# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001410368-26-029189
**Filing Date:** 2026-3
**Character Count:** 1202293
**Document Hash:** b6e18dbc161465893818bd70533a9acd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-029189.hdr.sgml**: 20260324

**ACCESSION NUMBER**: 0001410368-26-029189

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260324

**DATE AS OF CHANGE**: 20260324

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620

**ORGANIZATION NAME:**
- **EIN:** 133179654
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03802
- **FILM NUMBER:** 26785503

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20070601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19981105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19930701

## Series and Classes Contracts Data

### Neuberger Core Bond Fund (Series ID: S000007835)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000021325 | Investor Class      | NCRIX           |
| C000021326 | Institutional Class | NCRLX           |
| C000057304 | Class A             | NCRAX           |
| C000057305 | Class C             | NCRCX           |
| C000153036 | Class R6            | NRCRX           |

## Nport-Ex

Schedule of Investments Core Bond Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **U.S. Treasury Obligations 9.8%** | **U.S. Treasury Obligations 9.8%** | **U.S. Treasury Obligations 9.8%** |
|  | U.S. Treasury Bonds |  |
| $11540000 | &nbsp;&nbsp;&nbsp; 2.00%, due 11/15/2041 - 8/15/2051 | &nbsp;&nbsp; $6995123 |
| 4360000 | &nbsp;&nbsp;&nbsp; 3.13%, due 2/15/2042 | &nbsp;&nbsp; 3576222 |
| 18420000 | &nbsp;&nbsp;&nbsp; 4.63%, due 5/15/2044 - 11/15/2055 | &nbsp;&nbsp; 17889567 |
| 2175000 | &nbsp;&nbsp;&nbsp; 2.50%, due 2/15/2045 | &nbsp;&nbsp; 1536094 |
| 3660000 | &nbsp;&nbsp;&nbsp; 2.25%, due 8/15/2046 | &nbsp;&nbsp; 2402733 |
| 14195000 | &nbsp;&nbsp;&nbsp; 3.38%, due 11/15/2048 | &nbsp;&nbsp; 11188543 |
| 4485000 | &nbsp;&nbsp;&nbsp; 1.63%, due 11/15/2050 | &nbsp;&nbsp; 2346040 |
| 4420000 | &nbsp;&nbsp;&nbsp; 4.25%, due 8/15/2054 | &nbsp;&nbsp; 3975756 |
| 13465000 | &nbsp;&nbsp;&nbsp; 4.75%, due 5/15/2055 - 8/15/2055 | &nbsp;&nbsp; 13165977 |
|  | U.S. Treasury Notes |  |
| 5945000 | &nbsp;&nbsp;&nbsp; 4.13%, due 10/31/2027 - 7/31/2028 | &nbsp;&nbsp; 6017252 |
| 15995000 | &nbsp;&nbsp;&nbsp; 3.50%, due 10/31/2027 - 11/30/2030 | &nbsp;&nbsp; 15927691 |
| 10970000 | &nbsp;&nbsp;&nbsp; 3.63%, due 3/31/2028 | &nbsp;&nbsp; 10987141 |
| 3990000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/15/2035 | &nbsp;&nbsp; 4115623 |
| 6065000 | &nbsp;&nbsp;&nbsp; 4.25%, due 5/15/2035 - 8/15/2035 | &nbsp;&nbsp; 6075999 |
| 11100000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2035 | &nbsp;&nbsp; 10872797 |
| **Total U.S. Treasury Obligations (Cost $117,429,532)** | **Total U.S. Treasury Obligations (Cost $117,429,532)** | &nbsp;&nbsp; **117072558** |
| **U.S. Government Agency Securities 0.7%** | **U.S. Government Agency Securities 0.7%** | **U.S. Government Agency Securities 0.7%** |
| 1985000 | Federal National Mortgage Association Principal Strip, 0.00%, due 7/15/2037 | &nbsp;&nbsp; 1166109<br> <sup>(a)</sup><br>|
|  | Tennessee Valley Authority |  |
| 2160000 | &nbsp;&nbsp;&nbsp; 5.25%, due 2/1/2055 | &nbsp;&nbsp; 2140499 |
| 2005000 | &nbsp;&nbsp;&nbsp; 4.88%, due 5/15/2035 | &nbsp;&nbsp; 2064945 |
| 3520000 | &nbsp;&nbsp;&nbsp; 3.88%, due 8/1/2030 | &nbsp;&nbsp; 3520761 |
| **Total U.S. Government Agency Securities (Cost $9,045,536)** | **Total U.S. Government Agency Securities (Cost $9,045,536)** | &nbsp;&nbsp; **8892314** |
| **Mortgage-Backed Securities 41.4%** | **Mortgage-Backed Securities 41.4%** | **Mortgage-Backed Securities 41.4%** |
| **Collateralized Mortgage Obligations 5.7%** | **Collateralized Mortgage Obligations 5.7%** | **Collateralized Mortgage Obligations 5.7%** |
| 543941 | A&D Mortgage Trust, Series 2025-NQM3, Class A1, 5.37%, due 8/25/2070 | &nbsp;&nbsp; 548733<br> <sup>(b)</sup><br>|
|  | Angel Oak Mortgage Trust |  |
| 29041 | &nbsp;&nbsp;&nbsp; Series 2019-6, Class A1, 2.62%, due 11/25/2059 | &nbsp;&nbsp; 28794<br> <sup>(b)(c)</sup><br>|
| 639028 | &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, 1.07%, due 5/25/2066 | &nbsp;&nbsp; 557653<br> <sup>(b)(c)</sup><br>|
| 97219 | &nbsp;&nbsp;&nbsp; Series 2022-5, Class A1, 4.50%, due 5/25/2067 | &nbsp;&nbsp; 96800<br> <sup>(b)</sup><br>|
| 744950 | &nbsp;&nbsp;&nbsp; Series 2025-10, Class A2, 5.16%, due 9/25/2070 | &nbsp;&nbsp; 747285<br> <sup>(b)</sup><br>|
|  | Chase Home Lending Mortgage Trust |  |
| 461811 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class A6A, 6.00%, due 2/25/2055 | &nbsp;&nbsp; 465030<br> <sup>(b)(c)</sup><br>|
| 966298 | &nbsp;&nbsp;&nbsp; Series 2024-4, Class A6, 6.00%, due 3/25/2055 | &nbsp;&nbsp; 972811<br> <sup>(b)(c)</sup><br>|
| 1636974 | &nbsp;&nbsp;&nbsp; Series 2024-11, Class A4, 6.00%, due 11/25/2055 | &nbsp;&nbsp; 1663247<br> <sup>(b)(c)</sup><br>|
| 1744213 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A4, 6.00%, due 11/25/2055 | &nbsp;&nbsp; 1772629<br> <sup>(b)(c)</sup><br>|
| 2429931 | &nbsp;&nbsp;&nbsp; Series 2025-10, Class A4A, 5.50%, due 7/25/2056 | &nbsp;&nbsp; 2453380<br> <sup>(b)(c)</sup><br>|
|  | Connecticut Avenue Securities Trust |  |
| 2161000 | &nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2, (30 day USD SOFR Average + 3.10%), 6.80%, due 3/25/2042 | &nbsp;&nbsp; 2210811<br> <sup>(b)(d)</sup><br>|
| 1540000 | &nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1M2, (30 day USD SOFR Average + 3.50%), 7.20%, due 3/25/2042 | &nbsp;&nbsp; 1583029<br> <sup>(b)(d)</sup><br>|
| 1312000 | &nbsp;&nbsp;&nbsp; Series 2022-R07, Class 1M2, (30 day USD SOFR Average + 4.65%), 8.35%, due 6/25/2042 | &nbsp;&nbsp; 1378077<br> <sup>(b)(d)</sup><br>|
| 475000 | &nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M2, (30 day USD SOFR Average + 3.60%), 7.30%, due 7/25/2042 | &nbsp;&nbsp; 492270<br> <sup>(b)(d)</sup><br>|
| 1600000 | &nbsp;&nbsp;&nbsp; Series 2022-R09, Class 2M2, (30 day USD SOFR Average + 4.75%), 8.45%, due 9/25/2042 | &nbsp;&nbsp; 1697137<br> <sup>(b)(d)</sup><br>|
| 2118000 | &nbsp;&nbsp;&nbsp; Series 2024-R04, Class 1M2, (30 day USD SOFR Average + 1.65%), 5.35%, due 5/25/2044 | &nbsp;&nbsp; 2124629<br> <sup>(b)(d)</sup><br>|
| 342217 | &nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M1, (30 day USD SOFR Average + 1.20%), 4.90%, due 5/25/2045 | &nbsp;&nbsp; 342828<br> <sup>(b)(d)</sup><br>|
| 814000 | &nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M2, (30 day USD SOFR Average + 1.55%), 5.25%, due 9/25/2045 | &nbsp;&nbsp; 816065<br> <sup>(b)(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
| $436985 | Cross Mortgage Trust, Series 2024-H8, Class A1, 5.55%, due 12/25/2069 | &nbsp;&nbsp; $441464<br> <sup>(b)(c)</sup><br>|
| 1806887 | EFMT, Series 2024-INV2, Class A1, 5.04%, due 10/25/2069 | &nbsp;&nbsp; 1812870<br> <sup>(b)</sup><br>|
| 292843 | Ellington Financial Mortgage Trust, Series 2022-1, Class A1, 2.21%, due 1/25/2067 | &nbsp;&nbsp; 262796<br> <sup>(b)(c)</sup><br>|
|  | Federal Home Loan Mortgage Corp. REMIC |  |
| 1061376 | &nbsp;&nbsp;&nbsp; Series 4018, Class HS, (6.34% - 30 day USD SOFR Average), 2.63%, due 3/15/2042 | &nbsp;&nbsp; 125213<br> <sup>(d)(e)</sup><br>|
| 652759 | &nbsp;&nbsp;&nbsp; Series 4159, Class KS, (6.04% - 30 day USD SOFR Average), 2.33%, due 1/15/2043 | &nbsp;&nbsp; 79749<br> <sup>(d)(e)</sup><br>|
|  | Federal Home Loan Mortgage Corp. STACR REMIC Trust |  |
| 1100000 | &nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2, (30 day USD SOFR Average + 1.80%), 5.50%, due 11/25/2041 | &nbsp;&nbsp; 1108497<br> <sup>(b)(d)</sup><br>|
| 550000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class M2, (30 day USD SOFR Average + 2.50%), 6.20%, due 1/25/2042 | &nbsp;&nbsp; 556534<br> <sup>(b)(d)</sup><br>|
| 1325000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B, (30 day USD SOFR Average + 2.90%), 6.60%, due 4/25/2042 | &nbsp;&nbsp; 1355223<br> <sup>(b)(d)</sup><br>|
| 31000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1B, (30 day USD SOFR Average + 3.35%), 7.05%, due 5/25/2042 | &nbsp;&nbsp; 31920<br> <sup>(b)(d)</sup><br>|
| 1050000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M2, (30 day USD SOFR Average + 5.75%), 9.45%, due 9/25/2042 | &nbsp;&nbsp; 1129039<br> <sup>(b)(d)</sup><br>|
| 2645000 | &nbsp;&nbsp;&nbsp; Series 2024-DNA2, Class M2, (30 day USD SOFR Average + 1.70%), 5.40%, due 5/25/2044 | &nbsp;&nbsp; 2657405<br> <sup>(b)(d)</sup><br>|
|  | Federal National Mortgage Association REMIC |  |
| 1120940 | &nbsp;&nbsp;&nbsp; Series 2013-6, Class SB, (5.99% - 30 day USD SOFR Average), 2.29%, due 2/25/2043 | &nbsp;&nbsp; 119761<br> <sup>(d)(e)</sup><br>|
| 655934 | &nbsp;&nbsp;&nbsp; Series 2016-32, Class LI, 3.50%, due 6/25/2046 | &nbsp;&nbsp; 106766<br> <sup>(e)</sup><br>|
|  | GCAT Trust |  |
| 205410 | &nbsp;&nbsp;&nbsp; Series 2019-NQM3, Class A1, 3.69%, due 11/25/2059 | &nbsp;&nbsp; 202569<br> <sup>(b)(c)</sup><br>|
| 951604 | &nbsp;&nbsp;&nbsp; Series 2021-NQM5, Class A1, 1.26%, due 7/25/2066 | &nbsp;&nbsp; 814494<br> <sup>(b)(c)</sup><br>|
|  | Government National Mortgage Association REMIC |  |
| 1205286 | &nbsp;&nbsp;&nbsp; Series 2013-5, Class BI, 3.50%, due 1/20/2043 | &nbsp;&nbsp; 183105<br> <sup>(e)</sup><br>|
| 552835 | &nbsp;&nbsp;&nbsp; Series 2016-77, Class TS, (6.04% - 1 mo. USD Term SOFR), 2.36%, due 12/20/2044 | &nbsp;&nbsp; 49373<br> <sup>(d)(e)</sup><br>|
| 1345607 | &nbsp;&nbsp;&nbsp; Series 2020-112, Class KA, 1.00%, due 8/20/2050 | &nbsp;&nbsp; 1041640 |
| 2999859 | &nbsp;&nbsp;&nbsp; Series 2021-26, Class AI, 2.00%, due 2/20/2051 | &nbsp;&nbsp; 383476<br> <sup>(e)</sup><br>|
| 1141823 | &nbsp;&nbsp;&nbsp; Series 2021-103, Class HE, 2.00%, due 6/20/2051 | &nbsp;&nbsp; 952216 |
| 2102505 | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A5, 5.50%, due 2/25/2056 | &nbsp;&nbsp; 2113249<br> <sup>(b)(c)</sup><br>|
| 2765520 | JP Morgan Mortgage Trust, Series 2025-NQM5, Class A1, 4.88%, due 5/25/2065 | &nbsp;&nbsp; 2775630<br> <sup>(b)(c)</sup><br>|
| 2797102 | MFA Trust, Series 2025-NQM5, Class A1, 5.19%, due 11/25/2070 | &nbsp;&nbsp; 2814219<br> <sup>(b)(c)</sup><br>|
|  | Morgan Stanley Residential Mortgage Loan Trust |  |
| 157474 | &nbsp;&nbsp;&nbsp; Series 2024-3, Class A2, 6.00%, due 7/25/2054 | &nbsp;&nbsp; 158246<br> <sup>(b)(c)</sup><br>|
| 616298 | &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, 5.15%, due 7/25/2070 | &nbsp;&nbsp; 620465<br> <sup>(b)(c)</sup><br>|
| 1824446 | &nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A1, 5.12%, due 11/25/2070 | &nbsp;&nbsp; 1837135<br> <sup>(b)(c)</sup><br>|
|  | New Residential Mortgage Loan Trust |  |
| 99838 | &nbsp;&nbsp;&nbsp; Series 2019-NQM5, Class A1, 2.71%, due 11/25/2059 | &nbsp;&nbsp; 95773<br> <sup>(b)(c)</sup><br>|
| 2044406 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A3, 5.99%, due 5/25/2065 | &nbsp;&nbsp; 2075435<br> <sup>(b)</sup><br>|
| 1458659 | &nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.01%, due 10/26/2065 | &nbsp;&nbsp; 1463375<br> <sup>(b)(c)</sup><br>|
|  | OBX Trust |  |
| 920894 | &nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.56%, due 5/25/2055 | &nbsp;&nbsp; 932599<br> <sup>(b)</sup><br>|
| 757040 | &nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A2, 5.76%, due 5/25/2055 | &nbsp;&nbsp; 765232<br> <sup>(b)</sup><br>|
| 124740 | &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, 6.07%, due 1/25/2064 | &nbsp;&nbsp; 126013<br> <sup>(b)</sup><br>|
| 951417 | &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class A1, 6.45%, due 2/25/2064 | &nbsp;&nbsp; 965878<br> <sup>(b)</sup><br>|
| 1157449 | &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class A1, 4.94%, due 9/25/2064 | &nbsp;&nbsp; 1161184<br> <sup>(b)</sup><br>|
| 1078675 | PRKCM Trust, Series 2025-AFC1, Class A1, 5.10%, due 10/25/2060 | &nbsp;&nbsp; 1084356<br> <sup>(b)(c)</sup><br>|
| 2639499 | Provident Funding Mortgage Trust, Series 2025-4, Class A4, 5.50%, due 9/25/2055 | &nbsp;&nbsp; 2657833<br> <sup>(b)(c)</sup><br>|
|  | Starwood Mortgage Residential Trust |  |
| 542534 | &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, 1.13%, due 6/25/2056 | &nbsp;&nbsp; 482874<br> <sup>(b)(c)</sup><br>|
| 1405312 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, 1.92%, due 11/25/2066 | &nbsp;&nbsp; 1252421<br> <sup>(b)(c)</sup><br>|
| 1908790 | Towd Point Mortgage Trust, Series 2022-4, Class A1, 3.75%, due 9/25/2062 | &nbsp;&nbsp; 1837591<br> <sup>(b)</sup><br>|
|  | Verus Securitization Trust |  |
| 748464 | &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, 1.05%, due 6/25/2066 | &nbsp;&nbsp; 662928<br> <sup>(b)(c)</sup><br>|
| 1138057 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, 1.63%, due 10/25/2066 | &nbsp;&nbsp; 1010511<br> <sup>(b)(c)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
| $| 2237576 | &nbsp;&nbsp;&nbsp; Series 2025-R2, Class A1, 5.09%, due 7/25/2067 | &nbsp;&nbsp; $2254596<br> <sup>(b)(c)</sup><br>|
|  | 1188914 | &nbsp;&nbsp;&nbsp; Series 2024-4, Class A1, 6.22%, due 6/25/2069 | &nbsp;&nbsp; 1205736<br> <sup>(b)</sup><br>|
|  | 2064939 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class A1, 5.62%, due 5/25/2070 | &nbsp;&nbsp; 2091391<br> <sup>(b)</sup><br>|
|  | 1157646 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class A1, 5.42%, due 7/25/2070 | &nbsp;&nbsp; 1170363<br> <sup>(b)</sup><br>|
|  | 498850 | &nbsp;&nbsp;&nbsp; Series 2025-7, Class A1, 5.13%, due 8/25/2070 | &nbsp;&nbsp; 502227<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **67482578** |
| **Commercial Mortgage-Backed 13.2%** | **Commercial Mortgage-Backed 13.2%** | **Commercial Mortgage-Backed 13.2%** | **Commercial Mortgage-Backed 13.2%** |
|  | 1706000 | 1301 Trust, Series 2025-1301, Class C, 5.64%, due 8/11/2042 | &nbsp;&nbsp; 1732484<br> <sup>(b)(c)</sup><br>|
|  | 456000 | ALA Trust, Series 2025-OANA, Class C, (1 mo. USD Term SOFR + 2.09%), 5.77%, due 6/15/2040 | &nbsp;&nbsp; 459420<br> <sup>(b)(d)</sup><br>|
|  |  | BANK |  |
|  | 4193000 | &nbsp;&nbsp;&nbsp; Series 2022-BNK39, Class A4, 2.93%, due 2/15/2055 | &nbsp;&nbsp; 3828695<br> <sup>(c)</sup><br>|
|  | 450000 | &nbsp;&nbsp;&nbsp; Series 2023-BNK45, Class A5, 5.20%, due 2/15/2056 | &nbsp;&nbsp; 460010 |
|  | 640000 | &nbsp;&nbsp;&nbsp; Series 2022-BNK41, Class A4, 3.79%, due 4/15/2065 | &nbsp;&nbsp; 611414<br> <sup>(c)</sup><br>|
|  |  | BANK5 |  |
|  | 513000 | &nbsp;&nbsp;&nbsp; Series 2023-5YR2, Class C, 7.16%, due 7/15/2056 | &nbsp;&nbsp; 528067<br> <sup>(c)</sup><br>|
|  | 1533000 | &nbsp;&nbsp;&nbsp; Series 2024-5YR12, Class C, 6.30%, due 12/15/2057 | &nbsp;&nbsp; 1570292<br> <sup>(c)</sup><br>|
|  |  | BBCMS Mortgage Trust |  |
|  | 1393000 | &nbsp;&nbsp;&nbsp; Series 2023-C19, Class A5, 5.45%, due 4/15/2056 | &nbsp;&nbsp; 1437854 |
|  | 1501000 | &nbsp;&nbsp;&nbsp; Series 2024-5C27, Class A3, 6.01%, due 7/15/2057 | &nbsp;&nbsp; 1576568 |
|  | 235000 | &nbsp;&nbsp;&nbsp; Series 2024-5C31, Class AS, 5.85%, due 12/15/2057 | &nbsp;&nbsp; 242829<br> <sup>(c)</sup><br>|
|  | 321000 | &nbsp;&nbsp;&nbsp; Series 2025-5C34, Class C, 6.81%, due 5/15/2058 | &nbsp;&nbsp; 337741<br> <sup>(c)</sup><br>|
|  |  | Benchmark Mortgage Trust |  |
|  | 10777587 | &nbsp;&nbsp;&nbsp; Series 2021-B26, Class XA, 0.84%, due 6/15/2054 | &nbsp;&nbsp; 336676<br> <sup>(c)(e)</sup><br>|
|  | 441234 | &nbsp;&nbsp;&nbsp; Series 2021-B31, Class A5, 2.67%, due 12/15/2054 | &nbsp;&nbsp; 396369 |
|  | 1079000 | &nbsp;&nbsp;&nbsp; Series 2023-V2, Class C, 6.77%, due 5/15/2055 | &nbsp;&nbsp; 1100778<br> <sup>(c)</sup><br>|
|  | 1114000 | &nbsp;&nbsp;&nbsp; Series 2023-B39, Class A4, 5.50%, due 7/15/2056 | &nbsp;&nbsp; 1164844 |
|  | 796000 | &nbsp;&nbsp;&nbsp; Series 2023-V3, Class C, 7.17%, due 7/15/2056 | &nbsp;&nbsp; 807383<br> <sup>(c)</sup><br>|
|  | 1038000 | &nbsp;&nbsp;&nbsp; Series 2026-V20, Class C, 5.44%, due 2/15/2059 | &nbsp;&nbsp; 1038446<br> <sup>(f)</sup><br>|
|  | 812000 | &nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2025-IND2, Class C, (1 mo. USD Term SOFR + 2.05%), <br> 5.73%, due 12/15/2042<br>| &nbsp;&nbsp; 814028<br> <sup>(b)(d)</sup><br>|
|  |  | BX Trust |  |
|  | 1826078 | &nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class C, (1 mo. USD Term SOFR + 1.54%), 5.22%, due 3/15/2030 | &nbsp;&nbsp; 1819230<br> <sup>(b)(d)</sup><br>|
|  | 1918000 | &nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class C, (1 mo. USD Term SOFR + 2.14%), 5.82%, due 6/15/2041 | &nbsp;&nbsp; 1918000<br> <sup>(b)(d)</sup><br>|
|  | 1730000 | &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class C, 3.86%, due 12/9/2041 | &nbsp;&nbsp; 1659904<br> <sup>(b)</sup><br>|
|  | 1667000 | &nbsp;&nbsp;&nbsp; Series 2025-GW, Class C, (1 mo. USD Term SOFR + 2.10%), 5.78%, due 7/15/2042 | &nbsp;&nbsp; 1673251<br> <sup>(b)(d)</sup><br>|
|  | 1657000 | &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class C, 5.52%, due 12/13/2042 | &nbsp;&nbsp; 1683359<br> <sup>(b)(c)</sup><br>|
|  | 1703000 | &nbsp;&nbsp;&nbsp; Series 2025-VLT7, Class C, (1 mo. USD Term SOFR + 2.35%), 6.03%, due 7/15/2044 | &nbsp;&nbsp; 1710451<br> <sup>(b)(d)</sup><br>|
|  | 2440000 | &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class C, (1 mo. USD Term SOFR + 2.35%), 6.03%, due 12/15/2044 | &nbsp;&nbsp; 2452962<br> <sup>(b)(d)</sup><br>|
|  | 2701000 | CHI Commercial Mortgage Trust, Series 2025-110W, Class C, 5.84%, due 12/13/2040 | &nbsp;&nbsp; 2731837<br> <sup>(b)(c)</sup><br>|
|  | 1445049 | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5, 4.58%, due 5/15/2054 | &nbsp;&nbsp; 1436323<br> <sup>(c)</sup><br>|
|  | 1469000 | COMM Mortgage Trust, Series 2024-CBM, Class C, 7.15%, due 12/10/2041 | &nbsp;&nbsp; 1511393<br> <sup>(b)(c)</sup><br>|
|  | 2124000 | Fashion Show Mall LLC, Series 2024-SHOW, Class A, 5.27%, due 10/10/2041 | &nbsp;&nbsp; 2161883<br> <sup>(b)(c)</sup><br>|
|  |  | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |  |
|  | 19356390 | &nbsp;&nbsp;&nbsp; Series KW03, Class X1, 0.76%, due 6/25/2027 | &nbsp;&nbsp; 141751<br> <sup>(c)(e)</sup><br>|
|  | 2487843 | &nbsp;&nbsp;&nbsp; Series K512, Class A2, 5.00%, due 11/25/2028 | &nbsp;&nbsp; 2555082 |
|  | 63186000 | &nbsp;&nbsp;&nbsp; Series K088, Class XAM, 0.42%, due 1/25/2029 | &nbsp;&nbsp; 803549<br> <sup>(c)(e)</sup><br>|
|  | 2947374 | &nbsp;&nbsp;&nbsp; Series K088, Class A2, 3.69%, due 1/25/2029 | &nbsp;&nbsp; 2931495 |
|  | 22301628 | &nbsp;&nbsp;&nbsp; Series K090, Class X1, 0.71%, due 2/25/2029 | &nbsp;&nbsp; 441722<br> <sup>(c)(e)</sup><br>|
|  | 10000000 | &nbsp;&nbsp;&nbsp; Series K098, Class XAM, 1.39%, due 8/25/2029 | &nbsp;&nbsp; 451696<br> <sup>(c)(e)</sup><br>|
|  | 4916000 | &nbsp;&nbsp;&nbsp; Series K540, Class A2, 4.51%, due 2/25/2030 | &nbsp;&nbsp; 5006377<br> <sup>(c)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
| $3342000 | &nbsp;&nbsp;&nbsp; Series K110, Class A2, 1.48%, due 4/25/2030 | &nbsp;&nbsp; $3030748 |
| 4726000 | &nbsp;&nbsp;&nbsp; Series K547, Class A2, 4.42%, due 5/25/2030 | &nbsp;&nbsp; 4794069<br> <sup>(c)</sup><br>|
| 1550000 | &nbsp;&nbsp;&nbsp; Series K544, Class A2, 4.27%, due 7/25/2030 | &nbsp;&nbsp; 1563311<br> <sup>(c)</sup><br>|
| 2983000 | &nbsp;&nbsp;&nbsp; Series K117, Class A2, 1.41%, due 8/25/2030 | &nbsp;&nbsp; 2664149 |
| 2351000 | &nbsp;&nbsp;&nbsp; Series K548, Class A2, 4.32%, due 9/25/2030 | &nbsp;&nbsp; 2374824<br> <sup>(c)</sup><br>|
| 2906000 | &nbsp;&nbsp;&nbsp; Series K554, Class A2, 4.22%, due 12/25/2030 | &nbsp;&nbsp; 2921457<br> <sup>(c)</sup><br>|
| 1680000 | &nbsp;&nbsp;&nbsp; Series K128, Class A2, 2.02%, due 3/25/2031 | &nbsp;&nbsp; 1526070 |
| 2208000 | &nbsp;&nbsp;&nbsp; Series K-1512, Class A2, 2.99%, due 5/25/2031 | &nbsp;&nbsp; 2088300 |
| 3342000 | &nbsp;&nbsp;&nbsp; Series K135, Class A2, 2.15%, due 10/25/2031 | &nbsp;&nbsp; 3007234<br> <sup>(c)</sup><br>|
| 3732000 | &nbsp;&nbsp;&nbsp; Series K145, Class A2, 2.58%, due 5/25/2032 | &nbsp;&nbsp; 3396400 |
| 5691000 | &nbsp;&nbsp;&nbsp; Series K762, Class A2, 4.36%, due 9/25/2032 | &nbsp;&nbsp; 5717353<br> <sup>(c)</sup><br>|
| 5660000 | &nbsp;&nbsp;&nbsp; Series K-159, Class A2, 4.50%, due 7/25/2033 | &nbsp;&nbsp; 5709843<br> <sup>(c)</sup><br>|
| 2870000 | &nbsp;&nbsp;&nbsp; Series K-171, Class A2, 4.40%, due 6/25/2035 | &nbsp;&nbsp; 2848122<br> <sup>(c)</sup><br>|
| 5498000 | &nbsp;&nbsp;&nbsp; Series K-172, Class A2, 4.58%, due 8/25/2035 | &nbsp;&nbsp; 5527983<br> <sup>(c)</sup><br>|
| 5732000 | &nbsp;&nbsp;&nbsp; Series K-173, Class A2, 4.60%, due 9/25/2035 | &nbsp;&nbsp; 5766583<br> <sup>(c)</sup><br>|
| 6055000 | &nbsp;&nbsp;&nbsp; Series K-175, Class A2, 4.42%, due 10/25/2035 | &nbsp;&nbsp; 6006407<br> <sup>(c)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series K-174, Class A2, 4.53%, due 10/25/2035 | &nbsp;&nbsp; 3002448<br> <sup>(c)</sup><br>|
| 3041000 | &nbsp;&nbsp;&nbsp; Series K-176, Class A2, 4.39%, due 12/25/2035 | &nbsp;&nbsp; 3004780<br> <sup>(c)(f)</sup><br>|
| 5415000 | Federal National Mortgage Association-ACES, Series 2025-M4, Class A2, 4.39%, due 8/25/2035 | &nbsp;&nbsp; 5364682 |
| 1607526 | FIVE Mortgage Trust, Series 2023-V1, Class B, 6.35%, due 2/10/2056 | &nbsp;&nbsp; 1649382<br> <sup>(c)</sup><br>|
| 2055188 | FREMF Mortgage Trust, Series K760, Class A2, 4.55%, due 1/25/2032 | &nbsp;&nbsp; 2089978<br> <sup>(c)</sup><br>|
|  | GS Mortgage Securities Trust |  |
| 950000 | &nbsp;&nbsp;&nbsp; Series 2019-GC42, Class A4, 3.00%, due 9/10/2052 | &nbsp;&nbsp; 897336 |
| 1200000 | &nbsp;&nbsp;&nbsp; Series 2019-GSA1, Class A4, 3.05%, due 11/10/2052 | &nbsp;&nbsp; 1146917 |
|  | Hudson Yards Mortgage Trust |  |
| 1274000 | &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class C, 5.95%, due 1/13/2040 | &nbsp;&nbsp; 1320560<br> <sup>(b)(c)</sup><br>|
| 1460000 | &nbsp;&nbsp;&nbsp; Series 2019-55HY, Class A, 2.94%, due 12/10/2041 | &nbsp;&nbsp; 1378411<br> <sup>(b)(c)</sup><br>|
| 2086000 | &nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class C, (1 mo. USD Term SOFR + 2.25%), 5.93%, <br> due 3/15/2042<br>| &nbsp;&nbsp; 2095126<br> <sup>(b)(d)</sup><br>|
|  | IP Mortgage Trust |  |
| 554000 | &nbsp;&nbsp;&nbsp; Series 2025-IP, Class A, 5.25%, due 6/10/2042 | &nbsp;&nbsp; 563810<br> <sup>(b)(c)</sup><br>|
| 826000 | &nbsp;&nbsp;&nbsp; Series 2025-IP, Class C, 5.83%, due 6/10/2042 | &nbsp;&nbsp; 841983<br> <sup>(b)(c)</sup><br>|
| 1432000 | IRV Trust, Series 2025-200P, Class C, 5.73%, due 3/14/2047 | &nbsp;&nbsp; 1449127<br> <sup>(b)(c)</sup><br>|
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |
| 580000 | &nbsp;&nbsp;&nbsp; Series 2022-OPO, Class A, 3.02%, due 1/5/2039 | &nbsp;&nbsp; 526350<br> <sup>(b)</sup><br>|
| 736000 | &nbsp;&nbsp;&nbsp; Series 2022-OPO, Class B, 3.38%, due 1/5/2039 | &nbsp;&nbsp; 632960<br> <sup>(b)</sup><br>|
| 2880000 | MAD Commercial Mortgage Trust, Series 2025-11MD, Class C, 5.82%, due 10/15/2042 | &nbsp;&nbsp; 2902685<br> <sup>(b)(c)</sup><br>|
| 1529000 | Manhattan West Mortgage Trust, Series 2020-1MW, Class C, 2.33%, due 9/10/2039 | &nbsp;&nbsp; 1470297<br> <sup>(b)(c)</sup><br>|
| 1635000 | NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.17%, due 2/10/2047 | &nbsp;&nbsp; 1695779<br> <sup>(b)(c)</sup><br>|
|  | NYC Commercial Mortgage Trust |  |
| 958000 | &nbsp;&nbsp;&nbsp; Series 2025-3BP, Class C, (1 mo. USD Term SOFR + 1.89%), 5.57%, due 2/15/2042 | &nbsp;&nbsp; 961592<br> <sup>(b)(d)</sup><br>|
| 1040000 | &nbsp;&nbsp;&nbsp; Series 2025-300P, Class C, 5.47%, due 7/13/2042 | &nbsp;&nbsp; 1049586<br> <sup>(b)(c)</sup><br>|
| 1633000 | ONNI Commercial Mortgage Trust, Series 2024-APT, Class D, 7.24%, due 7/15/2039 | &nbsp;&nbsp; 1681429<br> <sup>(b)(c)</sup><br>|
| 1344000 | ORL Trust, Series 2024-GLKS, Class A, (1 mo. USD Term SOFR + 1.49%), 5.17%, due 12/15/2039 | &nbsp;&nbsp; 1347360<br> <sup>(b)(d)</sup><br>|
| 488000 | PRM Trust, Series 2025-PRM6, Class D, 5.68%, due 7/5/2033 | &nbsp;&nbsp; 490581<br> <sup>(b)(c)</sup><br>|
| 2330000 | RFR Trust, Series 2025-SGRM, Class A, 5.38%, due 3/11/2041 | &nbsp;&nbsp; 2380971<br> <sup>(b)(c)</sup><br>|
| 2416000 | ROCK Trust, Series 2024-CNTR, Class A, 5.39%, due 11/13/2041 | &nbsp;&nbsp; 2485357<br> <sup>(b)</sup><br>|
| 1113000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, Series 2024-DPM, Class A, (1 mo. USD Term SOFR + 1.24%), <br> 4.92%, due 12/15/2039<br>| &nbsp;&nbsp; 1115782<br> <sup>(b)(d)</sup><br>|
| 1197000 | &nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class A, (1 mo. USD Term SOFR + 1.29%), <br> 4.97%, due 4/15/2042<br>| &nbsp;&nbsp; 1197748<br> <sup>(b)(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
| $| 1350000 | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A, 5.48%, due 7/15/2035 | &nbsp;&nbsp; $1361232<br> <sup>(b)(c)</sup><br>|
|  |  | WF-RBS Commercial Mortgage Trust |  |
|  | 1223152 | &nbsp;&nbsp;&nbsp; Series 2014-C22, Class XA, 0.27%, due 9/15/2057 | &nbsp;&nbsp; 130<br> <sup>(c)(e)</sup><br>|
|  | 382676 | &nbsp;&nbsp;&nbsp; Series 2014-C22, Class AS, 4.07%, due 9/15/2057 | &nbsp;&nbsp; 364609<br> <sup>(c)</sup><br>|
|  |  |  | &nbsp;&nbsp; **156946004** |
| **Federal Home Loan Mortgage Corp. 8.6%** | **Federal Home Loan Mortgage Corp. 8.6%** | **Federal Home Loan Mortgage Corp. 8.6%** | **Federal Home Loan Mortgage Corp. 8.6%** |
|  |  | Pass-Through Certificates |  |
|  | 618468 | &nbsp;&nbsp;&nbsp; 2.00%, due 3/1/2051 | &nbsp;&nbsp; 510231 |
|  | 8504729 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/1/2050 - 9/1/2052 | &nbsp;&nbsp; 7294808 |
|  | 7874575 | &nbsp;&nbsp;&nbsp; 3.00%, due 2/1/2050 - 1/1/2053 | &nbsp;&nbsp; 7007793 |
|  | 4182090 | &nbsp;&nbsp;&nbsp; 3.50%, due 3/1/2046 - 9/1/2052 | &nbsp;&nbsp; 3892245 |
|  | 12754837 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/1/2047 - 3/1/2054 | &nbsp;&nbsp; 12224212 |
|  | 10172233 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2039 - 1/1/2054 | &nbsp;&nbsp; 10010377 |
|  | 15242554 | &nbsp;&nbsp;&nbsp; 5.00%, due 3/1/2038 - 9/1/2055 | &nbsp;&nbsp; 15287785 |
|  | 25756371 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2052 - 5/1/2055 | &nbsp;&nbsp; 26198383 |
|  | 17774619 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/1/2052 - 9/1/2055 | &nbsp;&nbsp; 18251042 |
|  | 1159766 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/1/2053 - 2/1/2055 | &nbsp;&nbsp; 1200857 |
|  |  |  | &nbsp;&nbsp; **101877733** |
| **Federal National Mortgage Association 12.3%** | **Federal National Mortgage Association 12.3%** | **Federal National Mortgage Association 12.3%** | **Federal National Mortgage Association 12.3%** |
|  |  | Pass-Through Certificates |  |
|  | 6660082 | &nbsp;&nbsp;&nbsp; 2.00%, due 9/1/2050 - 6/1/2052 | &nbsp;&nbsp; 5466435 |
|  | 19504270 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/1/2050 - 9/1/2052 | &nbsp;&nbsp; 16699536 |
|  | 16500951 | &nbsp;&nbsp;&nbsp; 3.00%, due 1/1/2050 - 12/1/2052 | &nbsp;&nbsp; 14681254 |
|  | 14563083 | &nbsp;&nbsp;&nbsp; 3.50%, due 8/1/2043 - 11/1/2054 | &nbsp;&nbsp; 13521504 |
|  | 20437114 | &nbsp;&nbsp;&nbsp; 4.00%, due 6/1/2046 - 3/1/2055 | &nbsp;&nbsp; 19575347 |
|  | 19219042 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2034 - 3/1/2055 | &nbsp;&nbsp; 18899416 |
|  | 27894687 | &nbsp;&nbsp;&nbsp; 5.00%, due 6/1/2033 - 1/1/2056 | &nbsp;&nbsp; 27981401 |
|  | 20868547 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/1/2052 - 11/1/2055 | &nbsp;&nbsp; 21226068 |
|  | 7580815 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/1/2053 - 10/1/2055 | &nbsp;&nbsp; 7794264 |
|  | 1159463 | &nbsp;&nbsp;&nbsp; 6.50%, due 12/1/2053 - 7/1/2055 | &nbsp;&nbsp; 1200076 |
|  |  |  | &nbsp;&nbsp; **147045301** |
| **Government National Mortgage Association 1.6%** | **Government National Mortgage Association 1.6%** | **Government National Mortgage Association 1.6%** | **Government National Mortgage Association 1.6%** |
|  |  | Pass-Through Certificates |  |
|  | 6735597 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/20/2052 - 12/20/2054 | &nbsp;&nbsp; 6603799 |
|  | 4055521 | &nbsp;&nbsp;&nbsp; 5.00%, due 9/20/2052 - 1/20/2054 | &nbsp;&nbsp; 4075865 |
|  | 8352646 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/20/2052 - 11/20/2055 | &nbsp;&nbsp; 8475443 |
|  |  |  | &nbsp;&nbsp; **19155107** |
| **Total Mortgage-Backed Securities (Cost $497,160,300)** | **Total Mortgage-Backed Securities (Cost $497,160,300)** | **Total Mortgage-Backed Securities (Cost $497,160,300)** | &nbsp;&nbsp; **492506723** |
| **Asset-Backed Securities 12.6%** | **Asset-Backed Securities 12.6%** | **Asset-Backed Securities 12.6%** | **Asset-Backed Securities 12.6%** |
| **Automobiles 1.7%** | **Automobiles 1.7%** | **Automobiles 1.7%** | **Automobiles 1.7%** |
|  |  | Ally Bank Auto Credit-Linked Notes |  |
|  | 822718 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class C, 6.02%, due 5/17/2032 | &nbsp;&nbsp; 837586<br> <sup>(b)</sup><br>|
|  | 662436 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class C, 5.22%, due 9/15/2032 | &nbsp;&nbsp; 668683<br> <sup>(b)</sup><br>|
|  |  | Avis Budget Rental Car Funding AESOP LLC |  |
|  | 640000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.24%, due 8/20/2029 | &nbsp;&nbsp; 649486<br> <sup>(b)</sup><br>|
|  | 2160000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class B, 4.77%, due 2/20/2032 | &nbsp;&nbsp; 2143773<br> <sup>(b)</sup><br>|
|  | 749000 | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class C, 4.80%, due 8/15/2031 | &nbsp;&nbsp; 756247 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Automobiles – cont'd** | **Automobiles – cont'd** | **Automobiles – cont'd** | **Automobiles – cont'd** |
| $| 2041000 | Exeter Automobile Receivables Trust, Series 2025-1A, Class C, 5.09%, due 5/15/2031 | &nbsp;&nbsp; $2069171 |
|  | 400000 | Exeter Select Automobile Receivables Trust, Series 2025-2, Class A3, 4.43%, due 8/15/2030 | &nbsp;&nbsp; 402737 |
|  |  | Huntington Bank Auto Credit-Linked Notes |  |
|  | 416842 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class B1, 6.15%, due 5/20/2032 | &nbsp;&nbsp; 423679<br> <sup>(b)</sup><br>|
|  | 456680 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class B1, 5.44%, due 10/20/2032 | &nbsp;&nbsp; 461610<br> <sup>(b)</sup><br>|
|  | 1946000 | PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03%, due 7/15/2030 | &nbsp;&nbsp; 1950706<br> <sup>(b)</sup><br>|
|  | 2788000 | Santander Drive Auto Receivables Trust, Series 2025-1, Class B, 4.88%, due 3/17/2031 | &nbsp;&nbsp; 2818302 |
|  | 2795000 | SCCU Auto Receivables Trust, Series 2025-1A, Class A3, 4.57%, due 1/15/2031 | &nbsp;&nbsp; 2821224<br> <sup>(b)</sup><br>|
|  | 408689 | U.S. Bank NA, Series 2023-1, Class B, 6.79%, due 8/25/2032 | &nbsp;&nbsp; 412774<br> <sup>(b)</sup><br>|
|  |  | Westlake Automobile Receivables Trust |  |
|  | 2206000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.14%, due 10/15/2030 | &nbsp;&nbsp; 2237888<br> <sup>(b)</sup><br>|
|  | 1682000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 4.85%, due 1/15/2031 | &nbsp;&nbsp; 1701629<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **20355495** |
| **Home Equity 0.6%** | **Home Equity 0.6%** | **Home Equity 0.6%** | **Home Equity 0.6%** |
|  | 6642 | &nbsp;&nbsp; Chase Funding Trust, Series 2004-1, Class 2A2, (1 mo. USD Term SOFR + 0.57%), 4.25%, due <br> 12/25/2033<br>| &nbsp;&nbsp; 6516<br> <sup>(d)</sup><br>|
|  | 1633637 | COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A, 5.65%, due 5/25/2060 | &nbsp;&nbsp; 1655499<br> <sup>(b)</sup><br>|
|  |  | JP Morgan Mortgage Trust |  |
|  | 590711 | &nbsp;&nbsp;&nbsp; Series 2023-HE2, Class A1, (30 day USD SOFR Average + 1.70%), 5.40%, due 3/20/2054 | &nbsp;&nbsp; 592886<br> <sup>(b)(d)</sup><br>|
|  | 253589 | &nbsp;&nbsp;&nbsp; Series 2023-HE3, Class A1, (30 day USD SOFR Average + 1.60%), 5.30%, due 5/20/2054 | &nbsp;&nbsp; 254546<br> <sup>(b)(d)</sup><br>|
|  | 618172 | &nbsp;&nbsp;&nbsp; Series 2024-HE1, Class A1, (30 day USD SOFR Average + 1.50%), 5.20%, due 8/25/2054 | &nbsp;&nbsp; 620133<br> <sup>(b)(d)</sup><br>|
|  |  | RCKT Mortgage Trust |  |
|  | 1671831 | &nbsp;&nbsp;&nbsp; Series 2025-CES8, Class A1A, 5.15%, due 8/25/2055 | &nbsp;&nbsp; 1684205<br> <sup>(b)</sup><br>|
|  | 2761178 | &nbsp;&nbsp;&nbsp; Series 2025-CES10, Class A1A, 4.89%, due 11/25/2055 | &nbsp;&nbsp; 2769414<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **7583199** |
| **Other 9.5%** | **Other 9.5%** | **Other 9.5%** | **Other 9.5%** |
|  | 800000 | &nbsp;&nbsp; 522 Funding CLO Ltd., Series 2019-5A, Class AR, (3 mo. USD Term SOFR + 1.33%), 5.00%, due <br> 4/15/2035<br>| &nbsp;&nbsp; 800906<br> <sup>(b)(d)</sup><br>|
|  | 4550000 | &nbsp;&nbsp; AIMCO CLO, Series 2017-AA, Class AR2, (3 mo. USD Term SOFR + 1.14%), 4.81%, due <br> 1/20/2038<br>| &nbsp;&nbsp; 4554550<br> <sup>(b)(d)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R, (3 mo. USD Term SOFR + 1.23%), 4.90%, <br> due 10/21/2038<br>| &nbsp;&nbsp; 1003520<br> <sup>(b)(d)</sup><br>|
|  | 802447 | Aqua Finance Trust, Series 2021-A, Class A, 1.54%, due 7/17/2046 | &nbsp;&nbsp; 740340<br> <sup>(b)</sup><br>|
|  | 3000000 | &nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2024-2A, Class A1, (3 mo. USD Term SOFR + 1.52%), <br> 5.19%, due 7/15/2037<br>| &nbsp;&nbsp; 3009222<br> <sup>(b)(d)</sup><br>|
|  | 2347000 | Barings Equipment Finance LLC, Series 2025-A, Class A3, 4.82%, due 8/13/2032 | &nbsp;&nbsp; 2397799<br> <sup>(b)</sup><br>|
|  | 826850 | Beacon Container Finance II LLC, Series 2021-1A, Class A, 2.25%, due 10/22/2046 | &nbsp;&nbsp; 773841<br> <sup>(b)</sup><br>|
|  |  | Blue Stream Issuer LLC |  |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2, 5.40%, due 5/20/2053 | &nbsp;&nbsp; 502761<br> <sup>(b)</sup><br>|
|  | 1098000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.41%, due 11/20/2054 | &nbsp;&nbsp; 1109988<br> <sup>(b)</sup><br>|
|  |  | Business Jet Securities LLC |  |
|  | 1173825 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 6.20%, due 5/15/2039 | &nbsp;&nbsp; 1199792<br> <sup>(b)</sup><br>|
|  | 248957 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, 5.36%, due 9/15/2039 | &nbsp;&nbsp; 250524<br> <sup>(b)</sup><br>|
|  | 4250000 | &nbsp;&nbsp; Canyon Capital CLO Ltd., Series 2022-2A, Class A1R, (3 mo. USD Term SOFR + 1.18%), 4.85%, <br> due 4/15/2038<br>| &nbsp;&nbsp; 4261425<br> <sup>(b)(d)</sup><br>|
|  | 2167459 | Castlelake Aircraft Structured Trust, Series 2025-1A, Class A, 5.78%, due 2/15/2050 | &nbsp;&nbsp; 2200136<br> <sup>(b)</sup><br>|
|  | 1713000 | CCG Receivables Trust, Series 2025-1, Class B, 4.69%, due 10/14/2032 | &nbsp;&nbsp; 1732513<br> <sup>(b)</sup><br>|
|  |  | Cloud Capital Holdco LP |  |
|  | 1249000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.78%, due 11/22/2049 | &nbsp;&nbsp; 1256069<br> <sup>(b)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount** | **Principal Amount** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** |
| $811000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, 5.92%, due 11/22/2049<br> &nbsp;&nbsp; $822202<br> <sup>(b)</sup><br>|
|  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC |
| 2102000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 6.00%, due 5/20/2055<br> &nbsp;&nbsp; 2152402<br> <sup>(b)</sup><br>|
| 843000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, 5.52%, due 12/20/2055<br> &nbsp;&nbsp; 853585<br> <sup>(b)</sup><br>|
|  | CyrusOne Data Centers Issuer I LLC |
| 2594000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2, 5.56%, due 11/20/2048<br> &nbsp;&nbsp; 2614519<br> <sup>(b)</sup><br>|
| 346000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 4.76%, due 3/22/2049<br> &nbsp;&nbsp; 342076<br> <sup>(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Eaton Vance CLO Ltd., Series 2013-1A, Class AR4, (3 mo. USD Term SOFR + 1.34%), 5.01%, due <br> 10/15/2038<br>&nbsp;&nbsp; 1004590<br> <sup>(b)(d)</sup><br>|
| 1900000 | &nbsp;&nbsp; Elmwood CLO III Ltd., Series 2019-3A, Class A1RR, (3 mo. USD Term SOFR + 1.38%), 5.05%, <br> due 7/18/2037<br>&nbsp;&nbsp; 1907316<br> <sup>(b)(d)</sup><br>|
| 1000000 | &nbsp;&nbsp; Empower CLO Ltd., Series 2022-1A, Class A1R, (3 mo. USD Term SOFR + 1.39%), 5.06%, due <br> 10/20/2037<br>&nbsp;&nbsp; 1003644<br> <sup>(b)(d)</sup><br>|
|  | Foundation Finance Trust |
| 1100868 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, 4.60%, due 3/15/2050<br> &nbsp;&nbsp; 1105064<br> <sup>(b)</sup><br>|
| 1064274 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, 4.67%, due 4/15/2052<br> &nbsp;&nbsp; 1069675<br> <sup>(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Galaxy 36 CLO Ltd., Series 2025-36A, Class A1, (3 mo. USD Term SOFR + 1.23%), 5.01%, due <br> 10/15/2038<br>&nbsp;&nbsp; 1004029<br> <sup>(b)(d)</sup><br>|
| 2500000 | &nbsp;&nbsp; Greenacre Park CLO LLC, Series 2021-2A, Class AR, (3 mo. USD Term SOFR + 1.37%), 5.04%, <br> due 7/20/2037<br>&nbsp;&nbsp; 2514420<br> <sup>(b)(d)</sup><br>|
| 1000000 | &nbsp;&nbsp; HalseyPoint CLO 5 Ltd., Series 2021-5A, Class A1A, (3 mo. USD Term SOFR + 1.47%), 5.14%, <br> due 1/30/2035<br>&nbsp;&nbsp; 1001736<br> <sup>(b)(d)</sup><br>|
|  | Hilton Grand Vacations Trust |
| 840987 | &nbsp;&nbsp;&nbsp; Series 2022-2A, Class A, 4.30%, due 1/25/2037<br> &nbsp;&nbsp; 837843<br> <sup>(b)</sup><br>|
| 336285 | &nbsp;&nbsp;&nbsp; Series 2024-1B, Class A, 5.75%, due 9/15/2039<br> &nbsp;&nbsp; 343764<br> <sup>(b)</sup><br>|
| 583130 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 5.12%, due 5/25/2044<br> &nbsp;&nbsp; 587739<br> <sup>(b)</sup><br>|
| 1431000 | Island Finance Trust, Series 2025-1A, Class A, 6.54%, due 3/19/2035<br> &nbsp;&nbsp; 1449242<br> <sup>(b)</sup><br>|
| 2398763 | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, 5.60%, due 9/20/2065<br> &nbsp;&nbsp; 2422471<br> <sup>(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Magnetite XXIII Ltd., Series 2019-23A, Class AR, (3 mo. USD Term SOFR + 1.39%), 5.06%, due <br> 1/25/2035<br>&nbsp;&nbsp; 1000655<br> <sup>(b)(d)</sup><br>|
| 900000 | &nbsp;&nbsp; Magnetite XXIV Ltd., Series 2019-24A, Class AR, (3 mo. USD Term SOFR + 1.31%), 4.98%, due <br> 4/15/2035<br>&nbsp;&nbsp; 901083<br> <sup>(b)(d)</sup><br>|
|  | MetroNet Infrastructure Issuer LLC |
| 2325000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, 5.40%, due 8/20/2055<br> &nbsp;&nbsp; 2359486<br> <sup>(b)</sup><br>|
| 779000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, 5.16%, due 12/20/2055<br> &nbsp;&nbsp; 785253<br> <sup>(b)</sup><br>|
| 3000000 | &nbsp;&nbsp; Morgan Stanley Eaton Vance CLO Ltd., Series 2025-21A, Class A1, (3 mo. USD Term SOFR + <br> 1.17%), 4.84%, due 4/15/2038<br>&nbsp;&nbsp; 3006982<br> <sup>(b)(d)</sup><br>|
|  | MVW LLC |
| 353105 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, 1.43%, due 5/20/2039<br> &nbsp;&nbsp; 335820<br> <sup>(b)</sup><br>|
| 358982 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, 1.83%, due 5/20/2039<br> &nbsp;&nbsp; 342260<br> <sup>(b)</sup><br>|
| 1255916 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, 4.93%, due 10/20/2040<br> &nbsp;&nbsp; 1268482<br> <sup>(b)</sup><br>|
| 1270651 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, 4.43%, due 3/20/2042<br> &nbsp;&nbsp; 1272746<br> <sup>(b)</sup><br>|
| 607972 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.21%, due 9/22/2042<br> &nbsp;&nbsp; 616292<br> <sup>(b)</sup><br>|
| 494730 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.75%, due 9/22/2042<br> &nbsp;&nbsp; 498688<br> <sup>(b)</sup><br>|
| 838749 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.32%, due 2/20/2043<br> &nbsp;&nbsp; 853567<br> <sup>(b)</sup><br>|
| 1126169 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 4.97%, due 10/20/2044<br> &nbsp;&nbsp; 1126124<br> <sup>(b)</sup><br>|
| 1200000 | &nbsp;&nbsp; Ocean Trails CLO XV Ltd., Series 2024-15A, Class AR, (3 mo. USD Term SOFR + 1.26%), 4.93%, <br> due 1/15/2039<br>&nbsp;&nbsp; 1204207<br> <sup>(b)(d)</sup><br>|
| 1000000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-8RA, Class AR2, (3 mo. USD Term SOFR + 1.22%), 4.89%, due <br> 10/17/2038<br>&nbsp;&nbsp; 1003552<br> <sup>(b)(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** | **Other – cont'd** | **Other – cont'd** |
| $| 2415000 | &nbsp;&nbsp; OHA Credit Partners XVII Ltd., Series 2024-17A, Class A, (3 mo. USD Term SOFR + 1.32%), <br> 4.99%, due 1/18/2038<br>| &nbsp;&nbsp; $2425151<br> <sup>(b)(d)</sup><br>|
|  | 1616000 | OneMain Financial Issuance Trust, Series 2023-2A, Class A1, 5.84%, due 9/15/2036 | &nbsp;&nbsp; 1648590<br> <sup>(b)</sup><br>|
|  | 1069889 | OWN Equipment Fund I LLC, Series 2024-2M, Class A, 5.70%, due 12/20/2032 | &nbsp;&nbsp; 1084279<br> <sup>(b)</sup><br>|
|  |  | PFS Financing Corp. |  |
|  | 2135000 | &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, 4.85%, due 2/15/2030 | &nbsp;&nbsp; 2170159<br> <sup>(b)</sup><br>|
|  | 560000 | &nbsp;&nbsp;&nbsp; Series 2025-D, Class A, 4.47%, due 5/15/2030 | &nbsp;&nbsp; 564278<br> <sup>(b)</sup><br>|
|  | 1413401 | Pk Alift Loan Funding 6 LP, Series 2025-1, Class A, 5.37%, due 11/15/2042 | &nbsp;&nbsp; 1422184<br> <sup>(b)</sup><br>|
|  | 1600000 | &nbsp;&nbsp; Rad CLO 18 Ltd., Series 2023-18A, Class A1R, (3 mo. USD Term SOFR + 1.40%), 5.07%, due <br> 7/15/2037<br>| &nbsp;&nbsp; 1605018<br> <sup>(b)(d)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; Rad CLO 6 Ltd., Series 2019-6A, Class A1R, (3 mo. USD Term SOFR + 1.39%), 5.06%, due <br> 10/20/2037<br>| &nbsp;&nbsp; 1003644<br> <sup>(b)(d)</sup><br>|
|  | 2700000 | &nbsp;&nbsp; RR 43 Ltd., Series 2026-43A, Class A1A, (1.20% - 3 mo. USD Term SOFR), 0.00%, due <br> 10/15/2039<br>| &nbsp;&nbsp; 2700000<br> <sup>(b)(d)(f)</sup><br>|
|  |  | Sierra Timeshare Receivables Funding LLC |  |
|  | 425303 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, 5.80%, due 4/20/2040 | &nbsp;&nbsp; 436112<br> <sup>(b)</sup><br>|
|  | 314476 | &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, 6.10%, due 9/20/2040 | &nbsp;&nbsp; 324981<br> <sup>(b)</sup><br>|
|  | 636523 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 5.29%, due 6/20/2041 | &nbsp;&nbsp; 641390<br> <sup>(b)</sup><br>|
|  | 1613293 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.15%, due 1/20/2043 | &nbsp;&nbsp; 1630013<br> <sup>(b)</sup><br>|
|  | 761183 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class B, 4.64%, due 8/22/2044 | &nbsp;&nbsp; 761531<br> <sup>(b)</sup><br>|
|  | 296016 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class C, 4.98%, due 8/22/2044 | &nbsp;&nbsp; 295603<br> <sup>(b)</sup><br>|
|  | 4500000 | &nbsp;&nbsp; Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R, (3 mo. USD Term SOFR + 1.15%), 4.82%, <br> due 4/17/2038<br>| &nbsp;&nbsp; 4508604<br> <sup>(b)(d)</sup><br>|
|  | 1435000 | Sotheby's Artfi Master Trust, Series 2024-1A, Class A1, 6.43%, due 12/22/2031 | &nbsp;&nbsp; 1438075<br> <sup>(b)</sup><br>|
|  | 2254000 | Stack Infrastructure Issuer LLC, Series 2023-3A, Class A2, 5.90%, due 10/25/2048 | &nbsp;&nbsp; 2271068<br> <sup>(b)</sup><br>|
|  | 2249000 | Summit Issuer LLC, Series 2025-1A, Class A2, 5.21%, due 11/20/2055 | &nbsp;&nbsp; 2266589<br> <sup>(b)</sup><br>|
|  | 643538 | Taco Bell Funding LLC, Series 2021-1A, Class A2I, 1.95%, due 8/25/2051 | &nbsp;&nbsp; 628438<br> <sup>(b)</sup><br>|
|  | 1653000 | Trafigura Securitisation Finance PLC, Series 2024-1A, Class A2, 5.98%, due 11/15/2027 | &nbsp;&nbsp; 1672272<br> <sup>(b)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; Trestles CLO V Ltd., Series 2021-5A, Class A1R, (3 mo. USD Term SOFR + 1.25%), 4.92%, due <br> 10/20/2034<br>| &nbsp;&nbsp; 1001257<br> <sup>(b)(d)</sup><br>|
|  | 4100000 | &nbsp;&nbsp; Trestles CLO VI Ltd., Series 2023-6A, Class A1R, (3 mo. USD Term SOFR + 1.18%), 4.85%, due <br> 4/25/2038<br>| &nbsp;&nbsp; 4110823<br> <sup>(b)(d)</sup><br>|
|  | 2000000 | &nbsp;&nbsp; Trestles CLO VII Ltd., Series 2024-7A, Class A1, (3 mo. USD Term SOFR + 1.38%), 5.05%, due <br> 10/25/2037<br>| &nbsp;&nbsp; 2007400<br> <sup>(b)(d)</sup><br>|
|  | 2427000 | Uniti Fiber ABS Issuer LLC, Series 2025-1A, Class A2, 5.88%, due 4/20/2055 | &nbsp;&nbsp; 2483630<br> <sup>(b)</sup><br>|
|  | 3316000 | Vantage Data Centers LLC, Series 2025-1A, Class A2, 5.13%, due 8/15/2055 | &nbsp;&nbsp; 3289608<br> <sup>(b)</sup><br>|
|  | 1034091 | Volofin Finance DAC, Series 2024-1A, Class A, 5.94%, due 6/15/2037 | &nbsp;&nbsp; 1052884<br> <sup>(b)</sup><br>|
|  | 905856 | Willis Engine Structured Trust VIII, Series 2025-A, Class A, 5.58%, due 6/15/2050 | &nbsp;&nbsp; 918046<br> <sup>(b)</sup><br>|
|  | 1173000 | Wireless PropCo Funding LLC, Series 2025-1A, Class A2, 4.07%, due 6/25/2055 | &nbsp;&nbsp; 1130388<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **112896915** |
| **Student Loan 0.7%** | **Student Loan 0.7%** | **Student Loan 0.7%** | **Student Loan 0.7%** |
|  |  | Bayview Opportunity Master Fund VII LLC |  |
|  | 224032 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class A, (30 day USD SOFR Average + 1.30%), 5.00%, due 7/27/2048 | &nbsp;&nbsp; 224434<br> <sup>(b)(d)</sup><br>|
|  | 1319995 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class B, (30 day USD SOFR Average + 1.70%), 5.40%, due 7/27/2048 | &nbsp;&nbsp; 1319992<br> <sup>(b)(d)</sup><br>|
|  | 1019793 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class C, (30 day USD SOFR Average + 1.80%), 5.50%, due 7/27/2048 | &nbsp;&nbsp; 1019796<br> <sup>(b)(d)</sup><br>|
|  | 1182488 | ELFI Graduate Loan Program LLC, Series 2024-A, Class A, 5.56%, due 8/25/2049 | &nbsp;&nbsp; 1205263<br> <sup>(b)</sup><br>|
|  |  | Navient Private Education Refi Loan Trust |  |
|  | 280413 | &nbsp;&nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, due 7/15/2069 | &nbsp;&nbsp; 257171<br> <sup>(b)</sup><br>|
|  | 724411 | &nbsp;&nbsp;&nbsp; Series 2021-CA, Class A, 1.06%, due 10/15/2069 | &nbsp;&nbsp; 666979<br> <sup>(b)</sup><br>|
|  | 1069565 | &nbsp;&nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, due 12/16/2069 | &nbsp;&nbsp; 970904<br> <sup>(b)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Student Loan – cont'd** | **Student Loan – cont'd** | **Student Loan – cont'd** |
| 1169997 | &nbsp;&nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, due 4/15/2070 | &nbsp;&nbsp; $1068476<br> <sup>(b)</sup><br>|
| 1423915 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, 5.66%, due 10/15/2072 | &nbsp;&nbsp; 1459378<br> <sup>(b)</sup><br>|
|  |  | &nbsp;&nbsp; **8192393** |
| **Telecommunications 0.1%** | **Telecommunications 0.1%** | **Telecommunications 0.1%** |
| 634000 | Crown Castle Towers LLC, 4.24%, due 7/15/2048 | &nbsp;&nbsp; **633198**<br> <sup>(b)</sup><br>|
| **Total Asset-Backed Securities (Cost $148,665,880)** | **Total Asset-Backed Securities (Cost $148,665,880)** | &nbsp;&nbsp; **149661200** |
| **Corporate Bonds 30.4%** | **Corporate Bonds 30.4%** | **Corporate Bonds 30.4%** |
| **Aerospace & Defense 0.5%** | **Aerospace & Defense 0.5%** | **Aerospace & Defense 0.5%** |
|  | Boeing Co. |  |
| 4379000 | &nbsp;&nbsp;&nbsp; 5.04%, due 5/1/2027 | &nbsp;&nbsp; 4425092 |
| 1594000 | &nbsp;&nbsp;&nbsp; 3.90%, due 5/1/2049 | &nbsp;&nbsp; 1191236 |
|  |  | &nbsp;&nbsp; **5616328** |
| **Agriculture 1.0%** | **Agriculture 1.0%** | **Agriculture 1.0%** |
|  | Imperial Brands Finance PLC |  |
| 2845000 | &nbsp;&nbsp;&nbsp; 5.50%, due 2/1/2030 | &nbsp;&nbsp; 2952050<br> <sup>(b)</sup><br>|
| 4090000 | &nbsp;&nbsp;&nbsp; 5.63%, due 7/1/2035 | &nbsp;&nbsp; 4182535<br> <sup>(b)</sup><br>|
| 4625000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/1/2055 | &nbsp;&nbsp; 4758819<br> <sup>(b)</sup><br>|
|  |  | &nbsp;&nbsp; **11893404** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| 1523837 | United Airlines Pass-Through Trust, Class A, 5.88%, due 4/15/2029 | &nbsp;&nbsp; **1561660** |
| **Auto Manufacturers 0.4%** | **Auto Manufacturers 0.4%** | **Auto Manufacturers 0.4%** |
| 3210000 | General Motors Co., 6.80%, due 10/1/2027 | &nbsp;&nbsp; 3336851 |
| 1415000 | Stellantis Finance U.S., Inc., 6.45%, due 3/18/2035 | &nbsp;&nbsp; 1474604<br> <sup>(b)</sup><br>|
|  |  | &nbsp;&nbsp; **4811455** |
| **Banks 7.8%** | **Banks 7.8%** | **Banks 7.8%** |
| 9140000 | Bank of America Corp., 5.51%, due 1/24/2036 | &nbsp;&nbsp; 9488101<br> <sup>(g)</sup><br>|
|  | Banque Federative du Credit Mutuel SA |  |
| 1335000 | &nbsp;&nbsp;&nbsp; 4.54%, due 1/15/2031 | &nbsp;&nbsp; 1331915<br> <sup>(b)</sup><br>|
| 1475000 | &nbsp;&nbsp;&nbsp; 5.11%, due 1/15/2036 | &nbsp;&nbsp; 1472037<br> <sup>(b)</sup><br>|
| 2780000 | Barclays PLC, 7.12%, due 6/27/2034 | &nbsp;&nbsp; 3101005<br> <sup>(g)</sup><br>|
|  | BPCE SA |  |
| 2900000 | &nbsp;&nbsp;&nbsp; 6.51%, due 1/18/2035 | &nbsp;&nbsp; 3075688<br> <sup>(b)(g)</sup><br>|
| 1330000 | &nbsp;&nbsp;&nbsp; 6.92%, due 1/14/2046 | &nbsp;&nbsp; 1421651<br> <sup>(b)(g)</sup><br>|
|  | Citigroup, Inc. |  |
| 1945000 | &nbsp;&nbsp;&nbsp; 3.89%, due 1/10/2028 | &nbsp;&nbsp; 1942554<br> <sup>(g)</sup><br>|
| 4020000 | &nbsp;&nbsp;&nbsp; 6.02%, due 1/24/2036 | &nbsp;&nbsp; 4190865<br> <sup>(g)</sup><br>|
| 2767000 | Deutsche Bank AG, 4.95%, due 8/4/2031 | &nbsp;&nbsp; 2799342<br> <sup>(g)</sup><br>|
|  | Fifth Third Bancorp |  |
| 2755000 | &nbsp;&nbsp;&nbsp; 4.57%, due 4/29/2032 | &nbsp;&nbsp; 2752528<br> <sup>(g)</sup><br>|
| 1730000 | &nbsp;&nbsp;&nbsp; 5.14%, due 1/29/2037 | &nbsp;&nbsp; 1718120<br> <sup>(g)</sup><br>|
|  | Goldman Sachs Group, Inc. |  |
| 3505000 | &nbsp;&nbsp;&nbsp; 4.37%, due 10/21/2031 | &nbsp;&nbsp; 3485009<br> <sup>(g)</sup><br>|
| 3160000 | &nbsp;&nbsp;&nbsp; 5.07%, due 1/21/2037 | &nbsp;&nbsp; 3146451<br> <sup>(g)</sup><br>|
| 3845000 | &nbsp;&nbsp;&nbsp; 5.39%, due 2/2/2041 | &nbsp;&nbsp; 3809149<br> <sup>(f)(g)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
| $| 1470000 | &nbsp;&nbsp;&nbsp; 5.54%, due 1/21/2047 | &nbsp;&nbsp; $1448031<br> <sup>(g)</sup><br>|
|  | 1345000 | HSBC Holdings PLC, 6.00%, due 5/22/2027 | &nbsp;&nbsp; 1362835<br> <sup>(g)(h)</sup><br>|
|  |  | JPMorgan Chase & Co. |  |
|  | 1185000 | &nbsp;&nbsp;&nbsp; 4.26%, due 10/22/2031 | &nbsp;&nbsp; 1179059<br> <sup>(g)</sup><br>|
|  | 6290000 | &nbsp;&nbsp;&nbsp; 5.50%, due 1/24/2036 | &nbsp;&nbsp; 6541972<br> <sup>(g)</sup><br>|
|  | 6980000 | &nbsp;&nbsp;&nbsp; 4.90%, due 1/22/2037 | &nbsp;&nbsp; 6926891<br> <sup>(g)</sup><br>|
|  | 2915000 | Lloyds Banking Group PLC, 6.07%, due 6/13/2036 | &nbsp;&nbsp; 3055560<br> <sup>(g)</sup><br>|
|  |  | Morgan Stanley |  |
|  | 2295000 | &nbsp;&nbsp;&nbsp; 3.63%, due 1/20/2027 | &nbsp;&nbsp; 2291759 |
|  | 2955000 | &nbsp;&nbsp;&nbsp; 4.49%, due 1/16/2032 | &nbsp;&nbsp; 2953051<br> <sup>(g)</sup><br>|
|  | 1295000 | &nbsp;&nbsp;&nbsp; 5.42%, due 7/21/2034 | &nbsp;&nbsp; 1340642<br> <sup>(g)</sup><br>|
|  | 1725000 | &nbsp;&nbsp;&nbsp; 5.83%, due 4/19/2035 | &nbsp;&nbsp; 1824624<br> <sup>(g)</sup><br>|
|  | 1690000 | &nbsp;&nbsp;&nbsp; 4.89%, due 10/22/2036 | &nbsp;&nbsp; 1663677<br> <sup>(g)</sup><br>|
|  | 4485000 | NatWest Group PLC, 5.12%, due 5/23/2031 | &nbsp;&nbsp; 4600811<br> <sup>(g)</sup><br>|
|  | 1840000 | Oesterreichische Kontrollbank AG, 3.75%, due 1/15/2031 | &nbsp;&nbsp; 1832340 |
|  |  | PNC Financial Services Group, Inc. |  |
|  | 2165000 | &nbsp;&nbsp;&nbsp; 5.58%, due 1/29/2036 | &nbsp;&nbsp; 2247632<br> <sup>(g)</sup><br>|
|  | 1145000 | &nbsp;&nbsp;&nbsp; 5.37%, due 7/21/2036 | &nbsp;&nbsp; 1172352<br> <sup>(g)</sup><br>|
|  | 3665000 | &nbsp;&nbsp;&nbsp; 5.42%, due 1/25/2041 | &nbsp;&nbsp; 3661597<br> <sup>(g)</sup><br>|
|  | 695000 | Santander Holdings USA, Inc., 6.12%, due 5/31/2027 | &nbsp;&nbsp; 699053<br> <sup>(g)</sup><br>|
|  | 1265000 | UBS AG, 5.65%, due 9/11/2028 | &nbsp;&nbsp; 1320220 |
|  | 2895000 | Wells Fargo & Co., 5.50%, due 1/23/2035 | &nbsp;&nbsp; 3003428<br> <sup>(g)</sup><br>|
|  |  |  | &nbsp;&nbsp; **92859949** |
| **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** |
|  | 985000 | Anheuser-Busch InBev Worldwide, Inc., 4.95%, due 1/15/2042 | &nbsp;&nbsp; 941580 |
|  |  | Molson Coors Beverage Co. |  |
|  | 595000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/1/2042 | &nbsp;&nbsp; 552137 |
|  | 1590000 | &nbsp;&nbsp;&nbsp; 4.20%, due 7/15/2046 | &nbsp;&nbsp; 1284210 |
|  | 1688000 | PepsiCo, Inc., 4.65%, due 7/23/2032 | &nbsp;&nbsp; 1719473 |
|  |  |  | &nbsp;&nbsp; **4497400** |
| **Biotechnology 0.2%** | **Biotechnology 0.2%** | **Biotechnology 0.2%** | **Biotechnology 0.2%** |
|  | 2620000 | Gilead Sciences, Inc., 4.75%, due 3/1/2046 | &nbsp;&nbsp; **2374780** |
| **Chemicals 1.4%** | **Chemicals 1.4%** | **Chemicals 1.4%** | **Chemicals 1.4%** |
|  |  | Dow Chemical Co. |  |
|  | 1240000 | &nbsp;&nbsp;&nbsp; 5.65%, due 3/15/2036 | &nbsp;&nbsp; 1238993 |
|  | 5965000 | &nbsp;&nbsp;&nbsp; 5.95%, due 3/15/2055 | &nbsp;&nbsp; 5462433 |
|  |  | LYB International Finance III LLC |  |
|  | 3175000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2036 | &nbsp;&nbsp; 3140278 |
|  | 900000 | &nbsp;&nbsp;&nbsp; 4.20%, due 10/15/2049 | &nbsp;&nbsp; 640344 |
|  | 1695000 | &nbsp;&nbsp;&nbsp; 3.63%, due 4/1/2051 | &nbsp;&nbsp; 1082427 |
|  | 1585000 | Mosaic Co., 4.60%, due 11/15/2030 | &nbsp;&nbsp; 1589319 |
|  |  | Westlake Corp. |  |
|  | 885000 | &nbsp;&nbsp;&nbsp; 5.55%, due 11/15/2035 | &nbsp;&nbsp; 881776 |
|  | 2190000 | &nbsp;&nbsp;&nbsp; 6.38%, due 11/15/2055 | &nbsp;&nbsp; 2166119 |
|  |  |  | &nbsp;&nbsp; **16201689** |
| **Diversified Financial Services 0.5%** | **Diversified Financial Services 0.5%** | **Diversified Financial Services 0.5%** | **Diversified Financial Services 0.5%** |
|  |  | Stellantis Financial Services U.S. Corp. |  |
|  | 2730000 | &nbsp;&nbsp;&nbsp; 4.95%, due 9/15/2028 | &nbsp;&nbsp; 2768149<br> <sup>(b)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** |
| $| 3615000 | &nbsp;&nbsp;&nbsp; 5.40%, due 9/15/2030 | &nbsp;&nbsp; $3671929<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **6440078** |
| **Electric 2.6%** | **Electric 2.6%** | **Electric 2.6%** | **Electric 2.6%** |
|  | 1135000 | Basin Electric Power Cooperative, 5.85%, due 10/15/2055 | &nbsp;&nbsp; 1121946<br> <sup>(b)</sup><br>|
|  | 2595000 | Constellation Energy Generation LLC, 5.88%, due 1/15/2066 | &nbsp;&nbsp; 2531585 |
|  | 1385000 | Dominion Energy, Inc., 5.00%, due 6/15/2030 | &nbsp;&nbsp; 1421410 |
|  | 3010000 | Duke Energy Corp., 5.70%, due 9/15/2055 | &nbsp;&nbsp; 2928638 |
|  | 930000 | Exelon Corp., 4.05%, due 4/15/2030 | &nbsp;&nbsp; 921342 |
|  | 800000 | Jersey Central Power & Light Co., 5.10%, due 1/15/2035 | &nbsp;&nbsp; 810502 |
|  | 1980000 | National Grid PLC, 5.42%, due 1/11/2034 | &nbsp;&nbsp; 2042751 |
|  | 1605000 | NextEra Energy Capital Holdings, Inc., 4.90%, due 2/28/2028 | &nbsp;&nbsp; 1634072 |
|  |  | NRG Energy, Inc. |  |
|  | 1050000 | &nbsp;&nbsp;&nbsp; 4.73%, due 10/15/2030 | &nbsp;&nbsp; 1049801<br> <sup>(b)</sup><br>|
|  | 705000 | &nbsp;&nbsp;&nbsp; 5.41%, due 10/15/2035 | &nbsp;&nbsp; 701739<br> <sup>(b)</sup><br>|
|  | 1931028 | NYSEG Storm Funding LLC, 4.71%, due 5/1/2029 | &nbsp;&nbsp; 1951732 |
|  |  | Pacific Gas & Electric Co. |  |
|  | 2355000 | &nbsp;&nbsp;&nbsp; 5.05%, due 10/15/2032 | &nbsp;&nbsp; 2373295 |
|  | 1465000 | &nbsp;&nbsp;&nbsp; 6.40%, due 6/15/2033 | &nbsp;&nbsp; 1578636 |
|  | 1245000 | &nbsp;&nbsp;&nbsp; 5.70%, due 3/1/2035 | &nbsp;&nbsp; 1275902 |
|  | 2985000 | &nbsp;&nbsp;&nbsp; 4.95%, due 7/1/2050 | &nbsp;&nbsp; 2531283 |
|  | 1415000 | &nbsp;&nbsp;&nbsp; 6.10%, due 10/15/2055 | &nbsp;&nbsp; 1393484 |
|  |  | Pinnacle West Capital Corp. |  |
|  | 1697000 | &nbsp;&nbsp;&nbsp; 4.90%, due 5/15/2028 | &nbsp;&nbsp; 1727517 |
|  | 1030000 | &nbsp;&nbsp;&nbsp; 5.15%, due 5/15/2030 | &nbsp;&nbsp; 1060890 |
|  | 880000 | Public Service Enterprise Group, Inc., 4.90%, due 3/15/2030 | &nbsp;&nbsp; 899794 |
|  | 770000 | Southern California Edison Co., 2.50%, due 6/1/2031 | &nbsp;&nbsp; 693457 |
|  |  |  | &nbsp;&nbsp; **30649776** |
| **Electronics 0.6%** | **Electronics 0.6%** | **Electronics 0.6%** | **Electronics 0.6%** |
|  |  | Amphenol Corp. |  |
|  | 3200000 | &nbsp;&nbsp;&nbsp; 4.40%, due 2/15/2033 | &nbsp;&nbsp; 3163277 |
|  | 3380000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/15/2036 | &nbsp;&nbsp; 3305888 |
|  | 1335000 | &nbsp;&nbsp;&nbsp; 5.30%, due 11/15/2055 | &nbsp;&nbsp; 1273473 |
|  |  |  | &nbsp;&nbsp; **7742638** |
| **Food 0.1%** | **Food 0.1%** | **Food 0.1%** | **Food 0.1%** |
|  | 925000 | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 5.95%, due 4/20/2035 | &nbsp;&nbsp; **972027** |
| **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** |
|  | 2030000 | Southern Co. Gas Capital Corp., 1.75%, due 1/15/2031 | &nbsp;&nbsp; **1795133** |
| **Healthcare - Products 0.0%**<sup>‡</sup> | **Healthcare - Products 0.0%**<sup>‡</sup> | **Healthcare - Products 0.0%**<sup>‡</sup> | **Healthcare - Products 0.0%**<sup>‡</sup> |
|  | 525000 | GE HealthCare Technologies, Inc., 4.80%, due 8/14/2029 | &nbsp;&nbsp; **535716** |
| **Healthcare - Services 0.8%** | **Healthcare - Services 0.8%** | **Healthcare - Services 0.8%** | **Healthcare - Services 0.8%** |
|  | 3020000 | Cigna Group, 5.25%, due 1/15/2036 | &nbsp;&nbsp; 3062100 |
|  | 1065000 | HCA, Inc., 5.45%, due 4/1/2031 | &nbsp;&nbsp; 1107235 |
|  |  | UnitedHealth Group, Inc. |  |
|  | 1860000 | &nbsp;&nbsp;&nbsp; 4.40%, due 6/15/2028 | &nbsp;&nbsp; 1879563 |
|  | 3225000 | &nbsp;&nbsp;&nbsp; 4.65%, due 1/15/2031 | &nbsp;&nbsp; 3265255 |
|  |  |  | &nbsp;&nbsp; **9314153** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Internet 3.2%** | **Internet 3.2%** | **Internet 3.2%** |
|  | Alphabet, Inc. |  |
| $2540000 | &nbsp;&nbsp;&nbsp; 4.10%, due 11/15/2030 | &nbsp;&nbsp; $2542043 |
| 775000 | &nbsp;&nbsp;&nbsp; 4.38%, due 11/15/2032 | &nbsp;&nbsp; 777601 |
| 1230000 | &nbsp;&nbsp;&nbsp; 4.70%, due 11/15/2035 | &nbsp;&nbsp; 1224447 |
| 1390000 | &nbsp;&nbsp;&nbsp; 5.35%, due 11/15/2045 | &nbsp;&nbsp; 1371317 |
| 2780000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2055 | &nbsp;&nbsp; 2648706 |
| 2990000 | &nbsp;&nbsp;&nbsp; 5.45%, due 11/15/2055 | &nbsp;&nbsp; 2916143 |
| 800000 | &nbsp;&nbsp;&nbsp; 5.30%, due 5/15/2065 | &nbsp;&nbsp; 747685 |
| 2175000 | &nbsp;&nbsp;&nbsp; 5.70%, due 11/15/2075 | &nbsp;&nbsp; 2135398 |
|  | AppLovin Corp. |  |
| 3215000 | &nbsp;&nbsp;&nbsp; 5.13%, due 12/1/2029 | &nbsp;&nbsp; 3297844 |
| 2055000 | &nbsp;&nbsp;&nbsp; 5.38%, due 12/1/2031 | &nbsp;&nbsp; 2124040 |
| 5170000 | Beignet Investor LLC, 6.58%, due 5/30/2049 | &nbsp;&nbsp; 5383091<br> <sup>(b)</sup><br>|
|  | Meta Platforms, Inc. |  |
| 1710000 | &nbsp;&nbsp;&nbsp; 4.60%, due 11/15/2032 | &nbsp;&nbsp; 1714279 |
| 4090000 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/15/2045 | &nbsp;&nbsp; 3933081 |
| 3705000 | &nbsp;&nbsp;&nbsp; 5.63%, due 11/15/2055 | &nbsp;&nbsp; 3525242 |
| 2260000 | &nbsp;&nbsp;&nbsp; 5.75%, due 11/15/2065 | &nbsp;&nbsp; 2136896 |
|  | Uber Technologies, Inc. |  |
| 1620000 | &nbsp;&nbsp;&nbsp; 4.80%, due 9/15/2035 | &nbsp;&nbsp; 1602720 |
| 670000 | &nbsp;&nbsp;&nbsp; 5.35%, due 9/15/2054 | &nbsp;&nbsp; 637506 |
|  |  | &nbsp;&nbsp; **38718039** |
| **Media 0.5%** | **Media 0.5%** | **Media 0.5%** |
|  | Charter Communications Operating LLC/Charter Communications Operating Capital |  |
| 1705000 | &nbsp;&nbsp;&nbsp; 5.85%, due 12/1/2035 | &nbsp;&nbsp; 1696892 |
| 1890000 | &nbsp;&nbsp;&nbsp; 3.50%, due 6/1/2041 | &nbsp;&nbsp; 1352619 |
| 3000000 | &nbsp;&nbsp;&nbsp; 6.70%, due 12/1/2055 | &nbsp;&nbsp; 2896920 |
|  |  | &nbsp;&nbsp; **5946431** |
| **Multi-National 1.2%** | **Multi-National 1.2%** | **Multi-National 1.2%** |
| 1405000 | African Development Bank, 4.13%, due 1/22/2036 | &nbsp;&nbsp; 1382679 |
| 1975000 | Asian Development Bank, 4.25%, due 1/14/2036 | &nbsp;&nbsp; 1968837 |
| 850000 | Asian Infrastructure Investment Bank, 4.13%, due 1/14/2036 | &nbsp;&nbsp; 840030 |
| 1880000 | Corp. Andina de Fomento, 4.63%, due 1/15/2036 | &nbsp;&nbsp; 1868889 |
| 1660000 | Council of Europe Development Bank, 3.75%, due 1/14/2031 | &nbsp;&nbsp; 1654657 |
| 1240000 | Inter-American Development Bank, 4.13%, due 1/23/2036 | &nbsp;&nbsp; 1221064 |
| 5145000 | Nordic Investment Bank, 3.75%, due 1/23/2031 | &nbsp;&nbsp; 5122620 |
|  |  | &nbsp;&nbsp; **14058776** |
| **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** |
| 798000 | CDW LLC/CDW Finance Corp., 2.67%, due 12/1/2026 | &nbsp;&nbsp; **788725** |
| **Oil & Gas 1.5%** | **Oil & Gas 1.5%** | **Oil & Gas 1.5%** |
| 925000 | Coterra Energy, Inc., 5.40%, due 2/15/2035 | &nbsp;&nbsp; 941502 |
| 4575000 | Devon Energy Corp., 5.75%, due 9/15/2054 | &nbsp;&nbsp; 4346495 |
|  | Diamondback Energy, Inc. |  |
| 1005000 | &nbsp;&nbsp;&nbsp; 5.20%, due 4/18/2027 | &nbsp;&nbsp; 1018910 |
| 3895000 | &nbsp;&nbsp;&nbsp; 5.55%, due 4/1/2035 | &nbsp;&nbsp; 4009419 |
| 2295000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/18/2054 | &nbsp;&nbsp; 2192653 |
| 5005000 | Occidental Petroleum Corp., 6.05%, due 10/1/2054 | &nbsp;&nbsp; 4817740 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** |
| $| 630000 | Phillips 66, 1.30%, due 2/15/2026 | &nbsp;&nbsp; $629180 |
|  |  |  | &nbsp;&nbsp; **17955899** |
| **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** |
|  | 2275000 | Becton Dickinson & Co., 4.67%, due 6/6/2047 | &nbsp;&nbsp; 1984727 |
|  |  | CVS Health Corp. |  |
|  | 2190000 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/15/2026 | &nbsp;&nbsp; 2178081 |
|  | 442000 | &nbsp;&nbsp;&nbsp; 5.63%, due 2/21/2053 | &nbsp;&nbsp; 413688 |
|  | 456000 | &nbsp;&nbsp;&nbsp; 6.20%, due 9/15/2055 | &nbsp;&nbsp; 460537 |
|  |  | Merck & Co., Inc. |  |
|  | 1765000 | &nbsp;&nbsp;&nbsp; 4.45%, due 12/4/2032 | &nbsp;&nbsp; 1769365 |
|  | 1340000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/15/2046 | &nbsp;&nbsp; 1332953 |
|  |  |  | &nbsp;&nbsp; **8139351** |
| **Pipelines 0.7%** | **Pipelines 0.7%** | **Pipelines 0.7%** | **Pipelines 0.7%** |
|  |  | Enbridge, Inc. |  |
|  | 305000 | &nbsp;&nbsp;&nbsp; 5.30%, due 4/5/2029 | &nbsp;&nbsp; 314679 |
|  | 1845000 | &nbsp;&nbsp;&nbsp; 5.63%, due 4/5/2034 | &nbsp;&nbsp; 1921192 |
|  |  | Energy Transfer LP |  |
|  | 830000 | &nbsp;&nbsp;&nbsp; 6.13%, due 12/15/2045 | &nbsp;&nbsp; 825145 |
|  | 605000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/15/2050 | &nbsp;&nbsp; 511214 |
|  | 1575000 | ONEOK, Inc., 6.25%, due 10/15/2055 | &nbsp;&nbsp; 1583485 |
|  |  | Transcontinental Gas Pipe Line Co. LLC |  |
|  | 605000 | &nbsp;&nbsp;&nbsp; 5.10%, due 3/15/2036 | &nbsp;&nbsp; 607277<br> <sup>(b)</sup><br>|
|  | 980000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/15/2056 | &nbsp;&nbsp; 973197<br> <sup>(b)</sup><br>|
|  | 1080000 | Western Midstream Operating LP, 4.80%, due 3/1/2031 | &nbsp;&nbsp; 1080520 |
|  |  |  | &nbsp;&nbsp; **7816709** |
| **Real Estate Investment Trusts 0.3%** | **Real Estate Investment Trusts 0.3%** | **Real Estate Investment Trusts 0.3%** | **Real Estate Investment Trusts 0.3%** |
|  | 3480000 | Prologis Targeted U.S. Logistics Fund LP, 4.75%, due 1/15/2036 | &nbsp;&nbsp; **3390114**<br> <sup>(b)</sup><br>|
| **Semiconductors 2.9%** | **Semiconductors 2.9%** | **Semiconductors 2.9%** | **Semiconductors 2.9%** |
|  |  | Applied Materials, Inc. |  |
|  | 1660000 | &nbsp;&nbsp;&nbsp; 4.00%, due 1/15/2031 | &nbsp;&nbsp; 1644606 |
|  | 975000 | &nbsp;&nbsp;&nbsp; 4.60%, due 1/15/2036 | &nbsp;&nbsp; 959030 |
|  |  | Broadcom, Inc. |  |
|  | 2005000 | &nbsp;&nbsp;&nbsp; 5.05%, due 7/12/2029 | &nbsp;&nbsp; 2065656 |
|  | 1870000 | &nbsp;&nbsp;&nbsp; 4.60%, due 7/15/2030 | &nbsp;&nbsp; 1896169 |
|  | 2385000 | &nbsp;&nbsp;&nbsp; 5.15%, due 11/15/2031 | &nbsp;&nbsp; 2472561 |
|  |  | Foundry JV Holdco LLC |  |
|  | 3570000 | &nbsp;&nbsp;&nbsp; 5.50%, due 1/25/2031 | &nbsp;&nbsp; 3697082<br> <sup>(b)</sup><br>|
|  | 1890000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/25/2035 | &nbsp;&nbsp; 2009914<br> <sup>(b)</sup><br>|
|  | 4855000 | &nbsp;&nbsp;&nbsp; 6.10%, due 1/25/2036 | &nbsp;&nbsp; 5108838<br> <sup>(b)</sup><br>|
|  | 2405000 | &nbsp;&nbsp;&nbsp; 6.20%, due 1/25/2037 | &nbsp;&nbsp; 2541199<br> <sup>(b)</sup><br>|
|  |  | Intel Corp. |  |
|  | 2525000 | &nbsp;&nbsp;&nbsp; 4.80%, due 10/1/2041 | &nbsp;&nbsp; 2266203 |
|  | 1010000 | &nbsp;&nbsp;&nbsp; 3.73%, due 12/8/2047 | &nbsp;&nbsp; 727331 |
|  | 1455000 | &nbsp;&nbsp;&nbsp; 3.25%, due 11/15/2049 | &nbsp;&nbsp; 947857 |
|  | 710000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/25/2050 | &nbsp;&nbsp; 588004 |
|  | 595000 | &nbsp;&nbsp;&nbsp; 4.90%, due 8/5/2052 | &nbsp;&nbsp; 499794 |
|  | 4700000 | &nbsp;&nbsp;&nbsp; 5.60%, due 2/21/2054 | &nbsp;&nbsp; 4406222 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Semiconductors – cont'd** | **Semiconductors – cont'd** | **Semiconductors – cont'd** | **Semiconductors – cont'd** |
| $| 2795000 | NXP BV/NXP Funding LLC/NXP USA, Inc., 5.25%, due 8/19/2035 | &nbsp;&nbsp; $2827256 |
|  |  |  | &nbsp;&nbsp; **34657722** |
| **Software 2.4%** | **Software 2.4%** | **Software 2.4%** | **Software 2.4%** |
|  |  | Oracle Corp. |  |
|  | 1700000 | &nbsp;&nbsp;&nbsp; 5.20%, due 9/26/2035 | &nbsp;&nbsp; 1620093 |
|  | 1935000 | &nbsp;&nbsp;&nbsp; 5.38%, due 9/27/2054 | &nbsp;&nbsp; 1554686 |
|  | 3790000 | &nbsp;&nbsp;&nbsp; 6.00%, due 8/3/2055 | &nbsp;&nbsp; 3317262 |
|  | 11625000 | &nbsp;&nbsp;&nbsp; 5.95%, due 9/26/2055 | &nbsp;&nbsp; 10250618 |
|  | 2730000 | Salesforce, Inc., 2.70%, due 7/15/2041 | &nbsp;&nbsp; 1957781 |
|  |  | Synopsys, Inc. |  |
|  | 8770000 | &nbsp;&nbsp;&nbsp; 5.15%, due 4/1/2035 | &nbsp;&nbsp; 8889748 |
|  | 1090000 | &nbsp;&nbsp;&nbsp; 5.70%, due 4/1/2055 | &nbsp;&nbsp; 1074952 |
|  |  |  | &nbsp;&nbsp; **28665140** |
| **Telecommunications 0.4%** | **Telecommunications 0.4%** | **Telecommunications 0.4%** | **Telecommunications 0.4%** |
|  | 1660000 | AT&T, Inc., 3.65%, due 6/1/2051 | &nbsp;&nbsp; 1163703 |
|  |  | Orange SA |  |
|  | 745000 | &nbsp;&nbsp;&nbsp; 4.25%, due 1/13/2031 | &nbsp;&nbsp; 738745<br> <sup>(b)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/13/2033 | &nbsp;&nbsp; 997651<br> <sup>(b)</sup><br>|
|  | 2110000 | &nbsp;&nbsp;&nbsp; 5.00%, due 1/13/2036 | &nbsp;&nbsp; 2092680<br> <sup>(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **4992779** |
| **Total Corporate Bonds (Cost $362,046,598)** | **Total Corporate Bonds (Cost $362,046,598)** | **Total Corporate Bonds (Cost $362,046,598)** | &nbsp;&nbsp; **362395871** |
| **Foreign Government Securities 3.2%** | **Foreign Government Securities 3.2%** | **Foreign Government Securities 3.2%** | **Foreign Government Securities 3.2%** |
|  | 3145000 | Export-Import Bank of Korea, 3.75%, due 9/22/2030 | &nbsp;&nbsp; 3109440 |
|  | 1500000 | Japan International Cooperation Agency, 4.25%, due 5/22/2030 | &nbsp;&nbsp; 1515661 |
|  |  | Mexico Government International Bonds |  |
|  | 830000 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/13/2030 | &nbsp;&nbsp; 863615 |
|  | 1545000 | &nbsp;&nbsp;&nbsp; 5.85%, due 7/2/2032 | &nbsp;&nbsp; 1578372 |
|  | 2011000 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/7/2036 | &nbsp;&nbsp; 2018541 |
|  | 620000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/13/2037 | &nbsp;&nbsp; 655495 |
|  | 1575000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/29/2038 | &nbsp;&nbsp; 1637134 |
|  | 3050000 | &nbsp;&nbsp;&nbsp; 6.13%, due 2/9/2038 | &nbsp;&nbsp; 3037800 |
|  | 790000 | &nbsp;&nbsp;&nbsp; 7.38%, due 5/13/2055 | &nbsp;&nbsp; 844826 |
|  | 895000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/9/2056 | &nbsp;&nbsp; 882560 |
|  |  | Province of British Columbia |  |
|  | 2510000 | &nbsp;&nbsp;&nbsp; 3.90%, due 8/27/2030 | &nbsp;&nbsp; 2505992 |
|  | 2070000 | &nbsp;&nbsp;&nbsp; 4.80%, due 6/11/2035 | &nbsp;&nbsp; 2110549 |
|  | 1195000 | Province of Manitoba, 4.90%, due 5/31/2034 | &nbsp;&nbsp; 1230771 |
|  |  | Province of Ontario |  |
|  | 3625000 | &nbsp;&nbsp;&nbsp; 3.90%, due 9/4/2030 | &nbsp;&nbsp; 3619346 |
|  | 1645000 | &nbsp;&nbsp;&nbsp; 4.85%, due 6/11/2035 | &nbsp;&nbsp; 1688725 |
|  | 1355000 | &nbsp;&nbsp;&nbsp; 4.45%, due 11/20/2035 | &nbsp;&nbsp; 1344791 |
|  |  | Province of Quebec |  |
|  | 2005000 | &nbsp;&nbsp;&nbsp; 3.88%, due 1/14/2031 | &nbsp;&nbsp; 1995692 |
|  | 2635000 | &nbsp;&nbsp;&nbsp; 4.63%, due 8/28/2035 | &nbsp;&nbsp; 2649246 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
| $| 4145000 | Province of Saskatchewan, 4.65%, due 1/28/2030 | &nbsp;&nbsp; $4257788 |
| **Total Foreign Government Securities (Cost $37,097,889)** | **Total Foreign Government Securities (Cost $37,097,889)** | **Total Foreign Government Securities (Cost $37,097,889)** | &nbsp;&nbsp; **37546344** |
| **Number of Shares** | **Number of Shares** | **Number of Shares** |  |
| **Short-Term Investments 2.5%** | **Short-Term Investments 2.5%** | **Short-Term Investments 2.5%** | **Short-Term Investments 2.5%** |
| **Investment Companies 2.5%** | **Investment Companies 2.5%** | **Investment Companies 2.5%** | **Investment Companies 2.5%** |
|  | 29900641 | &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 3.65%<sup>(i)</sup> **(Cost $29,900,641)**<br>| &nbsp;&nbsp; **29900641** |
| **Total Investments 100.6% (Cost $1,201,346,376)** | **Total Investments 100.6% (Cost $1,201,346,376)** | **Total Investments 100.6% (Cost $1,201,346,376)** | &nbsp;&nbsp; **1197975651** |
| Liabilities Less Other Assets (0.6)% | Liabilities Less Other Assets (0.6)% | Liabilities Less Other Assets (0.6)% | &nbsp;&nbsp; (7211661)<sup>(j)</sup><br>|
| **Net Assets 100.0%** | **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$1190763990** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;‡ Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Principal only security. This security entitles the holder to receive principal payments
 from an underlying pool of assets or on the security itself.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended,
 or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from
 registration, may only be sold to qualified institutional investors or may have other restrictions on resale.
 At January 31, 2026, these securities amounted to $316,849,085, which represents 26.6% of net assets of
 the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable or floating rate security where the stated interest rate is not based on
 a published reference rate and spread. Rather, the interest rate adjusts periodically based on changes in current
 interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current
 rate as of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Variable or floating rate security. The interest rate shown was the current rate as
 of January 31, 2026 and changes periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Interest only security. These securities represent the right to receive the monthly
 interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of
 the "interest only" holding.

