PORTFOLIO OF INVESTMENTS – as of March 31, 2022 (Unaudited)

Loomis Sayles Investment Grade Bond Fund

Principal Amount		Description	Value (†)
	Bonds and Notes – 91.1% of Net Assets
	Non-Convertible Bonds – 89.8%
		ABS Car Loan – 7.1%
	$      1,828,368	Ally Auto Receivables Trust, Series 2019-1, Class A3, 2.910%, 9/15/2023	$	1,833,904
	7,865,000	American Credit Acceptance Receivables Trust, Series 2019-3, Class D, 2.890%, 9/12/2025, 144A		7,902,595
	3,200,000	American Credit Acceptance Receivables Trust, Series 2022-1, Class D, 2.460%, 3/13/2028, 144A		3,026,284
	1,965,000	AmeriCredit Automobile Receivables Trust, Series 2018-2, Class D, 4.010%, 7/18/2024		1,986,870
	10,515,000	AmeriCredit Automobile Receivables Trust, Series 2018-3, Class D, 4.040%, 11/18/2024		10,637,124
	25,880,000	AmeriCredit Automobile Receivables Trust, Series 2019-1, Class D, 3.620%, 3/18/2025		26,107,824
	12,340,000	AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D, 2.990%, 6/18/2025		12,298,786
	1,395,000	AmeriCredit Automobile Receivables Trust, Series 2020-2, Class D, 2.130%, 3/18/2026		1,355,604
	11,000,000	Avis Budget Rental Car Funding AESOP LLC, Series 2018-2A, Class D, 3.040%, 3/20/2025, 144A		10,699,425
	1,940,000	Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class A, 3.350%, 9/22/2025, 144A		1,946,229
	8,910,000	Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class A, 2.020%, 2/20/2027, 144A		8,442,640
	7,500,000	Avis Budget Rental Car Funding AESOP LLC, Series 2021-2A, Class D, 4.080%, 2/20/2028, 144A		6,959,534
	3,650,000	CarMax Auto Owner Trust, Series 2018-3, Class D, 3.910%, 1/15/2025		3,679,372
	13,585,000	CarMax Auto Owner Trust, Series 2019-1, Class D, 4.040%, 8/15/2025		13,690,190
	5,811,000	CarMax Auto Owner Trust, Series 2019-2, Class D, 3.410%, 10/15/2025		5,798,849
	2,315,000	CarMax Auto Owner Trust, Series 2019-3, Class D, 2.850%, 1/15/2026		2,298,382
	4,625,000	CarMax Auto Owner Trust, Series 2020-1, Class D, 2.640%, 7/15/2026		4,492,600
	2,550,000	CarMax Auto Owner Trust, Series 2021-3, Class D, 1.500%, 1/18/2028		2,392,449
	1,100,000	CarMax Auto Owner Trust, Series 2022-1, Class D, 2.470%, 7/17/2028		1,053,515
	19,699,771	Credit Acceptance Auto Loan Trust, Series 2019-1A, Class C, 3.940%, 6/15/2028, 144A		19,738,865
	2,525,000	Credit Acceptance Auto Loan Trust, Series 2020-2A, Class C, 2.730%, 11/15/2029, 144A		2,480,585
	275,000	Credit Acceptance Auto Loan Trust, Series 2020-3A, Class C, 2.280%, 2/15/2030, 144A		265,376
	6,555,000	Drive Auto Receivables Trust, Series 2018-5, Class D, 4.300%, 4/15/2026		6,626,622
	14,515,443	Drive Auto Receivables Trust, Series 2019-1, Class D, 4.090%, 6/15/2026		14,638,640
	3,700,000	Drive Auto Receivables Trust, Series 2019-2, Class D, 3.690%, 8/17/2026		3,739,097

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Car Loan – continued
	$      9,229,019	DT Auto Owner Trust, Series 2019-1A, Class D, 3.870%, 11/15/2024, 144A	$	9,286,399
	3,950,000	DT Auto Owner Trust, Series 2019-2A, Class D, 3.480%, 2/18/2025, 144A		3,971,211
	3,400,000	DT Auto Owner Trust, Series 2019-3A, Class D, 2.960%, 4/15/2025, 144A		3,411,128
	10,500,000	DT Auto Owner Trust, Series 2022-1A, Class D, 3.400%, 12/15/2027, 144A		10,178,243
	7,410,000	Exeter Automobile Receivables Trust, Series 2021-1A, Class D, 1.080%, 11/16/2026		7,115,322
	3,790,000	First Investors Auto Owner Trust, Series 2019-1A, Class D, 3.550%, 4/15/2025, 144A		3,816,665
	2,660,000	First Investors Auto Owner Trust, Series 2022-1A, Class D, 3.790%, 6/15/2028, 144A		2,589,819
	4,610,000	Flagship Credit Auto Trust, Series 2019-3, Class D, 2.860%, 12/15/2025, 144A		4,564,816
	22,998,381	Ford Credit Auto Owner Trust, Series 2020-B, Class A3, 0.560%, 10/15/2024		22,805,585
	15,340,000	Ford Credit Auto Owner Trust, Series 2020-C, Class A3, 0.410%, 7/15/2025		15,107,636
	27,290,000	Ford Credit Auto Owner Trust, Series 2021-A, Class A3, 0.300%, 8/15/2025		26,641,363
	8,555,000	GLS Auto Receivables Trust, Series 2019-2A, Class C, 3.540%, 2/18/2025, 144A		8,630,468
	1,025,639	GM Financial Consumer Automobile Receivables Trust, Series 2019-1, Class A3, 2.970%, 11/16/2023		1,027,183
	3,110,171	GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3, 1.840%, 9/16/2024		3,111,175
	10,120,000	GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3, 0.350%, 10/16/2025		9,923,330
	21,335,000	GM Financial Consumer Automobile Receivables Trust, Series 2021-2, Class A3, 0.510%, 4/16/2026		20,679,885
	1,400,000	GMF Floorplan Owner Revolving Trust, Series 2020-1, Class C, 1.480%, 8/15/2025, 144A		1,380,240
	645,754	Honda Auto Receivables Owner Trust, Series 2019-1, Class A3, 2.830%, 3/20/2023		647,354
	16,245,000	Honda Auto Receivables Owner Trust, Series 2021-1, Class A3, 0.270%, 4/21/2025		15,905,543
	1,890,526	JPMorgan Chase Bank NA, Series 2021-1, Class D, 1.174%, 9/25/2028, 144A		1,856,902
	3,261,462	Nissan Auto Receivables Owner Trust, Series 2019-C, Class A3, 1.930%, 7/15/2024		3,267,775
	12,924,381	Nissan Auto Receivables Owner Trust, Series 2020-B, Class A3, 0.550%, 7/15/2024		12,832,721
	4,350,000	Prestige Auto Receivables Trust, Series 2020-1A, Class E, 3.670%, 2/15/2028, 144A		4,300,545
	21,362,932	Santander Drive Auto Receivables Trust, Series 2019-1, Class D, 3.650%, 4/15/2025		21,481,761
	6,995,000	Santander Drive Auto Receivables Trust, Series 2019-2, Class D, 3.220%, 7/15/2025		7,023,077
	8,455,000	Santander Drive Auto Receivables Trust, Series 2019-3, Class D, 2.680%, 10/15/2025		8,485,678

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Car Loan – continued
	$    12,815,000	Santander Drive Auto Receivables Trust, Series 2020-1, Class D, 5.350%, 3/15/2028	$	13,127,129
	2,900,000	Santander Drive Auto Receivables Trust, Series 2020-2, Class D, 2.220%, 9/15/2026		2,877,664
	2,392,471	Toyota Auto Receivables Owner Trust, Series 2021-A, Class A2, 0.160%, 7/17/2023		2,389,369
	10,888,065	Westlake Automobile Receivables Trust, Series 2019-1A, Class D, 3.670%, 3/15/2024, 144A		10,944,694
				433,472,041
		ABS Credit Card – 0.3%
	3,460,000	Brex Commercial Charge Card Master Trust, Series 2021-1, Class A, 2.090%, 7/15/2024, 144A		3,420,644
	6,355,000	Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.540%, 3/20/2026, 144A		6,166,743
	5,000,000	Mercury Financial Credit Card Master Trust, Series 2021-1A, Class C, 4.210%, 3/20/2026, 144A		4,888,442
	1,525,000	Mission Lane Credit Card Master Trust, Series 2021-A, Class B, 2.240%, 9/15/2026, 144A		1,490,530
				15,966,359
		ABS Home Equity – 4.8%
	15,451,000	American Homes 4 Rent, Series 2015-SFR1, Class E, 5.639%, 4/17/2052, 144A		15,785,842
	1,250,000	Bayview Opportunity Master Fund IVb Trust, Series 2017-SPL4, Class B2, 4.750%, 1/28/2055, 144A(a)		1,239,296
	1,716,572	Brass PLC, Series 8A, Class A1, 3-month LIBOR + 0.700%, 1.159%, 11/16/2066, 144A(b)		1,719,887
	10,390,000	CAFL Issuer LLC, Series 2021-RTL1, Class A1, 2.239%, 3/28/2029, 144A(a)		9,830,482
	1,563,386	Citigroup Mortgage Loan Trust, Series 2019-E, Class A1, 3.228%, 11/25/2070, 144A(a)		1,562,833
	4,275,040	Citigroup Mortgage Loan Trust, Series 2019-RP1, Class A1, 3.500%, 1/25/2066, 144A(a)		4,243,464
	2,434,000	CoreVest American Finance Trust, Series 2019-1, Class D, 4.818%, 3/15/2052, 144A		2,467,105
	3,871,845	CoreVest American Finance Trust, Series 2019-3, Class A, 2.705%, 10/15/2052, 144A		3,780,519
	2,929,000	CoreVest American Finance Trust, Series 2019-3, Class B, 3.163%, 10/15/2052, 144A		2,769,353
	1,259,000	CoreVest American Finance Trust, Series 2020-2, Class C, 4.746%, 5/15/2052, 144A(a)		1,273,192
	1,870,000	CoreVest American Finance Trust, Series 2021-3, Class D, 3.469%, 10/15/2054, 144A		1,675,758
	3,548,243	Credit Suisse Mortgage Trust, Series 2020-RPL3, Class A1, 2.691%, 3/25/2060, 144A(a)		3,479,912
	5,873,249	Credit Suisse Mortgage Trust, Series 2021-RPL1, Class A1, 1.668%, 9/27/2060, 144A(a)		5,643,801
	1,515,000	FirstKey Homes Trust, Series 2020-SFR1, Class E, 2.791%, 8/17/2037, 144A		1,412,451
	11,696,000	FirstKey Homes Trust, Series 2020-SFR2, Class D, 1.968%, 10/19/2037, 144A		10,707,062

