| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| State Street Institutional US Government Money Market Fund | 15.96 mm | 15.96 mm shares | 10.39 | Short-term investment vehicle | Long | USA |
| Federal National Mortgage Association | 8.09 mm | 8.86 mm principal | 5.26 | ABS-mortgage backed security | Long | USA |
| Federal National Mortgage Association | 7.49 mm | 8.95 mm principal | 4.87 | ABS-mortgage backed security | Long | USA |
| State Street Navigator Securities Lending Government Money Market Portfolio | 5.80 mm | 5.80 mm shares | 3.77 | Short-term investment vehicle | Long | USA |
| U.S. Treasury Bonds | 4.24 mm | 4.52 mm principal | 2.76 | Debt | Long | USA |
| TCW CLO Ltd. | 3.01 mm | 3.00 mm principal | 1.96 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Trinitas CLO XIV Ltd. | 3.00 mm | 3.00 mm principal | 1.95 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Columbia Cent CLO 33 Ltd. | 2.11 mm | 2.10 mm principal | 1.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Federal Home Loan Mortgage Corp. | 1.94 mm | 1.96 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
| Government National Mortgage Association | 1.91 mm | 2.17 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
| Allegro CLO VIII-S Ltd. | 1.75 mm | 1.75 mm principal | 1.14 | ABS-collateralized bond/debt obligation | Long | Jersey |
| Federal Home Loan Mortgage Corp. | 1.73 mm | 2.01 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
| BlueMountain CLO XXV Ltd. | 1.70 mm | 1.70 mm principal | 1.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Federal National Mortgage Association | 1.53 mm | 1.57 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
| Land O' Lakes, Inc. | 1.44 mm | 1.77 mm principal | 0.94 | Debt | Long | USA |
| CUBI Customers Bancorp, Inc. | 1.38 mm | 66.72 k shares | 0.90 | Preferred equity | Long | USA |
| Bain Capital Credit CLO Ltd. | 1.21 mm | 1.20 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Liberty Mutual Group, Inc. | 1.20 mm | 1.82 mm principal | 0.78 | Debt | Long | USA |
| Atlas Sand Co. LLC | 1.13 mm | 1.22 mm principal | 0.74 | Loan | Long | USA |
| ET Energy Transfer LP | 1.06 mm | 1.00 mm principal | 0.69 | Debt | Long | USA |
| PCG PG&E Corporation | 1.03 mm | 1.00 mm principal | 0.67 | Debt | Long | USA |
| U.S. Treasury Notes | 1.03 mm | 1.02 mm principal | 0.67 | Debt | Long | USA |
| ATGFF AltaGas Ltd. | 1.00 mm | 1.00 mm principal | 0.65 | Debt | Long | Canada |
| Federal Home Loan Mortgage Corp. | 961.30 k | 955.13 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
| Banco Santander SA | 921.28 k | 800.00 k principal | 0.60 | Debt | Long | Spain |
| Banco de Credito e Inversiones SA | 797.69 k | 755.00 k principal | 0.52 | Debt | Long | Chile |
| Petroleos Mexicanos | 770.54 k | 727.00 k principal | 0.50 | Debt | Long | Mexico |
| Bank of America Corp. | 742.41 k | 748.00 k principal | 0.48 | Debt | Long | USA |
| Global Atlantic Fin Co. | 726.31 k | 700.00 k principal | 0.47 | Debt | Long | USA |
| Federal National Mortgage Association | 688.21 k | 866.08 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