&nbsp;&nbsp;&nbsp;&nbsp;(f) When-issued security. Total value of all such securities at January 31, 2026 amounted
 to $10,552,375, which represents 0.9% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Security issued at a fixed coupon rate, which converts to a variable rate at a future
 date. Rate shown is the rate in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Perpetual security. Perpetual securities have no stated maturity date, but they may
 be called/redeemed by the issuer. The date shown reflects the next call date.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Represents 7-day effective yield as of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Includes the impact of the Fund's open positions in derivatives at January 31, 2026.

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** |
| **Country** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| United States | $1019372984 | 85.6% |
| Cayman Islands | 36753554 | 3.1% |
| United Kingdom | 26056366 | 2.2% |
| Canada | 23638771 | 2.0% |
| Supranational | 14058776 | 1.2% |
| Mexico | 11518343 | 1.0% |
| France | 11130367 | 0.9% |
| Jersey | 8474854 | 0.7% |
| Korea | 3109440 | 0.3% |
| Netherlands | 2827256 | 0.2% |
| Germany | 2799342 | 0.2% |
| Ireland | 2725156 | 0.2% |
| Austria | 1832340 | 0.2% |
| Japan | 1515661 | 0.1% |
| Switzerland | 1320220 | 0.1% |
| Belgium | 941580 | 0.1% |
| Short-Term Investments and Other Liabilities—Net | 22688980 | 1.9% |
|  | **$1190763990** | **100.0%** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2026, open positions in futures for the Fund were as follows:

**Long Futures:**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Number of** <br>**Contracts**<br>| **Open Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 | U.S. Treasury Long Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $30393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(245105)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39922640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (488832)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1611 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335880915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213459 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48909430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350744)<br>|
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | &nbsp;&nbsp;&nbsp;&nbsp; **$455105985** | &nbsp;&nbsp;&nbsp;&nbsp; **$(871222)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Short Futures:**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Number of** <br>**Contracts**<br>| **Open Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(88128625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $628166 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23017750)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162473 |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | &nbsp;&nbsp;&nbsp;&nbsp; **$(111146375)**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **$790639** |
| **Total Futures** | **Total Futures** | **Total Futures** |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(80583)**<br>|

---

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| U.S. Treasury Obligations | $— | $117072558 | $— | $117072558 |
| U.S. Government Agency Securities |  | 8892314 |  | 8892314 |
| Mortgage-Backed Securities<sup>#</sup> <br>|  | 492506723 |  | 492506723 |
| Asset-Backed Securities<sup>#</sup> <br>|  | 149661200 |  | 149661200 |
| Corporate Bonds<sup>#</sup> <br>|  | 362395871 |  | 362395871 |
| Foreign Government Securities |  | 37546344 |  | 37546344 |
| Short-Term Investments |  | 29900641 |  | 29900641 |
| **Total Investments** | **$—** | **$1197975651** | **$—** | **$1197975651** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry or sector categorization as well as a Positions by Country summary.

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's derivatives as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $1004098 | $— | $— | $1004098 |
| &nbsp;&nbsp;&nbsp; Liabilities | (1084681)<br>|  |  | (1084681)<br>|
| **Total** | **$(80583)**<br>| **$—** | **$—** | **$(80583)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

@ Futures are reported at the cumulative unrealized appreciation/(depreciation) of the instrument.

See Notes to Schedule of Investments

------

Schedule of Investments Core Bond Fund^ (Unaudited) (cont'd)

