SCHEDULE OF INVESTMENTS
High Income (in thousands)	SEPTEMBER 30, 2021 (UNAUDITED)

COMMON STOCKS	Shares			Value
Communication Services
Integrated Telecommunication Services – 1.0%
Frontier Communications Corp.(A)		325			$9,050
Total Communication Services - 1.0%					9,050
Consumer Discretionary
Apparel Retail – 0.1%
True Religion Apparel, Inc.(A)(B)		—	*		517
Casinos & Gaming – 1.1%
New Cotai Participation Corp., Class B(A)(B)(C)(E)		3,073			6,601
Studio City International Holdings Ltd. ADR(A)		343			2,803
Studio City International Holdings Ltd. ADR(A)(C)		141			1,155
					10,559
Education Services – 0.8%
Laureate Education, Inc., Class A(A)		443			7,520
Total Consumer Discretionary - 2.0%					18,596
Consumer Staples
Food Distributors – 0.0%
ASG Warrant Corp.(A)(B)(C)(D)		1			—
Total Consumer Staples - 0.0%					—
Energy
Coal & Consumable Fuels – 0.4%
Foresight Energy L.P.(A)(B)(C)		186			3,922
Westmoreland Coal Co.(A)(D)		29			43
					3,965
Oil & Gas Drilling – 0.2%
KCA Deutag UK Finance plc(A)(D)		27			2,217
Vantage Drilling Co., Units(A)		—	*		1
					2,218
Oil & Gas Equipment & Services – 0.0%
Larchmont Resources LLC(A)(C)(D)(E)		1			2
Oil & Gas Exploration & Production – 0.0%
Sabine Oil & Gas Corp.(A)(C)(D)		—	*		1
Total Energy - 0.6%					6,186
Industrials
Air Freight & Logistics – 0.0%
BIS Industries Ltd.(B)(C)(D)		1,605			—	*
Total Industrials - 0.0%					—	*
TOTAL COMMON STOCKS – 3.6%					$33,832
(Cost: $56,977)

INVESTMENT FUNDS
Registered Investment Companies – 3.8%
Invesco Senior Loan ETF		424		9,378
iShares iBoxx $ High Yield Corporate Bond ETF		290		25,372
				34,750
TOTAL INVESTMENT FUNDS – 3.8%				$34,750
(Cost: $33,375)
PREFERRED STOCKS
Consumer Discretionary
Apparel Retail – 0.0%
True Religion Apparel, Inc.(A)(D)		—	*	119
Total Consumer Discretionary - 0.0%				119
Energy
Oil & Gas Exploration & Production – 0.9%
Targa Resources Corp., 9.500%(A)(C)		8		8,122
Total Energy - 0.9%				8,122
TOTAL PREFERRED STOCKS – 0.9%				$8,241
(Cost: $8,808)
WARRANTS
Oil & Gas Exploration & Production – 0.0%
California Resources Corp., expires 10-27-24(F)		8		93
TOTAL WARRANTS – 0.0%				$93
(Cost: $674)
CORPORATE DEBT SECURITIES	Principal
Communication Services
Advertising – 1.8%
Advantage Sales & Marketing, Inc., 6.500%, 11-15-28(G)		$5,940		6,199
Centerfield Media Holdings LLC, 6.625%, 8-1-26(G)		1,634		1,685
Midas OpCo Holdings LLC, 5.625%, 8-15-29(G)		8,171		8,465
				16,349
Broadcasting – 1.2%
Clear Channel International B.V., 6.625%, 8-1-25(G)		572		598
Clear Channel Outdoor Holdings, Inc.:
5.125%, 8-15-27(G)		5,583		5,785
7.750%, 4-15-28(G)		2,016		2,124
7.500%, 6-1-29(G)		2,657		2,767
				11,274
Cable & Satellite – 6.4%
Altice Financing S.A., 5.750%, 8-15-29(G)		5,719		5,547
Altice France Holding S.A.:
10.500%, 5-15-27(G)		4,453		4,875
6.000%, 2-15-28(G)		10,750		10,341
Altice France S.A.:
5.125%, 7-15-29(G)		2,375		2,332
5.500%, 10-15-29(G)		1,292		1,281