| Yanlord Land HK Co. Ltd. | 680.98 k | 725.00 k principal | 0.44 | Debt | Long | Hong Kong |
| Greenko Wind Projects Mauritius Ltd. | 606.71 k | 610.00 k principal | 0.39 | Debt | Long | Mauritius |
| Australia & New Zealand Banking Group Ltd. | 570.52 k | 563.00 k principal | 0.37 | Debt | Long | Australia |
| AES Andes SA | 510.66 k | 500.00 k principal | 0.33 | Debt | Long | Chile |
| Canadian Imperial Bank of Commerce | 500.23 k | 500.00 k principal | 0.33 | Debt | Long | Canada |
| LS Finance 2025 Ltd. | 483.75 k | 500.00 k principal | 0.31 | Debt | Long | Virgin Islands (British) |
| Wynn Macau Ltd. | 474.96 k | 480.00 k principal | 0.31 | Debt | Long | Cayman Islands |
| Minejesa Capital BV | 470.37 k | 500.00 k principal | 0.31 | Debt | Long | Netherlands |
| EUSHI Finance, Inc. | 465.91 k | 450.00 k principal | 0.30 | Debt | Long | USA |
| Studio City Finance Ltd. | 451.59 k | 500.00 k principal | 0.29 | Debt | Long | Virgin Islands (British) |
| UBS Group AG | 432.95 k | 413.00 k principal | 0.28 | Debt | Long | Switzerland |
| Standard Chartered PLC | 411.42 k | 400.00 k principal | 0.27 | Debt | Long | UK |
| India Cleantech Energy | 397.98 k | 410.50 k principal | 0.26 | Debt | Long | Mauritius |
| Huarong Finance 2019 Co. Ltd. | 393.39 k | 400.00 k principal | 0.26 | Debt | Long | Virgin Islands (British) |
| Fortune Star BVI Ltd. | 392.57 k | 400.00 k principal | 0.26 | Debt | Long | Virgin Islands (British) |
| Indika Energy Tbk. PT | 359.85 k | 350.00 k principal | 0.23 | Debt | Long | Indonesia |
| India Green Power Holdings | 353.90 k | 373.32 k principal | 0.23 | Debt | Long | Mauritius |
| Petco Health & Wellness Co., Inc. | 349.54 k | 368.08 k principal | 0.23 | Loan | Long | USA |
| Asurion LLC | 338.51 k | 355.55 k principal | 0.22 | Loan | Long | USA |
| NEXUS Buyer LLC | 337.99 k | 339.54 k principal | 0.22 | Loan | Long | USA |
| CSC Holdings LLC | 330.59 k | 356.03 k principal | 0.22 | Loan | Long | USA |
| Medco Oak Tree Pte. Ltd. | 330.11 k | 325.00 k principal | 0.21 | Debt | Long | Singapore |
| U.S. Treasury Notes | 327.64 k | 330.00 k principal | 0.21 | Debt | Long | USA |
| Hertz Corp. | 323.91 k | 364.42 k principal | 0.21 | Loan | Long | USA |
| U.S. Treasury Notes | 320.94 k | 320.00 k principal | 0.21 | Debt | Long | USA |
| EG Group Ltd. | 320.31 k | 320.23 k principal | 0.21 | Loan | Long | USA |
| AthenaHealth Group, Inc. | 320.22 k | 321.61 k principal | 0.21 | Loan | Long | USA |
| CCI Buyer, Inc. | 320.18 k | 320.02 k principal | 0.21 | Loan | Long | USA |
| Apex Group Treasury LLC | 319.94 k | 319.14 k principal | 0.21 | Loan | Long | USA |
| Project Boost Purchaser LLC | 319.42 k | 319.17 k principal | 0.21 | Loan | Long | USA |
| AI Aqua Merger Sub, Inc. | 319.38 k | 318.94 k principal | 0.21 | Loan | Long | USA |
| Service Logic Acquisition, Inc. | 318.56 k | 318.16 k principal | 0.21 | Loan | Long | USA |
| Howden Group Holdings Ltd. | 318.54 k | 317.84 k principal | 0.21 | Loan | Long | Luxembourg |