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities 2.1%** | **Asset-Backed Securities 2.1%** | **Asset-Backed Securities 2.1%** |
| **Other 2.1%** | **Other 2.1%** |  |
| $1000000 | &nbsp;&nbsp; Ballyrock CLO 28 Ltd., Series 2024-28A, Class D, (3 mo. USD Term SOFR + 5.00%), 8.67%, due <br> 1/20/2038<br>| &nbsp;&nbsp; $1009505<br> <sup>(a)(b)</sup><br>|
| 700000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXIII Ltd., Series 2023-33A, Class D2R, (3.40% - 3 mo. USD Term <br> SOFR), 0.00%, due 1/25/2039<br>| &nbsp;&nbsp; 700000<br> <sup>(a)(b)(c)</sup><br>|
| 1500000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2018-2A, Class D1R, (3 mo. USD Term SOFR + 3.05%), 6.72%, due <br> 10/20/2037<br>| &nbsp;&nbsp; 1514258<br> <sup>(a)(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Galaxy 31 CLO Ltd., Series 2023-31A, Class ER, (3 mo. USD Term SOFR + 5.50%), 9.17%, due <br> 7/15/2038<br>| &nbsp;&nbsp; 1002668<br> <sup>(a)(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2021-21A, Class D1R, (3 mo. USD Term SOFR + 2.65%), 6.32%, due <br> 1/20/2038<br>| &nbsp;&nbsp; 1010839<br> <sup>(a)(b)</sup><br>|
| 1275000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-4A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.67%, due <br> 1/15/2038<br>| &nbsp;&nbsp; 1284038<br> <sup>(a)(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Trestles CLO IX Ltd., Series 2025-9A, Class D2, (3 mo. USD Term SOFR + 3.65%), 7.52%, due <br> 1/15/2039<br>| &nbsp;&nbsp; 1002030<br> <sup>(a)(b)</sup><br>|
| 1250000 | Voya CLO Ltd., Series 2024-2A, Class E, (3 mo. USD Term SOFR + 6.05%), 9.72%, due 7/20/2037 | &nbsp;&nbsp; 1261520<br> <sup>(a)(b)</sup><br>|
| 1300000 | &nbsp;&nbsp; Wellington Management CLO 4 Ltd., Series 2025-4A, Class D1, (3 mo. USD Term SOFR + 2.55%), <br> 6.22%, due 4/18/2038<br>| &nbsp;&nbsp; 1306782<br> <sup>(a)(b)</sup><br>|
| **Total Asset-Backed Securities (Cost $9,993,125)** | **Total Asset-Backed Securities (Cost $9,993,125)** | &nbsp;&nbsp; **10091640** |
| **Corporate Bonds 1.6%** | **Corporate Bonds 1.6%** | **Corporate Bonds 1.6%** |
| **Advertising 0.1%** | **Advertising 0.1%** | **Advertising 0.1%** |
| 500000 | Neptune Bidco U.S., Inc., 9.50%, due 2/15/2033 | &nbsp;&nbsp; **509133**<br> <sup>(a)</sup><br>|
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |
| 400000 | SCIH Salt Holdings, Inc., 4.88%, due 5/1/2028 | &nbsp;&nbsp; 399029<br> <sup>(a)</sup><br>|
| 456000 | WR Grace Holdings LLC, 4.88%, due 6/15/2027 | &nbsp;&nbsp; 456000<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **855029** |
| **Commercial Services 0.3%** | **Commercial Services 0.3%** | **Commercial Services 0.3%** |
| Prime Security Services Borrower LLC/Prime Finance, Inc. |  |  |
| 1170000 | &nbsp;&nbsp;&nbsp; 3.38%, due 8/31/2027 | &nbsp;&nbsp; 1146056<br> <sup>(a)</sup><br>|
| 510000 | &nbsp;&nbsp;&nbsp; 3.38%, due 8/31/2027 | &nbsp;&nbsp; 499563<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **1645619** |
| **Environmental Control 0.2%** | **Environmental Control 0.2%** | **Environmental Control 0.2%** |
| 720000 | Madison IAQ LLC, 4.13%, due 6/30/2028 | &nbsp;&nbsp; **711374**<br> <sup>(a)</sup><br>|
| **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** |
| 545000 | Ahlstrom Holding 3 Oy, 4.88%, due 2/4/2028 | &nbsp;&nbsp; **538854**<br> <sup>(a)</sup><br>|
| **Internet 0.1%** | **Internet 0.1%** | **Internet 0.1%** |
| 525000 | Cablevision Lightpath LLC, 3.88%, due 9/15/2027 | &nbsp;&nbsp; **522643**<br> <sup>(d)</sup><br>|
| **Machinery - Diversified 0.2%** | **Machinery - Diversified 0.2%** | **Machinery - Diversified 0.2%** |
| 870000 | TK Elevator U.S. Newco, Inc., 5.25%, due 7/15/2027 | &nbsp;&nbsp; **870253**<br> <sup>(a)</sup><br>|
| **Media 0.0%**<sup>‡</sup> | **Media 0.0%**<sup>‡</sup> | **Media 0.0%**<sup>‡</sup> |
| 274000 | Cumulus Media New Holdings, Inc., 8.00%, due 7/1/2029 | &nbsp;&nbsp; **75350**<br> <sup>(a)</sup><br>|
| **Pipelines 0.1%** | **Pipelines 0.1%** | **Pipelines 0.1%** |
| 530000 | NGL Energy Operating LLC/NGL Energy Finance Corp., 8.13%, due 2/15/2029 | &nbsp;&nbsp; **549996**<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Software 0.0%**<sup>‡</sup> | **Software 0.0%**<sup>‡</sup> | **Software 0.0%**<sup>‡</sup> |
| $505175 | Rackspace Finance LLC, 3.50%, due 5/15/2028 | &nbsp;&nbsp; **$131345**<br> <sup>(a)</sup><br>|
| **Telecommunications 0.3%** | **Telecommunications 0.3%** | **Telecommunications 0.3%** |
| 325000 | Altice Financing SA, 5.00%, due 1/15/2028 | &nbsp;&nbsp; 235943<br> <sup>(a)</sup><br>|
| 998476 | Altice France SA, 6.88%, due 10/15/2030 | &nbsp;&nbsp; 981615<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **1217558** |
| **Total Corporate Bonds (Cost $8,123,982)** | **Total Corporate Bonds (Cost $8,123,982)** | &nbsp;&nbsp; **7627154** |
| **Loan Assignments**<sup>(b)</sup> **93.0%** | **Loan Assignments**<sup>(b)</sup> **93.0%** | **Loan Assignments**<sup>(b)</sup> **93.0%** |
| **Aerospace & Defense 2.7%** | **Aerospace & Defense 2.7%** | **Aerospace & Defense 2.7%** |
| 1789416 | &nbsp;&nbsp; Air Comm Corp. LLC, Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.44% – 6.57%, due <br> 12/11/2031<br>| &nbsp;&nbsp; 1789416<br> <sup>(e)</sup><br>|
| 713762 | &nbsp;&nbsp; Amentum Government Services Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 2.00%), <br> 5.67%, due 9/29/2031<br>| &nbsp;&nbsp; 712870 |
| 920284 | &nbsp;&nbsp; Cobham Ultra SeniorCo SARL, Term Loan B, (6 mo. USD Term SOFR + 3.75%), 8.37%, due <br> 8/3/2029<br>| &nbsp;&nbsp; 918940 |
| Dynasty Acquisition Co., Inc. |  |  |
| 1283788 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B1, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 10/31/2031 | &nbsp;&nbsp; 1285970 |
| 488312 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B2, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 10/31/2031 | &nbsp;&nbsp; 489142 |
| Kaman Corp. |  |  |
| 35480 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 2.50%, 3 mo. USD Term SOFR + 2.50%), 6.15% – 6.15%, <br> due 2/26/2032<br>| &nbsp;&nbsp; 35431<br> <sup>(e)</sup><br>|
| 1913917 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 2.50%, 6 mo. USD Term SOFR + 2.50%), 6.32% – 6.54%, <br> due 2/26/2032<br>| &nbsp;&nbsp; 1911257<br> <sup>(e)</sup><br>|
| Peraton Corp. |  |  |
| 2541383 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.52%, due 2/1/2028 | &nbsp;&nbsp; 2343638 |
| 234174 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B1, (3 mo. USD Term SOFR + 7.75%), 11.67%, due 2/1/2029 | &nbsp;&nbsp; 177094 |
| 1815000 | Propulsion (BC) Finco SARL, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 12/1/2032 | &nbsp;&nbsp; 1816143 |
| TransDigm, Inc. |  |  |
| 747245 | &nbsp;&nbsp;&nbsp; Term Loan J, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 2/28/2031 | &nbsp;&nbsp; 746752 |
| 1025145 | &nbsp;&nbsp;&nbsp; Term Loan L, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 1/19/2032 | &nbsp;&nbsp; 1024325 |
|  |  | &nbsp;&nbsp; **13250978** |
| **Air Freight & Logistics 0.4%** | **Air Freight & Logistics 0.4%** | **Air Freight & Logistics 0.4%** |
| 542920 | Echo Global Logistics, Inc., Term Loan, (1 mo. USD Term SOFR + 3.75%), 7.52%, due 11/23/2028 | &nbsp;&nbsp; 537040 |
| 1368473 | &nbsp;&nbsp; Worldwide Express Operations LLC, Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due <br> 7/26/2028<br>| &nbsp;&nbsp; 1367625 |
|  |  | &nbsp;&nbsp; **1904665** |
| **Automobile Components 0.6%** | **Automobile Components 0.6%** | **Automobile Components 0.6%** |
| 1705725 | Clarios Global LP, Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 1/28/2032 | &nbsp;&nbsp; 1706254 |
| 1321871 | Dealer Tire Financial LLC, Term Loan B4, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 7/2/2031 | &nbsp;&nbsp; 1318566 |
|  |  | &nbsp;&nbsp; **3024820** |
| **Broadline Retail 0.3%** | **Broadline Retail 0.3%** | **Broadline Retail 0.3%** |
| Peer Holding III BV |  |  |
| 1226539 | &nbsp;&nbsp;&nbsp; Term Loan B4B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 10/28/2030 | &nbsp;&nbsp; 1225005 |
| 267300 | &nbsp;&nbsp;&nbsp; Term Loan B5B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 7/1/2031 | &nbsp;&nbsp; 266966 |
|  |  | &nbsp;&nbsp; **1491971** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Building Products 1.0%** | **Building Products 1.0%** | **Building Products 1.0%** |
| $1525011 | &nbsp;&nbsp; Cornerstone Building Brands, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.25%), 7.03%, due <br> 4/12/2028<br>| &nbsp;&nbsp; $1172993 |
| 834045 | Jeld-Wen, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.79%, due 7/28/2028 | &nbsp;&nbsp; 733176 |
| 1412828 | LBM Acquisition LLC, Term Loan B, (1 mo. USD Term SOFR + 3.75%), 7.52%, due 6/6/2031 | &nbsp;&nbsp; 1357135 |
| 1212666 | MI Windows & Doors LLC, Term Loan B2, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 3/28/2031 | &nbsp;&nbsp; 1211150 |
| 672337 | Oscar AcquisitionCo LLC, Term Loan B, (3 mo. USD Term SOFR + 4.25%), 7.92%, due 4/29/2029 | &nbsp;&nbsp; 511144 |
|  |  | &nbsp;&nbsp; **4985598** |
| **Capital Markets 4.0%** | **Capital Markets 4.0%** | **Capital Markets 4.0%** |
| 1299935 | Apex Group Treasury LLC, Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.39%, due 2/27/2032 | &nbsp;&nbsp; 1195940 |
| Ascensus Group Holdings, Inc. |  |  |
| 1505000 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 11/24/2032 | &nbsp;&nbsp; 1498724 |
| 520000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B, (3 mo. USD Term SOFR + 5.25%), 8.92%, due 11/25/2033 | &nbsp;&nbsp; 530400<br> <sup>(f)</sup><br>|
| 1615000 | Citco Funding LLC, Term Loan B, (1 mo. USD Term SOFR), due 1/21/2033 | &nbsp;&nbsp; 1613999<br> <sup>(g)(h)</sup><br>|
| Edelman Financial Center LLC |  |  |
| 1375416 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 4/7/2028 | &nbsp;&nbsp; 1374288 |
| 450000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1 mo. USD Term SOFR + 5.25%), 8.92%, due 10/6/2028 | &nbsp;&nbsp; 450189 |
| 696487 | Focus Financial Partners LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 9/15/2031 | &nbsp;&nbsp; 691660 |
| 1788628 | &nbsp;&nbsp; Galaxy U.S. Opco, Inc., Term Loan, (3 mo. USD Term SOFR + 2.00%, 3 mo. USD Term SOFR + <br> 3.75%), 3.75% – 5.67%, due 7/31/2030<br>| &nbsp;&nbsp; 1696210<br> <sup>(e)</sup><br>|
| 818500 | Guggenheim Partners LLC, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 11/26/2031 | &nbsp;&nbsp; 818909 |
| 1477189 | Harbourvest Partners LLC, Term Loan B, (3 mo. USD Term SOFR + 2.00%), 5.65%, due 4/19/2030 | &nbsp;&nbsp; 1479036<br> <sup>(f)</sup><br>|
| 1552200 | IMC Financing LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 6/18/2032 | &nbsp;&nbsp; 1556080 |
| NEXUS Buyer LLC |  |  |
| 1032374 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 7/31/2031 | &nbsp;&nbsp; 1007060 |
| 530000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B, (1 mo. USD Term SOFR + 5.75%), 9.42%, due 2/16/2032 | &nbsp;&nbsp; 518833 |
| Orion U.S. Finco, Inc. |  |  |
| 1330000 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3 mo. USD Term SOFR + 3.50%), 7.15%, due 10/8/2032 | &nbsp;&nbsp; 1329175 |
| 535000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 5.50%), 9.15%, due 10/10/2033 | &nbsp;&nbsp; 538012 |
| 1501933 | &nbsp;&nbsp; Superannuation & Investments U.S. LLC, Term Loan, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 12/1/2028<br>| &nbsp;&nbsp; 1502309 |
| 1690763 | Victory Capital Holdings, Inc., Term Loan, (3 mo. USD Term SOFR + 2.00%), 5.67%, due 9/23/2032 | &nbsp;&nbsp; 1693299 |
|  |  | &nbsp;&nbsp; **19494123** |
| **Chemicals 2.0%** | **Chemicals 2.0%** | **Chemicals 2.0%** |
| 990000 | AAP Buyer, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 9/9/2031 | &nbsp;&nbsp; 991237<br> <sup>(f)</sup><br>|
| 555023 | &nbsp;&nbsp; ECO Services Operations Corp., Term Loan B, (3 mo. USD Term SOFR + 2.00%), 5.67%, due <br> 6/12/2031<br>| &nbsp;&nbsp; 554679 |
| 883657 | &nbsp;&nbsp; Groupe Solmax, Inc., Term Loan, (1 mo. USD Term SOFR + 4.75%, 3 mo. USD Term SOFR + 4.75%), <br> 8.54% – 8.68%, due 5/29/2028<br>| &nbsp;&nbsp; 745453<br> <sup>(e)</sup><br>|
| 853610 | &nbsp;&nbsp; Ineos U.S. Finance LLC, First Lien Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due <br> 2/7/2031<br>| &nbsp;&nbsp; 594685 |
| 1400850 | Minerals Technologies, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 11/26/2031 | &nbsp;&nbsp; 1404352<br> <sup>(f)</sup><br>|
| Olympus Water U.S. Holding Corp. |  |  |
| 1710803 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 6/20/2031 | &nbsp;&nbsp; 1684286 |
| 565000 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 11/3/2032 | &nbsp;&nbsp; 555350 |
| 1050000 | SCIL IV LLC, Term Loan B, (6 mo. USD Term SOFR + 4.00%), 7.79%, due 11/8/2032 | &nbsp;&nbsp; 1050000 |
| 707494 | SCUR-Alpha 1503 GmbH, Term Loan B1, (3 mo. USD Term SOFR + 5.50%), 9.17%, due 3/29/2030 | &nbsp;&nbsp; 664160 |
| 1330742 | Sparta U.S. HoldCo LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.70%, due 8/2/2030 | &nbsp;&nbsp; 1319577 |
|  |  | &nbsp;&nbsp; **9563779** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Commercial Services & Supplies 4.0%** | **Commercial Services & Supplies 4.0%** | **Commercial Services & Supplies 4.0%** |
| $1620448 | Albion Financing 3 SARL, Term Loan, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 5/21/2031 | &nbsp;&nbsp; $1610823 |
| 2602238 | Allied Universal Holdco LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 8/20/2032 | &nbsp;&nbsp; 2604788 |
| 1815450 | Anticimex International AB, Term Loan, (3 mo. USD Term SOFR + 2.90%), 7.31%, due 11/17/2031 | &nbsp;&nbsp; 1818046 |
| 866250 | &nbsp;&nbsp; ASP Dream Acquisition Co. LLC, Term Loan B, (1 mo. USD Term SOFR + 4.25%), 8.02%, due <br> 12/15/2028<br>| &nbsp;&nbsp; 819325 |
| 866491 | Belfor Holdings, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 11/1/2030 | &nbsp;&nbsp; 865953 |
| 1444725 | BrightView Landscapes LLC, Term Loan B, (3 mo. USD Term SOFR + 2.00%), 5.67%, due 4/20/2029 | &nbsp;&nbsp; 1439307 |
| 1712656 | Crash Champions LLC, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.57%, due 2/23/2029 | &nbsp;&nbsp; 1590989 |
| 1247730 | EnergySolutions LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 9/20/2030 | &nbsp;&nbsp; 1247730 |
| 1394283 | Garda World Security Corp., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 2/1/2029 | &nbsp;&nbsp; 1390797 |
| 1278575 | &nbsp;&nbsp; Gategroup Fin Luxembourg SA, Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.20%, due <br> 6/10/2032<br>| &nbsp;&nbsp; 1279636 |
| 672600 | Iron Mountain, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 1/31/2031 | &nbsp;&nbsp; 665242 |
| 932196 | Legence Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 2.25%), 5.92%, due 12/16/2031 | &nbsp;&nbsp; 934294 |
| 1753050 | Pye-Barker Fire & Safety LLC, Term Loan, (3 mo. USD Term SOFR + 2.50%), 6.20%, due 12/16/2032 | &nbsp;&nbsp; 1752314 |
| 1554393 | TMC Buyer, Inc., Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.57%, due 11/1/2030 | &nbsp;&nbsp; 1557797 |
|  |  | &nbsp;&nbsp; **19577041** |
| **Communications Equipment 0.5%** | **Communications Equipment 0.5%** | **Communications Equipment 0.5%** |
| 1577075 | Tiger Acquisition LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 8/23/2032 | &nbsp;&nbsp; 1572801 |
| 732588 | WatchGuard Technologies, Inc., Term Loan, (1 mo. USD Term SOFR + 5.25%), 8.92%, due 7/2/2029 | &nbsp;&nbsp; 730756<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **2303557** |
| **Construction & Engineering 1.4%** | **Construction & Engineering 1.4%** | **Construction & Engineering 1.4%** |
| 662930 | Archkey Solutions LLC, Term Loan B, (3 mo. USD Term SOFR + 4.25%), 7.92%, due 11/1/2031 | &nbsp;&nbsp; 667696 |
| 1155951 | Artera Services LLC, Term Loan, (3 mo. USD Term SOFR + 4.50%), 8.17%, due 2/15/2031 | &nbsp;&nbsp; 928067 |
| 1700000 | &nbsp;&nbsp; Green Infrastructure Partners, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due <br> 9/24/2032<br>| &nbsp;&nbsp; 1698946 |
| 1505903 | Pinnacle Buyer LLC, Term Loan, (3 mo. USD Term SOFR + 2.50%), 6.16%, due 10/1/2032 | &nbsp;&nbsp; 1505903 |
| 1805925 | Tecta America Corp., Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 2/18/2032 | &nbsp;&nbsp; 1808508 |
|  |  | &nbsp;&nbsp; **6609120** |
| **Construction Materials 0.8%** | **Construction Materials 0.8%** | **Construction Materials 0.8%** |
| 1495000 | Potters Industries LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 12/23/2032 | &nbsp;&nbsp; 1492668 |
| 1705782 | Quikrete Holdings, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.25%), 5.92%, due 2/10/2032 | &nbsp;&nbsp; 1704502 |
| 801756 | Star Holding LLC, First Lien Term Loan B, (1 mo. USD Term SOFR + 4.50%), 8.17%, due 7/31/2031 | &nbsp;&nbsp; 784518 |
|  |  | &nbsp;&nbsp; **3981688** |
| **Consumer Staples Distribution & Retail 0.5%** | **Consumer Staples Distribution & Retail 0.5%** | **Consumer Staples Distribution & Retail 0.5%** |
| 1845000 | Boots Group Bidco Ltd., Term Loan, (3 mo. USD Term SOFR + 3.50%), 7.21%, due 8/30/2032 | &nbsp;&nbsp; 1849612 |
| 163597 | Cardenas Markets, Inc., Term Loan, (3 mo. USD Term SOFR + 6.75%), 10.52%, due 8/1/2029 | &nbsp;&nbsp; 127354 |
| 608125 | Northeast Grocery, Inc., Term Loan B, (3 mo. USD Term SOFR + 7.50%), 11.38%, due 12/13/2028 | &nbsp;&nbsp; 609141 |
|  |  | &nbsp;&nbsp; **2586107** |
| **Containers & Packaging 3.6%** | **Containers & Packaging 3.6%** | **Containers & Packaging 3.6%** |
| 1073849 | Altium Packaging LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 6/11/2031 | &nbsp;&nbsp; 1021950 |
| 1772156 | &nbsp;&nbsp; Berlin Packaging LLC, Term Loan B7, (3 mo. USD Term SOFR + 3.25%), 6.91% – 6.92%, due <br> 6/7/2032<br>| &nbsp;&nbsp; 1768434<br> <sup>(e)</sup><br>|
| 509065 | &nbsp;&nbsp; Clydesdale Acquisition Holdings, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 4/1/2032<br>| &nbsp;&nbsp; 506077 |
| 1200777 | Glatfelter Corp., Term Loan B, (3 mo. USD Term SOFR + 4.25%), 8.07%, due 11/4/2031 | &nbsp;&nbsp; 1187268 |
| 1270000 | Graham Packaging Co., Inc., Term Loan B, (1 mo. USD Term SOFR), due 1/14/2033 | &nbsp;&nbsp; 1267879<br> <sup>(g)(h)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Containers & Packaging – cont'd** | **Containers & Packaging – cont'd** | **Containers & Packaging – cont'd** |
| $735497 | IRIS Holdings, Inc., Term Loan, (3 mo. USD Term SOFR + 4.75%), 8.52%, due 6/28/2028 | &nbsp;&nbsp; $710601 |
| Klockner-Pentaplast of America, Inc. |  |  |
| 733663 | &nbsp;&nbsp;&nbsp; Term Loan B, (6 mo. USD Term SOFR + 4.73%), 9.02%, due 2/12/2026 | &nbsp;&nbsp; 110049<br> <sup>(f)(i)</sup><br>|
| 450028 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.00%), 3.00% – 6.67%, due 8/7/2026 | &nbsp;&nbsp; 399774<br> <sup>(e)</sup><br>|
| 677078 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.00%), 3.00% – 6.67%, due 8/7/2026 | &nbsp;&nbsp; 601469<br> <sup>(e)</sup><br>|
| 1670000 | &nbsp;&nbsp; Mauser Packaging Solutions Holding Co., Term Loan B, (1 mo. USD Term SOFR + 3.50%), 7.23%, <br> due 4/15/2030<br>| &nbsp;&nbsp; 1626764 |
| 125296 | &nbsp;&nbsp; Mold-Rite Plastics LLC, Term Loan, (1 mo. USD Term SOFR + 1.50%, 1 mo. USD Term SOFR + <br> 2.25%), 2.25% – 5.29%, due 10/4/2028<br>| &nbsp;&nbsp; 93136<br> <sup>(e)</sup><br>|
| 1791463 | Pregis TopCo Corp., Term Loan, (1 mo. USD Term SOFR + 4.00%), 7.67%, due 2/1/2029 | &nbsp;&nbsp; 1795099 |
| 948394 | &nbsp;&nbsp; Ring Container Technologies Group LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, <br> due 9/15/2032<br>| &nbsp;&nbsp; 949381 |
| Spa Holdings 3 Oy |  |  |
| 643649 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.93%, due 2/4/2028 | &nbsp;&nbsp; 642645 |
| 666654 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 4.25%), 8.18%, due 5/23/2030 | &nbsp;&nbsp; 666821 |
| 1306825 | SupplyOne, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 4/21/2031 | &nbsp;&nbsp; 1307726 |
| 1051688 | Technimark Holdings LLC, Term Loan, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 4/14/2031 | &nbsp;&nbsp; 1044788 |
| 2015396 | Trident TPI Holdings, Inc., Term Loan B7, (3 mo. USD Term SOFR + 3.75%), 7.42%, due 9/15/2028 | &nbsp;&nbsp; 1895943 |
|  |  | &nbsp;&nbsp; **17595804** |
| **Distributors 0.5%** | **Distributors 0.5%** | **Distributors 0.5%** |
| 934175 | PAI Holdco, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.83%, due 10/28/2027 | &nbsp;&nbsp; 805586 |
| S&S Holdings LLC |  |  |
| 1565203 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 5.00%), 8.77%, due 3/11/2028 | &nbsp;&nbsp; 1551993 |
| 225000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1 mo. USD Term SOFR + 8.75%), 12.52%, due 3/9/2029 | &nbsp;&nbsp; 207000 |
|  |  | &nbsp;&nbsp; **2564579** |
| **Diversified Consumer Services 1.5%** | **Diversified Consumer Services 1.5%** | **Diversified Consumer Services 1.5%** |
| 1699926 | Ascend Learning LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 12/11/2028 | &nbsp;&nbsp; 1678150 |
| 1757817 | Belron Finance 2019 LLC, Term Loan B, (3 mo. USD Term SOFR + 2.25%), 6.12%, due 10/16/2031 | &nbsp;&nbsp; 1761772 |
| 2050707 | Fugue Finance BV, Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.57%, due 1/9/2032 | &nbsp;&nbsp; 2032763 |
| 1709214 | Wand NewCo 3, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 1/30/2031 | &nbsp;&nbsp; 1707385 |
|  |  | &nbsp;&nbsp; **7180070** |
| **Diversified Financial Services 0.2%** | **Diversified Financial Services 0.2%** | **Diversified Financial Services 0.2%** |
| 940000 | Daintree BidCo Pty. Ltd., Term Loan B, (1 mo. USD Term SOFR), due 11/25/2032 | &nbsp;&nbsp; **932950**<br> <sup>(f)(g)(h)</sup><br>|
| **Diversified Telecommunication Services 2.7%** | **Diversified Telecommunication Services 2.7%** | **Diversified Telecommunication Services 2.7%** |
| Altice France SA |  |  |
| 712257 | &nbsp;&nbsp;&nbsp; Term Loan B11, (3 mo. USD Term SOFR + 4.13%), 7.80%, due 4/30/2028 | &nbsp;&nbsp; 711367 |
| 941976 | &nbsp;&nbsp;&nbsp; Term Loan B13, (3 mo. USD Term SOFR + 5.38%), 9.05%, due 5/14/2029 | &nbsp;&nbsp; 941684 |
| 711166 | &nbsp;&nbsp;&nbsp; Term Loan B14, (3 mo. USD Term SOFR + 6.88%), 10.55%, due 5/31/2031 | &nbsp;&nbsp; 720646 |
| 215428 | Cable One, Inc., Term Loan B4, (1 mo. USD Term SOFR + 2.00%), 5.79%, due 5/3/2028 | &nbsp;&nbsp; 200617 |
| 2328414 | CSC Holdings LLC, Term Loan B5, (3 mo. USD Term SOFR + 1.50%), 8.25%, due 4/15/2027 | &nbsp;&nbsp; 2074616 |
| 1520000 | ITG Communications LLC, Term Loan B, (1 mo. USD Term SOFR + 4.75%), 8.42%, due 7/9/2031 | &nbsp;&nbsp; 1468062 |
| 2180000 | Level 3 Financing, Inc., Term Loan B4, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 3/29/2032 | &nbsp;&nbsp; 2180545 |
| 512131 | Lumen Technologies, Inc., Term Loan A, (1 mo. USD Term SOFR + 6.00%), 9.72%, due 6/1/2028 | &nbsp;&nbsp; 513027 |
| 515585 | &nbsp;&nbsp; Radiate Holdco LLC, Term Loan, (1 mo. USD Term SOFR + 1.50%, 1 mo. USD Term SOFR + 3.50%), <br> 1.50% – 7.29%, due 9/25/2029<br>| &nbsp;&nbsp; 442114<br> <sup>(e)</sup><br>|
| 1520000 | &nbsp;&nbsp; Sunrise Financing Partnership, Term Loan AAA, (6 mo. USD Term SOFR + 2.50%), 6.13%, due <br> 2/15/2032<br>| &nbsp;&nbsp; 1514452 |
| 330000 | Telesat Canada, Term Loan B5, (3 mo. USD Term SOFR + 2.75%), 6.83%, due 12/7/2026 | &nbsp;&nbsp; 260819 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Diversified Telecommunication Services – cont'd** | **Diversified Telecommunication Services – cont'd** | **Diversified Telecommunication Services – cont'd** |
| $890000 | Windstream Services LLC, Term Loan B, (1 mo. USD Term SOFR + 4.75%), 8.52%, due 10/1/2031 | &nbsp;&nbsp; $894450<br> <sup>(f)</sup><br>|
| 1367151 | &nbsp;&nbsp; Zayo Group Holdings, Inc., Term Loan, (1 mo. USD Term SOFR + 0.50%, 1 mo. USD Term SOFR + <br> 3.00%), 0.50% – 6.79%, due 3/11/2030<br>| &nbsp;&nbsp; 1314556<br> <sup>(e)</sup><br>|
|  |  | &nbsp;&nbsp; **13236955** |
| **Electric Utilities 2.5%** | **Electric Utilities 2.5%** | **Electric Utilities 2.5%** |
| 1583124 | Alpha Generation LLC, Term Loan B, (1 mo. USD Term SOFR + 1.75%), 5.42%, due 9/30/2031 | &nbsp;&nbsp; 1580686 |
| 1579310 | &nbsp;&nbsp; Astoria Energy LLC, Term Loan B, (1 mo. USD Term SOFR + 2.25%, 3 mo. USD Term SOFR + <br> 2.25%), 5.92% – 5.92%, due 6/23/2032<br>| &nbsp;&nbsp; 1581774<br> <sup>(e)</sup><br>|
| 1541138 | Bayonne Energy Center LLC, Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 10/1/2032 | &nbsp;&nbsp; 1544343 |
| 1508167 | &nbsp;&nbsp; Cornerstone Generation LLC, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 8/11/2032<br>| &nbsp;&nbsp; 1518227 |
| 1491500 | EFS Cogen Holdings I LLC, Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 10/3/2031 | &nbsp;&nbsp; 1489904 |
| 1010232 | Hill Top Energy Center LLC, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 6/26/2032 | &nbsp;&nbsp; 1010545 |
| 1565024 | &nbsp;&nbsp; Lackawanna Energy Center LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due <br> 8/5/2032<br>| &nbsp;&nbsp; 1572458 |
| MRP Buyer LLC |  |  |
| 1632602 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 6/4/2032 | &nbsp;&nbsp; 1621386 |
| 125265 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 6/4/2032 | &nbsp;&nbsp; 124405 |
|  |  | &nbsp;&nbsp; **12043728** |
| **Electrical Equipment 1.0%** | **Electrical Equipment 1.0%** | **Electrical Equipment 1.0%** |
| 1910412 | &nbsp;&nbsp; Arcline FM Holdings LLC, First Lien Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.42%, due <br> 6/23/2030<br>| &nbsp;&nbsp; 1913106 |
| Resilience Parent LLC |  |  |
| 1565000 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (1 mo. USD Term SOFR), due 1/21/2033 | &nbsp;&nbsp; 1563044<br> <sup>(g)(h)</sup><br>|
| 495000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, due 1/21/2034 | &nbsp;&nbsp; 490050<br> <sup>(f)(g)(h)(j)</sup><br>|
| 1001715 | WEC U.S. Holdings Ltd., Term Loan, (1 mo. USD Term SOFR + 2.00%), 5.70%, due 1/27/2031 | &nbsp;&nbsp; 1000122 |
|  |  | &nbsp;&nbsp; **4966322** |
| **Electronic Equipment, Instruments & Components 0.7%** | **Electronic Equipment, Instruments & Components 0.7%** | **Electronic Equipment, Instruments & Components 0.7%** |
| 2358150 | Chamberlain Group, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 9/8/2032 | &nbsp;&nbsp; 2354660 |
| 1221034 | Ingram Micro, Inc., Term Loan, (1 mo. USD Term SOFR + 2.25%), 5.92%, due 9/22/2031 | &nbsp;&nbsp; 1223330 |
|  |  | &nbsp;&nbsp; **3577990** |
| **Energy Equipment & Services 0.7%** | **Energy Equipment & Services 0.7%** | **Energy Equipment & Services 0.7%** |
| 987500 | Brock Holdings III, Inc., Term Loan B, (3 mo. USD Term SOFR + 5.75%), 9.42%, due 5/2/2030 | &nbsp;&nbsp; 989969 |
| 1552200 | Covia Holdings Corp., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.40%, due 2/26/2032 | &nbsp;&nbsp; 1550260 |
| 996004 | PG Investment Co. 59 SARL, Term Loan B, (3 mo. USD Term SOFR + 2.25%), 5.92%, due 3/26/2031 | &nbsp;&nbsp; 995297 |
|  |  | &nbsp;&nbsp; **3535526** |
| **Entertainment 1.0%** | **Entertainment 1.0%** | **Entertainment 1.0%** |
| 1791485 | Creative Artists Agency LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 10/1/2031 | &nbsp;&nbsp; 1787508 |
| 1057211 | EP Purchaser LLC, Term Loan B, (3 mo. USD Term SOFR + 4.50%), 8.44%, due 11/6/2028 | &nbsp;&nbsp; 645428 |
| 1527335 | &nbsp;&nbsp; International Entertainment JJCo 3 Ltd., First Lien Term Loan B, (3 mo. USD Term SOFR + 3.00%), <br> 6.67%, due 4/29/2032<br>| &nbsp;&nbsp; 1512061 |
| 1041883 | &nbsp;&nbsp; TKO Worldwide Holdings LLC, Term Loan, (3 mo. USD Term SOFR + 2.00%), 5.87%, due <br> 11/21/2031<br>| &nbsp;&nbsp; 1043144 |
|  |  | &nbsp;&nbsp; **4988141** |
| **Financial Services 1.1%** | **Financial Services 1.1%** | **Financial Services 1.1%** |
| 1577085 | BCPE Pequod Buyer, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 11/25/2031 | &nbsp;&nbsp; 1568537 |
| 1791463 | GEN II Fund Services LLC, Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 11/26/2031 | &nbsp;&nbsp; 1788471 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Financial Services – cont'd** | **Financial Services – cont'd** | **Financial Services – cont'd** |
| $1700000 | Speed Midco 3 SARL, Term Loan, (6 mo. USD Term SOFR + 2.50%), 6.29%, due 10/7/2032 | &nbsp;&nbsp; $1703536 |
|  |  | &nbsp;&nbsp; **5060544** |
| **Food Products 2.3%** | **Food Products 2.3%** | **Food Products 2.3%** |
| 2570000 | &nbsp;&nbsp; Froneri Lux Finco SARL, Term Loan B6, (6 mo. USD Term SOFR + 2.25%), 5.88% – 5.88%, due <br> 9/30/2032<br>| &nbsp;&nbsp; 2564372<br> <sup>(e)</sup><br>|
| 769129 | Max U.S. Bidco, Inc., Term Loan B, (3 mo. USD Term SOFR + 5.00%), 8.67%, due 10/2/2030 | &nbsp;&nbsp; 627186 |
| 1149225 | Newly Weds Foods, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.25%), 5.92%, due 3/15/2032 | &nbsp;&nbsp; 1148512 |
| 1510000 | &nbsp;&nbsp; Nomad Foods Europe Midco Ltd., Term Loan B, (6 mo. USD Term SOFR + 2.50%), 6.28%, due <br> 10/28/2032<br>| &nbsp;&nbsp; 1509064 |
| 1550000 | PFI Lower Midco LLC, Term Loan B, (1 mo. USD Term SOFR + 4.00%), due 12/1/2032 | &nbsp;&nbsp; 1552914 |
| 1391113 | Savor Acquisition, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 2/19/2032 | &nbsp;&nbsp; 1393728 |
| 992500 | Solina Bidco, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.98%, due 3/12/2029 | &nbsp;&nbsp; 994981 |
| 1293508 | &nbsp;&nbsp; Wayne Sanderson Farms LLC, Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.68%, due <br> 5/21/2032<br>| &nbsp;&nbsp; 1296199 |
|  |  | &nbsp;&nbsp; **11086956** |
| **Gas Utilities 0.3%** | **Gas Utilities 0.3%** | **Gas Utilities 0.3%** |
| 1516031 | Natgasoline LLC, Term Loan B, (1 mo. USD Term SOFR + 5.50%), 9.17%, due 3/29/2030 | &nbsp;&nbsp; **1510346** |
| **Ground Transportation 0.3%** | **Ground Transportation 0.3%** | **Ground Transportation 0.3%** |
| 1066880 | &nbsp;&nbsp; Kenan Advantage Group, Inc., Term Loan B4, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 1/25/2029<br>| &nbsp;&nbsp; 1055144 |
| 542169 | PODS LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.79%, due 3/31/2028 | &nbsp;&nbsp; 538358 |
|  |  | &nbsp;&nbsp; **1593502** |
| **Health Care Equipment & Supplies 1.4%** | **Health Care Equipment & Supplies 1.4%** | **Health Care Equipment & Supplies 1.4%** |
| 1515880 | Auris Luxembourg III SARL, Term Loan B, (6 mo. USD Term SOFR + 3.50%), 7.20%, due 2/28/2029 | &nbsp;&nbsp; 1514940 |
| 2317758 | Bausch & Lomb Corp., Term Loan, (1 mo. USD Term SOFR + 3.75%), 7.42%, due 1/15/2031 | &nbsp;&nbsp; 2332244 |
| 1750000 | Sharp Services LLC, Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 9/29/2032 | &nbsp;&nbsp; 1753290 |
| 1346400 | &nbsp;&nbsp; Viant Medical Holdings, Inc., Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.67%, due <br> 10/29/2031<br>| &nbsp;&nbsp; 1343882 |
|  |  | &nbsp;&nbsp; **6944356** |
| **Health Care Providers & Services 6.6%** | **Health Care Providers & Services 6.6%** | **Health Care Providers & Services 6.6%** |
| 1326034 | ADMI Corp., Term Loan B2, (1 mo. USD Term SOFR + 3.38%), 7.16%, due 12/23/2027 | &nbsp;&nbsp; 1263048 |
| 1306236 | Agiliti Health, Inc., Term Loan, (6 mo. USD Term SOFR + 3.00%), 6.58%, due 5/1/2030 | &nbsp;&nbsp; 1231127 |
| 1795500 | Aveanna Healthcare LLC, Term Loan B, (1 mo. USD Term SOFR + 3.75%), 7.42%, due 9/17/2032 | &nbsp;&nbsp; 1792250 |
| 1566415 | CNT Holdings I Corp., Term Loan, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 11/8/2032 | &nbsp;&nbsp; 1563564 |
| 689560 | &nbsp;&nbsp; Concentra Health Services, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due <br> 7/26/2031<br>| &nbsp;&nbsp; 689994 |
| Ensemble RCM LLC |  |  |
| 1798000 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 8/1/2029 | &nbsp;&nbsp; 1781152 |
| 2630000 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR), due 1/28/2033 | &nbsp;&nbsp; 2600413<br> <sup>(f)(g)(h)</sup><br>|
| 2100000 | &nbsp;&nbsp; Global Medical Response, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.17%, due <br> 10/1/2032<br>| &nbsp;&nbsp; 2104851 |
| Hanger, Inc. |  |  |
| 1398066 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 10/23/2031 | &nbsp;&nbsp; 1400401 |
| 106604 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 10/23/2031 | &nbsp;&nbsp; 106782 |
| 1195947 | Heartland Dental LLC, Term Loan, (1 mo. USD Term SOFR + 3.75%), 7.42%, due 8/25/2032 | &nbsp;&nbsp; 1195122 |
| 1360194 | Help At Home, Inc., Term Loan B, (1 mo. USD Term SOFR + 5.00%), 8.67%, due 9/24/2031 | &nbsp;&nbsp; 1223046 |
| LifePoint Health, Inc. |  |  |
| 1567085 | &nbsp;&nbsp;&nbsp; Term Loan B1, (3 mo. USD Term SOFR + 3.50%), 7.15%, due 5/19/2031 | &nbsp;&nbsp; 1561867 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Health Care Providers & Services – cont'd** | **Health Care Providers & Services – cont'd** | **Health Care Providers & Services – cont'd** |
| $522362 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.42%, due 5/19/2031 | &nbsp;&nbsp; $521819 |
| 887416 | &nbsp;&nbsp; Medical Solutions Holdings, Inc., First Lien Term Loan, (3 mo. USD Term SOFR + 3.50%), 7.27%, <br> due 11/1/2028<br>| &nbsp;&nbsp; 174155 |
| 665000 | &nbsp;&nbsp; National Mentor Holdings, Inc., First Lien Term Loan B, (1 mo. USD Term SOFR + 6.00%), 9.67%, <br> due 12/12/2030<br>| &nbsp;&nbsp; 664355 |
| 1227951 | &nbsp;&nbsp; Raven Acquisition Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due <br> 11/19/2031<br>| &nbsp;&nbsp; 1214444 |
| Sound Inpatient Physicians |  |  |
| 842272 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 1.50%, 3 mo. USD Term SOFR + 3.50%), 1.50% – 7.43%, <br> due 6/28/2028<br>| &nbsp;&nbsp; 815597<br> <sup>(e)</sup><br>|
| 129063 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 6.75%), 10.68%, due 6/28/2029 | &nbsp;&nbsp; 122448 |
| 1571000 | &nbsp;&nbsp; Southern Veterinary Partners LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 12/4/2031<br>| &nbsp;&nbsp; 1568879 |
| 523658 | Star Parent, Inc., Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due 9/27/2030 | &nbsp;&nbsp; 523753 |
| Summit Behavioral Healthcare LLC |  |  |
| 2018583 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 4.25%), 8.18%, due 12/31/2029 | &nbsp;&nbsp; 1678795 |
| 272834 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 5.75%), 9.68%, due 12/31/2029 | &nbsp;&nbsp; 279655 |
| 1590672 | Team Health Holdings, Inc., Term Loan B, (3 mo. USD Term SOFR + 4.50%), 8.17%, due 6/30/2028 | &nbsp;&nbsp; 1590672 |
| Team Services Group |  |  |
| 1257300 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 5.25%), 8.92%, due 12/20/2027 | &nbsp;&nbsp; 1254685 |
| 462052 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 5.00%), 8.93%, due 12/20/2027 | &nbsp;&nbsp; 460897 |
| 75000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 9.00%), 12.93%, due 12/18/2028 | &nbsp;&nbsp; 74625<br> <sup>(f)</sup><br>|
| 1470000 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR), due 1/31/2033 | &nbsp;&nbsp; 1455300<br> <sup>(g)(h)(j)</sup><br>|
| 1514810 | TTF Holdings LLC, Term Loan, (6 mo. USD Term SOFR + 3.75%), 7.79%, due 7/18/2031 | &nbsp;&nbsp; 1136107<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **32049803** |
| **Health Care Technology 2.2%** | **Health Care Technology 2.2%** | **Health Care Technology 2.2%** |
| 1820499 | Athenahealth Group, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 2/15/2029 | &nbsp;&nbsp; 1795085 |
| 2639020 | Cotiviti Corp., Term Loan, (1 mo. USD Term SOFR + 2.75%), 6.45%, due 5/1/2031 | &nbsp;&nbsp; 2436158 |
| 3030000 | Hologic, Inc., Term Loan B, (1 mo. USD Term SOFR), due 1/14/2033 | &nbsp;&nbsp; 3006911<br> <sup>(g)(h)</sup><br>|
| 1524434 | Imprivata, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 12/1/2027 | &nbsp;&nbsp; 1522529 |
| 706834 | Waystar Technologies, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 10/22/2029 | &nbsp;&nbsp; 702416 |
| 1314917 | Zelis Payments Buyer, Inc., Term Loan, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 11/26/2031 | &nbsp;&nbsp; 1279993 |
|  |  | &nbsp;&nbsp; **10743092** |
| **Hotels, Restaurants & Leisure 3.8%** | **Hotels, Restaurants & Leisure 3.8%** | **Hotels, Restaurants & Leisure 3.8%** |
| 1315000 | &nbsp;&nbsp; Allwyn Entertainment Financing U.S. LLC, First Lien Term Loan B, (3 mo. USD Term SOFR), due <br> 11/24/2032<br>| &nbsp;&nbsp; 1286241<br> <sup>(g)(h)</sup><br>|
| Alterra Mountain Co. |  |  |
| 881808 | &nbsp;&nbsp;&nbsp; Term Loan B9, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 8/17/2028 | &nbsp;&nbsp; 882178 |
| 1361658 | &nbsp;&nbsp;&nbsp; Term Loan B8, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 5/31/2030 | &nbsp;&nbsp; 1363360<br> <sup>(f)</sup><br>|
| 1067325 | Bingo Holdings I LLC, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.42%, due 6/30/2032 | &nbsp;&nbsp; 1049095 |
| 1515000 | &nbsp;&nbsp; Catawba Nation Gaming Authority, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.42%, due <br> 3/29/2032<br>| &nbsp;&nbsp; 1543785 |
| 638600 | Flutter Financing BV, Term Loan B, (3 mo. USD Term SOFR + 2.00%), 5.67%, due 6/4/2032 | &nbsp;&nbsp; 635937 |
| 1668150 | GBT US III LLC, Term Loan B, (3 mo. USD Term SOFR + 2.00%), 5.67%, due 7/25/2031 | &nbsp;&nbsp; 1659676 |
| 1287000 | Golden Entertainment, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.25%), 5.92%, due 5/26/2030 | &nbsp;&nbsp; 1286202 |
| 1418795 | &nbsp;&nbsp; GVC Holdings (Gibraltar) Ltd., Term Loan B6, (3 mo. USD Term SOFR + 2.25%), 5.92%, due <br> 10/31/2029<br>| &nbsp;&nbsp; 1415915 |
| 1542250 | Herschend Entertainment Co. LLC, Term Loan B, (1 mo. USD Term SOFR), due 5/27/2032 | &nbsp;&nbsp; 1544949<br> <sup>(g)(h)</sup><br>|
| 1250550 | Jack Ohio Finance LLC, Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.67%, due 2/2/2032 | &nbsp;&nbsp; 1239608 |
| 1549311 | LC AHAB U.S. Bidco LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 5/1/2031 | &nbsp;&nbsp; 1551247 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Hotels, Restaurants & Leisure – cont'd** | **Hotels, Restaurants & Leisure – cont'd** | **Hotels, Restaurants & Leisure – cont'd** |
| $664959 | Life Time Fitness, Inc., Term Loan, (1 mo. USD Term SOFR + 2.00%), 5.69%, due 11/5/2031 | &nbsp;&nbsp; $666900 |
| 1031938 | OEG Borrower LLC, Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.20%, due 6/30/2031 | &nbsp;&nbsp; 1033661 |
| 1077468 | &nbsp;&nbsp; Peninsula Pacific Entertainment LLC, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.42%, due <br> 10/1/2032<br>| &nbsp;&nbsp; 1080162<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **18238916** |
| **Household Durables 0.8%** | **Household Durables 0.8%** | **Household Durables 0.8%** |
| 2092982 | Hunter Douglas, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 1/20/2032 | &nbsp;&nbsp; 2084694 |
| 1815000 | &nbsp;&nbsp; Weber-Stephen Products LLC, Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.41%, due <br> 10/1/2032<br>| &nbsp;&nbsp; 1812731 |
|  |  | &nbsp;&nbsp; **3897425** |
| **Independent Power & Renewable Electricity Producers 1.4%** | **Independent Power & Renewable Electricity Producers 1.4%** | **Independent Power & Renewable Electricity Producers 1.4%** |
| 801673 | Carroll County Energy LLC, Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 6/30/2031 | &nbsp;&nbsp; 806283 |
| 790666 | &nbsp;&nbsp; Compass Power Generation LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 4/14/2029<br>| &nbsp;&nbsp; 794026 |
| 1029025 | Eastern Power LLC, Term Loan B, (1 mo. USD Term SOFR + 5.25%), 8.92%, due 4/3/2028 | &nbsp;&nbsp; 1031762 |
| 1017268 | &nbsp;&nbsp; Hamilton Projects Acquiror LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 5/30/2031<br>| &nbsp;&nbsp; 1020900 |
| Invenergy Thermal Operating I LLC |  |  |
| 1273268 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.41%, due 5/17/2032 | &nbsp;&nbsp; 1286000 |
| 80348 | &nbsp;&nbsp;&nbsp; Term Loan C, (3 mo. USD Term SOFR + 2.75%), 6.41%, due 5/17/2032 | &nbsp;&nbsp; 81151 |
| 793203 | &nbsp;&nbsp; Oregon Clean Energy LLC, First Lien Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.17%, due <br> 7/12/2030<br>| &nbsp;&nbsp; 795186 |
| 872486 | Talen Energy Supply LLC, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.35%, due 5/17/2030 | &nbsp;&nbsp; 872015 |
|  |  | &nbsp;&nbsp; **6687323** |
| **Insurance 3.4%** | **Insurance 3.4%** | **Insurance 3.4%** |
| Acrisure LLC |  |  |
| 2320905 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B6, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 11/6/2030 | &nbsp;&nbsp; 2312201 |
| 858200 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 6/21/2032 | &nbsp;&nbsp; 857127 |
| 2009639 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 9/19/2031<br>| &nbsp;&nbsp; 2002726 |
| 1949091 | Bella Holding Co. LLC, Term Loan, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 5/10/2028 | &nbsp;&nbsp; 1946655 |
| 2477806 | Broadstreet Partners, Inc., Term Loan B4, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 6/13/2031 | &nbsp;&nbsp; 2461750 |
| 2293660 | Gainwell Acquisition Corp., Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.77%, due 10/1/2027 | &nbsp;&nbsp; 2186614 |
| 1134435 | HUB International Ltd., Term Loan B, (3 mo. USD Term SOFR + 2.25%), 5.92%, due 6/20/2030 | &nbsp;&nbsp; 1133505 |
| 1286775 | &nbsp;&nbsp; Trucordia Insurance Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 6/17/2032<br>| &nbsp;&nbsp; 1277935 |
| 1057298 | Truist Insurance Holdings LLC, Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 5/6/2031 | &nbsp;&nbsp; 1053006 |
| 1114520 | USI, Inc., Term Loan C, (3 mo. USD Term SOFR + 2.25%), 5.92%, due 9/29/2030 | &nbsp;&nbsp; 1111177 |
|  |  | &nbsp;&nbsp; **16342696** |
| **IT Services 1.9%** | **IT Services 1.9%** | **IT Services 1.9%** |
| 972042 | Ahead DB Holdings LLC, Term Loan B4, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 2/3/2031 | &nbsp;&nbsp; 955333 |
| 1153372 | Fortress Intermediate 3, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 6/27/2031 | &nbsp;&nbsp; 1130304<br> <sup>(f)</sup><br>|
| 236977 | GTT Communications, Inc., Term Loan, (3 mo. USD Term SOFR + 14.00%), 14.00%, due 7/15/2031 | &nbsp;&nbsp; 194025 |
| Neptune Bidco U.S., Inc. |  |  |
| 859745 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 5.00%), 8.77%, due 4/11/2029 | &nbsp;&nbsp; 858971 |
| 1860000 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR), due 1/28/2033 | &nbsp;&nbsp; 1828994<br> <sup>(g)(h)</sup><br>|
| Newfold Digital Holdings Group, Inc. |  |  |
| 277897 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.60%), 7.27%, due 4/30/2029 | &nbsp;&nbsp; 225096 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **IT Services – cont'd** | **IT Services – cont'd** | **IT Services – cont'd** |
| $416845 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 3.60%), 7.27%, due 4/30/2029 | &nbsp;&nbsp; $224054 |
| Rackspace Finance LLC |  |  |
| 488191 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (1 mo. USD Term SOFR + 2.75%), 6.54%, due 5/15/2028 | &nbsp;&nbsp; 130469 |
| 327492 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (1 mo. USD Term SOFR + 6.25%), 10.04%, due 5/15/2028 | &nbsp;&nbsp; 322888 |
| 388490 | Redstone Holdco 2 LP, Term Loan, (3 mo. USD Term SOFR), due 4/27/2028 | &nbsp;&nbsp; 135971<br> <sup>(f)</sup><br>|
| 2345600 | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.50%), <br> 6.17%, due 7/31/2031<br>| &nbsp;&nbsp; 2334975 |
| 897433 | &nbsp;&nbsp; World Wide Technology Holding Co. LLC, Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, <br> due 3/1/2030<br>| &nbsp;&nbsp; 899677<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **9240757** |
| **Leisure Products 0.2%** | **Leisure Products 0.2%** | **Leisure Products 0.2%** |
| 1042105 | &nbsp;&nbsp; SRAM LLC, Term Loan B, (1 mo. USD Term SOFR + 2.25%, 6 mo. USD Term SOFR + 2.25%), <br> 5.92%–5.95%, due 2/27/2032<br>| &nbsp;&nbsp; **1042105**<br> <sup>(e)(f)</sup><br>|
| **Life Sciences Tools & Services 0.4%** | **Life Sciences Tools & Services 0.4%** | **Life Sciences Tools & Services 0.4%** |
| 2106259 | Parexel International Corp., Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 12/12/2031 | &nbsp;&nbsp; **2104510** |
| **Machinery 3.6%** | **Machinery 3.6%** | **Machinery 3.6%** |
| 250000 | American Trailer World Corp., Term Loan B, (1 mo. USD Term SOFR + 3.75%), 7.52%, due 3/3/2028 | &nbsp;&nbsp; 223465 |
| 1581038 | Astro Acquisition LLC, Term Loan B, (6 mo. USD Term SOFR + 3.25%), 7.12%, due 8/30/2032 | &nbsp;&nbsp; 1583014 |
| 1519752 | Barnes Group, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 1/27/2032 | &nbsp;&nbsp; 1518400 |
| 1775000 | Columbus McKinnon Corp., Term Loan B, (1 mo. USD Term SOFR), due 1/21/2033 | &nbsp;&nbsp; 1761687<br> <sup>(g)(h)</sup><br>|
| 1607820 | &nbsp;&nbsp; Crown Equipment Corp., First Lien Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due <br> 10/10/2031<br>| &nbsp;&nbsp; 1610504 |
| 1115917 | EMRLD Borrower LP, Term Loan B, (6 mo. USD Term SOFR + 2.25%), 6.12%, due 8/4/2031 | &nbsp;&nbsp; 1113831 |
| Engineered Machinery Holdings, Inc. |  |  |
| 560792 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 6.00%), 9.93%, due 5/21/2029 | &nbsp;&nbsp; 563596<br> <sup>(f)</sup><br>|
| 1700899 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 11/26/2032 | &nbsp;&nbsp; 1706359 |
| 890728 | Illuminate Buyer LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 12/31/2029 | &nbsp;&nbsp; 891147 |
| 1556395 | LSF11 Trinity Bidco, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 6/14/2030 | &nbsp;&nbsp; 1557375 |
| 1815000 | LSF12 Helix Parent LLC, Term Loan B, (1 mo. USD Term SOFR), due 1/21/2033 | &nbsp;&nbsp; 1808194<br> <sup>(g)(h)</sup><br>|
| 997189 | Madison IAQ LLC, Term Loan, (6 mo. USD Term SOFR + 2.50%), 6.13%, due 6/21/2028 | &nbsp;&nbsp; 996571 |
| 1296492 | TK Elevator Midco GmbH, Term Loan B, (6 mo. USD Term SOFR + 2.75%), 6.38%, due 4/30/2030 | &nbsp;&nbsp; 1298696 |
| 840000 | Vector WP Holdco, Inc., Term Loan B, (1 mo. USD Term SOFR + 5.00%), 8.79%, due 10/12/2028 | &nbsp;&nbsp; 787500 |
|  |  | &nbsp;&nbsp; **17420339** |
| **Media 1.5%** | **Media 1.5%** | **Media 1.5%** |
| 1518525 | &nbsp;&nbsp; ABG Intermediate Holdings 2 LLC, Term Loan, (1 mo. USD Term SOFR + 2.25%), 5.92%, due <br> 2/13/2032<br>| &nbsp;&nbsp; 1512451 |
| 1038011 | &nbsp;&nbsp; Charter Communications Operating LLC, Term Loan B5, (3 mo. USD Term SOFR + 2.25%), 5.91%, <br> due 12/15/2031<br>| &nbsp;&nbsp; 1036246 |
| 1601874 | CMG Media Corp., Term Loan, (3 mo. USD Term SOFR + 3.50%), 7.27%, due 6/18/2029 | &nbsp;&nbsp; 1493747 |
| 765000 | Cogeco Communications Finance (USA) LP, Term Loan B, (1 mo. USD Term SOFR), due 9/1/2028 | &nbsp;&nbsp; 726987<br> <sup>(g)(h)</sup><br>|
| 765000 | Eagle Broadband Investments LLC, Term Loan, (3 mo. USD Term SOFR), due 11/12/2027 | &nbsp;&nbsp; 727232<br> <sup>(g)(h)</sup><br>|
| 1516200 | &nbsp;&nbsp; Wasserman Media Group LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 6/23/2032<br>| &nbsp;&nbsp; 1514305<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **7010968** |
| **Metals & Mining 0.7%** | **Metals & Mining 0.7%** | **Metals & Mining 0.7%** |
| 746603 | Arsenal AIC Parent LLC, Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 8/19/2030 | &nbsp;&nbsp; 747305 |
| 1676763 | SCIH Salt Holdings, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.52%, due 1/31/2029 | &nbsp;&nbsp; 1676763 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Metals & Mining – cont'd** | **Metals & Mining – cont'd** | **Metals & Mining – cont'd** |
| $1080563 | Trulite Holding Corp., Term Loan, (3 mo. USD Term SOFR + 6.00%), 9.66%, due 3/1/2030 | &nbsp;&nbsp; $1048145<br> <sup>(f)</sup><br>|
|  |  | &nbsp;&nbsp; **3472213** |
| **Mortgage Real Estate Investment Trusts 0.6%** | **Mortgage Real Estate Investment Trusts 0.6%** | **Mortgage Real Estate Investment Trusts 0.6%** |
| 1308425 | &nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.25%), <br> 6.93%, due 6/13/2030<br>| &nbsp;&nbsp; 1306789 |
| Blackstone Mortgage Trust, Inc. |  |  |
| 245939 | &nbsp;&nbsp;&nbsp; Term Loan B4, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 5/9/2029 | &nbsp;&nbsp; 245632 |
| 1111614 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 12/10/2030 | &nbsp;&nbsp; 1110224 |
|  |  | &nbsp;&nbsp; **2662645** |
| **Oil, Gas & Consumable Fuels 5.6%** | **Oil, Gas & Consumable Fuels 5.6%** | **Oil, Gas & Consumable Fuels 5.6%** |
| 625384 | &nbsp;&nbsp; AL GCX Fund VIII Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due <br> 1/30/2032<br>| &nbsp;&nbsp; 625384 |
| 1699607 | AL NGPL Holdings LLC, Term Loan B, (3 mo. USD Term SOFR + 2.25%), 5.90%, due 12/9/2030 | &nbsp;&nbsp; 1701018 |
| BCP Renaissance Parent LLC |  |  |
| 1486896 | &nbsp;&nbsp;&nbsp; Term Loan B3, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 10/31/2028 | &nbsp;&nbsp; 1480577 |
| 1560000 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR), due 10/31/2031 | &nbsp;&nbsp; 1553370<br> <sup>(g)(h)</sup><br>|
| 1675800 | Blackfin Pipeline LLC, Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 9/29/2032 | &nbsp;&nbsp; 1685570 |
| 756677 | Brazos Delaware II LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 2/11/2030 | &nbsp;&nbsp; 756359 |
| 1484969 | &nbsp;&nbsp; CPPIB OVM Member U.S. LLC, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 8/20/2031<br>| &nbsp;&nbsp; 1484702 |
| 1645000 | Deep Blue Operating I LLC, Term Loan, (1 mo. USD Term SOFR + 2.75%), 6.44%, due 10/1/2032 | &nbsp;&nbsp; 1648093 |
| 1329921 | EMG Utica LLC, Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due 4/1/2030 | &nbsp;&nbsp; 1333245<br> <sup>(f)</sup><br>|
| Freeport LNG Investments LLLP |  |  |
| 1159435 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 12/21/2028 | &nbsp;&nbsp; 1159435 |
| 1910000 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR), due 1/29/2033 | &nbsp;&nbsp; 1902837<br> <sup>(g)(h)</sup><br>|
| 1368710 | ITT Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.67%, due 10/11/2030 | &nbsp;&nbsp; 1366574 |
| 1495283 | &nbsp;&nbsp; M6 ETX Holdings II Midco LLC, First Lien Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, <br> due 4/1/2032<br>| &nbsp;&nbsp; 1494655 |
| 1483673 | New Fortress Energy, Inc., Term Loan B, (3 mo. USD Term SOFR + 5.50%), 9.24%, due 10/30/2028 | &nbsp;&nbsp; 576778<br> <sup>(i)</sup><br>|
| 805253 | NGL Energy Partners LP, Term Loan B, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 2/3/2031 | &nbsp;&nbsp; 809392 |
| 1578991 | &nbsp;&nbsp; Oryx Midstream Services Permian Basin LLC, Term Loan B, (1 mo. USD Term SOFR + 2.25%), 5.92%, <br> due 10/5/2028<br>| &nbsp;&nbsp; 1578548 |
| 1180024 | Prairie ECI Acquiror LP, Term Loan B, (1 mo. USD Term SOFR + 3.75%), 7.42%, due 8/1/2029 | &nbsp;&nbsp; 1179776 |
| 1576413 | &nbsp;&nbsp; Rockpoint Gas Storage Partners LP, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 9/18/2031<br>| &nbsp;&nbsp; 1577643 |
| 1907402 | &nbsp;&nbsp; Traverse Midstream Partners LLC, Term Loan, (3 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 2/16/2028<br>| &nbsp;&nbsp; 1907402 |
| 1536150 | &nbsp;&nbsp; Whitewater Matterhorn Holdings LLC, Term Loan B, (3 mo. USD Term SOFR + 2.25%), 5.94%, due <br> 6/16/2032<br>| &nbsp;&nbsp; 1529191 |
|  |  | &nbsp;&nbsp; **27350549** |
| **Passenger Airlines 0.6%** | **Passenger Airlines 0.6%** | **Passenger Airlines 0.6%** |
| 1369650 | American Airlines, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 5/28/2032 | &nbsp;&nbsp; 1371020 |
| 1584000 | &nbsp;&nbsp; Vista Management Holding, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.41%, due <br> 4/1/2031<br>| &nbsp;&nbsp; 1585980 |
|  |  | &nbsp;&nbsp; **2957000** |
| **Personal Care Products 0.3%** | **Personal Care Products 0.3%** | **Personal Care Products 0.3%** |
| 1226925 | Nourish Buyer I, Inc., Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due 7/9/2032 | &nbsp;&nbsp; **1225907** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Pharmaceuticals 1.7%** | **Pharmaceuticals 1.7%** | **Pharmaceuticals 1.7%** |
| $1590000 | ACP Tara Holdings, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.97%, due 12/15/2032 | &nbsp;&nbsp; $1595962<br> <sup>(f)</sup><br>|
| 1710000 | Alkermes, Inc., Term Loan B, (1 mo. USD Term SOFR), due 1/28/2031 | &nbsp;&nbsp; 1714275<br> <sup>(f)(g)(h)</sup><br>|
| 2615347 | Bausch Health Cos., Inc., Term Loan B, (1 mo. USD Term SOFR + 6.25%), 9.92%, due 10/8/2030 | &nbsp;&nbsp; 2546982 |
| 2284275 | Opal Bidco SAS, Term Loan B4, (3 mo. USD Term SOFR + 3.00%), 6.69%, due 4/28/2032 | &nbsp;&nbsp; 2282859 |
|  |  | &nbsp;&nbsp; **8140078** |
| **Professional Services 2.7%** | **Professional Services 2.7%** | **Professional Services 2.7%** |
| 1881401 | AAL Delaware Holdco, Inc., Term Loan, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 7/30/2031 | &nbsp;&nbsp; 1880817 |
| 1341638 | Berkeley Research Group LLC, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 5/1/2032 | &nbsp;&nbsp; 1337559 |
| 727498 | CohnReznick LLP, Term Loan, (3 mo. USD Term SOFR + 3.50%), 7.17%, due 3/31/2032 | &nbsp;&nbsp; 724770 |
| 1543726 | Eisner Advisory Group LLC, Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.67%, due 2/28/2031 | &nbsp;&nbsp; 1548141 |
| 1348300 | &nbsp;&nbsp; Element Materials Technology Group U.S. Holdings, Inc., Term Loan, (3 mo. USD Term SOFR + <br> 3.68%), 7.35%, due 7/6/2029<br>| &nbsp;&nbsp; 1350552 |
| 2062150 | EOC Borrower LLC, Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due 3/24/2032 | &nbsp;&nbsp; 2060603 |
| 535872 | &nbsp;&nbsp; First Advantage Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 2.75%), 6.42%, due <br> 10/31/2031<br>| &nbsp;&nbsp; 514774 |
| 289334 | &nbsp;&nbsp; Genuine Financial Holdings LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 9/27/2030<br>| &nbsp;&nbsp; 259767 |
| 1586609 | Ryan LLC, Term Loan, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 11/5/2032 | &nbsp;&nbsp; 1561318 |
| 1217143 | Salas O'brien, Inc., Term Loan, (1 mo. USD Term SOFR), due 1/29/2033 | &nbsp;&nbsp; 1217143<br> <sup>(g)(h)</sup><br>|
| 375000 | Tempo Acquisition LLC, Term Loan B, (1 mo. USD Term SOFR), due 8/31/2028 | &nbsp;&nbsp; 343073<br> <sup>(g)(h)</sup><br>|
|  |  | &nbsp;&nbsp; **12798517** |
| **Real Estate Management & Development 0.4%** | **Real Estate Management & Development 0.4%** | **Real Estate Management & Development 0.4%** |
| 1691377 | &nbsp;&nbsp; Greystar Real Estate Partners LLC, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.32%, due <br> 8/21/2030<br>| &nbsp;&nbsp; **1695605**<br> <sup>(f)</sup><br>|
| **Software 9.1%** | **Software 9.1%** | **Software 9.1%** |
| Applied Systems, Inc. |  |  |
| 842239 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 2/24/2031 | &nbsp;&nbsp; 834735 |
| 500000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 4.50%), 8.17%, due 2/23/2032 | &nbsp;&nbsp; 504610 |
| 1771111 | Avalara, Inc., Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 3/26/2032 | &nbsp;&nbsp; 1732731 |
| 1011313 | Bending Spoons U.S., Inc., Term Loan B, (1 mo. USD Term SOFR + 5.88%), 9.55%, due 3/7/2031 | &nbsp;&nbsp; 973388 |
| 695000 | Calabrio, Inc., Term Loan, (3 mo. USD Term SOFR + 4.00%), 7.84%, due 11/26/2032 | &nbsp;&nbsp; 636794<br> <sup>(f)</sup><br>|
| 339888 | Cast & Crew Payroll LLC, Term Loan, (3 mo. USD Term SOFR + 3.75%), 7.42%, due 12/29/2028 | &nbsp;&nbsp; 209371 |
| 875449 | Central Parent, Inc., Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due 7/6/2029 | &nbsp;&nbsp; 698486 |
| 876642 | Cloudera, Inc., Term Loan, (1 mo. USD Term SOFR + 3.75%), 7.52%, due 10/8/2028 | &nbsp;&nbsp; 749529 |
| 1236215 | ConnectWise LLC, Term Loan B, (3 mo. USD Term SOFR + 3.50%), 7.43%, due 9/29/2028 | &nbsp;&nbsp; 1188831 |
| 763962 | Constant Contact, Inc., Term Loan, (3 mo. USD Term SOFR + 4.00%), 7.93%, due 2/10/2028 | &nbsp;&nbsp; 714938 |
| Darktrace PLC |  |  |
| 1399425 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3 mo. USD Term SOFR + 3.25%), 6.90%, due 10/9/2031 | &nbsp;&nbsp; 1360941 |
| 470000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 5.25%), 8.90%, due 10/9/2032 | &nbsp;&nbsp; 463147 |
| 2195000 | Dayforce, Inc., Term Loan, (1 mo. USD Term SOFR), due 8/20/2032 | &nbsp;&nbsp; 2129150<br> <sup>(g)(h)</sup><br>|
| Ellucian Holdings, Inc. |  |  |
| 1258108 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 10/8/2029 | &nbsp;&nbsp; 1242696 |
| 470000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1 mo. USD Term SOFR + 4.75%), 8.42%, due 11/22/2032 | &nbsp;&nbsp; 458838 |
| 1485000 | Entrata, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 9/30/2032 | &nbsp;&nbsp; 1477575<br> <sup>(f)</sup><br>|
| 1545438 | Epicor Software Corp., Term Loan F, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 5/30/2031 | &nbsp;&nbsp; 1532889 |
| 763811 | &nbsp;&nbsp; Foundational Education Group, Inc., First Lien Term Loan, (3 mo. USD Term SOFR + 3.75%), 7.68%, <br> due 8/31/2028<br>| &nbsp;&nbsp; 697359 |
| 1814864 | &nbsp;&nbsp; Genesys Cloud Services Holdings II LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 1/30/2032<br>| &nbsp;&nbsp; 1771761 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Software – cont'd** | **Software – cont'd** | **Software – cont'd** |
| $1610000 | IGT Holding IV AB, Term Loan B5, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 9/1/2031 | &nbsp;&nbsp; $1589875 |
| 1572110 | Instructure Holdings, Inc., Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.41%, due 11/13/2031 | &nbsp;&nbsp; 1544598 |
| Ivanti Software, Inc. |  |  |
| 704966 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3 mo. USD Term SOFR + 4.75%), 8.64%, due 6/1/2029 | &nbsp;&nbsp; 545249 |
| 124200 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 5.75%), 9.64%, due 6/1/2029 | &nbsp;&nbsp; 126063 |
| Javelin Buyer, Inc. |  |  |
| 1106651 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 12/5/2031 | &nbsp;&nbsp; 1081752 |
| 225000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 5.00%), 8.82%, due 12/6/2032 | &nbsp;&nbsp; 220500<br> <sup>(f)</sup><br>|
| Kaseya, Inc. |  |  |
| 1632663 | &nbsp;&nbsp;&nbsp; First Lien Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 3/20/2032 | &nbsp;&nbsp; 1569397 |
| 540000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B, (1 mo. USD Term SOFR + 5.00%), 8.67%, due 3/18/2033 | &nbsp;&nbsp; 517050 |
| 521758 | McAfee LLC, First Lien Term Loan B, (1 mo. USD Term SOFR + 3.00%), 6.67%, due 3/1/2029 | &nbsp;&nbsp; 460452 |
| MH Sub I LLC |  |  |
| 1472940 | &nbsp;&nbsp;&nbsp; Term Loan, (1 mo. USD Term SOFR + 4.25%), 7.92%, due 5/3/2028 | &nbsp;&nbsp; 1331965 |
| 1418388 | &nbsp;&nbsp;&nbsp; Term Loan B4, (1 mo. USD Term SOFR + 4.25%), 7.92%, due 12/31/2031 | &nbsp;&nbsp; 1157759 |
| 1925000 | Ping Identity Corp., Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.59%, due 11/15/2032 | &nbsp;&nbsp; 1906558 |
| 762260 | &nbsp;&nbsp; Project Alpha Intermediate Holding, Inc., Second Lien Term Loan, (3 mo. USD Term SOFR + 5.00%), <br> 8.67%, due 5/9/2033<br>| &nbsp;&nbsp; 602185<br> <sup>(f)</sup><br>|
| 428853 | &nbsp;&nbsp; Project Leopard Holdings, Inc., Term Loan B, (3 mo. USD Term SOFR + 5.25%), 9.02%, due <br> 7/20/2029<br>| &nbsp;&nbsp; 327939 |
| 2124594 | Proofpoint, Inc., Term Loan, (3 mo. USD Term SOFR + 3.00%), 6.67%, due 8/31/2028 | &nbsp;&nbsp; 2107342 |
| 1576719 | RealPage, Inc., Term Loan, (3 mo. USD Term SOFR + 3.75%), 7.42%, due 4/24/2028 | &nbsp;&nbsp; 1560385 |
| 1465000 | Relativity ODA LLC, Term Loan B, (1 mo. USD Term SOFR), due 1/14/2033 | &nbsp;&nbsp; 1452181<br> <sup>(g)(h)</sup><br>|
| 761188 | Shift4 Payments LLC, Term Loan B, (3 mo. USD Term SOFR + 2.00%), due 7/3/2032 | &nbsp;&nbsp; 764993 |
| 1865274 | Surf Holdings LLC, Term Loan, (1 mo. USD Term SOFR + 3.50%), 7.29%, due 3/5/2027 | &nbsp;&nbsp; 1846621 |
| 784167 | UKG, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 2/10/2031 | &nbsp;&nbsp; 763583 |
| Vision Solutions, Inc. |  |  |
| 1427679 | &nbsp;&nbsp;&nbsp; Term Loan, (3 mo. USD Term SOFR + 4.00%), 7.93%, due 4/24/2028 | &nbsp;&nbsp; 1203533 |
| 835000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3 mo. USD Term SOFR + 7.25%), 11.18%, due 4/23/2029 | &nbsp;&nbsp; 674262 |
| 1534548 | VS Buyer LLC, Term Loan B, (3 mo. USD Term SOFR + 2.25%), 5.92%, due 4/12/2031 | &nbsp;&nbsp; 1515367 |
|  |  | &nbsp;&nbsp; **44247378** |
| **Specialized REITs 0.2%** | **Specialized REITs 0.2%** | **Specialized REITs 0.2%** |
| 1005000 | Windstream Services LLC, Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.67%, due 10/6/2032 | &nbsp;&nbsp; **1005000**<br> <sup>(f)</sup><br>|
| **Specialty Retail 2.4%** | **Specialty Retail 2.4%** | **Specialty Retail 2.4%** |
| 2193265 | Great Outdoors Group LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 1/23/2032 | &nbsp;&nbsp; 2190523 |
| 1831163 | &nbsp;&nbsp; Mavis Tire Express Services Corp., Term Loan, (1 mo. USD Term SOFR + 3.00%), 6.67%, due <br> 5/4/2028<br>| &nbsp;&nbsp; 1830101 |
| 990000 | Men's Wearhouse, Inc., Term Loan B, (1 mo. USD Term SOFR), due 1/22/2031 | &nbsp;&nbsp; 989178<br> <sup>(g)(h)</sup><br>|
| 1531979 | Michaels Cos., Inc., Term Loan B, (3 mo. USD Term SOFR + 4.25%), 8.18%, due 4/17/2028 | &nbsp;&nbsp; 1516154 |
| Petco Health & Wellness Co., Inc. |  |  |
| 1372819 | &nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. USD Term SOFR + 3.25%), 7.18%, due 3/3/2028 | &nbsp;&nbsp; 1369223 |
| 1525000 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR), due 1/22/2031 | &nbsp;&nbsp; 1488781<br> <sup>(g)(h)</sup><br>|
| 1980000 | PetSmart, Inc., Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.67%, due 8/18/2032 | &nbsp;&nbsp; 1977030 |
| 250000 | Staples, Inc., Term Loan B, (3 mo. USD Term SOFR), due 9/4/2029 | &nbsp;&nbsp; 238265<br> <sup>(g)(h)</sup><br>|
|  |  | &nbsp;&nbsp; **11599255** |
| **Technology Hardware, Storage & Peripherals 0.6%** | **Technology Hardware, Storage & Peripherals 0.6%** | **Technology Hardware, Storage & Peripherals 0.6%** |
| 1630000 | Spectris PLC, Term Loan, (3 mo. USD Term SOFR + 2.75%), 6.60%, due 9/30/2032 | &nbsp;&nbsp; 1631027 |
| 1258333 | Viavi Solutions, Inc., Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 10/16/2032 | &nbsp;&nbsp; 1257289 |
|  |  | &nbsp;&nbsp; **2888316** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Trading Companies & Distributors 3.2%** | **Trading Companies & Distributors 3.2%** | **Trading Companies & Distributors 3.2%** |
| $1338070 | &nbsp;&nbsp; Azorra Soar TLB Finance Ltd., Term Loan B, (3 mo. USD Term SOFR + 2.75%), 6.47%, due <br> 10/18/2029<br>| &nbsp;&nbsp; $1343088 |
| 1834472 | Barentz International BV, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 7.02%, due 3/3/2031 | &nbsp;&nbsp; 1787088 |
| 1903827 | &nbsp;&nbsp; BCPE Empire Holdings, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 12/11/2030<br>| &nbsp;&nbsp; 1892728 |
| 1714463 | CD&R Hydra Buyer, Inc., Term Loan B, (1 mo. USD Term SOFR + 4.00%), 7.77%, due 3/25/2031 | &nbsp;&nbsp; 1706970 |
| 1557877 | Fluid-Flow Products, Inc., Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 3/31/2028 | &nbsp;&nbsp; 1558532 |
| 1328188 | Johnstone Supply LLC, Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.18%, due 6/9/2031 | &nbsp;&nbsp; 1327271 |
| 1601956 | &nbsp;&nbsp; PEARLS (Netherlands) Bidco BV, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.92%, due <br> 2/26/2029<br>| &nbsp;&nbsp; 1367670 |
| 1852750 | Veritiv Corp., Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due 12/2/2030 | &nbsp;&nbsp; 1811063 |
| 2565391 | White Cap Buyer LLC, Term Loan B, (1 mo. USD Term SOFR + 3.25%), 6.92%, due 10/19/2029 | &nbsp;&nbsp; 2557387 |
|  |  | &nbsp;&nbsp; **15351797** |
| **Transportation Infrastructure 1.1%** | **Transportation Infrastructure 1.1%** | **Transportation Infrastructure 1.1%** |
| Brown Group Holding LLC |  |  |
| 998119 | &nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 7/1/2031 | &nbsp;&nbsp; 998868 |
| 1594755 | &nbsp;&nbsp;&nbsp; Term Loan B2, (1 mo. USD Term SOFR + 2.50%, 3 mo. USD Term SOFR + 2.50%), 6.17% – <br> 6.32%, due 7/1/2031<br>| &nbsp;&nbsp; 1593766<br> <sup>(e)</sup><br>|
| 1568536 | KKR Apple Bidco LLC, Term Loan, (1 mo. USD Term SOFR + 2.50%), 6.17%, due 9/23/2031 | &nbsp;&nbsp; 1568176 |
| 1101386 | Radar Bidco SARL, Term Loan B, (3 mo. USD Term SOFR + 3.25%), 6.90%, due 4/4/2031 | &nbsp;&nbsp; 1101848 |
|  |  | &nbsp;&nbsp; **5262658** |
| **Total Loan Assignments (Cost $458,894,187)** | **Total Loan Assignments (Cost $458,894,187)** | &nbsp;&nbsp; **451026068** |
| **Number of Shares** | **Number of Shares** |  |
| **Common Stocks 0.3%** | **Common Stocks 0.3%** | **Common Stocks 0.3%** |
| **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** |
| 45996 | Envision Healthcare Corp. | &nbsp;&nbsp; **689940**<br> <sup>\*</sup><br>|
| **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** |
| 20026 | Luxco Co. Ltd. | &nbsp;&nbsp; **376909**<br> <sup>\*</sup><br>|
| **Energy Equipment & Services 0.1%** | **Energy Equipment & Services 0.1%** | **Energy Equipment & Services 0.1%** |
| 44476 | Brock Holdings III, Inc. | &nbsp;&nbsp; **619106**<br> <sup>\*#(f)(j)</sup><br>|
| **IT Services 0.0%**<sup>‡</sup> | **IT Services 0.0%**<sup>‡</sup> | **IT Services 0.0%**<sup>‡</sup> |
| 4020 | Riverbed Technology, Inc. | &nbsp;&nbsp; **40**<br> <sup>\*(f)</sup><br>|
| **Total Common Stocks (Cost $1,385,334)** | **Total Common Stocks (Cost $1,385,334)** | &nbsp;&nbsp; **1685995** |
| **Short-Term Investments 6.6%** | **Short-Term Investments 6.6%** | **Short-Term Investments 6.6%** |
| **Investment Companies 6.6%** | **Investment Companies 6.6%** | **Investment Companies 6.6%** |
| 32178507 | &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, 3.65%<sup>(k)</sup> <br> **(Cost $32,178,507)**<br>| &nbsp;&nbsp; **32178507** |
| **Total Investments 103.6% (Cost $510,575,135)** | **Total Investments 103.6% (Cost $510,575,135)** | &nbsp;&nbsp; **502609364** |
| Liabilities Less Other Assets (3.6)% | Liabilities Less Other Assets (3.6)% | &nbsp;&nbsp; (17448278)<sup>(l)</sup><br>|
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$485161086** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;‡ Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

\* Non-income producing security.