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Home Equity – continued
	$      3,083,000	FirstKey Homes Trust, Series 2020-SRF1, Class D, 2.241%, 8/17/2037, 144A	$	2,867,493
	4,996,488	GCAT Trust, Series 2019-RPL1, Class A1, 2.650%, 10/25/2068, 144A(a)		4,909,313
	146,994	Gosforth Funding PLC, Series 2018-1A, Class A1, 3-month LIBOR + 0.450%, 0.948%, 8/25/2060, 144A(b)		146,976
	2,534,622	Home Partners of America Trust, Series 2019-1, Class D, 3.406%, 9/17/2039, 144A		2,366,479
	2,463,142	Home Partners of America Trust, Series 2019-2, Class D, 3.121%, 10/19/2039, 144A		2,249,583
	1,069,599	Home Partners of America Trust, Series 2021-1, Class E, 2.577%, 9/17/2041, 144A		962,997
	10,677,213	Home Partners of America Trust, Series 2021-2, Class E1, 2.852%, 12/17/2026, 144A		9,990,199
	5,328,674	Home Partners of America Trust, Series 2021-2, Class E2, 2.952%, 12/17/2026, 144A		4,830,624
	2,304,638	Invitation Homes Trust, Series 2018-SFR2, Class B, 1-month LIBOR + 1.080%, 1.477%, 6/17/2037, 144A(b)		2,285,655
	282,713	Invitation Homes Trust, Series 2018-SFR3, Class B, 1-month LIBOR + 1.150%, 1.591%, 7/17/2037, 144A(b)		280,100
	7,020,000	Lanark Master Issuer PLC, Series 2019-2A, Class 1A, 2.710%, 12/22/2069, 144A(a)		7,041,095
	895,000	Lanark Master Issuer PLC, Series 2020-1A, Class 1A, 2.277%, 12/22/2069, 144A(a)		897,074
	9,019,892	Legacy Mortgage Asset Trust, Series 2019-GS7, Class A1, 3.250%, 11/25/2059, 144A(a)		8,979,038
	6,301,182	Legacy Mortgage Asset Trust, Series 2020-GS1, Class A1, 2.882%, 10/25/2059, 144A(a)		6,300,910
	1,673,812	Legacy Mortgage Asset Trust, Series 2020-GS5, Class A1, 3.250%, 6/25/2060, 144A(a)		1,659,196
	2,329,098	Legacy Mortgage Asset Trust, Series 2021-GS4, Class A1, 1.650%, 11/25/2060, 144A(a)		2,197,698
	1,467,786	Mill City Mortgage Loan Trust, Series 2018-2, Class M1, 3.750%, 5/25/2058, 144A(a)		1,449,496
	2,924,010	Mill City Mortgage Loan Trust, Series 2019-1, Class A1, 3.250%, 10/25/2069, 144A(a)		2,896,355
	2,744,944	Mill City Mortgage Loan Trust, Series 2019-1, Class M1, 3.500%, 10/25/2069, 144A(a)		2,697,469
	6,404,263	Mill City Mortgage Loan Trust, Series 2019-GS1, Class A1, 2.750%, 7/25/2059, 144A(a)		6,367,664
	4,732,000	Progress Residential Trust, Series 2019-SFR2, Class D, 3.794%, 5/17/2036, 144A		4,634,423
	1,690,000	Progress Residential Trust, Series 2019-SFR2, Class E, 4.142%, 5/17/2036, 144A		1,648,905
	3,860,000	Progress Residential Trust, Series 2019-SFR4, Class D, 3.136%, 10/17/2036, 144A		3,728,119
	155,000	Progress Residential Trust, Series 2020-SFR2, Class C, 3.077%, 6/17/2037, 144A		149,226
	295,000	Progress Residential Trust, Series 2020-SFR3, Class B, 1.495%, 10/17/2027, 144A		270,211
	1,818,000	Progress Residential Trust, Series 2020-SFR3, Class E, 2.296%, 10/17/2027, 144A		1,635,742

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Home Equity – continued
	$      5,780,000	Progress Residential Trust, Series 2021-SFR2, Class E1, 2.547%, 4/19/2038, 144A	$	5,239,618
	2,420,000	Progress Residential Trust, Series 2021-SFR3, Class E1, 2.538%, 5/17/2026, 144A		2,162,751
	2,015,000	Progress Residential Trust, Series 2021-SFR3, Class E2, 2.688%, 5/17/2026, 144A		1,796,073
	3,575,000	Progress Residential Trust, Series 2021-SFR6, Class E1, 2.425%, 7/17/2038, 144A		3,167,732
	1,795,000	Progress Residential Trust, Series 2021-SFR6, Class E2, 2.525%, 7/17/2038, 144A		1,584,716
	1,400,000	Progress Residential Trust, Series 2021-SFR9, Class E1, 2.811%, 11/17/2040, 144A		1,218,567
	960,000	Progress Residential Trust, Series 2021-SFR9, Class E2, 3.010%, 11/17/2040, 144A		831,582
	4,800,048	PRPM LLC, Series 2020-4, Class A1, 2.951%, 10/25/2025, 144A(a)		4,677,142
	7,991,423	PRPM LLC, Series 2021-1, Class A1, 2.115%, 1/25/2026, 144A(a)		7,679,185
	6,666,024	PRPM LLC, Series 2021-10, Class A1, 2.487%, 10/25/2026, 144A(a)		6,400,509
	297,194	PRPM LLC, Series 2021-2, Class A1, 2.115%, 3/25/2026, 144A(a)		287,122
	7,029,353	PRPM LLC, Series 2021-8, Class A1, 1.743%, 9/25/2026, 144A(a)		6,661,284
	520,709	Sequoia Mortgage Trust, Series 2017-CH2, Class A1, 4.000%, 12/25/2047, 144A(a)		521,262
	520,443	Sequoia Mortgage Trust, Series 2019-CH2, Class A1, 4.500%, 8/25/2049, 144A(a)		522,462
	4,930,000	Towd Point Mortgage Trust, Series 2017-4, Class M2, 3.250%, 6/25/2057, 144A(a)		4,711,147
	6,390,000	Towd Point Mortgage Trust, Series 2017-5, Class M2, 1-month LIBOR + 1.500%, 1.957%, 2/25/2057, 144A(b)		6,390,406
	1,775,000	Towd Point Mortgage Trust, Series 2018-4, Class A2, 3.000%, 6/25/2058, 144A(a)		1,693,249
	1,943,340	Towd Point Mortgage Trust, Series 2018-5, Class M1, 3.250%, 7/25/2058, 144A(a)		1,872,061
	17,610,000	Towd Point Mortgage Trust, Series 2019-2, Class M1, 3.750%, 12/25/2058, 144A(a)		17,254,542
	6,075,090	Towd Point Mortgage Trust, Series 2019-4, Class A1, 2.900%, 10/25/2059, 144A(a)		5,965,067
	3,325,000	Towd Point Mortgage Trust, Series 2020-1, Class A2B, 3.250%, 1/25/2060, 144A(a)		3,237,074
	3,950,000	Tricon American Homes, Series 2020-SFR1, Class D, 2.548%, 7/17/2038, 144A		3,611,655
	2,575,000	Tricon American Homes Trust, Series 2019-SFR1, Class D, 3.198%, 3/17/2038, 144A		2,446,841
	14,873,223	VCAT Asset Securitization LLC, Series 2021-NPL6, Class A1, 1.917%, 9/25/2051, 144A(a)		14,195,023
	1,840,698	VCAT LLC, Series 2021-NPL1, Class A1, 2.289%, 12/26/2050, 144A(a)		1,791,261
	9,479,176	VCAT LLC, Series 2021-NPL5, Class A1, 1.868%, 8/25/2051, 144A(a)		9,100,985

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Home Equity – continued
	$      2,839,797	VOLT XCII LLC, Series 2021-NPL1, Class A1, 1.893%, 2/27/2051, 144A(a)	$	2,751,487
	7,321,534	VOLT XCIII LLC, Series 2021-NPL2, Class A1, 1.893%, 2/27/2051, 144A(a)		7,094,990
	6,595,173	VOLT XCIV LLC, Series 2021-NPL3, Class A1, 2.240%, 2/27/2051, 144A(a)		6,336,053
	4,697,396	VOLT XCVI LLC, Series 2021-NPL5, Class A1, 2.116%, 3/27/2051, 144A(a)		4,573,937
	9,279,613	VOLT XCVII LLC, Series 2021-NPL6, Class A1, 2.240%, 4/25/2051, 144A(a)		8,973,602
				295,782,382
		ABS Other – 3.0%
	6,698,573	Apollo Aviation Securitization Equity Trust, Series 2021-1A, Class A, 2.950%, 11/16/2041, 144A		5,530,235
	11,270,000	BHG Securitization Trust, Series 2022-A, Class B, 2.700%, 2/20/2035, 144A		10,769,480
	4,367,668	Business Jet Securities LLC, Series 2021-1A, Class A, 2.162%, 4/15/2036, 144A		4,061,610
	7,634,375	CAL Funding IV Ltd., Series 2020-1A, Class A, 2.220%, 9/25/2045, 144A		7,097,110
	7,128,913	CLI Funding VI LLC, Series 2020-3A, Class A, 2.070%, 10/18/2045, 144A		6,590,173
	5,297,773	CLI Funding VIII LLC, Series 2021-1A, Class A, 1.640%, 2/18/2046, 144A		4,809,399
	940,000	Dell Equipment Finance Trust, Series 2020-2, Class C, 1.370%, 1/22/2024, 144A		924,977
	945,000	Dell Equipment Finance Trust, Series 2020-2, Class D, 1.920%, 3/23/2026, 144A		935,032
	2,620,386	Horizon Aircraft Finance II Ltd., Series 2019-1, Class A, 3.721%, 7/15/2039, 144A		2,335,585
	1,584,436	HPEFS Equipment Trust, Series 2019-1A, Class C, 2.490%, 9/20/2029, 144A		1,587,438
	3,645,000	HPEFS Equipment Trust, Series 2020-1A, Class D, 2.260%, 2/20/2030, 144A		3,619,654
	1,980,000	HPEFS Equipment Trust, Series 2020-2A, Class C, 2.000%, 7/22/2030, 144A		1,973,345
	2,795,000	HPEFS Equipment Trust, Series 2021-1A, Class D, 1.030%, 3/20/2031, 144A		2,662,021
	3,135,000	HPEFS Equipment Trust, Series 2022-1A, Class D, 2.400%, 11/20/2029, 144A		2,998,609
	7,117,241	Kestrel Aircraft Funding Ltd., Series 2018-1A, Class A, 4.250%, 12/15/2038, 144A		6,476,573
	8,777,823	Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/2046, 144A		7,874,945
	10,643,815	MAPS Ltd., Series 2018-1A, Class A, 4.212%, 5/15/2043, 144A		9,952,774
	2,546,811	MAPS Ltd., Series 2019-1A, Class A, 4.458%, 3/15/2044, 144A		2,375,259
	1,916,547	Merlin Aviation Holdings DAC, Series 2016-1, Class A, 4.500%, 12/15/2032, 144A(a)		1,554,690

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Other – continued
	$         588,435	MVW LLC, Series 2020-1A, Class C, 4.210%, 10/20/2037, 144A	$	584,850
	372,337	MVW Owner Trust, Series 2019-1A, Class C, 3.330%, 11/20/2036, 144A		363,031
	13,404,792	Navigator Aircraft ABS Ltd., Series 2021-1, Class A, 2.771%, 11/15/2046, 144A(a)		12,344,347
	8,040,000	OneMain Financial Issuance Trust, Series 2019-1A, Class D, 4.220%, 2/14/2031, 144A		8,051,088
	4,675,000	OneMain Financial Issuance Trust, Series 2020-1A, Class B, 4.830%, 5/14/2032, 144A		4,727,641
	6,585,000	OneMain Financial Issuance Trust, Series 2020-2A, Class A, 1.750%, 9/14/2035, 144A		6,110,722
	13,710,394	S-Jets Ltd., Series 2017-1, Class A, 3.967%, 8/15/2042, 144A		11,616,001
	530,000	SCF Equipment Leasing LLC, Series 2021-1A, Class D, 1.930%, 9/20/2030, 144A		494,508
	2,555,000	SCF Equipment Leasing LLC, Series 2022-1A, Class D, 3.790%, 11/20/2031, 144A		2,483,394
	1,123,620	Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C, 1.790%, 11/20/2037, 144A		1,079,914
	490,000	SLM Private Credit Student Loan Trust, Series 2003-C, Class A3, 28-day ARS, 3.949%, 9/15/2032(b)		487,049
	850,000	SLM Private Credit Student Loan Trust, Series 2003-C, Class A4, 28-day ARS, 3.806%, 9/15/2032(b)		844,881
	1,412,897	SoFi Consumer Loan Program Trust, Series 2018-4, Class C, 4.170%, 11/26/2027, 144A		1,418,120
	6,127,693	SoFi Consumer Loan Program Trust, Series 2019-1, Class C, 3.730%, 2/25/2028, 144A		6,141,199
	4,583,944	SoFi Consumer Loan Program Trust, Series 2019-2, Class C, 3.460%, 4/25/2028, 144A		4,602,686
	10,531,333	SoFi Consumer Loan Program Trust, Series 2019-3, Class C, 3.350%, 5/25/2028, 144A		10,558,861
	7,370,000	SoFi Consumer Loan Program Trust, Series 2019-4, Class C, 2.840%, 8/25/2028, 144A		7,360,426
	5,881,867	Textainer Marine Containers VII Ltd., Series 2021-1A, Class A, 1.680%, 2/20/2046, 144A		5,322,151
	6,203,358	TIF Funding II LLC, Series 2021-1A, Class A, 1.650%, 2/20/2046, 144A		5,568,700
	12,421,125	Triton Container Finance VIII LLC, Series 2021-1A, Class A, 1.860%, 3/20/2046, 144A		11,238,315
				185,526,793
		ABS Student Loan – 0.9%
	745,000	College Ave Student Loans LLC, Series 2021-A, Class C, 2.920%, 7/25/2051, 144A		705,763
	3,324,438	Commonbond Student Loan Trust, Series 2020-1, Class A, 1.690%, 10/25/2051, 144A		3,091,418
	2,503,678	EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class A, 1.800%, 11/25/2045, 144A		2,265,383
	3,847,261	ELFI Graduate Loan Program LLC, Series 2019-A, Class A, 2.540%, 3/25/2044, 144A		3,794,765