CSC Holdings LLC:
5.750%, 1-15-30(G)	1,372	1,397
5.000%, 11-15-31(G)	2,381	2,285
DIRECTV Holdings LLC and DIRECTV Financing Co., Inc., 5.875%, 8-15-27(G)	1,552	1,622
DISH DBS Corp.:
7.750%, 7-1-26	2,868	3,242
7.375%, 7-1-28	751	798
5.125%, 6-1-29	3,322	3,259
LCPR Senior Secured Financing Designated Activity Co., 5.125%, 7-15-29(G)	913	942
Ligado Networks LLC (15.000% Cash or 15.000% PIK), 15.500%, 11-1-23(G)(H)	7,651	6,938
Ligado Networks LLC (17.500% Cash or 17.500% PIK), 17.500%, 5-1-24(G)(H)	551	378
Telesat Canada and Telesat LLC:
5.625%, 12-6-26(G)	6,406	6,158
6.500%, 10-15-27(G)	1,130	981
VTR Comunicaciones S.p.A., 4.375%, 4-15-29(G)	3,166	3,267
VTR Finance B.V., 6.375%, 7-15-28(G)	2,826	3,050
		58,693
Integrated Telecommunication Services – 4.7%
Cablevision Lightpath LLC, 5.625%, 9-15-28(G)	1,225	1,231
Consolidated Communications, Inc.:
5.000%, 10-1-28(G)(I)	1,129	1,167
6.500%, 10-1-28(G)	2,423	2,635
Frontier Communications Corp.:
5.875%, 10-15-27(G)	316	336
6.750%, 5-1-29(G)	3,287	3,469
5.875%, 11-1-29	1,011	1,025
Northwest Fiber LLC, 10.750%, 6-1-28(G)	1,327	1,495
Northwest Fiber LLC and Nortwest Fiber Finance Sub, Inc., 6.000%, 2-15-28(G)	1,703	1,696
West Corp., 8.500%, 10-15-25(G)(I)	19,709	19,609
Windstream Escrow LLC, 7.750%, 8-15-28(G)	10,631	11,120
		43,783
Interactive Media & Services – 0.3%
Cars.com, Inc., 6.375%, 11-1-28(G)	2,355	2,487
Movies & Entertainment – 1.5%
Premier Entertainment Sub LLC and Premier Entertainment Finance Corp.:
5.625%, 9-1-29(G)	8,169	8,262
5.875%, 9-1-31(G)	5,224	5,285
		13,547
Wireless Telecommunication Service – 3.8%
Digicel Group Ltd., 8.750%, 5-25-24(G)	1,651	1,711

Digicel Group Ltd. (5.000% Cash and 3.000% PIK), 8.000%, 4-1-25(G)(H)	1,312	1,170
Digicel Group Ltd. (7.000% Cash or 7.000% PIK), 7.000%, 10-1-68(G)(H)	562	462
Digicel International Finance Ltd.:
8.750%, 5-25-24(G)	11,226	11,636
8.000%, 12-31-26(G)	1,474	1,433
Digicel International Finance Ltd. (6.000% Cash and 7.000% PIK), 13.000%, 12-31-25(G)(H)	741	748
Digicel International Finance Ltd. (8.000% Cash and 2.000% PIK or 10.000% PIK), 10.000%, 4-1-24(H)	7,510	7,519
Digicel Ltd., 6.750%, 3-1-23(G)	10,833	10,227
		34,906
Total Communication Services - 19.7%		181,039
Consumer Discretionary
Apparel Retail – 0.5%
Victoria’s Secret & Co., 4.625%, 7-15-29(G)	4,478	4,570
Automotive Retail – 1.4%
Asbury Automotive Group, Inc.:
4.500%, 3-1-28	2,577	2,648
4.750%, 3-1-30	4,451	4,651
Ken Garff Automotive LLC, 4.875%, 9-15-28(G)	781	804
Lithia Motors, Inc.:
3.875%, 6-1-29(G)	1,666	1,731
4.375%, 1-15-31(G)	1,271	1,359
Sonic Automotive, Inc., 6.125%, 3-15-27	1,225	1,275
		12,468
Casinos & Gaming – 0.2%
Everi Holdings, Inc., 5.000%, 7-15-29(G)	1,625	1,667
Education Services – 1.1%
Adtalem Global Education, Inc., 5.500%, 3-1-28(G)	9,502	9,604
Homefurnishing Retail – 0.1%
Ambience Merger Sub, Inc.:
4.875%, 7-15-28(G)	488	489
7.125%, 7-15-29(G)	864	857
		1,346
Hotels, Resorts & Cruise Lines – 1.8%
Boyne USA, Inc., 4.750%, 5-15-29(G)	801	828
Carnival Corp.:
11.500%, 4-1-23(G)	304	340
10.500%, 2-1-26(G)	394	457
7.625%, 3-1-26(G)	793	847
5.750%, 3-1-27(G)	2,535	2,624
9.875%, 8-1-27(G)	1,550	1,791
NCL Corp. Ltd.:
12.250%, 5-15-24(G)	2,960	3,496
10.250%, 2-1-26(G)	1,865	2,143
5.875%, 3-15-26(G)	784	805
Royal Caribbean Cruises Ltd.:
11.500%, 6-1-25(G)	293	335
5.500%, 4-1-28(G)	3,167	3,244
		16,910
Internet & Direct Marketing Retail – 1.0%
Arches Buyer, Inc.:
4.250%, 6-1-28(G)	4,746	4,818