(a) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2026, these securities amounted to $16,146,592, which represents 3.3% of net assets of the Fund. 

(b) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2026 and changes periodically. 

(c) When-issued security. Total value of all such securities at January 31, 2026 amounted to $700,000, which represents 0.1% of net assets of the Fund. 

(d) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended. Regulation S applies to securities offerings that are made outside of the United States and do not involve directed selling efforts in the United States and as such may have restrictions on resale. Total value of all such securities at January 31, 2026 amounted to $1,572,202, which represents 0.3% of net assets of the Fund. 

(e) The stated interest rates represent the range of rates at January 31, 2026 of the underlying contracts within the Loan Assignment. 

(f) Value determined using significant unobservable inputs.

(g) All or a portion of this security was purchased on a delayed delivery basis.

(h) All or a portion of this security had not settled as of January 31, 2026 and thus may not have an interest rate in effect. Interest rates do not take effect until settlement. 

(i) Defaulted security.

(j) Security fair valued as of January 31, 2026 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2026 amounted to $2,564,456, which represents 0.5% of net assets of the Fund. 

(k) Represents 7-day effective yield as of January 31, 2026.

(l) As of January 31, 2026, the value of unfunded loan commitments was $2,047,075 for the Fund (see Notes to Schedule of Investments). 

# This security is subject to restrictions on resale. Total value of all such securities at January 31, 2026 amounted to $619,106, which represents 0.1% of net assets of the Fund. Acquisition dates shown with a range, if any, represent securities that were acquired over the period shown in the table.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp; **Value as of** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2026**<br>|
| Brock Holdings III, Inc. | 1/22/2024 | $536582 | $619106 | 0.1% |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** |
| **Country** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| United States | $415704812 | 85.7% |
| Cayman Islands | 9427946 | 1.9% |
| United Kingdom | 7533926 | 1.6% |
| Canada | 5673658 | 1.2% |
| Luxembourg | 5559693 | 1.1% |
| Netherlands | 5132745 | 1.1% |
| France | 3732221 | 0.8% |
| Sweden | 3407921 | 0.7% |
| Germany | 2833109 | 0.6% |
| Hong Kong | 2032763 | 0.4% |
| Jersey | 2006782 | 0.4% |
| Spain | 1816143 | 0.4% |
| Denmark | 1514940 | 0.3% |
| Switzerland | 1279636 | 0.3% |
| Finland | 1205675 | 0.2% |
| Australia | 932950 | 0.2% |
| Ireland | 635937 | 0.1% |
| Short-Term Investments and Other Liabilities—Net | 14730229 | 3.0% |
|  | **$485161086** | **100.0%** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Asset-Backed Securities<sup>#</sup> <br>| $— | $10091640 | $— | $10091640 |
| Corporate Bonds<sup>#</sup> <br>|  | 7627154 |  | 7627154 |
| Loan Assignments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Capital Markets |  | 17484687 | 2009436 | 19494123 |
| &nbsp;&nbsp;&nbsp; Chemicals |  | 7168190 | 2395589 | 9563779 |
| &nbsp;&nbsp;&nbsp; Communications Equipment |  | 1572801 | 730756 | 2303557 |
| &nbsp;&nbsp;&nbsp; Containers & Packaging |  | 17485755 | 110049 | 17595804 |
| &nbsp;&nbsp;&nbsp; Diversified Financial Services |  |  | 932950 | 932950 |
| &nbsp;&nbsp;&nbsp; Diversified Telecommunication Services |  | 12342505 | 894450 | 13236955 |
| &nbsp;&nbsp;&nbsp; Electrical Equipment |  | 4476272 | 490050 | 4966322 |
| &nbsp;&nbsp;&nbsp; Health Care Providers & Services |  | 28238658 | 3811145 | 32049803 |
| &nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure |  | 15795394 | 2443522 | 18238916 |
| &nbsp;&nbsp;&nbsp; IT Services |  | 7074805 | 2165952 | 9240757 |
| &nbsp;&nbsp;&nbsp; Leisure Products |  |  | 1042105 | 1042105 |
| &nbsp;&nbsp;&nbsp; Machinery |  | 16856743 | 563596 | 17420339 |
| &nbsp;&nbsp;&nbsp; Media |  | 5496663 | 1514305 | 7010968 |
| &nbsp;&nbsp;&nbsp; Metals & Mining |  | 2424068 | 1048145 | 3472213 |
| &nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels |  | 26017304 | 1333245 | 27350549 |
| &nbsp;&nbsp;&nbsp; Pharmaceuticals |  | 4829841 | 3310237 | 8140078 |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development |  |  | 1695605 | 1695605 |
| &nbsp;&nbsp;&nbsp; Software |  | 41310324 | 2937054 | 44247378 |
| &nbsp;&nbsp;&nbsp; Specialized REITs |  |  | 1005000 | 1005000 |
| &nbsp;&nbsp;&nbsp; Other Loan Assignments<sup>#</sup> <br>|  | 212018867 |  | 212018867 |
| Total Loan Assignments |  | 420592877 | 30433191 | 451026068 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Energy Equipment & Services |  |  | 619106 | 619106 |
| &nbsp;&nbsp;&nbsp; IT Services |  |  | 40 | 40 |
| &nbsp;&nbsp;&nbsp; Other Common Stocks<sup>#</sup> <br>|  | 1066849 |  | 1066849 |
| Total Common Stocks |  | 1066849 | 619146 | 1685995 |
| Short-Term Investments |  | 32178507 |  | 32178507 |
| **Total Investments** | **$—** | **$471557027** | **$31052337** | **$502609364** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry or sector categorization as well as a Positions by Country summary.

See Notes to Schedule of Investments

------

Schedule of Investments Floating Rate Income Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The following is a reconciliation between the beginning and ending balances of investments
 in which significant unobservable inputs (Level 3) were used in determining value:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of** <br>**11/1/2025**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2026**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2026**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Loan <br> Assignments<sup>(1)(2)(3)(4)</sup><br>| $45406 | $35 | $25 | $(338)<br>| $9229 | $(10260)<br>| $8239 | $(21903)<br>| $30433 | $(281)<br>|
| Common <br> Stocks<sup>(1)(4)</sup><br>| 619 |  |  |  |  |  |  |  | 619 |  |
| **Total** | **$46025** | **$35** | **$25** | **$(338)**<br>| **$9229** | **$(10260)**<br>| **$8239** | **$(21903)**<br>| **$31052** | **$(281)**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities that at January 31, 2026, were valued in accordance with procedures approved by <br> the valuation designee. These investments did not have a material impact on the Fund's net assets <br> and, therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) Transfers out of Level 3 were attributable to observable market data becoming available for those <br> securities. Transfers into of Level 3 were attributable to observable market data becoming unavailable <br> for those securities.Transfers in or out of Level 3 represent the beginning value of any security where a <br> change in the pricing level occurred from the beginning to the end of the period. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value** <br>**at** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Valuation** <br>**approach**<br>| &nbsp;&nbsp; **Significant unobservable** <br>**input(s)**<br>| &nbsp;&nbsp; **Input value/** <br>**range**<br>| &nbsp;&nbsp; **Weighted** <br>**average**<sup>(a)</sup><br>| &nbsp;&nbsp; **Impact to** <br>**valuation** <br>**from** <br>**increase** <br>**in input**<sup>(b)</sup><br>|
| Common Stocks | $619106 | Market Approach | &nbsp;&nbsp; Enterprise value/ <br>EBITDA multiple (EV/EBITDA)<br>| 9.1x | 9.1x | Increase |
| Loan Assignments | 490050 | Market Approach | Transaction Price | $99.00 | $99.00 | Increase |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities 1.1%** | **Asset-Backed Securities 1.1%** | **Asset-Backed Securities 1.1%** |
| **Other 1.1%** | **Other 1.1%** | **Other 1.1%** |
| $1000000 | &nbsp;&nbsp; Ballyrock CLO 28 Ltd., Series 2024-28A, Class D, (3 mo. USD Term SOFR + 5.00%), 8.67%, due <br> 1/20/2038<br>| &nbsp;&nbsp; $1009505<br> <sup>(a)(b)</sup><br>|
| 1500000 | &nbsp;&nbsp; Ballyrock CLO Ltd., Series 2020-2A, Class CR, (3 mo. USD Term SOFR + 3.21%), 6.88%, due <br> 10/20/2031<br>| &nbsp;&nbsp; 1507114<br> <sup>(a)(b)</sup><br>|
| 500000 | &nbsp;&nbsp; Oaktree CLO Ltd., Series 2024-25A, Class E, (3 mo. USD Term SOFR + 6.59%), 10.26%, due <br> 4/20/2037<br>| &nbsp;&nbsp; 502024<br> <sup>(a)(b)</sup><br>|
| 1400000 | &nbsp;&nbsp; Symphony CLO 42 Ltd., Series 2024-42A, Class E, (3 mo. USD Term SOFR + 6.75%), 10.42%, due <br> 4/17/2037<br>| &nbsp;&nbsp; 1415773<br> <sup>(a)(b)</sup><br>|
| 1000000 | &nbsp;&nbsp; Symphony CLO 44 Ltd., Series 2024-44A, Class D, (3 mo. USD Term SOFR + 3.20%), 6.87%, due <br> 7/14/2037<br>| &nbsp;&nbsp; 1007187<br> <sup>(a)(b)</sup><br>|
| **Total Asset-Backed Securities (Cost $5,401,450)** | **Total Asset-Backed Securities (Cost $5,401,450)** | &nbsp;&nbsp; **5441603** |
| **Corporate Bonds 93.7%** | **Corporate Bonds 93.7%** | **Corporate Bonds 93.7%** |
| **Advertising 1.4%** | **Advertising 1.4%** | **Advertising 1.4%** |
|  | Clear Channel Outdoor Holdings, Inc. |  |
| 335000 | &nbsp;&nbsp;&nbsp; 7.75%, due 4/15/2028 | &nbsp;&nbsp; 335105<br> <sup>(a)</sup><br>|
| 340000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2029 | &nbsp;&nbsp; 336437<br> <sup>(a)</sup><br>|
| 1010000 | &nbsp;&nbsp;&nbsp; 7.88%, due 4/1/2030 | &nbsp;&nbsp; 1063396<br> <sup>(a)</sup><br>|
| 700000 | &nbsp;&nbsp;&nbsp; 7.13%, due 2/15/2031 | &nbsp;&nbsp; 729962<br> <sup>(a)</sup><br>|
| 700000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/15/2033 | &nbsp;&nbsp; 743776<br> <sup>(a)</sup><br>|
| 515000 | CMG Media Corp., 8.88%, due 6/18/2029 | &nbsp;&nbsp; 446160<br> <sup>(a)</sup><br>|
|  | Neptune Bidco U.S., Inc. |  |
| 1680000 | &nbsp;&nbsp;&nbsp; 9.29%, due 4/15/2029 | &nbsp;&nbsp; 1725034<br> <sup>(a)</sup><br>|
| 445000 | &nbsp;&nbsp;&nbsp; 10.38%, due 5/15/2031 | &nbsp;&nbsp; 470495<br> <sup>(a)</sup><br>|
| 715000 | &nbsp;&nbsp;&nbsp; 9.50%, due 2/15/2033 | &nbsp;&nbsp; 728060<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **6578425** |
| **Aerospace & Defense 1.9%** | **Aerospace & Defense 1.9%** | **Aerospace & Defense 1.9%** |
| 1400000 | AAR Escrow Issuer LLC, 6.75%, due 3/15/2029 | &nbsp;&nbsp; 1448988<br> <sup>(a)</sup><br>|
|  | Bombardier, Inc. |  |
| 940000 | &nbsp;&nbsp;&nbsp; 7.25%, due 7/1/2031 | &nbsp;&nbsp; 997964<br> <sup>(a)</sup><br>|
| 850000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/1/2032 | &nbsp;&nbsp; 892261<br> <sup>(a)</sup><br>|
| 470000 | &nbsp;&nbsp;&nbsp; 6.75%, due 6/15/2033 | &nbsp;&nbsp; 493684<br> <sup>(a)</sup><br>|
| 1400000 | Goat Holdco LLC, 6.75%, due 2/1/2032 | &nbsp;&nbsp; 1437832<br> <sup>(a)</sup><br>|
|  | TransDigm, Inc. |  |
| 950000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/1/2029 | &nbsp;&nbsp; 976909<br> <sup>(a)</sup><br>|
| 1030000 | &nbsp;&nbsp;&nbsp; 6.63%, due 3/1/2032 | &nbsp;&nbsp; 1064992<br> <sup>(a)</sup><br>|
| 740000 | &nbsp;&nbsp;&nbsp; 6.38%, due 5/31/2033 | &nbsp;&nbsp; 753329<br> <sup>(a)</sup><br>|
| 1090000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/31/2034 | &nbsp;&nbsp; 1128168<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **9194127** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| 500000 | United Airlines Holdings, Inc., 5.38%, due 3/1/2031 | &nbsp;&nbsp; **504966**<br> <sup>(c)</sup><br>|
| **Apparel 0.8%** | **Apparel 0.8%** | **Apparel 0.8%** |
| 1227831 | Beach Acquisition Bidco LLC, 10.00% Cash/10.75% PIK, due 7/15/2033 | &nbsp;&nbsp; 1351032<br> <sup>(a)(d)</sup><br>|
| 675000 | Champ Acquisition Corp., 8.38%, due 12/1/2031 | &nbsp;&nbsp; 719695<br> <sup>(a)</sup><br>|
| 1025000 | S&S Holdings LLC, 8.38%, due 10/1/2031 | &nbsp;&nbsp; 977271<br> <sup>(a)</sup><br>|
| 820000 | VF Corp., 2.95%, due 4/23/2030 | &nbsp;&nbsp; 747937 |
|  |  | &nbsp;&nbsp; **3795935** |

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Auto Manufacturers 0.7%** | **Auto Manufacturers 0.7%** | **Auto Manufacturers 0.7%** |
| $955000 | Allison Transmission, Inc., 5.88%, due 12/1/2033 | &nbsp;&nbsp; $968518<br> <sup>(a)</sup><br>|
|  | Nissan Motor Acceptance Co. LLC |  |
| 290000 | &nbsp;&nbsp;&nbsp; 7.05%, due 9/15/2028 | &nbsp;&nbsp; 300695<br> <sup>(a)</sup><br>|
| 240000 | &nbsp;&nbsp;&nbsp; 5.63%, due 9/29/2028 | &nbsp;&nbsp; 240823<br> <sup>(a)</sup><br>|
| 115000 | &nbsp;&nbsp;&nbsp; 5.55%, due 9/13/2029 | &nbsp;&nbsp; 114319<br> <sup>(a)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 6.13%, due 9/30/2030 | &nbsp;&nbsp; 199445<br> <sup>(a)</sup><br>|
|  | Nissan Motor Co. Ltd. |  |
| 375000 | &nbsp;&nbsp;&nbsp; 7.50%, due 7/17/2030 | &nbsp;&nbsp; 393740<br> <sup>(a)</sup><br>|
| 850000 | &nbsp;&nbsp;&nbsp; 4.81%, due 9/17/2030 | &nbsp;&nbsp; 802438<br> <sup>(a)</sup><br>|
| 195000 | &nbsp;&nbsp;&nbsp; 7.75%, due 7/17/2032 | &nbsp;&nbsp; 205798<br> <sup>(a)</sup><br>|
| 180000 | &nbsp;&nbsp;&nbsp; 8.13%, due 7/17/2035 | &nbsp;&nbsp; 192226<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **3418002** |
| **Auto Parts & Equipment 1.9%** | **Auto Parts & Equipment 1.9%** | **Auto Parts & Equipment 1.9%** |
| 2155000 | Clarios Global LP/Clarios U.S. Finance Co., 6.75%, due 9/15/2032 | &nbsp;&nbsp; 2230490<br> <sup>(a)</sup><br>|
| 795000 | Dornoch Debt Merger Sub, Inc., 6.63%, due 10/15/2029 | &nbsp;&nbsp; 707910<br> <sup>(a)</sup><br>|
| 1540000 | Forvia SE, 6.75%, due 9/15/2033 | &nbsp;&nbsp; 1579025<br> <sup>(a)</sup><br>|
|  | Goodyear Tire & Rubber Co. |  |
| 220000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/15/2029 | &nbsp;&nbsp; 215453 |
| 285000 | &nbsp;&nbsp;&nbsp; 5.25%, due 7/15/2031 | &nbsp;&nbsp; 271453 |
| 165000 | &nbsp;&nbsp;&nbsp; 5.63%, due 4/30/2033 | &nbsp;&nbsp; 157308 |
|  | IHO Verwaltungs GmbH |  |
| 1020000 | &nbsp;&nbsp;&nbsp; 7.75% Cash/8.50% PIK, due 11/15/2030 | &nbsp;&nbsp; 1072343<br> <sup>(a)(d)</sup><br>|
| 115000 | &nbsp;&nbsp;&nbsp; 8.00% Cash/8.75% PIK, due 11/15/2032 | &nbsp;&nbsp; 122558<br> <sup>(a)(d)</sup><br>|
|  | ZF North America Capital, Inc. |  |
| 540000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/14/2028 | &nbsp;&nbsp; 557547<br> <sup>(a)</sup><br>|
| 610000 | &nbsp;&nbsp;&nbsp; 6.75%, due 4/23/2030 | &nbsp;&nbsp; 611607<br> <sup>(a)</sup><br>|
| 520000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/24/2031 | &nbsp;&nbsp; 532994<br> <sup>(a)</sup><br>|
| 1060000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/23/2032 | &nbsp;&nbsp; 1056993<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **9115681** |
| **Banks 0.2%** | **Banks 0.2%** | **Banks 0.2%** |
| 1065000 | Walker & Dunlop, Inc., 6.63%, due 4/1/2033 | &nbsp;&nbsp; **1091713**<br> <sup>(a)</sup><br>|
| **Biotechnology 0.2%** | **Biotechnology 0.2%** | **Biotechnology 0.2%** |
| 245000 | BioMarin Pharmaceutical, Inc., 5.50%, due 2/15/2034 | &nbsp;&nbsp; 245679<br> <sup>(a)(c)</sup><br>|
|  | Genmab AS/Genmab Finance LLC |  |
| 570000 | &nbsp;&nbsp;&nbsp; 6.25%, due 12/15/2032 | &nbsp;&nbsp; 584272<br> <sup>(a)</sup><br>|
| 380000 | &nbsp;&nbsp;&nbsp; 7.25%, due 12/15/2033 | &nbsp;&nbsp; 402176<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **1232127** |
| **Building Materials 3.3%** | **Building Materials 3.3%** | **Building Materials 3.3%** |
|  | Builders FirstSource, Inc. |  |
| 945000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/1/2034 | &nbsp;&nbsp; 977771<br> <sup>(a)</sup><br>|
| 1100000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/15/2035 | &nbsp;&nbsp; 1155692<br> <sup>(a)</sup><br>|
| 415000 | Camelot Return Merger Sub, Inc., 8.75%, due 8/1/2028 | &nbsp;&nbsp; 322602<br> <sup>(a)</sup><br>|
| 500000 | Cornerstone Building Brands, Inc., 9.50%, due 8/15/2029 | &nbsp;&nbsp; 377674<br> <sup>(a)</sup><br>|
|  | EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |
| 1140000 | &nbsp;&nbsp;&nbsp; 6.63%, due 12/15/2030 | &nbsp;&nbsp; 1179988<br> <sup>(a)</sup><br>|
| 1075000 | &nbsp;&nbsp;&nbsp; 6.75%, due 7/15/2031 | &nbsp;&nbsp; 1127846<br> <sup>(a)</sup><br>|
|  | Jeld-Wen, Inc. |  |
| 845000 | &nbsp;&nbsp;&nbsp; 4.88%, due 12/15/2027 | &nbsp;&nbsp; 742586<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Building Materials – cont'd** | **Building Materials – cont'd** | **Building Materials – cont'd** | **Building Materials – cont'd** |
| $| 650000 | &nbsp;&nbsp;&nbsp; 7.00%, due 9/1/2032 | &nbsp;&nbsp; $407143<br> <sup>(a)</sup><br>|
|  |  | JH North America Holdings, Inc. |  |
|  | 455000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/31/2031 | &nbsp;&nbsp; 462748<br> <sup>(a)</sup><br>|
|  | 600000 | &nbsp;&nbsp;&nbsp; 6.13%, due 7/31/2032 | &nbsp;&nbsp; 611348<br> <sup>(a)</sup><br>|
|  | 1140000 | Knife River Corp., 7.75%, due 5/1/2031 | &nbsp;&nbsp; 1187025<br> <sup>(a)</sup><br>|
|  | 875000 | Masterbrand, Inc., 7.00%, due 7/15/2032 | &nbsp;&nbsp; 907398<br> <sup>(a)</sup><br>|
|  | 345000 | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, 6.75%, due 4/1/2032 | &nbsp;&nbsp; 354337<br> <sup>(a)</sup><br>|
|  | 1040000 | MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, due 2/1/2030 | &nbsp;&nbsp; 1010350<br> <sup>(a)</sup><br>|
|  | 2300000 | Quikrete Holdings, Inc., 6.38%, due 3/1/2032 | &nbsp;&nbsp; 2385311<br> <sup>(a)</sup><br>|
|  |  | Standard Building Solutions, Inc. |  |
|  | 920000 | &nbsp;&nbsp;&nbsp; 6.50%, due 8/15/2032 | &nbsp;&nbsp; 948646<br> <sup>(a)</sup><br>|
|  | 1735000 | &nbsp;&nbsp;&nbsp; 6.25%, due 8/1/2033 | &nbsp;&nbsp; 1773442<br> <sup>(a)</sup><br>|
|  | 160000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/15/2034 | &nbsp;&nbsp; 159844<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **16091751** |
| **Chemicals 2.5%** | **Chemicals 2.5%** | **Chemicals 2.5%** | **Chemicals 2.5%** |
|  | 555000 | Ashland, Inc., 6.88%, due 5/15/2043 | &nbsp;&nbsp; 586613 |
|  | 1275000 | Axalta Coating Systems Dutch Holding B BV, 7.25%, due 2/15/2031 | &nbsp;&nbsp; 1341880<br> <sup>(a)</sup><br>|
|  |  | Celanese U.S. Holdings LLC |  |
|  | 605000 | &nbsp;&nbsp;&nbsp; 7.05%, due 11/15/2030 | &nbsp;&nbsp; 640060<br> <sup>(e)</sup><br>|
|  | 285000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/15/2031 | &nbsp;&nbsp; 291519 |
|  | 300000 | &nbsp;&nbsp;&nbsp; 7.38%, due 7/15/2032 | &nbsp;&nbsp; 312987 |
|  | 290000 | &nbsp;&nbsp;&nbsp; 7.20%, due 11/15/2033 | &nbsp;&nbsp; 306793<br> <sup>(e)</sup><br>|
|  | 300000 | &nbsp;&nbsp;&nbsp; 7.38%, due 2/15/2034 | &nbsp;&nbsp; 305275 |
|  | 1005000 | Inversion Escrow Issuer LLC, 6.75%, due 8/1/2032 | &nbsp;&nbsp; 995448<br> <sup>(a)</sup><br>|
|  |  | Olympus Water U.S. Holding Corp. |  |
|  | 2005000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/1/2029 | &nbsp;&nbsp; 1961934<br> <sup>(a)</sup><br>|
|  | 340000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2031 | &nbsp;&nbsp; 348516<br> <sup>(a)</sup><br>|
|  | 335000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2033 | &nbsp;&nbsp; 333696<br> <sup>(a)</sup><br>|
|  | 1600000 | SCIH Salt Holdings, Inc., 6.63%, due 5/1/2029 | &nbsp;&nbsp; 1599212<br> <sup>(a)</sup><br>|
|  |  | WR Grace Holdings LLC |  |
|  | 1120000 | &nbsp;&nbsp;&nbsp; 5.63%, due 8/15/2029 | &nbsp;&nbsp; 1070361<br> <sup>(a)</sup><br>|
|  | 1075000 | &nbsp;&nbsp;&nbsp; 7.38%, due 3/1/2031 | &nbsp;&nbsp; 1097298<br> <sup>(a)</sup><br>|
|  | 1080000 | &nbsp;&nbsp;&nbsp; 6.63%, due 8/15/2032 | &nbsp;&nbsp; 1074034<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **12265626** |
| **Commercial Services 6.3%** | **Commercial Services 6.3%** | **Commercial Services 6.3%** | **Commercial Services 6.3%** |
|  | 1300000 | ADT Security Corp., 5.88%, due 10/15/2033 | &nbsp;&nbsp; 1317874<br> <sup>(a)</sup><br>|
|  | 1380000 | Albion Financing 1 SARL/Aggreko Holdings, Inc., 7.00%, due 5/21/2030 | &nbsp;&nbsp; 1438322<br> <sup>(a)</sup><br>|
|  | 1405000 | Allied Universal Holdco LLC, 7.88%, due 2/15/2031 | &nbsp;&nbsp; 1478654<br> <sup>(a)</sup><br>|
|  |  | Allied Universal Holdco LLC/Allied Universal Finance Corp. |  |
|  | 1375000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 1363319<br> <sup>(a)</sup><br>|
|  | 640000 | &nbsp;&nbsp;&nbsp; 6.88%, due 6/15/2030 | &nbsp;&nbsp; 664644<br> <sup>(a)</sup><br>|
|  |  | Block, Inc. |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; 5.63%, due 8/15/2030 | &nbsp;&nbsp; 407137<br> <sup>(a)</sup><br>|
|  | 2025000 | &nbsp;&nbsp;&nbsp; 6.50%, due 5/15/2032 | &nbsp;&nbsp; 2103881 |
|  | 400000 | &nbsp;&nbsp;&nbsp; 6.00%, due 8/15/2033 | &nbsp;&nbsp; 408593<br> <sup>(a)</sup><br>|
|  | 905000 | Champions Financing, Inc., 8.75%, due 2/15/2029 | &nbsp;&nbsp; 877909<br> <sup>(a)</sup><br>|
|  | 1715000 | EquipmentShare.com, Inc., 8.00%, due 3/15/2033 | &nbsp;&nbsp; 1808982<br> <sup>(a)</sup><br>|
|  |  | Garda World Security Corp. |  |
|  | 940000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 924951<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Commercial Services – cont'd** | **Commercial Services – cont'd** | **Commercial Services – cont'd** | **Commercial Services – cont'd** |
| $| 605000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/15/2031 | &nbsp;&nbsp; $620163<br> <sup>(a)</sup><br>|
|  | 980000 | &nbsp;&nbsp;&nbsp; 8.25%, due 8/1/2032 | &nbsp;&nbsp; 1001428<br> <sup>(a)</sup><br>|
|  | 1010000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/15/2032 | &nbsp;&nbsp; 1036933<br> <sup>(a)</sup><br>|
|  |  | Herc Holdings, Inc. |  |
|  | 1335000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/15/2030 | &nbsp;&nbsp; 1401167<br> <sup>(a)</sup><br>|
|  | 335000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/15/2031 | &nbsp;&nbsp; 337378<br> <sup>(a)</sup><br>|
|  | 1679000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2033 | &nbsp;&nbsp; 1776904<br> <sup>(a)</sup><br>|
|  | 420000 | &nbsp;&nbsp;&nbsp; 6.00%, due 3/15/2034 | &nbsp;&nbsp; 422129<br> <sup>(a)</sup><br>|
|  | 675000 | Mavis Tire Express Services Topco Corp., 6.50%, due 5/15/2029 | &nbsp;&nbsp; 673675<br> <sup>(a)</sup><br>|
|  | 890000 | Raven Acquisition Holdings LLC, 6.88%, due 11/15/2031 | &nbsp;&nbsp; 891891<br> <sup>(a)</sup><br>|
|  | 650000 | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 6.75%, due 8/15/2032 | &nbsp;&nbsp; 663125<br> <sup>(a)</sup><br>|
|  | 1335000 | United Rentals North America, Inc., 5.38%, due 11/15/2033 | &nbsp;&nbsp; 1334215<br> <sup>(a)</sup><br>|
|  | 1445000 | Veritiv Operating Co., 10.50%, due 11/30/2030 | &nbsp;&nbsp; 1547229<br> <sup>(a)</sup><br>|
|  | 1698000 | VM Consolidated, Inc., 5.50%, due 4/15/2029 | &nbsp;&nbsp; 1669633<br> <sup>(a)</sup><br>|
|  | 1930000 | Wand NewCo 3, Inc., 7.63%, due 1/30/2032 | &nbsp;&nbsp; 2029295<br> <sup>(a)</sup><br>|
|  |  | Williams Scotsman, Inc. |  |
|  | 660000 | &nbsp;&nbsp;&nbsp; 6.63%, due 6/15/2029 | &nbsp;&nbsp; 682348<br> <sup>(a)</sup><br>|
|  | 295000 | &nbsp;&nbsp;&nbsp; 6.63%, due 4/15/2030 | &nbsp;&nbsp; 305653<br> <sup>(a)</sup><br>|
|  | 1004000 | &nbsp;&nbsp;&nbsp; 7.38%, due 10/1/2031 | &nbsp;&nbsp; 1046763<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **30234195** |
| **Computers 1.1%** | **Computers 1.1%** | **Computers 1.1%** | **Computers 1.1%** |
|  | 1855000 | Amentum Holdings, Inc., 7.25%, due 8/1/2032 | &nbsp;&nbsp; 1954842<br> <sup>(a)</sup><br>|
|  | 840000 | CACI International, Inc., 6.38%, due 6/15/2033 | &nbsp;&nbsp; 871531<br> <sup>(a)</sup><br>|
|  | 1405000 | Fortress Intermediate 3, Inc., 7.50%, due 6/1/2031 | &nbsp;&nbsp; 1431182<br> <sup>(a)</sup><br>|
|  | 860000 | Science Applications International Corp., 5.88%, due 11/1/2033 | &nbsp;&nbsp; 866766<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **5124321** |
| **Cosmetics - Personal Care 0.3%** | **Cosmetics - Personal Care 0.3%** | **Cosmetics - Personal Care 0.3%** | **Cosmetics - Personal Care 0.3%** |
|  | 1255000 | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 5.60%, due 1/15/2031 | &nbsp;&nbsp; **1270290**<br> <sup>(a)</sup><br>|
| **Distribution - Wholesale 1.0%** | **Distribution - Wholesale 1.0%** | **Distribution - Wholesale 1.0%** | **Distribution - Wholesale 1.0%** |
|  | 1115000 | Dealer Tire LLC/DT Issuer LLC, 8.00%, due 2/1/2028 | &nbsp;&nbsp; 1113217<br> <sup>(a)</sup><br>|
|  | 500000 | Gates Corp., 6.88%, due 7/1/2029 | &nbsp;&nbsp; 519767<br> <sup>(a)</sup><br>|
|  | 1195000 | Resideo Funding, Inc., 6.50%, due 7/15/2032 | &nbsp;&nbsp; 1213834<br> <sup>(a)</sup><br>|
|  | 1810000 | Windsor Holdings III LLC, 8.50%, due 6/15/2030 | &nbsp;&nbsp; 1907266<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **4754084** |
| **Diversified Financial Services 5.5%** | **Diversified Financial Services 5.5%** | **Diversified Financial Services 5.5%** | **Diversified Financial Services 5.5%** |
|  |  | Azorra Finance Ltd. |  |
|  | 1165000 | &nbsp;&nbsp;&nbsp; 7.75%, due 4/15/2030 | &nbsp;&nbsp; 1226034<br> <sup>(a)</sup><br>|
|  | 485000 | &nbsp;&nbsp;&nbsp; 7.25%, due 1/15/2031 | &nbsp;&nbsp; 507959<br> <sup>(a)</sup><br>|
|  |  | CrossCountry Intermediate HoldCo LLC |  |
|  | 1145000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2030 | &nbsp;&nbsp; 1162164<br> <sup>(a)</sup><br>|
|  | 545000 | &nbsp;&nbsp;&nbsp; 6.75%, due 12/1/2032 | &nbsp;&nbsp; 549481<br> <sup>(a)</sup><br>|
|  | 945000 | Focus Financial Partners LLC, 6.75%, due 9/15/2031 | &nbsp;&nbsp; 967425<br> <sup>(a)</sup><br>|
|  | 710000 | Freedom Mortgage Holdings LLC, 8.38%, due 4/1/2032 | &nbsp;&nbsp; 742717<br> <sup>(a)</sup><br>|
|  | 1075000 | Global Aircraft Leasing Co. Ltd., 8.75%, due 9/1/2027 | &nbsp;&nbsp; 1112766<br> <sup>(a)</sup><br>|
|  |  | Jane Street Group/JSG Finance, Inc. |  |
|  | 635000 | &nbsp;&nbsp;&nbsp; 7.13%, due 4/30/2031 | &nbsp;&nbsp; 667647<br> <sup>(a)</sup><br>|
|  | 615000 | &nbsp;&nbsp;&nbsp; 6.13%, due 11/1/2032 | &nbsp;&nbsp; 626382<br> <sup>(a)</sup><br>|
|  | 415000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/1/2033 | &nbsp;&nbsp; 431658<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** |
|  |  | Navient Corp. |  |
| $| 1075000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/15/2029 | &nbsp;&nbsp; $1051458 |
|  | 760000 | &nbsp;&nbsp;&nbsp; 7.88%, due 6/15/2032 | &nbsp;&nbsp; 767084 |
|  |  | OneMain Finance Corp. |  |
|  | 1485000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/15/2029 | &nbsp;&nbsp; 1530704 |
|  | 1315000 | &nbsp;&nbsp;&nbsp; 6.13%, due 5/15/2030 | &nbsp;&nbsp; 1340504 |
|  | 160000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/15/2031 | &nbsp;&nbsp; 167735 |
|  | 600000 | &nbsp;&nbsp;&nbsp; 7.13%, due 11/15/2031 | &nbsp;&nbsp; 621737 |
|  | 620000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/15/2032 | &nbsp;&nbsp; 633668 |
|  | 415000 | &nbsp;&nbsp;&nbsp; 7.13%, due 9/15/2032 | &nbsp;&nbsp; 429774 |
|  | 460000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/15/2033 | &nbsp;&nbsp; 462357 |
|  | 150000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2033 | &nbsp;&nbsp; 151663 |
|  |  | PennyMac Financial Services, Inc. |  |
|  | 705000 | &nbsp;&nbsp;&nbsp; 7.13%, due 11/15/2030 | &nbsp;&nbsp; 727839<br> <sup>(a)</sup><br>|
|  | 945000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/15/2031 | &nbsp;&nbsp; 933244<br> <sup>(a)</sup><br>|
|  | 500000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/15/2032 | &nbsp;&nbsp; 510979<br> <sup>(a)</sup><br>|
|  | 1160000 | &nbsp;&nbsp;&nbsp; 6.88%, due 2/15/2033 | &nbsp;&nbsp; 1183212<br> <sup>(a)</sup><br>|
|  | 50000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2034 | &nbsp;&nbsp; 50457<br> <sup>(a)</sup><br>|
|  | 1310000 | Provident Funding Associates LP/PFG Finance Corp., 9.75%, due 9/15/2029 | &nbsp;&nbsp; 1374059<br> <sup>(a)</sup><br>|
|  |  | Rocket Cos., Inc. |  |
|  | 450000 | &nbsp;&nbsp;&nbsp; 6.50%, due 8/1/2029 | &nbsp;&nbsp; 462879<br> <sup>(a)</sup><br>|
|  | 565000 | &nbsp;&nbsp;&nbsp; 6.13%, due 8/1/2030 | &nbsp;&nbsp; 578452<br> <sup>(a)</sup><br>|
|  | 145000 | &nbsp;&nbsp;&nbsp; 7.13%, due 2/1/2032 | &nbsp;&nbsp; 151523<br> <sup>(a)</sup><br>|
|  | 605000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/1/2033 | &nbsp;&nbsp; 627664<br> <sup>(a)</sup><br>|
|  | 1065000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 4.00%, due 10/15/2033 | &nbsp;&nbsp; 977914<br> <sup>(a)</sup><br>|
|  | 1480000 | SLM Corp., 6.50%, due 1/31/2030 | &nbsp;&nbsp; 1527154 |
|  |  | UWM Holdings LLC |  |
|  | 880000 | &nbsp;&nbsp;&nbsp; 6.63%, due 2/1/2030 | &nbsp;&nbsp; 887598<br> <sup>(a)</sup><br>|
|  | 145000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2031 | &nbsp;&nbsp; 144084<br> <sup>(a)</sup><br>|
|  | 960000 | Velocity Commercial Capital LLC, 9.38%, due 2/15/2031 | &nbsp;&nbsp; 974400<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **26262375** |
| **Electric 4.6%** | **Electric 4.6%** | **Electric 4.6%** | **Electric 4.6%** |
|  |  | Alpha Generation LLC |  |
|  | 1840000 | &nbsp;&nbsp;&nbsp; 6.75%, due 10/15/2032 | &nbsp;&nbsp; 1907716<br> <sup>(a)</sup><br>|
|  | 1100000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/15/2034 | &nbsp;&nbsp; 1107138<br> <sup>(a)</sup><br>|
|  | 840000 | Clearway Energy Operating LLC, 5.75%, due 1/15/2034 | &nbsp;&nbsp; 843062<br> <sup>(a)</sup><br>|
|  | 1150000 | Hawaiian Electric Co., Inc., 6.00%, due 10/1/2033 | &nbsp;&nbsp; 1167493<br> <sup>(a)</sup><br>|
|  | 1764000 | Lightning Power LLC, 7.25%, due 8/15/2032 | &nbsp;&nbsp; 1877591<br> <sup>(a)</sup><br>|
|  |  | NRG Energy, Inc. |  |
|  | 1070000 | &nbsp;&nbsp;&nbsp; 10.25%, due 3/15/2028 | &nbsp;&nbsp; 1178328<br> <sup>(a)(f)(g)</sup><br>|
|  | 790000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2033 | &nbsp;&nbsp; 805159<br> <sup>(a)</sup><br>|
|  | 1855000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2034 | &nbsp;&nbsp; 1867302<br> <sup>(a)</sup><br>|
|  | 1975000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/15/2036 | &nbsp;&nbsp; 1995613<br> <sup>(a)</sup><br>|
|  |  | Talen Energy Supply LLC |  |
|  | 1090000 | &nbsp;&nbsp;&nbsp; 6.25%, due 2/1/2034 | &nbsp;&nbsp; 1104671<br> <sup>(a)</sup><br>|
|  | 1090000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/1/2036 | &nbsp;&nbsp; 1117515<br> <sup>(a)</sup><br>|
|  | 745000 | Vistra Corp., 7.00%, due 12/15/2026 | &nbsp;&nbsp; 756267<br> <sup>(a)(f)(g)</sup><br>|
|  |  | Vistra Operations Co. LLC |  |
|  | 1360000 | &nbsp;&nbsp;&nbsp; 7.75%, due 10/15/2031 | &nbsp;&nbsp; 1439045<br> <sup>(a)</sup><br>|
|  | 1315000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/15/2032 | &nbsp;&nbsp; 1381723<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Electric – cont'd** | **Electric – cont'd** | **Electric – cont'd** | **Electric – cont'd** |
| $| 445000 | &nbsp;&nbsp;&nbsp; 6.95%, due 10/15/2033 | &nbsp;&nbsp; $493442<br> <sup>(a)</sup><br>|
|  | 1890000 | VoltaGrid LLC, 7.38%, due 11/1/2030 | &nbsp;&nbsp; 1914213<br> <sup>(a)</sup><br>|
|  | 1010000 | XPLR Infrastructure Operating Partners LP, 7.75%, due 4/15/2034 | &nbsp;&nbsp; 1029540<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **21985818** |
| **Electrical Components & Equipment 0.6%** | **Electrical Components & Equipment 0.6%** | **Electrical Components & Equipment 0.6%** | **Electrical Components & Equipment 0.6%** |
|  | 1100000 | EnerSys, 6.63%, due 1/15/2032 | &nbsp;&nbsp; 1139316<br> <sup>(a)</sup><br>|
|  |  | WESCO Distribution, Inc. |  |
|  | 835000 | &nbsp;&nbsp;&nbsp; 6.63%, due 3/15/2032 | &nbsp;&nbsp; 872487<br> <sup>(a)</sup><br>|
|  | 935000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/15/2033 | &nbsp;&nbsp; 973588<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **2985391** |
| **Electronics 0.4%** | **Electronics 0.4%** | **Electronics 0.4%** | **Electronics 0.4%** |
|  | 1755000 | Sensata Technologies, Inc., 6.63%, due 7/15/2032 | &nbsp;&nbsp; **1833347**<br> <sup>(a)</sup><br>|
| **Engineering & Construction 0.5%** | **Engineering & Construction 0.5%** | **Engineering & Construction 0.5%** | **Engineering & Construction 0.5%** |
|  | 790000 | Artera Services LLC, 8.50%, due 2/15/2031 | &nbsp;&nbsp; 642149<br> <sup>(a)</sup><br>|
|  | 540000 | Brand Industrial Services, Inc., 10.38%, due 8/1/2030 | &nbsp;&nbsp; 517719<br> <sup>(a)</sup><br>|
|  |  | Global Infrastructure Solutions, Inc. |  |
|  | 510000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/1/2029 | &nbsp;&nbsp; 511060<br> <sup>(a)</sup><br>|
|  | 690000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/15/2032 | &nbsp;&nbsp; 738990<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **2409918** |
| **Entertainment 2.5%** | **Entertainment 2.5%** | **Entertainment 2.5%** | **Entertainment 2.5%** |
|  |  | Churchill Downs, Inc. |  |
|  | 125000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/1/2030 | &nbsp;&nbsp; 125678<br> <sup>(a)</sup><br>|
|  | 1390000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/1/2031 | &nbsp;&nbsp; 1432164<br> <sup>(a)</sup><br>|
|  | 1590000 | Light & Wonder International, Inc., 6.25%, due 10/1/2033 | &nbsp;&nbsp; 1609875<br> <sup>(a)</sup><br>|
|  | 1400000 | Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, due 5/1/2029 | &nbsp;&nbsp; 1375279<br> <sup>(a)</sup><br>|
|  |  | Mohegan Tribal Gaming Authority/MS Digital Entertainment Holdings LLC |  |
|  | 355000 | &nbsp;&nbsp;&nbsp; 8.25%, due 4/15/2030 | &nbsp;&nbsp; 370141<br> <sup>(a)</sup><br>|
|  | 180000 | &nbsp;&nbsp;&nbsp; 11.88%, due 4/15/2031 | &nbsp;&nbsp; 189064<br> <sup>(a)</sup><br>|
|  | 725000 | SeaWorld Parks & Entertainment, Inc., 5.25%, due 8/15/2029 | &nbsp;&nbsp; 708773<br> <sup>(a)</sup><br>|
|  | 1435000 | Six Flags Entertainment Corp., 7.25%, due 5/15/2031 | &nbsp;&nbsp; 1416158<br> <sup>(a)</sup><br>|
|  | 415000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp., 5.25%, <br> due 7/15/2029<br>| &nbsp;&nbsp; 398485 |
|  | 475000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC, 8.63%, due <br> 1/15/2032<br>| &nbsp;&nbsp; 484714<br> <sup>(a)</sup><br>|
|  | 915000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland Co., 6.63%, due <br> 5/1/2032<br>| &nbsp;&nbsp; 934986<br> <sup>(a)</sup><br>|
|  |  | Warnermedia Holdings, Inc. |  |
|  | 1755000 | &nbsp;&nbsp;&nbsp; 4.28%, due 3/15/2032 | &nbsp;&nbsp; 1544400 |
|  | 1260000 | &nbsp;&nbsp;&nbsp; 5.05%, due 3/15/2042 | &nbsp;&nbsp; 885150 |
|  | 370000 | &nbsp;&nbsp;&nbsp; 5.14%, due 3/15/2052 | &nbsp;&nbsp; 245913 |
|  | 280000 | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 6.25%, due 3/15/2033 | &nbsp;&nbsp; 285272<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **12006052** |
| **Environmental Control 0.8%** | **Environmental Control 0.8%** | **Environmental Control 0.8%** | **Environmental Control 0.8%** |
|  | 1035000 | Luna 1.5 SARL, 12.00%, due 7/1/2032 | &nbsp;&nbsp; 1092238<br> <sup>(a)(d)</sup><br>|
|  | 2575000 | Madison IAQ LLC, 5.88%, due 6/30/2029 | &nbsp;&nbsp; 2571798<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **3664036** |

