Island Holdings, Inc. Term Loan, 7.188%, (US0003M + 3.500%), 08/02/28 | | | 367,788 | | | | 0.3 | |
| 280,725 | | | | | Blackstone Mortgage Trust, Inc. 2021 Term Loan B2, 6.779%, (US0001M + 2.750%), 04/23/26 | | | 275,461 | | | | 0.2 | |
| 311,850 | | | | | Castlelake Aviation Limited Term Loan B, 6.043%, (US0003M + 2.750%), 10/22/26 | | | 306,755 | | | | 0.2 | |
| 790,590 | | | | | Citadel Securities LP 2021 Term Loan B, 6.519%, (TSFR1M + 2.500%), 02/02/28 | | | 782,895 | | | | 0.6 | |
| 512,232 | | | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 6.821%, (US0001M + 2.750%), 08/21/25 | | | 500,493 | | | | 0.4 | |
| 746,135 | | | | | Edelman Financial Center, LLC 2021 Term Loan B, 7.571%, (US0001M + 3.500%), 04/07/28 | | | 713,686 | | | | 0.6 | |
| 358,796 | | | | | First Eagle Holdings, Inc. 2020 Term Loan B, 6.174%, (US0003M + 2.500%), 02/01/27 | | | 350,461 | | | | 0.3 | |
| 223,033 | | | | | Focus Financial Partners, LLC 2021 Term Loan, 6.587%, (US0001M + 2.500%), 06/30/28 | | | 216,986 | | | | 0.2 | |
| 292,050 | | | | | HighTower Holdings LLC 2021 Term Loan B, 8.278%, (US0003M + 4.000%), 04/21/28 | | | 274,284 | | | | 0.2 | |
| 573,584 | | | | | Jane Street Group, LLC 2021 Term Loan, 6.821%, (US0001M + 2.750%), 01/26/28 | | | 557,913 | | | | 0.4 | |
| 315,000 | | | | | VFH Parent LLC 2022 Term Loan B, 7.011%, (SOFRRATE + 3.000%), 01/13/29 | | | 306,863 | | | | 0.2 | |
| 527,666 | | | | | Victory Capital Holdings, Inc. 2021 Term Loan B, 5.962%, (US0003M + 2.250%), 07/01/26 | | | 522,389 | | | | 0.4 | |
| | | | | | | | | 5,656,961 | | | | 4.4 | |
| | | | | | | | | | | | | | |
| | | | | | Food Products: 2.8% | |
| 606,326 | | | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 7.821%, (US0001M + 3.750%), 10/01/25 | | | 517,803 | | | | 0.4 | |
| 285,971 | | | | | B&G Foods, Inc. 2019 Term Loan B4, 6.571%, (US0001M + 2.500%), 10/10/26 | | | 270,890 | | | | 0.2 | |
| 180,000 | | | | | BCPE North Star US HoldCo 2, Inc. 2021 2nd Lien Term Loan, 10.924%, (US0003M + 7.250%), 06/08/29 | | | 163,800 | | | | 0.1 | |
| 427,850 | | | | | CHG PPC Parent LLC 2021 Term Loan, 7.125%, (US0001M + 3.000%), 12/08/28 | | | 412,875 | | | | 0.3 | |
| 307,389 | | | | | Dessert Holdings Inc. Term Loan, 7.674%, (US0003M + 4.000%), 06/09/28 | | | 285,232 | | | | 0.2 | |
| 316,651 | | | | | IRB Holding Corp 2022 Term Loan B, 6.894%, (SOFRRATE + 3.000%), 12/15/27 | | | 304,711 | | | | 0.3 | |
| 327,500 | | | | | NPC International, Inc. 2nd Lien Term Loan, 1.000%, (US0003M + –%), 04/18/25 | | | 6,550 | | | | 0.0 | |
| 269,325 | | | | | Primary Products Finance LLC Term Loan, 7.709%, (US0003M + 4.000%), 03/31/29 | | | 264,511 | | | | 0.2 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Food Products: (continued) | |
| 809,088 | | | | | Sigma Bidco B.V. 2018 USD Term Loan B, 5.899%, (US0006M + 3.000%), 07/02/25 | | $ | 738,630 | | | | 0.6 | |
| 784,187 | | | | | Weber-Stephen Products LLC Term Loan B, 7.321%, (US0001M + 3.250%), 10/30/27 | | | 660,677 | | | | 0.5 | |
| | | | | | | | | 3,625,679 | | | | 2.8 | |
| | | | | | | | | | | | | | |
| | | | | | Food Service: 0.6% | |
| 493,655 | | | | | 1011778 B.C. Unlimited Liability Company Term Loan B4, 5.887%, (US0001M + 1.750%), 11/19/26 | | | 485,839 | | | | 0.4 | |
| 222,066 | | | | | Flynn Restaurant Group LP 2021 Term Loan B, 8.321%, (US0001M + 4.250%), 12/01/28 | | | 210,870 | | | | 0.2 | |
| 38,188 | | | | | K-Mac Holdings Corp 2021 2nd Lien Term Loan, 10.821%, (US0001M + 6.750%), 07/30/29 | | | 34,989 | | | | 0.0 | |
| | | | | | | | | 731,698 | | | | 0.6 | |
| | | | | | | | | | | | | | |
| | | | | | Food/Drug Retailers: 0.9% | |
| 250,118 | | | | | EG Finco Limited 2018 USD Term Loan, 7.674%, (US0003M + 4.000%), 02/07/25 | | | 229,431 | | | | 0.2 | |
| 658,515 | | | | | Moran Foods, LLC 2020 2nd Lien Term Loan, 14.424%, (US0003M + 10.750%), 10/01/24 | | | 432,974 | | | | 0.3 | |
| 533,850 | | | | | Moran Foods, LLC 2020 Term Loan, 9.445%, (US0003M + 7.000%), 04/01/24 | | | 436,865 | | | | 0.4 | |
| | | | | | | | | 1,099,270 | | | | 0.9 | |
| | | | | | | | | | | | | | |
| | | | | | Health Care: 5.2% | |
| 282,782 | | | | | ADMI Corp. 2021 Term Loan B2, 7.446%, (US0001M + 3.375%), 12/23/27 | | | 261,397 | | | | 0.2 | |
| 134,058 | | | (3) | | Athenahealth, Inc. 2022 Delayed Draw Term loan, 3.550%, (SOFRRATE + 3.500%), 02/15/29 | | | 122,831 | | | | 0.1 | |
| 788,965 | | | | | Athenahealth, Inc. 2022 Term Loan B, 7.411%, (TSFR1M + 3.500%), 02/15/29 | | | 722,889 | | | | 0.6 | |
| 429,563 | | | | | Bausch Health Companies Inc. 2022 Term Loan B, 9.046%, (TSFR1M + 5.250%), 02/01/27 | | | 320,776 | | | | 0.3 | |
| 167,875 | | | | | CBI Buyer, Inc. Term Loan, 7.148%, (US0001M + 3.250%), 01/06/28 | | | 123,346 | | | | 0.1 | |
| 285,897 | | | | | CCRR Parent, Inc Term Loan B, 7.830%, (US0001M + 3.750%), 03/06/28 | | | 275,534 | | | | 0.2 | |
| 139,898 | | | | | Envision Healthcare Corporation 2022 1st Lien Term Loan, 12.010%, (TSFR1M + 7.875%), 03/31/27 | | | 128,356 | | | | 0.1 | |
| 491,791 | | | | | Global Medical Response, Inc. 2020 Term Loan B, 8.092%, (US0001M + 4.250%), 10/02/25 | | | 392,449 | | | | 0.3 | |
| 539,703 | | | | | Hunter Holdco 3 Limited USD Term Loan B, 7.924%, (US0003M + 4.250%), 08/19/28 | | | 526,211 | | | | 0.4 | |
| 194,025 | | | | | ICU Medical, Inc. Term Loan B, 5.964%, (TSFR1M + 2.250%), 01/08/29 | | | 187,174 | | | | 0.1 | |
| 323,619 | | | | | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan, 6.377%, (US0003M + 3.500%), 11/01/28 | | | 311,550 | | | | 0.2 | |
| 150,000 | | | | | National Mentor Holdings, Inc. 2021 2nd Lien Term Loan, 10.930%, (US0003M + 7.250%), 03/02/29 | | | 101,063 | | | | 0.1 | |
| 161,342 | | | | | Pacific Dental Services,LLC 2021 Term Loan, 7.439%, (US0001M + 3.500%), 05/05/28 | | | 157,409 | | | | 0.1 | |
| 386,174 | | | | | Pathway Vet Alliance LLC 2021 Term Loan, 7.424%, (US0003M + 3.750%), 03/31/27 | | | 341,120 | | | | 0.3 | |
| 536,654 | | | | | Phoenix Guarantor Inc 2020 Term Loan B, 7.321%, (US0001M + 3.250%), 03/05/26 | | | 511,051 | | | | 0.4 | |
| 148,125 | | | | | Pluto Acquisition I, Inc. 2021 1st Lien Term Loan, 8.735%, (US0003M + 4.000%), 06/22/26 | | | 111,834 | | | | 0.1 | |
| 147,750 | | | | | PointClickCare Technologies, Inc. Term Loan B, 5.938%, (US0006M + 3.000%), 12/29/27 | | | 146,273 | | | | 0.1 | |
| 245,641 | | | | | RxBenefits, Inc. 2020 Term Loan, 6.609%, (US0006M + 4.500%), 12/20/27 | | | 232,744 | | | | 0.2 | |