| WestJet Loyalty LP | 318.51 k | 318.63 k principal | 0.21 | Loan | Long | Canada |
| TK Elevator U.S. Newco, Inc. | 318.46 k | 317.71 k principal | 0.21 | Loan | Long | USA |
| Nbk Tier 2 Ltd. | 318.39 k | 330.00 k principal | 0.21 | Debt | Long | United Arab Emirates |
| Pegasus Bidco BV | 318.37 k | 317.97 k principal | 0.21 | Loan | Long | Netherlands |
| Spirit AeroSystems, Inc. | 318.36 k | 317.17 k principal | 0.21 | Loan | Long | USA |
| CNT Holdings I Corp. | 317.71 k | 317.46 k principal | 0.21 | Loan | Long | USA |
| Creative Artists Agency LLC | 317.48 k | 317.71 k principal | 0.21 | Loan | Long | USA |
| Virgin Media Bristol LLC | 316.16 k | 326.00 k principal | 0.21 | Loan | Long | USA |
| LBM Acquisition LLC | 315.64 k | 320.04 k principal | 0.21 | Loan | Long | USA |
| Park River Holdings, Inc. | 315.25 k | 322.10 k principal | 0.21 | Loan | Long | USA |
| Peraton Corp. | 308.51 k | 318.82 k principal | 0.20 | Loan | Long | USA |
| Asurion LLC | 305.73 k | 307.66 k principal | 0.20 | Loan | Long | USA |
| Motion Finco SARL | 304.44 k | 318.81 k principal | 0.20 | Loan | Long | Luxembourg |
| NWD Finance BVI Ltd. | 303.76 k | 320.00 k principal | 0.20 | Debt | Long | Virgin Islands (British) |
| SAEL/SPREPL/SSSPL/JGPEPL/SKREPL/UBEPL | 303.66 k | 300.00 k principal | 0.20 | Debt | Long | India |
| Fly Funding II SARL | 303.00 k | 310.08 k principal | 0.20 | Loan | Long | Luxembourg |
| MoneyGram International, Inc. | 302.13 k | 322.06 k principal | 0.20 | Loan | Long | USA |
| ViaSat, Inc. | 300.02 k | 331.74 k principal | 0.20 | Loan | Long | USA |
| MGM China Holdings Ltd. | 297.80 k | 300.00 k principal | 0.19 | Debt | Long | Cayman Islands |
| U.S. Treasury Notes | 296.95 k | 300.00 k principal | 0.19 | Debt | Long | USA |
| Varsity Brands, Inc. | 295.48 k | 296.70 k principal | 0.19 | Loan | Long | USA |
| MEGlobal BV | 293.82 k | 300.00 k principal | 0.19 | Debt | Long | Netherlands |
| Third Coast Infrastructure LLC | 292.32 k | 292.32 k principal | 0.19 | Loan | Long | USA |
|
Hi Crush Remainco
|
290.78 k | 78.00 shares | 0.19 | Common equity | Long | USA |
| Altice France SA | 288.91 k | 363.41 k principal | 0.19 | Loan | Long | France |
| PCG+A Pacific Gas & Electric Co. | 285.57 k | 286.00 k principal | 0.19 | Debt | Long | USA |
| Indy U.S. Bidco LLC | 285.28 k | 286.60 k principal | 0.19 | Loan | Long | USA |
| Altice Financing SA | 279.02 k | 330.00 k principal | 0.18 | Debt | Long | Luxembourg |
| UBS Group AG | 273.54 k | 275.00 k principal | 0.18 | Debt | Long | Switzerland |
| Sinclair Television Group, Inc. | 272.33 k | 349.81 k principal | 0.18 | Loan | Long | USA |
| Fertitta Entertainment LLC | 272.10 k | 272.17 k principal | 0.18 | Loan | Long | USA |
| Upfield BV | 271.43 k | 272.25 k principal | 0.18 | Loan | Long | USA |
| SupplyOne, Inc. | 271.26 k | 271.26 k principal | 0.18 | Loan | Long | USA |
| RKUNY Rakuten Group, Inc. | 270.38 k | 250.00 k principal | 0.18 | Debt | Long | Japan |
| JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL | 268.54 k | 300.00 k principal | 0.17 | Debt | Long | Luxembourg |