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Student Loan – continued
	$      6,103,492	Laurel Road Prime Student Loan Trust, Series 2020-A, Class A2FX, 1.400%, 11/25/2050, 144A	$	5,839,875
	1,117,508	Navient Private Education Refi Loan Trust, Series 2020-HA, Class A, 1.310%, 1/15/2069, 144A		1,082,100
	4,006,408	Navient Private Education Refi Loan Trust, Series 2021-A, Class A, 0.840%, 5/15/2069, 144A		3,825,116
	560,000	Navient Private Education Refi Loan Trust, Series 2021-A, Class B, 2.240%, 5/15/2069, 144A		513,806
	2,105,000	Navient Private Education Refi Loan Trust, Series 2021-EA, Class B, 2.030%, 12/16/2069, 144A		1,841,240
	4,790,000	Navient Private Education Refi Loan Trust, Series 2021-FA, Class B, 2.120%, 2/18/2070, 144A		4,312,480
	439,000	SLM Private Credit Student Loan Trust, Series 2003-A, Class A3, 28-day ARS, 3.957%, 6/15/2032(b)		435,106
	339,000	SLM Private Credit Student Loan Trust, Series 2003-A, Class A4, 28-day ARS, 3.821%, 6/15/2032(b)		335,993
	666,000	SLM Private Credit Student Loan Trust, Series 2003-B, Class A3, 28-day ARS, 3.810%, 3/15/2033(b)		661,297
	449,000	SLM Private Credit Student Loan Trust, Series 2003-B, Class A4, 28-day ARS, 3.852%, 3/15/2033(b)		445,829
	2,500,000	SMB Private Education Loan Trust, Series 2015-C, Class B, 3.500%, 9/15/2043, 144A		2,447,727
	565,000	SMB Private Education Loan Trust, Series 2018-B, Class B, 4.000%, 7/15/2042, 144A		563,480
	1,525,000	SMB Private Education Loan Trust, Series 2018-C, Class B, 4.000%, 11/17/2042, 144A		1,521,040
	7,032,964	SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.440%, 7/15/2036, 144A		7,042,421
	11,647,629	SMB Private Education Loan Trust, Series 2019-B, Class A2A, 2.840%, 6/15/2037, 144A		11,494,639
	930,294	SMB Private Education Loan Trust, Series 2020-A, Class A2A, 2.230%, 9/15/2037, 144A		897,688
				53,117,166
		ABS Whole Business – 1.2%
	9,472,569	Adams Outdoor Advertising LP, Series 2018-1, Class A, 4.810%, 11/15/2048, 144A		9,589,251
	3,595,000	Adams Outdoor Advertising LP, Series 2018-1, Class B, 5.653%, 11/15/2048, 144A		3,622,108
	7,114,575	DB Master Finance LLC, Series 2019-1A, Class A23, 4.352%, 5/20/2049, 144A		7,108,108
	2,867,520	Domino’s Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.118%, 7/25/2047, 144A		2,843,622
	5,138,393	Domino’s Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.328%, 7/25/2048, 144A		5,136,635
	4,032,700	Domino’s Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.668%, 10/25/2049, 144A		3,866,057
	15,353,975	Domino’s Pizza Master Issuer LLC, Series 2021-1A, Class A2I, 2.662%, 4/25/2051, 144A		14,234,931
	3,956,500	Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2II, 4.666%, 9/05/2048, 144A		3,952,860

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		ABS Whole Business – continued
	$      1,650,998	Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.858%, 12/05/2049, 144A	$	1,552,114
	17,183,325	Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, 4.540%, 2/25/2044, 144A		17,260,162
	2,465,563	Wendy’s Funding LLC, Series 2018-1A, Class A2II, 3.884%, 3/15/2048, 144A		2,438,495
	2,019,850	Wingstop Funding LLC, Series 2020-1A, Class A2, 2.841%, 12/05/2050, 144A		1,873,362
				73,477,705
		Aerospace & Defense – 2.3%
	13,620,000	BAE Systems PLC, 3.400%, 4/15/2030, 144A		13,420,697
	29,500,000	Boeing Co. (The), 2.196%, 2/04/2026		27,889,786
	3,780,000	Boeing Co. (The), 2.250%, 6/15/2026		3,572,888
	4,874,000	Boeing Co. (The), 2.950%, 2/01/2030		4,516,059
	655,000	Boeing Co. (The), 3.100%, 5/01/2026		643,545
	3,225,000	Boeing Co. (The), 3.200%, 3/01/2029		3,073,195
	9,088,000	Boeing Co. (The), 3.375%, 6/15/2046		7,518,048
	3,564,000	Boeing Co. (The), 3.625%, 3/01/2048		3,024,430
	14,352,000	Boeing Co. (The), 3.750%, 2/01/2050		12,839,156
	1,932,000	Boeing Co. (The), 3.825%, 3/01/2059		1,586,763
	2,501,000	Boeing Co. (The), 3.850%, 11/01/2048		2,192,811
	4,740,000	Boeing Co. (The), 5.150%, 5/01/2030		5,055,010
	4,875,000	Boeing Co. (The), 5.805%, 5/01/2050		5,629,343
	4,465,000	Embraer Netherlands Finance BV, 5.050%, 6/15/2025		4,509,695
	4,350,000	Embraer Netherlands Finance BV, 5.400%, 2/01/2027		4,420,731
	6,885,000	Huntington Ingalls Industries, Inc., 3.844%, 5/01/2025		6,958,546
	4,245,000	Huntington Ingalls Industries, Inc., 4.200%, 5/01/2030		4,415,000
	650,000	Leonardo U.S. Holdings, Inc., 7.375%, 7/15/2039		809,978
	1,335,000	Spirit AeroSystems, Inc., 4.600%, 6/15/2028		1,253,118
	29,075,000	Textron, Inc., 3.000%, 6/01/2030		27,746,486
				141,075,285

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Airlines – 0.8%
	$      1,614,374	American Airlines Pass Through Trust, Series 2015-2, Class B, 4.400%, 3/22/2025	$	1,559,469
	5,727,570	American Airlines Pass Through Trust, Series 2016-1, Class B, 5.250%, 7/15/2025		5,579,684
	11,953,074	American Airlines Pass Through Trust, Series 2016-3, Class A, 3.250%, 4/15/2030		10,700,824
	1,325,255	American Airlines Pass Through Trust, Series 2016-3, Class B, 3.750%, 4/15/2027		1,218,585
	5,143,073	American Airlines Pass Through Trust, Series 2017-2, Class A, 3.600%, 4/15/2031		4,741,404
	2,881,086	American Airlines Pass Through Trust, Series 2017-2, Class B, 3.700%, 4/15/2027		2,706,778
	16,986,882	American Airlines Pass Through Trust, Series 2019-1, Class B, 3.850%, 8/15/2029		15,175,571
	5,564,069	British Airways Pass Through Trust, Series 2019-1, Class A, 3.350%, 12/15/2030, 144A		5,204,018
	2,372,435	United Airlines Pass Through Trust, Series 2018-1, Class A, 3.700%, 9/01/2031		2,210,016
				49,096,349
		Automotive – 2.2%
	25,580,000	American Honda Finance Corp., MTN, 0.550%, 7/12/2024		24,395,257
	5,274,000	Cummins, Inc., 6.750%, 2/15/2027		6,071,884
	29,605,000	Ford Motor Co., 3.250%, 2/12/2032		26,441,114
	2,360,000	Ford Motor Credit Co. LLC, 3.625%, 6/17/2031		2,131,729
	9,966,000	General Motors Co., 5.200%, 4/01/2045		10,087,350
	27,915,000	General Motors Co., 5.400%, 4/01/2048		29,348,469
	205,000	General Motors Co., 5.950%, 4/01/2049		227,815
	9,600,000	General Motors Co., 6.250%, 10/02/2043		10,884,503
	24,360,000	Volkswagen Group of America Finance LLC, 0.875%, 11/22/2023, 144A		23,525,088
	2,895,000	Volkswagen Group of America Finance LLC, 3.350%, 5/13/2025, 144A		2,885,913
				135,999,122
		Banking – 9.4%
	5,125,000	Ally Financial, Inc., 2.200%, 11/02/2028		4,629,755
	300,000	Ally Financial, Inc., 3.875%, 5/21/2024		303,443
	39,613,000	Ally Financial, Inc., 4.625%, 3/30/2025		40,824,168
	2,835,000	Ally Financial, Inc., 5.750%, 11/20/2025		2,981,294

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Banking – continued
	$      1,468,000	Ally Financial, Inc., 8.000%, 11/01/2031	$	1,821,820
	10,155,000	Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander, 5.375%, 4/17/2025, 144A		10,597,098
	5,800,000	Banco Santander S.A., 2.749%, 12/03/2030		5,104,551
	49,304,000	Bank of America Corp., (fixed rate to 12/20/2027, variable rate thereafter), 3.419%, 12/20/2028		48,805,746
	100,000	Bank of America Corp., MTN, 4.250%, 10/22/2026		102,927
	25,627,000	Bank of America Corp., Series L, MTN, 4.183%, 11/25/2027		26,127,923
	24,260,000	Barclays PLC, (fixed rate to 11/24/2026, variable rate thereafter), 2.279%, 11/24/2027		22,522,490
	4,287,000	Barclays PLC, (fixed rate to 6/20/2029, variable rate thereafter), 5.088%, 6/20/2030		4,446,972
	18,255,000	Barclays PLC, (fixed rate to 9/23/2030, variable rate thereafter), 3.564%, 9/23/2035		16,813,452
	3,335,000	BBVA Bancomer S.A., 1.875%, 9/18/2025, 144A		3,178,255
	14,045,000	BNP Paribas S.A., (fixed rate to 1/20/2027, variable rate thereafter), 2.591%, 1/20/2028, 144A		13,217,816
	22,500,000	BNP Paribas S.A., (fixed rate to 3/01/2028, variable rate thereafter), 4.375%, 3/01/2033, 144A		22,323,412
	460,000	Capital One Financial Corp., 4.200%, 10/29/2025		470,515
	1,230,000	Citigroup, Inc., 4.125%, 7/25/2028		1,248,614
	7,155,000	Credit Agricole S.A., (fixed rate to 1/10/2028, variable rate thereafter), 4.000%, 1/10/2033, 144A		7,035,655
	15,615,000	Credit Suisse AG, 0.495%, 2/02/2024		14,937,777
	14,200,000	Danske Bank A/S, 5.375%, 1/12/2024, 144A		14,640,758
	3,390,000	Danske Bank A/S, (fixed rate to 12/20/2024, variable rate thereafter), 3.244%, 12/20/2025, 144A		3,340,137
	4,690,000	Deutsche Bank AG, (fixed rate to 10/14/2030, variable rate thereafter), 3.729%, 1/14/2032		4,183,235
	2,640,000	Deutsche Bank AG, (fixed rate to 12/01/2027, variable rate thereafter), 4.875%, 12/01/2032		2,534,241
	9,260,000	Deutsche Bank AG, (fixed rate to 9/18/2023, variable rate thereafter), 2.222%, 9/18/2024		9,057,366
	6,235,000	Deutsche Bank AG, (fixed rate to 9/18/2030, variable rate thereafter), 3.547%, 9/18/2031		5,879,501
	19,755,000	Deutsche Bank AG, Series E, 0.962%, 11/08/2023		19,152,843
	70,245,000	JPMorgan Chase & Co., 4.125%, 12/15/2026		72,688,436
	28,715,000	JPMorgan Chase & Co., (fixed rate to 3/24/2030, variable rate thereafter), 4.493%, 3/24/2031		30,436,122
	12,025,000	JPMorgan Chase & Co., (fixed rate to 4/22/2026, variable rate thereafter), 1.578%, 4/22/2027		11,199,820