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Food 1.4%** | **Food 1.4%** | **Food 1.4%** |
| $810000 | Albertsons Cos., Inc., 5.63%, due 3/31/2032 | &nbsp;&nbsp; $809179<br> <sup>(a)(c)</sup><br>|
|  | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC |  |
| 620000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/31/2031 | &nbsp;&nbsp; 621097<br> <sup>(a)</sup><br>|
| 860000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2033 | &nbsp;&nbsp; 878147<br> <sup>(a)</sup><br>|
| 1150000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/31/2034 | &nbsp;&nbsp; 1130995<br> <sup>(a)(h)</sup><br>|
| 715000 | Froneri Lux FinCo SARL, 6.00%, due 8/1/2032 | &nbsp;&nbsp; 724024<br> <sup>(a)</sup><br>|
|  | Performance Food Group, Inc. |  |
| 435000 | &nbsp;&nbsp;&nbsp; 4.25%, due 8/1/2029 | &nbsp;&nbsp; 425931<br> <sup>(a)</sup><br>|
| 560000 | &nbsp;&nbsp;&nbsp; 6.13%, due 9/15/2032 | &nbsp;&nbsp; 575152<br> <sup>(a)</sup><br>|
|  | U.S. Foods, Inc. |  |
| 145000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/15/2029 | &nbsp;&nbsp; 144419<br> <sup>(a)</sup><br>|
| 540000 | &nbsp;&nbsp;&nbsp; 7.25%, due 1/15/2032 | &nbsp;&nbsp; 566575<br> <sup>(a)</sup><br>|
| 660000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2033 | &nbsp;&nbsp; 671412<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **6546931** |
| **Food Service 0.2%** | **Food Service 0.2%** | **Food Service 0.2%** |
| 955000 | TKC Holdings, Inc., 10.50%, due 5/15/2029 | &nbsp;&nbsp; **982138**<br> <sup>(a)</sup><br>|
| **Forest Products & Paper 0.3%** | **Forest Products & Paper 0.3%** | **Forest Products & Paper 0.3%** |
| 1310000 | Ahlstrom Holding 3 Oy, 4.88%, due 2/4/2028 | &nbsp;&nbsp; **1295227**<br> <sup>(a)</sup><br>|
| **Healthcare - Products 0.9%** | **Healthcare - Products 0.9%** | **Healthcare - Products 0.9%** |
| 1570000 | Bausch & Lomb Corp., 8.38%, due 10/1/2028 | &nbsp;&nbsp; 1636725<br> <sup>(a)</sup><br>|
| 2105000 | Medline Borrower LP, 5.25%, due 10/1/2029 | &nbsp;&nbsp; 2108637<br> <sup>(a)</sup><br>|
| 695000 | Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, due 4/1/2029 | &nbsp;&nbsp; 717317<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **4462679** |
| **Healthcare - Services 3.8%** | **Healthcare - Services 3.8%** | **Healthcare - Services 3.8%** |
| 505000 | Acadia Healthcare Co., Inc., 5.00%, due 4/15/2029 | &nbsp;&nbsp; 484831<br> <sup>(a)</sup><br>|
|  | CHS/Community Health Systems, Inc. |  |
| 415000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/15/2029 | &nbsp;&nbsp; 381613<br> <sup>(a)</sup><br>|
| 80000 | &nbsp;&nbsp;&nbsp; 6.13%, due 4/1/2030 | &nbsp;&nbsp; 65837<br> <sup>(a)</sup><br>|
| 600000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2030 | &nbsp;&nbsp; 565748<br> <sup>(a)</sup><br>|
| 408000 | &nbsp;&nbsp;&nbsp; 10.88%, due 1/15/2032 | &nbsp;&nbsp; 439228<br> <sup>(a)</sup><br>|
| 775000 | &nbsp;&nbsp;&nbsp; 9.75%, due 1/15/2034 | &nbsp;&nbsp; 808002<br> <sup>(a)</sup><br>|
| 1775000 | Global Medical Response, Inc., 7.38%, due 10/1/2032 | &nbsp;&nbsp; 1835332<br> <sup>(a)</sup><br>|
| 690000 | IQVIA, Inc., 6.25%, due 6/1/2032 | &nbsp;&nbsp; 716876<br> <sup>(a)</sup><br>|
|  | LifePoint Health, Inc. |  |
| 1100000 | &nbsp;&nbsp;&nbsp; 9.88%, due 8/15/2030 | &nbsp;&nbsp; 1180118<br> <sup>(a)</sup><br>|
| 1705000 | &nbsp;&nbsp;&nbsp; 10.00%, due 6/1/2032 | &nbsp;&nbsp; 1798809<br> <sup>(a)</sup><br>|
|  | Molina Healthcare, Inc. |  |
| 450000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2031 | &nbsp;&nbsp; 461182<br> <sup>(a)</sup><br>|
| 2365000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/15/2033 | &nbsp;&nbsp; 2381685<br> <sup>(a)</sup><br>|
| 970000 | Select Medical Corp., 6.25%, due 12/1/2032 | &nbsp;&nbsp; 941369<br> <sup>(a)</sup><br>|
| 505000 | Star Parent, Inc., 9.00%, due 10/1/2030 | &nbsp;&nbsp; 533013<br> <sup>(a)</sup><br>|
| 2115000 | Surgery Center Holdings, Inc., 7.25%, due 4/15/2032 | &nbsp;&nbsp; 2129409<br> <sup>(a)</sup><br>|
| 780000 | TEAM Services Holding, Inc., 9.00%, due 2/15/2033 | &nbsp;&nbsp; 780000<br> <sup>(a)(c)(i)</sup><br>|
| 2890000 | Tenet Healthcare Corp., 6.00%, due 11/15/2033 | &nbsp;&nbsp; 2973902<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **18476954** |
| **Home Builders 1.6%** | **Home Builders 1.6%** | **Home Builders 1.6%** |
| 1010000 | Beazer Homes USA, Inc., 7.50%, due 3/15/2031 | &nbsp;&nbsp; 1027666<br> <sup>(a)</sup><br>|
| 320000 | Installed Building Products, Inc., 5.63%, due 2/1/2034 | &nbsp;&nbsp; 321839<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Home Builders – cont'd** | **Home Builders – cont'd** | **Home Builders – cont'd** | **Home Builders – cont'd** |
|  |  | K Hovnanian Enterprises, Inc. |  |
| $| 765000 | &nbsp;&nbsp;&nbsp; 8.00%, due 4/1/2031 | &nbsp;&nbsp; $783716<br> <sup>(a)</sup><br>|
|  | 280000 | &nbsp;&nbsp;&nbsp; 8.38%, due 10/1/2033 | &nbsp;&nbsp; 286158<br> <sup>(a)</sup><br>|
|  | 865000 | LGI Homes, Inc., 7.00%, due 11/15/2032 | &nbsp;&nbsp; 843650<br> <sup>(a)</sup><br>|
|  | 1610000 | Mattamy Group Corp., 6.00%, due 12/15/2033 | &nbsp;&nbsp; 1581936<br> <sup>(a)</sup><br>|
|  |  | Shea Homes LP/Shea Homes Funding Corp. |  |
|  | 670000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/15/2028 | &nbsp;&nbsp; 668733 |
|  | 445000 | &nbsp;&nbsp;&nbsp; 4.75%, due 4/1/2029 | &nbsp;&nbsp; 439178 |
|  | 1740000 | Taylor Morrison Communities, Inc., 5.75%, due 11/15/2032 | &nbsp;&nbsp; 1785971<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **7738847** |
| **Home Furnishings 0.2%** | **Home Furnishings 0.2%** | **Home Furnishings 0.2%** | **Home Furnishings 0.2%** |
|  |  | Whirlpool Corp. |  |
|  | 420000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/15/2030 | &nbsp;&nbsp; 421095 |
|  | 425000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2033 | &nbsp;&nbsp; 419387 |
|  |  |  | &nbsp;&nbsp; **840482** |
| **Insurance 3.5%** | **Insurance 3.5%** | **Insurance 3.5%** | **Insurance 3.5%** |
|  |  | Acrisure LLC/Acrisure Finance, Inc. |  |
|  | 1230000 | &nbsp;&nbsp;&nbsp; 8.25%, due 2/1/2029 | &nbsp;&nbsp; 1275329<br> <sup>(a)</sup><br>|
|  | 355000 | &nbsp;&nbsp;&nbsp; 8.50%, due 6/15/2029 | &nbsp;&nbsp; 371238<br> <sup>(a)</sup><br>|
|  | 1490000 | &nbsp;&nbsp;&nbsp; 7.50%, due 11/6/2030 | &nbsp;&nbsp; 1542585<br> <sup>(a)</sup><br>|
|  | 695000 | &nbsp;&nbsp;&nbsp; 6.75%, due 7/1/2032 | &nbsp;&nbsp; 712515<br> <sup>(a)</sup><br>|
|  |  | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer |  |
|  | 705000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2031 | &nbsp;&nbsp; 730914<br> <sup>(a)</sup><br>|
|  | 445000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2031 | &nbsp;&nbsp; 457393<br> <sup>(a)</sup><br>|
|  | 840000 | Amynta Agency Borrower, Inc. & Amynta Warranty Borrower, Inc., 7.50%, due 7/15/2033 | &nbsp;&nbsp; 856439<br> <sup>(a)</sup><br>|
|  | 1370000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance, 7.13%, due <br> 5/15/2031<br>| &nbsp;&nbsp; 1408804<br> <sup>(a)</sup><br>|
|  | 1465000 | Broadstreet Partners Group LLC, 5.88%, due 4/15/2029 | &nbsp;&nbsp; 1461539<br> <sup>(a)</sup><br>|
|  |  | Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC |  |
|  | 650000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2031 | &nbsp;&nbsp; 672276<br> <sup>(a)</sup><br>|
|  | 920000 | &nbsp;&nbsp;&nbsp; 8.13%, due 2/15/2032 | &nbsp;&nbsp; 937422<br> <sup>(a)</sup><br>|
|  | 290000 | &nbsp;&nbsp;&nbsp; 8.13%, due 2/15/2032 | &nbsp;&nbsp; 295492<br> <sup>(a)(c)</sup><br>|
|  |  | HUB International Ltd. |  |
|  | 2095000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2030 | &nbsp;&nbsp; 2185827<br> <sup>(a)</sup><br>|
|  | 900000 | &nbsp;&nbsp;&nbsp; 7.38%, due 1/31/2032 | &nbsp;&nbsp; 942755<br> <sup>(a)</sup><br>|
|  | 1395000 | Jones Deslauriers Insurance Management, Inc., 6.88%, due 10/1/2033 | &nbsp;&nbsp; 1359752<br> <sup>(a)</sup><br>|
|  | 685000 | Panther Escrow Issuer LLC, 7.13%, due 6/1/2031 | &nbsp;&nbsp; 705499<br> <sup>(a)</sup><br>|
|  | 765000 | USI, Inc., 7.50%, due 1/15/2032 | &nbsp;&nbsp; 800856<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **16716635** |
| **Internet 0.5%** | **Internet 0.5%** | **Internet 0.5%** | **Internet 0.5%** |
|  | 465000 | Gen Digital, Inc., 6.25%, due 4/1/2033 | &nbsp;&nbsp; 467241<br> <sup>(a)</sup><br>|
|  |  | Wayfair LLC |  |
|  | 805000 | &nbsp;&nbsp;&nbsp; 7.25%, due 10/31/2029 | &nbsp;&nbsp; 841698<br> <sup>(a)</sup><br>|
|  | 890000 | &nbsp;&nbsp;&nbsp; 6.75%, due 11/15/2032 | &nbsp;&nbsp; 919879<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **2228818** |
| **Iron - Steel 1.4%** | **Iron - Steel 1.4%** | **Iron - Steel 1.4%** | **Iron - Steel 1.4%** |
|  | 920000 | Carpenter Technology Corp., 5.63%, due 3/1/2034 | &nbsp;&nbsp; 933589<br> <sup>(a)</sup><br>|
|  | 705000 | Champion Iron Canada, Inc., 7.88%, due 7/15/2032 | &nbsp;&nbsp; 754144<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Iron - Steel – cont'd** | **Iron - Steel – cont'd** | **Iron - Steel – cont'd** | **Iron - Steel – cont'd** |
|  |  | Cleveland-Cliffs, Inc. |  |
| $| 735000 | &nbsp;&nbsp;&nbsp; 6.88%, due 11/1/2029 | &nbsp;&nbsp; $763817<br> <sup>(a)</sup><br>|
|  | 585000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/15/2031 | &nbsp;&nbsp; 617335<br> <sup>(a)</sup><br>|
|  | 745000 | &nbsp;&nbsp;&nbsp; 7.00%, due 3/15/2032 | &nbsp;&nbsp; 764546<br> <sup>(a)</sup><br>|
|  | 2640000 | Mineral Resources Ltd., 7.00%, due 4/1/2031 | &nbsp;&nbsp; 2774523<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **6607954** |
| **Leisure Time 2.6%** | **Leisure Time 2.6%** | **Leisure Time 2.6%** | **Leisure Time 2.6%** |
|  | 1595000 | Acushnet Co., 5.63%, due 12/1/2033 | &nbsp;&nbsp; 1609993<br> <sup>(a)</sup><br>|
|  | 2840000 | Carnival Corp., 6.13%, due 2/15/2033 | &nbsp;&nbsp; 2921531<br> <sup>(a)</sup><br>|
|  | 1185000 | Lindblad Expeditions LLC, 7.00%, due 9/15/2030 | &nbsp;&nbsp; 1237065<br> <sup>(a)</sup><br>|
|  |  | NCL Corp. Ltd. |  |
|  | 750000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2031 | &nbsp;&nbsp; 752053<br> <sup>(a)</sup><br>|
|  | 1235000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/1/2032 | &nbsp;&nbsp; 1265635<br> <sup>(a)</sup><br>|
|  | 585000 | &nbsp;&nbsp;&nbsp; 6.25%, due 9/15/2033 | &nbsp;&nbsp; 588232<br> <sup>(a)</sup><br>|
|  | 1595000 | Patrick Industries, Inc., 6.38%, due 11/1/2032 | &nbsp;&nbsp; 1632446<br> <sup>(a)</sup><br>|
|  | 2410000 | Viking Cruises Ltd., 5.88%, due 10/15/2033 | &nbsp;&nbsp; 2443238<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **12450193** |
| **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** |
|  | 935000 | Hilton Domestic Operating Co., Inc., 5.88%, due 4/1/2029 | &nbsp;&nbsp; 956629<br> <sup>(a)</sup><br>|
|  | 720000 | Travel & Leisure Co., 6.13%, due 9/1/2033 | &nbsp;&nbsp; 727648<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1684277** |
| **Machinery - Construction & Mining 0.8%** | **Machinery - Construction & Mining 0.8%** | **Machinery - Construction & Mining 0.8%** | **Machinery - Construction & Mining 0.8%** |
|  | 1532000 | Manitowoc Co., Inc., 9.25%, due 10/1/2031 | &nbsp;&nbsp; 1663917<br> <sup>(a)</sup><br>|
|  |  | Terex Corp. |  |
|  | 975000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/15/2029 | &nbsp;&nbsp; 971916<br> <sup>(a)</sup><br>|
|  | 1400000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/15/2032 | &nbsp;&nbsp; 1433473<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **4069306** |
| **Machinery - Diversified 0.5%** | **Machinery - Diversified 0.5%** | **Machinery - Diversified 0.5%** | **Machinery - Diversified 0.5%** |
|  | 795000 | Columbus McKinnon Corp., 7.13%, due 2/1/2033 | &nbsp;&nbsp; 799134<br> <sup>(a)</sup><br>|
|  | 1495000 | Lsf12 Helix Parent LLC, 7.13%, due 2/1/2033 | &nbsp;&nbsp; 1499388<br> <sup>(a)(c)</sup><br>|
|  |  |  | &nbsp;&nbsp; **2298522** |
| **Media 3.8%** | **Media 3.8%** | **Media 3.8%** | **Media 3.8%** |
|  |  | CCO Holdings LLC/CCO Holdings Capital Corp. |  |
|  | 1655000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2028 | &nbsp;&nbsp; 1645888<br> <sup>(a)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; 6.38%, due 9/1/2029 | &nbsp;&nbsp; 1009559<br> <sup>(a)</sup><br>|
|  | 990000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/1/2030 | &nbsp;&nbsp; 945748<br> <sup>(a)</sup><br>|
|  | 1470000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/1/2031 | &nbsp;&nbsp; 1345851<br> <sup>(a)</sup><br>|
|  | 545000 | &nbsp;&nbsp;&nbsp; 7.38%, due 3/1/2031 | &nbsp;&nbsp; 560595<br> <sup>(a)</sup><br>|
|  | 220000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/1/2032 | &nbsp;&nbsp; 200945<br> <sup>(a)</sup><br>|
|  | 1070000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/1/2032 | &nbsp;&nbsp; 960204 |
|  | 555000 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2033 | &nbsp;&nbsp; 485607<br> <sup>(a)</sup><br>|
|  | 620000 | &nbsp;&nbsp;&nbsp; 4.25%, due 1/15/2034 | &nbsp;&nbsp; 523708<br> <sup>(a)</sup><br>|
|  |  | CSC Holdings LLC |  |
|  | 825000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/15/2027 | &nbsp;&nbsp; 728181<br> <sup>(a)</sup><br>|
|  | 805000 | &nbsp;&nbsp;&nbsp; 5.38%, due 2/1/2028 | &nbsp;&nbsp; 600810<br> <sup>(a)</sup><br>|
|  | 745000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/1/2028 | &nbsp;&nbsp; 445756<br> <sup>(a)</sup><br>|
|  | 830000 | &nbsp;&nbsp;&nbsp; 11.25%, due 5/15/2028 | &nbsp;&nbsp; 665233<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Media – cont'd** | **Media – cont'd** | **Media – cont'd** | **Media – cont'd** |
| $| 1275000 | &nbsp;&nbsp;&nbsp; 11.75%, due 1/31/2029 | &nbsp;&nbsp; $929687<br> <sup>(a)</sup><br>|
|  | 530000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/1/2029 | &nbsp;&nbsp; 339357<br> <sup>(a)</sup><br>|
|  | 1135000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2030 | &nbsp;&nbsp; 446117<br> <sup>(a)</sup><br>|
|  | 415000 | &nbsp;&nbsp;&nbsp; 4.50%, due 11/15/2031 | &nbsp;&nbsp; 251747<br> <sup>(a)</sup><br>|
|  | 620000 | Discovery Communications LLC, 4.13%, due 5/15/2029 | &nbsp;&nbsp; 602262 |
|  |  | DISH DBS Corp. |  |
|  | 1270000 | &nbsp;&nbsp;&nbsp; 7.38%, due 7/1/2028 | &nbsp;&nbsp; 1219938 |
|  | 890000 | &nbsp;&nbsp;&nbsp; 5.75%, due 12/1/2028 | &nbsp;&nbsp; 861277<br> <sup>(a)</sup><br>|
|  | 710000 | &nbsp;&nbsp;&nbsp; 5.13%, due 6/1/2029 | &nbsp;&nbsp; 628362 |
|  |  | McGraw-Hill Education, Inc. |  |
|  | 285000 | &nbsp;&nbsp;&nbsp; 8.00%, due 8/1/2029 | &nbsp;&nbsp; 287593<br> <sup>(a)</sup><br>|
|  | 700000 | &nbsp;&nbsp;&nbsp; 7.38%, due 9/1/2031 | &nbsp;&nbsp; 735916<br> <sup>(a)</sup><br>|
|  | 1190000 | Midcontinent Communications, 8.00%, due 8/15/2032 | &nbsp;&nbsp; 1144982<br> <sup>(a)</sup><br>|
|  | 505000 | Sirius XM Radio LLC, 5.50%, due 7/1/2029 | &nbsp;&nbsp; 507261<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **18072584** |
| **Metal Fabricate - Hardware 0.1%** | **Metal Fabricate - Hardware 0.1%** | **Metal Fabricate - Hardware 0.1%** | **Metal Fabricate - Hardware 0.1%** |
|  | 470000 | Advanced Drainage Systems, Inc., 6.38%, due 6/15/2030 | &nbsp;&nbsp; **480544**<br> <sup>(a)</sup><br>|
| **Mining 2.1%** | **Mining 2.1%** | **Mining 2.1%** | **Mining 2.1%** |
|  | 1640000 | Capstone Copper Corp., 6.75%, due 3/31/2033 | &nbsp;&nbsp; 1699414<br> <sup>(a)</sup><br>|
|  | 585000 | Century Aluminum Co., 6.88%, due 8/1/2032 | &nbsp;&nbsp; 605806<br> <sup>(a)</sup><br>|
|  |  | First Quantum Minerals Ltd. |  |
|  | 880000 | &nbsp;&nbsp;&nbsp; 8.00%, due 3/1/2033 | &nbsp;&nbsp; 944294<br> <sup>(a)</sup><br>|
|  | 740000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2034 | &nbsp;&nbsp; 777443<br> <sup>(a)</sup><br>|
|  | 795000 | Fortescue Treasury Pty. Ltd., 6.13%, due 4/15/2032 | &nbsp;&nbsp; 827934<br> <sup>(a)</sup><br>|
|  | 1630000 | Kaiser Aluminum Corp., 5.88%, due 3/1/2034 | &nbsp;&nbsp; 1642116<br> <sup>(a)</sup><br>|
|  |  | Novelis Corp. |  |
|  | 885000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/30/2030 | &nbsp;&nbsp; 857857<br> <sup>(a)</sup><br>|
|  | 1500000 | &nbsp;&nbsp;&nbsp; 6.88%, due 1/30/2030 | &nbsp;&nbsp; 1554676<br> <sup>(a)</sup><br>|
|  | 1315000 | Taseko Mines Ltd., 8.25%, due 5/1/2030 | &nbsp;&nbsp; 1395796<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **10305336** |
| **Miscellaneous Manufacturer 1.5%** | **Miscellaneous Manufacturer 1.5%** | **Miscellaneous Manufacturer 1.5%** | **Miscellaneous Manufacturer 1.5%** |
|  | 2035000 | Amsted Industries, Inc., 6.38%, due 3/15/2033 | &nbsp;&nbsp; 2106105<br> <sup>(a)</sup><br>|
|  |  | Avient Corp. |  |
|  | 1325000 | &nbsp;&nbsp;&nbsp; 7.13%, due 8/1/2030 | &nbsp;&nbsp; 1362902<br> <sup>(a)</sup><br>|
|  | 480000 | &nbsp;&nbsp;&nbsp; 6.25%, due 11/1/2031 | &nbsp;&nbsp; 493501<br> <sup>(a)</sup><br>|
|  | 1563125 | Calderys Financing II LLC, 11.75% Cash/12.50% PIK, due 6/1/2028 | &nbsp;&nbsp; 1622327<br> <sup>(a)(d)</sup><br>|
|  | 1530000 | Enpro, Inc., 6.13%, due 6/1/2033 | &nbsp;&nbsp; 1573251<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **7158086** |
| **Oil & Gas 5.0%** | **Oil & Gas 5.0%** | **Oil & Gas 5.0%** | **Oil & Gas 5.0%** |
|  |  | Ascent Resources Utica Holdings LLC/ARU Finance Corp. |  |
|  | 1135000 | &nbsp;&nbsp;&nbsp; 5.88%, due 6/30/2029 | &nbsp;&nbsp; 1142696<br> <sup>(a)</sup><br>|
|  | 840000 | &nbsp;&nbsp;&nbsp; 6.63%, due 10/15/2032 | &nbsp;&nbsp; 870555<br> <sup>(a)</sup><br>|
|  | 370000 | &nbsp;&nbsp;&nbsp; 6.63%, due 7/15/2033 | &nbsp;&nbsp; 383132<br> <sup>(a)</sup><br>|
|  | 1395000 | BKV Upstream Midstream LLC, 7.50%, due 10/15/2030 | &nbsp;&nbsp; 1412772<br> <sup>(a)</sup><br>|
|  | 1645000 | Caturus Energy LLC, 8.50%, due 2/15/2030 | &nbsp;&nbsp; 1715126<br> <sup>(a)</sup><br>|
|  | 475000 | Comstock Resources, Inc., 6.75%, due 3/1/2029 | &nbsp;&nbsp; 478029<br> <sup>(a)</sup><br>|
|  |  | Crescent Energy Finance LLC |  |
|  | 490000 | &nbsp;&nbsp;&nbsp; 7.63%, due 4/1/2032 | &nbsp;&nbsp; 486022<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** |
| $| 655000 | &nbsp;&nbsp;&nbsp; 7.38%, due 1/15/2033 | &nbsp;&nbsp; $633894<br> <sup>(a)</sup><br>|
|  | 585000 | &nbsp;&nbsp;&nbsp; 8.38%, due 1/15/2034 | &nbsp;&nbsp; 590537<br> <sup>(a)</sup><br>|
|  | 840000 | DBR Land Holdings LLC, 6.25%, due 12/1/2030 | &nbsp;&nbsp; 860479<br> <sup>(a)</sup><br>|
|  |  | Hilcorp Energy I LP/Hilcorp Finance Co. |  |
|  | 460000 | &nbsp;&nbsp;&nbsp; 6.25%, due 11/1/2028 | &nbsp;&nbsp; 463777<br> <sup>(a)</sup><br>|
|  | 457000 | &nbsp;&nbsp;&nbsp; 5.75%, due 2/1/2029 | &nbsp;&nbsp; 457110<br> <sup>(a)</sup><br>|
|  | 1030000 | &nbsp;&nbsp;&nbsp; 6.00%, due 4/15/2030 | &nbsp;&nbsp; 1013435<br> <sup>(a)</sup><br>|
|  | 443000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2031 | &nbsp;&nbsp; 427819<br> <sup>(a)</sup><br>|
|  | 305000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/1/2033 | &nbsp;&nbsp; 316660<br> <sup>(a)</sup><br>|
|  | 300000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2035 | &nbsp;&nbsp; 290290<br> <sup>(a)</sup><br>|
|  |  | Matador Resources Co. |  |
|  | 885000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2032 | &nbsp;&nbsp; 901150<br> <sup>(a)</sup><br>|
|  | 345000 | &nbsp;&nbsp;&nbsp; 6.25%, due 4/15/2033 | &nbsp;&nbsp; 347708<br> <sup>(a)</sup><br>|
|  | 920000 | Northern Oil & Gas, Inc., 7.88%, due 10/15/2033 | &nbsp;&nbsp; 928850<br> <sup>(a)</sup><br>|
|  |  | Permian Resources Operating LLC |  |
|  | 935000 | &nbsp;&nbsp;&nbsp; 5.88%, due 7/1/2029 | &nbsp;&nbsp; 938141<br> <sup>(a)</sup><br>|
|  | 1335000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2032 | &nbsp;&nbsp; 1399482<br> <sup>(a)</sup><br>|
|  | 1100000 | &nbsp;&nbsp;&nbsp; 6.25%, due 2/1/2033 | &nbsp;&nbsp; 1133166<br> <sup>(a)</sup><br>|
|  |  | SM Energy Co. |  |
|  | 840000 | &nbsp;&nbsp;&nbsp; 8.38%, due 7/1/2028 | &nbsp;&nbsp; 864610<br> <sup>(a)</sup><br>|
|  | 555000 | &nbsp;&nbsp;&nbsp; 8.63%, due 11/1/2030 | &nbsp;&nbsp; 586982<br> <sup>(a)</sup><br>|
|  | 625000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/1/2032 | &nbsp;&nbsp; 626602<br> <sup>(a)</sup><br>|
|  | 565000 | &nbsp;&nbsp;&nbsp; 9.63%, due 6/15/2033 | &nbsp;&nbsp; 617933<br> <sup>(a)</sup><br>|
|  | 1725000 | TGNR Intermediate Holdings LLC, 5.50%, due 10/15/2029 | &nbsp;&nbsp; 1706984<br> <sup>(a)</sup><br>|
|  |  | Transocean International Ltd. |  |
|  | 720000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/15/2029 | &nbsp;&nbsp; 733586<br> <sup>(a)</sup><br>|
|  | 720000 | &nbsp;&nbsp;&nbsp; 8.50%, due 5/15/2031 | &nbsp;&nbsp; 732883<br> <sup>(a)</sup><br>|
|  | 905000 | &nbsp;&nbsp;&nbsp; 7.88%, due 10/15/2032 | &nbsp;&nbsp; 954627<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **24015037** |
| **Oil & Gas Services 1.9%** | **Oil & Gas Services 1.9%** | **Oil & Gas Services 1.9%** | **Oil & Gas Services 1.9%** |
|  | 1075000 | Archrock Partners LP/Archrock Partners Finance Corp., 6.63%, due 9/1/2032 | &nbsp;&nbsp; 1114342<br> <sup>(a)</sup><br>|
|  |  | Kodiak Gas Services LLC |  |
|  | 1065000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2033 | &nbsp;&nbsp; 1090861<br> <sup>(a)</sup><br>|
|  | 1060000 | &nbsp;&nbsp;&nbsp; 6.75%, due 10/1/2035 | &nbsp;&nbsp; 1095273<br> <sup>(a)</sup><br>|
|  | 1760000 | Star Holding LLC, 8.75%, due 8/1/2031 | &nbsp;&nbsp; 1764298<br> <sup>(a)</sup><br>|
|  |  | USA Compression Partners LP/USA Compression Finance Corp. |  |
|  | 1175000 | &nbsp;&nbsp;&nbsp; 7.13%, due 3/15/2029 | &nbsp;&nbsp; 1216617<br> <sup>(a)</sup><br>|
|  | 845000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/1/2033 | &nbsp;&nbsp; 855982<br> <sup>(a)</sup><br>|
|  |  | WBI Operating LLC |  |
|  | 1025000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/15/2030 | &nbsp;&nbsp; 1032688<br> <sup>(a)</sup><br>|
|  | 745000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2033 | &nbsp;&nbsp; 752040<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **8922101** |
| **Packaging & Containers 2.4%** | **Packaging & Containers 2.4%** | **Packaging & Containers 2.4%** | **Packaging & Containers 2.4%** |
|  |  | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC |  |
|  | 2120000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/1/2029 | &nbsp;&nbsp; 2013794<br> <sup>(a)</sup><br>|
|  | 890000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/30/2031 | &nbsp;&nbsp; 914627<br> <sup>(a)</sup><br>|
|  |  | Clydesdale Acquisition Holdings, Inc. |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; 6.88%, due 1/15/2030 | &nbsp;&nbsp; 405200<br> <sup>(a)</sup><br>|
|  | 330000 | &nbsp;&nbsp;&nbsp; 6.75%, due 4/15/2032 | &nbsp;&nbsp; 332575<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Packaging & Containers – cont'd** | **Packaging & Containers – cont'd** | **Packaging & Containers – cont'd** | **Packaging & Containers – cont'd** |
| $| 505000 | Graphic Packaging International LLC, 6.38%, due 7/15/2032 | &nbsp;&nbsp; $510657<br> <sup>(a)</sup><br>|
|  |  | Mauser Packaging Solutions Holding Co. |  |
|  | 1175000 | &nbsp;&nbsp;&nbsp; 7.88%, due 4/15/2030 | &nbsp;&nbsp; 1197031<br> <sup>(a)</sup><br>|
|  | 2615000 | &nbsp;&nbsp;&nbsp; 9.25%, due 4/15/2030 | &nbsp;&nbsp; 2572385<br> <sup>(a)</sup><br>|
|  | 445000 | Sealed Air Corp., 6.50%, due 7/15/2032 | &nbsp;&nbsp; 461975<br> <sup>(a)</sup><br>|
|  | 470000 | Sealed Air Corp./Sealed Air Corp. U.S., 7.25%, due 2/15/2031 | &nbsp;&nbsp; 489401<br> <sup>(a)</sup><br>|
|  | 1025000 | Trident TPI Holdings, Inc., 12.75%, due 12/31/2028 | &nbsp;&nbsp; 1026393<br> <sup>(a)</sup><br>|
|  |  | Trivium Packaging Finance BV |  |
|  | 773000 | &nbsp;&nbsp;&nbsp; 8.25%, due 7/15/2030 | &nbsp;&nbsp; 824848<br> <sup>(a)</sup><br>|
|  | 880000 | &nbsp;&nbsp;&nbsp; 12.25%, due 1/15/2031 | &nbsp;&nbsp; 962904<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **11711790** |
| **Pharmaceuticals 1.4%** | **Pharmaceuticals 1.4%** | **Pharmaceuticals 1.4%** | **Pharmaceuticals 1.4%** |
|  | 3228000 | 1261229 BC Ltd., 10.00%, due 4/15/2032 | &nbsp;&nbsp; 3312758<br> <sup>(a)</sup><br>|
|  | 485000 | AdaptHealth LLC, 6.13%, due 8/1/2028 | &nbsp;&nbsp; 486772<br> <sup>(a)</sup><br>|
|  | 140000 | Bausch Health Americas, Inc., 8.50%, due 1/31/2027 | &nbsp;&nbsp; 138827<br> <sup>(a)</sup><br>|
|  |  | Bausch Health Cos., Inc. |  |
|  | 895000 | &nbsp;&nbsp;&nbsp; 5.00%, due 1/30/2028 | &nbsp;&nbsp; 766160<br> <sup>(a)</sup><br>|
|  | 497000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/1/2028 | &nbsp;&nbsp; 459718<br> <sup>(a)</sup><br>|
|  | 25000 | &nbsp;&nbsp;&nbsp; 11.00%, due 9/30/2028 | &nbsp;&nbsp; 25989<br> <sup>(a)</sup><br>|
|  | 575000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/15/2029 | &nbsp;&nbsp; 438437<br> <sup>(a)</sup><br>|
|  | 345000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/30/2030 | &nbsp;&nbsp; 245381<br> <sup>(a)</sup><br>|
|  | 550000 | Grifols SA, 4.75%, due 10/15/2028 | &nbsp;&nbsp; 541854<br> <sup>(a)</sup><br>|
|  |  | Organon & Co./Organon Foreign Debt Co-Issuer BV |  |
|  | 180000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/15/2034 | &nbsp;&nbsp; 175893<br> <sup>(a)</sup><br>|
|  | 175000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/15/2034 | &nbsp;&nbsp; 164506<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **6756295** |
| **Pipelines 7.0%** | **Pipelines 7.0%** | **Pipelines 7.0%** | **Pipelines 7.0%** |
|  | 2035000 | Antero Midstream Partners LP/Antero Midstream Finance Corp., 6.63%, due 2/1/2032 | &nbsp;&nbsp; 2113962<br> <sup>(a)</sup><br>|
|  | 1500000 | Buckeye Partners LP, 6.75%, due 2/1/2030 | &nbsp;&nbsp; 1571652<br> <sup>(a)</sup><br>|
|  | 710000 | CQP Holdco LP/BIP-V Chinook Holdco LLC, 7.50%, due 12/15/2033 | &nbsp;&nbsp; 763241<br> <sup>(a)</sup><br>|
|  |  | Energy Transfer LP |  |
|  | 315000 | &nbsp;&nbsp;&nbsp; 8.00%, due 5/15/2054 | &nbsp;&nbsp; 336606<br> <sup>(f)</sup><br>|
|  | 165000 | &nbsp;&nbsp;&nbsp; 7.13%, due 10/1/2054 | &nbsp;&nbsp; 170503<br> <sup>(f)</sup><br>|
|  | 660000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2056 | &nbsp;&nbsp; 660032<br> <sup>(f)</sup><br>|
|  | 555000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2056 | &nbsp;&nbsp; 558956<br> <sup>(f)</sup><br>|
|  | 1935000 | Excelerate Energy LP, 8.00%, due 5/15/2030 | &nbsp;&nbsp; 2069252<br> <sup>(a)</sup><br>|
|  |  | Genesis Energy LP/Genesis Energy Finance Corp. |  |
|  | 1205000 | &nbsp;&nbsp;&nbsp; 8.25%, due 1/15/2029 | &nbsp;&nbsp; 1256184 |
|  | 702000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/15/2032 | &nbsp;&nbsp; 732546 |
|  | 565000 | &nbsp;&nbsp;&nbsp; 8.00%, due 5/15/2033 | &nbsp;&nbsp; 589669 |
|  | 695000 | Global Partners LP/GLP Finance Corp., 7.13%, due 7/1/2033 | &nbsp;&nbsp; 711893<br> <sup>(a)</sup><br>|
|  | 900000 | Golar LNG Ltd., 7.50%, due 10/2/2030 | &nbsp;&nbsp; 900768<br> <sup>(a)</sup><br>|
|  | 1900000 | Harvest Midstream I LP, 7.50%, due 9/1/2028 | &nbsp;&nbsp; 1926112<br> <sup>(a)</sup><br>|
|  |  | Howard Midstream Energy Partners LLC |  |
|  | 1780000 | &nbsp;&nbsp;&nbsp; 7.38%, due 7/15/2032 | &nbsp;&nbsp; 1880223<br> <sup>(a)</sup><br>|
|  | 495000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/15/2034 | &nbsp;&nbsp; 508068<br> <sup>(a)</sup><br>|
|  | 435000 | Kinetik Holdings LP, 5.88%, due 6/15/2030 | &nbsp;&nbsp; 440193<br> <sup>(a)</sup><br>|
|  |  | NGL Energy Operating LLC/NGL Energy Finance Corp. |  |
|  | 1605000 | &nbsp;&nbsp;&nbsp; 8.13%, due 2/15/2029 | &nbsp;&nbsp; 1665555<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Pipelines – cont'd** | **Pipelines – cont'd** | **Pipelines – cont'd** | **Pipelines – cont'd** |
| $| 305000 | &nbsp;&nbsp;&nbsp; 8.38%, due 2/15/2032 | &nbsp;&nbsp; $319231<br> <sup>(a)</sup><br>|
|  |  | Rockies Express Pipeline LLC |  |
|  | 920000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/15/2033 | &nbsp;&nbsp; 970407<br> <sup>(a)</sup><br>|
|  | 530000 | &nbsp;&nbsp;&nbsp; 7.50%, due 7/15/2038 | &nbsp;&nbsp; 580159<br> <sup>(a)</sup><br>|
|  | 835000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/15/2040 | &nbsp;&nbsp; 854811<br> <sup>(a)</sup><br>|
|  |  | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. |  |
|  | 660000 | &nbsp;&nbsp;&nbsp; 7.38%, due 2/15/2029 | &nbsp;&nbsp; 684203<br> <sup>(a)</sup><br>|
|  | 430000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/31/2030 | &nbsp;&nbsp; 436353<br> <sup>(a)</sup><br>|
|  | 165000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/1/2031 | &nbsp;&nbsp; 166042<br> <sup>(a)</sup><br>|
|  | 885000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/15/2034 | &nbsp;&nbsp; 900674<br> <sup>(a)</sup><br>|
|  | 840000 | TransMontaigne Partners LLC, 8.50%, due 6/15/2030 | &nbsp;&nbsp; 871431<br> <sup>(a)</sup><br>|
|  |  | Venture Global LNG, Inc. |  |
|  | 1035000 | &nbsp;&nbsp;&nbsp; 8.13%, due 6/1/2028 | &nbsp;&nbsp; 1059527<br> <sup>(a)</sup><br>|
|  | 1110000 | &nbsp;&nbsp;&nbsp; 9.50%, due 2/1/2029 | &nbsp;&nbsp; 1182006<br> <sup>(a)</sup><br>|
|  | 645000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2030 | &nbsp;&nbsp; 648996<br> <sup>(a)</sup><br>|
|  | 785000 | &nbsp;&nbsp;&nbsp; 8.38%, due 6/1/2031 | &nbsp;&nbsp; 802910<br> <sup>(a)</sup><br>|
|  | 910000 | &nbsp;&nbsp;&nbsp; 9.88%, due 2/1/2032 | &nbsp;&nbsp; 962139<br> <sup>(a)</sup><br>|
|  |  | Venture Global Plaquemines LNG LLC |  |
|  | 655000 | &nbsp;&nbsp;&nbsp; 6.13%, due 12/15/2030 | &nbsp;&nbsp; 674193<br> <sup>(a)</sup><br>|
|  | 742000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/1/2033 | &nbsp;&nbsp; 813505<br> <sup>(a)</sup><br>|
|  | 735000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/15/2034 | &nbsp;&nbsp; 762782<br> <sup>(a)</sup><br>|
|  | 435000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2034 | &nbsp;&nbsp; 450499<br> <sup>(a)</sup><br>|
|  | 743000 | &nbsp;&nbsp;&nbsp; 7.75%, due 5/1/2035 | &nbsp;&nbsp; 828522<br> <sup>(a)</sup><br>|
|  | 740000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/15/2036 | &nbsp;&nbsp; 775712<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **33599517** |
| **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** |
|  | 500000 | Greystar Real Estate Partners LLC, 7.75%, due 9/1/2030 | &nbsp;&nbsp; **527696**<br> <sup>(a)</sup><br>|
| **Real Estate Investment Trusts 3.1%** | **Real Estate Investment Trusts 3.1%** | **Real Estate Investment Trusts 3.1%** | **Real Estate Investment Trusts 3.1%** |
|  |  | Blackstone Mortgage Trust, Inc. |  |
|  | 435000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/15/2027 | &nbsp;&nbsp; 429240<br> <sup>(a)</sup><br>|
|  | 1565000 | &nbsp;&nbsp;&nbsp; 7.75%, due 12/1/2029 | &nbsp;&nbsp; 1677555<br> <sup>(a)</sup><br>|
|  |  | Brandywine Operating Partnership LP |  |
|  | 965000 | &nbsp;&nbsp;&nbsp; 8.88%, due 4/12/2029 | &nbsp;&nbsp; 1036828 |
|  | 115000 | &nbsp;&nbsp;&nbsp; 6.13%, due 1/15/2031 | &nbsp;&nbsp; 111423 |
|  | 850000 | &nbsp;&nbsp; EF Holdco/EF Cayman Holdings/Ellington Fin REIT Cayman/TRS/EF Cayman Non-MTM, 7.38%, due <br> 9/30/2030<br>| &nbsp;&nbsp; 859087<br> <sup>(a)</sup><br>|
|  | 1410000 | Global Net Lease, Inc., 4.50%, due 9/30/2028 | &nbsp;&nbsp; 1380687<br> <sup>(a)</sup><br>|
|  | 85000 | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, due 7/15/2031 | &nbsp;&nbsp; 90175<br> <sup>(a)</sup><br>|
|  |  | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer |  |
|  | 1055000 | &nbsp;&nbsp;&nbsp; 5.88%, due 10/1/2028 | &nbsp;&nbsp; 1055011<br> <sup>(a)</sup><br>|
|  | 970000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/1/2030 | &nbsp;&nbsp; 999361<br> <sup>(a)</sup><br>|
|  | 845000 | Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, due 10/15/2029 | &nbsp;&nbsp; 863888<br> <sup>(a)</sup><br>|
|  | 880000 | RHP Hotel Properties LP/RHP Finance Corp., 6.50%, due 6/15/2033 | &nbsp;&nbsp; 912201<br> <sup>(a)</sup><br>|
|  | 1530000 | RLJ Lodging Trust LP, 4.00%, due 9/15/2029 | &nbsp;&nbsp; 1451908<br> <sup>(a)</sup><br>|
|  |  | Starwood Property Trust, Inc. |  |
|  | 785000 | &nbsp;&nbsp;&nbsp; 5.25%, due 10/15/2028 | &nbsp;&nbsp; 789119<br> <sup>(a)</sup><br>|
|  | 300000 | &nbsp;&nbsp;&nbsp; 7.25%, due 4/1/2029 | &nbsp;&nbsp; 316387<br> <sup>(a)</sup><br>|
|  | 1250000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/1/2030 | &nbsp;&nbsp; 1301706<br> <sup>(a)</sup><br>|
|  | 780000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2030 | &nbsp;&nbsp; 812322<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Real Estate Investment Trusts – cont'd** | **Real Estate Investment Trusts – cont'd** | **Real Estate Investment Trusts – cont'd** | **Real Estate Investment Trusts – cont'd** |
| $| 635000 | XHR LP, 4.88%, due 6/1/2029 | &nbsp;&nbsp; $625978<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **14712876** |
| **Retail 2.8%** | **Retail 2.8%** | **Retail 2.8%** | **Retail 2.8%** |
|  | 1430000 | Cougar JV Subsidiary LLC, 8.00%, due 5/15/2032 | &nbsp;&nbsp; 1528122<br> <sup>(a)</sup><br>|
|  |  | Group 1 Automotive, Inc. |  |
|  | 535000 | &nbsp;&nbsp;&nbsp; 4.00%, due 8/15/2028 | &nbsp;&nbsp; 523189<br> <sup>(a)</sup><br>|
|  | 830000 | &nbsp;&nbsp;&nbsp; 6.38%, due 1/15/2030 | &nbsp;&nbsp; 852012<br> <sup>(a)</sup><br>|
|  | 1000000 | LCM Investments Holdings II LLC, 8.25%, due 8/1/2031 | &nbsp;&nbsp; 1053457<br> <sup>(a)</sup><br>|
|  | 410000 | Macy's Retail Holdings LLC, 7.38%, due 8/1/2033 | &nbsp;&nbsp; 432949<br> <sup>(a)</sup><br>|
|  |  | Michaels Cos., Inc. |  |
|  | 625000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/1/2028 | &nbsp;&nbsp; 618184<br> <sup>(a)</sup><br>|
|  | 700000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/1/2029 | &nbsp;&nbsp; 682016<br> <sup>(a)</sup><br>|
|  | 1080000 | Petco Health & Wellness Co., Inc., 8.25%, due 2/1/2031 | &nbsp;&nbsp; 1082828<br> <sup>(a)(c)</sup><br>|
|  |  | PetSmart LLC/PetSmart Finance Corp. |  |
|  | 1375000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/15/2032 | &nbsp;&nbsp; 1410009<br> <sup>(a)</sup><br>|
|  | 670000 | &nbsp;&nbsp;&nbsp; 10.00%, due 9/15/2033 | &nbsp;&nbsp; 697174<br> <sup>(a)</sup><br>|
|  | 2205000 | QXO Building Products, Inc., 6.75%, due 4/30/2032 | &nbsp;&nbsp; 2272208<br> <sup>(a)</sup><br>|
|  | 705000 | Staples, Inc., 10.75%, due 9/1/2029 | &nbsp;&nbsp; 692756<br> <sup>(a)</sup><br>|
|  | 1435000 | White Cap Supply Holdings LLC, 7.38%, due 11/15/2030 | &nbsp;&nbsp; 1490510<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **13335414** |
| **Semiconductors 0.4%** | **Semiconductors 0.4%** | **Semiconductors 0.4%** | **Semiconductors 0.4%** |
|  | 1750000 | Amkor Technology, Inc., 5.88%, due 10/1/2033 | &nbsp;&nbsp; **1783432**<br> <sup>(a)</sup><br>|
| **Software 1.8%** | **Software 1.8%** | **Software 1.8%** | **Software 1.8%** |
|  | 970000 | AthenaHealth Group, Inc., 6.50%, due 2/15/2030 | &nbsp;&nbsp; 940749<br> <sup>(a)</sup><br>|
|  | 1670000 | Capstone Borrower, Inc., 8.00%, due 6/15/2030 | &nbsp;&nbsp; 1552603<br> <sup>(a)</sup><br>|
|  |  | Cloud Software Group, Inc. |  |
|  | 2095000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/31/2029 | &nbsp;&nbsp; 2081943<br> <sup>(a)</sup><br>|
|  | 730000 | &nbsp;&nbsp;&nbsp; 9.00%, due 9/30/2029 | &nbsp;&nbsp; 737133<br> <sup>(a)</sup><br>|
|  | 285000 | &nbsp;&nbsp;&nbsp; 8.25%, due 6/30/2032 | &nbsp;&nbsp; 289869<br> <sup>(a)</sup><br>|
|  | 735000 | CoreWeave, Inc., 9.00%, due 2/1/2031 | &nbsp;&nbsp; 714610<br> <sup>(a)</sup><br>|
|  | 470000 | Ellucian Holdings, Inc., 6.50%, due 12/1/2029 | &nbsp;&nbsp; 462505<br> <sup>(a)</sup><br>|
|  | 1005000 | Fair Isaac Corp., 6.00%, due 5/15/2033 | &nbsp;&nbsp; 1024030<br> <sup>(a)</sup><br>|
|  | 895000 | UKG, Inc., 6.88%, due 2/1/2031 | &nbsp;&nbsp; 894278<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **8697720** |
| **Telecommunications 4.9%** | **Telecommunications 4.9%** | **Telecommunications 4.9%** | **Telecommunications 4.9%** |
|  |  | Altice France SA |  |
|  | 483293 | &nbsp;&nbsp;&nbsp; 9.50%, due 11/1/2029 | &nbsp;&nbsp; 495993<br> <sup>(a)</sup><br>|
|  | 1086942 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/15/2030 | &nbsp;&nbsp; 1068587<br> <sup>(a)</sup><br>|
|  | 135000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2031 | &nbsp;&nbsp; 131601<br> <sup>(a)</sup><br>|
|  | 245000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2032 | &nbsp;&nbsp; 239294<br> <sup>(a)</sup><br>|
|  | 1046971 | &nbsp;&nbsp;&nbsp; 6.88%, due 7/15/2032 | &nbsp;&nbsp; 1022412<br> <sup>(a)</sup><br>|
|  |  | Bell Telephone Co. of Canada or Bell Canada |  |
|  | 380000 | &nbsp;&nbsp;&nbsp; 6.88%, due 9/15/2055 | &nbsp;&nbsp; 393706<br> <sup>(f)</sup><br>|
|  | 1370000 | &nbsp;&nbsp;&nbsp; 7.00%, due 9/15/2055 | &nbsp;&nbsp; 1436897<br> <sup>(f)</sup><br>|
|  | 825000 | Cipher Compute LLC, 7.13%, due 11/15/2030 | &nbsp;&nbsp; 850089<br> <sup>(a)</sup><br>|
|  |  | EchoStar Corp. |  |
|  | 1555000 | &nbsp;&nbsp;&nbsp; 10.75%, due 11/30/2029 | &nbsp;&nbsp; 1704622 |
|  | 984264 | &nbsp;&nbsp;&nbsp; 6.75% Cash/6.75% PIK, due 11/30/2030 | &nbsp;&nbsp; 1001723<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Telecommunications – cont'd** | **Telecommunications – cont'd** | **Telecommunications – cont'd** | **Telecommunications – cont'd** |
|  |  | Fibercop SpA |  |
| $| 854000 | &nbsp;&nbsp;&nbsp; 6.38%, due 11/15/2033 | &nbsp;&nbsp; $864897<br> <sup>(a)</sup><br>|
|  | 400000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/30/2034 | &nbsp;&nbsp; 388437<br> <sup>(a)</sup><br>|
|  | 839000 | &nbsp;&nbsp;&nbsp; 7.20%, due 7/18/2036 | &nbsp;&nbsp; 848917<br> <sup>(a)</sup><br>|
|  | 239000 | &nbsp;&nbsp;&nbsp; 7.72%, due 6/4/2038 | &nbsp;&nbsp; 245827<br> <sup>(a)</sup><br>|
|  |  | Iliad Holding SAS |  |
|  | 695000 | &nbsp;&nbsp;&nbsp; 7.00%, due 10/15/2028 | &nbsp;&nbsp; 702978<br> <sup>(a)</sup><br>|
|  | 520000 | &nbsp;&nbsp;&nbsp; 7.00%, due 4/15/2032 | &nbsp;&nbsp; 532979<br> <sup>(a)</sup><br>|
|  |  | Level 3 Financing, Inc. |  |
|  | 425000 | &nbsp;&nbsp;&nbsp; 3.75%, due 7/15/2029 | &nbsp;&nbsp; 392063<br> <sup>(a)</sup><br>|
|  | 575000 | &nbsp;&nbsp;&nbsp; 6.88%, due 6/30/2033 | &nbsp;&nbsp; 592532<br> <sup>(a)</sup><br>|
|  | 1570000 | &nbsp;&nbsp;&nbsp; 7.00%, due 3/31/2034 | &nbsp;&nbsp; 1626214<br> <sup>(a)</sup><br>|
|  | 840000 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/15/2036 | &nbsp;&nbsp; 859936<br> <sup>(a)</sup><br>|
|  | 420000 | Lumen Technologies, Inc., 4.50%, due 1/15/2029 | &nbsp;&nbsp; 393858<br> <sup>(a)</sup><br>|
|  |  | Rogers Communications, Inc. |  |
|  | 435000 | &nbsp;&nbsp;&nbsp; 7.00%, due 4/15/2055 | &nbsp;&nbsp; 451213<br> <sup>(f)</sup><br>|
|  | 1515000 | &nbsp;&nbsp;&nbsp; 7.13%, due 4/15/2055 | &nbsp;&nbsp; 1588701<br> <sup>(f)</sup><br>|
|  |  | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC |  |
|  | 965000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2029 | &nbsp;&nbsp; 938545<br> <sup>(a)</sup><br>|
|  | 390000 | &nbsp;&nbsp;&nbsp; 8.63%, due 6/15/2032 | &nbsp;&nbsp; 392925<br> <sup>(a)(c)</sup><br>|
|  | 965000 | Uniti Services LLC, 7.50%, due 10/15/2033 | &nbsp;&nbsp; 996317<br> <sup>(a)</sup><br>|
|  | 765000 | Vmed O2 U.K. Financing I PLC, 4.75%, due 7/15/2031 | &nbsp;&nbsp; 699024<br> <sup>(a)</sup><br>|
|  | 1445000 | Windstream Services LLC/Windstream Escrow Finance Corp., 8.25%, due 10/1/2031 | &nbsp;&nbsp; 1513674<br> <sup>(a)</sup><br>|
|  | 1147161 | Zayo Group Holdings, Inc., 9.25%, due 3/9/2030 | &nbsp;&nbsp; 1120151<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **23494112** |
| **Transportation 0.5%** | **Transportation 0.5%** | **Transportation 0.5%** | **Transportation 0.5%** |
|  | 2320000 | XPO, Inc., 7.13%, due 2/1/2032 | &nbsp;&nbsp; **2438898**<br> <sup>(a)</sup><br>|
| **Trucking & Leasing 0.3%** | **Trucking & Leasing 0.3%** | **Trucking & Leasing 0.3%** | **Trucking & Leasing 0.3%** |
|  |  | FTAI Aviation Investors LLC |  |
|  | 300000 | &nbsp;&nbsp;&nbsp; 7.88%, due 12/1/2030 | &nbsp;&nbsp; 318092<br> <sup>(a)</sup><br>|
|  | 1145000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/1/2031 | &nbsp;&nbsp; 1204732<br> <sup>(a)</sup><br>|
|  | 55000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/15/2032 | &nbsp;&nbsp; 57884<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1580708** |
| **Total Corporate Bonds (Cost $438,399,879)** | **Total Corporate Bonds (Cost $438,399,879)** | **Total Corporate Bonds (Cost $438,399,879)** | &nbsp;&nbsp; **449809289** |
| **Loan Assignments**<sup>(b)</sup> **1.5%** | **Loan Assignments**<sup>(b)</sup> **1.5%** | **Loan Assignments**<sup>(b)</sup> **1.5%** | **Loan Assignments**<sup>(b)</sup> **1.5%** |
| **Commercial Services & Supplies 0.2%** | **Commercial Services & Supplies 0.2%** | **Commercial Services & Supplies 0.2%** | **Commercial Services & Supplies 0.2%** |
|  | 1054890 | Crash Champions LLC, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.57%, due 2/23/2029 | &nbsp;&nbsp; **979950** |
| **Health Care Providers & Services 0.8%** | **Health Care Providers & Services 0.8%** | **Health Care Providers & Services 0.8%** | **Health Care Providers & Services 0.8%** |
|  | 1177050 | Aveanna Healthcare LLC, Term Loan B, (1 mo. USD Term SOFR + 3.75%), 7.42%, due 9/17/2032 | &nbsp;&nbsp; 1174919 |
|  | 671548 | &nbsp;&nbsp; National Mentor Holdings, Inc., First Lien Term Loan B, (1 mo. USD Term SOFR + 6.00%), 9.67%, <br> due 12/12/2030<br>| &nbsp;&nbsp; 670897 |
|  | 1866940 | Star Parent, Inc., Term Loan B, (3 mo. USD Term SOFR + 4.00%), 7.67%, due 9/27/2030 | &nbsp;&nbsp; 1867276 |
|  |  |  | &nbsp;&nbsp; **3713092** |
| **Hotels, Restaurants & Leisure 0.3%** | **Hotels, Restaurants & Leisure 0.3%** | **Hotels, Restaurants & Leisure 0.3%** | **Hotels, Restaurants & Leisure 0.3%** |
|  | 1245000 | &nbsp;&nbsp; Catawba Nation Gaming Authority, Term Loan B, (3 mo. USD Term SOFR + 4.75%), 8.42%, due <br> 3/29/2032<br>| &nbsp;&nbsp; **1268655** |

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **IT Services 0.1%** | **IT Services 0.1%** | **IT Services 0.1%** |
| $770147 | &nbsp;&nbsp; Rackspace Finance LLC, First Lien Term Loan, (1 mo. USD Term SOFR + 6.25%), 10.04%, due <br> 5/15/2028<br>| &nbsp;&nbsp; **$759319** |
| **Machinery 0.1%** | **Machinery 0.1%** | **Machinery 0.1%** |
| 628762 | &nbsp;&nbsp; Engineered Machinery Holdings, Inc., Second Lien Term Loan, (3 mo. USD Term SOFR + 6.00%), <br> 9.93%, due 5/21/2029<br>| &nbsp;&nbsp; **631906**<br> <sup>(j)</sup><br>|
| **Total Loan Assignments (Cost $7,242,827)** | **Total Loan Assignments (Cost $7,242,827)** | &nbsp;&nbsp; **7352922** |
| **Number of Shares** | **Number of Shares** |  |
| **Common Stocks 0.1%** | **Common Stocks 0.1%** | **Common Stocks 0.1%** |
| **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** |
| 15890 | Luxco Co. Ltd. **(Cost $340,496)** | &nbsp;&nbsp; **299065**<br> <sup>\*</sup><br>|
| **Short-Term Investments 2.9%** | **Short-Term Investments 2.9%** | **Short-Term Investments 2.9%** |
| **Investment Companies 2.9%** | **Investment Companies 2.9%** | **Investment Companies 2.9%** |
| 13777701 | &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 3.65%<sup>(k)</sup> **(Cost $13,777,701)**<br>| &nbsp;&nbsp; **13777701** |
| **Total Investments 99.3% (Cost $465,162,353)** | **Total Investments 99.3% (Cost $465,162,353)** | &nbsp;&nbsp; **476680580** |
| Other Assets Less Liabilities 0.7% | Other Assets Less Liabilities 0.7% | &nbsp;&nbsp; 3422316 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$480102896** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Non-income producing security.

(a) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2026, these securities amounted to $419,660,093, which represents 87.4% of net assets of the Fund. 

(b) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2026 and changes periodically. 

(c) When-issued security. Total value of all such securities at January 31, 2026 amounted to $5,610,457, which represents 1.2% of net assets of the Fund. 

(d) Payment-in-kind (PIK) security.

(e) Step Bond. Coupon rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future contingent upon a predetermined trigger. The interest rate shown was the current rate as of January 31, 2026. 

(f) Security issued at a fixed coupon rate, which converts to a variable rate at a future date. Rate shown is the rate in effect as of period end. 

(g) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date shown reflects the next call date. 

(h) All or a portion of this security was purchased on a delayed delivery basis.

(i) Security fair valued as of January 31, 2026 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2026 amounted to $780,000, which represents 0.2% of net assets of the Fund. 

(j) Value determined using significant unobservable inputs.

(k) Represents 7-day effective yield as of January 31, 2026.

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** |
| **Country** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| United States | $407120585 | 84.8% |
| Canada | 18564628 | 3.9% |
| France | 6071934 | 1.3% |
| Cayman Islands | 5138596 | 1.1% |
| Germany | 3954042 | 0.8% |
| Australia | 3602457 | 0.7% |
| United Kingdom | 3328238 | 0.7% |
| Luxembourg | 2530560 | 0.5% |
| Italy | 2348078 | 0.5% |
| Netherlands | 1787752 | 0.4% |
| Zambia | 1721737 | 0.3% |
| Japan | 1594202 | 0.3% |
| Bermuda | 1415773 | 0.3% |
| Finland | 1295227 | 0.3% |
| Denmark | 986448 | 0.2% |
| Republic of Cameroon | 900768 | 0.2% |
| Spain | 541854 | 0.1% |
| Short-Term Investments and Other Assets—Net | 17200017 | 3.6% |
|  | **$480102896** | **100.0%** |

---

See Notes to Schedule of Investments

------

Schedule of Investments High Income Bond Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Asset-Backed Securities<sup>#</sup> <br>| $— | $5441603 | $— | $5441603 |
| Corporate Bonds<sup>#</sup> <br>|  | 449809289 |  | 449809289 |
| Loan Assignments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Machinery |  |  | 631906 | 631906 |
| &nbsp;&nbsp;&nbsp; Other Loan Assignments<sup>#</sup> <br>|  | 6721016 |  | 6721016 |
| Total Loan Assignments |  | 6721016 | 631906 | 7352922 |
| Common Stocks<sup>#</sup> <br>|  | 299065 |  | 299065 |
| Short-Term Investments |  | 13777701 |  | 13777701 |
| **Total Investments** | **$—** | **$476048674** | **$631906** | **$476680580** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry or sector categorization as well as a Positions by Country summary. 