| 54,712 | | | | | Select Medical Corporation 2017 Term Loan B, 6.580%, (US0001M + 2.500%), 03/06/25 | | | 53,882 | | | | 0.0 | |
| 490,000 | | | | | Sotera Health Holdings, LLC 2021 Term Loan, 6.821%, (US0001M + 2.750%), 12/11/26 | | | 456,925 | | | | 0.4 | |
| 610,700 | | | | | Surgery Center Holdings, Inc. 2021 Term Loan, 7.630%, (US0001M + 3.750%), 08/31/26 | | | 600,885 | | | | 0.5 | |
| 122,702 | | | | | Tecomet Inc. 2017 Repriced Term Loan, 7.241%, (US0003M + 3.500%), 05/01/24 | | | 103,622 | | | | 0.1 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Health Care: (continued) | |
| 445,500 | | | | | Virgin Pulse, Inc. 2021 Term Loan, 8.071%, (US0001M + 4.000%), 04/06/28 | | $ | 382,016 | | | | 0.3 | |
| | | | | | | | | 6,571,337 | | | | 5.2 | |
| | | | | | | | | | | | | | |
| | | | | | Home Furnishings: 0.1% | |
| 178,650 | | | | | Illuminate Merger Sub Corp. Term Loan, 6.377%, (US0003M + 3.500%), 07/21/28 | | | 164,932 | | | | 0.1 | |
| | | | | | | | | | | | | | |
| | | | | | Industrial: 1.6% | |
| 154,386 | | | | | AZZ Incorporated Term Loan B, 5.331%, (TSFR1M + 4.250%), 05/06/29 | | | 154,097 | | | | 0.1 | |
| 155,000 | | | | | Brown Group Holding LLC 2022 Term Loan B2 1L, 5.436%, (TSFR1M + 3.750%), 07/02/29 | | | 154,350 | | | | 0.1 | |
| 444,156 | | | | | First Student Bidco, Inc. 2022 Term Loan B 1L, 5.686%, (TSFR1M + 4.000%), 07/21/28 | | | 425,649 | | | | 0.3 | |
| 30,844 | | | | | First Student Bidco, Inc. 2022 Term Loan C 1L, 5.686%, (TSFR1M + 4.000%), 07/21/28 | | | 29,559 | | | | 0.0 | |
| 370,000 | | | | | Project Castle, Inc. Term Loan B 1L, 7.186%, (TSFR1M + 5.500%), 06/01/29 | | | 305,250 | | | | 0.3 | |
| 462,850 | | | | | ST GEO WARE + TR CO OF CAL INC 2022 TERM LOAN, 1.081%, (TSFR1M + 1.000%), 03/24/28 | | | 442,021 | | | | 0.4 | |
| 495,000 | | | | | Trident TPI Holdings, Inc. 2022 USD Incremental Term Loan, 9.379%, (TSFR1M + 5.250%), 09/15/28 | | | 476,850 | | | | 0.4 | |
| | | | | | | | | 1,987,776 | | | | 1.6 | |
| | | | | | | | | | | | | | |
| | | | | | Industrial Equipment: 0.6% | |
| 347,375 | | | | | CMBF LLC Term Loan, 9.879%, (US0001M + 6.000%), 08/02/28 | | | 298,742 | | | | 0.2 | |
| 247,646 | | | | | Granite Holdings US Acquisition Co. 2021 Term Loan B, 7.688%, (US0003M + 4.000%), 09/30/26 | | | 247,801 | | | | 0.2 | |
| 1,022 | | | | | Kenan Advantage Group, Inc. 2021 Term Loan B1, 7.821%, (US0001M + 3.750%), 03/24/26 | | | 999 | | | | 0.0 | |
| 195,000 | | | | | SPX Flow, Inc. 2022 Term Loan, 8.687%, (TSFR1M + 4.500%), 04/05/29 | | | 182,934 | | | | 0.2 | |
| | | | | | | | | 730,476 | | | | 0.6 | |
| | | | | | | | | | | | | | |
| | | | | | Insurance: 2.6% | |
| 884,956 | | | | | Acrisure, LLC 2020 Term Loan B, 7.571%, (US0001M + 3.500%), 02/15/27 | | | 830,990 | | | | 0.7 | |
| 243,163 | | | | | Acrisure, LLC 2021 First Lien Term Loan B, 8.321%, (US0001M + 4.250%), 02/15/27 | | | 233,436 | | | | 0.2 | |
| 357,609 | | | | | Alliant Holdings Intermediate, LLC 2021 Term Loan B4, 7.439%, (US0001M + 3.500%), 11/06/27 | | | 347,552 | | | | 0.3 | |
| 409,063 | | | | | Aretec Group, Inc. 2018 Term Loan, 8.437%, (TSFR1M + 4.250%), 10/01/25 | | | 398,154 | | | | 0.3 | |
| 562,175 | | | | | AssuredPartners, Inc. 2022 Term Loan, 7.587%, (TSFR1M + 3.500%), 02/12/27 | | | 540,859 | | | | 0.4 | |
| 322,563 | | | | | IMA Financial Group, Inc. Term Loan, 7.571%, (US0001M + 3.750%), 11/01/28 | | | 311,474 | | | | 0.2 | |
| 400,057 | | | | | OneDigital Borrower LLC 2021 Term Loan, 8.494%, (SOFRRATE + 4.250%), 11/16/27 | | | 381,054 | | | | 0.3 | |
| 298,900 | | | | | Ryan Specialty Group, LLC Term Loan, 7.187%, (TSFR1M + 3.000%), 09/01/27 | | | 297,704 | | | | 0.2 | |
| | | | | | | | | 3,341,223 | | | | 2.6 | |
| | | | | | | | | | | | | | |
| | | | | | Leisure Good/Activities/Movies: 2.4% | |
| 345,878 | | | (5) | | 24 Hour Fitness Worldwide, Inc. 2021 Delayed Draw Term Loan, 13.735% (PIK Rate 12.000%, Cash Rate 3.575%), 09/29/25 | | | 298,320 | | | | 0.2 | |
| 357,950 | | | (5) | | 24 Hour Fitness Worldwide, Inc. 2021 Exit Delayed Draw Term Loan, 18.240%, (US0003M + 14.000%) (PIK Rate 12.000%, Cash Rate 3.575%), 09/29/26 | | | 196,872 | | | | 0.2 | |
| 175,972 | | | | | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan, 7.571%, (US0001M + 3.500%), 08/17/28 | | | 174,506 | | | | 0.1 | |
| 439,640 | | | | | AMC Entertainment Holdings Inc. 2019 Term Loan B, 6.859%, (US0003M + 3.000%), 04/22/26 | | | 246,061 | | | | 0.2 | |
| 522,375 | | | | | AppLovin Corporation 2021 Term Loan B, 6.674%, (US0003M + 3.000%), 10/25/28 | | | 491,947 | | | | 0.4 | |
| 962,725 | | | | | City Football Group Limited Term Loan, 7.457%, (US0003M + 3.500%), 07/21/28 | | | 909,775 | | | | 0.7 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Leisure Good/Activities/Movies: (continued) | |
| 176,359 | | | | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 6.424%, (US0003M + 2.750%), 09/18/24 | | $ | 159,841 | | | | 0.1 | |
| 8,304 | | | (5) | | Crown Finance US, Inc. 2020 Term Loan B1, 7.000%, (US0003M + 7.000%) (PIK Rate 8.250%, Cash Rate 7.000%), 05/23/24 | | | 9,916 | | | | 0.0 | |
| 335,000 | | | | | Scientific Games Holdings LP 2022 USD Term Loan B, 7.097%, (TSFR1M + 3.500%), 04/04/29 | | | 321,286 | | | | 0.3 | |
| 186,258 | | | | | The Knot Worldwide Inc. 2022 Term Loan, 8.587%, (TSFR1M + 4.500%), 12/19/25 | | | 182,999 | | | | 0.2 | |
| EUR 24,905 | | | | | Thor Industries, Inc. 2021 EUR Term Loan, 4.500%, (EUR001M + 3.000%), 02/01/26 | | | 25,106 | | | | 0.0 | |
| | | | | | | | | 3,016,629 | | | | 2.4 | |
| | | | | | | | | | | | | | |
| | | | | | Lodging & Casinos: 0.7% | |
| 250,000 | | | | | Hilton Worldwide Finance, LLC 2019 Term Loan B2, 5.766%, (US0001M + 1.750%), 06/22/26 | | | 248,472 | | | | 0.2 | |
| 155,539 | | | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 5.892%, (US0003M + 2.250%), 07/21/26 | | | 153,801 | | | | 0.1 | |
| 485,575 | | | | | Twin River Worldwide Holdings, Inc. 2021 Term Loan B, 7.129%, (US0001M + 3.250%), 10/02/28 | | | 462,389 | | | | 0.4 | |
| | | | | | | | | 864,662 | | | | 0.7 | |
| | | | | | | | | | | | | | |
| | | | | | Mortgage REITs: 0.3% | |
| 359,615 | | | | | BIFM CA Buyer Inc. Term Loan B, 7.571%, (US0001M + 3.500%), 06/01/26 | | | 345,680 | | | | 0.3 | |
| | | | | | | | | | | | | | |
| | | | | | Nonferrous Metals/Minerals: 0.4% | |
| 591,066 | | | | | Covia Holdings Corporation 2020 PIK Take Back Term Loan, 7.748%, (US0003M + 4.000%), 07/31/26 | | | 572,152 | | | | 0.4 | |