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Banking – continued
$	100,000	KeyBank NA, 6.950%, 2/01/2028	$	115,874
	30,210,000	Morgan Stanley, (fixed rate to 1/25/2023, variable rate thereafter), MTN, 0.529%, 1/25/2024		29,718,497
	1,845,000	Morgan Stanley, GMTN, 4.350%, 9/08/2026		1,900,306
	20,695,000	Morgan Stanley, MTN, 4.100%, 5/22/2023		21,066,045
	25,560,000	Nationwide Building Society, 0.550%, 1/22/2024, 144A		24,515,107
	15,160,000	Santander Holdings USA, Inc., 3.244%, 10/05/2026		14,777,770
	20,295,000	Societe Generale S.A., 4.250%, 4/14/2025, 144A		20,194,337
	11,950,000	Societe Generale S.A., (fixed rate to 7/08/2030, variable rate thereafter), 3.653%, 7/08/2035, 144A		11,018,194
	16,790,000	Standard Chartered PLC, (fixed rate to 11/18/2030, variable rate thereafter), 3.265%, 2/18/2036, 144A		15,051,900
	7,090,000	Standard Chartered PLC, (fixed rate to 4/01/2030, variable rate thereafter), 4.644%, 4/01/2031, 144A		7,310,537
	3,865,000	Synchrony Financial, 4.375%, 3/19/2024		3,936,732
	1,820,000	UniCredit SpA, (fixed rate to 6/30/2030, variable rate thereafter), 5.459%, 6/30/2035, 144A		1,739,095
				571,950,536
		Brokerage – 0.5%
	19,498,000	Jefferies Group LLC, 6.250%, 1/15/2036		22,799,525
	8,760,000	Jefferies Group LLC, 6.450%, 6/08/2027		9,884,879
				32,684,404
		Building Materials – 1.4%
	33,030,000	Cemex SAB de CV, 3.875%, 7/11/2031, 144A		30,140,205
	16,180,000	Cemex SAB de CV, 5.200%, 9/17/2030, 144A		16,099,100
	5,955,000	Cemex SAB de CV, 5.450%, 11/19/2029, 144A		6,022,053
	3,285,000	Ferguson Finance PLC, 3.250%, 6/02/2030, 144A		3,126,430
	23,975,000	Owens Corning, 7.000%, 12/01/2036		30,190,000
	2,655,000	Vulcan Materials Co., 3.500%, 6/01/2030		2,633,258
				88,211,046
		Cable Satellite – 2.3%
	9,425,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.250%, 2/01/2031, 144A		8,590,699

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Cable Satellite – continued
	$      1,905,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.250%, 1/15/2034, 144A	$	1,654,483
	2,826,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 8/15/2030, 144A		2,651,615
	315,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 5/01/2032		288,130
	790,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.750%, 2/01/2032, 144A		735,679
	550,000	CCO Holdings LLC/CCO Holdings Capital Corp., 5.375%, 6/01/2029, 144A		550,000
	25,020,000	Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 3.950%, 6/30/2062		20,232,729
	13,450,000	Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.400%, 12/01/2061		11,707,880
	30,810,000	Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.800%, 3/01/2050		29,266,711
	6,695,000	Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.750%, 4/01/2048		7,117,690
	26,515,000	CSC Holdings LLC, 4.625%, 12/01/2030, 144A		22,174,229
	1,115,000	CSC Holdings LLC, 5.000%, 11/15/2031, 144A		934,214
	1,035,000	CSC Holdings LLC, 5.750%, 1/15/2030, 144A		921,150
	930,000	CSC Holdings LLC, 6.500%, 2/01/2029, 144A		937,384
	2,416,000	Sirius XM Radio, Inc., 5.000%, 8/01/2027, 144A		2,409,960
	200,000	Sirius XM Radio, Inc., 5.500%, 7/01/2029, 144A		203,000
	17,891,000	Time Warner Cable LLC, 4.500%, 9/15/2042		16,547,744
	15,815,000	Time Warner Cable LLC, 5.500%, 9/01/2041		16,417,268
				143,340,565
		Chemicals – 1.1%
	4,330,000	Alpek SAB de CV, 3.250%, 2/25/2031, 144A		3,945,713
	9,180,000	Braskem Netherlands Finance BV, 4.500%, 1/31/2030, 144A		8,884,312
	6,060,000	Braskem Netherlands Finance BV, 5.875%, 1/31/2050, 144A		6,011,520
	27,205,000	CF Industries, Inc., 4.500%, 12/01/2026, 144A		28,394,949
	3,740,000	FMC Corp., 3.450%, 10/01/2029		3,673,708
	6,120,000	LYB International Finance III LLC, 4.200%, 10/15/2049		6,058,817

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Chemicals – continued
	$    12,285,000	Orbia Advance Corp. SAB de CV, 2.875%, 5/11/2031, 144A	$	10,900,235
				67,869,254
		Construction Machinery – 0.6%
	23,395,000	Caterpillar Financial Services Corp., MTN, 0.950%, 1/10/2024		22,790,551
	5,730,000	John Deere Capital Corp., MTN, 0.900%, 1/10/2024		5,575,561
	8,900,000	John Deere Capital Corp., MTN, 1.250%, 1/10/2025		8,566,739
				36,932,851
		Consumer Cyclical Services – 1.2%
	16,000,000	Booking Holdings, Inc., 4.625%, 4/13/2030		17,353,354
	5,765,000	Expedia Group, Inc., 2.950%, 3/15/2031		5,337,500
	30,201,000	Expedia Group, Inc., 3.250%, 2/15/2030		28,747,602
	4,928,000	Expedia Group, Inc., 3.800%, 2/15/2028		4,901,864
	3,970,000	Expedia Group, Inc., 4.625%, 8/01/2027		4,123,826
	1,025,000	Uber Technologies, Inc., 4.500%, 8/15/2029, 144A		960,937
	8,430,000	Uber Technologies, Inc., 6.250%, 1/15/2028, 144A		8,716,114
	5,015,000	Uber Technologies, Inc., 7.500%, 9/15/2027, 144A		5,347,294
				75,488,491
		Consumer Products – 0.2%
	7,458,000	Hasbro, Inc., 6.600%, 7/15/2028		8,472,621
	6,970,000	Natura Cosmeticos S.A., 4.125%, 5/03/2028, 144A		6,710,367
				15,182,988
		Diversified Manufacturing – 0.2%
	7,675,000	GE Capital Funding LLC, 4.550%, 5/15/2032		8,241,996
	1,869,000	GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035		2,006,911
				10,248,907
		Electric – 1.9%
	7,435,000	AES Corp. (The), 2.450%, 1/15/2031		6,648,783
	3,695,000	AES Corp. (The), 3.950%, 7/15/2030, 144A		3,660,476

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Electric – continued
	$    15,378,599	Alta Wind Holdings LLC, 7.000%, 6/30/2035, 144A	$	16,760,820
	14,855,000	Calpine Corp., 3.750%, 3/01/2031, 144A		13,297,973
	13,025,000	Enel Finance International NV, 6.000%, 10/07/2039, 144A		15,408,248
	9,007,000	Enel Finance International NV, 6.800%, 9/15/2037, 144A		11,429,778
	2,355,000	IPALCO Enterprises, Inc., 4.250%, 5/01/2030		2,358,627
	9,641,000	NRG Energy, Inc., 4.450%, 6/15/2029, 144A		9,644,947
	1,435,000	NRG Energy, Inc., 5.250%, 6/15/2029, 144A		1,402,325
	4,437,000	NRG Energy, Inc., 5.750%, 1/15/2028		4,509,789
	6,185,000	Pacific Gas & Electric Co., 3.250%, 6/01/2031		5,594,510
	8,915,000	Pacific Gas & Electric Co., 3.500%, 8/01/2050		7,177,062
	10,400,000	Pacific Gas & Electric Co., 4.300%, 3/15/2045		8,858,316
	1,250,000	Pacific Gas & Electric Co., 4.950%, 7/01/2050		1,177,375
	10,835,000	Vistra Operations Co. LLC, 3.700%, 1/30/2027, 144A		10,399,121
				118,328,150
		Finance Companies – 4.6%
	7,910,000	AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.000%, 10/29/2028		7,294,500
	9,900,000	AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.300%, 1/30/2032		8,924,450
	860,000	AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.650%, 7/21/2027		833,270
	23,900,000	Air Lease Corp., 3.125%, 12/01/2030		22,096,028
	2,235,000	Air Lease Corp., 3.250%, 10/01/2029		2,110,060
	10,270,000	Air Lease Corp., 3.375%, 7/01/2025		10,121,973
	345,000	Air Lease Corp., 4.625%, 10/01/2028		351,307
	8,426,000	Air Lease Corp., MTN, 3.000%, 2/01/2030		7,760,785
	12,430,000	Aircastle Ltd., 4.125%, 5/01/2024		12,409,497
	8,070,000	Aircastle Ltd., 4.400%, 9/25/2023		8,101,634
	8,160,000	Aircastle Ltd., 5.000%, 4/01/2023		8,290,900

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Finance Companies – continued
	$      6,700,000	Antares Holdings LP, 6.000%, 8/15/2023, 144A	$	6,839,597
	15,575,000	Ares Capital Corp., 2.875%, 6/15/2028		13,788,568
	16,355,000	Ares Capital Corp., 3.200%, 11/15/2031		13,860,144
	3,865,000	Aviation Capital Group LLC, 1.950%, 1/30/2026, 144A		3,549,569
	7,510,000	Aviation Capital Group LLC, 5.500%, 12/15/2024, 144A		7,729,624
	8,255,000	Barings BDC, Inc., 3.300%, 11/23/2026, 144A		7,622,105
	27,825,000	Blackstone Secured Lending Fund, 2.125%, 2/15/2027, 144A		24,683,369
	10,640,000	FS KKR Capital Corp., 3.125%, 10/12/2028		9,485,279
	3,425,000	Navient Corp., 5.000%, 3/15/2027		3,262,312
	50,000	Navient Corp., 5.875%, 10/25/2024		51,007
	145,000	Navient Corp., 6.750%, 6/15/2026		147,900
	222,000	Navient Corp., 7.250%, 9/25/2023		230,603
	20,000	Navient Corp., MTN, 6.125%, 3/25/2024		20,350
	7,855,000	Oaktree Specialty Lending Corp., 2.700%, 1/15/2027		7,197,092
	12,150,000	Owl Rock Capital Corp., 2.625%, 1/15/2027		10,890,040
	12,290,000	Owl Rock Capital Corp., 2.875%, 6/11/2028		10,719,078
	13,940,000	Owl Rock Technology Finance Corp., 2.500%, 1/15/2027		12,589,638
	13,705,000	Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 2.875%, 10/15/2026, 144A		12,583,177
	7,445,000	Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.625%, 3/01/2029		6,803,613
	17,825,000	Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/01/2031, 144A		16,131,625
	25,002,000	Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 4.000%, 10/15/2033, 144A		21,899,252
				278,378,346
		Financial Other – 0.3%
	2,310,000	CIFI Holdings Group Co. Ltd., 6.000%, 7/16/2025		1,917,300
	720,000	CIFI Holdings Group Co. Ltd., 6.450%, 11/07/2024		640,728
	6,220,000	Country Garden Holdings Co. Ltd., 3.300%, 1/12/2031		4,295,719