(a) The following is a reconciliation between the beginning and ending balances of investments in which significant unobservable inputs (Level 3) were used in determining value: 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of** <br>**11/1/2025**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2026**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2026**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Loan <br> Assignments<sup>(1)(2)</sup><br>| $— | $2 | $— | $1 | $— | $— | $629 | $— | $632 | $1 |
| **Total** | **$—** | **$2** | **$—** | **$1** | **$—** | **$—** | **$629** | **$—** | **$632** | **$1** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Transfers into Level 3 were attributable to observable market data becoming unavailable for those <br> securities. Transfers in or out of Level 3 represent the beginning value of any security where a change <br> in the pricing level occurred from the beginning to the end of the period. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) Includes securities categorized as Level 3 that were valued using a single quotation obtained from a <br> dealer. |

---

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 99.1%** | **Municipal Notes 99.1%** | **Municipal Notes 99.1%** |
| **Alabama 3.4%** | **Alabama 3.4%** | **Alabama 3.4%** |
| $200000 | &nbsp;&nbsp; Black Belt Energy Gas District (Alabama Gas Prepay Gas Supply Revenue Project No. 7), <br> Series 2021-C-1, 4.00%, due 12/1/2026<br>| &nbsp;&nbsp; $201911 |
|  | Energy Southeast A Cooperative District Revenue |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2024-B, 5.25%, due 7/1/2054 Putable 6/1/2032 | &nbsp;&nbsp; 1084959 |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-A, 5.00%, due 11/1/2035 | &nbsp;&nbsp; 1074861 |
|  |  | &nbsp;&nbsp; **2361731** |
| **American Samoa 1.1%** | **American Samoa 1.1%** | **American Samoa 1.1%** |
| 750000 | &nbsp;&nbsp; American Samoa Economic Development Authority General Revenue, Series 2021-A, 5.00%, due <br> 9/1/2038<br>| &nbsp;&nbsp; **770221**<br> <sup>(a)</sup><br>|
| **Arizona 2.8%** | **Arizona 2.8%** | **Arizona 2.8%** |
| 500000 | &nbsp;&nbsp; Maricopa County Industrial Development Authority Education Revenue Refunding (Paradise School <br> Project Paragon Management, Inc.), Series 2016, 5.00%, due 7/1/2036<br>| &nbsp;&nbsp; 500926<br> <sup>(a)</sup><br>|
| 500000 | &nbsp;&nbsp; Phoenix Industrial Development Authority Education Revenue Refunding (Great Hearts Academies), <br> Series 2016-A, 5.00%, due 7/1/2046<br>| &nbsp;&nbsp; 489105 |
| 500000 | &nbsp;&nbsp; Pima County Industrial Development Authority Education Revenue Refunding (American Leadership <br> Academy Project), Series 2015, 5.38%, due 6/15/2035<br>| &nbsp;&nbsp; 500337<br> <sup>(a)</sup><br>|
| 500000 | &nbsp;&nbsp; Sierra Vista Industrial Development Authority Revenue (American Leadership Academy Project), <br> Series 2024, 5.00%, due 6/15/2059<br>| &nbsp;&nbsp; 433861<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **1924229** |
| **California 7.8%** | **California 7.8%** | **California 7.8%** |
| 675000 | &nbsp;&nbsp; California Community Choice Financing Authority Revenue (Clean Energy), Series 2024-B, 5.00%, <br> due 1/1/2055 Putable 12/1/2032<br>| &nbsp;&nbsp; 712309 |
| 65000 | &nbsp;&nbsp; California County Tobacco Securitization Agency Revenue Refunding, Series 2020-B-1, 5.00%, due <br> 6/1/2049<br>| &nbsp;&nbsp; 64519 |
| 833187 | California Housing Finance Agency Municipal Certificate, Series 2019-A, 4.25%, due 1/15/2035 | &nbsp;&nbsp; 870117 |
| 250000 | &nbsp;&nbsp; California Municipal Finance Authority Charter School Lease Revenue (Santa Rosa Academy Project), <br> Series 2015, 5.13%, due 7/1/2035<br>| &nbsp;&nbsp; 250090<br> <sup>(a)</sup><br>|
| 400000 | &nbsp;&nbsp; California Municipal Finance Authority Charter School Revenue (John Adams Academics Project), <br> Series 2019-A, 5.00%, due 10/1/2049<br>| &nbsp;&nbsp; 362311<br> <sup>(a)</sup><br>|
| 500000 | &nbsp;&nbsp; California Municipal Finance Authority Charter School Revenue (Palmdale Aerospace Academy <br> Project), Series 2016, 5.00%, due 7/1/2031<br>| &nbsp;&nbsp; 500751<br> <sup>(a)</sup><br>|
| 400000 | &nbsp;&nbsp; California Municipal Finance Authority Revenue (Baptist University), Series 2015-A, 5.00%, due <br> 11/1/2030<br>| &nbsp;&nbsp; 400390<br> <sup>(a)</sup><br>|
| 245111 | &nbsp;&nbsp; California State Pollution Control Financing Authority Solid Waste Disposal Revenue (Calplant I Green <br> Bond Project), Series 2019, 7.50%, due 12/1/2039<br>| &nbsp;&nbsp; 2<br> <sup>(a)(b)</sup><br>|
| 500000 | &nbsp;&nbsp; California State School Finance Authority Charter School Revenue (Downtown College <br> Prep-Obligation Group), Series 2016, 4.75%, due 6/1/2036<br>| &nbsp;&nbsp; 300000<br> <sup>(a)(b)</sup><br>|
| 600000 | &nbsp;&nbsp; California State School Finance Authority Charter School Revenue (Rocketship Education), <br> Series 2016-A, 5.00%, due 6/1/2031<br>| &nbsp;&nbsp; 596541<br> <sup>(a)</sup><br>|
| 400000 | &nbsp;&nbsp; California Statewide Communities Development Authority Revenue Refunding (Lancer Education <br> Student Housing Project), Series 2016-A, 5.00%, due 6/1/2036<br>| &nbsp;&nbsp; 400940<br> <sup>(a)</sup><br>|
| 500000 | Chino Valley Unified School District General Obligation, Series 2020-B, (AG), 3.38%, due 8/1/2050 | &nbsp;&nbsp; 410530 |
| 500000 | &nbsp;&nbsp; Los Angeles Department of Water & Power Revenue Refunding, Series 2025-A, (BAM), 5.00%, due <br> 7/1/2053<br>| &nbsp;&nbsp; 518398 |
|  |  | &nbsp;&nbsp; **5386898** |
| **Colorado 1.8%** | **Colorado 1.8%** | **Colorado 1.8%** |
| 113000 | &nbsp;&nbsp; Crystal Crossing Metropolitan District Refunding General Obligation, Series 2016, 4.50%, due <br> 12/1/2026<br>| &nbsp;&nbsp; 113061 |
| 157000 | Platte River Metropolitan District General Obligation Refunding, Series 2023-A, 6.50%, due 8/1/2053 | &nbsp;&nbsp; 159622<br> <sup>(a)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Colorado – cont'd** | **Colorado – cont'd** | **Colorado – cont'd** | **Colorado – cont'd** |
| $| 495000 | &nbsp;&nbsp; Pueblo Urban Renewal Authority Tax Increment Revenue (Evraz Project), Series 2021-A, 4.75%, due <br> 12/1/2045<br>| &nbsp;&nbsp; $468176<br> <sup>(a)</sup><br>|
|  | 500000 | Vail Home Partners Corp. Revenue, Series 2025, 6.00%, due 10/1/2064 | &nbsp;&nbsp; 509979<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1250838** |
| **Connecticut 0.7%** | **Connecticut 0.7%** | **Connecticut 0.7%** | **Connecticut 0.7%** |
|  | 500000 | Stamford Housing Authority Revenue Refunding, Series 2025-D, 6.25%, due 10/1/2060 | &nbsp;&nbsp; **500746** |
| **District of Columbia 2.8%** | **District of Columbia 2.8%** | **District of Columbia 2.8%** | **District of Columbia 2.8%** |
|  | 1925000 | &nbsp;&nbsp; Deutsche Bank Spears/Lifers Trust Revenue, (LOC: Deutsche Bank A.G.), Series 2020-DBE-8070, <br> 2.68%, due 8/1/2040<br>| &nbsp;&nbsp; **1925000**<br> <sup>(a)(c)</sup><br>|
| **Florida 4.5%** | **Florida 4.5%** | **Florida 4.5%** | **Florida 4.5%** |
|  | 200000 | &nbsp;&nbsp; Capital Trust Agency Senior Living Revenue (H-Bay Ministries, Inc. Superior Residences-Third Tier), <br> Series 2018-C, 7.50%, due 7/1/2053<br>| &nbsp;&nbsp; 6500<br> <sup>(a)(b)</sup><br>|
|  | 500000 | &nbsp;&nbsp; Capital Trust Agency Senior Living Revenue (Wonderful Foundations School Project), Series 2020-A-1, <br> 5.00%, due 1/1/2055<br>| &nbsp;&nbsp; 426501<br> <sup>(a)</sup><br>|
|  | 650000 | &nbsp;&nbsp; Florida Development Finance Corp. Education Facilities Revenue Refunding (Pepin Academies, Inc.), <br> Series 2016-A, 5.00%, due 7/1/2036<br>| &nbsp;&nbsp; 650169 |
|  | 500000 | Lee County Airport Revenue, Series 2024, 5.25%, due 10/1/2054 | &nbsp;&nbsp; 514511 |
|  | 940000 | &nbsp;&nbsp; Village Community Development District No. 13 Special Assessment Revenue, Series 2019, 3.70%, <br> due 5/1/2050<br>| &nbsp;&nbsp; 764614 |
|  | 500000 | &nbsp;&nbsp; Village Community Development District No. 15 Special Assessment Revenue, Series 2024, 4.80%, <br> due 5/1/2055<br>| &nbsp;&nbsp; 477040<br> <sup>(a)</sup><br>|
|  | 250000 | &nbsp;&nbsp; Village Community Development District No. 16 Special Assessment Revenue, Series 2025, 5.13%, <br> due 5/1/2056<br>| &nbsp;&nbsp; 248221 |
|  |  |  | &nbsp;&nbsp; **3087556** |
| **Georgia 4.5%** | **Georgia 4.5%** | **Georgia 4.5%** | **Georgia 4.5%** |
|  | 300000 | &nbsp;&nbsp; Atlanta Development Authority Revenue (Westside Gulch Area Project), Series 2024-A, 5.50%, due <br> 4/1/2039<br>| &nbsp;&nbsp; 310865<br> <sup>(a)</sup><br>|
|  | 965000 | &nbsp;&nbsp; Main Street Natural Gas, Inc. Gas Supply Revenue, Series 2025-A, 5.00%, due 6/1/2055 Putable <br> 6/1/2032<br>| &nbsp;&nbsp; 1042042 |
|  | 700000 | &nbsp;&nbsp; Municipal Electric Authority of Georgia Revenue (Plant Vogtle Units 3 & 4 Project M Bonds), <br> Series 2023-A, 5.50%, due 7/1/2064<br>| &nbsp;&nbsp; 721556 |
|  | 1000000 | &nbsp;&nbsp; Savannah Georgia Convention Center Authority Revenue (Convention Center Hotel-Second Tier), <br> Series 2025-B, 6.25%, due 6/1/2061<br>| &nbsp;&nbsp; 997393<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **3071856** |
| **Hawaii 0.4%** | **Hawaii 0.4%** | **Hawaii 0.4%** | **Hawaii 0.4%** |
|  | 250000 | &nbsp;&nbsp; Hawaii State Department of Budget & Finance Special Purpose Revenue Refunding, Series 2015-A, <br> 5.00%, due 1/1/2035<br>| &nbsp;&nbsp; **248658**<br> <sup>(a)</sup><br>|
| **Illinois 4.9%** | **Illinois 4.9%** | **Illinois 4.9%** | **Illinois 4.9%** |
|  | 200000 | &nbsp;&nbsp; Chicago O'Hare International Airport Special Facility Revenue (Trips Obligated Group), Series 2018, <br> 5.00%, due 7/1/2048<br>| &nbsp;&nbsp; 199763 |
|  | 400000 | &nbsp;&nbsp; Illinois Finance Authority Charter School Revenue (Intrinsic School-Belmont School Project), <br> Series 2015-A, 5.75%, due 12/1/2035<br>| &nbsp;&nbsp; 400334<br> <sup>(a)</sup><br>|
|  | 750000 | &nbsp;&nbsp; Illinois Finance Authority Revenue (CenterPoint Joliet Terminal Railroad Project), Series 2010, 4.80%, <br> due 12/1/2043 Putable 7/2/2035<br>| &nbsp;&nbsp; 780278<br> <sup>(a)</sup><br>|
|  | 1575000 | &nbsp;&nbsp; Illinois Finance Authority Revenue Refunding (Northwestern Memorial Healthcare), (LOC: Barclays <br> Bank PLC), Series 2021-C, 3.15%, due 7/15/2055<br>| &nbsp;&nbsp; 1575000<br> <sup>(c)</sup><br>|
|  | 425000 | &nbsp;&nbsp; Illinois Finance Authority Revenue Refunding (Rosalind Franklin University of Medicine & Science), <br> Series 2017-A, 5.00%, due 8/1/2047<br>| &nbsp;&nbsp; 409729 |
|  |  |  | &nbsp;&nbsp; **3365104** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Indiana 2.0%** | **Indiana 2.0%** | **Indiana 2.0%** |
| $650000 | &nbsp;&nbsp; Indiana State Finance Authority Revenue Refunding (Greencroft Obligation Group), Series 2021-A, <br> 4.00%, due 11/15/2043<br>| &nbsp;&nbsp; $579006 |
| 750000 | &nbsp;&nbsp; Indianapolis Local Public Improvement Bond Bank Revenue (Convention Center Hotel), Series 2023-E, <br> 6.00%, due 3/1/2053<br>| &nbsp;&nbsp; 779821 |
|  |  | &nbsp;&nbsp; **1358827** |
| **Iowa 0.1%** | **Iowa 0.1%** | **Iowa 0.1%** |
| 100000 | &nbsp;&nbsp; Iowa Finance Authority Revenue, (LOC: TD Bank N.A.), Series 2019-E, (FHLMC), (FNMA), (GNMA), <br> 2.27%, due 1/1/2049<br>| &nbsp;&nbsp; **100000**<br> <sup>(c)</sup><br>|
| **Kansas 0.7%** | **Kansas 0.7%** | **Kansas 0.7%** |
| 500000 | Garden City Revenue (Sports Of The World Bond Project), Series 2025, 5.38%, due 6/1/2039 | &nbsp;&nbsp; **508114**<br> <sup>(a)</sup><br>|
| **Kentucky 2.8%** | **Kentucky 2.8%** | **Kentucky 2.8%** |
| 200000 | Berea Revenue (Berea College Project), Series 2003-B, 3.20%, due 6/1/2029 | &nbsp;&nbsp; 200000<br> <sup>(c)</sup><br>|
| 405000 | &nbsp;&nbsp; Kentucky Economic Development Finance Authority (Senior Next Generation Information Highway <br> Project), Series 2015-A, 4.00%, due 7/1/2029<br>| &nbsp;&nbsp; 405346 |
| 500000 | &nbsp;&nbsp; Kentucky Economic Development Finance Authority Revenue Refunding (Owensboro Health), <br> Series 2017-A, 5.00%, due 6/1/2041<br>| &nbsp;&nbsp; 502558 |
| 900000 | &nbsp;&nbsp; Kentucky Municipal Power Agency Power System Revenue Refunding (Prairie Saint Project), <br> Series 2019-A, 4.00%, due 9/1/2045<br>| &nbsp;&nbsp; 792270 |
|  |  | &nbsp;&nbsp; **1900174** |
| **Louisiana 0.8%** | **Louisiana 0.8%** | **Louisiana 0.8%** |
| 228953 | &nbsp;&nbsp; Louisiana Local Government Environmental Facilities & Community Development Authority Revenue <br> (Lafourche Parish Gomesa Project), Series 2019, 3.95%, due 11/1/2043<br>| &nbsp;&nbsp; 215650<br> <sup>(a)</sup><br>|
| 360000 | &nbsp;&nbsp; Louisiana Local Government Environmental Facilities & Community Development Authority Revenue <br> Refunding (Westside Habilitation Center Project), Series 2017-A, 5.75%, due 2/1/2032<br>| &nbsp;&nbsp; 360644<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **576294** |
| **Maine 0.7%** | **Maine 0.7%** | **Maine 0.7%** |
| 518652 | Maine State Finance Authority Revenue (TimberHP Madison LLC), Series 2025, 8.50%, due 6/1/2035 | &nbsp;&nbsp; **492719**<br> <sup>#(d)(e)</sup><br>|
| **Maryland 0.6%** | **Maryland 0.6%** | **Maryland 0.6%** |
|  | Baltimore Special Obligation Revenue Refunding Senior Lien (Harbor Point Project) |  |
| 250000 | &nbsp;&nbsp;&nbsp; Series 2019-A, 3.63%, due 6/1/2046 | &nbsp;&nbsp; 209842<br> <sup>(a)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; Series 2022, 5.00%, due 6/1/2051 | &nbsp;&nbsp; 198795 |
|  |  | &nbsp;&nbsp; **408637** |
| **Massachusetts 0.6%** | **Massachusetts 0.6%** | **Massachusetts 0.6%** |
| 100000 | &nbsp;&nbsp; Massachusetts Development Finance Agency Revenue (Care Communities LLC Obligated), <br> Series 2025-A, 6.50%, due 7/15/2060<br>| &nbsp;&nbsp; 99915<br> <sup>(a)</sup><br>|
| 350000 | Massachusetts State Education Financing Authority Revenue, Series 2023-C, 5.00%, due 7/1/2053 | &nbsp;&nbsp; 339516 |
|  |  | &nbsp;&nbsp; **439431** |
| **Minnesota 0.6%** | **Minnesota 0.6%** | **Minnesota 0.6%** |
| 500000 | &nbsp;&nbsp; Saint Paul Housing & Redevelopment Authority Charter School Lease Revenue (Academia Cesar <br> Chavez School Project), Series 2015-A, 5.25%, due 7/1/2050<br>| &nbsp;&nbsp; **425991** |
| **Mississippi 2.5%** | **Mississippi 2.5%** | **Mississippi 2.5%** |
|  | Mississippi Business Finance Corp. Revenue (Chevron USA, Inc. Project) |  |
| 845000 | &nbsp;&nbsp;&nbsp; Series 2007-B, 3.40%, due 12/1/2030 | &nbsp;&nbsp; 845000<br> <sup>(c)</sup><br>|
| 555000 | &nbsp;&nbsp;&nbsp; Series 2010-K, 3.25%, due 11/1/2035 | &nbsp;&nbsp; 555000<br> <sup>(c)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; Series 2011-C, 3.25%, due 11/1/2035 | &nbsp;&nbsp; 100000<br> <sup>(c)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Mississippi – cont'd** | **Mississippi – cont'd** | **Mississippi – cont'd** | **Mississippi – cont'd** |
| $| 235000 | &nbsp;&nbsp; Mississippi Development Bank Special Obligation (Jackson Co. Gomesa Project), Series 2021, 3.63%, <br> due 11/1/2036<br>| &nbsp;&nbsp; $227711<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1727711** |
| **Montana 1.0%** | **Montana 1.0%** | **Montana 1.0%** | **Montana 1.0%** |
|  | 1000000 | &nbsp;&nbsp; Gallatin County Industrial Development Revenue (Bozeman Fiber Project), Series 2021-A, 4.00%, due <br> 10/15/2051<br>| &nbsp;&nbsp; **657815**<br> <sup>(a)</sup><br>|
| **Nevada 0.7%** | **Nevada 0.7%** | **Nevada 0.7%** | **Nevada 0.7%** |
|  | 500000 | &nbsp;&nbsp; Director of the State of Nevada Department of Business & Industrial Revenue (Somerset Academy), <br> Series 2015-A, 5.13%, due 12/15/2045<br>| &nbsp;&nbsp; **482428**<br> <sup>(a)</sup><br>|
| **New Hampshire 0.9%** | **New Hampshire 0.9%** | **New Hampshire 0.9%** | **New Hampshire 0.9%** |
|  | 750000 | &nbsp;&nbsp; New Hampshire Business Finance Authority Revenue Refunding (Green Bond), Series 2020-B, 3.75%, <br> due 7/1/2045 Putable 7/2/2040<br>| &nbsp;&nbsp; **624675**<br> <sup>(a)</sup><br>|
| **New Jersey 4.4%** | **New Jersey 4.4%** | **New Jersey 4.4%** | **New Jersey 4.4%** |
|  | 1250000 | &nbsp;&nbsp; New Jersey Economic Development Authority Revenue (Repauno Port & Rail Terminal Project), <br> Series 2025, 6.38%, due 1/1/2035<br>| &nbsp;&nbsp; 1303345<br> <sup>(a)</sup><br>|
|  | 600000 | &nbsp;&nbsp; New Jersey State Transportation Trust Fund Authority Transportation Program Revenue, <br> Series 2025-AA, 5.00%, due 6/15/2055<br>| &nbsp;&nbsp; 616716 |
|  | 1000000 | &nbsp;&nbsp; New Jersey State Transportation Trust Fund Authority Transportation Program Revenue Refunding, <br> Series 2024-AA, 5.25%, due 6/15/2041<br>| &nbsp;&nbsp; 1131764 |
|  |  |  | &nbsp;&nbsp; **3051825** |
| **New York 7.1%** | **New York 7.1%** | **New York 7.1%** | **New York 7.1%** |
|  | 250000 | &nbsp;&nbsp; Nassau County Industrial Development Agency Revenue Refunding (Cold Spring), (LOC: TD Bank <br> N.A.), Series 1999, 3.20%, due 1/1/2034<br>| &nbsp;&nbsp; 250000<br> <sup>(c)</sup><br>|
|  |  | &nbsp;&nbsp; New York City Municipal Water Finance Authority Water & Sewer System Revenue Refunding (Second <br> General Resolution Revenue Bonds)<br>|  |
|  | 200000 | &nbsp;&nbsp;&nbsp; (LOC: JP Morgan Chase Bank N.A.), Series 2013-AA-1, 3.25%, due 6/15/2050 | &nbsp;&nbsp; 200000<br> <sup>(c)</sup><br>|
|  | 300000 | &nbsp;&nbsp;&nbsp; (LOC: UBS AG), Series 2008, 3.20%, due 6/15/2039 | &nbsp;&nbsp; 300000<br> <sup>(c)</sup><br>|
|  |  | New York General Obligation |  |
|  | 700000 | &nbsp;&nbsp;&nbsp; (LOC: TD Bank N.A.), Series 2018-E-5, 3.20%, due 3/1/2048 | &nbsp;&nbsp; 700000<br> <sup>(c)</sup><br>|
|  | 200000 | &nbsp;&nbsp;&nbsp; (LOC: TD Bank N.A.), Series 2025-G-3, 3.20%, due 2/1/2055 | &nbsp;&nbsp; 200000<br> <sup>(c)</sup><br>|
|  | 500000 | New York State Thruway Authority Revenue, Series 2025-B, 5.00%, due 3/15/2056 | &nbsp;&nbsp; 515200 |
|  | 325000 | &nbsp;&nbsp; New York State Transportation Development Corp. Special Facility Revenue (Delta Airlines, <br> Inc.-LaGuardia Airport Terminal C & D Redevelopment), Series 2018, 5.00%, due 1/1/2028<br>| &nbsp;&nbsp; 336388 |
|  | 200000 | &nbsp;&nbsp; New York State Transportation Development Corp. Special Facility Revenue Refunding (American <br> Airlines, Inc., John F. Kennedy International Airport Project), Series 2021, 3.00%, due 8/1/2031<br>| &nbsp;&nbsp; 191025 |
|  | 200000 | Oneida Indian Nation of New York Revenue, Series 2024-B, 6.00%, due 9/1/2043 | &nbsp;&nbsp; 216128<br> <sup>(a)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; Port Authority New York & New Jersey Consolidated Bonds Revenue Refunding (Two Hundred And <br> Thirty Eight), Series 2023-238, 5.00%, due 7/15/2036<br>| &nbsp;&nbsp; 1114802 |
|  | 420000 | &nbsp;&nbsp; Westchester County Local Development Corp. Revenue Refunding (Kendal on Hudson Project), <br> Series 2022-B, 5.00%, due 1/1/2051<br>| &nbsp;&nbsp; 420938 |
|  | 420000 | &nbsp;&nbsp; Yonkers Economic Development Corp. Education Revenue (Charter School of Education Excellence <br> Project), Series 2019-A, 5.00%, due 10/15/2039<br>| &nbsp;&nbsp; 422646 |
|  |  |  | &nbsp;&nbsp; **4867127** |
| **North Carolina 0.1%** | **North Carolina 0.1%** | **North Carolina 0.1%** | **North Carolina 0.1%** |
|  | 100000 | &nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority Revenue (Atrium Health), (LOC: JP Morgan Chase Bank <br> N.A.), Series 2018-G, 3.20%, due 1/15/2048<br>| &nbsp;&nbsp; **100000**<br> <sup>(c)</sup><br>|
| **Ohio 3.6%** | **Ohio 3.6%** | **Ohio 3.6%** | **Ohio 3.6%** |
|  | 450000 | &nbsp;&nbsp; Akron Bath Copley Joint Township Hospital District Revenue Refunding (Summa Health Systems <br> Obligation), Series 2020, 4.00%, due 11/15/2035 Pre-Refunded 11/15/2030<br>| &nbsp;&nbsp; 481925 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Ohio – cont'd** | **Ohio – cont'd** | **Ohio – cont'd** | **Ohio – cont'd** |
| $| 1250000 | &nbsp;&nbsp; Buckeye Tobacco Settlement Finance Authority Asset-Backed Senior Revenue Refunding, <br> Series 2020-B-2, 5.00%, due 6/1/2055<br>| &nbsp;&nbsp; $1028032 |
|  | 685000 | &nbsp;&nbsp; Cleveland-Cuyahoga County Port Authority Tax Increment Finance Revenue Refunding (Senior-Flats <br> East Bank Project), Series 2021-A, 4.00%, due 12/1/2055<br>| &nbsp;&nbsp; 522247<br> <sup>(a)</sup><br>|
|  | 500000 | &nbsp;&nbsp; Ohio State Air Quality Development Authority Exempt Facilities Revenue (AMG Vanadium LLC), <br> Series 2019, 5.00%, due 7/1/2049<br>| &nbsp;&nbsp; 461978<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **2494182** |
| **Oregon 0.8%** | **Oregon 0.8%** | **Oregon 0.8%** | **Oregon 0.8%** |
|  | 130000 | &nbsp;&nbsp; Oregon State Facilities Authority Revenue Refunding (Peacehealth), (LOC: TD Bank N.A.), <br> Series 2018-B, 3.20%, due 8/1/2034<br>| &nbsp;&nbsp; 130000<br> <sup>(c)</sup><br>|
|  | 500000 | Portland General Obligation (Transportation Project), Series 2022-A, 2.25%, due 10/1/2041 | &nbsp;&nbsp; 393164 |
|  |  |  | &nbsp;&nbsp; **523164** |
| **Pennsylvania 2.7%** | **Pennsylvania 2.7%** | **Pennsylvania 2.7%** | **Pennsylvania 2.7%** |
|  | 750000 | &nbsp;&nbsp; Pennsylvania Economic Development Financing Authority Revenue (Bridges Finco LP), Series 2016, <br> 5.00%, due 12/31/2038<br>| &nbsp;&nbsp; 751751 |
|  | 500000 | &nbsp;&nbsp; Pennsylvania Economic Development Financing Authority Revenue Refunding (Energy Supply LLC), <br> Series 2009-C, 5.25%, due 12/1/2037 Putable 6/1/2027<br>| &nbsp;&nbsp; 502524 |
|  | 400000 | &nbsp;&nbsp; Pennsylvania Economic Development Financing Authority Revenue Refunding (Tapestry Moon Senior <br> Housing Project), Series 2018-A, 6.75%, due 12/1/2053<br>| &nbsp;&nbsp; 52000<br> <sup>(a)(b)</sup><br>|
|  | 500000 | Philadelphia General Obligation, Series 2025-A, 5.00%, due 8/1/2040 | &nbsp;&nbsp; 564992 |
|  |  |  | &nbsp;&nbsp; **1871267** |
| **Puerto Rico 1.7%** | **Puerto Rico 1.7%** | **Puerto Rico 1.7%** | **Puerto Rico 1.7%** |
|  |  | Puerto Rico Commonwealth General Obligation (Restructured) |  |
|  | 74376 | &nbsp;&nbsp;&nbsp; Series 2021-A, 0.00%, due 7/1/2033 | &nbsp;&nbsp; 54435 |
|  | 63784 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 5.63%, due 7/1/2027 | &nbsp;&nbsp; 65220 |
|  | 62750 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 5.63%, due 7/1/2029 | &nbsp;&nbsp; 66669 |
|  | 60948 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 5.75%, due 7/1/2031 | &nbsp;&nbsp; 67284 |
|  | 57794 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 4.00%, due 7/1/2033 | &nbsp;&nbsp; 58409 |
|  | 51950 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 4.00%, due 7/1/2035 | &nbsp;&nbsp; 52167 |
|  | 44586 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 4.00%, due 7/1/2037 | &nbsp;&nbsp; 43819 |
|  | 60620 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 4.00%, due 7/1/2041 | &nbsp;&nbsp; 56910 |
|  | 813045 | &nbsp;&nbsp;&nbsp; Series 2021-A1, 4.00%, due 7/1/2046 | &nbsp;&nbsp; 724060 |
|  |  |  | &nbsp;&nbsp; **1188973** |
| **South Carolina 1.0%** | **South Carolina 1.0%** | **South Carolina 1.0%** | **South Carolina 1.0%** |
|  | 500000 | &nbsp;&nbsp; Lancaster County Assessment Revenue Refunding (Walnut Creek Improvement District), <br> Series 2016-A-1, 5.00%, due 12/1/2031<br>| &nbsp;&nbsp; 500466 |
|  | 150000 | &nbsp;&nbsp; South Carolina Jobs Economic Development Authority Economic Development Revenue (River Park <br> Senior Living Project), Series 2017-A, 7.75%, due 10/1/2057<br>| &nbsp;&nbsp; 151992 |
|  | 300000 | &nbsp;&nbsp; South Carolina Jobs Economic Development Authority Solid Waste Disposal Revenue (AMT-Green <br> Bond-Last Step Recycling LLC Project), Series 2021-A, 6.50%, due 6/1/2051<br>| &nbsp;&nbsp; 33000<br> <sup>(a)(b)</sup><br>|
|  | 500000 | &nbsp;&nbsp; South Carolina Jobs Economic Development Authority Solid Waste Disposal Revenue (Green <br> Bond-Jasper Pellets LLC Project), Series 2018-A, 7.00%, due 11/1/2038<br>| &nbsp;&nbsp; 500<br> <sup>#(b)</sup><br>|
|  |  |  | &nbsp;&nbsp; **685958** |
| **Tennessee 2.0%** | **Tennessee 2.0%** | **Tennessee 2.0%** | **Tennessee 2.0%** |
|  | 500000 | &nbsp;&nbsp; Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board Revenue <br> (Blakeford At Green Hills), Series 2020-A, 4.00%, due 11/1/2045<br>| &nbsp;&nbsp; 433247 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Tennessee – cont'd** | **Tennessee – cont'd** | **Tennessee – cont'd** | **Tennessee – cont'd** |
| $| 1000000 | &nbsp;&nbsp; Shelby County Health & Educational Facilities Board Revenue (Madrone Memphis Student Housing I <br> LLC), Series 2024-A1, 5.25%, due 6/1/2056<br>| &nbsp;&nbsp; $962270<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1395517** |
| **Texas 12.9%** | **Texas 12.9%** | **Texas 12.9%** | **Texas 12.9%** |
|  | 750000 | &nbsp;&nbsp; Anson Educational Facilities Corp. Educational Revenue (Arlington Classics Academy), Series 2016-A, <br> 5.00%, due 8/15/2045<br>| &nbsp;&nbsp; 735580 |
|  | 95000 | &nbsp;&nbsp; Fort Bend County Industrial Development Corp. Revenue (NRG Energy, Inc.), Series 2012-A, 4.75%, <br> due 5/1/2038<br>| &nbsp;&nbsp; 95040 |
|  | 495000 | &nbsp;&nbsp; Harris County Municipal Utility District No. 489 General Obligation, Series 2023, (AG), 4.00%, due <br> 9/1/2036<br>| &nbsp;&nbsp; 506995 |
|  |  | Hidalgo County Regional Mobility Authority Toll & Vehicle Registration Junior Lien Refunding |  |
|  | 755000 | &nbsp;&nbsp;&nbsp; Series 2022-B, 4.00%, due 12/1/2039 | &nbsp;&nbsp; 725242 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2022-B, 4.00%, due 12/1/2040 | &nbsp;&nbsp; 946059 |
|  | 500000 | &nbsp;&nbsp; New Hope Cultural Education Facilities Finance Corp. Revenue (Beta Academy), Series 2019-A, <br> 5.00%, due 8/15/2049<br>| &nbsp;&nbsp; 452621<br> <sup>(a)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; New Hope Cultural Education Facilities Finance Corp. Revenue Refunding (Brazos Presbyterian Homes, <br> Inc. Project), Series 2025, 5.38%, due 1/1/2060<br>| &nbsp;&nbsp; 984478 |
|  | 500000 | &nbsp;&nbsp; New Hope Cultural Education Facilities Finance Corp. Senior Living Revenue (Cardinal Bay, Inc. Village <br> On The Park Carriage), Series 2016-C, 5.50%, due 7/1/2046<br>| &nbsp;&nbsp; 300000<br> <sup>(b)</sup><br>|
|  | 500000 | &nbsp;&nbsp; New Hope Cultural Education Facilities Finance Corp. Student Housing Revenue (NCCD-College <br> Station Properties LLC), Series 2015-A, 5.00%, due 7/1/2047<br>| &nbsp;&nbsp; 470001<br> <sup>(b)</sup><br>|
|  | 300000 | &nbsp;&nbsp; Port of Beaumont Navigation District Revenue (Jefferson Gulf Coast Energy Project), Series 2024-A, <br> 5.25%, due 1/1/2054<br>| &nbsp;&nbsp; 288190<br> <sup>(a)</sup><br>|
|  | 1875000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Baylor Health Care <br> System Project), (LOC: TD Bank N.A.), Series 2011-C, 2.60%, due 11/15/2050<br>| &nbsp;&nbsp; 1875000<br> <sup>(c)</sup><br>|
|  | 700000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Baylor Scott & White <br> Health Project), (LOC: JP Morgan Chase Bank N.A.), Series 2024-A, 2.55%, due 11/15/2050<br>| &nbsp;&nbsp; 700000<br> <sup>(c)</sup><br>|
|  | 800000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Methodist Hospitals of <br> Dallas), (LOC: TD Bank N.A.), Series 2008-A, 3.15%, due 10/1/2041<br>| &nbsp;&nbsp; 800000<br> <sup>(c)</sup><br>|
|  |  |  | &nbsp;&nbsp; **8879206** |
| **Utah 1.9%** | **Utah 1.9%** | **Utah 1.9%** | **Utah 1.9%** |
|  |  | Utah Infrastructure Agency Telecommunication Revenue |  |
|  | 600000 | &nbsp;&nbsp;&nbsp; Series 2019-A, 4.00%, due 10/15/2036 | &nbsp;&nbsp; 598820 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 3.00%, due 10/15/2045 | &nbsp;&nbsp; 731568 |
|  |  |  | &nbsp;&nbsp; **1330388** |
| **Vermont 1.0%** | **Vermont 1.0%** | **Vermont 1.0%** | **Vermont 1.0%** |
|  | 500000 | &nbsp;&nbsp; Vermont Economic Development Authority Solid Waste Disposal Revenue (Casella Waste System, Inc.), <br> Series 2013, 4.63%, due 4/1/2036 Putable 4/3/2028<br>| &nbsp;&nbsp; 507969<br> <sup>(a)</sup><br>|
|  | 165000 | Vermont Student Assistant Corp. Education Loan Revenue, Series 2015-A, 4.13%, due 6/15/2028 | &nbsp;&nbsp; 165194 |
|  |  |  | &nbsp;&nbsp; **673163** |
| **Washington 0.7%** | **Washington 0.7%** | **Washington 0.7%** | **Washington 0.7%** |
|  | 500000 | &nbsp;&nbsp; Washington State Housing Finance Commission Revenue Refunding (Horizon House Project), <br> Series 2025-A, 6.25%, due 1/1/2056<br>| &nbsp;&nbsp; **501246** |
| **West Virginia 3.1%** | **West Virginia 3.1%** | **West Virginia 3.1%** | **West Virginia 3.1%** |
|  |  | West Virginia Hospital Finance Authority Revenue (Vandalia Health Group) |  |
|  | 1500000 | &nbsp;&nbsp;&nbsp; Series 2023-B, 6.00%, due 9/1/2053 | &nbsp;&nbsp; 1606647 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2023-B, (AG), 5.38%, due 9/1/2053 | &nbsp;&nbsp; 524333 |
|  |  |  | &nbsp;&nbsp; **2130980** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Wisconsin 7.4%** | **Wisconsin 7.4%** | **Wisconsin 7.4%** |
| $300000 | &nbsp;&nbsp; Public Finance Authority Education Revenue (Resh Triangle High School Project), Series 2015-A, <br> 5.38%, due 7/1/2035<br>| &nbsp;&nbsp; $300078<br> <sup>(a)</sup><br>|
| 500000 | &nbsp;&nbsp; Public Finance Authority Hospital Revenue (Carson Valley Medical Center), Series 2021-A, 4.00%, due <br> 12/1/2051<br>| &nbsp;&nbsp; 406638<br> <sup>(a)</sup><br>|
| 2000000 | &nbsp;&nbsp; Public Finance Authority Revenue (Georgia Sr. 400 Express Lanes Project), Series 2025, 5.75%, due <br> 12/31/2065<br>| &nbsp;&nbsp; 2068214 |
| 359235 | &nbsp;&nbsp; Public Finance Authority Revenue (Goodwill Industries of Southern Nevada Project), Series 2015-A, <br> 5.50%, due 12/1/2038<br>| &nbsp;&nbsp; 357325 |
| 387000 | Public Finance Authority Revenue (Signorelli Project), Series 2024, 5.38%, due 12/15/2032 | &nbsp;&nbsp; 386976<br> <sup>(a)</sup><br>|
|  | Public Finance Authority Special Facility Revenue (Sky Harbour Capital LLC Aviation Facility Project) |  |
| 500000 | &nbsp;&nbsp;&nbsp; Series 2021, 4.00%, due 7/1/2041 | &nbsp;&nbsp; 472235 |
| 500000 | &nbsp;&nbsp;&nbsp; Series 2021, 4.25%, due 7/1/2054 | &nbsp;&nbsp; 415347 |
| 200000 | Saint Croix Chippewa Indians of Wisconsin Refunding, Series 2021, 5.00%, due 9/30/2041 | &nbsp;&nbsp; 186291<br> <sup>(a)</sup><br>|
| 500000 | &nbsp;&nbsp; Wisconsin Health & Educational Facilities Authority Revenue (Chiara Housing & Services, Inc. Project), <br> Series 2024, 6.00%, due 7/1/2060<br>| &nbsp;&nbsp; 504374 |
|  |  | &nbsp;&nbsp; **5097478** |
| **Total Municipal Notes (Cost $71,284,484)** | **Total Municipal Notes (Cost $71,284,484)** | &nbsp;&nbsp; **68386127** |
| **Number of Shares** | **Number of Shares** |  |
| **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> |
| **Materials 0.0%**<sup>‡</sup> | **Materials 0.0%**<sup>‡</sup> | **Materials 0.0%**<sup>‡</sup> |
| 16031 | TimberHP, Inc. **(Cost $0)** | &nbsp;&nbsp; **0**<br> <sup>\*#(d)(e)</sup><br>|
| **Total Investments 99.1% (Cost $71,284,484)** | **Total Investments 99.1% (Cost $71,284,484)** | &nbsp;&nbsp; **68386127** |
| Other Assets Less Liabilities 0.9% | Other Assets Less Liabilities 0.9% | &nbsp;&nbsp; 598947 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$68985074** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;‡ Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Non-income producing security.

(a) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2026, these securities amounted to $21,193,241, which represents 30.7% of net assets of the Fund. 

(b) Defaulted security.

(c) Variable rate demand obligation where the stated interest rate is not based on a published reference rate and spread. Rather, the interest rate generally resets daily or weekly and is determined by the remarketing agent. The rate shown represents the rate in effect at January 31, 2026. 

(d) Value determined using significant unobservable inputs.

(e) Security fair valued as of January 31, 2026 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2026 amounted to $492,719, which represents 0.7% of net assets of the Fund. 

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

# This security is subject to restrictions on resale. Total value of all such securities at January 31, 2026 amounted to $493,219, which represents 0.7% of net assets of the Fund. Acquisition dates shown with a range, if any, represent securities that were acquired over the period shown in the table.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp; **Value as of** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2026**<br>|
| Maine State Finance Authority Revenue (TimberHP <br> Madison LLC)<br>| 6/20/2025-12/3/2025 | $274111 | $492719 | 0.7% |
| South Carolina Jobs Economic Development Authority Solid <br> Waste Disposal Revenue (Green Bond-Jasper Pellets LLC <br> Project)<br>| 06/25/2020 | 483468 | 500 | 0.0% |
| TimberHP, Inc. | 6/23/2025 |  |  | 0.0% |
| **Total** |  | **$757579** | **$493219** | **0.7%** |

---

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Maine | $— | $— | $492719 | $492719 |
| &nbsp;&nbsp;&nbsp; Other Municipal Notes<sup>#</sup> <br>|  | 67893408 |  | 67893408 |
| Total Municipal Notes |  | 67893408 | 492719 | 68386127 |
| Common Stocks<sup>#</sup> <br>|  |  |  |  |
| **Total Investments** | **$—** | **$67893408** | **$492719** | **$68386127** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry, state/territory or sector categorization.

(a) The following is a reconciliation between the beginning and ending balances of investments in which significant unobservable inputs (Level 3) were used in determining value: 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of** <br>**11/1/2025**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2026**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2026**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Municipal Notes<sup>(1)</sup> | $500 | $2 | $— | $(28)<br>| $19 | $— | $— | $— | $493 | $(28)<br>|
| Common Stocks<sup>(2)</sup> |  |  |  |  |  |  |  |  |  |  |
| **Total** | **$500** | **$2** | **$—** | **$(28)**<br>| **$19** | **$—** | **$—** | **$—** | **$493** | **$(28)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value** <br>**at** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Valuation** <br>**approach**<br>| &nbsp;&nbsp; **Significant unobservable** <br>**input(s)**<br>| &nbsp;&nbsp; **Input value/** <br>**range**<br>| &nbsp;&nbsp; **Weighted** <br>**average**<sup>(a)</sup><br>| &nbsp;&nbsp; **Impact to** <br>**valuation** <br>**from** <br>**increase** <br>**in input**<sup>(b)</sup><br>|
| Municipal Notes | $492719 | Market Approach | Discount rate | 8.3% | 8.3% | Decrease |
|  |  | Income Approach | Liquidity Discount | 5.0% | 5.0% | Decrease |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High Income Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented.<br>

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 99.1%** | **Municipal Notes 99.1%** | **Municipal Notes 99.1%** |
| **Alabama 4.8%** | **Alabama 4.8%** | **Alabama 4.8%** |
| $1000000 | &nbsp;&nbsp; Energy Southeast A Cooperative District Revenue, Series 2024-B, 5.25%, due 7/1/2054 Putable <br> 6/1/2032<br>| &nbsp;&nbsp; $1084959 |
| 565000 | Fort Payne City General Obligation (School Warrants), Series 2018-B, (AG), 5.00%, due 5/1/2027 | &nbsp;&nbsp; 582888 |
| 1300000 | Gadsden General Obligation, Series 2025-A, (BAM), 5.00%, due 10/1/2050 | &nbsp;&nbsp; 1355343 |
| 750000 | Southeast Energy Authority A Cooperative District Revenue, Series 2025-D, 5.00%, due 9/1/2035 | &nbsp;&nbsp; 826583 |
|  |  | &nbsp;&nbsp; **3849773** |
| **Arizona 1.9%** | **Arizona 1.9%** | **Arizona 1.9%** |
| 1000000 | &nbsp;&nbsp; Salt River Project Agricultural Improvement & Power District Revenue, Series 2025-C, 5.25%, due <br> 1/1/2055<br>| &nbsp;&nbsp; 1061221 |
| 500000 | &nbsp;&nbsp; Sierra Vista Industrial Development Authority Revenue (American Leadership Academy Project), <br> Series 2024, 5.00%, due 6/15/2059<br>| &nbsp;&nbsp; 433861<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **1495082** |
| **Arkansas 1.1%** | **Arkansas 1.1%** | **Arkansas 1.1%** |
| 550000 | &nbsp;&nbsp; Benton Washington Regional Public Water Authority Revenue Green Bond, Series 2022, (BAM), <br> 4.00%, due 10/1/2033<br>| &nbsp;&nbsp; 572933 |
| 315000 | Russellville Water & Sewer Revenue, Series 2018, (AG), 4.00%, due 7/1/2028 | &nbsp;&nbsp; 315450 |
|  |  | &nbsp;&nbsp; **888383** |
| **District of Columbia 1.0%** | **District of Columbia 1.0%** | **District of Columbia 1.0%** |
| 775000 | District of Columbia Revenue Refunding (Gallaudet University), Series 2021-A, 5.00%, due 4/1/2051 | &nbsp;&nbsp; **771914** |
| **Florida 3.1%** | **Florida 3.1%** | **Florida 3.1%** |
| 1300000 | Miami-Dade County Water & Sewer System Revenue, Series 2025-A, 5.00%, due 10/1/2055 | &nbsp;&nbsp; 1337260 |
| 1000000 | &nbsp;&nbsp; Wildwood Utility Dependent District Revenue (Senior-South Sumter Utilities Project), Series 2021, <br> (BAM), 5.00%, due 10/1/2034<br>| &nbsp;&nbsp; 1114390 |
|  |  | &nbsp;&nbsp; **2451650** |
| **Georgia 5.4%** | **Georgia 5.4%** | **Georgia 5.4%** |
|  | Main Street Natural Gas, Inc. Gas Supply Revenue |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.00%, due 6/1/2053 Putable 6/1/2030 | &nbsp;&nbsp; 1061627 |
| 625000 | &nbsp;&nbsp;&nbsp; Series 2024-B, 5.00%, due 12/1/2054 Putable 3/1/2032 | &nbsp;&nbsp; 676127 |
| 1420000 | &nbsp;&nbsp;&nbsp; Series 2025-A, 5.00%, due 6/1/2055 Putable 6/1/2032 | &nbsp;&nbsp; 1533366 |
| 1000000 | &nbsp;&nbsp; Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue Refunding, Series 2016-B, 5.00%, due <br> 7/1/2035 Pre-Refunded 7/1/2026<br>| &nbsp;&nbsp; 1011681 |
|  |  | &nbsp;&nbsp; **4282801** |
| **Illinois 4.1%** | **Illinois 4.1%** | **Illinois 4.1%** |
|  | &nbsp;&nbsp; Cook County Community Consolidated School District No. 21 General Obligation (Wheeling School <br> Building)<br>|  |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2019-A, (AG), 4.00%, due 12/1/2035 | &nbsp;&nbsp; 1019915 |
| 880000 | &nbsp;&nbsp;&nbsp; Series 2020-A, (BAM), 5.00%, due 12/1/2030 | &nbsp;&nbsp; 941921 |
|  | Illinois State General Obligation |  |
| 670000 | &nbsp;&nbsp;&nbsp; Series 2016, 4.00%, due 1/1/2031 | &nbsp;&nbsp; 670459 |
| 600000 | &nbsp;&nbsp;&nbsp; Series 2023-B, 5.00%, due 5/1/2028 | &nbsp;&nbsp; 631652 |
|  |  | &nbsp;&nbsp; **3263947** |
| **Indiana 2.5%** | **Indiana 2.5%** | **Indiana 2.5%** |
| 500000 | Indiana Finance Authority Revenue (Indiana University Health), Series 2023-A, 5.00%, due 10/1/2053 | &nbsp;&nbsp; 509382 |
| 400000 | IPS Multi-School Building Corp. Revenue, Series 2024, (ST INTERCEPT), 5.00%, due 7/15/2039 | &nbsp;&nbsp; 442951 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Indiana – cont'd** | **Indiana – cont'd** | **Indiana – cont'd** | **Indiana – cont'd** |
| $| 1000000 | Northern Indiana Commuter Transportation District Revenue, Series 2024, 5.00%, due 1/1/2054 | &nbsp;&nbsp; $1034105 |
|  |  |  | &nbsp;&nbsp; **1986438** |
| **Iowa 1.4%** | **Iowa 1.4%** | **Iowa 1.4%** | **Iowa 1.4%** |
|  | 1000000 | &nbsp;&nbsp; Des Moines Metropolitan Wastewater Reclamation Authority Revenue, Series 2024-B, 5.00%, due <br> 6/1/2037<br>| &nbsp;&nbsp; **1111782** |
| **Kentucky 5.0%** | **Kentucky 5.0%** | **Kentucky 5.0%** | **Kentucky 5.0%** |
|  |  | Breathitt County School District Finance Corp. Revenue |  |
|  | 210000 | &nbsp;&nbsp;&nbsp; Series 2021, (ST INTERCEPT), 2.00%, due 4/1/2027 | &nbsp;&nbsp; 207395 |
|  | 835000 | &nbsp;&nbsp;&nbsp; Series 2021, (ST INTERCEPT), 2.00%, due 4/1/2029 | &nbsp;&nbsp; 802764 |
|  | 900000 | &nbsp;&nbsp; Daviess County School District Finance Corp. Revenue, Series 2021-A, (ST INTERCEPT), 2.00%, due <br> 12/1/2031<br>| &nbsp;&nbsp; 827351 |
|  | 650000 | Green County School District Finance Corp., Series 2021, (ST INTERCEPT), 2.00%, due 10/1/2026 | &nbsp;&nbsp; 645141 |
|  | 500000 | &nbsp;&nbsp; Kentucky Economic Development Finance Authority Revenue Refunding (Owensboro Health), <br> Series 2017-A, 5.00%, due 6/1/2041<br>| &nbsp;&nbsp; 502558 |
|  | 1000000 | &nbsp;&nbsp; Logan-Todd Regional Water Commission Revenue Refunding, Series 2016-A, (AG), 5.00%, due <br> 7/1/2028<br>| &nbsp;&nbsp; 1010799 |
|  |  |  | &nbsp;&nbsp; **3996008** |
| **Louisiana 4.3%** | **Louisiana 4.3%** | **Louisiana 4.3%** | **Louisiana 4.3%** |
|  | 1000000 | &nbsp;&nbsp; East Baton Rouge Parish School System General Obligation, Series 2025, (BAM), 5.00%, due <br> 3/1/2045<br>| &nbsp;&nbsp; 1042490 |
|  |  | Natchitoches Parish School District No. 9 General Obligation |  |
|  | 505000 | &nbsp;&nbsp;&nbsp; Series 2018, (AG), 5.00%, due 3/1/2027 | &nbsp;&nbsp; 517953 |
|  | 755000 | &nbsp;&nbsp;&nbsp; Series 2018, (AG), 5.00%, due 3/1/2028 | &nbsp;&nbsp; 791331 |
|  | 1000000 | &nbsp;&nbsp; Rapides Parish Consolidated School District No. 62 General Obligation, Series 2024, (BAM), 5.00%, <br> due 3/1/2043<br>| &nbsp;&nbsp; 1053782 |
|  |  |  | &nbsp;&nbsp; **3405556** |
| **Maine 0.2%** | **Maine 0.2%** | **Maine 0.2%** | **Maine 0.2%** |
|  | 207461 | Maine State Finance Authority Revenue (TimberHP Madison LLC), Series 2025, 8.50%, due 6/1/2035 | &nbsp;&nbsp; **197088**<br> <sup>#(b)(c)</sup><br>|
| **Michigan 9.4%** | **Michigan 9.4%** | **Michigan 9.4%** | **Michigan 9.4%** |
|  | 1000000 | Dearborn General Obligation (Sewer), Series 2018, 4.00%, due 4/1/2033 | &nbsp;&nbsp; 1029352 |
|  |  | Detroit General Obligation |  |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 4.00%, due 4/1/2040 | &nbsp;&nbsp; 495893 |
|  | 250000 | &nbsp;&nbsp;&nbsp; Series 2023-C, 6.00%, due 5/1/2043 | &nbsp;&nbsp; 278402 |
|  | 70000 | &nbsp;&nbsp; Fowlerville Community School District Refunding General Obligation, Series 2022, (Q-SBLF), 4.00%, <br> due 5/1/2033<br>| &nbsp;&nbsp; 75179 |
|  |  | Kent Hospital Finance Authority Revenue (Mary Free Bed Rehabilitation Hospital) |  |
|  | 105000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 5.00%, due 4/1/2028 | &nbsp;&nbsp; 109731 |
|  | 1015000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 4.00%, due 4/1/2033 | &nbsp;&nbsp; 1056755 |
|  | 500000 | Livonia Public School District General Obligation, Series 2016, (AG), 5.00%, due 5/1/2028 | &nbsp;&nbsp; 503110 |
|  | 750000 | &nbsp;&nbsp; Michigan State Housing Development Authority Revenue (Non Ace), Series 2016-B, 2.50%, due <br> 12/1/2026<br>| &nbsp;&nbsp; 748216 |
|  | 290000 | &nbsp;&nbsp; Michigan State Housing Development Authority Revenue Refunding, Series 2018-B, 3.15%, due <br> 4/1/2028<br>| &nbsp;&nbsp; 292114 |
|  | 1000000 | &nbsp;&nbsp; Michigan State Strategic Fund Ltd. Obligation Revenue (Green Bond-Recycled Board Machine Project), <br> Series 2021, 4.00%, due 10/1/2061 Putable 10/1/2026<br>| &nbsp;&nbsp; 999323 |
|  |  | Trenton Public School District General Obligation (School Building & Site) |  |
|  | 785000 | &nbsp;&nbsp;&nbsp; Series 2018-B, (Q-SBLF), 5.00%, due 5/1/2036 | &nbsp;&nbsp; 823314 |
|  | 1025000 | &nbsp;&nbsp;&nbsp; Series 2018-B, (Q-SBLF), 5.00%, due 5/1/2039 | &nbsp;&nbsp; 1064106 |
|  |  |  | &nbsp;&nbsp; **7475495** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Minnesota 2.6%** | **Minnesota 2.6%** | **Minnesota 2.6%** |
|  | Duluth Economic Development Authority Revenue Refunding (Saint Luke's Hospital of Duluth) |  |
| $310000 | &nbsp;&nbsp;&nbsp; Series 2022-A, 5.00%, due 6/15/2027 | &nbsp;&nbsp; $319969 |
| 410000 | &nbsp;&nbsp;&nbsp; Series 2022-A, 5.00%, due 6/15/2028 | &nbsp;&nbsp; 433677 |
|  | Minnesota Agricultural & Economic Development Board Revenue (HealthPartners Obligated Group) |  |
| 250000 | &nbsp;&nbsp;&nbsp; Series 2024, 5.00%, due 1/1/2036 | &nbsp;&nbsp; 282034 |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2024, 5.25%, due 1/1/2054 | &nbsp;&nbsp; 1029492 |
|  |  | &nbsp;&nbsp; **2065172** |
| **Mississippi 1.0%** | **Mississippi 1.0%** | **Mississippi 1.0%** |
| 730000 | Gulfport Revenue (Memorial Hospital At Gulfport), Series 2025, 5.00%, due 7/1/2032 | &nbsp;&nbsp; **807524** |
| **Missouri 3.4%** | **Missouri 3.4%** | **Missouri 3.4%** |
| 1000000 | &nbsp;&nbsp; Bi-State Development Agency of the Missouri-Illinois Metropolitan District Revenue Refunding <br> (Combined Lien Mass Transit Sales Tax Appropriation), Series 2019, 4.00%, due 10/1/2036<br>| &nbsp;&nbsp; 1023146 |
|  | Saint Louis School District General Obligation |  |
| 510000 | &nbsp;&nbsp;&nbsp; Series 2023, (AG), 5.00%, due 4/1/2035 | &nbsp;&nbsp; 574330 |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2023, (AG), 5.00%, due 4/1/2039 | &nbsp;&nbsp; 1097881 |
|  |  | &nbsp;&nbsp; **2695357** |
| **New Hampshire 1.6%** | **New Hampshire 1.6%** | **New Hampshire 1.6%** |
|  | New Hampshire Business Finance Authority Revenue (Pennichuck Water Works, Inc.) |  |
| 250000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.50%, due 4/1/2043 | &nbsp;&nbsp; 263146 |
| 300000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.38%, due 4/1/2049 | &nbsp;&nbsp; 302724 |
| 325000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.50%, due 4/1/2054 | &nbsp;&nbsp; 325012 |
| 400000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.63%, due 4/1/2059 | &nbsp;&nbsp; 402001 |
|  |  | &nbsp;&nbsp; **1292883** |
| **New Jersey 0.1%** | **New Jersey 0.1%** | **New Jersey 0.1%** |
| 100000 | &nbsp;&nbsp; New Jersey State Transportation Trust Fund Authority Revenue Refunding, Series 2021-A, 5.00%, due <br> 6/15/2031<br>| &nbsp;&nbsp; **112753** |
| **New Mexico 1.3%** | **New Mexico 1.3%** | **New Mexico 1.3%** |
| 1000000 | &nbsp;&nbsp; New Mexico Municipal Energy Acquisition Authority Revenue Refunding, Series 2025, 5.00%, due <br> 6/1/2054 Putable 11/1/2030<br>| &nbsp;&nbsp; **1066455** |
| **New York 7.7%** | **New York 7.7%** | **New York 7.7%** |
| 250000 | &nbsp;&nbsp; Buffalo Sewer Authority Environmental Impact Revenue (Green Bond), Series 2021, 1.75%, due <br> 6/15/2049<br>| &nbsp;&nbsp; 186553<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp; Build NYC Resource Corp. Revenue (New Dawn Charter School Project), Series 2019, 5.75%, due <br> 2/1/2049<br>| &nbsp;&nbsp; 197594<br> <sup>(a)</sup><br>|
| 300000 | &nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax Fund Revenue Refunding, (LOC: TD Bank N.A.), <br> Series 2008-A-1, 3.20%, due 11/1/2031<br>| &nbsp;&nbsp; 300000<br> <sup>(e)</sup><br>|
| 100000 | &nbsp;&nbsp; Metropolitan Transportation Authority Revenue, (LOC: Barclays Bank PLC), Series 2015-E1, 3.20%, <br> due 11/15/2050<br>| &nbsp;&nbsp; 100000<br> <sup>(e)</sup><br>|
| 400000 | &nbsp;&nbsp; Metropolitan Transportation Authority Revenue Refunding, (LOC: Barclays Bank PLC), <br> Series 2012-G-1, 3.20%, due 11/1/2032<br>| &nbsp;&nbsp; 400000<br> <sup>(e)</sup><br>|
| 150000 | &nbsp;&nbsp; Nassau County Local Economic Assistance Corp. Revenue (Catholic Health Services of Long Island <br> Obligated Group Project), Series 2014, 5.00%, due 7/1/2027<br>| &nbsp;&nbsp; 150794 |
| 1090000 | &nbsp;&nbsp; New York City Housing Development Corp. Multi-Family Housing Revenue (Sustainable Development <br> Bonds), Series 2021-F-1, (FHA), 1.25%, due 5/1/2029<br>| &nbsp;&nbsp; 1014733 |
|  | &nbsp;&nbsp; New York City Municipal Water Finance Authority Water & Sewer System Revenue Refunding (Second <br> General Resolution Revenue Bonds)<br>|  |
| 1070000 | &nbsp;&nbsp;&nbsp; Series 2023-DD, 5.25%, due 6/15/2047 | &nbsp;&nbsp; 1135708 |
| 1250000 | &nbsp;&nbsp;&nbsp; Series 2024-BB, 5.25%, due 6/15/2054 | &nbsp;&nbsp; 1305762 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **New York – cont'd** | **New York – cont'd** | **New York – cont'd** | **New York – cont'd** |
| $| 200000 | New York General Obligation, Series 2012-2, 3.20%, due 4/1/2042 | &nbsp;&nbsp; $200000<br> <sup>(e)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; New York State Dormitory Authority Revenue (Financing Program), Series 2023-A, (AG), (ST AID <br> WITHHLDG), 5.00%, due 10/1/2036<br>| &nbsp;&nbsp; 1114132 |
|  |  |  | &nbsp;&nbsp; **6105276** |
| **North Carolina 1.5%** | **North Carolina 1.5%** | **North Carolina 1.5%** | **North Carolina 1.5%** |
|  | 600000 | &nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority Revenue (Atrium Health), (LOC: JP Morgan Chase Bank <br> N.A.), Series 2018-G, 3.20%, due 1/15/2048<br>| &nbsp;&nbsp; 600000<br> <sup>(e)</sup><br>|
|  | 400000 | &nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority Revenue Refunding, (LOC: JP Morgan Chase Bank N.A.), <br> Series 2007-C, 3.20%, due 1/15/2037<br>| &nbsp;&nbsp; 400000<br> <sup>(e)</sup><br>|
|  | 175000 | Scotland County Revenue, Series 2018, 5.00%, due 12/1/2026 | &nbsp;&nbsp; 178350 |
|  |  |  | &nbsp;&nbsp; **1178350** |
| **Ohio 1.5%** | **Ohio 1.5%** | **Ohio 1.5%** | **Ohio 1.5%** |
|  | 520000 | &nbsp;&nbsp; Akron Bath Copley Joint Township Hospital District (Summa Health Systems Obligation), Series 2020, <br> 4.00%, due 11/15/2036 Pre-Refunded 11/15/2030<br>| &nbsp;&nbsp; 556891 |
|  | 400000 | &nbsp;&nbsp; Cuyahoga Metropolitan Housing Authority Revenue, Series 2021, (2045 Initiative Project), (HUD), <br> 2.00%, due 12/1/2031<br>| &nbsp;&nbsp; 367062 |
|  | 250000 | &nbsp;&nbsp; Ohio State Air Quality Development Authority Exempt Facilities Revenue (AMG Vanadium LLC), <br> Series 2019, 5.00%, due 7/1/2049<br>| &nbsp;&nbsp; 230989<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1154942** |
| **Oklahoma 3.7%** | **Oklahoma 3.7%** | **Oklahoma 3.7%** | **Oklahoma 3.7%** |
|  | 770000 | &nbsp;&nbsp; Johnston County Educational Facility Authority Lease Revenue (Tishomingo Public School Project), <br> Series 2022, 4.00%, due 9/1/2030<br>| &nbsp;&nbsp; 803697 |
|  | 650000 | &nbsp;&nbsp; Lincoln County Education Facility Authority Education Facilities Lease Revenue (Stroud Public School <br> Project), Series 2016, 5.00%, due 9/1/2027<br>| &nbsp;&nbsp; 657925 |
|  | 395000 | &nbsp;&nbsp; Oklahoma County Finance Authority Revenue (Choctaw-Nicoma Park Public Schools Project), <br> Series 2023, 5.00%, due 9/1/2032<br>| &nbsp;&nbsp; 443935 |
|  | 1000000 | &nbsp;&nbsp; Oklahoma County Finance Authority Revenue (Midwest City-Del Public Schools Project), Series 2004, <br> (BAM), 5.00%, due 10/1/2044<br>| &nbsp;&nbsp; 1057831 |
|  |  |  | &nbsp;&nbsp; **2963388** |
| **Oregon 0.8%** | **Oregon 0.8%** | **Oregon 0.8%** | **Oregon 0.8%** |
|  | 620000 | &nbsp;&nbsp; Oregon State Facilities Authority Revenue Refunding (Peacehealth), (LOC: TD Bank N.A.), <br> Series 2018-B, 3.20%, due 8/1/2034<br>| &nbsp;&nbsp; **620000**<br> <sup>(e)</sup><br>|
| **Pennsylvania 6.9%** | **Pennsylvania 6.9%** | **Pennsylvania 6.9%** | **Pennsylvania 6.9%** |
|  |  | Pennsylvania Housing Finance Agency Revenue |  |
|  | 395000 | &nbsp;&nbsp;&nbsp; Series 2025-148A, 3.30%, due 10/1/2030 | &nbsp;&nbsp; 399989 |
|  | 1065000 | &nbsp;&nbsp;&nbsp; Series 2025-148A, 3.45%, due 10/1/2031 | &nbsp;&nbsp; 1086180 |
|  | 1000000 | &nbsp;&nbsp; Pennsylvania State Housing Finance Agency Single Family Mortgage Revenue, Series 2018-127B, <br> 2.85%, due 4/1/2026<br>| &nbsp;&nbsp; 1000360 |
|  | 1250000 | &nbsp;&nbsp; Philadelphia Authority for Industrial Development Revenue (Rebuilt Project), Series 2025-A, 5.00%, <br> due 12/1/2042<br>| &nbsp;&nbsp; 1382796 |
|  | 1500000 | &nbsp;&nbsp; Redevelopment Authority of the City of Philadelphia Revenue Refunding, Series 2025-A, 5.00%, due <br> 4/15/2030<br>| &nbsp;&nbsp; 1647043 |
|  |  |  | &nbsp;&nbsp; **5516368** |
| **South Carolina 2.7%** | **South Carolina 2.7%** | **South Carolina 2.7%** | **South Carolina 2.7%** |
|  | 1000000 | Newberry Investing in Children's Education Revenue Refunding, Series 2025, 5.00%, due 12/1/2029 | &nbsp;&nbsp; 1085642 |
|  | 150000 | &nbsp;&nbsp; South Carolina Jobs Economic Development Authority Solid Waste Disposal Revenue (AMT-Green <br> Bond-Last Step Recycling LLC Project), Series 2021-A, 6.50%, due 6/1/2051<br>| &nbsp;&nbsp; 16500<br> <sup>(a)(f)</sup><br>|
|  | 175000 | &nbsp;&nbsp; South Carolina Jobs Economic Development Authority Solid Waste Disposal Revenue (Green <br> Bond-Jasper Pellets LLC Project), Series 2018-A, 7.00%, due 11/1/2038<br>| &nbsp;&nbsp; 175<br> <sup>#(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **South Carolina – cont'd** | **South Carolina – cont'd** | **South Carolina – cont'd** | **South Carolina – cont'd** |
| $| 1000000 | &nbsp;&nbsp; South Carolina State Housing Finance & Development Authority Revenue (573 Meeting Street <br> Project), Series 2024, (HUD), 3.00%, due 4/1/2043 Putable 4/1/2027<br>| &nbsp;&nbsp; $1002184 |
|  |  |  | &nbsp;&nbsp; **2104501** |
| **Tennessee 1.6%** | **Tennessee 1.6%** | **Tennessee 1.6%** | **Tennessee 1.6%** |
|  | 1000000 | &nbsp;&nbsp; Tennessee Energy Acquisition Corp. Revenue Refunding (Gas Project), Series 2023-A-1, 5.00%, due <br> 5/1/2053 Putable 5/1/2028<br>| &nbsp;&nbsp; 1036367 |
|  | 235000 | &nbsp;&nbsp; Tennessee Housing Development Agency Residential Finance Program Revenue, Series 2019, 3.25%, <br> due 7/1/2032<br>| &nbsp;&nbsp; 235780 |
|  |  |  | &nbsp;&nbsp; **1272147** |
| **Texas 12.4%** | **Texas 12.4%** | **Texas 12.4%** | **Texas 12.4%** |
|  | 1210000 | Anna Independent School District General Obligation, Series 2023, (PSF-GTD), 4.13%, due 2/15/2053 | &nbsp;&nbsp; 1130769 |
|  | 1000000 | &nbsp;&nbsp; Dallas Independent School District General Obligation, Series 2025-C, (PSF-GTD), 5.00%, due <br> 2/15/2034<br>| &nbsp;&nbsp; 1169978 |
|  | 500000 | El Paso TX Water & Sewer Revenue Refunding, Series 2025, 5.00%, due 3/1/2032 | &nbsp;&nbsp; 567624 |
|  | 1000000 | &nbsp;&nbsp; EP Tuscany Zaragosa PFC Revenue (Home Essential Function Housing Program), Series 2023, 4.00%, <br> due 12/1/2033<br>| &nbsp;&nbsp; 1007668 |
|  | 625000 | &nbsp;&nbsp; Hidalgo County Regional Mobility Authority Revenue Toll & Vehicle Registration Junior Lien Refunding, <br> Series 2022-B, 4.00%, due 12/1/2038<br>| &nbsp;&nbsp; 607545 |
|  | 100000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Baylor Scott & White <br> Health Project), (LOC: JP Morgan Chase Bank N.A.), Series 2024-A, 2.55%, due 11/15/2050<br>| &nbsp;&nbsp; 100000<br> <sup>(e)</sup><br>|
|  |  | Texas Water Development Board Revenue (Master Trust) |  |
|  | 795000 | &nbsp;&nbsp;&nbsp; Series 2020, 4.00%, due 10/15/2031 | &nbsp;&nbsp; 846488 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2022, 5.00%, due 10/15/2047 | &nbsp;&nbsp; 1041874 |
|  | 1250000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.00%, due 10/15/2058 | &nbsp;&nbsp; 1283955 |
|  | 1015000 | Weslaco General Obligation Refunding, Series 2017, (AG), 5.00%, due 8/15/2027 | &nbsp;&nbsp; 1050098 |
|  | 1000000 | &nbsp;&nbsp; Ysleta Independent School District General Obligation (School Building), Series 2017-B, (PSF-GTD), <br> 5.00%, due 8/15/2041<br>| &nbsp;&nbsp; 1006297 |
|  |  |  | &nbsp;&nbsp; **9812296** |
| **Utah 0.6%** | **Utah 0.6%** | **Utah 0.6%** | **Utah 0.6%** |
|  | 410000 | Utah Infrastructure Agency Telecommunication Revenue, Series 2024, 5.25%, due 10/15/2039 | &nbsp;&nbsp; **443006** |
| **Washington 2.0%** | **Washington 2.0%** | **Washington 2.0%** | **Washington 2.0%** |
|  | 1000000 | Discovery Clean Water Alliance Sewer Revenue, Series 2022, 5.00%, due 12/1/2037 | &nbsp;&nbsp; 1109847 |
|  | 458174 | Washington State Housing Finance Commission, Series 2021-A-1, 3.50%, due 12/20/2035 | &nbsp;&nbsp; 449326 |
|  |  |  | &nbsp;&nbsp; **1559173** |
| **West Virginia 3.5%** | **West Virginia 3.5%** | **West Virginia 3.5%** | **West Virginia 3.5%** |
|  | 500000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue (Improvement West Virginia University Health <br> System Obligated Group), Series 2018-A, 5.00%, due 6/1/2052<br>| &nbsp;&nbsp; 502027 |
|  | 500000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue (Vandalia Health Group), Series 2023-B, 6.00%, <br> due 9/1/2053<br>| &nbsp;&nbsp; 535549 |
|  | 700000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue (West Virginia University Health Systems), <br> Series 2017-A, 5.00%, due 6/1/2035<br>| &nbsp;&nbsp; 714026 |
|  | 990000 | &nbsp;&nbsp; West Virginia Water Development Authority Revenue Refunding (Loan Program), Series 2018-A-IV, <br> 5.00%, due 11/1/2036<br>| &nbsp;&nbsp; 1022139 |
|  |  |  | &nbsp;&nbsp; **2773741** |
| **Total Municipal Notes (Cost $79,197,879)** | **Total Municipal Notes (Cost $79,197,879)** | **Total Municipal Notes (Cost $79,197,879)** | &nbsp;&nbsp; **78719249** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> |
| **Materials 0.0%**<sup>‡</sup> | **Materials 0.0%**<sup>‡</sup> | **Materials 0.0%**<sup>‡</sup> |
| 40078 | TimberHP, Inc. **(Cost $0)** | &nbsp;&nbsp; **$0**<br> <sup>\*#(b)(c)</sup><br>|
| **Total Investments 99.1% (Cost $79,197,879)** | **Total Investments 99.1% (Cost $79,197,879)** | &nbsp;&nbsp; **78719249** |
| Other Assets Less Liabilities 0.9% | Other Assets Less Liabilities 0.9% | &nbsp;&nbsp; 701078 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$79420327** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;‡ Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Non-income producing security.