6.125%, 12-1-28(G)	3,964	4,046
		8,864
Leisure Facilities – 0.4%
Legends Hospitality Holding Co. LLC, 5.000%, 2-1-26(G)	479	492
Live Nation Entertainment, Inc., 4.750%, 10-15-27(G)	2,724	2,772
		3,264
Leisure Products – 0.7%
MajorDrive Holdings IV LLC, 6.375%, 6-1-29(G)	6,450	6,242
Specialized Consumer Services – 1.1%
Nielsen Finance LLC and Nielsen Finance Co.:
5.625%, 10-1-28(G)	2,343	2,434
5.875%, 10-1-30(G)	1,926	2,030
StoneMor, Inc., 8.500%, 5-15-29(G)	5,085	5,231
		9,695
Specialty Stores – 5.9%
Bed Bath & Beyond, Inc., 5.165%, 8-1-44	1,921	1,657
Magic MergerCo, Inc.:
5.250%, 5-1-28(G)	2,801	2,893
7.875%, 5-1-29(G)	6,793	7,068
Party City Holdings, Inc., 8.750%, 2-15-26(G)	7,848	8,221
Party City Holdings, Inc. (5.000% Cash and 5.000% PIK), 10.000%, 8-15-26(G)(H)	226	223
Party City Holdings, Inc. (6-Month U.S. LIBOR plus 500 bps), 5.750%, 7-15-25(G)(J)	389	365
PetSmart, Inc. and PetSmart Finance Corp.:
4.750%, 2-15-28(G)	3,959	4,073
7.750%, 2-15-29(G)	868	948
Staples, Inc.:
7.500%, 4-15-26(G)	20,079	20,390
10.750%, 4-15-27(G)	8,805	8,585
		54,423
Total Consumer Discretionary - 14.2%		129,053
Consumer Staples
Food Distributors – 0.6%
Performance Food Group, Inc., 4.250%, 8-1-29(G)	5,216	5,235
Packaged Foods & Meats – 0.8%
Pilgrim’s Pride Corp., 4.250%, 4-15-31(G)	3,775	4,061
Post Holdings, Inc., 4.500%, 9-15-31(G)	1,618	1,601
Simmons Foods, Inc., 4.625%, 3-1-29(G)	1,590	1,604
		7,266
Total Consumer Staples - 1.4%		12,501
Energy
Oil & Gas Drilling – 0.3%
KCA Deutag UK Finance plc:
9.875%, 12-1-25	1,654	1,806
Offshore Drilling Holding S.A., 8.375%, 9-20-20(G)(K)(L)	8,682	832
		2,638
Oil & Gas Equipment & Services – 0.1%
Nine Energy Service, Inc., 8.750%, 11-1-23(G)	1,917	923

Oil & Gas Exploration & Production – 3.1%
Antero Resources Corp., 5.375%, 3-1-30(G)	666	702
Ascent Resources Utica Holdings LLC and ARU Finance Corp.:
7.000%, 11-1-26(G)	1,898	1,965
8.250%, 12-31-28(G)	157	171
5.875%, 6-30-29(G)	809	828
California Resources Corp., 7.125%, 2-1-26(G)	481	508
Chesapeake Escrow Issuer LLC:
5.500%, 2-1-26(G)	1,603	1,677
5.875%, 2-1-29(G)	1,202	1,286
Colgate Energy Partners III LLC, 5.875%, 7-1-29(G)	646	652
Crownrock L.P., 5.625%, 10-15-25(G)	5,764	5,906
CrownRock L.P. and CrownRock Finance, Inc., 5.000%, 5-1-29(G)	792	828
Endeavor Energy Resources L.P., 5.500%, 1-30-26(G)	2,349	2,450
Laredo Petroleum, Inc.:
9.500%, 1-15-25	4,315	4,477
10.125%, 1-15-28(I)	2,876	3,113
Murphy Oil Corp., 6.375%, 7-15-28	643	681
Range Resources Corp., 8.250%, 1-15-29(G)	158	178
Vine Energy Holdings LLC, 6.750%, 4-15-29	3,165	3,420
		28,842
Oil & Gas Refining & Marketing – 1.7%
Callon Petroleum Co. (GTD by Callon Petroleum Operating Co.):
6.125%, 10-1-24(I)	1,081	1,064
9.000%, 4-1-25(G)	317	343
Comstock Resources, Inc.:
6.750%, 3-1-29(G)	3,716	4,018
5.875%, 1-15-30(G)	1,937	2,017
CVR Energy, Inc., 5.250%, 2-15-25(G)	1,531	1,518
PBF Holding Co. LLC, 9.250%, 5-15-25(G)	7,266	6,895
		15,855
Oil & Gas Storage & Transportation – 0.6%
Crestwood Midstream Partners L.P.:
5.750%, 4-1-25	801	819
5.625%, 5-1-27(G)	1,636	1,686
6.000%, 2-1-29(G)	320	335
Hess Midstream Operations L.P., 4.250%, 2-15-30(G)	654	662
Rattler Midstream L.P., 5.625%, 7-15-25(G)	1,528	1,593
		5,095
Total Energy - 5.8%		53,353
Financials
Insurance Brokers – 2.9%
Ardonagh Midco 2 plc, 11.500%, 1-15-27(G)	7,105	7,787
NFP Corp., 6.875%, 8-15-28(G)	18,324	18,735
		26,522
Investment Banking & Brokerage – 0.4%
INTL FCStone, Inc., 8.625%, 6-15-25(G)	3,835	4,127