| | | | | | | | | | | | | | |
| | | | | | Oil & Gas: 1.4% | |
| 392,555 | | | | | Brazos Delaware II, LLC Term Loan B, 7.939%, (US0001M + 4.000%), 05/21/25 | | | 391,246 | | | | 0.3 | |
| 159,840 | | | | | Glass Mountain Pipeline Holdings, LLC 2021 Exit Term Loan, 8.550%, (US0003M + 4.500%), 10/28/27 | | | 135,265 | | | | 0.1 | |
| 166,430 | | | | | ITT Holdings LLC 2021 Term Loan, 6.821%, (US0001M + 2.750%), 07/10/28 | | | 163,309 | | | | 0.1 | |
| 377,142 | | | | | Oryx Midstream Services Permian Basin LLC Term Loan B, 7.924%, (US0003M + 3.250%), 10/05/28 | | | 373,164 | | | | 0.3 | |
| 192,291 | | | | | TransMontaigne Operating Company L.P. Term Loan B, 7.477%, (US0001M + 3.500%), 11/17/28 | | | 188,974 | | | | 0.2 | |
| 545,281 | | | | | Waterbridge Midstream Operating LLC Term Loan B, 9.127%, (US0003M + 5.750%), 06/22/26 | | | 525,401 | | | | 0.4 | |
| | | | | | | | | 1,777,359 | | | | 1.4 | |
| | | | | | | | | | | | | | |
| | | | | | Publishing: 0.6% | |
| 558,745 | | | | | Cengage Learning, Inc. 2021 Term Loan B, 7.814%, (US0003M + 4.750%), 07/14/26 | | | 514,046 | | | | 0.4 | |
| 294,980 | | | | | Dotdash Meredith Inc Term Loan B, 7.844%, (SOFRRATE + 4.000%), 12/01/28 | | | 259,582 | | | | 0.2 | |
| | | | | | | | | 773,628 | | | | 0.6 | |
| | | | | | | | | | | | | | |
| | | | | | Radio & Television: 1.2% | |
| 384,621 | | | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 7.914%, (US0003M + 3.500%), 08/21/26 | | | 352,529 | | | | 0.3 | |
| 213,433 | | | | | CMG Media Corporation 2021 Term Loan, 7.571%, (US0001M + 3.500%), 12/17/26 | | | 199,293 | | | | 0.1 | |
| 1,722,809 | | | | | Diamond Sports Group, LLC 2022 2nd Lien Term Loan, 7.144%, (TSFR1M + 3.250%), 08/24/26 | | | 289,647 | | | | 0.2 | |
| 333,333 | | | | | Entercom Media Corp. 2019 Term Loan, 6.544%, (US0001M + 2.500%), 11/18/24 | | | 248,631 | | | | 0.2 | |
| 351,589 | | | | | Gray Television, Inc. 2021 Term Loan D, 6.768%, (US0001M + 3.000%), 12/01/28 | | | 342,992 | | | | 0.3 | |
| 2,551 | | | | | Sinclair Television Group Inc. Term Loan B2B, 6.580%, (US0001M + 2.500%), 09/30/26 | | | 2,451 | | | | 0.0 | |
| 103,075 | | | | | Univision Communications Inc. 2022 First Lien Term Loan B, 6.772%, (TSFR1M + 4.250%), 06/08/29 | | | 101,980 | | | | 0.1 | |
| | | | | | | | | 1,537,523 | | | | 1.2 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Retailers (Except Food & Drug): 2.1% | |
| 189,525 | | | | | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B, 7.544%, (SOFRRATE + 3.750%), 07/31/28 | | $ | 181,589 | | | | 0.1 | |
| 22,963 | | | (3) | | AI Aqua Merger Sub, Inc. 2022 Delayed Draw Term loan, 4.050%, (SOFRRATE + 4.000%), 07/31/28 | | | 21,858 | | | | 0.0 | |
| 132,037 | | | | | AI Aqua Merger Sub, Inc. 2022 Term Loan B, 8.210%, (TSFR1M + 4.000%), 07/31/28 | | | 125,683 | | | | 0.1 | |
| 339,619 | | | | | Franchise Group Intermediate Holdco, LLC 2021 First Out Term Loan B, 8.688%, (US0001M + 4.750%), 03/10/26 | | | 328,157 | | | | 0.3 | |
| 729,782 | | | | | Great Outdoors Group, LLC 2021 Term Loan B1, 7.821%, (US0001M + 3.750%), 03/06/28 | | | 703,328 | | | | 0.6 | |
| 148,875 | | | | | Lakeshore Intermediate LLC Term Loan, 7.609%, (US0001M + 3.500%), 09/29/28 | | | 145,525 | | | | 0.1 | |
| 269,654 | | | | | Leslies Poolmart, Inc. 2021 Term Loan B, 6.571%, (US0001M + 2.500%), 03/09/28 | | | 264,972 | | | | 0.2 | |
| 337,450 | | | | | Petmate Incremental Term Loan B, 9.174%, (US0003M + 5.500%), 09/15/28 | | | 265,882 | | | | 0.2 | |
| 594,000 | | | | | Pilot Travel Centers LLC 2021 Term Loan B, 6.187%, (TSFR1M + 2.000%), 08/04/28 | | | 586,845 | | | | 0.5 | |
| | | | | | | | | 2,623,839 | | | | 2.1 | |
| | | | | | | | | | | | | | |
| | | | | | Surface Transport: 0.8% | |
| 295,485 | | | | | ENC Holding Corporation 2021 Term Loan, 7.924%, (US0003M + 4.250%), 08/19/28 | | | 276,278 | | | | 0.2 | |
| 26,531 | | | (3) | | ENC Holding Corporation Delayed Draw Term Loan, 4.370%, (US0003M + 4.250%), 08/19/28 | | | 24,806 | | | | 0.0 | |
| 115,000 | | | | | LaserShip, Inc. 2021 2nd Lien Term Loan, 10.377%, (US0003M + 7.500%), 05/07/29 | | | 80,500 | | | | 0.1 | |
| 499,950 | | | | | LaserShip, Inc. 2021 Term Loan, 7.377%, (US0006M + 4.500%), 05/07/28 | | | 393,961 | | | | 0.3 | |
| 211,306 | | | | | Savage Enterprises LLC 2021 Term Loan B, 7.300%, (US0001M + 3.250%), 09/15/28 | | | 210,029 | | | | 0.2 | |
| | | | | | | | | 985,574 | | | | 0.8 | |
| | | | | | | | | | | | | | |
| | | | | | Technology: 3.0% | |
| 345,000 | | | | | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan, 8.629%, 09/19/26 | | | 344,209 | | | | 0.3 | |
| 2,000,000 | | | | | Avaya 2022 Term Loan 1L, 11.686%, (TSFR1M + 10.000%), 12/15/27 | | | 1,230,000 | | | | 1.0 | |
| 134,468 | | | | | Bright Bidco B.V. 2022 DIP Delayed Draw Term Loan, 11.042%, 02/28/23 | | | 135,813 | | | | 0.1 | |
| 179,807 | | | | | Bright Bidco B.V. 2022 DIP Term Loan, 11.042%, 02/28/23 | | | 181,605 | | | | 0.1 | |
| 472,587 | | | | | Misys (Finastra) - TL B 1L, 6.871%, (US0003M + 3.500%), 06/13/24 | | | 429,034 | | | | 0.3 | |
| 640,000 | | | | | Open Text Corporation 2022 Term Loan B, 7.629%, 11/16/29 | | | 622,600 | | | | 0.5 | |
| 240,000 | | | | | Tibco Software Inc. 2022 USD Term Loan, 8.153%, (TSFR1M + 4.500%), 03/30/29 | | | 218,700 | | | | 0.2 | |
| 811,628 | | | | | Veritas US Inc. 2021 USD Term Loan B, 8.674%, (US0003M + 5.000%), 09/01/25 | | | 593,503 | | | | 0.5 | |
| | | | | | | | | 3,755,464 | | | | 3.0 | |
| | | | | | | | | | | | | | |
| | | | | | Telecommunications: 4.7% | |
| 305,882 | | | | | Altice France S.A. USD Term Loan B11, 7.165%, (US0003M + 2.750%), 07/31/25 | | | 294,029 | | | | 0.2 | |
| 255,000 | | | | | Asurion LLC 2021 2nd Lien Term Loan B3, 9.321%, (US0001M + 5.250%), 01/31/28 | | | 198,581 | | | | 0.2 | |
| 560,000 | | | | | Asurion LLC 2021 Second Lien Term Loan B4, 9.321%, (US0001M + 5.250%), 01/20/29 | | | 435,400 | | | | 0.3 | |
| 700,000 | | | | | Avaya, Inc. 2020 Term Loan B, 8.123%, (US0001M + 4.250%), 12/15/27 | | | 351,750 | | | | 0.3 | |
| 605,390 | | | | | CCI Buyer, Inc. Term Loan, 7.553%, (TSFR1M + 4.000%), 12/17/27 | | | 586,321 | | | | 0.5 | |
| 322,069 | | | | | CommScope, Inc. 2019 Term Loan B, 7.321%, (US0001M + 3.250%), 04/06/26 | | | 310,394 | | | | 0.2 | |
| 244,692 | | | | | Connect Finco Sarl 2021 Term Loan B, 7.571%, (US0001M + 3.500%), 12/11/26 | | | 242,061 | | | | 0.2 | |