| HUM Humana Inc. | 266.16 k | 261.00 k principal | 0.17 | Debt | Long | USA |
| Triton Container International Ltd. | 264.37 k | 310.00 k principal | 0.17 | Debt | Long | Bermuda |
| Deutsche Bank AG | 260.51 k | 250.00 k principal | 0.17 | Debt | Long | Germany |
| Kinder Morgan, Inc. | 260.22 k | 261.00 k principal | 0.17 | Debt | Long | USA |
| CA Magnum Holdings | 259.89 k | 265.00 k principal | 0.17 | Debt | Long | Mauritius |
| Pakistan Government International Bonds | 258.06 k | 305.00 k principal | 0.17 | Debt | Long | Pakistan |
| Covetrus, Inc. | 256.57 k | 270.84 k principal | 0.17 | Loan | Long | USA |
| Diamond II Ltd. | 253.20 k | 250.00 k principal | 0.16 | Debt | Long | Mauritius |
| Roche Holdings, Inc. | 252.68 k | 243.00 k principal | 0.16 | Debt | Long | USA |
| United Airlines, Inc. | 251.18 k | 251.07 k principal | 0.16 | Loan | Long | USA |
| Bank of East Asia Ltd. | 248.38 k | 250.00 k principal | 0.16 | Debt | Long | Hong Kong |
| RelaDyne, Inc. | 247.82 k | 248.00 k principal | 0.16 | Loan | Long | USA |
| ABG Intermediate Holdings 2 LLC | 247.60 k | 247.12 k principal | 0.16 | Loan | Long | USA |
| Bank of East Asia Ltd. | 243.32 k | 250.00 k principal | 0.16 | Debt | Long | Hong Kong |
| Zions Bancorp NA | 242.12 k | 275.00 k principal | 0.16 | Debt | Long | USA |
| UPC Financing Partnership | 240.46 k | 241.00 k principal | 0.16 | Loan | Long | USA |
| Prometric Holdings, Inc. | 240.41 k | 239.40 k principal | 0.16 | Loan | Long | USA |
| Clean Renewable Power Mauritius Pte. Ltd. | 240.34 k | 251.25 k principal | 0.16 | Debt | Long | Mauritius |
| Spring Education Group, Inc. | 240.18 k | 238.92 k principal | 0.16 | Loan | Long | USA |
| Cotiviti Corp. | 239.55 k | 239.45 k principal | 0.16 | Loan | Long | USA |
| Scientific Games Holdings LP | 239.48 k | 240.38 k principal | 0.16 | Loan | Long | USA |
| Mavis Tire Express Services Corp. | 239.25 k | 238.81 k principal | 0.16 | Loan | Long | USA |
| Bella Holding Co. LLC | 239.20 k | 238.97 k principal | 0.16 | Loan | Long | USA |
| Sedgwick Claims Management Services, Inc. | 239.11 k | 239.06 k principal | 0.16 | Loan | Long | USA |
| Storable, Inc. | 239.11 k | 239.16 k principal | 0.16 | Loan | Long | USA |
| Standard Chartered PLC | 238.98 k | 250.00 k principal | 0.16 | Debt | Long | UK |
| Medline Borrower LP | 238.90 k | 238.73 k principal | 0.16 | Loan | Long | USA |
| PF Chang's China Bistro, Inc. | 238.66 k | 242.17 k principal | 0.16 | Loan | Long | USA |
| Wells Fargo & Co. | 238.54 k | 234.00 k principal | 0.16 | Debt | Long | USA |
| Proofpoint, Inc. | 238.42 k | 238.34 k principal | 0.16 | Loan | Long | USA |
| Ontario Gaming GTA LP | 238.30 k | 238.41 k principal | 0.16 | Loan | Long | Canada |
| Helios Software Holdings, Inc. | 238.26 k | 239.00 k principal | 0.16 | Loan | Long | USA |
| HighTower Holdings LLC | 237.77 k | 237.62 k principal | 0.15 | Loan | Long | USA |
| TSMC Global Ltd. | 237.36 k | 250.00 k principal | 0.15 | Debt | Long | Virgin Islands (British) |
| Garda World Security Corp. | 237.01 k | 237.38 k principal | 0.15 | Loan | Long | Canada |