Property & Casualty Insurance – 0.5%
Highlands Holdings Bond Issuer Ltd. and Highlands Holdings Bond Co-Issuer, Inc. (7.625% Cash or 8.375% PIK), 7.625%, 10-15-25(G)(H)	3,896	4,142
Specialized Finance – 1.7%
BCPE Cycle Merger Sub II, Inc., 10.625%, 7-15-27(G)	8,340	8,875
Compass Group Diversified Holdings LLC, 5.250%, 4-15-29(G)	6,378	6,681
		15,556
Thrifts & Mortgage Finance – 0.7%
Provident Funding Associates L.P. and PFG Finance Corp., 6.375%, 6-15-25(G)	6,187	6,305
Total Financials - 6.2%		56,652
Health Care
Health Care Services – 0.4%
Heartland Dental LLC, 8.500%, 5-1-26(G)	509	528
ModivCare Escrow Issuer, Inc., 5.000%, 10-1-29(G)	3,472	3,603
		4,131
Health Care Supplies – 0.8%
Mozart Debt Merger Sub, Inc.:
3.875%, 4-1-29(G)	6,644	6,644
5.250%, 10-1-29(G)	884	884
		7,528
Pharmaceuticals – 0.9%
P&L Development LLC and PLD Finance Corp., 7.750%, 11-15-25(G)	4,958	5,158
Par Pharmaceutical, Inc., 7.500%, 4-1-27(G)	2,936	2,995
		8,153
Total Health Care - 2.1%		19,812
Industrials
Aerospace & Defense – 3.0%
TransDigm, Inc. (GTD by TransDigm Group, Inc.):
7.500%, 3-15-27	2,709	2,841
5.500%, 11-15-27	7,030	7,232
4.625%, 1-15-29	1,597	1,597
Wolverine Escrow LLC:
8.500%, 11-15-24(G)(I)	7,126	6,636
9.000%, 11-15-26(G)	9,546	8,830
13.125%, 11-15-27(G)	858	573
		27,709
Building Products – 0.2%
CP Atlas Buyer, Inc., 7.000%, 12-1-28(G)	1,146	1,150
Park River Holdings, Inc., 5.625%, 2-1-29(G)	1,046	1,015
		2,165
Diversified Support Services – 1.1%
Ahern Rentals, Inc., 7.375%, 5-15-23(G)	3,526	3,385
Deluxe Corp., 8.000%, 6-1-29(G)	2,083	2,180
Nesco Holdings II, Inc., 5.500%, 4-15-29(G)	4,712	4,893
		10,458