| 1,917,194 | | | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 8.344%, (US0003M + 4.250%), 11/29/25 | | | 1,667,000 | | | | 1.3 | |
| 552,797 | | | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 14.227%, (SOFRRATE + 10.000%), 11/29/26 | | | 443,620 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
SENIOR LOANS*: (continued) | | | | | |
| | | | | | Telecommunications: (continued) | |
| 192,563 | | | | | GOGO Intermediate Holdings LLC Term Loan B, 8.165%, (US0003M + 3.750%), 04/30/28 | | $ | 190,964 | | | | 0.2 | |
| 617,774 | | | | | GTT Communications, Inc. 2018 USD Term Loan B, 10.000%, (PRIME + 3.750%), 05/31/25 | | | 401,103 | | | | 0.3 | |
| 473,713 | | | | | Iridium Satellite LLC 2021 Term Loan B2, 6.571%, (US0001M + 2.500%), 11/04/26 | | | 469,906 | | | | 0.4 | |
| 285,000 | | | | | Venga Finance Sarl 2021 USD Term Loan B, 9.485%, (US0003M + 4.750%), 12/04/28 | | | 259,884 | | | | 0.2 | |
| 189,525 | | | | | ViaSat, Inc. Term Loan, 8.701%, (TSFR1M + 4.500%), 03/02/29 | | | 185,103 | | | | 0.1 | |
| | | | | | | | | 6,036,116 | | | | 4.7 | |
| | | | | | | | | | | | | | |
| | | | | | Utilities: 0.9% | |
| 189,761 | | | | | Covanta Holding Corporation 2021 Term Loan B, 6.571%, (US0001M + 2.500%), 11/30/28 | | | 186,226 | | | | 0.1 | |
| 14,286 | | | | | Covanta Holding Corporation 2021 Term Loan C, 6.571%, (US0001M + 2.500%), 11/30/28 | | | 14,020 | | | | 0.0 | |
| 251,341 | | | | | Edgewater Generation, L.L.C. Term Loan, 7.821%, (US0001M + 3.750%), 12/13/25 | | | 237,046 | | | | 0.2 | |
| 670,616 | | | | | Nautilus Power, LLC Term Loan B, 8.321%, (US0001M + 4.250%), 05/16/24 | | | 518,889 | | | | 0.4 | |
| 241,938 | | | | | Tiger Acquisition, LLC 2021 Term Loan, 7.321%, (US0001M + 3.250%), 06/01/28 | | | 229,992 | | | | 0.2 | |
| | | | | | | | | 1,186,173 | | | | 0.9 | |
| | | | | | | | | | | | | | |
| | | | Total Senior Loans | | | | | | | | |
| | | | (Cost $101,924,238) | | | 91,897,788 | | | | 72.3 | |
| | | | | | | | | | | | |
CORPORATE BONDS/NOTES: 49.9% | | | | | |
| | | | | | Basic Materials: 3.4% | |
| 100,000 | | | # | | ASP Unifrax Holdings, Inc., 5.250%, 09/30/28 | | | 82,700 | | | | 0.1 | |
| 175,000 | | | # | | ASP Unifrax Holdings, Inc., 7.500%, 09/30/29 | | | 115,662 | | | | 0.1 | |
| 350,000 | | | # | | Cleveland-Cliffs, Inc., 4.625%, 03/01/29 | | | 306,880 | | | | 0.2 | |
| 150,000 | | | # | | Coeur Mining, Inc., 5.125%, 02/15/29 | | | 117,046 | | | | 0.1 | |
| 150,000 | | | # | | Consolidated Energy Finance S.A., 5.625%, 10/15/28 | | | 131,310 | | | | 0.1 | |
| 250,000 | | | # | | Constellium SE, 5.625%, 06/15/28 | | | 228,992 | | | | 0.2 | |
| 200,000 | | | # | | First Quantum Minerals Ltd., 6.875%, 10/15/27 | | | 190,813 | | | | 0.1 | |
| 375,000 | | | # | | HudBay Minerals, Inc., 4.500%, 04/01/26 | | | 340,058 | | | | 0.3 | |
| 175,000 | | | # | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/28 | | | 144,654 | | | | 0.1 | |
| 400,000 | | | # | | INEOS Quattro Finance 2 Plc, 3.375%, 01/15/26 | | | 356,072 | | | | 0.3 | |
| 150,000 | | | #,(6) | | Iris Holdings, Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 02/15/26 | | | 128,250 | | | | 0.1 | |
| 175,000 | | | # | | LSF11 A5 Holdco LLC, 6.625%, 10/15/29 | | | 144,368 | | | | 0.1 | |
| 275,000 | | | # | | Mativ, Inc., 6.875%, 10/01/26 | | | 241,183 | | | | 0.2 | |
| 425,000 | | | # | | Novelis Corp., 4.750%, 01/30/30 | | | 378,396 | | | | 0.3 | |
| 275,000 | | | # | | Nufarm Australia Ltd. / Nufarm Americas, Inc., 5.000%, 01/27/30 | | | 235,983 | | | | 0.2 | |
| 400,000 | | | | | Olin Corp., 5.625%, 08/01/29 | | | 377,020 | | | | 0.3 | |
| 200,000 | | | # | | Olympus Water US Holding Corp., 6.250%, 10/01/29 | | | 144,654 | | | | 0.1 | |
| 175,000 | | | # | | Taseko Mines Ltd., 7.000%, 02/15/26 | | | 147,154 | | | | 0.1 | |
| 225,000 | | | # | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/25 | | | 180,648 | | | | 0.1 | |
| 325,000 | | | # | | Tronox, Inc., 4.625%, 03/15/29 | | | 262,070 | | | | 0.2 | |
| 150,000 | | | # | | Vibrantz Technologies, Inc., 9.000%, 02/15/30 | | | 112,785 | | | | 0.1 | |
| | | | | | | | | 4,366,698 | | | | 3.4 | |
| | | | | | | | | | | | | | |
| | | | | | Communications: 8.0% | |
| 200,000 | | | # | | Acuris Finance Us, Inc. / Acuris Finance SARL, 5.000%, 05/01/28 | | | 163,593 | | | | 0.1 | |
| 400,000 | | | # | | Altice France Holding SA, 6.000%, 02/15/28 | | | 268,974 | | | | 0.2 | |
| 400,000 | | | # | | Altice France SA/France, 5.500%, 10/15/29 | | | 321,256 | | | | 0.3 | |
| 70,000 | | | | | AMC Networks, Inc., 4.250%, 02/15/29 | | | 52,259 | | | | 0.0 | |
| 175,000 | | | # | | Audacy Capital Corp., 6.500%, 05/01/27 | | | 44,855 | | | | 0.0 | |
| 225,000 | | | # | | Beasley Mezzanine Holdings LLC, 8.625%, 02/01/26 | | | 146,036 | | | | 0.1 | |
| 1,150,000 | | | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/30 | | | 990,090 | | | | 0.8 | |
| 250,000 | | | # | | Clear Channel Outdoor Holdings, Inc., 7.750%, 04/15/28 | | | 186,572 | | | | 0.1 | |
| 325,000 | | | # | | CommScope Technologies LLC, 5.000%, 03/15/27 | | | 248,523 | | | | 0.2 | |
| 125,000 | | | # | | CommScope, Inc., 4.750%, 09/01/29 | | | 105,432 | | | | 0.1 | |
| 400,000 | | | # | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/26 | | | 378,654 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
CORPORATE BONDS/NOTES: (continued) | | | | | |
| | | | | | Communications: (continued) | |
| 125,000 | | | | | CSC Holdings LLC, 5.250%, 06/01/24 | | $ | 120,601 | | | | 0.1 | |
| 850,000 | | | # | | CSC Holdings LLC, 5.750%, 01/15/30 | | | 580,172 | | | | 0.5 | |
| 475,000 | | | # | | Directv Financing LLC / Directv Financing Co-Obligor, Inc., 5.875%, 08/15/27 | | | 436,404 | | | | 0.3 | |
| 250,000 | | | # | | DISH DBS Corp., 5.250%, 12/01/26 | | | 215,094 | | | | 0.2 | |
| 400,000 | | | | | DISH DBS Corp., 7.375%, 07/01/28 | | | 295,680 | | | | 0.2 | |
| 200,000 | | | | | Embarq Corp., 7.995%, 06/01/36 | | | 85,318 | | | | 0.1 | |
| 75,000 | | | # | | GCI LLC, 4.750%, 10/15/28 | | | 64,372 | | | | 0.1 | |
| 350,000 | | | # | | Gray Television, Inc., 4.750%, 10/15/30 | | | 259,542 | | | | 0.2 | |
| 125,000 | | | # | | iHeartCommunications, Inc., 5.250%, 08/15/27 | | | 111,506 | | | | 0.1 | |
| 200,000 | | | # | | ION Trading Technologies Sarl, 5.750%, 05/15/28 | | | 163,422 | | | | 0.1 | |
| 400,000 | | | # | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/27 | | | 378,920 | | | | 0.3 | |
| 125,000 | | | | | Lumen Technologies, Inc., 5.625%, 04/01/25 | | | 120,204 | | | | 0.1 | |