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Financial Other – continued
	$      1,110,000	Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.375%, 2/01/2029	$	1,018,425
	6,065,000	Shimao Group Holdings Ltd., 3.450%, 1/11/2031(c)(d)		1,506,061
	400,000	Shimao Group Holdings Ltd., 4.600%, 7/13/2030(c)(d)		104,340
	3,495,000	Shimao Group Holdings Ltd., 4.750%, 7/03/2022(c)(d)		1,293,150
	4,345,000	Shimao Group Holdings Ltd., 5.200%, 1/16/2027(c)(d)		1,172,455
	3,780,000	Shimao Group Holdings Ltd., 5.600%, 7/15/2026(c)(d)		1,050,840
	1,265,000	Shimao Group Holdings Ltd., 6.125%, 2/21/2024(c)(d)		366,723
	5,120,000	Times China Holdings Ltd., 5.750%, 1/14/2027(c)(d)		1,892,147
	1,835,000	Times China Holdings Ltd., 6.200%, 3/22/2026(c)(d)		695,777
	1,415,000	Times China Holdings Ltd., 6.750%, 7/08/2025(c)(d)		558,684
				16,512,349
		Food & Beverage – 1.6%
	2,040,000	Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.900%, 2/01/2046		2,268,775
	14,470,000	Anheuser-Busch InBev Worldwide, Inc., 4.500%, 6/01/2050		15,460,359
	6,002,000	Anheuser-Busch InBev Worldwide, Inc., 4.600%, 4/15/2048		6,477,801
	4,910,000	JBS USA LUX S.A./JBS USA Finance, Inc., 6.750%, 2/15/2028, 144A		5,176,368
	3,625,000	JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.750%, 12/01/2031, 144A		3,364,852
	10,660,000	JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.500%, 1/15/2030, 144A		10,897,505
	4,895,000	JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.000%, 2/02/2029, 144A		4,527,875
	26,540,000	Kraft Heinz Foods Co., 4.375%, 6/01/2046		26,317,064
	6,470,000	NBM U.S Holdings, Inc., 7.000%, 5/14/2026, 144A		6,715,084
	13,590,000	Pilgrim’s Pride Corp., 3.500%, 3/01/2032, 144A		11,881,193
	2,065,000	Pilgrim’s Pride Corp., 4.250%, 4/15/2031, 144A		1,910,125
	1,920,000	Smithfield Foods, Inc., 3.000%, 10/15/2030, 144A		1,742,519
				96,739,520
		Gaming – 0.3%
	14,625,000	Genm Capital Labuan Ltd., 3.882%, 4/19/2031, 144A		12,749,749

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Gaming – continued
	$      4,880,000	GLP Capital LP/GLP Financing II, Inc., 3.250%, 1/15/2032	$	4,427,624
				17,177,373
		Government Owned - No Guarantee – 0.6%
	8,755,000	Antares Holdings LP, 2.750%, 1/15/2027, 144A		7,694,667
	12,655,000	Antares Holdings LP, 3.750%, 7/15/2027, 144A		11,674,751
	4,000,000	Empresa de los Ferrocarriles del Estado, 3.068%, 8/18/2050, 144A		2,970,000
	10,320,000	Indian Railway Finance Corp. Ltd., 2.800%, 2/10/2031, 144A		9,228,247
	2,185,000	Sino-Ocean Land Treasure IV Ltd., 4.750%, 8/05/2029		1,420,621
	4,210,000	Sino-Ocean Land Treasure IV Ltd., 4.750%, 1/14/2030		2,735,363
				35,723,649
		Health Insurance – 0.4%
	19,320,000	Centene Corp., 2.500%, 3/01/2031		17,050,480
	4,145,000	Centene Corp., 2.625%, 8/01/2031		3,689,050
	2,520,000	Centene Corp., 3.000%, 10/15/2030		2,314,544
	565,000	Centene Corp., 4.625%, 12/15/2029		569,571
				23,623,645
		Healthcare – 1.0%
	19,420,000	Cigna Corp., 4.375%, 10/15/2028		20,428,303
	1,261,000	Cigna Corp., 7.875%, 5/15/2027		1,522,611
	7,210,000	CVS Health Corp., 3.250%, 8/15/2029		7,118,812
	685,000	Encompass Health Corp., 4.750%, 2/01/2030		657,600
	2,671,000	HCA, Inc., 3.500%, 9/01/2030		2,580,357
	8,810,000	HCA, Inc., 4.125%, 6/15/2029		8,980,057
	16,050,000	HCA, Inc., 4.500%, 2/15/2027		16,577,167
	4,520,000	HCA, Inc., 5.250%, 6/15/2049		4,950,126
				62,815,033
		Home Construction – 0.4%
	2,450,000	Lennar Corp., 4.750%, 11/29/2027		2,552,237

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Home Construction – continued
	$         560,000	Lennar Corp., 4.875%, 12/15/2023	$	575,227
	55,000	Lennar Corp., 5.000%, 6/15/2027		57,638
	2,050,000	Logan Group Co. Ltd., 4.250%, 7/12/2025(c)(d)		416,642
	3,445,000	Logan Group Co. Ltd., 4.850%, 12/14/2026(c)(d)		688,311
	5,370,000	MDC Holdings, Inc., 3.966%, 8/06/2061		4,148,919
	12,384,000	MDC Holdings, Inc., 6.000%, 1/15/2043		12,711,744
	6,130,000	Meritage Homes Corp., 3.875%, 4/15/2029, 144A		5,838,825
				26,989,543
		Independent Energy – 2.7%
	3,195,000	Aker BP ASA, 3.000%, 1/15/2025, 144A		3,147,260
	9,925,000	Aker BP ASA, 3.750%, 1/15/2030, 144A		9,711,757
	16,455,000	Aker BP ASA, 4.000%, 1/15/2031, 144A		16,392,983
	3,140,000	Continental Resources, Inc., 2.875%, 4/01/2032, 144A		2,800,095
	9,310,000	Continental Resources, Inc., 3.800%, 6/01/2024		9,344,075
	16,077,000	Continental Resources, Inc., 5.750%, 1/15/2031, 144A		17,585,023
	4,685,000	Diamondback Energy, Inc., 3.125%, 3/24/2031		4,474,417
	6,910,000	Energean Israel Finance Ltd., 5.375%, 3/30/2028, 144A		6,643,965
	9,035,000	Energean Israel Finance Ltd., 5.875%, 3/30/2031, 144A		8,603,579
	925,000	EQT Corp., 3.125%, 5/15/2026, 144A		898,425
	9,675,000	EQT Corp., 3.625%, 5/15/2031, 144A		9,239,625
	11,030,000	EQT Corp., 3.900%, 10/01/2027		10,998,068
	1,970,000	EQT Corp., 5.000%, 1/15/2029		2,033,710
	10,475,000	Hess Corp., 4.300%, 4/01/2027		10,748,214
	4,675,000	Leviathan Bond Ltd., 6.125%, 6/30/2025, 144A		4,755,176
	10,085,000	Lundin Energy Finance BV, 2.000%, 7/15/2026, 144A		9,390,821
	7,360,000	Lundin Energy Finance BV, 3.100%, 7/15/2031, 144A		6,815,961

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Independent Energy – continued
	$      3,560,000	Occidental Petroleum Corp., 4.100%, 2/15/2047	$	3,293,000
	4,130,000	Occidental Petroleum Corp., 4.200%, 3/15/2048		3,861,550
	285,000	Occidental Petroleum Corp., 4.400%, 8/15/2049		267,900
	570,000	Occidental Petroleum Corp., 4.500%, 7/15/2044		545,051
	675,000	Occidental Petroleum Corp., 4.625%, 6/15/2045		654,622
	6,090,000	Occidental Petroleum Corp., 5.550%, 3/15/2026		6,455,400
	11,260,000	Ovintiv, Inc., 6.500%, 8/15/2034		13,364,811
	1,110,000	Ovintiv, Inc., 7.375%, 11/01/2031		1,360,781
	1,750,000	Southwestern Energy Co., 4.750%, 2/01/2032		1,747,812
				165,134,081
		Leisure – 0.2%
	1,985,000	NCL Corp. Ltd., 5.875%, 3/15/2026, 144A		1,886,068
	6,665,000	NCL Corp. Ltd., 5.875%, 2/15/2027, 144A		6,581,887
	2,750,000	Royal Caribbean Cruises Ltd., 5.500%, 4/01/2028, 144A		2,621,603
				11,089,558
		Life Insurance – 3.1%
	11,800,000	Athene Global Funding, 1.608%, 6/29/2026, 144A		10,751,359
	18,770,000	Athene Global Funding, 1.716%, 1/07/2025, 144A		17,887,397
	21,550,000	Athene Global Funding, 2.550%, 11/19/2030, 144A		19,120,942
	7,385,000	Athene Holding Ltd., 3.500%, 1/15/2031		7,068,557
	8,255,000	CNO Financial Group, Inc., 5.250%, 5/30/2029		8,700,935
	19,600,000	Fidelity & Guaranty Life Holdings, Inc., 5.500%, 5/01/2025, 144A		20,520,392
	9,063,000	Mutual of Omaha Insurance Co., 6.800%, 6/15/2036, 144A		11,105,911
	26,914,000	National Life Insurance Co., 10.500%, 9/15/2039, 144A(c)(d)		40,252,848
	23,335,000	New York Life Global Funding, 0.850%, 1/15/2026, 144A		21,477,836
	6,440,000	NLV Financial Corp., 7.500%, 8/15/2033, 144A(c)(d)		8,015,868
	2,872,000	Penn Mutual Life Insurance Co. (The), 6.650%, 6/15/2034, 144A		3,399,730

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Life Insurance – continued
	$    14,489,000	Penn Mutual Life Insurance Co. (The), 7.625%, 6/15/2040, 144A	$	19,407,773
				187,709,548
		Local Authorities – 0.2%
	14,455,000	Province of Quebec Canada, 0.600%, 7/23/2025		13,499,724
		Lodging – 0.2%
	1,795,000	Marriott International, Inc., Series FF, 4.625%, 6/15/2030		1,859,065
	3,525,000	Marriott International, Inc., Series HH, 2.850%, 4/15/2031		3,217,243
	975,000	Marriott Ownership Resorts, Inc., 4.500%, 6/15/2029, 144A		918,937
	7,435,000	Travel & Leisure Co., 4.500%, 12/01/2029, 144A		6,894,624
	1,610,000	Travel & Leisure Co., 4.625%, 3/01/2030, 144A		1,497,300
	205,000	Travel & Leisure Co., 6.000%, 4/01/2027		211,150
	235,000	Travel & Leisure Co., 6.625%, 7/31/2026, 144A		244,988
				14,843,307
		Media Entertainment – 1.3%
	2,610,000	iHeartCommunications, Inc., 4.750%, 1/15/2028, 144A		2,492,550
	3,925,000	iHeartCommunications, Inc., 5.250%, 8/15/2027, 144A		3,880,844
	4,125,000	Magallanes, Inc., 4.054%, 3/15/2029, 144A		4,145,130
	6,335,000	Magallanes, Inc., 4.279%, 3/15/2032, 144A		6,370,666
	2,080,000	Netflix, Inc., 4.875%, 4/15/2028		2,181,410
	22,100,000	Netflix, Inc., 4.875%, 6/15/2030, 144A		23,574,070
	2,545,000	Netflix, Inc., 5.375%, 11/15/2029, 144A		2,754,963
	5,910,000	Netflix, Inc., 5.875%, 11/15/2028		6,514,593
	9,540,000	Netflix, Inc., 6.375%, 5/15/2029		10,787,641
	2,700,000	Paramount Global, 4.200%, 6/01/2029		2,730,691
	10,855,000	Paramount Global, 4.950%, 1/15/2031		11,538,652
				76,971,210