Security & Alarm Services – 0.3%
Prime Security Services Borrower LLC and Prime Finance, Inc., 6.250%, 1-15-28(G)	2,158	2,234
Total Industrials - 4.6%		42,566
Information Technology
Application Software – 2.0%
J2 Global, Inc., 4.625%, 10-15-30(G)	939	999
Kronos Acquisition Holdings, Inc. and KIK Custom Products, Inc.:
5.000%, 12-31-26(G)	2,411	2,411
7.000%, 12-31-27(G)	1,757	1,687
NCR Corp.:
5.750%, 9-1-27(G)	772	815
5.000%, 10-1-28(G)	2,287	2,340
5.125%, 4-15-29(G)	8,677	8,959
6.125%, 9-1-29(G)	983	1,068
5.250%, 10-1-30(G)	782	821
		19,100
Data Processing & Outsourced Services – 0.1%
MoneyGram International, Inc., 5.375%, 8-1-26(G)	815	828
Internet Services & Infrastructure – 0.3%
Consensus Cloud Solutions, Inc.:
6.000%, 10-15-26(G)	830	855
6.500%, 10-15-28(G)	1,992	2,072
		2,927
IT Consulting & Other Services – 0.1%
Sabre GLBL, Inc. (GTD by Sabre Holdings Corp.):
9.250%, 4-15-25(G)	756	875
7.375%, 9-1-25(G)	313	334
		1,209
Technology Hardware, Storage & Peripherals – 0.3%
Brightstar Escrow Corp., 9.750%, 10-15-25(G)	2,165	2,325
Total Information Technology - 2.8%		26,389
Materials
Commodity Chemicals – 0.9%
LSF9 Atlantis Holdings LLC and Victra Finance Corp., 7.750%, 2-15-26(G)	4,013	4,166
NOVA Chemicals Corp.:
5.250%, 6-1-27(G)	1,655	1,741
4.250%, 5-15-29(G)	1,591	1,593
		7,500
Metal & Glass Containers – 0.3%
ARD Finance S.A. (6.500% Cash or 7.250% PIK), 6.500%, 6-30-27(G)(H)	2,463	2,620
Total Materials - 1.2%		10,120
Real Estate
Specialized REITs – 0.0%
Uniti Group L.P., Uniti Group Finance 2019, Inc. and CSL Capital LLC (GTD by Uniti Group, Inc.), 4.750%, 4-15-28(G)	394	403
Total Real Estate - 0.0%		403
TOTAL CORPORATE DEBT SECURITIES – 58.0%		$531,888
(Cost: $525,230)

LOANS(J)
Communication Services
Advertising – 0.8%
Advantage Sales & Marketing, Inc. (1-Month ICE LIBOR plus 525 bps), 6.000%, 10-28-27	295	297
Advantage Sales & Marketing, Inc. (ICE LIBOR plus 525 bps), 6.000%, 10-28-27	7,572	7,624
		7,921
Broadcasting – 0.7%
Clear Channel Outdoor Holdings, Inc. (ICE LIBOR plus 350 bps), 3.629%, 8-21-26	6,482	6,357
Cable & Satellite – 0.5%
DIRECTV Financing LLC (1-Month ICE LIBOR plus 500 bps), 5.750%, 7-22-27	4,574	4,583
Integrated Telecommunication Services – 1.7%
West Corp. (3-Month ICE LIBOR plus 400 bps), 5.000%, 10-10-24	14,537	14,345
Windstream Services LLC (ICE LIBOR plus 625 bps), 7.250%, 9-21-27	1,272	1,279
		15,624
Wireless Telecommunication Service – 0.8%
Digicel International Finance Ltd. (ICE LIBOR plus 325 bps), 3.430%, 5-27-24	7,786	7,535
Total Communication Services - 4.5%		42,020
Consumer Discretionary
Apparel Retail – 0.5%
Torrid LLC (1-Month ICE LIBOR plus 550 bps), 6.250%, 6-14-28(B)	5,003	5,034
Casinos & Gaming – 0.1%
New Cotai LLC (14.000% Cash or 14.000% PIK), 14.000%, 9-10-25(C)(H)	926	917
Homefurnishing Retail – 0.4%
Ambience Merger Sub, Inc. (1-Month ICE LIBOR plus 425 bps), 4.750%, 6-25-28	3,251	3,254
Internet & Direct Marketing Retail – 0.4%
CNT Holdings I Corp. (ICE LIBOR plus 375 bps), 4.500%, 11-8-27	1,930	1,934
CNT Holdings I Corp. (ICE LIBOR plus 675 bps), 7.500%, 11-6-28	2,060	2,101
		4,035
Leisure Facilities – 0.5%
United PF Holdings LLC (ICE LIBOR plus 400 bps), 4.132%, 12-30-26	4,210	4,099