| 150,000 | | | # | | McGraw-Hill Education, Inc., 8.000%, 08/01/29 | | | 127,550 | | | | 0.1 | |
| 275,000 | | | # | | Millennium Escrow Corp., 6.625%, 08/01/26 | | | 198,543 | | | | 0.2 | |
| 150,000 | | | | | Netflix, Inc., 4.875%, 04/15/28 | | | 145,912 | | | | 0.1 | |
| 225,000 | | | | | Paramount Global, 6.250%, 02/28/57 | | | 188,438 | | | | 0.2 | |
| 225,000 | | | # | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/28 | | | 121,841 | | | | 0.1 | |
| 125,000 | | | # | | Sinclair Television Group, Inc., 4.125%, 12/01/30 | | | 96,003 | | | | 0.1 | |
| 100,000 | | | # | | Sinclair Television Group, Inc., 5.500%, 03/01/30 | | | 76,666 | | | | 0.1 | |
| 325,000 | | | # | | Sirius XM Radio, Inc., 5.000%, 08/01/27 | | | 303,672 | | | | 0.2 | |
| 175,000 | | | # | | Spanish Broadcasting System, Inc., 9.750%, 03/01/26 | | | 104,620 | | | | 0.1 | |
| 600,000 | | | | | Sprint Corp., 7.125%, 06/15/24 | | | 613,490 | | | | 0.5 | |
| 175,000 | | | | | Sprint Corp., 7.625%, 03/01/26 | | | 184,271 | | | | 0.1 | |
| 200,000 | | | # | | Stagwell Global LLC, 5.625%, 08/15/29 | | | 171,734 | | | | 0.1 | |
| 300,000 | | | | | Telecom Italia Capital SA, 6.375%, 11/15/33 | | | 246,846 | | | | 0.2 | |
| 550,000 | | | # | | Univision Communications, Inc., 6.625%, 06/01/27 | | | 536,795 | | | | 0.4 | |
| 125,000 | | | # | | Urban One, Inc., 7.375%, 02/01/28 | | | 105,792 | | | | 0.1 | |
| 325,000 | | | # | | ViaSat, Inc., 5.625%, 09/15/25 | | | 302,521 | | | | 0.2 | |
| 75,000 | | | # | | ViaSat, Inc., 5.625%, 04/15/27 | | | 69,014 | | | | 0.1 | |
| 275,000 | | | # | | Viavi Solutions, Inc., 3.750%, 10/01/29 | | | 227,377 | | | | 0.2 | |
| 200,000 | | | # | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/28 | | | 171,711 | | | | 0.1 | |
| 300,000 | | | # | | Vmed O2 UK Financing I PLC, 4.750%, 07/15/31 | | | 249,609 | | | | 0.2 | |
| 225,000 | | | # | | Zayo Group Holdings, Inc., 6.125%, 03/01/28 | | | 122,469 | | | | 0.1 | |
| | | | | | | | | 10,102,353 | | | | 8.0 | |
| | | | | | | | | | | | | | |
| | | | | | Consumer, Cyclical: 11.9% | |
| 225,000 | | | # | | 1011778 BC ULC / New Red Finance, Inc., 4.375%, 01/15/28 | | | 205,052 | | | | 0.2 | |
| 325,000 | | | # | | Academy Ltd., 6.000%, 11/15/27 | | | 308,205 | | | | 0.2 | |
| 200,000 | | | # | | Adient Global Holdings Ltd., 4.875%, 08/15/26 | | | 186,987 | | | | 0.1 | |
| 250,000 | | | # | | Affinity Gaming, 6.875%, 12/15/27 | | | 214,882 | | | | 0.2 | |
| 350,000 | | | # | | Allison Transmission, Inc., 5.875%, 06/01/29 | | | 331,214 | | | | 0.3 | |
| 625,000 | | | # | | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.500%, 04/20/26 | | | 607,186 | | | | 0.5 | |
| 150,000 | | | # | | Arko Corp., 5.125%, 11/15/29 | | | 119,471 | | | | 0.1 | |
| 400,000 | | | | | Asbury Automotive Group, Inc., 4.500%, 03/01/28 | | | 362,520 | | | | 0.3 | |
| 425,000 | | | # | | Bath & Body Works, Inc., 6.625%, 10/01/30 | | | 398,437 | | | | 0.3 | |
| 35,000 | | | # | | Caesars Entertainment, Inc., 4.625%, 10/15/29 | | | 29,359 | | | | 0.0 | |
| 225,000 | | | # | | Caesars Entertainment, Inc., 6.250%, 07/01/25 | | | 222,676 | | | | 0.2 | |
| 75,000 | | | # | | Carnival Corp., 08/01/28 | | | 62,550 | | | | 0.0 | |
| 150,000 | | | # | | CCM Merger, Inc., 6.375%, 05/01/26 | | | 139,119 | | | | 0.1 | |
| 250,000 | | | # | | Century Communities, Inc., 3.875%, 08/15/29 | | | 202,211 | | | | 0.2 | |
| 75,000 | | | # | | Cinemark USA, Inc., 8.750%, 05/01/25 | | | 76,641 | | | | 0.1 | |
| 225,000 | | | # | | Crocs, Inc., 4.250%, 03/15/29 | | | 185,014 | | | | 0.1 | |
| 175,000 | | | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 7.375%, 01/15/26 | | | 181,024 | | | | 0.1 | |
| 175,000 | | | # | | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc., 6.750%, 01/15/30 | | | 147,590 | | | | 0.1 | |
| 175,000 | | | # | | Foot Locker, Inc., 4.000%, 10/01/29 | | | 144,613 | | | | 0.1 | |
| 1,500,000 | | | | | Ford Motor Credit Co. LLC, 4.125%, 08/17/27 | | | 1,370,302 | | | | 1.1 | |
| 175,000 | | | # | | Foundation Building Materials, Inc., 6.000%, 03/01/29 | | | 130,906 | | | | 0.1 | |
| 275,000 | | | # | | Gap, Inc./The, 3.625%, 10/01/29 | | | 211,625 | | | | 0.2 | |
| 100,000 | | | # | | Golden Entertainment, Inc., 7.625%, 04/15/26 | | | 99,139 | | | | 0.1 | |
| 425,000 | | | | | Goodyear Tire & Rubber Co/The, 4.875%, 03/15/27 | | | 398,074 | | | | 0.3 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
CORPORATE BONDS/NOTES: (continued) | | | | | |
| | | | | | Consumer, Cyclical: (continued) | |
| 300,000 | | | # | | Installed Building Products, Inc., 5.750%, 02/01/28 | | $ | 263,056 | | | | 0.2 | |
| 325,000 | | | # | | Interface, Inc., 5.500%, 12/01/28 | | | 262,881 | | | | 0.2 | |
| 600,000 | | | # | | International Game Technology PLC, 6.250%, 01/15/27 | | | 597,030 | | | | 0.5 | |
| 175,000 | | | # | | LBM Acquisition LLC, 6.250%, 01/15/29 | | | 120,761 | | | | 0.1 | |
| 275,000 | | | # | | LCM Investments Holdings II LLC, 4.875%, 05/01/29 | | | 230,438 | | | | 0.2 | |
| 225,000 | | | # | | Lions Gate Capital Holdings LLC, 5.500%, 04/15/29 | | | 146,547 | | | | 0.1 | |
| 300,000 | | | | | M/I Homes, Inc., 4.950%, 02/01/28 | | | 261,495 | | | | 0.2 | |
| 300,000 | | | # | | Macy's Retail Holdings LLC, 6.125%, 03/15/32 | | | 266,709 | | | | 0.2 | |
| 325,000 | | | # | | Mattel, Inc., 3.750%, 04/01/29 | | | 284,991 | | | | 0.2 | |
| 275,000 | | | | | Murphy Oil USA, Inc., 4.750%, 09/15/29 | | | 254,457 | | | | 0.2 | |
| 400,000 | | | # | | NCL Corp. Ltd, 5.875%, 03/15/26 | | | 328,644 | | | | 0.3 | |
| 225,000 | | | # | | Penn National Gaming, Inc., 5.625%, 01/15/27 | | | 207,806 | | | | 0.2 | |
| 250,000 | | | # | | PetSmart, Inc. / PetSmart Finance Corp., 7.750%, 02/15/29 | | | 231,559 | | | | 0.2 | |
| 175,000 | | | # | | Real Hero Merger Sub 2, Inc., 6.250%, 02/01/29 | | | 121,048 | | | | 0.1 | |
| 500,000 | | | # | | Royal Caribbean Cruises Ltd., 5.375%, 07/15/27 | | | 414,926 | | | | 0.3 | |
| 125,000 | | | # | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/25 | | | 134,220 | | | | 0.1 | |
| 325,000 | | | # | | Scientific Games Holdings L.P./Scientific Games US FinCo, Inc., 6.625%, 03/01/30 | | | 273,820 | | | | 0.2 | |
| 225,000 | | | # | | Scientific Games International, Inc., 7.000%, 05/15/28 | | | 223,270 | | | | 0.2 | |
| 300,000 | | | | | Shea Homes L.P. / Shea Homes Funding Corp., 02/15/28 | | | 258,518 | | | | 0.2 | |