(a) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2026, these securities amounted to $878,944, which represents 1.1% of net assets of the Fund. 

(b) Value determined using significant unobservable inputs.

(c) Security fair valued as of January 31, 2026 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2026 amounted to $197,088, which represents 0.2% of net assets of the Fund. 

(d) Step Bond. Coupon rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future contingent upon a predetermined trigger. The interest rate shown was the current rate as of January 31, 2026. 

(e) Variable rate demand obligation where the stated interest rate is not based on a published reference rate and spread. Rather, the interest rate generally resets daily or weekly and is determined by the remarketing agent. The rate shown represents the rate in effect at January 31, 2026. 

(f) Defaulted security.

# This security is subject to restrictions on resale. Total value of all such securities at January 31, 2026 amounted to $197,263, which represents 0.2% of net assets of the Fund. Acquisition dates shown with a range, if any, represent securities that were acquired over the period shown in the table.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp; **Value as of** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2026**<br>|
| Maine State Finance Authority Revenue (TimberHP <br> Madison LLC)<br>| 6/20/2025-12/3/2025 | $109644 | $197088 | 0.2% |
| South Carolina Jobs Economic Development Authority Solid <br> Waste Disposal Revenue (Green Bond-Jasper Pellets LLC <br> Project)<br>| 12/4/2018 | 171386 | 175 | 0.0% |
| TimberHP, Inc. | 6/23/2025 |  |  | 0.0% |
| **Total** |  | **$281030** | **$197263** | **0.2%** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Impact Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Maine | $— | $— | $197088 | $197088 |
| &nbsp;&nbsp;&nbsp; Other Municipal Notes<sup>#</sup> <br>|  | 78522161 |  | 78522161 |
| Total Municipal Notes |  | 78522161 | 197088 | 78719249 |
| Common Stocks<sup>#</sup> <br>|  |  |  |  |
| **Total Investments** | **$—** | **$78522161** | **$197088** | **$78719249** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the state/territory or industry categorization.

(a) The following is a reconciliation between the beginning and ending balances of investments in which significant unobservable inputs (Level 3) were used in determining value: 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of** <br>**11/1/2025**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2026**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2026**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Municipal Notes<sup>(1)</sup> | $200 | $1 | $— | $(11)<br>| $7 | $— | $— | $— | $197 | $(11)<br>|
| Common Stocks<sup>(2)</sup> |  |  |  |  |  |  |  |  |  |  |
| **Total** | **$200** | **$1** | **$—** | **$(11)**<br>| **$7** | **$—** | **$—** | **$—** | **$197** | **$(11)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value** <br>**at** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Valuation** <br>**approach**<br>| &nbsp;&nbsp; **Significant unobservable** <br>**input(s)**<br>| &nbsp;&nbsp; **Input value/** <br>**range**<br>| &nbsp;&nbsp; **Weighted** <br>**average**<sup>(a)</sup><br>| &nbsp;&nbsp; **Impact to** <br>**valuation** <br>**from** <br>**increase** <br>**in input**<sup>(b)</sup><br>|
| Municipal Notes | $197088 | Market Approach | Discount rate | 8.3% | 8.3% | Decrease |
|  |  | Income Approach | Liquidity Discount | 5.0% | 5.0% | Decrease |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented.<br>

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 101.1%** | **Municipal Notes 101.1%** | **Municipal Notes 101.1%** |
| **Alabama 4.7%** | **Alabama 4.7%** | **Alabama 4.7%** |
| $330000 | &nbsp;&nbsp; Black Belt Energy Gas District (Alabama Gas Prepay Gas Supply Revenue Project No. 7), <br> Series 2021-C-1, 4.00%, due 10/1/2052 Putable 12/1/2026<br>| &nbsp;&nbsp; $333616 |
|  | Black Belt Energy Gas District Revenue |  |
| 135000 | &nbsp;&nbsp;&nbsp; Series 2024-B, 5.00%, due 10/1/2055 Putable 9/1/2032 | &nbsp;&nbsp; 145391 |
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2024-D, 5.00%, due 3/1/2055 Putable 11/1/2034 | &nbsp;&nbsp; 2160002 |
|  | Energy Southeast A Cooperative District Revenue |  |
| 1380000 | &nbsp;&nbsp;&nbsp; Series 2024-B, 5.25%, due 7/1/2054 Putable 6/1/2032 | &nbsp;&nbsp; 1497243 |
| 395000 | &nbsp;&nbsp;&nbsp; Series 2025-A, 5.00%, due 11/1/2035 | &nbsp;&nbsp; 424570 |
| 1000000 | &nbsp;&nbsp; Southeast Alabama Gas Supply District Revenue Refunding, Series 2024, 5.00%, due 6/1/2049 <br> Putable 5/1/2032<br>| &nbsp;&nbsp; 1070491 |
|  | Southeast Energy Authority A Cooperative District Revenue |  |
| 2135000 | &nbsp;&nbsp;&nbsp; Series 2025-E, 5.00%, due 10/1/2030 | &nbsp;&nbsp; 2317984 |
| 1240000 | &nbsp;&nbsp;&nbsp; Series 2025-H, 5.00%, due 11/1/2035 | &nbsp;&nbsp; 1337851 |
|  |  | &nbsp;&nbsp; **9287148** |
| **Arizona 0.2%** | **Arizona 0.2%** | **Arizona 0.2%** |
| 15000 | &nbsp;&nbsp; Maricopa County Industrial Development Authority Revenue Refunding (Banner Health Obligated <br> Group), Series 2016-A, 5.00%, due 1/1/2029<br>| &nbsp;&nbsp; 16092 |
| 500000 | &nbsp;&nbsp; Sierra Vista Industrial Development Authority Revenue (American Leadership Academy Project), <br> Series 2024, 5.00%, due 6/15/2059<br>| &nbsp;&nbsp; 433861<br> <sup>(a)</sup><br>|
|  |  | &nbsp;&nbsp; **449953** |
| **Arkansas 0.7%** | **Arkansas 0.7%** | **Arkansas 0.7%** |
| 700000 | Mountain Home Arkansas Sales & Use Tax Revenue, Series 2021-B, 2.00%, due 9/1/2038 | &nbsp;&nbsp; 545596 |
| 800000 | Searcy City Sales & Use Tax Revenue, Series 2024, 5.00%, due 11/1/2029 | &nbsp;&nbsp; 865265 |
|  |  | &nbsp;&nbsp; **1410861** |
| **California 4.6%** | **California 4.6%** | **California 4.6%** |
| 1000000 | &nbsp;&nbsp; California Community Choice Financing Authority Revenue (Clean Energy), Series 2024-B, 5.00%, <br> due 1/1/2055 Putable 12/1/2032<br>| &nbsp;&nbsp; 1055273 |
| 4155000 | California General Obligation Refunding, Series 2025, 3.25%, due 8/1/2031 | &nbsp;&nbsp; 4326398 |
| 1362952 | California Housing Finance Agency Municipal Certificate, Series 2019-2, 4.00%, due 3/20/2033 | &nbsp;&nbsp; 1400362 |
| 300000 | &nbsp;&nbsp; California Municipal Finance Authority Revenue (Northbay Healthcare Group), Series 2017-A, <br> 5.25%, due 11/1/2036<br>| &nbsp;&nbsp; 302116 |
| 25000 | &nbsp;&nbsp; California Statewide Communities Development Authority Revenue (Kaiser Permanente), <br> Series 2004-MR, 5.00%, due 4/1/2038 Putable 11/1/2029<br>| &nbsp;&nbsp; 27473 |
| 535000 | &nbsp;&nbsp; Contra Costa County Redevelopment Agency Successor Agency Tax Allocation Refunding, <br> Series 2017-A, (BAM), 5.00%, due 8/1/2032<br>| &nbsp;&nbsp; 556009 |
|  | Fresno Joint Power Financing Authority Lease Revenue Refunding (Master Lease Project) |  |
| 115000 | &nbsp;&nbsp;&nbsp; Series 2017-A, (AG), 5.00%, due 4/1/2027 | &nbsp;&nbsp; 118800 |
| 280000 | &nbsp;&nbsp;&nbsp; Series 2017-A, (AG), 5.00%, due 4/1/2032 | &nbsp;&nbsp; 288654 |
| 760000 | &nbsp;&nbsp; Los Angeles Department of Water & Power Revenue Refunding, Series 2024-C, 5.00%, due <br> 7/1/2037<br>| &nbsp;&nbsp; 861391 |
| 50000 | &nbsp;&nbsp; San Francisco City & County Redevelopment Agency Successor Agency Refunding (Community <br> Facilities District No. 6), Series 2023, (AG), 5.25%, due 8/1/2042<br>| &nbsp;&nbsp; 55865 |
|  |  | &nbsp;&nbsp; **8992341** |
| **Colorado 0.6%** | **Colorado 0.6%** | **Colorado 0.6%** |
| 130000 | &nbsp;&nbsp; Colorado State Certificate of Participation (Health Sciences Facilities), Series 2024-A, 5.00%, due <br> 11/1/2053<br>| &nbsp;&nbsp; 135744 |
| 360000 | &nbsp;&nbsp; Denver City & County School District No. 1 General Obligation, Series 2025-A, (ST AID WITHHLDG), <br> 5.25%, due 12/1/2041<br>| &nbsp;&nbsp; 414329 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Colorado – cont'd** | **Colorado – cont'd** | **Colorado – cont'd** | **Colorado – cont'd** |
| $| 340000 | &nbsp;&nbsp; Denver Health & Hospital Authority Healthcare Revenue Refunding, Series 2019-A, 4.00%, due <br> 12/1/2037<br>| &nbsp;&nbsp; $337000 |
|  | 250000 | Westminster Public Schools Certificate of Participation, Series 2019, (AG), 5.00%, due 12/1/2030 | &nbsp;&nbsp; 267322 |
|  |  |  | &nbsp;&nbsp; **1154395** |
| **Connecticut 1.0%** | **Connecticut 1.0%** | **Connecticut 1.0%** | **Connecticut 1.0%** |
|  | 1045000 | Connecticut State Special Tax Revenue, Series 2024-A-2, 5.00%, due 7/1/2038 | &nbsp;&nbsp; 1202984 |
|  | 600000 | Connecticut State Special Tax Revenue Refunding, Series 2024-B, 5.00%, due 7/1/2029 | &nbsp;&nbsp; 653836 |
|  |  |  | &nbsp;&nbsp; **1856820** |
| **District of Columbia 1.3%** | **District of Columbia 1.3%** | **District of Columbia 1.3%** | **District of Columbia 1.3%** |
|  | 1650000 | District of Columbia General Obligation, Series 2019-A, 5.00%, due 10/15/2036 | &nbsp;&nbsp; 1756365 |
|  | 785000 | Washington Convention & Sports Authority Revenue, Series 2021-A, 5.00%, due 10/1/2027 | &nbsp;&nbsp; 820096 |
|  |  |  | &nbsp;&nbsp; **2576461** |
| **Florida 1.8%** | **Florida 1.8%** | **Florida 1.8%** | **Florida 1.8%** |
|  | 175000 | &nbsp;&nbsp; City Of South Miami Health Facilities Authority, Inc. Revenue Refunding (Baptist Health South Florida <br> Obligated Group), Series 2017, 5.00%, due 8/15/2029<br>| &nbsp;&nbsp; 181791 |
|  | 270000 | &nbsp;&nbsp; Cityplace Community Development District Special Assessment Revenue Refunding, Series 2012, <br> 5.00%, due 5/1/2026<br>| &nbsp;&nbsp; 271214 |
|  |  | Florida Development Finance Corp. Revenue (Tampa General Hospital Project) |  |
|  | 75000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.00%, due 8/1/2028 | &nbsp;&nbsp; 79525 |
|  | 35000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.00%, due 8/1/2029 | &nbsp;&nbsp; 37839 |
|  |  | &nbsp;&nbsp; Palm Beach County Health Facilities Authority Revenue (Baptist Health South Florida Obligated <br> Group)<br>|  |
|  | 40000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 8/15/2031 | &nbsp;&nbsp; 43268 |
|  | 50000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 8/15/2034 | &nbsp;&nbsp; 53576 |
|  | 10000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 8/15/2036 | &nbsp;&nbsp; 10627 |
|  | 390000 | &nbsp;&nbsp; Village Community Development District No. 13 Special Assessment Revenue, Series 2019, 3.00%, <br> due 5/1/2029<br>| &nbsp;&nbsp; 388710 |
|  | 500000 | &nbsp;&nbsp; Village Community Development District No. 15 Special Assessment Revenue, Series 2024, 4.80%, <br> due 5/1/2055<br>| &nbsp;&nbsp; 477040<br> <sup>(a)</sup><br>|
|  | 750000 | &nbsp;&nbsp; Village Community Development District No. 16 Special Assessment Revenue, Series 2025, 5.13%, <br> due 5/1/2056<br>| &nbsp;&nbsp; 744662 |
|  |  | Wildwood Utility Dependent District Revenue (Senior-South Sumter Utilities Project) |  |
|  | 350000 | &nbsp;&nbsp;&nbsp; Series 2021, (BAM), 5.00%, due 10/1/2034 | &nbsp;&nbsp; 390037 |
|  | 300000 | &nbsp;&nbsp;&nbsp; Series 2021, (BAM), 5.00%, due 10/1/2035 | &nbsp;&nbsp; 332441 |
|  | 250000 | &nbsp;&nbsp;&nbsp; Series 2021, (BAM), 5.00%, due 10/1/2036 | &nbsp;&nbsp; 275449 |
|  | 300000 | &nbsp;&nbsp;&nbsp; Series 2021, (BAM), 5.00%, due 10/1/2037 | &nbsp;&nbsp; 328820 |
|  |  |  | &nbsp;&nbsp; **3614999** |
| **Georgia 5.4%** | **Georgia 5.4%** | **Georgia 5.4%** | **Georgia 5.4%** |
|  | 1450000 | Georgia State Revenue Refunding, Series 2023-C, 5.00%, due 1/1/2033 | &nbsp;&nbsp; 1692581 |
|  | 5065000 | &nbsp;&nbsp; Main Street Natural Gas, Inc. Gas Supply Revenue, Series 2024-B, 5.00%, due 12/1/2054 Putable <br> 3/1/2032<br>| &nbsp;&nbsp; 5479338 |
|  | 2500000 | &nbsp;&nbsp; Monroe County Development Authority PCR Revenue (Georgia Power Co. Plant-Scherer Project), <br> Series 2009, 1.00%, due 7/1/2049 Putable 8/21/2026<br>| &nbsp;&nbsp; 2468670 |
|  |  | Municipal Electric Authority of Georgia (Plant Vogtle Units 3 & 4 Project M Bonds) |  |
|  | 345000 | &nbsp;&nbsp;&nbsp; Series 2019-A, 5.00%, due 1/1/2032 | &nbsp;&nbsp; 362882 |
|  | 100000 | &nbsp;&nbsp;&nbsp; Series 2019-A, 5.00%, due 1/1/2033 | &nbsp;&nbsp; 104967 |
|  | 500000 | &nbsp;&nbsp; Savannah Georgia Convention Center Authority Revenue (Convention Center Hotel-Third Tier), <br> Series 2025-C, (AG), 5.00%, due 6/1/2058<br>| &nbsp;&nbsp; 511282 |
|  |  |  | &nbsp;&nbsp; **10619720** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Illinois 10.9%** | **Illinois 10.9%** | **Illinois 10.9%** |
| $170000 | &nbsp;&nbsp; Bureau County Township High School District No. 502 General Obligation, Series 2017-A, (BAM), <br> 5.00%, due 12/1/2033 Pre-Refunded 12/1/2027<br>| &nbsp;&nbsp; $178037 |
|  | Cook County Sales Tax Revenue Refunding |  |
| 3340000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 5.00%, due 11/15/2031 | &nbsp;&nbsp; 3709817 |
| 1415000 | &nbsp;&nbsp;&nbsp; Series 2021-A, 5.00%, due 11/15/2032 | &nbsp;&nbsp; 1567041 |
| 735000 | &nbsp;&nbsp; Illinois Finance Authority Revenue (Government Program-Brookfield Lagrange Park School District <br> No. 95 Project), Series 2018, 4.00%, due 12/1/2038<br>| &nbsp;&nbsp; 740414 |
|  | Illinois Finance Authority Revenue (Government Program-E Prairie School District No. 73 Project) |  |
| 965000 | &nbsp;&nbsp;&nbsp; Series 2018, (BAM), 5.00%, due 12/1/2029 | &nbsp;&nbsp; 1012197 |
| 35000 | &nbsp;&nbsp;&nbsp; Series 2018, (BAM), 4.00%, due 12/1/2042 | &nbsp;&nbsp; 35070 |
| 50000 | &nbsp;&nbsp; Illinois Finance Authority Revenue Refunding (Carle Foundation), Series 2021-A, 5.00%, due <br> 8/15/2033<br>| &nbsp;&nbsp; 55585 |
| 500000 | &nbsp;&nbsp; Illinois Finance Authority Revenue Refunding (Northwestern Memorial Healthcare), (LOC: Barclays <br> Bank PLC), Series 2021-C, 3.15%, due 7/15/2055<br>| &nbsp;&nbsp; 500000<br> <sup>(b)</sup><br>|
|  | &nbsp;&nbsp; Illinois State Finance Authority Revenue (Downers Grove Community High School District No. 99 <br> Project)<br>|  |
| 900000 | &nbsp;&nbsp;&nbsp; Series 2019, 4.00%, due 12/15/2030 | &nbsp;&nbsp; 931568 |
| 900000 | &nbsp;&nbsp;&nbsp; Series 2019, 4.00%, due 12/15/2031 | &nbsp;&nbsp; 926179 |
|  | Illinois State General Obligation |  |
| 3605000 | &nbsp;&nbsp;&nbsp; Series 2017-D, 5.00%, due 11/1/2027 | &nbsp;&nbsp; 3754862 |
| 2815000 | &nbsp;&nbsp;&nbsp; Series 2017-D, 5.00%, due 11/1/2028 | &nbsp;&nbsp; 2927977 |
| 800000 | &nbsp;&nbsp;&nbsp; Series 2020, 5.75%, due 5/1/2045 | &nbsp;&nbsp; 845687 |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-E, 5.00%, due 9/1/2045 | &nbsp;&nbsp; 1034509 |
|  | Peoria School District No. 150 General Obligation Refunding |  |
| 395000 | &nbsp;&nbsp;&nbsp; Series 2020-A, (AG), 4.00%, due 12/1/2026 | &nbsp;&nbsp; 399959 |
| 1795000 | &nbsp;&nbsp;&nbsp; Series 2020-A, (AG), 4.00%, due 12/1/2027 | &nbsp;&nbsp; 1819149 |
| 975000 | &nbsp;&nbsp;&nbsp; Series 2020-A, (AG), 4.00%, due 12/1/2028 | &nbsp;&nbsp; 988410 |
|  |  | &nbsp;&nbsp; **21426461** |
| **Indiana 1.4%** | **Indiana 1.4%** | **Indiana 1.4%** |
| 650000 | Fairfield School Building Corp. Revenue, Series 2021, (ST INTERCEPT), 3.00%, due 7/15/2028 | &nbsp;&nbsp; 651124 |
| 500000 | &nbsp;&nbsp; Indiana State Finance Authority Revenue Refunding (Greencroft Obligation Group), Series 2021-A, <br> 4.00%, due 11/15/2043<br>| &nbsp;&nbsp; 445390 |
| 515000 | Indiana State Municipal Power Agency Revenue Refunding, Series 2016-C, 5.00%, due 1/1/2027 | &nbsp;&nbsp; 520309 |
| 1000000 | &nbsp;&nbsp; Indianapolis Local Public Improvement Bond Bank Revenue (Convention Center Hotel), <br> Series 2023-E, 6.00%, due 3/1/2053<br>| &nbsp;&nbsp; 1039761 |
|  |  | &nbsp;&nbsp; **2656584** |
| **Iowa 1.0%** | **Iowa 1.0%** | **Iowa 1.0%** |
|  | Iowa Finance Authority Revenue |  |
| 200000 | &nbsp;&nbsp;&nbsp; (LOC: TD Bank N.A.), Series 2019-E, (FHLMC), (FNMA), (GNMA), 2.27%, due 1/1/2049 | &nbsp;&nbsp; 200000<br> <sup>(b)</sup><br>|
| 750000 | &nbsp;&nbsp;&nbsp; (LOC: TD Bank N.A.), Series 2020-E, (FHLMC), (FNMA), (GNMA), 2.27%, due 7/1/2049 | &nbsp;&nbsp; 750000<br> <sup>(b)</sup><br>|
| 1050000 | &nbsp;&nbsp; Iowa Higher Education Loan Authority Revenue (Private College Des Moines University Project), <br> Series 2020, 5.00%, due 10/1/2027<br>| &nbsp;&nbsp; 1084268 |
|  |  | &nbsp;&nbsp; **2034268** |
| **Kansas 0.8%** | **Kansas 0.8%** | **Kansas 0.8%** |
| 500000 | Garden City Revenue (Sports Of The World Bond Project), Series 2025, 5.38%, due 6/1/2039 | &nbsp;&nbsp; 508114<br> <sup>(a)</sup><br>|
| 1085000 | &nbsp;&nbsp; Wichita Sales Tax Special Obligation Revenue (River District Stadium Star Bond Project), Series 2018, <br> 5.00%, due 9/1/2027<br>| &nbsp;&nbsp; 1127735 |
|  |  | &nbsp;&nbsp; **1635849** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Kentucky 1.4%** | **Kentucky 1.4%** | **Kentucky 1.4%** |
| $1550000 | Kentucky Public Energy Authority Revenue, Series 2024-A, 5.00%, due 5/1/2055 Putable 7/1/2030 | &nbsp;&nbsp; $1641981 |
|  | Kentucky State Property & Building Commission Revenue (Project No.128) |  |
| 785000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.00%, due 11/1/2035 | &nbsp;&nbsp; 905382 |
| 120000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.50%, due 11/1/2043 | &nbsp;&nbsp; 133956 |
|  |  | &nbsp;&nbsp; **2681319** |
| **Louisiana 1.3%** | **Louisiana 1.3%** | **Louisiana 1.3%** |
|  | Louisiana Stadium & Exposition District Revenue Refunding |  |
| 50000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.00%, due 7/1/2037 | &nbsp;&nbsp; 55790 |
| 1600000 | &nbsp;&nbsp;&nbsp; Series 2023-A, 5.00%, due 7/1/2048 | &nbsp;&nbsp; 1639169 |
| 750000 | &nbsp;&nbsp; Saint John the Baptist Parish LA Revenue Refunding (Marathon Oil Corp. Project), Subseries <br> 2017-B-2, 2.38%, due 6/1/2037 Putable 7/1/2026<br>| &nbsp;&nbsp; 748513 |
|  |  | &nbsp;&nbsp; **2443472** |
| **Maryland 1.8%** | **Maryland 1.8%** | **Maryland 1.8%** |
| 1725000 | &nbsp;&nbsp; Maryland State Housing & Community Development Administration Department Revenue <br> Refunding, Series 2020-D, 1.95%, due 9/1/2035<br>| &nbsp;&nbsp; 1468888 |
| 1840000 | Montgomery County General Obligation, Series 2019-A, 5.00%, due 11/1/2029 | &nbsp;&nbsp; 2024956 |
|  |  | &nbsp;&nbsp; **3493844** |
| **Massachusetts 3.6%** | **Massachusetts 3.6%** | **Massachusetts 3.6%** |
| 1945000 | Commonwealth of Massachusetts General Obligation, Series 2024-A, 5.00%, due 1/1/2035 | &nbsp;&nbsp; 2287125 |
| 1450000 | &nbsp;&nbsp; Commonwealth of Massachusetts Transportation Fund Revenue (Rail Enhancement Program), <br> Series 2022-B, 5.00%, due 6/1/2052<br>| &nbsp;&nbsp; 1495449 |
| 1860000 | &nbsp;&nbsp; Massachusetts Bay Transportation Authority Sales Tax Revenue, Series 2023-A-1, 5.00%, due <br> 7/1/2040<br>| &nbsp;&nbsp; 2080325 |
| 1045000 | Massachusetts School Building Authority Revenue Refunding, Series 2025-B, 5.00%, due 2/15/2038 | &nbsp;&nbsp; 1271771 |
|  |  | &nbsp;&nbsp; **7134670** |
| **Michigan 2.3%** | **Michigan 2.3%** | **Michigan 2.3%** |
| 3000000 | Eastern Michigan University Revenue, (LOC: Barclays Bank PLC), Series 2025-B, 3.20%, due 3/1/2052 | &nbsp;&nbsp; 3000000<br> <sup>(b)</sup><br>|
|  | Walled Lake Consolidated School District |  |
| 690000 | &nbsp;&nbsp;&nbsp; Series 2020, (Q-SBLF), 5.00%, due 5/1/2032 | &nbsp;&nbsp; 758501 |
| 675000 | &nbsp;&nbsp;&nbsp; Series 2020, (Q-SBLF), 5.00%, due 5/1/2033 | &nbsp;&nbsp; 739599 |
|  |  | &nbsp;&nbsp; **4498100** |
| **Minnesota 0.5%** | **Minnesota 0.5%** | **Minnesota 0.5%** |
| 540000 | Minnesota State General Obligation Refunding, Series 2023-D, 5.00%, due 8/1/2031 | &nbsp;&nbsp; 615469 |
| 400000 | &nbsp;&nbsp; Saint Paul Housing & Redevelopment Authority Health Care Revenue Refunding (Fairview Health <br> Services Obligated Group), Series 2017-A, 4.00%, due 11/15/2043<br>| &nbsp;&nbsp; 370819 |
|  |  | &nbsp;&nbsp; **986288** |
| **Mississippi 1.1%** | **Mississippi 1.1%** | **Mississippi 1.1%** |
|  | Mississippi Business Finance Corp. Revenue (Chevron USA, Inc. Project) |  |
| 280000 | &nbsp;&nbsp;&nbsp; Series 2007-B, 3.40%, due 12/1/2030 | &nbsp;&nbsp; 280000<br> <sup>(b)</sup><br>|
| 1600000 | &nbsp;&nbsp;&nbsp; Series 2007-E, 3.40%, due 12/1/2030 | &nbsp;&nbsp; 1600000<br> <sup>(b)</sup><br>|
| 325000 | Mississippi State General Obligation Refunding, Series 2015-C, 5.00%, due 10/1/2026 | &nbsp;&nbsp; 326947 |
|  |  | &nbsp;&nbsp; **2206947** |
| **Missouri 0.5%** | **Missouri 0.5%** | **Missouri 0.5%** |
| 800000 | &nbsp;&nbsp; Missouri State Health & Educational Facilities Authority Revenue (Mercy Health), Series 2023, 5.50%, <br> due 12/1/2040<br>| &nbsp;&nbsp; 906609 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Missouri – cont'd** | **Missouri – cont'd** | **Missouri – cont'd** | **Missouri – cont'd** |
|  |  | &nbsp;&nbsp; Missouri State Housing Development Commission Single Family Mortgage Revenue (Non-AMT <br> Special Homeownership Loan Program)<br>|  |
| $| 90000 | &nbsp;&nbsp;&nbsp; Series 2014-A, (FHLMC), (FNMA), (GNMA), 3.80%, due 11/1/2034 | &nbsp;&nbsp; $90011 |
|  | 50000 | &nbsp;&nbsp;&nbsp; Series 2014-A, (FHLMC), (FNMA), (GNMA), 4.00%, due 11/1/2039 | &nbsp;&nbsp; 50000 |
|  |  |  | &nbsp;&nbsp; **1046620** |
| **Nebraska 1.4%** | **Nebraska 1.4%** | **Nebraska 1.4%** | **Nebraska 1.4%** |
|  | 2520000 | &nbsp;&nbsp; Central Plains Energy Project Revenue Refunding, Series 2023-A, 5.00%, due 5/1/2054 Putable <br> 11/1/2029<br>| &nbsp;&nbsp; **2674041** |
| **New Jersey 3.2%** | **New Jersey 3.2%** | **New Jersey 3.2%** | **New Jersey 3.2%** |
|  | 1500000 | &nbsp;&nbsp; New Jersey Health Care Facilities Financing Authority Contract Revenue Refunding (Hospital Asset <br> Transportation Program), Series 2017, 5.00%, due 10/1/2028<br>| &nbsp;&nbsp; 1582289 |
|  | 1130000 | &nbsp;&nbsp; New Jersey Health Care Facilities Financing Authority Revenue (Inspira Health Obligated Group), <br> Series 2017-A, 5.00%, due 7/1/2029<br>| &nbsp;&nbsp; 1167411 |
|  | 600000 | New Jersey State Transportation Trust Fund Authority, Series 2019-BB, 5.00%, due 6/15/2029 | &nbsp;&nbsp; 644519 |
|  | 1270000 | &nbsp;&nbsp; New Jersey State Transportation Trust Fund Authority Transportation Program Revenue, <br> Series 2024-CC, 5.00%, due 6/15/2031<br>| &nbsp;&nbsp; 1431963 |
|  | 565000 | &nbsp;&nbsp; New Jersey State Transportation Trust Fund Authority Transportation System Revenue Refunding, <br> Series 2019-A, 5.00%, due 12/15/2028<br>| &nbsp;&nbsp; 606246 |
|  | 750000 | Newark General Obligation, Series 2020-A, (AG), (ST AID WITHHLDG), 5.00%, due 10/1/2027 | &nbsp;&nbsp; 781064 |
|  |  |  | &nbsp;&nbsp; **6213492** |
| **New York 19.8%** | **New York 19.8%** | **New York 19.8%** | **New York 19.8%** |
|  | 140000 | &nbsp;&nbsp; Albany Capital Resource Corp. Revenue Refunding (Albany College of Pharmacy & Health Sciences), <br> Series 2014-A, 5.00%, due 12/1/2026<br>| &nbsp;&nbsp; 140170 |
|  | 410000 | &nbsp;&nbsp; Broome County Local Development Corp. Revenue (Good Shepherd Village at Endwell, Inc. Project), <br> Series 2021, 4.00%, due 7/1/2047<br>| &nbsp;&nbsp; 350767 |
|  | 100000 | &nbsp;&nbsp; Dutchess County Local Development Corp. Revenue Refunding (Culinary Institute of America <br> Project), Series 2021, 4.00%, due 7/1/2036<br>| &nbsp;&nbsp; 101739 |
|  | 635000 | Empire State Development Corp. Revenue, Series 2024-A, 5.00%, due 3/15/2038 | &nbsp;&nbsp; 732225 |
|  | 230000 | &nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax Fund Revenue Refunding, (LOC: TD Bank N.A.), <br> Series 2008-A-1, 3.20%, due 11/1/2031<br>| &nbsp;&nbsp; 230000<br> <sup>(b)</sup><br>|
|  | 825000 | &nbsp;&nbsp; Monroe County General Obligation (Public Improvement), Series 2019-A, (BAM), 4.00%, due <br> 6/1/2028<br>| &nbsp;&nbsp; 829468 |
|  | 500000 | &nbsp;&nbsp; New Paltz Central School District General Obligation, Series 2019, (ST AID WITHHLDG), 4.00%, due <br> 2/15/2029<br>| &nbsp;&nbsp; 508987 |
|  | 2375000 | &nbsp;&nbsp; New York City Housing Development Corp. Revenue, Series 2020-C, (FNMA), (HUD), 2.15%, due <br> 8/1/2035<br>| &nbsp;&nbsp; 2087772 |
|  | 2000000 | &nbsp;&nbsp; New York City Municipal Water Finance Authority Water & Sewer System Revenue (Second General <br> Resolution Revenue Bonds), Series 2026, 5.00%, due 6/15/2056<br>| &nbsp;&nbsp; 2064467<br> <sup>(c)</sup><br>|
|  |  | &nbsp;&nbsp; New York City Municipal Water Finance Authority Water & Sewer System Revenue Refunding <br> (Second General Resolution Revenue Bonds)<br>|  |
|  | 400000 | &nbsp;&nbsp;&nbsp; (LOC: JP Morgan Chase Bank N.A.), Series 2013-AA-1, 3.25%, due 6/15/2050 | &nbsp;&nbsp; 400000<br> <sup>(b)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2023-DD, 5.25%, due 6/15/2047 | &nbsp;&nbsp; 1061410 |
|  |  | New York City Transitional Finance Authority Revenue (Future Tax Secured) |  |
|  | 3730000 | &nbsp;&nbsp;&nbsp; Series 2016-A-1, 5.00%, due 5/1/2040 | &nbsp;&nbsp; 3741597 |
|  | 800000 | &nbsp;&nbsp;&nbsp; Series 2024-C, 5.00%, due 5/1/2041 | &nbsp;&nbsp; 883229 |
|  | 1525000 | &nbsp;&nbsp;&nbsp; Series 2024-C, 5.00%, due 5/1/2045 | &nbsp;&nbsp; 1617552 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2025-E, 5.00%, due 11/1/2036 | &nbsp;&nbsp; 578515 |
|  | 1830000 | &nbsp;&nbsp;&nbsp; Subseries 2016-A-1, 4.00%, due 5/1/2031 | &nbsp;&nbsp; 1835124 |
|  | 345000 | &nbsp;&nbsp; New York City Transitional Finance Authority Revenue Refunding (Future Tax Secured), <br> Series 2025-F-1, 5.00%, due 11/1/2038<br>| &nbsp;&nbsp; 393543 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **New York – cont'd** | **New York – cont'd** | **New York – cont'd** | **New York – cont'd** |
|  |  | New York City Trust for Cultural Resource Revenue Refunding (Carnegie Hall) |  |
| $| 160000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 12/1/2037 | &nbsp;&nbsp; $171292 |
|  | 765000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 12/1/2038 | &nbsp;&nbsp; 816352 |
|  | 370000 | &nbsp;&nbsp;&nbsp; Series 2019, 5.00%, due 12/1/2039 | &nbsp;&nbsp; 393491 |
|  |  | New York General Obligation |  |
|  | 90000 | &nbsp;&nbsp;&nbsp; Series 2018 E-1, 5.00%, due 3/1/2031 | &nbsp;&nbsp; 94668 |
|  | 300000 | &nbsp;&nbsp;&nbsp; Series 2019-B-3, 3.20%, due 10/1/2046 | &nbsp;&nbsp; 300000<br> <sup>(b)</sup><br>|
|  | 1900000 | &nbsp;&nbsp;&nbsp; Series 2024-C1, 5.00%, due 9/1/2047 | &nbsp;&nbsp; 1966035 |
|  | 250000 | &nbsp;&nbsp;&nbsp; Subseries 2018-F-1, 5.00%, due 4/1/2034 | &nbsp;&nbsp; 262291 |
|  | 3900000 | New York General Obligation Refunding, Series 2011-D, 5.00%, due 10/1/2038 | &nbsp;&nbsp; 4434274 |
|  | 150000 | &nbsp;&nbsp; New York Liberty Development Corp. Revenue Refunding Green Bonds (4 World Trade Center <br> Project), Series 2021-A, 2.50%, due 11/15/2036<br>| &nbsp;&nbsp; 132814 |
|  |  | New York State Dormitory Authority Revenue Refunding |  |
|  | 1275000 | &nbsp;&nbsp;&nbsp; Series 2024-A, 5.00%, due 3/15/2035 | &nbsp;&nbsp; 1492855 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2025-A, 5.00%, due 3/15/2041 | &nbsp;&nbsp; 568130 |
|  | 750000 | &nbsp;&nbsp;&nbsp; Series 2025-C, 5.00%, due 3/15/2034 | &nbsp;&nbsp; 889310 |
|  | 1300000 | &nbsp;&nbsp;&nbsp; Series 2025-C, 5.00%, due 3/15/2039 | &nbsp;&nbsp; 1501484 |
|  | 1975000 | New York State Thruway Authority Revenue Refunding, Series 2026-A, 5.00%, due 1/1/2045 | &nbsp;&nbsp; 2136792 |
|  | 1000000 | &nbsp;&nbsp; New York State Transportation Development Corp. Special Facility Revenue Refunding (JFK <br> International Airport Terminal 4 Project), Series 2020-C, 5.00%, due 12/1/2038<br>| &nbsp;&nbsp; 1069493 |
|  | 300000 | Oneida Indian Nation of New York Revenue, Series 2024-B, 6.00%, due 9/1/2043 | &nbsp;&nbsp; 324192<br> <sup>(a)</sup><br>|
|  | 320000 | Onondaga Civic Development Corp. (Le Moyne Collage Project), Series 2021, 5.00%, due 7/1/2034 | &nbsp;&nbsp; 341963 |
|  |  | Onondaga Civic Development Corp. Refunding (Le Moyne Collage Project) |  |
|  | 300000 | &nbsp;&nbsp;&nbsp; Series 2022, 4.00%, due 7/1/2034 | &nbsp;&nbsp; 305951 |
|  | 150000 | &nbsp;&nbsp;&nbsp; Series 2022, 4.00%, due 7/1/2036 | &nbsp;&nbsp; 150921 |
|  | 350000 | &nbsp;&nbsp;&nbsp; Series 2022, 4.00%, due 7/1/2039 | &nbsp;&nbsp; 343356 |
|  | 350000 | &nbsp;&nbsp;&nbsp; Series 2022, 4.00%, due 7/1/2042 | &nbsp;&nbsp; 323882 |
|  | 815000 | &nbsp;&nbsp; Port Authority New York & New Jersey Consolidated Bonds Revenue Refunding (Two Hundred And <br> Fifty), Series 2025-250, 5.00%, due 10/15/2032<br>| &nbsp;&nbsp; 950811 |
|  | 1000000 | &nbsp;&nbsp; Schenectady County Capital Resource Corp. Revenue (One Broadway Center Project), Series 2025-A, <br> 5.25%, due 1/1/2050<br>| &nbsp;&nbsp; 1048742 |
|  |  | Triborough Bridge & Tunnel Authority Revenue |  |
|  | 100000 | &nbsp;&nbsp;&nbsp; (LOC: U.S. Bank N.A.), Series 2003-B-1, 3.25%, due 1/1/2033 | &nbsp;&nbsp; 100000<br> <sup>(b)</sup><br>|
|  | 210000 | &nbsp;&nbsp;&nbsp; Series 2025-A, 5.50%, due 12/1/2059 | &nbsp;&nbsp; 223119 |
|  | 500000 | &nbsp;&nbsp; Westchester County Local Development Corp. Revenue Refunding (Kendal on Hudson Project), <br> Series 2022-B, 5.00%, due 1/1/2041<br>| &nbsp;&nbsp; 520425 |
|  | 450000 | &nbsp;&nbsp; Yonkers Economic Development Corp. Education Revenue (Charter School of Education Excellence <br> Project), Series 2019-A, 5.00%, due 10/15/2049<br>| &nbsp;&nbsp; 410225 |
|  |  |  | &nbsp;&nbsp; **38829433** |
| **North Carolina 1.3%** | **North Carolina 1.3%** | **North Carolina 1.3%** | **North Carolina 1.3%** |
|  | 400000 | &nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority Revenue (Atrium Health), (LOC: JP Morgan Chase Bank <br> N.A.), Series 2018-G, 3.20%, due 1/15/2048<br>| &nbsp;&nbsp; 400000<br> <sup>(b)</sup><br>|
|  | 1000000 | Mecklenburg County Obligation Refunding, Series 2025-A, 5.00%, due 2/1/2037 | &nbsp;&nbsp; 1170872 |
|  | 800000 | North Carolina State General Obligation, Series 2025-C, 5.00%, due 6/1/2032 | &nbsp;&nbsp; 924573 |
|  |  |  | &nbsp;&nbsp; **2495445** |
| **Ohio 1.9%** | **Ohio 1.9%** | **Ohio 1.9%** | **Ohio 1.9%** |
|  |  | Allen County Hospital Facilities Revenue Refunding (Bon Secours Mercy Health) |  |
|  | 10000 | &nbsp;&nbsp;&nbsp; Series 2017-A, 5.00%, due 8/1/2027 | &nbsp;&nbsp; 10375 |
|  | 10000 | &nbsp;&nbsp;&nbsp; Series 2017-A, 5.00%, due 8/1/2029 | &nbsp;&nbsp; 10494 |
|  | 45000 | &nbsp;&nbsp;&nbsp; Series 2020-A, 5.00%, due 12/1/2027 | &nbsp;&nbsp; 46926 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Ohio – cont'd** | **Ohio – cont'd** | **Ohio – cont'd** | **Ohio – cont'd** |
| $| 3110000 | &nbsp;&nbsp; Buckeye Tobacco Settlement Finance Authority Asset-Backed Senior Revenue Refunding, <br> Series 2020-B-2, 5.00%, due 6/1/2055<br>| &nbsp;&nbsp; $2557745 |
|  | 1000000 | &nbsp;&nbsp; Ohio State Air Quality Development Authority Revenue (American Electric Power Co. Project), <br> Series 2014-A, 2.40%, due 12/1/2038 Putable 10/1/2029<br>| &nbsp;&nbsp; 960070 |
|  |  | Ohio State Revenue Refunding (Cleveland Clinic Health System Obligated Group) |  |
|  | 15000 | &nbsp;&nbsp;&nbsp; Series 2017-A, 5.00%, due 1/1/2027 | &nbsp;&nbsp; 15364 |
|  | 20000 | &nbsp;&nbsp;&nbsp; Series 2017-A, 5.00%, due 1/1/2032 | &nbsp;&nbsp; 20897 |
|  | 20000 | &nbsp;&nbsp;&nbsp; Series 2021-B, 5.00%, due 1/1/2034 | &nbsp;&nbsp; 22501 |
|  |  |  | &nbsp;&nbsp; **3644372** |
| **Oklahoma 1.7%** | **Oklahoma 1.7%** | **Oklahoma 1.7%** | **Oklahoma 1.7%** |
|  | 1620000 | &nbsp;&nbsp; Canadian County Educational Facilities Authority Revenue (Piedmont Public Schools Project), <br> Series 2024, 4.00%, due 8/15/2032<br>| &nbsp;&nbsp; 1706932 |
|  | 1565000 | &nbsp;&nbsp; Weatherford Industrial Trust Education Facility Lease Revenue (Weatherford Public School Project), <br> Series 2019, 5.00%, due 3/1/2033<br>| &nbsp;&nbsp; 1659582 |
|  |  |  | &nbsp;&nbsp; **3366514** |
| **Oregon 0.2%** | **Oregon 0.2%** | **Oregon 0.2%** | **Oregon 0.2%** |
|  | 380000 | &nbsp;&nbsp; Oregon State Facilities Authority Revenue Refunding (Peacehealth), (LOC: TD Bank N.A.), <br> Series 2018-B, 3.20%, due 8/1/2034<br>| &nbsp;&nbsp; **380000**<br> <sup>(b)</sup><br>|
| **Pennsylvania 7.9%** | **Pennsylvania 7.9%** | **Pennsylvania 7.9%** | **Pennsylvania 7.9%** |
|  | 85000 | &nbsp;&nbsp; Bethlehem Area School District Refunding General Obligation, Series 2020-A, (AG), (ST AID <br> WITHHLDG), 5.00%, due 1/15/2030<br>| &nbsp;&nbsp; 93735 |
|  | 910000 | &nbsp;&nbsp; Geisinger Authority Revenue Refunding (Geisinger Health Systems Obligated Group), Series 2020-A, <br> 5.00%, due 4/1/2050<br>| &nbsp;&nbsp; 919585 |
|  |  | Lackawanna County Industrial Development Authority Revenue Refunding (University of Scranton) |  |
|  | 940000 | &nbsp;&nbsp;&nbsp; Series 2017, 5.00%, due 11/1/2028 | &nbsp;&nbsp; 974684 |
|  | 565000 | &nbsp;&nbsp;&nbsp; Series 2017, 5.00%, due 11/1/2029 | &nbsp;&nbsp; 585847 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2017, 5.00%, due 11/1/2030 | &nbsp;&nbsp; 518442 |
|  |  | Luzerne County General Obligation Refunding |  |
|  | 150000 | &nbsp;&nbsp;&nbsp; Series 2017-A, (AG), 5.00%, due 12/15/2027 | &nbsp;&nbsp; 157052 |
|  | 70000 | &nbsp;&nbsp;&nbsp; Series 2017-B, (AG), 5.00%, due 12/15/2026 | &nbsp;&nbsp; 71543 |
|  | 3420000 | &nbsp;&nbsp; Pennsylvania State Turnpike Commission Oil Franchise Tax Revenue Refunding, Series 2021-B, <br> 5.00%, due 12/1/2046<br>| &nbsp;&nbsp; 3546114 |
|  | 580000 | &nbsp;&nbsp; Pennsylvania State Turnpike Commission Turnpike Revenue, Subseries 2019-A, 5.00%, due <br> 12/1/2033<br>| &nbsp;&nbsp; 630367 |
|  | 5040000 | &nbsp;&nbsp; Philadelphia Authority for Industrial Development Revenue (Rebuilt Project), Series 2025-A, 5.00%, <br> due 12/1/2031<br>| &nbsp;&nbsp; 5706906 |
|  | 500000 | &nbsp;&nbsp; Philadelphia Energy Authority Revenue (Philadelphia Street Lighting Project), Series 2023-A, 5.00%, <br> due 11/1/2034<br>| &nbsp;&nbsp; 578376 |
|  | 1000000 | Philadelphia Gas Works Co. Revenue, Series 2024-A, (AG), 5.25%, due 8/1/2054 | &nbsp;&nbsp; 1047023 |
|  | 545000 | &nbsp;&nbsp; Philadelphia School District General Obligation, Series 2018-A, (ST AID WITHHLDG), 5.00%, due <br> 9/1/2028<br>| &nbsp;&nbsp; 579329 |
|  |  |  | &nbsp;&nbsp; **15409003** |
| **Rhode Island 0.5%** | **Rhode Island 0.5%** | **Rhode Island 0.5%** | **Rhode Island 0.5%** |
|  | 595000 | &nbsp;&nbsp; Providence Public Building Authority Revenue (Capital Improvement Program), Series 2024-A, (AG), <br> 5.00%, due 9/15/2039<br>| &nbsp;&nbsp; 663043 |
|  | 330000 | &nbsp;&nbsp; Rhode Island Health and Educational Building Corp. Revenue (Lifespan Obligation Group), <br> Series 2024, 5.25%, due 5/15/2049<br>| &nbsp;&nbsp; 334277 |
|  |  |  | &nbsp;&nbsp; **997320** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **South Carolina 0.8%** | **South Carolina 0.8%** | **South Carolina 0.8%** |
| $5000 | &nbsp;&nbsp; Lexington County Health Services District, Inc. Revenue Refunding (Lexmed Obligated Group), <br> Series 2017, 5.00%, due 11/1/2029<br>| &nbsp;&nbsp; $5210 |
| 1860000 | &nbsp;&nbsp; South Carolina State Housing Finance & Development Authority Mortgage Revenue, Series 2021-A, <br> 1.85%, due 7/1/2036<br>| &nbsp;&nbsp; 1531756 |
|  |  | &nbsp;&nbsp; **1536966** |
| **Tennessee 0.7%** | **Tennessee 0.7%** | **Tennessee 0.7%** |
| 1230000 | &nbsp;&nbsp; Tennessee Housing Development Agency Residential Finance Program Revenue, Series 2019-2, <br> 3.00%, due 7/1/2039<br>| &nbsp;&nbsp; 1125819 |
| 265000 | Williamson County General Obligation, Series 2024, 5.00%, due 4/1/2033 | &nbsp;&nbsp; 309614 |
|  |  | &nbsp;&nbsp; **1435433** |
| **Texas 5.9%** | **Texas 5.9%** | **Texas 5.9%** |
| 590000 | &nbsp;&nbsp; Central Texas Regional Mobility Authority Senior Lien Revenue Refunding, Series 2020-A, 5.00%, <br> due 1/1/2027<br>| &nbsp;&nbsp; 604307 |
| 450000 | &nbsp;&nbsp; East Montgomery County Improvement District Sales Tax Revenue, Series 2024, (AG), 5.00%, due <br> 8/15/2031<br>| &nbsp;&nbsp; 504636 |
| 380000 | &nbsp;&nbsp; EP Essential Housing WF PFC Revenue (Home Essential Function Housing Program), Series 2024, <br> 4.25%, due 12/1/2034<br>| &nbsp;&nbsp; 388284 |
| 975000 | &nbsp;&nbsp; Harris County Improvement District No. 18 General Obligation, Series 2024-A, (BAM), 4.00%, due <br> 9/1/2035<br>| &nbsp;&nbsp; 1002330 |
|  | Harris County Municipal Utility District No. 489 General Obligation |  |
| 900000 | &nbsp;&nbsp;&nbsp; Series 2023, (AG), 4.00%, due 9/1/2036 | &nbsp;&nbsp; 921809 |
| 195000 | &nbsp;&nbsp;&nbsp; Series 2023, (AG), 4.00%, due 9/1/2037 | &nbsp;&nbsp; 198958 |
| 250000 | Hidalgo County Regional Mobility Authority Revenue, Series 2022-B, 4.00%, due 12/1/2041 | &nbsp;&nbsp; 232658 |
| 70000 | &nbsp;&nbsp; Irving Independent School District General Obligation, Series 2023, (PSF-GTD), 5.00%, due <br> 2/15/2043<br>| &nbsp;&nbsp; 74760 |
| 400000 | &nbsp;&nbsp; Killeen Independent School District General Obligation, Series 2018, (PSF-GTD), 5.00%, due <br> 2/15/2037<br>| &nbsp;&nbsp; 415282 |
| 250000 | &nbsp;&nbsp; La Joya Independent School District Refunding General Obligation, Series 2013, (PSF-GTD), 5.00%, <br> due 2/15/2033<br>| &nbsp;&nbsp; 262144 |
| 835000 | &nbsp;&nbsp; McGregor Independent School District General Obligation, Series 2024, (PSF-GTD), 5.00%, due <br> 2/15/2040<br>| &nbsp;&nbsp; 928956 |
| 345000 | &nbsp;&nbsp; Montgomery County Municipal Utility District No. 99 General Obligation, Series 2025, (AG), 6.50%, <br> due 9/1/2027<br>| &nbsp;&nbsp; 364503 |
| 500000 | &nbsp;&nbsp; New Hope Cultural Education Facilities Finance Corp. Revenue Refunding (Brazos Presbyterian <br> Homes, Inc. Project), Series 2025, 5.38%, due 1/1/2060<br>| &nbsp;&nbsp; 492239 |
| 700000 | &nbsp;&nbsp; North East Texas Regional Mobility Authority Revenue Refunding, Series 2025-B, 5.25%, due <br> 1/1/2046<br>| &nbsp;&nbsp; 731469 |
| 850000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Baylor Health Care <br> System Project), (LOC: TD Bank N.A.), Series 2011-C, 2.60%, due 11/15/2050<br>| &nbsp;&nbsp; 850000<br> <sup>(b)</sup><br>|
| 1850000 | &nbsp;&nbsp; Tarrant County Cultural Education Facilities Finance Corp. Revenue Refunding (Baylor Scott & White <br> Health Project), (LOC: JP Morgan Chase Bank N.A.), Series 2024-A, 2.55%, due 11/15/2050<br>| &nbsp;&nbsp; 1850000<br> <sup>(b)</sup><br>|
| 1730000 | Texas Water Development Board Revenue (Master Trust), Series 2022, 5.00%, due 10/15/2047 | &nbsp;&nbsp; 1802442 |
|  |  | &nbsp;&nbsp; **11624777** |
| **Utah 2.1%** | **Utah 2.1%** | **Utah 2.1%** |
|  | Midvale Redevelopment Agency Tax Increment & Sales Tax Revenue |  |
| 660000 | &nbsp;&nbsp;&nbsp; Series 2018, 5.00%, due 5/1/2032 | &nbsp;&nbsp; 695245 |
| 380000 | &nbsp;&nbsp;&nbsp; Series 2018, 5.00%, due 5/1/2034 | &nbsp;&nbsp; 399016 |
| 200000 | Utah Infrastructure Agency Telecommunication Revenue, Series 2019-A, 4.00%, due 10/15/2036 | &nbsp;&nbsp; 199607 |
| 2005000 | &nbsp;&nbsp; Utah State Transit Authority Sales Tax Revenue Refunding, Series 2007-A, (NPFG), 5.00%, due <br> 6/15/2031<br>| &nbsp;&nbsp; 2221495 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Utah – cont'd** | **Utah – cont'd** | **Utah – cont'd** | **Utah – cont'd** |
| $| 495000 | &nbsp;&nbsp; Weber County Special Assessment (Summit Mountain Assessment Area), Series 2013, 5.50%, due <br> 1/15/2028<br>| &nbsp;&nbsp; $496197 |
|  |  |  | &nbsp;&nbsp; **4011560** |
| **Virginia 1.0%** | **Virginia 1.0%** | **Virginia 1.0%** | **Virginia 1.0%** |
|  | 1515000 | Virginia Public School Authority Revenue, Series 2024, 5.00%, due 10/1/2035 | &nbsp;&nbsp; 1755635 |
|  | 265000 | &nbsp;&nbsp; Virginia Small Business Financing Authority Revenue (Bon Secours Mercy Health, Inc.), Series 2022-A, <br> 5.00%, due 10/1/2041<br>| &nbsp;&nbsp; 286819 |
|  |  |  | &nbsp;&nbsp; **2042454** |
| **Washington 3.7%** | **Washington 3.7%** | **Washington 3.7%** | **Washington 3.7%** |
|  | 85000 | &nbsp;&nbsp; North Thurston Public Schools General Obligation, Series 2016, (SCH BD GTY), 4.00%, due <br> 12/1/2028<br>| &nbsp;&nbsp; 85481 |
|  | 2000000 | Washington General Obligation, Series 2025-A, 5.00%, due 8/1/2039 | &nbsp;&nbsp; 2301072 |
|  |  | Washington State General Obligation |  |
|  | 1050000 | &nbsp;&nbsp;&nbsp; Series 2022-C, 5.00%, due 2/1/2037 | &nbsp;&nbsp; 1170274 |
|  | 2300000 | &nbsp;&nbsp;&nbsp; Series 2024-C, 5.00%, due 2/1/2046 | &nbsp;&nbsp; 2433026 |
|  | 500000 | &nbsp;&nbsp; Washington State Housing Finance Commission Revenue Refunding (Horizon House Project), <br> Series 2025-A, 6.25%, due 1/1/2056<br>| &nbsp;&nbsp; 501246 |
|  | 800000 | &nbsp;&nbsp; Whitman County School District No. 267 Pullman General Obligation, Series 2016, (SCH BD GTY), <br> 4.00%, due 12/1/2029<br>| &nbsp;&nbsp; 804515 |
|  |  |  | &nbsp;&nbsp; **7295614** |
| **West Virginia 1.5%** | **West Virginia 1.5%** | **West Virginia 1.5%** | **West Virginia 1.5%** |
|  | 1210000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue (University Health System Obligated Group), <br> Series 2023-A, 5.00%, due 6/1/2043<br>| &nbsp;&nbsp; 1269415 |
|  | 1500000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue (Vandalia Health Group), Series 2023-B, (AG), <br> 5.38%, due 9/1/2053<br>| &nbsp;&nbsp; 1572999 |
|  | 30000 | &nbsp;&nbsp; West Virginia Hospital Finance Authority Revenue Refunding (West Virgina United Health System <br> Obligated Group), Series 2016-A, 4.00%, due 6/1/2029<br>| &nbsp;&nbsp; 30112 |
|  |  |  | &nbsp;&nbsp; **2872526** |
| **Wisconsin 0.6%** | **Wisconsin 0.6%** | **Wisconsin 0.6%** | **Wisconsin 0.6%** |
|  | 500000 | &nbsp;&nbsp; Public Finance Authority Hospital Revenue (Carson Valley Medical Center), Series 2021-A, 4.00%, <br> due 12/1/2051<br>| &nbsp;&nbsp; 406638<br> <sup>(a)</sup><br>|
|  | 387000 | Public Finance Authority Revenue (Signorelli Project), Series 2024, 5.38%, due 12/15/2032 | &nbsp;&nbsp; 386976<br> <sup>(a)</sup><br>|
|  | 500000 | &nbsp;&nbsp; Public Finance Authority Senior Revenue (Wonderful Foundations Charter School Portfolio Project), <br> Series 2020-A-1, 5.00%, due 1/1/2055<br>| &nbsp;&nbsp; 426501<br> <sup>(a)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1220115** |
| **Total Investments 101.1% (Cost $198,461,504)** | **Total Investments 101.1% (Cost $198,461,504)** | **Total Investments 101.1% (Cost $198,461,504)** | &nbsp;&nbsp; **198256185** |
| Liabilities Less Other Assets (1.1)% | Liabilities Less Other Assets (1.1)% | Liabilities Less Other Assets (1.1)% | &nbsp;&nbsp; (2122988)<br>|
| **Net Assets 100.0%** | **Net Assets 100.0%** | **Net Assets 100.0%** | &nbsp;&nbsp; **$196133197** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended,
 or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from
 registration, may only be sold to qualified institutional investors or may have other restrictions on resale.
 At January 31, 2026, these securities amounted to $2,963,322, which represents 1.5% of net assets of the
 Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate demand obligation where the stated interest rate is not based on a published
 reference rate and spread. Rather, the interest rate generally resets daily or weekly and is determined
 by the remarketing agent. The rate shown represents the rate in effect at January 31, 2026.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate Bond Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(c) When-issued security. Total value of all such securities at January 31, 2026 amounted
 to $2,064,467, which represents 1.1% of net assets of the Fund.