United PF Holdings LLC (ICE LIBOR plus 850 bps), 9.500%, 11-12-26(B)	934	938
		5,037
Leisure Products – 0.4%
MajorDrive Holdings IV LLC (1-Month ICE LIBOR plus 400 bps), 4.500%, 6-1-28	3,857	3,870
Specialty Stores – 2.9%
Bass Pro Group LLC (ICE LIBOR plus 425 bps), 5.000%, 3-5-28	672	676
Jo-Ann Stores, Inc. (1-Month ICE LIBOR plus 475 bps), 5.500%, 6-30-28	8,775	8,561
Michaels Cos., Inc. (The) (1-Month ICE LIBOR plus 425 bps), 5.000%, 4-15-28	3,158	3,166
PetSmart, Inc. (ICE LIBOR plus 375 bps), 4.500%, 2-12-28	7,210	7,237
Staples, Inc. (ICE LIBOR plus 500 bps), 5.126%, 4-12-26	5,954	5,694
Woof Holdings LLC (1-Month ICE LIBOR plus 725 bps), 8.000%, 12-21-28	544	552
Woof Holdings LLC (ICE LIBOR plus 375 bps), 4.500%, 12-21-27	876	879
		26,765
Textiles – 0.4%
SIWF Holdings, Inc. (ICE LIBOR plus 425 bps), 4.334%, 6-15-25	4,144	4,148
Total Consumer Discretionary - 5.6%		53,060
Energy
Coal & Consumable Fuels – 0.2%
Foresight Energy LLC (ICE LIBOR plus 800 bps), 9.500%, 6-29-27(C)	1,283	1,283
Westmoreland Mining Holdings LLC (15.000% Cash or 15.000% PIK), 15.000%, 3-15-29(H)	2,429	504
		1,787
Oil & Gas Equipment & Services – 0.1%
Larchmont Resources LLC (9.000% Cash or 9.000% PIK), 9.000%, 8-7-22(B)(E)(H)	760	722
Oil & Gas Exploration & Production – 0.2%
Ascent Resources Utica Holdings LLC, 0.000%, 11-1-25(M)	493	543
Ascent Resources Utica Holdings LLC (1-Month ICE LIBOR plus 900 bps), 10.000%, 11-1-25	740	814
		1,357
Oil & Gas Storage & Transportation – 0.4%
EPIC Crude Services L.P. (ICE LIBOR plus 500 bps), 5.121%, 3-1-26	5,538	4,192
Total Energy - 0.9%		8,058

Financials
Asset Management & Custody Banks – 0.7%
Edelman Financial Holdings II, Inc. (ICE LIBOR plus 675 bps), 6.834%, 7-20-26	6,487	6,556
Insurance Brokers – 0.8%
Navacord Corp., 0.000%, 3-16-29(B)(M)(N)	CAD260	206
Navacord Corp. (1-Month Canadian Bankers Acceptances plus 425 bps), 5.000%, 3-16-28(B)(N)	1,162	928
Navacord Corp. (1-Month CDOR plus 425 bps), 5.000%, 3-16-28(B)(N)	5,116	4,084
Navacord Corp. (1-Month CDOR plus 750 bps), 8.000%, 3-16-29(B)(N)	2,586	2,047
		7,265
Property & Casualty Insurance – 0.9%
Amynta Agency Borrower, Inc. (ICE LIBOR plus 400 bps), 4.584%, 2-28-25	$8,694	8,694
Specialized Finance – 0.8%
Gulf Finance LLC (ICE LIBOR plus 525 bps), 6.250%, 8-25-23	5,956	5,741
Lealand Finance Co. B.V., 0.000%, 6-30-24(B)(M)	23	14
Lealand Finance Co. B.V. (ICE LIBOR plus 300 bps), 3.085%, 6-30-24(B)	72	43
Sunset Debt Merger Sub, Inc., 0.000%, 9-17-28(B)(M)	1,660	1,650
		7,448
Total Financials - 3.2%		29,963
Health Care
Health Care Facilities – 0.4%
Surgery Center Holdings, Inc. (1-Month ICE LIBOR plus 375 bps), 4.500%, 8-31-26	3,229	3,238
Health Care Services – 1.7%
Heartland Dental LLC (ICE LIBOR plus 375 bps), 3.584%, 4-30-25	4,723	4,691
U.S. Renal Care, Inc. (3-Month ICE LIBOR plus 500 bps), 5.125%, 7-26-26	10,747	10,742
		15,433
Total Health Care - 2.1%		18,671
Industrials
Building Products – 0.5%
CP Atlas Buyer, Inc. (ICE LIBOR plus 375 bps), 4.250%, 11-23-27	4,429	4,424
Construction & Engineering – 0.2%
WaterBridge Midstream Operating LLC (3-Month ICE LIBOR plus 575 bps), 6.750%, 6-21-26	1,998	1,954