| 150,000 | | | # | | Sizzling Platter LLC / Sizzling Platter Finance Corp., 8.500%, 11/28/25 | | | 134,978 | | | | 0.1 | |
| 300,000 | | | # | | Sonic Automotive, Inc., 4.625%, 11/15/29 | | | 247,865 | | | | 0.2 | |
| 225,000 | | | # | | SRS Distribution, Inc., 6.125%, 07/01/29 | | | 186,987 | | | | 0.1 | |
| 225,000 | | | # | | Staples, Inc., 10.750%, 04/15/27 | | | 164,937 | | | | 0.1 | |
| 250,000 | | | # | | Station Casinos LLC, 4.500%, 02/15/28 | | | 220,930 | | | | 0.2 | |
| 225,000 | | | # | | STL Holding Co. LLC, 7.500%, 02/15/26 | | | 194,511 | | | | 0.2 | |
| 325,000 | | | # | | Taylor Morrison Communities, Inc., 5.750%, 01/15/28 | | | 302,492 | | | | 0.2 | |
| 350,000 | | | # | | Tempur Sealy International, Inc., 4.000%, 04/15/29 | | | 290,615 | | | | 0.2 | |
| 300,000 | | | # | | United Airlines 2015-1 Class AA Pass Through Trust, 4.625%, 04/15/29 | | | 267,379 | | | | 0.2 | |
| 225,000 | | | | | United Airlines Holdings, Inc., 4.875%, 01/15/25 | | | 216,426 | | | | 0.2 | |
| 300,000 | | | # | | Victoria's Secret & Co., 4.625%, 07/15/29 | | | 253,574 | | | | 0.2 | |
| 200,000 | | | # | | Viking Cruises Ltd., 5.875%, 09/15/27 | | | 168,034 | | | | 0.1 | |
| 75,000 | | | # | | Viking Cruises Ltd., 13.000%, 05/15/25 | | | 79,773 | | | | 0.1 | |
| 125,000 | | | # | | White Cap Buyer LLC, 6.875%, 10/15/28 | | | 107,914 | | | | 0.1 | |
| 75,000 | | | #,(6) | | White Cap Parent LLC, 8.250% (PIK Rate 9.000%, Cash Rate 8.250%), 03/15/26 | | | 63,959 | | | | 0.0 | |
| 225,000 | | | # | | William Carter Co/The, 5.625%, 03/15/27 | | | 216,147 | | | | 0.2 | |
| 150,000 | | | # | | Williams Scotsman International, Inc., 4.625%, 08/15/28 | | | 136,555 | | | | 0.1 | |
| 275,000 | | | # | | Wolverine World Wide, Inc., 4.000%, 08/15/29 | | | 203,830 | | | | 0.2 | |
| 425,000 | | | # | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/27 | | | 389,957 | | | | 0.3 | |
| | | | | | | | | 15,063,836 | | | | 11.9 | |
| | | | | | | | | | | | | | |
| | | | | | Consumer, Non-cyclical: 6.7% | |
| 28,000 | | | # | | 1375209 BC Ltd., 01/30/28 | | | 27,650 | | | | 0.0 | |
| 250,000 | | | # | | Acadia Healthcare Co., Inc., 5.500%, 07/01/28 | | | 235,330 | | | | 0.2 | |
| 275,000 | | | # | | ACCO Brands Corp., 4.250%, 03/15/29 | | | 230,025 | | | | 0.2 | |
| 350,000 | | | # | | ADT Security Corp./The, 4.125%, 08/01/29 | | | 305,919 | | | | 0.2 | |
| 600,000 | | | # | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/28 | | | 574,500 | | | | 0.5 | |
| 75,000 | | | # | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/26 | | | 71,384 | | | | 0.1 | |
| 250,000 | | | # | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/27 | | | 226,056 | | | | 0.2 | |
| 225,000 | | | # | | Alta Equipment Group, Inc., 5.625%, 04/15/26 | | | 198,730 | | | | 0.2 | |
| 250,000 | | | # | | AMN Healthcare, Inc., 4.625%, 10/01/27 | | | 231,383 | | | | 0.2 | |
| 250,000 | | | # | | APi Escrow Corp., 4.750%, 10/15/29 | | | 215,009 | | | | 0.2 | |
| 75,000 | | | # | | Bausch Health Cos, Inc., 4.875%, 06/01/28 | | | 46,035 | | | | 0.0 | |
| 49,000 | | | # | | Bausch Health Cos, Inc., 09/30/28 | | | 37,852 | | | | 0.0 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
CORPORATE BONDS/NOTES: (continued) | | | | | |
| | | | | | Consumer, Non-cyclical: (continued) | |
| 150,000 | | | # | | BellRing Brands, Inc., 7.000%, 03/15/30 | | $ | 145,113 | | | | 0.1 | |
| 200,000 | | | # | | Cheplapharm Arzneimittel GmbH, 5.500%, 01/15/28 | | | 166,551 | | | | 0.1 | |
| 75,000 | | | # | | Chobani LLC / Chobani Finance Corp., Inc., 4.625%, 11/15/28 | | | 66,173 | | | | 0.1 | |
| 100,000 | | | # | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/25 | | | 97,873 | | | | 0.1 | |
| 350,000 | | | # | | CHS/Community Health Systems, Inc., 5.625%, 03/15/27 | | | 297,726 | | | | 0.2 | |
| 225,000 | | | # | | CoreLogic, Inc., 4.500%, 05/01/28 | | | 166,344 | | | | 0.1 | |
| 175,000 | | | # | | CPI CG, Inc., 8.625%, 03/15/26 | | | 169,647 | | | | 0.1 | |
| 250,000 | | | # | | DaVita, Inc., 4.625%, 06/01/30 | | | 202,746 | | | | 0.2 | |
| 250,000 | | | | | Encompass Health Corp., 4.750%, 02/01/30 | | | 222,267 | | | | 0.2 | |
| 250,000 | | | # | | Graham Holdings Co., 5.750%, 06/01/26 | | | 244,163 | | | | 0.2 | |
| 200,000 | | | # | | Jazz Securities DAC, 4.375%, 01/15/29 | | | 181,705 | | | | 0.2 | |
| 225,000 | | | # | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/26 | | | 223,070 | | | | 0.2 | |
| 250,000 | | | # | | Medline Borrower L.P., 3.875%, 04/01/29 | | | 215,221 | | | | 0.2 | |
| 175,000 | | | # | | Medline Borrower L.P., 5.250%, 10/01/29 | | | 142,822 | | | | 0.1 | |
| 150,000 | | | # | | MPH Acquisition Holdings LLC, 5.750%, 11/01/28 | | | 105,604 | | | | 0.1 | |
| 175,000 | | | # | | NESCO Holdings II, Inc., 5.500%, 04/15/29 | | | 154,169 | | | | 0.1 | |
| 200,000 | | | # | | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 5.125%, 04/30/31 | | | 177,700 | | | | 0.1 | |
| 125,000 | | | # | | PECF USS Intermediate Holding III Corp., 8.000%, 11/15/29 | | | 74,283 | | | | 0.1 | |
| 175,000 | | | # | | Picasso Finance Sub, Inc., 6.125%, 06/15/25 | | | 173,541 | | | | 0.1 | |
| 425,000 | | | # | | Post Holdings, Inc., 5.500%, 12/15/29 | | | 391,000 | | | | 0.3 | |
| 325,000 | | | # | | Primo Water Holdings, Inc., 4.375%, 04/30/29 | | | 281,253 | | | | 0.2 | |
| 200,000 | | | # | | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 03/01/29 | | | 165,746 | | | | 0.1 | |
| 275,000 | | | # | | Spectrum Brands, Inc., 5.000%, 10/01/29 | | | 235,316 | | | | 0.2 | |
| 200,000 | | | # | | Teleflex, Inc., 4.250%, 06/01/28 | | | 186,016 | | | | 0.2 | |
| 450,000 | | | # | | Tenet Healthcare Corp., 4.625%, 06/15/28 | | | 403,539 | | | | 0.3 | |
| 325,000 | | | # | | Tenet Healthcare Corp., 6.125%, 10/01/28 | | | 287,324 | | | | 0.2 | |
| 200,000 | | | | | Teva Pharmaceutical Finance Netherlands III BV, 4.750%, 05/09/27 | | | 179,854 | | | | 0.1 | |
| 175,000 | | | # | | Triton Water Holdings, Inc., 6.250%, 04/01/29 | | | 136,500 | | | | 0.1 | |
| 125,000 | | | # | | United Natural Foods, Inc., 6.750%, 10/15/28 | | | 121,403 | | | | 0.1 | |
| 300,000 | | | | | United Rentals North America, Inc., 5.250%, 01/15/30 | | | 283,157 | | | | 0.2 | |
| 175,000 | | | # | | Varex Imaging Corp., 7.875%, 10/15/27 | | | 172,511 | | | | 0.1 | |
| | | | | | | | | 8,470,210 | | | | 6.7 | |
| | | | | | | | | | | | | | |
| | | | | | Energy: 8.8% | |