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Metals & Mining – 2.6%
	$         550,000	Anglo American Capital PLC, 2.625%, 9/10/2030, 144A	$	498,691
	1,325,000	Anglo American Capital PLC, 2.875%, 3/17/2031, 144A		1,221,122
	6,260,000	Anglo American Capital PLC, 4.000%, 9/11/2027, 144A		6,272,208
	34,334,000	Anglo American Capital PLC, 4.500%, 3/15/2028, 144A		35,599,059
	8,785,000	Anglo American Capital PLC, 4.750%, 4/10/2027, 144A		9,111,807
	11,405,000	ArcelorMittal S.A., 6.750%, 3/01/2041		13,488,117
	5,890,000	First Quantum Minerals Ltd., 6.875%, 10/15/2027, 144A		6,169,775
	6,325,000	FMG Resources August 2006 Pty Ltd., 4.375%, 4/01/2031, 144A		5,982,817
	2,930,000	Freeport-McMoRan, Inc., 4.375%, 8/01/2028		2,943,566
	1,975,000	Freeport-McMoRan, Inc., 4.625%, 8/01/2030		2,019,437
	6,175,000	Freeport-McMoRan, Inc., 5.400%, 11/14/2034		6,854,559
	1,770,000	Freeport-McMoRan, Inc., 5.450%, 3/15/2043		1,982,117
	7,688,000	Glencore Funding LLC, 3.875%, 10/27/2027, 144A		7,648,484
	39,092,000	Glencore Funding LLC, 4.000%, 3/27/2027, 144A		39,211,835
	11,700,000	Glencore Funding LLC, 4.125%, 3/12/2024, 144A		11,858,065
	4,280,000	Newcrest Finance Pty Ltd., 3.250%, 5/13/2030, 144A		4,093,012
	1,855,000	Reliance Steel & Aluminum Co., 2.150%, 8/15/2030		1,662,815
	2,010,000	Volcan Cia Minera SAA, 4.375%, 2/11/2026, 144A		1,924,575
				158,542,061
		Midstream – 2.2%
	22,495,000	Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029		22,424,812
	13,555,000	DCP Midstream Operating LP, 3.250%, 2/15/2032		12,199,500
	1,635,000	DCP Midstream Operating LP, 5.125%, 5/15/2029		1,681,581
	650,000	DCP Midstream Operating LP, 6.450%, 11/03/2036, 144A		748,962
	7,000,000	Energy Transfer LP, 4.950%, 6/15/2028		7,351,671
	6,405,000	Energy Transfer LP, 5.250%, 4/15/2029		6,834,818

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Midstream – continued
	$      1,435,000	Gray Oak Pipeline LLC, 3.450%, 10/15/2027, 144A	$	1,382,113
	14,660,000	Kinder Morgan Energy Partners LP, 3.500%, 9/01/2023		14,796,872
	85,000	Kinder Morgan Energy Partners LP, 5.000%, 8/15/2042		87,009
	375,000	Kinder Morgan, Inc., 5.050%, 2/15/2046		397,755
	14,040,000	MPLX LP, 4.250%, 12/01/2027		14,500,027
	85,000	NGPL PipeCo LLC, 7.768%, 12/15/2037, 144A		106,677
	225,000	Plains All American Pipeline LP/PAA Finance Corp., 2.850%, 1/31/2023		224,749
	3,710,000	Plains All American Pipeline LP/PAA Finance Corp., 3.800%, 9/15/2030		3,639,068
	7,365,000	Plains All American Pipeline LP/PAA Finance Corp., 4.300%, 1/31/2043		6,520,967
	7,825,000	Plains All American Pipeline LP/PAA Finance Corp., 4.700%, 6/15/2044		7,342,242
	620,000	Plains All American Pipeline LP/PAA Finance Corp., 4.900%, 2/15/2045		594,410
	12,445,000	Sabine Pass Liquefaction LLC, 4.500%, 5/15/2030		13,014,577
	2,170,000	Western Midstream Operating LP, 4.550%, 2/01/2030		2,159,150
	5,070,000	Western Midstream Operating LP, 5.300%, 3/01/2048		5,019,300
	950,000	Western Midstream Operating LP, 5.450%, 4/01/2044		963,072
	710,000	Western Midstream Operating LP, 5.500%, 8/15/2048		701,125
	2,870,000	Western Midstream Operating LP, 5.750%, 2/01/2050		2,798,250
	8,405,000	Williams Cos., Inc. (The), 3.350%, 8/15/2022		8,418,997
				133,907,704
		Mortgage Related – 0.0%
	824	FNMA, 6.000%, 7/01/2029		895
		Non-Agency Commercial Mortgage-Backed Securities – 1.6%
	8,625,000	BANK, Series 2021-BN35, Class AS, 2.457%, 6/15/2064		7,937,978
	410,000	BBSG Mortgage Trust, Series 2016-MRP, Class A, 3.275%, 6/05/2036, 144A		390,316
	1,410,000	Commercial Mortgage Pass Through Certificates, Series 2012-CR3, Class AM, 3.416%, 10/15/2045, 144A		1,403,547
	785,000	Commercial Mortgage Pass Through Certificates, Series 2012-LTRT, Class A2, 3.400%, 10/05/2030, 144A		773,972

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Non-Agency Commercial Mortgage-Backed Securities – continued
	$         730,574	Commercial Mortgage Trust, Series 2012-LC4, Class B, 4.934%, 12/10/2044(a)	$	729,615
	2,010,000	Commercial Mortgage Trust, Series 2012-LC4, Class C, 5.467%, 12/10/2044(a)		1,988,493
	370,000	Credit Suisse Mortgage Trust, Series 2014-USA, Class B, 4.185%, 9/15/2037, 144A		344,076
	510,000	Credit Suisse Mortgage Trust, Series 2014-USA, Class C, 4.336%, 9/15/2037, 144A		467,524
	12,790,000	Credit Suisse Mortgage Trust, Series 2014-USA, Class D, 4.373%, 9/15/2037, 144A		11,270,814
	5,095,000	DBUBS Mortgage Trust, Series 2017-BRBK, Class D, 3.530%, 10/10/2034, 144A(a)		4,906,905
	3,523,316	Extended Stay America Trust, Series 2021-ESH, Class C, 1-month LIBOR + 1.700%, 2.097%, 7/15/2038, 144A(b)		3,472,439
	2,390,000	GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A, 3.550%, 3/05/2033, 144A(a)		2,321,215
	9,406,000	GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class D, 3.550%, 3/05/2033, 144A(a)		7,706,152
	6,079,000	GS Mortgage Securities Trust, Series 2014-GC18, Class B, 4.885%, 1/10/2047(a)		5,657,711
	6,478,000	JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class C, 4.364%, 12/15/2047, 144A(a)		6,425,644
	340,000	JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class D, 4.364%, 12/15/2047, 144A(a)		334,829
	4,990,000	MedTrust, Series 2021-MDLN, Class C, 1-month LIBOR + 1.800%, 2.197%, 11/15/2038, 144A(b)		4,891,241
	945,000	Morgan Stanley Bank of America Merrill Lynch Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2, 3.277%, 10/15/2030, 144A		935,226
	5,050,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, 4.152%, 8/15/2046(a)		5,077,874
	1,405,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C12, Class C, 4.763%, 10/15/2046(a)		1,347,645
	3,456,000	Morgan Stanley Capital I Trust, Series 2011-C2, Class E, 5.212%, 6/15/2044, 144A(a)(c)(d)		2,765,953
	441,526	Motel Trust, Series 2021-MTL6, Class C, 1-month LIBOR + 1.500%, 1.897%, 9/15/2038, 144A(b)		433,457
	4,735,000	RBS Commercial Funding Trust, Series 2013-GSP, Class A, 3.834%, 1/15/2032, 144A(a)		4,749,838
	965,000	UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class BEC, 4.875%, 5/10/2063, 144A(a)		945,566
	6,706,000	UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class E, 4.947%, 5/10/2063, 144A(a)(c)(d)		556,598
	827,560	UBS-Barclays Commercial Mortgage Trust, Series 2012-TFT, Class A, 2.892%, 6/05/2030, 144A		825,861
	4,990,000	Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class B, 4.305%, 7/15/2046(a)		4,790,398
	4,030,000	Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class AS, 3.419%, 11/15/2059		3,836,136
	1,640,146	WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D, 5.294%, 3/15/2044, 144A(a)		713,464
	1,565,000	WFRBS Commercial Mortgage Trust, Series 2012-C10, Class B, 3.744%, 12/15/2045		1,552,770

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Non-Agency Commercial Mortgage-Backed Securities – continued
	$      1,746,000	WFRBS Commercial Mortgage Trust, Series 2012-C7, Class C, 4.779%, 6/15/2045(a)	$	1,342,325
	865,000	WFRBS Commercial Mortgage Trust, Series 2012-C7, Class E, 4.779%, 6/15/2045, 144A(a)(c)(d)		127,587
	4,615,000	WFRBS Commercial Mortgage Trust, Series 2014-C20, Class B, 4.378%, 5/15/2047		4,495,636
	1,290,000	WFRBS Commercial Mortgage Trust, Series 2014-C24, Class B, 4.204%, 11/15/2047(a)		1,226,840
				96,745,645
		Paper – 0.5%
	10,460,000	Suzano Austria GmbH, 3.750%, 1/15/2031		9,848,090
	16,595,000	Weyerhaeuser Co., 4.000%, 4/15/2030		17,089,024
	2,745,000	WRKCo, Inc., 3.000%, 6/15/2033		2,563,684
				29,500,798
		Pharmaceuticals – 0.5%
	570,000	Bausch Health Cos., Inc., 4.875%, 6/01/2028, 144A		545,775
	865,000	Bausch Health Cos., Inc., 5.000%, 1/30/2028, 144A		712,388
	120,000	Bausch Health Cos., Inc., 5.000%, 2/15/2029, 144A		93,481
	340,000	Bausch Health Cos., Inc., 5.250%, 1/30/2030, 144A		267,083
	1,295,000	Bausch Health Cos., Inc., 5.250%, 2/15/2031, 144A		1,007,976
	135,000	Bausch Health Cos., Inc., 6.250%, 2/15/2029, 144A		110,700
	220,000	Bausch Health Cos., Inc., 7.000%, 1/15/2028, 144A		196,962
	980,000	Teva Pharmaceutical Finance Co. LLC, 6.150%, 2/01/2036		989,800
	15,105,000	Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/2026		13,675,916
	6,270,000	Teva Pharmaceutical Finance Netherlands III BV, 4.100%, 10/01/2046		4,921,950
	4,335,000	Teva Pharmaceutical Finance Netherlands III BV, 4.750%, 5/09/2027		4,161,383
	3,140,000	Teva Pharmaceutical Finance Netherlands III BV, 5.125%, 5/09/2029		3,018,231
				29,701,645
		Property & Casualty Insurance – 0.7%
	5,653,000	American International Group, Inc., 4.200%, 4/01/2028		5,867,092
	16,635,000	Fidelity National Financial, Inc., 3.400%, 6/15/2030		16,019,475

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Property & Casualty Insurance – continued
	$      2,740,000	Fidelity National Financial, Inc., 5.500%, 9/01/2022	$	2,779,196
	3,159,000	Sirius International Group Ltd., 4.600%, 11/01/2026, 144A		3,079,109
	14,195,000	Stewart Information Services Corp., 3.600%, 11/15/2031		12,919,088
				40,663,960
		REITs - Apartments – 0.0%
	2,185,000	American Homes 4 Rent, 2.375%, 7/15/2031		1,928,906
		REITs - Health Care – 0.1%
	5,972,000	Welltower, Inc., 6.500%, 3/15/2041		7,671,296
		REITs - Office Property – 0.0%
	2,085,000	Corporate Office Properties LP, 2.750%, 4/15/2031		1,871,730
		REITs - Regional Malls – 0.1%
	6,815,000	Simon Property Group LP, 2.650%, 7/15/2030		6,426,993
		REITs - Shopping Centers – 0.1%
	1,600,000	Brixmor Operating Partnership LP, 2.250%, 4/01/2028		1,461,179
	2,280,000	Brixmor Operating Partnership LP, 4.050%, 7/01/2030		2,287,610
				3,748,789
		Restaurants – 0.1%
	2,375,000	Yum! Brands, Inc., 4.750%, 1/15/2030, 144A		2,328,984
	1,890,000	Yum! Brands, Inc., 7.750%, 4/01/2025, 144A		1,963,238
				4,292,222
		Retailers – 1.4%
	21,520,000	7-Eleven, Inc., 0.800%, 2/10/2024, 144A		20,672,905
	1,960,000	AutoNation, Inc., 4.750%, 6/01/2030		2,042,861
	9,720,000	AutoZone, Inc., 3.625%, 4/15/2025		9,823,188
	14,585,000	AutoZone, Inc., 4.000%, 4/15/2030		14,971,839
	343,224	CVS Pass-Through Trust, 5.773%, 1/10/2033, 144A		372,470
	341,707	CVS Pass-Through Trust, 6.036%, 12/10/2028		364,509
	10,487,693	CVS Pass-Through Trust, Series 2013, 4.704%, 1/10/2036, 144A		10,939,293