Industrial Conglomerates – 1.7%
PAE Holding Corp. (ICE LIBOR plus 450 bps), 5.250%, 10-19-27	15,445	15,453
Industrial Machinery – 1.3%
Form Technologies LLC (ICE LIBOR plus 475 bps), 5.750%, 7-22-25(B)	12,034	12,094
Research & Consulting Services – 0.2%
Ankura Consulting Group LLC (ICE LIBOR plus 450 bps), 5.250%, 3-17-28	1,571	1,577
Total Industrials - 3.9%		35,502
Information Technology
Application Software – 0.5%
Applied Systems, Inc. (ICE LIBOR plus 550 bps), 6.250%, 9-19-25	4,178	4,245
Communications Equipment – 1.3%
MLN U.S. Holdco LLC (ICE LIBOR plus 450 bps):
0.000%, 11-30-25(M)	1,399	1,276
4.583%, 11-30-25	9,431	8,601
MLN U.S. Holdco LLC (ICE LIBOR plus 875 bps), 8.833%, 11-30-26	2,920	1,900
		11,777
Data Processing & Outsourced Services – 1.3%
CommerceHub, Inc. (1-Month ICE LIBOR plus 475 bps), 7.750%, 12-2-28(B)	3,112	3,182
CommerceHub, Inc. (ICE LIBOR plus 400 bps), 4.750%, 12-2-27	2,913	2,922
Cyxtera DC Holdings, Inc. (ICE LIBOR plus 325 bps), 4.000%, 5-1-24	4,509	4,483
MoneyGram International, Inc., 0.000%, 7-14-26(M)	1,305	1,307
		11,894
Internet Services & Infrastructure – 0.2%
Informatica LLC, 7.125%, 2-25-25	1,669	1,696
IT Consulting & Other Services – 1.1%
Gainwell Acquisition Corp. (ICE LIBOR plus 400 bps), 4.750%, 10-1-27	7,639	7,668
Ivanti Software, Inc. (1-Month ICE LIBOR plus 400 bps), 4.750%, 12-1-27	744	747
Ivanti Software, Inc. (1-Month U.S. LIBOR plus 475 bps), 5.750%, 12-1-27	1,861	1,868
		10,283
Total Information Technology - 4.4%		39,895
Materials
Commodity Chemicals – 0.3%
ASP Unifrax Holdings, Inc. (1-Month ICE LIBOR plus 375 bps), 3.882%, 12-14-25	3,246	3,212

Specialty Chemicals – 0.1%
NIC Acquisition Corp. (1-Month ICE LIBOR plus 375 bps), 4.500%, 12-29-27	786	785
NIC Acquisition Corp. (1-Month ICE LIBOR plus 775 bps), 8.500%, 12-29-28(B)	504	506
		1,291
Total Materials - 0.4%		4,503
TOTAL LOANS – 25.0%		$231,672
(Cost: $233,818)
SHORT-TERM SECURITIES	Shares
Money Market Funds(P) - 12.1%
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares, 0.010%(O)	21,944	21,944
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.030%	89,206	89,206
		111,150
TOTAL SHORT-TERM SECURITIES – 12.1%		$111,150
(Cost: $111,150)
TOTAL INVESTMENT SECURITIES – 103.4%		$951,626
(Cost: $970,032)
LIABILITIES, NET OF CASH AND OTHER ASSETS – (3.4)%		(31,318)
NET ASSETS – 100.0%		$920,308

Notes to Schedule of Investments

* Not shown due to rounding.

(A) No dividends were paid during the preceding 12 months.

(B) Securities whose value was determined using significant unobservable inputs.

(C) Restricted securities. At September 30, 2021, the Fund owned the following restricted securities:

Security	Acquisition Date(s)		Shares			Cost		Value
ASG Warrant Corp.		5-31-18		1		$	72	$	–	*
BIS Industries Ltd.		12-22-17		1,605			151		–	*
Foresight Energy L.P.		6-30-20		186			3,639		3,922
Larchmont Resources LLC		12-8-16		1			340		1
New Cotai Participation Corp., Class B		9-29-20		3,073			28,520		6,602
Sabine Oil & Gas Corp.		12-7-16		–	*		11		1
Studio City International Holdings Ltd. ADR		8-5-20		141			2,200		1,155
Targa Resources Corp., 9.500%		10-24-17		8			8,416		8,122
			Principal
Foresight Energy LLC (ICE LIBOR plus 800 bps), 9.500%, 06-29-27		12-31-20		$1,283			1,283		1,283
New Cotai LLC (14.000% Cash or 14.000% PIK), 14.000%, 09-10-25		9-10-20 to 3-16-21		926			926		917
						$	45,558	$	22,003

The total value of these securities represented 2.4% of net assets at September 30, 2021.

(D) Listed on an exchange outside the United States.

(E) Deemed to be an affiliate due to the Fund owning at least 5% of the voting securities.

(F) Warrants entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.

(G) Securities were purchased pursuant to an exemption from registration available under Rule 144A under the Securities Act of 1933 and may only be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2021 the total value of these securities amounted to $479,108 or 52.1% of net assets.

(H) Payment-in-kind bond which may pay interest in additional par and/or in cash. Rates shown are the current rate and possible payment rates.

(I) All or a portion of securities with an aggregate value of $21,422 are on loan.

(J) Variable rate security. Interest rate disclosed is that which is in effect at September 30, 2021. Description of the reference rate and spread, if applicable, are included in the security description.