| 300,000 | | | # | | Aethon United BR L.P. / Aethon United Finance Corp., 8.250%, 02/15/26 | | | 298,889 | | | | 0.2 | |
| 375,000 | | | # | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp., 5.750%, 03/01/27 | | | 358,518 | | | | 0.3 | |
| 300,000 | | | # | | Antero Resources Corp., 5.375%, 03/01/30 | | | 281,475 | | | | 0.2 | |
| 450,000 | | | | | Apache Corp., 4.250%, 01/15/30 | | | 405,000 | | | | 0.3 | |
| 375,000 | | | # | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/28 | | | 348,411 | | | | 0.3 | |
| 275,000 | | | # | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 5.875%, 06/30/29 | | | 248,310 | | | | 0.2 | |
| 200,000 | | | # | | Atlantica Sustainable Infrastructure PLC, 4.125%, 06/15/28 | | | 176,505 | | | | 0.2 | |
| 250,000 | | | # | | Baytex Energy Corp., 8.750%, 04/01/27 | | | 258,056 | | | | 0.2 | |
| 300,000 | | | # | | Chesapeake Energy Corp., 6.750%, 04/15/29 | | | 297,750 | | | | 0.2 | |
| 150,000 | | | # | | Chord Energy Corp., 6.375%, 06/01/26 | | | 146,795 | | | | 0.1 | |
| 225,000 | | | # | | CNX Midstream Partners LP, 4.750%, 04/15/30 | | | 187,915 | | | | 0.2 | |
| 300,000 | | | # | | Colgate Energy Partners III LLC, 5.875%, 07/01/29 | | | 276,312 | | | | 0.2 | |
| 300,000 | | | # | | Comstock Resources, Inc., 6.750%, 03/01/29 | | | 293,345 | | | | 0.2 | |
| 300,000 | | | # | | Crescent Energy Finance LLC, 7.250%, 05/01/26 | | | 289,971 | | | | 0.2 | |
| 375,000 | | | # | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/27 | | | 353,478 | | | | 0.3 | |
| 50,000 | | | | | DCP Midstream Operating L.P., 5.375%, 07/15/25 | | | 49,443 | | | | 0.1 | |
| 300,000 | | | # | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 7.125%, 06/01/28 | | | 278,430 | | | | 0.2 | |
| 400,000 | | | # | | DT Midstream, Inc., 4.125%, 06/15/29 | | | 352,904 | | | | 0.3 | |
| 275,000 | | | # | | Earthstone Energy Holdings LLC, 8.000%, 04/15/27 | | | 265,100 | | | | 0.2 | |
| 275,000 | | | # | | Encino Acquisition Partners Holdings LLC, 8.500%, 05/01/28 | | | 263,627 | | | | 0.2 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
CORPORATE BONDS/NOTES: (continued) | | | | | |
| | | | | | Energy: (continued) | |
| 150,000 | | | # | | Enerflex Ltd., 10/15/27 | | $ | 148,369 | | | | 0.1 | |
| 450,000 | | | | | EnLink Midstream LLC, 5.375%, 06/01/29 | | | 429,147 | | | | 0.3 | |
| 275,000 | | | # | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/26 | | | 262,646 | | | | 0.2 | |
| 175,000 | | | | | EQM Midstream Partners L.P., 5.500%, 07/15/28 | | | 162,365 | | | | 0.1 | |
| 400,000 | | | # | | Hess Midstream Operations L.P., 5.125%, 06/15/28 | | | 377,000 | | | | 0.3 | |
| 425,000 | | | # | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 04/15/30 | | | 391,317 | | | | 0.3 | |
| 175,000 | | | # | | Howard Midstream Energy Partners LLC, 6.750%, 01/15/27 | | | 162,805 | | | | 0.1 | |
| 325,000 | | | # | | Kinetik Holdings L.P., 5.875%, 06/15/30 | | | 305,859 | | | | 0.3 | |
| 325,000 | | | # | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/26 | | | 302,830 | | | | 0.2 | |
| 400,000 | | | | | Murphy Oil Corp., 6.375%, 07/15/28 | | | 395,188 | | | | 0.3 | |
| 125,000 | | | # | | Nabors Industries, Inc., 7.375%, 05/15/27 | | | 121,718 | | | | 0.1 | |
| 1,025,000 | | | | | Occidental Petroleum Corp., 6.625%, 09/01/30 | | | 1,070,613 | | | | 0.9 | |
| 275,000 | | | # | | SunCoke Energy, Inc., 4.875%, 06/30/29 | | | 233,439 | | | | 0.2 | |
| 350,000 | | | | | Sunoco L.P. / Sunoco Finance Corp., 4.500%, 05/15/29 | | | 303,509 | | | | 0.2 | |
| 175,000 | | | # | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/28 | | | 159,123 | | | | 0.1 | |
| 131,250 | | | # | | Transocean Poseidon Ltd., 6.875%, 02/01/27 | | | 127,811 | | | | 0.1 | |
| 100,000 | | | # | | Transocean, Inc., 7.500%, 01/15/26 | | | 83,970 | | | | 0.1 | |
| 250,000 | | | # | | Weatherford International Ltd., 8.625%, 04/30/30 | | | 240,049 | | | | 0.2 | |
| 600,000 | | | | | Western Midstream Operating L.P., 4.300%, 02/01/30 | | | 535,485 | | | | 0.4 | |
| | | | | | | | | 11,243,477 | | | | 8.8 | |
| | | | | | | | | | | | | | |
| | | | | | Financial: 4.2% | |
| 250,000 | | | | | Ally Financial, Inc., 5.750%, 11/20/25 | | | 246,814 | | | | 0.2 | |
| 125,000 | | | # | | Aretec Escrow Issuer, Inc., 7.500%, 04/01/29 | | | 101,745 | | | | 0.1 | |
| 175,000 | | | # | | BroadStreet Partners, Inc., 5.875%, 04/15/29 | | | 149,038 | | | | 0.1 | |
| 325,000 | | | # | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/28 | | | 310,796 | | | | 0.2 | |
| 400,000 | | | # | | Freedom Mortgage Corp., 7.625%, 05/01/26 | | | 344,736 | | | | 0.3 | |
| 250,000 | | | # | | GTCR AP Finance, Inc., 8.000%, 05/15/27 | | | 241,600 | | | | 0.2 | |
| 375,000 | | | # | | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.250%, 02/01/27 | | | 327,838 | | | | 0.3 | |
| 400,000 | | | # | | Midcap Financial Issuer Trust, 6.500%, 05/01/28 | | | 349,494 | | | | 0.3 | |
| 375,000 | | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/27 | | | 320,634 | | | | 0.2 | |
| 325,000 | | | # | | Nationstar Mortgage Holdings, Inc., 5.500%, 08/15/28 | | | 273,005 | | | | 0.2 | |
| 525,000 | | | | | Navient Corp., 5.000%, 03/15/27 | | | 459,359 | | | | 0.4 | |
| 750,000 | | | | | OneMain Finance Corp., 3.500%, 01/15/27 | | | 615,669 | | | | 0.5 | |
| 300,000 | | | # | | PRA Group, Inc., 5.000%, 10/01/29 | | | 249,813 | | | | 0.2 | |
| 375,000 | | | # | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.750%, 01/15/29 | | | 287,329 | | | | 0.2 | |
| 350,000 | | | # | | RLJ Lodging Trust L.P., 3.750%, 07/01/26 | | | 318,731 | | | | 0.2 | |
| 325,000 | | | # | | United Wholesale Mortgage LLC, 5.750%, 06/15/27 | | | 288,197 | | | | 0.2 | |
| 200,000 | | | # | | Uniti Group L.P. / Uniti Group Finance, Inc. / CSL Capital LLC, 6.500%, 02/15/29 | | | 146,870 | | | | 0.1 | |
| 125,000 | | | # | | VistaJet Malta Finance PLC / XO Management Holding, Inc., 6.375%, 02/01/30 | | | 102,656 | | | | 0.1 | |
| 250,000 | | | # | | XHR L.P., 4.875%, 06/01/29 | | | 213,955 | | | | 0.2 | |
| | | | | | | | | 5,348,279 | | | | 4.2 | |
| | | | | | | | | | | | | | |
| | | | | | Industrial: 4.9% | |
| 200,000 | | | #,(6) | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/27 | | | 148,379 | | | | 0.1 | |
| 55,000 | | | | | Ball Corp., 03/15/28 | | | 56,941 | | | | 0.0 | |
| 105,000 | | | # | | Bombardier, Inc., 7.875%, 04/15/27 | | | 103,446 | | | | 0.1 | |
| 175,000 | | | # | | Brundage-Bone Concrete Pumping Holdings, Inc., 6.000%, 02/01/26 | | | 163,050 | | | | 0.1 | |