| CD&R Hydra Buyer, Inc. | 236.73 k | 237.38 k principal | 0.15 | Loan | Long | USA |
| Specialty Building Products Holdings LLC | 236.50 k | 238.71 k principal | 0.15 | Loan | Long | USA |
| PUG LLC | 235.58 k | 236.17 k principal | 0.15 | Loan | Long | USA |
| PAI Holdco, Inc. | 234.51 k | 255.94 k principal | 0.15 | Loan | Long | USA |
| Apollo Commercial Real Estate Finance, Inc. | 232.10 k | 236.84 k principal | 0.15 | Loan | Long | USA |
| Travel & Leisure Co. | 228.68 k | 228.21 k principal | 0.15 | Loan | Long | USA |
| SCHYF Sands China Ltd. | 224.21 k | 250.00 k principal | 0.15 | Debt | Long | Cayman Islands |
| Bank of America Corp. | 224.16 k | 250.00 k principal | 0.15 | Debt | Long | USA |
| AEE Ameren Corporation | 220.04 k | 216.00 k principal | 0.14 | Debt | Long | USA |
| SPGI S&P Global Inc. | 219.00 k | 237.00 k principal | 0.14 | Debt | Long | USA |
| BCS Barclays PLC | 218.80 k | 220.00 k principal | 0.14 | Debt | Long | UK |
| Mongolian Mining Corp./Energy Resources LLC | 218.26 k | 200.00 k principal | 0.14 | Debt | Long | XX |
| Melco Resorts Finance Ltd. | 217.52 k | 220.00 k principal | 0.14 | Debt | Long | Cayman Islands |
| Claros Mortgage Trust, Inc. | 215.93 k | 224.93 k principal | 0.14 | Loan | Long | USA |
| AMZN Amazon.com, Inc. | 214.91 k | 213.00 k principal | 0.14 | Debt | Long | USA |
| Longfor Group Holdings Ltd. | 213.82 k | 250.00 k principal | 0.14 | Debt | Long | Cayman Islands |
| Mashreqbank PSC | 213.08 k | 200.00 k principal | 0.14 | Debt | Long | United Arab Emirates |
| Recess Holdings, Inc. | 212.99 k | 212.00 k principal | 0.14 | Loan | Long | USA |
| Health & Happiness H&H International Holdings Ltd. | 212.53 k | 200.00 k principal | 0.14 | Debt | Long | Cayman Islands |
| Embraer Netherlands Finance BV | 211.93 k | 200.00 k principal | 0.14 | Debt | Long | Netherlands |
| Carnival Corp. | 211.27 k | 211.08 k principal | 0.14 | Loan | Long | Panama |
| Osmose Utilities Services, Inc. | 210.08 k | 210.87 k principal | 0.14 | Loan | Long | USA |
| NWD Finance BVI Ltd. | 208.75 k | 250.00 k principal | 0.14 | Debt | Long | Virgin Islands (British) |
| Truist Insurance Holdings LLC | 208.41 k | 208.73 k principal | 0.14 | Loan | Long | USA |
| Sumitomo Life Insurance Co. | 207.77 k | 205.00 k principal | 0.14 | Debt | Long | Japan |
| Banijay Entertainment SAS | 207.38 k | 200.00 k principal | 0.14 | Debt | Long | France |
| HSBC HSBC Holdings plc | 206.92 k | 200.00 k principal | 0.13 | Debt | Long | UK |
| Quikrete Holdings, Inc. | 206.83 k | 206.96 k principal | 0.13 | Loan | Long | USA |
| Whatabrands LLC | 206.60 k | 206.77 k principal | 0.13 | Loan | Long | USA |
| Continuum Green Energy India Pvt/Co-Issuers | 206.50 k | 200.00 k principal | 0.13 | Debt | Long | India |
| Alliant Holdings Intermediate LLC | 206.33 k | 207.21 k principal | 0.13 | Loan | Long | USA |
| Wand NewCo 3, Inc. | 206.30 k | 206.37 k principal | 0.13 | Loan | Long | USA |
| Dave & Buster's, Inc. | 205.77 k | 206.18 k principal | 0.13 | Loan | Long | USA |