(K) Non-income producing as the issuer has either missed its most recent interest payment or declared bankruptcy.

(L) Step bond that pays an initial coupon rate for the first period and then a higher or lower coupon rate for the following periods. Interest rate disclosed is that which is in effect at September 30, 2021.

(M) All or a portion of this position has not settled. Full contract rates do not take effect until settlement date.

(N) Principal amounts are denominated in the indicated foreign currency, where applicable (CAD - Canadian Dollar).

(O) Investment made with cash collateral received from securities on loan.

(P) Rate shown is the annualized 7-day yield at September 30, 2021.

Each Portfolio’s investments are reported at fair value. Fair value is defined as the price that each Portfolio would receive upon selling an asset or would pay upon satisfying a liability in an orderly transaction between market participants at the measurement date.

Accounting standards establish a framework for measuring fair value and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the factors that market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

Reoccurring fair value measurements of Level 3 securities shall include a reconciliation of the beginning to ending balances for reported fair market values. A fair value hierarchy and Level 3 reconciliation, if applicable, have been included in the Notes to Schedule of Investments for each respective Portfolio.

An individual investment’s fair value measurement is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized as follows:

• Level 1 - Observable inputs such as quoted prices, available in active markets, for identical assets or liabilities.

• Level 2 - Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 - Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair market value of investments.

The following forward foreign currency contracts were outstanding at September 30, 2021:

	Currency to be Delivered		Currency to be Received	Settlement Date	Counterparty	Unrealized Appreciation	Unrealized Depreciation
Canadian Dollar	9,213	U.S. Dollar	7,188	11-19-21	Morgan Stanley International	$—	$85

The following futures contracts were outstanding at September 30, 2021 (contracts unrounded):

Description	Type		Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation
U.S. Treasury Long Bond		Short		6		12-21-21		600		$(956)		$26
U.S. Treasury Ultra Long Bond		Short		3		12-21-21		300		(573)		21
										$(1,529)		$47

The following table is a summary of the valuation of the Portfolio’s investments by the fair value hierarchy levels as of September 30, 2021:

	Level 1		Level 2		Level 3
Assets
Investments in Securities
Common Stocks
Communication Services	$	9,050	$	—	$	—
Consumer Discretionary		11,478		—		7,118
Energy		—		2,264		3,922
Industrials		—		—		—
Total Common Stocks	$	20,528	$	2,264	$	11,040

Investment Funds		34,750		—		—
Preferred Stocks		—		8,241		—
Warrants		93		—		—
Corporate Debt Securities		—		531,888		—
Loans		—		200,224		31,448
Short-Term Securities		111,150		—		—
Total	$	166,521	$	742,617	$	42,488
Futures Contracts	$	47	$	—	$	—
Liabilities
Forward Foreign Currency Contracts	$	—	$	85	$	—

The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value:

	Common Stocks			Loans
Beginning Balance 1-1-21		$14,325			$17,036
Net realized gain (loss)		(753)			19
Net unrealized appreciation (depreciation)		(2,429)			3,017
Purchases		-			33,626
Sales		-			(22,444)
Amortization/Accretion of premium/discount		-			34
Transfers into Level 3 during the period		1,039			3,120
Transfers out of Level 3 during the period		(1,142)			(2,960)
Ending Balance 9-30-21		$11,040			$31,448
Net change in unrealized appreciation (depreciation) for all Level 3 investments still held as of 9-30-21		$(3,182	)		$857

Transfers from Level 2 to Level 3 occurred primarily due to the lack of observable market data due to decreased market activity or information for these securities. Transfers from Level 3 to Level 2 occurred primarily due to the increased availability of observable market data due to increased market activity or information.

Information about Level 3 fair value measurements:

	Fair Value at 9-30-21	Valuation Technique(s)	Unobservable Input(s)	Input Value(s)
Assets
Common Stocks	$517	Market approach	Revenue multiple		0.67x
			Adjusted EBITDA multiple		4.62x
	3,922	Market approach	Illiquidity discount		30.00%
	6,601	Market approach	Financials		N/A
			Premium		20.00%
Loans	31,448	Third-party vendor pricing service	Broker quotes		N/A

The following acronyms are used throughout this schedule:

ADR = American Depositary Receipts

GTD = Guaranteed

ICE = Intercontinental Exchange

LIBOR = London Interbank Offered Rate

PIK = Payment in Kind

REIT = Real Estate Investment Trust

For Federal income tax purposes, cost of investments owned at September 30, 2021 and the related unrealized appreciation (depreciation) were as follows:

Cost	$970,032
Gross unrealized appreciation	27,362
Gross unrealized depreciation	(45,768)
Net unrealized depreciation	$(18,406)