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Retailers – continued
	$      1,100,460	CVS Pass-Through Trust, Series 2014, 4.163%, 8/11/2036, 144A	$	1,145,975
	5,620,000	Dollar General Corp., 3.500%, 4/03/2030		5,590,527
	4,665,000	Lithia Motors, Inc., 3.875%, 6/01/2029, 144A		4,432,030
	8,064,000	Marks & Spencer PLC, 7.125%, 12/01/2037, 144A		8,591,950
	3,755,000	PVH Corp., 7.750%, 11/15/2023		4,031,894
	3,145,000	Tapestry, Inc., 3.050%, 3/15/2032		2,858,100
				85,837,541
		Sovereigns – 0.5%
	20,395,000	Mexico Government International Bond, 3.771%, 5/24/2061		16,523,213
	13,115,000	Mexico Government International Bond, 4.280%, 8/14/2041		12,225,410
				28,748,623
		Supermarkets – 0.0%
	325,000	Koninklijke Ahold Delhaize NV, 5.700%, 10/01/2040		390,783
		Technology – 4.5%
	27,985,000	Avnet, Inc., 4.625%, 4/15/2026		28,729,441
	9,915,000	Broadcom, Inc., 3.187%, 11/15/2036, 144A		8,607,102
	5,480,000	Broadcom, Inc., 4.300%, 11/15/2032		5,560,920
	22,935,000	CDW LLC/CDW Finance Corp., 3.569%, 12/01/2031		21,248,131
	1,620,000	CommScope Technologies LLC, 5.000%, 3/15/2027, 144A		1,407,092
	3,095,000	CommScope, Inc., 4.750%, 9/01/2029, 144A		2,850,526
	3,900,000	CommScope, Inc., 6.000%, 3/01/2026, 144A		3,945,201
	3,950,000	CommScope, Inc., 7.125%, 7/01/2028, 144A		3,568,331
	10,115,000	Equinix, Inc., 2.150%, 7/15/2030		8,852,311
	17,195,000	Equinix, Inc., 3.200%, 11/18/2029		16,455,549
	5,320,000	Jabil, Inc., 1.700%, 4/15/2026		4,924,863
	4,610,000	Jabil, Inc., 3.000%, 1/15/2031		4,222,979
	7,440,000	Jabil, Inc., 4.700%, 9/15/2022		7,523,094

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Technology – continued
	$    16,735,000	KLA Corp., 5.650%, 11/01/2034	$	19,020,092
	7,480,000	Marvell Technology, Inc., 2.450%, 4/15/2028		6,877,694
	6,390,000	Marvell Technology, Inc., 2.950%, 4/15/2031		5,906,549
	11,425,000	Microchip Technology, Inc., 0.983%, 9/01/2024, 144A		10,816,854
	25,479,000	Micron Technology, Inc., 4.663%, 2/15/2030		26,628,867
	10,622,000	Micron Technology, Inc., 5.327%, 2/06/2029		11,482,250
	3,980,000	NXP BV/NXP Funding LLC/NXP USA, Inc., 3.150%, 5/01/2027, 144A		3,861,402
	2,225,000	NXP BV/NXP Funding LLC/NXP USA, Inc., 3.400%, 5/01/2030, 144A		2,156,595
	1,055,000	Open Text Corp., 3.875%, 2/15/2028, 144A		1,010,553
	1,015,000	Open Text Holdings, Inc., 4.125%, 2/15/2030, 144A		962,418
	25,480,000	Oracle Corp., 3.600%, 4/01/2050		21,132,152
	4,402,000	S&P Global, Inc., 4.250%, 5/01/2029, 144A		4,632,093
	1,770,000	Skyworks Solutions, Inc., 1.800%, 6/01/2026		1,643,884
	970,000	SS&C Technologies, Inc., 5.500%, 9/30/2027, 144A		977,290
	13,665,000	TD SYNNEX Corp., 1.750%, 8/09/2026, 144A		12,515,412
	15,815,000	TSMC Arizona Corp., 2.500%, 10/25/2031		14,645,700
	9,135,000	Verisk Analytics, Inc., 4.125%, 3/15/2029		9,419,280
	1,395,000	Western Digital Corp., 2.850%, 2/01/2029		1,274,458
	955,000	Western Digital Corp., 3.100%, 2/01/2032		855,078
				273,714,161
		Transportation Services – 0.2%
	9,670,000	Adani Ports & Special Economic Zone Ltd., 4.200%, 8/04/2027, 144A		9,420,184
		Treasuries – 14.7%
	142,940,000	U.S. Treasury Bond, 2.000%, 11/15/2041		129,338,366
	206,825,000	U.S. Treasury Note, 0.125%, 4/30/2022		206,797,643
	173,275,000	U.S. Treasury Note, 0.125%, 6/30/2022		173,078,712

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Non-Convertible Bonds – continued
		Treasuries – continued
	$  119,815,000	U.S. Treasury Note, 0.125%, 12/31/2022(e)	$	118,654,292
	79,165,000	U.S. Treasury Note, 0.125%, 4/30/2023		77,767,243
	200,000,000	U.S. Treasury Note, 0.125%, 8/31/2023		194,578,124
				900,214,380
		Wireless – 1.7%
	6,125,000	Bharti Airtel Ltd., 3.250%, 6/03/2031, 144A		5,660,812
	2,295,000	Crown Castle International Corp., 2.250%, 1/15/2031		2,022,777
	3,725,000	Crown Castle International Corp., 3.300%, 7/01/2030		3,562,322
	22,660,000	Crown Castle International Corp., 3.650%, 9/01/2027		22,495,528
	6,615,000	Crown Castle International Corp., 4.000%, 3/01/2027		6,706,324
	610,000	Sprint Capital Corp., 6.875%, 11/15/2028		706,801
	1,960,000	T-Mobile USA, Inc., 2.400%, 3/15/2029, 144A		1,794,803
	3,515,000	T-Mobile USA, Inc., 2.700%, 3/15/2032, 144A		3,197,569
	15,320,000	T-Mobile USA, Inc., 3.375%, 4/15/2029		14,571,312
	7,565,000	T-Mobile USA, Inc., 3.500%, 4/15/2031		7,118,514
	36,385,000	T-Mobile USA, Inc., 3.875%, 4/15/2030		36,524,687
				104,361,449
		Wirelines – 0.0%
	857,000	Level 3 Financing, Inc., 4.625%, 9/15/2027, 144A		806,720
		Total Non-Convertible Bonds (Identified Cost $5,614,415,857)		5,489,453,765
	Convertible Bonds – 1.2%
		Airlines – 0.1%
	5,165,000	Southwest Airlines Co., 1.250%, 5/01/2025		7,008,905
		Cable Satellite – 0.3%
	9,050,000	DISH Network Corp., 2.375%, 3/15/2024		8,461,750
	13,110,000	DISH Network Corp., 3.375%, 8/15/2026		11,792,445
				20,254,195

Principal Amount		Description	Value (†)
	Bonds and Notes – continued
		Convertible Bonds – continued
		Consumer Cyclical Services – 0.1%
	$      4,515,000	Peloton Interactive, Inc., Zero Coupon, 0.519%-1.734%, 2/15/2026(f)	$	3,772,192
	5,755,000	Uber Technologies, Inc., Zero Coupon, 0.000%-1.922%, 12/15/2025(f)		5,158,610
				8,930,802
		Healthcare – 0.2%
	14,730,000	Teladoc Health, Inc., 1.250%, 6/01/2027		12,424,755
		Media Entertainment – 0.1%
	4,520,000	Twitter, Inc., Zero Coupon, 0.000%, 3/15/2026(g)		3,794,540
		Pharmaceuticals – 0.4%
	5,120,000	BioMarin Pharmaceutical, Inc., 0.599%, 8/01/2024		5,117,440
	13,985,000	BioMarin Pharmaceutical, Inc., 1.250%, 5/15/2027		14,002,978
	2,935,000	Livongo Health, Inc., 0.875%, 6/01/2025		2,973,155
				22,093,573
		Total Convertible Bonds (Identified Cost $82,244,093)		74,506,770
	Municipals – 0.1%
		Virginia – 0.1%
	7,335,000	Tobacco Settlement Financing Corp., Series A-1, 6.706%, 6/01/2046 (Identified Cost $7,078,292)		7,438,969
		Total Bonds and Notes (Identified Cost $5,703,738,242)		5,571,399,504
	Collateralized Loan Obligations – 3.4%
	1,585,000	522 Funding CLO Ltd., Series 2021-7A, Class D, 3-month LIBOR + 2.900%, 3.159%, 4/23/2034, 144A(b)		1,527,932
	5,565,000	AGL CLO 5 Ltd., Series 2020-5A, Class BR, 3-month LIBOR + 1.700%, 1.954%, 7/20/2034, 144A(b)		5,447,957
	14,785,000	Alinea CLO Ltd., Series 2018-1A, Class B, 3-month LIBOR + 1.650%, 1.904%, 7/20/2031, 144A(b)		14,701,967
	4,650,000	Allegro CLO VIII Ltd., Series 2018-2A, Class B1, 3-month LIBOR + 1.670%, 1.911%, 7/15/2031, 144A(b)		4,582,180
	3,520,000	ARES Loan Funding I Ltd., Series 2021-ALFA, Class D, 3-month LIBOR + 3.000%, 3.241%, 10/15/2034, 144A(b)		3,446,133
	4,075,000	Ares XXXVII CLO Ltd., Series 2015-4A, Class A3R, 3-month LIBOR + 1.500%, 1.741%, 10/15/2030, 144A(b)		4,028,626
	1,651,667	Atrium XV, Series 15A, Class D, 3-month LIBOR + 3.000%, 3.259%, 1/23/2031, 144A(b)		1,623,919
	1,170,000	Ballyrock CLO Ltd., Series 2019-2A, Class A2R, 3-month LIBOR + 1.400%, 1.880%, 11/20/2030, 144A(b)		1,153,468
	5,320,000	Battalion CLO VIII Ltd., Series 2015-8A, Class A2R2, 3-month LIBOR + 1.550%, 1.791%, 7/18/2030, 144A(b)		5,307,269