| First Abu Dhabi Bank PJSC | 205.69 k | 200.00 k principal | 0.13 | Debt | Long | United Arab Emirates |
| MUFG Mitsubishi UFJ Financial Group, Inc. | 205.18 k | 200.00 k principal | 0.13 | Debt | Long | Japan |
| Vale Overseas Ltd. | 205.11 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
| MFG Mizuho Financial Group, Inc. | 204.73 k | 200.00 k principal | 0.13 | Debt | Long | Japan |
| Greensaif Pipelines Bidco SARL | 204.69 k | 200.00 k principal | 0.13 | Debt | Long | Luxembourg |
| Caja de Compensacion de Asignacion Familiar de Los Andes | 204.33 k | 200.00 k principal | 0.13 | Debt | Long | Chile |
| Inversiones CMPC SA | 204.31 k | 200.00 k principal | 0.13 | Debt | Long | Chile |
| Wynn Macau Ltd. | 204.30 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
| BCPE Grill Parent | 203.17 k | 208.38 k principal | 0.13 | Loan | Long | USA |
| Oversea-Chinese Banking Corp. Ltd. | 203.16 k | 200.00 k principal | 0.13 | Debt | Long | Singapore |
| Iliad Holding SASU | 202.68 k | 200.00 k principal | 0.13 | Debt | Long | France |
| Nestle Holdings, Inc. | 202.28 k | 204.00 k principal | 0.13 | Debt | Long | USA |
| Anglo American Capital PLC | 202.05 k | 200.00 k principal | 0.13 | Debt | Long | UK |
| Macquarie Bank Ltd. | 201.20 k | 200.00 k principal | 0.13 | Debt | Long | Australia |
| Meiji Yasuda Life Insurance Co. | 200.76 k | 200.00 k principal | 0.13 | Debt | Long | Japan |
| St. Mary's Cement, Inc. | 200.64 k | 200.00 k principal | 0.13 | Debt | Long | Canada |
| QNB Finance Ltd. | 200.50 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
| Potters Industries LLC | 199.51 k | 198.77 k principal | 0.13 | Loan | Long | USA |
| Burford Capital Global Finance LLC | 199.51 k | 200.00 k principal | 0.13 | Debt | Long | USA |
| Advisor Group, Inc. | 199.45 k | 199.54 k principal | 0.13 | Loan | Long | USA |
| T AT&T Inc. | 199.43 k | 203.00 k principal | 0.13 | Debt | Long | USA |
| Africa Finance Corp. | 199.30 k | 200.00 k principal | 0.13 | Debt | Long | XX |
| Sigma Finance Netherlands BV | 199.17 k | 200.00 k principal | 0.13 | Debt | Long | Netherlands |
| Woori Bank | 199.13 k | 200.00 k principal | 0.13 | Debt | Long | Korea, Republic of |
| MGM China Holdings Ltd. | 198.93 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
| Standard Chartered PLC | 198.66 k | 200.00 k principal | 0.13 | Debt | Long | UK |
| Transportadora de Gas Internacional SA ESP | 198.45 k | 200.00 k principal | 0.13 | Debt | Long | Colombia |
| Alpha Generation LLC | 198.43 k | 198.50 k principal | 0.13 | Loan | Long | USA |
| C&W Senior Finance Ltd. | 198.27 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
| EIG Pearl Holdings SARL | 198.11 k | 250.00 k principal | 0.13 | Debt | Long | Luxembourg |
| Clydesdale Acquisition Holdings, Inc. | 197.99 k | 198.54 k principal | 0.13 | Loan | Long | USA |
| Freeport Indonesia PT | 197.43 k | 200.00 k principal | 0.13 | Debt | Long | Indonesia |
| BMW U.S. Capital LLC | 197.14 k | 198.00 k principal | 0.13 | Debt | Long | USA |
| QNB Finance Ltd. | 197.11 k | 200.00 k principal | 0.13 | Debt | Long | Cayman Islands |