| 250,000 | | | # | | Builders FirstSource, Inc., 5.000%, 03/01/30 | | | 222,138 | | | | 0.2 | |
| 350,000 | | | # | | Cargo Aircraft Management, Inc., 4.750%, 02/01/28 | | | 313,327 | | | | 0.2 | |
| 350,000 | | | # | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/28 | | | 309,858 | | | | 0.2 | |
| 350,000 | | | # | | Fortress Transportation and Infrastructure Investors LLC, 5.500%, 05/01/28 | | | 304,943 | | | | 0.2 | |
| 300,000 | | | # | | GFL Environmental, Inc., 4.000%, 08/01/28 | | | 257,813 | | | | 0.2 | |
Principal Amount† | | | | | Borrower/Tranche Description (continued) | | | Fair Value | | | | Percentage of Net Assets | |
CORPORATE BONDS/NOTES: (continued) | | | | | |
| | | | | | Industrial: (continued) | |
| 250,000 | | | # | | Global Infrastructure Solutions, Inc., 5.625%, 06/01/29 | | $ | 194,153 | | | | 0.2 | |
| 275,000 | | | # | | GrafTech Finance, Inc., 4.625%, 12/15/28 | | | 229,569 | | | | 0.2 | |
| 175,000 | | | # | | Graham Packaging Co., Inc., 7.125%, 08/15/28 | | | 148,162 | | | | 0.1 | |
| 125,000 | | | # | | Granite US Holdings Corp., 11.000%, 10/01/27 | | | 131,213 | | | | 0.1 | |
| 350,000 | | | # | | Imola Merger Corp., 4.750%, 05/15/29 | | | 312,781 | | | | 0.2 | |
| 50,000 | | | #,(6) | | Intelligent Packaging Holdco Issuer LP, 9.000% (PIK Rate 9.750%, Cash Rate 9.000%), 01/15/26 | | | 35,398 | | | | 0.0 | |
| 225,000 | | | # | | Intelligent Packaging Ltd Finco, Inc. / Intelligent Packaging Ltd Co-Issuer LLC, 6.000%, 09/15/28 | | | 181,430 | | | | 0.1 | |
| 225,000 | | | # | | Koppers, Inc., 6.000%, 02/15/25 | | | 209,897 | | | | 0.2 | |
| 175,000 | | | # | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/28 | | | 161,571 | | | | 0.1 | |
| 275,000 | | | # | | PGT Innovations, Inc., 4.375%, 10/01/29 | | | 231,950 | | | | 0.2 | |
| 225,000 | | | # | | Roller Bearing Co. of America, Inc., 4.375%, 10/15/29 | | | 197,325 | | | | 0.2 | |
| 200,000 | | | # | | Rolls-Royce PLC, 5.750%, 10/15/27 | | | 190,560 | | | | 0.1 | |
| 230,000 | | | # | | Sealed Air Corp., 4.000%, 12/01/27 | | | 206,749 | | | | 0.2 | |
| 375,000 | | | # | | Sensata Technologies BV, 4.000%, 04/15/29 | | | 326,858 | | | | 0.3 | |
| 500,000 | | | # | | Standard Industries, Inc./NJ, 4.750%, 01/15/28 | | | 453,900 | | | | 0.4 | |
| 275,000 | | | # | | Stevens Holding Co., Inc., 6.125%, 10/01/26 | | | 277,630 | | | | 0.2 | |
| 350,000 | | | # | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/29 | | | 323,488 | | | | 0.3 | |
| 400,000 | | | | | TransDigm, Inc., 6.375%, 06/15/26 | | | 393,468 | | | | 0.3 | |
| 250,000 | | | # | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/28 | | | 202,886 | | | | 0.2 | |
| | | | | | | | | 6,288,883 | | | | 4.9 | |
| | | | | | | | | | | | | | |
| | | | | | Technology: 1.3% | |
| 200,000 | | | # | | Condor Merger Sub, Inc., 7.375%, 02/15/30 | | | 164,102 | | | | 0.1 | |
| 225,000 | | | # | | Consensus Cloud Solutions, Inc., 6.500%, 10/15/28 | | | 204,569 | | | | 0.1 | |
| 250,000 | | | # | | Entegris Escrow Corp., 6.950%, 06/15/30 | | | 233,837 | | | | 0.2 | |
| 400,000 | | | # | | NCR Corp., 5.125%, 04/15/29 | | | 344,552 | | | | 0.3 | |
| 375,000 | | | # | | Open Text Holdings, Inc., 4.125%, 02/15/30 | | | 304,180 | | | | 0.2 | |
| 300,000 | | | # | | Playtika Holding Corp., 4.250%, 03/15/29 | | | 243,663 | | | | 0.2 | |
| 175,000 | | | # | | Rackspace Technology Global, Inc., 5.375%, 12/01/28 | | | 80,091 | | | | 0.1 | |
| 175,000 | | | # | | Virtusa Corp., 7.125%, 12/15/28 | | | 131,548 | | | | 0.1 | |
| | | | | | | | | 1,706,542 | | | | 1.3 | |
| | | | | | | | | | | | | | |
| | | | | | Utilities: 0.7% | |
| 325,000 | | | # | | Clearway Energy Operating LLC, 4.750%, 03/15/28 | | | 300,711 | | | | 0.2 | |
| 200,000 | | | # | | Drax Finco PLC, 6.625%, 11/01/25 | | | 189,934 | | | | 0.2 | |
| 350,000 | | | # | | Vistra Operations Co. LLC, 5.625%, 02/15/27 | | | 338,995 | | | | 0.3 | |
| | | | | | | | | 829,640 | | | | 0.7 | |
| | | | | | | | | | | | | | |
| | | | Total Corporate Bonds/Notes | | | | | | | | |
| | | | (Cost $64,977,760) | | | 63,419,918 | | | | 49.9 | |
| | | | | | | | | | | | |
Shares | | | | | | | | Value | | | | Percentage of Net Assets | |
EQUITIES AND OTHER ASSETS: 1.6% | |
| 135,911 | | | (7),(8) | | 24 Hour Fitness Worldwide, Inc. | | | 1,087 | | | | 0.0 | |
| 181,068 | | | (7),(8) | | 24 Hour Fitness Worldwide, Inc. - Preferred | | | 11,407 | | | | 0.0 | |
| 25,562 | | | X,(7),(8) | | Cineworld Group PLC | | | – | | | | 0.0 | |
| 58,667 | | | (7),(8) | | Covia Specialty Minerals, Inc. | | | 762,671 | | | | 0.6 | |
| 23,578 | | | (8) | | Cumulus Media, Inc. Class-A | | | 172,591 | | | | 0.2 | |
| 14,717 | | | (7),(8) | | Harvey Gulf International Marine LLC | | | 323,774 | | | | 0.2 | |
| 9,332 | | | (7),(8) | | Harvey Gulf International Marine LLC - Warrants | | | 205,304 | | | | 0.2 | |
| 4,941 | | | (7),(8) | | iQor | | | 34,587 | | | | 0.0 | |
| 41,629 | | | (7),(8) | | Longview Power LLC | | | 541,177 | | | | 0.4 | |
| 2,581 | | | (7) | | Riverbed Technology, Inc. | | | 645 | | | | 0.0 | |
| 29,663 | | | (7),(8) | | Save-A-Lot, Inc. / Moran Foods | | | 9,878 | | | | 0.0 | |
| 42,856 | | | (7),(8) | | The Oneida Group (formerly EveryWare Global, Inc.) | | | 429 | | | | 0.0 | |
| | | | Total Equities and Other Assets | | | | | | | | |
| | | | (Cost $2,559,639) | | | 2,063,550 | | | | 1.6 | |
| | | | | | | | | | | | |
| | | | Total Investments (Cost $169,461,637) | | $ | 157,381,256 | | | | 123.8 | |
| | | | Liabilities in Excess of Other Assets | | | (30,299,397 | ) | | | (23.8 | ) |
| | | | Net Assets | | $ | 127,081,859 | | | | 100.0 | |
At November 30, 2022, the following forward foreign currency contracts were outstanding for Voya Credit Income Fund:
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 November 30, 2022:
* Securities categorized as Level 3 were fair valued based on a single quotation obtained from a broker. The Fund does not have access to the unobservable inputs and therefore cannot disclose such inputs used in formulating such quotation.
** Senior loan transferred into Level 3 due to lack of significant other unobservable inputs.
** Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on Level 3 securities still held at November 30, 2022 may be due to securities no longer held or categorized as Level 3 at period end.
At November 30, 2022, 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 $169,646,044.