Principal Amount		Description	Value (†)
	Collateralized Loan Obligations – continued
	$      2,525,000	Canyon CLO Ltd., Series 2018-1A, Class B, 3-month LIBOR + 1.700%, 1.941%, 7/15/2031, 144A(b)	$	2,502,134
	3,920,000	Canyon CLO Ltd., Series 2021-4A, Class B, 3-month LIBOR + 1.700%, 1.837%, 10/15/2034, 144A(b)		3,875,226
	7,170,000	Carlyle U.S. CLO Ltd., Series 2021-9A, Class B, 3-month LIBOR + 1.650%, 1.904%, 10/20/2034, 144A(b)		7,126,084
	6,500,000	CIFC Funding Ltd., Series 2014-5A, Class BR2, 3-month LIBOR + 1.800%, 2.041%, 10/17/2031, 144A(b)		6,473,291
	4,415,000	CIFC Funding Ltd., Series 2021-6A, Class B, 3-month LIBOR + 1.650%, 1.855%, 10/15/2034, 144A(b)		4,370,616
	3,335,000	Dryden 53 CLO Ltd., Series 2017-53A, Class B, 3-month LIBOR + 1.400%, 1.641%, 1/15/2031, 144A(b)		3,302,921
	1,250,000	Galaxy XXV CLO Ltd., Series 2018-25A, Class B, 3-month LIBOR + 1.650%, 1.908%, 10/25/2031, 144A(b)		1,235,784
	4,465,000	Galaxy XXVI CLO Ltd., Series 2018-26A, Class B, 3-month LIBOR + 1.700%, 2.180%, 11/22/2031, 144A(b)		4,424,293
	5,405,000	Goldentree Loan Management U.S CLO 3 Ltd., Series 2018-3A, Class B1, 3-month LIBOR + 1.550%, 1.804%, 4/20/2030, 144A(b)		5,371,959
	403,333	Halcyon Loan Advisors Funding Ltd., Series 2014-3A, Class B1R, 3-month LIBOR + 1.700%, 1.959%, 10/22/2025, 144A(b)		403,376
	13,735,000	Hayfin U.S. XII Ltd., Series 2018-8A, Class B, 3-month LIBOR + 1.480%, 1.734%, 4/20/2031, 144A(b)		13,507,274
	3,545,000	Invesco CLO Ltd., Series 2021-1A, Class D, 3-month LIBOR + 3.050% 3.291%, 4/15/2034, 144A(b)		3,445,914
	13,180,000	Madison Park Funding XIV Ltd., Series 2014-14A, Class BRR, 3-month LIBOR + 1.700%, 1.959%, 10/22/2030, 144A(b)		13,108,485
	2,945,000	Magnetite XIV-R Ltd., Series 2015-14RA, Class B, 3-month LIBOR + 1.600%, 1.841%, 10/18/2031, 144A(b)		2,915,786
	13,895,000	Morgan Stanley Eaton Vance CLO, Series 2022-16A, Class B, 3-month Term SOFR + 1.950%, 4/15/2035, 144A(b)(c)(d)(h)		13,860,915
	2,105,000	Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class DR, 3-month LIBOR + 2.900%, 3.141%, 4/15/2034, 144A(b)		2,040,926
	545,455	Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class A2R2, 3-month LIBOR + 1.700%, 1.955%, 10/21/2030, 144A(b)		538,900
	6,205,000	OCP CLO Ltd., Series 2016-12A, Class BR2, 3-month Term SOFR + 1.810%, 2.531%, 4/18/2033, 144A(b)		6,174,310
	14,755,000	OCP CLO Ltd., Series 2020-8RA, Class A2, 3-month LIBOR + 1.550%, 1.791%, 1/17/2032, 144A(b)		14,593,772
	2,000,000	Octagon Investment Partners 26 Ltd., Series 2016-1A, Class BR, 3-month LIBOR + 1.600%, 1.841%, 7/15/2030, 144A(b)		1,969,606
	1,986,282	Octagon Investment Partners 28 Ltd., Series 2016-1A, Class BR, 3-month LIBOR + 1.800%, 2.059%, 10/24/2030, 144A(b)		1,966,004
	4,155,000	Octagon Investment Partners 46 Ltd., Series 2020-2A, Class DR, 3-month LIBOR + 3.300%, 3.541%, 7/15/2036, 144A(b)		4,066,062
	7,170,000	Octagon Investment Partners Ltd., Series 2018-18A, Class A2, 3-month LIBOR + 1.470%, 1.711%, 4/16/2031, 144A(b)		7,043,041
	1,440,000	Palmer Square CLO Ltd., Series 2015-1A, Class A2R4, 3-month LIBOR + 1.700%, 2.180%, 5/21/2034, 144A(b)		1,421,945
	12,875,000	Post CLO Ltd., Series 2022-1A, Class B, 3-month Term SOFR + 1.900%, 2.613%, 4/20/2035, 144A(b)		12,812,183
	4,310,000	Rad CLO Ltd., Series 2021-15A, Class B, 3-month LIBOR + 1.650%, 1.897%, 1/20/2034, 144A(b)		4,277,356
	1,730,000	Recette CLO Ltd., Series 2015-1A, Class BRR, 3-month LIBOR + 1.400%, 1.654%, 4/20/2034, 144A(b)		1,680,255
	1,015,000	Regatta XV Funding Ltd., Series 2018-4A, Class A2, 3-month LIBOR + 1.850%, 2.108%, 10/25/2031, 144A(b)		998,696

Principal Amount		Description	Value (†)
	Collateralized Loan Obligations – continued
	$      6,680,000	Rockford Tower CLO Ltd., Series 2017-1A, Class DR2A, 3-month LIBOR + 3.250%, 3.504%, 4/20/2034, 144A(b)	$	6,591,777
	1,830,000	Vibrant CLO XIV Ltd., Series 2021-14A, Class C, 3-month LIBOR + 3.750%, 4.004%, 10/20/2034, 144A(b)		1,784,612
	3,335,000	Voya CLO Ltd., Series 2013-3A, Class A2RR, 3-month LIBOR + 1.700%, 1.941%, 10/18/2031, 144A(b)		3,274,897
	1,610,000	Voya CLO Ltd., Series 2016-3A, Class A3R, 3-month LIBOR + 1.750%, 1.991%, 10/18/2031, 144A(b)		1,577,174
	6,235,000	Voya CLO Ltd., Series 2018-3A, Class B, 3-month LIBOR + 1.650%, 1.891%, 10/15/2031, 144A(b)		6,139,062
		Total Collateralized Loan Obligations (Identified Cost $205,919,199)		206,694,087
Shares
	Preferred Stocks – 1.3%
	Convertible Preferred Stocks – 1.3%
		Banking – 0.8%
	17,832	Bank of America Corp., Series L, 7.250%		23,404,500
	18,269	Wells Fargo & Co., Class A, Series L, 7.500%		24,206,425
				47,610,925
		Wireless – 0.5%
	28,763	2020 Cash Mandatory Exchangeable Trust, 5.250%, 144A(c)(d)		32,070,745
		Total Convertible Preferred Stocks (Identified Cost $83,896,536)		79,681,670
		Total Preferred Stocks (Identified Cost $83,896,536)		79,681,670
Principal Amount
	Short-Term Investments – 2.9%
	$  176,957,154	Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation, dated 3/31/2022 at 0.000% to be repurchased at $176,957,154 on 4/01/2022 collateralized by $181,147,400 U.S. Treasury Note, 2.375% due 3/31/2029 valued at $180,496,356 including accrued interest(i) (Identified Cost $176,957,154)		176,957,154
		Total Investments – 98.7% (Identified Cost $6,170,511,131)		6,034,732,415
		Other assets less liabilities – 1.3%		80,172,037
		Net Assets – 100.0%	$	6,114,904,452

(†) Fund securities and other investments are valued at market value based on market quotations obtained or determined by independent pricing services recommended by the adviser and approved by the Board of Trustees. Fund securities and other investments for which market quotations are not readily available are valued at fair value as determined in good faith by the adviser pursuant to procedures approved by the Board of Trustees, as described below. Market value is determined as follows: Debt securities and unlisted preferred equity securities are valued based on evaluated bids furnished to the Fund by an independent pricing service or bid prices obtained from broker-dealers.

Senior loans and collateralized loan obligations are valued at bid prices supplied by an independent pricing service, if available.

Listed equity securities (including shares of closed-end investment companies and exchange-traded funds) are valued at the last sale price quoted on the exchange where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. Securities traded on the NASDAQ Global Select Market, NASDAQ Global Market and NASDAQ Capital Market are valued at the NASDAQ Official Closing Price (“NOCP”), or if lacking an NOCP, at the most recent bid quotations on the applicable NASDAQ Market. Unlisted equity securities (except unlisted preferred equity securities) are valued at the last sale price quoted in the market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be valued using evaluated bids furnished by an independent pricing service, if available.

In some foreign markets, an official close price and a last sale price may be available from the foreign exchange or market. In those cases, the official close price is used.

Broker-dealer bid prices may be used to value debt and unlisted equity securities and senior loans and collateralized loan obligations where an independent pricing service is unable to price a security or where an independent pricing service does not provide a reliable price for the security.

Forward foreign currency contracts are valued utilizing interpolated rates determined based on information provided by an independent pricing service.

Futures contracts are valued at the most recent settlement price on the exchange on which the adviser believes that, over time, they are traded most extensively.

Centrally cleared swap agreements are valued at settlement prices of the clearing house on which the contracts were traded or prices obtained from broker-dealers.

Fund securities and other investments for which market quotations are not readily available are valued at fair value as determined in good faith by the adviser pursuant to procedures approved by the Board of Trustees. The Fund may also value securities and other investments at fair value in other circumstances such as when extraordinary events occur after the close of a foreign market but prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the issuer’s security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing its securities or other investments, the Fund may, among other things, use modeling tools or other processes that may take into account factors such as securities or other market activity and/or significant events that occur after the close of the foreign market and before the time the Fund’s net asset value (“NAV”) is calculated. Fair value pricing may require subjective determinations about the value of a security, and fair values used to determine the Fund’s NAV may differ from quoted or published prices, or from prices that are used by others, for the same securities. In addition, the use of fair value pricing may not always result in adjustments to the prices of securities held by the Fund.

Illiquid securities for which market quotations are readily available and have been evaluated by the adviser are considered and classified as fair valued securities pursuant to the Fund’s pricing policies and procedures.

The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.

(a) Variable rate security. The interest rate adjusts periodically based on; (i) changes in current interest rates and/or prepayments on underlying pools of assets, if applicable, (ii) reference to a base lending rate plus or minus a margin, and/or (iii) reference to a base lending rate adjusted by a multiplier and/or subject to certain floors or caps. Rate as of March 31, 2022 is disclosed.

(b) Variable rate security. Rate as of March 31, 2022 is disclosed.

(c) Illiquid security.

(d) Securities classified as fair valued pursuant to the Fund’s pricing policies and procedures. At March 31, 2022, the value of these securities amounted to $107,395,644 or 1.8% of net assets.

(e) Security (or a portion thereof) has been pledged as collateral for potential derivative contracts.

(f) Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund’s investment in this security is comprised of various lots with differing annualized yields.

(g) Interest rate represents annualized yield at time of purchase; not a coupon rate.

(h) New issue unsettled as of March 31, 2022. Coupon rate does not take effect until settlement date.

(i) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund’s policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund’s ability to dispose of the underlying securities. As of March 31, 2022, the Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

144A All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, the value of Rule 144A holdings amounted to $2,296,482,228 or 37.6% of net assets.

ABS Asset-Backed Securities

ARS Auction Rate Security

FNMA Federal National Mortgage Association

GMTN Global Medium Term Note

LIBOR London Interbank Offered Rate

MTN Medium Term Note

REITs Real Estate Investment Trusts

SLM Sallie Mae

SOFR Secured Overnight Financing Rate

Fair Value Measurements

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of the Fund’s assets or liabilities. These inputs are summarized in the three broad levels listed below:

• Level 1 – quoted prices in active markets for identical assets or liabilities;

• Level 2 – prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

• Level 3 – prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect the Fund’s own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used to value the Fund’s investments as of March 31, 2022, at value:

Asset Valuation Inputs

Description	Level 1		Level 2		Level 3		Total
Bonds and Notes*	$	—	$	5,571,399,504	$	—	$	5,571,399,504
Collateralized Loan Obligations		—		206,694,087		—		206,694,087
Preferred Stocks
Banking		47,610,925		—		—		47,610,925
Wireless		—		32,070,745		—		32,070,745
Total Preferred Stocks		47,610,925		32,070,745		—		79,681,670
Short-Term Investments		—		176,957,154		—		176,957,154
Total	$	47,610,925	$	5,987,121,490	$	—	$	6,034,732,415

* Details of the major categories of the Fund’s investments are reflected within the Portfolio of Investments.

Industry Summary at March 31, 2022 (Unaudited)

Treasuries	14.7	%
Banking	10.2
ABS Car Loan	7.1
ABS Home Equity	4.8
Finance Companies	4.6
Technology	4.5
Life Insurance	3.1
ABS Other	3.0
Independent Energy	2.7
Cable Satellite	2.6
Metals & Mining	2.6
Aerospace & Defense	2.3
Wireless	2.2
Automotive	2.2
Midstream	2.2
Other Investments, less than 2% each	23.6
Collateralized Loan Obligations	3.4
Short-Term Investments	2.9
Total Investments	98.7
Other assets less liabilities	1.3
Net Assets	100.0	%