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes<sup>#</sup> <br>| $— | $198256185 | $— | $198256185 |
| **Total Investments** | **$—** | **$198256185** | **$—** | **$198256185** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the state/territory categorization.

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **U.S. Treasury Obligations 2.9%** | **U.S. Treasury Obligations 2.9%** | **U.S. Treasury Obligations 2.9%** |
| $14180000 | U.S. Treasury Bills, 3.48%, due 7/9/2026 | &nbsp;&nbsp; $13961703<br> <sup>(b)</sup><br>|
|  | U.S. Treasury Bonds |  |
| 3045000 | &nbsp;&nbsp;&nbsp; 3.88%, due 8/15/2040 - 2/15/2043 | &nbsp;&nbsp; 2779379 |
| 2475000 | &nbsp;&nbsp;&nbsp; 2.00%, due 11/15/2041 - 8/15/2051 | &nbsp;&nbsp; 1603293 |
| 1200000 | &nbsp;&nbsp;&nbsp; 3.38%, due 8/15/2042 | &nbsp;&nbsp; 1010906 |
| 1195000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2042 | &nbsp;&nbsp; 1090624 |
| 3480000 | &nbsp;&nbsp;&nbsp; 3.63%, due 8/15/2043 - 2/15/2053 | &nbsp;&nbsp; 2868335 |
| 1120000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/15/2044 | &nbsp;&nbsp; 1079619 |
| 2685000 | &nbsp;&nbsp;&nbsp; 4.63%, due 5/15/2044 - 11/15/2044 | &nbsp;&nbsp; 2621480 |
| 1150000 | &nbsp;&nbsp;&nbsp; 4.13%, due 8/15/2044 | &nbsp;&nbsp; 1051621 |
| 1375000 | &nbsp;&nbsp;&nbsp; 2.25%, due 8/15/2046 - 8/15/2049 | &nbsp;&nbsp; 887339 |
| 1065000 | &nbsp;&nbsp;&nbsp; 1.63%, due 11/15/2050 | &nbsp;&nbsp; 557087 |
| 390000 | &nbsp;&nbsp;&nbsp; 1.88%, due 2/15/2051 | &nbsp;&nbsp; 217242 |
| 985000 | &nbsp;&nbsp;&nbsp; 2.38%, due 5/15/2051 | &nbsp;&nbsp; 618395 |
| 345000 | &nbsp;&nbsp;&nbsp; 2.88%, due 5/15/2052 | &nbsp;&nbsp; 240018 |
| 3375000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/15/2054 | &nbsp;&nbsp; 3036050 |
| 1225000 | &nbsp;&nbsp;&nbsp; 4.75%, due 5/15/2055 - 8/15/2055 | &nbsp;&nbsp; 1197649 |
|  | U.S. Treasury Inflation-Indexed Bonds |  |
| 3727924 | &nbsp;&nbsp;&nbsp; 3.63%, due 4/15/2028 | &nbsp;&nbsp; 3938864<br> <sup>(c)</sup><br>|
| 1977943 | &nbsp;&nbsp;&nbsp; 2.50%, due 1/15/2029 | &nbsp;&nbsp; 2060223<br> <sup>(c)</sup><br>|
| 2040937 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/15/2029 | &nbsp;&nbsp; 2216069<br> <sup>(c)</sup><br>|
| 4492723 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/15/2032 | &nbsp;&nbsp; 4998868<br> <sup>(c)</sup><br>|
| 3208004 | &nbsp;&nbsp;&nbsp; 1.00%, due 2/15/2046 - 2/15/2049 | &nbsp;&nbsp; 2354025<br> <sup>(c)</sup><br>|
| 2470973 | &nbsp;&nbsp;&nbsp; 0.88%, due 2/15/2047 | &nbsp;&nbsp; 1780384<br> <sup>(c)</sup><br>|
| 1494155 | &nbsp;&nbsp;&nbsp; 0.25%, due 2/15/2050 | &nbsp;&nbsp; 859030<br> <sup>(c)</sup><br>|
| 6893913 | &nbsp;&nbsp;&nbsp; 0.13%, due 2/15/2051 - 2/15/2052 | &nbsp;&nbsp; 3676385<br> <sup>(c)</sup><br>|
| 2868146 | &nbsp;&nbsp;&nbsp; 1.50%, due 2/15/2053 | &nbsp;&nbsp; 2230949<br> <sup>(c)</sup><br>|
| 1436514 | &nbsp;&nbsp;&nbsp; 2.13%, due 2/15/2054 | &nbsp;&nbsp; 1287548<br> <sup>(c)</sup><br>|
| 683102 | &nbsp;&nbsp;&nbsp; 2.38%, due 2/15/2055 | &nbsp;&nbsp; 647071<br> <sup>(c)</sup><br>|
|  | U.S. Treasury Inflation-Indexed Notes |  |
| 700 | &nbsp;&nbsp;&nbsp; 0.38%, due 1/15/2027 | &nbsp;&nbsp; 697<br> <sup>(c)</sup><br>|
| 28148779 | &nbsp;&nbsp;&nbsp; 0.13%, due 4/15/2027 - 1/15/2032 | &nbsp;&nbsp; 26898122<br> <sup>(c)</sup><br>|
| 7565250 | &nbsp;&nbsp;&nbsp; 1.25%, due 4/15/2028 | &nbsp;&nbsp; 7602359<br> <sup>(c)</sup><br>|
| 5122482 | &nbsp;&nbsp;&nbsp; 0.88%, due 1/15/2029 | &nbsp;&nbsp; 5095199<br> <sup>(c)</sup><br>|
| 21565197 | &nbsp;&nbsp;&nbsp; 2.13%, due 4/15/2029 - 1/15/2035 | &nbsp;&nbsp; 22150772<br> <sup>(c)</sup><br>|
| 1554002 | &nbsp;&nbsp;&nbsp; 1.63%, due 4/15/2030 | &nbsp;&nbsp; 1577305<br> <sup>(c)</sup><br>|
| 7340808 | &nbsp;&nbsp;&nbsp; 1.13%, due 10/15/2030 - 1/15/2033 | &nbsp;&nbsp; 7152384<br> <sup>(c)</sup><br>|
| 1355560 | &nbsp;&nbsp;&nbsp; 1.38%, due 7/15/2033 | &nbsp;&nbsp; 1333145<br> <sup>(c)</sup><br>|
| 4323778 | &nbsp;&nbsp;&nbsp; 1.75%, due 1/15/2034 | &nbsp;&nbsp; 4332809<br> <sup>(c)</sup><br>|
| 6299174 | &nbsp;&nbsp;&nbsp; 1.88%, due 7/15/2035 - 1/15/2036 | &nbsp;&nbsp; 6277942<br> <sup>(c)</sup><br>|
|  | U.S. Treasury Notes |  |
| 6695000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/15/2027 - 11/15/2033 | &nbsp;&nbsp; 6806835 |
| 5755000 | &nbsp;&nbsp;&nbsp; 0.50%, due 5/31/2027 | &nbsp;&nbsp; 5531095 |
| 7670000 | &nbsp;&nbsp;&nbsp; 2.75%, due 7/31/2027 - 5/31/2029 | &nbsp;&nbsp; 7532612 |
| 4755000 | &nbsp;&nbsp;&nbsp; 0.38%, due 7/31/2027 | &nbsp;&nbsp; 4538425 |
| 12135000 | &nbsp;&nbsp;&nbsp; 3.50%, due 1/31/2028 - 9/30/2029 | &nbsp;&nbsp; 12118986 |
| 4915000 | &nbsp;&nbsp;&nbsp; 2.88%, due 8/15/2028 | &nbsp;&nbsp; 4832059 |
| 13525000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/28/2029 - 8/15/2035 | &nbsp;&nbsp; 13716935 |
| 6000000 | &nbsp;&nbsp;&nbsp; 4.00%, due 7/31/2029 - 11/15/2035 | &nbsp;&nbsp; 6033667 |
| 1785000 | &nbsp;&nbsp;&nbsp; 3.63%, due 8/31/2029 - 12/31/2030 | &nbsp;&nbsp; 1778765 |
| 3805000 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/30/2030 - 8/15/2033 | &nbsp;&nbsp; 3771296 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **U.S. Treasury Obligations – cont'd** | **U.S. Treasury Obligations – cont'd** | **U.S. Treasury Obligations – cont'd** | **U.S. Treasury Obligations – cont'd** |
| $| 3695000 | &nbsp;&nbsp;&nbsp; 4.63%, due 9/30/2030 - 5/31/2031 | &nbsp;&nbsp; $3829554 |
|  | 2000000 | &nbsp;&nbsp;&nbsp; 4.13%, due 7/31/2031 | &nbsp;&nbsp; 2025234 |
|  | 4090000 | &nbsp;&nbsp;&nbsp; 1.25%, due 8/15/2031 | &nbsp;&nbsp; 3556862 |
|  | 2450000 | &nbsp;&nbsp;&nbsp; 3.75%, due 8/31/2031 | &nbsp;&nbsp; 2433443 |
|  | 1810000 | &nbsp;&nbsp;&nbsp; 4.38%, due 5/15/2034 | &nbsp;&nbsp; 1839412 |
| **Total U.S. Treasury Obligations (Cost $221,315,789)** | **Total U.S. Treasury Obligations (Cost $221,315,789)** | **Total U.S. Treasury Obligations (Cost $221,315,789)** | &nbsp;&nbsp; **223636070** |
| **U.S. Government Agency Securities 0.0%**<sup>‡</sup> | **U.S. Government Agency Securities 0.0%**<sup>‡</sup> | **U.S. Government Agency Securities 0.0%**<sup>‡</sup> | **U.S. Government Agency Securities 0.0%**<sup>‡</sup> |
|  | 2030000 | Federal National Mortgage Association, 5.63%, due 7/15/2037 | &nbsp;&nbsp; 2224911 |
|  | 340000 | Tennessee Valley Authority, 5.25%, due 2/1/2055 | &nbsp;&nbsp; 336931 |
| **Total U.S. Government Agency Securities (Cost $2,889,536)** | **Total U.S. Government Agency Securities (Cost $2,889,536)** | **Total U.S. Government Agency Securities (Cost $2,889,536)** | &nbsp;&nbsp; **2561842** |
| **Mortgage-Backed Securities 52.3%** | **Mortgage-Backed Securities 52.3%** | **Mortgage-Backed Securities 52.3%** | **Mortgage-Backed Securities 52.3%** |
| **Collateralized Mortgage Obligations 13.1%** | **Collateralized Mortgage Obligations 13.1%** | **Collateralized Mortgage Obligations 13.1%** | **Collateralized Mortgage Obligations 13.1%** |
|  |  | A&D Mortgage Trust |  |
|  | 1050000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class M1, 6.57%, due 1/25/2070 | &nbsp;&nbsp; 1070342<br> <sup>(d)(e)</sup><br>|
|  | 396340 | &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, 5.79%, due 6/25/2070 | &nbsp;&nbsp; 401736<br> <sup>(d)(e)</sup><br>|
|  | 967095 | Angel Oak Mortgage Trust, Series 2025-10, Class A1, 4.96%, due 9/25/2070 | &nbsp;&nbsp; 970393<br> <sup>(d)(e)</sup><br>|
|  |  | Chase Home Lending Mortgage Trust |  |
|  | 4823723 | &nbsp;&nbsp;&nbsp; Series 2024-3, Class A6, 6.00%, due 2/25/2055 | &nbsp;&nbsp; 4856828<br> <sup>(d)(e)</sup><br>|
|  | 5511601 | &nbsp;&nbsp;&nbsp; Series 2024-4, Class A6, 6.00%, due 3/25/2055 | &nbsp;&nbsp; 5548746<br> <sup>(d)(e)</sup><br>|
|  | 3949311 | &nbsp;&nbsp;&nbsp; Series 2024-5, Class A6, 6.00%, due 4/25/2055 | &nbsp;&nbsp; 3997149<br> <sup>(d)(e)</sup><br>|
|  | 3680092 | &nbsp;&nbsp;&nbsp; Series 2024-10, Class A4A, 5.50%, due 10/25/2055 | &nbsp;&nbsp; 3699868<br> <sup>(d)(e)</sup><br>|
|  | 6912624 | &nbsp;&nbsp;&nbsp; Series 2024-11, Class A4, 6.00%, due 11/25/2055 | &nbsp;&nbsp; 7023571<br> <sup>(d)(e)</sup><br>|
|  | 2582266 | &nbsp;&nbsp;&nbsp; Series 2024-11, Class A9A, 6.00%, due 11/25/2055 | &nbsp;&nbsp; 2609163<br> <sup>(d)(e)</sup><br>|
|  | 1111754 | &nbsp;&nbsp;&nbsp; Series 2024-11, Class A9, 6.30%, due 11/25/2055 | &nbsp;&nbsp; 1147445<br> <sup>(d)(e)</sup><br>|
|  | 7263805 | &nbsp;&nbsp;&nbsp; Series 2025-10, Class A9B, 5.50%, due 7/25/2056 | &nbsp;&nbsp; 7295300<br> <sup>(d)(e)</sup><br>|
|  | 4058490 | COLT Mortgage Loan Trust, Series 2024-2, Class A1, 6.13%, due 4/25/2069 | &nbsp;&nbsp; 4103391<br> <sup>(d)</sup><br>|
|  |  | Connecticut Avenue Securities Trust |  |
|  | 2225000 | &nbsp;&nbsp;&nbsp; Series 2020-R02, Class 2B1, (30 day USD SOFR Average + 3.11%), 6.81%, due <br> 1/25/2040<br>| &nbsp;&nbsp; 2261055<br> <sup>(d)(f)</sup><br>|
|  | 11349000 | &nbsp;&nbsp;&nbsp; Series 2020-R01, Class 1B1, (30 day USD SOFR Average + 3.36%), 7.06%, due <br> 1/25/2040<br>| &nbsp;&nbsp; 11568333<br> <sup>(d)(f)</sup><br>|
|  | 8605000 | &nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1B1, (30 day USD SOFR Average + 3.10%), 6.80%, due <br> 10/25/2041<br>| &nbsp;&nbsp; 8734075<br> <sup>(d)(f)</sup><br>|
|  | 1020000 | &nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1B2, (30 day USD SOFR Average + 6.00%), 9.70%, due <br> 10/25/2041<br>| &nbsp;&nbsp; 1051957<br> <sup>(d)(f)</sup><br>|
|  | 5176000 | &nbsp;&nbsp;&nbsp; Series 2021-R03, Class 1B1, (30 day USD SOFR Average + 2.75%), 6.45%, due <br> 12/25/2041<br>| &nbsp;&nbsp; 5253640<br> <sup>(d)(f)</sup><br>|
|  | 8267000 | &nbsp;&nbsp;&nbsp; Series 2022-R01, Class 1B2, (30 day USD SOFR Average + 6.00%), 9.70%, due <br> 12/25/2041<br>| &nbsp;&nbsp; 8578534<br> <sup>(d)(f)</sup><br>|
|  | 17453000 | &nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2B1, (30 day USD SOFR Average + 4.50%), 8.20%, due <br> 1/25/2042<br>| &nbsp;&nbsp; 18020223<br> <sup>(d)(f)</sup><br>|
|  | 6161000 | &nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2B2, (30 day USD SOFR Average + 7.65%), 11.35%, due <br> 1/25/2042<br>| &nbsp;&nbsp; 6513545<br> <sup>(d)(f)</sup><br>|
|  | 13817000 | &nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2, (30 day USD SOFR Average + 3.10%), 6.80%, due <br> 3/25/2042<br>| &nbsp;&nbsp; 14135482<br> <sup>(d)(f)</sup><br>|
|  | 9814962 | &nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1M2, (30 day USD SOFR Average + 3.50%), 7.20%, due <br> 3/25/2042<br>| &nbsp;&nbsp; 10089202<br> <sup>(d)(f)</sup><br>|
|  | 5000000 | &nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1B1, (30 day USD SOFR Average + 6.25%), 9.95%, due <br> 3/25/2042<br>| &nbsp;&nbsp; 5291468<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
| $1075000 | &nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1B2, (30 day USD SOFR Average + 9.50%), 13.20%, due <br> 3/25/2042<br>&nbsp;&nbsp; $1165958<br> <sup>(d)(f)</sup><br>|
| 3620000 | &nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1B2, (30 day USD SOFR Average + 9.85%), 13.55%, due <br> 3/25/2042<br>&nbsp;&nbsp; 3957993<br> <sup>(d)(f)</sup><br>|
| 11495000 | &nbsp;&nbsp;&nbsp; Series 2022-R06, Class 1B1, (30 day USD SOFR Average + 6.35%), 10.05%, due <br> 5/25/2042<br>&nbsp;&nbsp; 12240620<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2022-R07, Class 1B2, (30 day USD SOFR Average + 12.00%), 15.70%, due <br> 6/25/2042<br>&nbsp;&nbsp; 1134767<br> <sup>(d)(f)</sup><br>|
| 4006624 | &nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M2, (30 day USD SOFR Average + 3.60%), 7.30%, due <br> 7/25/2042<br>&nbsp;&nbsp; 4152299<br> <sup>(d)(f)</sup><br>|
| 8407200 | &nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1B1, (30 day USD SOFR Average + 5.60%), 9.30%, due <br> 7/25/2042<br>&nbsp;&nbsp; 8937947<br> <sup>(d)(f)</sup><br>|
| 3083000 | &nbsp;&nbsp;&nbsp; Series 2022-R09, Class 2B1, (30 day USD SOFR Average + 6.75%), 10.45%, due <br> 9/25/2042<br>&nbsp;&nbsp; 3346997<br> <sup>(d)(f)</sup><br>|
| 7218000 | &nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M2, (30 day USD SOFR Average + 3.75%), 7.45%, due <br> 12/25/2042<br>&nbsp;&nbsp; 7545048<br> <sup>(d)(f)</sup><br>|
| 6443000 | &nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1M2, (30 day USD SOFR Average + 3.35%), 7.05%, due <br> 1/25/2043<br>&nbsp;&nbsp; 6694664<br> <sup>(d)(f)</sup><br>|
| 1725000 | &nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1B1, (30 day USD SOFR Average + 5.55%), 9.25%, due <br> 1/25/2043<br>&nbsp;&nbsp; 1851660<br> <sup>(d)(f)</sup><br>|
| 5975000 | &nbsp;&nbsp;&nbsp; Series 2023-R04, Class 1B1, (30 day USD SOFR Average + 5.35%), 9.05%, due <br> 5/25/2043<br>&nbsp;&nbsp; 6464391<br> <sup>(d)(f)</sup><br>|
| 12168000 | &nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1B1, (30 day USD SOFR Average + 4.75%), 8.45%, due <br> 6/25/2043<br>&nbsp;&nbsp; 13029611<br> <sup>(d)(f)</sup><br>|
| 4500000 | &nbsp;&nbsp;&nbsp; Series 2023-R06, Class 1M2, (30 day USD SOFR Average + 2.70%), 6.40%, due <br> 7/25/2043<br>&nbsp;&nbsp; 4623750<br> <sup>(d)(f)</sup><br>|
| 477357 | &nbsp;&nbsp;&nbsp; Series 2024-R01, Class 1M1, (30 day USD SOFR Average + 1.05%), 4.75%, due <br> 1/25/2044<br>&nbsp;&nbsp; 477862<br> <sup>(d)(f)</sup><br>|
| 1975000 | &nbsp;&nbsp;&nbsp; Series 2024-R01, Class 1B1, (30 day USD SOFR Average + 2.70%), 6.40%, due <br> 1/25/2044<br>&nbsp;&nbsp; 2037900<br> <sup>(d)(f)</sup><br>|
| 1563000 | &nbsp;&nbsp;&nbsp; Series 2024-R01, Class 1B2, (30 day USD SOFR Average + 4.00%), 7.70%, due <br> 1/25/2044<br>&nbsp;&nbsp; 1650919<br> <sup>(d)(f)</sup><br>|
| 380000 | &nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1B2, (30 day USD SOFR Average + 3.70%), 7.40%, due <br> 2/25/2044<br>&nbsp;&nbsp; 399000<br> <sup>(d)(f)</sup><br>|
| 11506000 | &nbsp;&nbsp;&nbsp; Series 2025-R01, Class 1B1, (30 day USD SOFR Average + 1.70%), 5.40%, due <br> 1/25/2045<br>&nbsp;&nbsp; 11470140<br> <sup>(d)(f)</sup><br>|
| 583749 | &nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1M1, (30 day USD SOFR Average + 1.15%), 4.85%, due <br> 2/25/2045<br>&nbsp;&nbsp; 584344<br> <sup>(d)(f)</sup><br>|
| 7532000 | &nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1M2, (30 day USD SOFR Average + 1.60%), 5.30%, due <br> 2/25/2045<br>&nbsp;&nbsp; 7550797<br> <sup>(d)(f)</sup><br>|
| 5230000 | &nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1B1, (30 day USD SOFR Average + 1.95%), 5.65%, due <br> 2/25/2045<br>&nbsp;&nbsp; 5272875<br> <sup>(d)(f)</sup><br>|
| 3776000 | &nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1M2, (30 day USD SOFR Average + 1.50%), 5.20%, due <br> 5/25/2045<br>&nbsp;&nbsp; 3791174<br> <sup>(d)(f)</sup><br>|
| 10556000 | &nbsp;&nbsp;&nbsp; Series 2025-R05, Class 2M2, (30 day USD SOFR Average + 1.60%), 5.30%, due <br> 7/25/2045<br>&nbsp;&nbsp; 10595956<br> <sup>(d)(f)</sup><br>|
| 3650000 | &nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1M2, (30 day USD SOFR Average + 1.55%), 5.25%, due <br> 9/25/2045<br>&nbsp;&nbsp; 3659259<br> <sup>(d)(f)</sup><br>|
| 9600000 | &nbsp;&nbsp;&nbsp; Series 2025-R06, Class 1B1, (30 day USD SOFR Average + 1.85%), 5.55%, due <br> 9/25/2045<br>&nbsp;&nbsp; 9699325<br> <sup>(d)(f)</sup><br>|
|  | Cross Mortgage Trust |
| 2467536 | &nbsp;&nbsp;&nbsp; Series 2024-H8, Class A1, 5.55%, due 12/25/2069<br> &nbsp;&nbsp; 2492826<br> <sup>(d)(e)</sup><br>|
| 2033818 | &nbsp;&nbsp;&nbsp; Series 2024-H8, Class A3, 5.96%, due 12/25/2069<br> &nbsp;&nbsp; 2054823<br> <sup>(d)</sup><br>|
| 1250000 | &nbsp;&nbsp;&nbsp; Series 2024-H8, Class M1, 6.32%, due 12/25/2069<br> &nbsp;&nbsp; 1266081<br> <sup>(d)(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
|  | EFMT |  |
| $540377 | &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A2, 5.29%, due 10/25/2069 | &nbsp;&nbsp; $543157<br> <sup>(d)</sup><br>|
| 2809118 | &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A3, 5.44%, due 10/25/2069 | &nbsp;&nbsp; 2821682<br> <sup>(d)</sup><br>|
| 3500000 | &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class M1, 5.73%, due 10/25/2069 | &nbsp;&nbsp; 3507886<br> <sup>(d)(e)</sup><br>|
| 3098567 | &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, 0.00%, due 11/25/2070 | &nbsp;&nbsp; 3114478<br> <sup>(d)(e)</sup><br>|
| 5599984 | &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A3, 5.34%, due 11/25/2070 | &nbsp;&nbsp; 5619502<br> <sup>(d)</sup><br>|
|  | Federal Home Loan Mortgage Corp. REMIC |  |
| 2236870 | &nbsp;&nbsp;&nbsp; Series 4627, Class SA, (5.89% - 30 day USD SOFR Average), 2.18%, due 10/15/2046 | &nbsp;&nbsp; 304879<br> <sup>(f)(g)</sup><br>|
| 3834836 | &nbsp;&nbsp;&nbsp; Series 4994, Class LI, 4.00%, due 12/25/2048 | &nbsp;&nbsp; 732862<br> <sup>(g)</sup><br>|
| 2872968 | &nbsp;&nbsp;&nbsp; Series 5146, Class EC, 1.50%, due 2/25/2049 | &nbsp;&nbsp; 2352615 |
| 10826732 | &nbsp;&nbsp;&nbsp; Series 5392, Class HI, 3.50%, due 7/25/2051 | &nbsp;&nbsp; 2009818<br> <sup>(g)</sup><br>|
| 10838952 | &nbsp;&nbsp;&nbsp; Series 5471, Class FK, (30 day USD SOFR Average + 1.15%), 4.85%, due 8/25/2054 | &nbsp;&nbsp; 10909649<br> <sup>(f)</sup><br>|
| 2297148 | &nbsp;&nbsp;&nbsp; Series 5438, Class FE, (30 day USD SOFR Average + 1.30%), 5.00%, due 8/25/2054 | &nbsp;&nbsp; 2319568<br> <sup>(f)</sup><br>|
| 4227930 | &nbsp;&nbsp;&nbsp; Series 5475, Class FA, (30 day USD SOFR Average + 1.10%), 4.80%, due 11/25/2054 | &nbsp;&nbsp; 4251580<br> <sup>(f)</sup><br>|
| 13729582 | &nbsp;&nbsp;&nbsp; Series 5474, Class FB, (30 day USD SOFR Average + 1.15%), 4.85%, due 11/25/2054 | &nbsp;&nbsp; 13818077<br> <sup>(f)</sup><br>|
| 14021605 | &nbsp;&nbsp;&nbsp; Series 5473, Class FH, (30 day USD SOFR Average + 1.15%), 4.85%, due 11/25/2054 | &nbsp;&nbsp; 14111020<br> <sup>(f)</sup><br>|
| 7160710 | &nbsp;&nbsp;&nbsp; Series 5468, Class FB, (30 day USD SOFR Average + 1.20%), 4.90%, due 11/25/2054 | &nbsp;&nbsp; 7201984<br> <sup>(f)</sup><br>|
| 5221839 | &nbsp;&nbsp;&nbsp; Series 5475, Class FB, (30 day USD SOFR Average + 1.35%), 5.05%, due 11/25/2054 | &nbsp;&nbsp; 5261619<br> <sup>(f)</sup><br>|
| 13011117 | &nbsp;&nbsp;&nbsp; Series 5513, Class FJ, (30 day USD SOFR Average + 1.80%), 5.50%, due 11/25/2054 | &nbsp;&nbsp; 13207326<br> <sup>(f)</sup><br>|
| 6491677 | &nbsp;&nbsp;&nbsp; Series 5505, Class FB, (30 day USD SOFR Average + 1.50%), 5.20%, due 2/25/2055 | &nbsp;&nbsp; 6583213<br> <sup>(f)</sup><br>|
| 9354550 | &nbsp;&nbsp;&nbsp; Series 5599, Class FB, (30 day USD SOFR Average + 1.20%), 4.90%, due 3/25/2055 | &nbsp;&nbsp; 9411044<br> <sup>(f)</sup><br>|
| 13472060 | &nbsp;&nbsp;&nbsp; Series 5518, Class FD, (30 day USD SOFR Average + 1.70%), 5.40%, due 3/25/2055 | &nbsp;&nbsp; 13657672<br> <sup>(f)</sup><br>|
| 13143785 | &nbsp;&nbsp;&nbsp; Series 5521, Class FB, (30 day USD SOFR Average + 1.70%), 5.40%, due 3/25/2055 | &nbsp;&nbsp; 13332662<br> <sup>(f)</sup><br>|
| 4118011 | &nbsp;&nbsp;&nbsp; Series 5534, Class AF, (30 day USD SOFR Average + 1.60%), 5.30%, due 5/25/2055 | &nbsp;&nbsp; 4172030<br> <sup>(f)</sup><br>|
| 9083240 | &nbsp;&nbsp;&nbsp; Series 5561, Class FD, (30 day USD SOFR Average + 1.35%), 5.05%, due 7/25/2055 | &nbsp;&nbsp; 9171453<br> <sup>(f)</sup><br>|
| 13647118 | &nbsp;&nbsp;&nbsp; Series 5600, Class FA, (30 day USD SOFR Average + 1.30%), 5.00%, due 11/25/2055 | &nbsp;&nbsp; 13754156<br> <sup>(f)</sup><br>|
| 13432212 | &nbsp;&nbsp;&nbsp; Series 5597, Class FA, (30 day USD SOFR Average + 1.40%), 5.10%, due 11/25/2055 | &nbsp;&nbsp; 13560675<br> <sup>(f)</sup><br>|
|  | Federal Home Loan Mortgage Corp. STACR REMIC Trust |  |
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2021-HQA3, Class B1, (30 day USD SOFR Average + 3.35%), 7.05%, due <br> 9/25/2041<br>| &nbsp;&nbsp; 3042180<br> <sup>(d)(f)</sup><br>|
| 12066000 | &nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class B1, (30 day USD SOFR Average + 3.40%), 7.10%, due <br> 10/25/2041<br>| &nbsp;&nbsp; 12277155<br> <sup>(d)(f)</sup><br>|
| 11002000 | &nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class B1, (30 day USD SOFR Average + 3.65%), 7.35%, due <br> 11/25/2041<br>| &nbsp;&nbsp; 11228971<br> <sup>(d)(f)</sup><br>|
| 2450000 | &nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class B1, (30 day USD SOFR Average + 3.75%), 7.45%, due <br> 12/25/2041<br>| &nbsp;&nbsp; 2504960<br> <sup>(d)(f)</sup><br>|
| 18564000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class M2, (30 day USD SOFR Average + 2.50%), 6.20%, due <br> 1/25/2042<br>| &nbsp;&nbsp; 18784540<br> <sup>(d)(f)</sup><br>|
| 6402920 | &nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class B1, (30 day USD SOFR Average + 3.40%), 7.10%, due <br> 1/25/2042<br>| &nbsp;&nbsp; 6532963<br> <sup>(d)(f)</sup><br>|
| 2765000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class B2, (30 day USD SOFR Average + 7.10%), 10.80%, due <br> 1/25/2042<br>| &nbsp;&nbsp; 2897713<br> <sup>(d)(f)</sup><br>|
| 13314000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class M2, (30 day USD SOFR Average + 3.75%), 7.45%, due <br> 2/25/2042<br>| &nbsp;&nbsp; 13698908<br> <sup>(d)(f)</sup><br>|
| 2775000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class B1, (30 day USD SOFR Average + 4.75%), 8.45%, due <br> 2/25/2042<br>| &nbsp;&nbsp; 2876702<br> <sup>(d)(f)</sup><br>|
| 8855000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class B2, (30 day USD SOFR Average + 8.50%), 12.20%, due <br> 2/25/2042<br>| &nbsp;&nbsp; 9466360<br> <sup>(d)(f)</sup><br>|
| 14125000 | &nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class M2, (30 day USD SOFR Average + 5.25%), 8.95%, due <br> 3/25/2042<br>| &nbsp;&nbsp; 14765004<br> <sup>(d)(f)</sup><br>|
| 7520000 | &nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class B1, (30 day USD SOFR Average + 7.00%), 10.70%, due <br> 3/25/2042<br>| &nbsp;&nbsp; 8011380<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
| $500000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B, (30 day USD SOFR Average + 2.90%), 6.60%, due <br> 4/25/2042<br>&nbsp;&nbsp; $511405<br> <sup>(d)(f)</sup><br>|
| 12919000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M2, (30 day USD SOFR Average + 4.35%), 8.05%, due <br> 4/25/2042<br>&nbsp;&nbsp; 13432454<br> <sup>(d)(f)</sup><br>|
| 11525000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class B1, (30 day USD SOFR Average + 5.65%), 9.35%, due <br> 4/25/2042<br>&nbsp;&nbsp; 12144469<br> <sup>(d)(f)</sup><br>|
| 5761000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class B1, (30 day USD SOFR Average + 6.25%), 9.95%, due <br> 5/25/2042<br>&nbsp;&nbsp; 6125490<br> <sup>(d)(f)</sup><br>|
| 2304000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M1B, (30 day USD SOFR Average + 4.50%), 8.20%, due <br> 6/25/2042<br>&nbsp;&nbsp; 2414119<br> <sup>(d)(f)</sup><br>|
| 10972000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1B, (30 day USD SOFR Average + 3.70%), 7.40%, due <br> 9/25/2042<br>&nbsp;&nbsp; 11423710<br> <sup>(d)(f)</sup><br>|
| 17407000 | &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M2, (30 day USD SOFR Average + 5.75%), 9.45%, due <br> 9/25/2042<br>&nbsp;&nbsp; 18717322<br> <sup>(d)(f)</sup><br>|
| 8395000 | &nbsp;&nbsp;&nbsp; Series 2024-DNA1, Class M2, (30 day USD SOFR Average + 1.95%), 5.65%, due <br> 2/25/2044<br>&nbsp;&nbsp; 8483948<br> <sup>(d)(f)</sup><br>|
| 9839000 | &nbsp;&nbsp;&nbsp; Series 2024-HQA1, Class M2, (30 day USD SOFR Average + 2.00%), 5.70%, due <br> 3/25/2044<br>&nbsp;&nbsp; 9949547<br> <sup>(d)(f)</sup><br>|
| 4536729 | &nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M2, (30 day USD SOFR Average + 1.45%), 5.15%, due <br> 10/25/2044<br>&nbsp;&nbsp; 4539563<br> <sup>(d)(f)</sup><br>|
| 564776 | &nbsp;&nbsp;&nbsp; Series 2025-DNA1, Class M1, (30 day USD SOFR Average + 1.05%), 4.75%, due <br> 1/25/2045<br>&nbsp;&nbsp; 565476<br> <sup>(d)(f)</sup><br>|
| 565826 | &nbsp;&nbsp;&nbsp; Series 2025-HQA1, Class M1, (30 day USD SOFR Average + 1.15%), 4.85%, due <br> 2/25/2045<br>&nbsp;&nbsp; 566667<br> <sup>(d)(f)</sup><br>|
| 4500000 | &nbsp;&nbsp;&nbsp; Series 2025-DNA4, Class M2, (30 day USD SOFR Average + 1.55%), 5.25%, due <br> 10/25/2045<br>&nbsp;&nbsp; 4511419<br> <sup>(d)(f)</sup><br>|
|  | Federal National Mortgage Association Interest Strip |
| 6112066 | &nbsp;&nbsp;&nbsp; Series 418, Class C24, 4.00%, due 8/25/2043<br> &nbsp;&nbsp; 1083544<br> <sup>(g)</sup><br>|
| 16500100 | &nbsp;&nbsp;&nbsp; Series 437, Class C29, 3.36%, due 5/25/2053<br> &nbsp;&nbsp; 2585379<br> <sup>(e)(g)</sup><br>|
|  | Federal National Mortgage Association REMIC |
| 5492119 | &nbsp;&nbsp;&nbsp; Series 2018-18, Class ST, (5.99% - 30 day USD SOFR Average), 2.29%, due <br> 12/25/2044<br>&nbsp;&nbsp; 563869<br> <sup>(f)(g)</sup><br>|
| 5512333 | &nbsp;&nbsp;&nbsp; Series 2019-33, Class SN, (5.99% - 30 day USD SOFR Average), 2.29%, due <br> 7/25/2049<br>&nbsp;&nbsp; 479743<br> <sup>(f)(g)</sup><br>|
| 10794752 | &nbsp;&nbsp;&nbsp; Series 2021-76, Class AI, 3.50%, due 11/25/2051<br> &nbsp;&nbsp; 1873672<br> <sup>(g)</sup><br>|
| 7144390 | &nbsp;&nbsp;&nbsp; Series 2024-61, Class FD, (30 day USD SOFR Average + 1.00%), 4.70%, due <br> 3/25/2053<br>&nbsp;&nbsp; 7171765<br> <sup>(f)</sup><br>|
| 9521651 | &nbsp;&nbsp;&nbsp; Series 2024-40, Class FA, (30 day USD SOFR Average + 1.15%), 4.85%, due <br> 3/25/2054<br>&nbsp;&nbsp; 9584260<br> <sup>(f)</sup><br>|
| 11576742 | &nbsp;&nbsp;&nbsp; Series 2024-67, Class FA, (30 day USD SOFR Average + 1.17%), 4.87%, due <br> 9/25/2054<br>&nbsp;&nbsp; 11656985<br> <sup>(f)</sup><br>|
| 17421812 | &nbsp;&nbsp;&nbsp; Series 2024-70, Class DF, (30 day USD SOFR Average + 1.00%), 4.70%, due <br> 10/25/2054<br>&nbsp;&nbsp; 17482383<br> <sup>(f)</sup><br>|
| 10517489 | &nbsp;&nbsp;&nbsp; Series 2024-76, Class JF, (30 day USD SOFR Average + 1.25%), 4.95%, due <br> 11/25/2054<br>&nbsp;&nbsp; 10605205<br> <sup>(f)</sup><br>|
| 9635505 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class FC, (30 day USD SOFR Average + 1.60%), 5.30%, due 2/25/2055<br> &nbsp;&nbsp; 9753237<br> <sup>(f)</sup><br>|
| 13060515 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class LF, (30 day USD SOFR Average + 1.80%), 5.50%, due 2/25/2055<br> &nbsp;&nbsp; 13248338<br> <sup>(f)</sup><br>|
| 2222510 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class AF, (30 day USD SOFR Average + 1.85%), 5.55%, due 2/25/2055<br> &nbsp;&nbsp; 2258738<br> <sup>(f)</sup><br>|
| 11562606 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class FB, (30 day USD SOFR Average + 2.00%), 5.70%, due 2/25/2055<br> &nbsp;&nbsp; 11778421<br> <sup>(f)</sup><br>|
| 9686110 | &nbsp;&nbsp;&nbsp; Series 2025-35, Class HF, (30 day USD SOFR Average + 1.70%), 5.40%, due <br> 5/25/2055<br>&nbsp;&nbsp; 9815990<br> <sup>(f)</sup><br>|
|  | GCAT Trust |
| 4083394 | &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A3, 6.01%, due 4/25/2070<br> &nbsp;&nbsp; 4137677<br> <sup>(d)</sup><br>|
| 2542000 | &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class M1, 6.33%, due 4/25/2070<br> &nbsp;&nbsp; 2582319<br> <sup>(d)(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
|  | Government National Mortgage Association REMIC |  |
| $6493008 | &nbsp;&nbsp;&nbsp; Series 2020-86, Class WK, 1.00%, due 6/20/2050 | &nbsp;&nbsp; $5027427 |
| 6394963 | &nbsp;&nbsp;&nbsp; Series 2020-112, Class KA, 1.00%, due 8/20/2050 | &nbsp;&nbsp; 4950368 |
| 7134504 | &nbsp;&nbsp;&nbsp; Series 2020-151, Class MI, 2.50%, due 10/20/2050 | &nbsp;&nbsp; 1025094<br> <sup>(g)</sup><br>|
| 5670052 | &nbsp;&nbsp;&nbsp; Series 2021-103, Class HE, 2.00%, due 6/20/2051 | &nbsp;&nbsp; 4728505 |
| 5870573 | &nbsp;&nbsp;&nbsp; Series 2021-119, Class NC, 1.50%, due 7/20/2051 | &nbsp;&nbsp; 4880535 |
| 16574696 | &nbsp;&nbsp;&nbsp; Series 2021-139, Class IE, 3.50%, due 8/20/2051 | &nbsp;&nbsp; 3114755<br> <sup>(g)</sup><br>|
| 12128583 | &nbsp;&nbsp;&nbsp; Series 2021-177, Class IG, 3.50%, due 10/20/2051 | &nbsp;&nbsp; 1829695<br> <sup>(g)</sup><br>|
| 3288925 | &nbsp;&nbsp;&nbsp; Series 2024-61, Class FA, (30 day USD SOFR Average + 1.15%), 4.85%, due <br> 4/20/2054<br>| &nbsp;&nbsp; 3308453<br> <sup>(f)</sup><br>|
| 8775269 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class FY, (30 day USD SOFR Average + 1.60%), 5.30%, due 1/20/2055 | &nbsp;&nbsp; 8889030<br> <sup>(f)</sup><br>|
|  | GS Mortgage-Backed Securities Trust |  |
| 408571 | &nbsp;&nbsp;&nbsp; Series 2025-PJ8, Class A5, 5.50%, due 2/25/2056 | &nbsp;&nbsp; 410659<br> <sup>(d)(e)</sup><br>|
| 3354785 | &nbsp;&nbsp;&nbsp; Series 2025-PJ8, Class A19, 6.00%, due 2/25/2056 | &nbsp;&nbsp; 3383354<br> <sup>(d)(e)</sup><br>|
| 1406441 | HOMES Trust, Series 2025-AFC3, Class A2, 5.14%, due 8/25/2060 | &nbsp;&nbsp; 1406910<br> <sup>(d)</sup><br>|
|  | JP Morgan Mortgage Trust |  |
| 600431 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A4, 6.00%, due 7/25/2055 | &nbsp;&nbsp; 608757<br> <sup>(d)(e)</sup><br>|
| 3934355 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A9A, 6.00%, due 7/25/2055 | &nbsp;&nbsp; 3962745<br> <sup>(d)(e)</sup><br>|
| 2528300 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A2, 5.65%, due 11/25/2065 | &nbsp;&nbsp; 2550548<br> <sup>(d)</sup><br>|
| 1970000 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class M1A, 5.97%, due 11/25/2065 | &nbsp;&nbsp; 1995597<br> <sup>(d)(e)</sup><br>|
| 14325000 | LHOME Mortgage Trust, Series 2024-RTL4, Class A1, 5.92%, due 7/25/2039 | &nbsp;&nbsp; 14399291<br> <sup>(d)</sup><br>|
| 2058524 | MFA Trust, Series 2025-NQM5, Class A1, 5.19%, due 11/25/2070 | &nbsp;&nbsp; 2071122<br> <sup>(d)(e)</sup><br>|
|  | Morgan Stanley Residential Mortgage Loan Trust |  |
| 276876 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class A5, 6.00%, due 3/25/2054 | &nbsp;&nbsp; 276815<br> <sup>(d)(e)</sup><br>|
| 981881 | &nbsp;&nbsp;&nbsp; Series 2024-3, Class A2, 6.00%, due 7/25/2054 | &nbsp;&nbsp; 986697<br> <sup>(d)(e)</sup><br>|
| 2568063 | &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A3, 5.40%, due 7/25/2069 | &nbsp;&nbsp; 2572931<br> <sup>(d)</sup><br>|
| 2195000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class M1, 5.61%, due 7/25/2069 | &nbsp;&nbsp; 2194541<br> <sup>(d)(e)</sup><br>|
| 5502798 | &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, 5.65%, due 10/25/2069 | &nbsp;&nbsp; 5560159<br> <sup>(d)(e)</sup><br>|
| 1852983 | &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A3, 6.00%, due 10/25/2069 | &nbsp;&nbsp; 1872401<br> <sup>(d)</sup><br>|
| 1384000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class M1, 6.52%, due 10/25/2069 | &nbsp;&nbsp; 1408347<br> <sup>(d)(e)</sup><br>|
|  | New Residential Mortgage Loan Trust |  |
| 7627000 | &nbsp;&nbsp;&nbsp; Series 2024-RTL2, Class A1, 5.44%, due 9/25/2039 | &nbsp;&nbsp; 7690830<br> <sup>(d)</sup><br>|
| 2796000 | &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class M1, 6.32%, due 5/25/2065 | &nbsp;&nbsp; 2863045<br> <sup>(d)(e)</sup><br>|
| 4633373 | &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A3, 5.81%, due 7/25/2065 | &nbsp;&nbsp; 4691105<br> <sup>(d)</sup><br>|
| 1496000 | &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class M1, 6.08%, due 7/25/2065 | &nbsp;&nbsp; 1519318<br> <sup>(d)(e)</sup><br>|
| 11328000 | &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.82%, due 11/25/2065 | &nbsp;&nbsp; 11337372<br> <sup>(d)(e)</sup><br>|
| 1009000 | &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A3, 5.18%, due 11/25/2065 | &nbsp;&nbsp; 1009827<br> <sup>(d)</sup><br>|
| 7667858 | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A, 6.55%, due 3/25/2032 | &nbsp;&nbsp; 7768607<br> <sup>(d)</sup><br>|
|  | NYMT Loan Trust |  |
| 2385434 | &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class A1, 5.38%, due 6/25/2069 | &nbsp;&nbsp; 2401868<br> <sup>(d)(e)</sup><br>|
| 4762619 | &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class A3, 5.83%, due 6/25/2069 | &nbsp;&nbsp; 4813037<br> <sup>(d)</sup><br>|
|  | OBX Trust |  |
| 5002291 | &nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A3, 5.86%, due 5/25/2055 | &nbsp;&nbsp; 5057741<br> <sup>(d)</sup><br>|
| 6408422 | &nbsp;&nbsp;&nbsp; Series 2021-NQM4, Class A1, 1.96%, due 10/25/2061 | &nbsp;&nbsp; 5554205<br> <sup>(d)(e)</sup><br>|
| 2219560 | &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class A2, 5.20%, due 9/25/2064 | &nbsp;&nbsp; 2222666<br> <sup>(d)</sup><br>|
| 5090000 | &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class M1, 5.58%, due 9/25/2064 | &nbsp;&nbsp; 5094889<br> <sup>(d)(e)</sup><br>|
| 1987354 | &nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class A3, 5.71%, due 5/25/2065 | &nbsp;&nbsp; 2003821<br> <sup>(d)</sup><br>|
| 3015000 | &nbsp;&nbsp;&nbsp; Series 2025-NQM10, Class M1, 6.04%, due 5/25/2065 | &nbsp;&nbsp; 3049072<br> <sup>(d)(e)</sup><br>|
| 6353834 | &nbsp;&nbsp;&nbsp; Series 2025-NQM23, Class A2, 5.18%, due 10/25/2065 | &nbsp;&nbsp; 6374203<br> <sup>(d)</sup><br>|
|  | Sequoia Mortgage Trust |  |
| 2930314 | &nbsp;&nbsp;&nbsp; Series 2024-4, Class A10, 6.00%, due 5/25/2054 | &nbsp;&nbsp; 2937073<br> <sup>(d)(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
| $| 781360 | &nbsp;&nbsp;&nbsp; Series 2024-7, Class A12, 5.50%, due 8/25/2054 | &nbsp;&nbsp; $781010<br> <sup>(d)(e)</sup><br>|
|  | 9190808 | SG Residential Mortgage Trust, Series 2021-2, Class A1, 1.74%, due 12/25/2061 | &nbsp;&nbsp; 7968602<br> <sup>(d)(e)</sup><br>|
|  | 17381116 | Starwood Mortgage Residential Trust, Series 2021-5, Class A1, 1.92%, due 9/25/2066 | &nbsp;&nbsp; 15205480<br> <sup>(d)(e)</sup><br>|
|  | 4468149 | Towd Point Mortgage Trust, Series 2022-4, Class A1, 3.75%, due 9/25/2062 | &nbsp;&nbsp; 4301484<br> <sup>(d)</sup><br>|
|  |  | Verus Securitization Trust |  |
|  | 16144028 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, 1.63%, due 10/25/2066 | &nbsp;&nbsp; 14334715<br> <sup>(d)(e)</sup><br>|
|  | 4152042 | &nbsp;&nbsp;&nbsp; Series 2021-6, Class A3, 1.89%, due 10/25/2066 | &nbsp;&nbsp; 3700696<br> <sup>(d)(e)</sup><br>|
|  | 2251967 | &nbsp;&nbsp;&nbsp; Series 2024-5, Class A1, 6.19%, due 6/25/2069 | &nbsp;&nbsp; 2284648<br> <sup>(d)</sup><br>|
|  | 2629827 | &nbsp;&nbsp;&nbsp; Series 2024-5, Class A2, 6.45%, due 6/25/2069 | &nbsp;&nbsp; 2668256<br> <sup>(d)</sup><br>|
|  | 5072709 | &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, 5.10%, due 9/25/2069 | &nbsp;&nbsp; 5094998<br> <sup>(d)(e)</sup><br>|
|  | 3512652 | &nbsp;&nbsp;&nbsp; Series 2024-7, Class A3, 5.40%, due 9/25/2069 | &nbsp;&nbsp; 3524049<br> <sup>(d)</sup><br>|
|  | 842166 | &nbsp;&nbsp;&nbsp; Series 2024-8, Class A2, 5.62%, due 10/25/2069 | &nbsp;&nbsp; 848876<br> <sup>(d)</sup><br>|
|  | 5255000 | &nbsp;&nbsp;&nbsp; Series 2024-8, Class M1, 5.99%, due 10/25/2069 | &nbsp;&nbsp; 5303149<br> <sup>(d)(e)</sup><br>|
|  | 3433560 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class A3, 5.75%, due 5/25/2070 | &nbsp;&nbsp; 3465812<br> <sup>(d)</sup><br>|
|  | 1733000 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class M1, 6.30%, due 5/25/2070 | &nbsp;&nbsp; 1766110<br> <sup>(d)(e)</sup><br>|
|  | 4975000 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class M1, 6.65%, due 5/25/2070 | &nbsp;&nbsp; 5086921<br> <sup>(d)(e)</sup><br>|
|  | 9199229 | &nbsp;&nbsp;&nbsp; Series 2025-6, Class A3, 5.72%, due 7/25/2070 | &nbsp;&nbsp; 9284914<br> <sup>(d)</sup><br>|
|  | 1667306 | &nbsp;&nbsp;&nbsp; Series 2025-11, Class A1, 4.91%, due 11/25/2070 | &nbsp;&nbsp; 1672936<br> <sup>(d)(e)</sup><br>|
|  | 4615024 | &nbsp;&nbsp;&nbsp; Series 2025-11, Class A3, 5.27%, due 11/25/2070 | &nbsp;&nbsp; 4629986<br> <sup>(d)</sup><br>|
|  | 2875000 | &nbsp;&nbsp;&nbsp; Series 2025-11, Class M1, 5.66%, due 11/25/2070 | &nbsp;&nbsp; 2882526<br> <sup>(d)(e)</sup><br>|
|  | 2475000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A1, 4.86%, due 1/25/2071 | &nbsp;&nbsp; 2485496<br> <sup>(d)(e)</sup><br>|
|  | 7864000 | &nbsp;&nbsp;&nbsp; Series 2026-1, Class A3, 5.22%, due 1/25/2071 | &nbsp;&nbsp; 7883824<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1029212892** |
| **Commercial Mortgage-Backed 7.8%** | **Commercial Mortgage-Backed 7.8%** | **Commercial Mortgage-Backed 7.8%** | **Commercial Mortgage-Backed 7.8%** |
|  | 6290000 | 1211 Avenue of the Americas Trust, Series 2015-1211, Class B, 4.09%, due 8/10/2035 | &nbsp;&nbsp; 6006950<br> <sup>(d)(e)</sup><br>|
|  | 7000000 | 1301 Trust, Series 2025-1301, Class D, 6.22%, due 8/11/2042 | &nbsp;&nbsp; 7162012<br> <sup>(d)(e)</sup><br>|
|  | 1342000 | &nbsp;&nbsp; ALA Trust, Series 2025-OANA, Class D, (1 mo. USD Term SOFR + 3.09%), 6.77%, due <br> 6/15/2040<br>| &nbsp;&nbsp; 1352060<br> <sup>(d)(f)</sup><br>|
|  | 6690000 | BAHA Trust, Series 2024-MAR, Class A, 6.17%, due 12/10/2041 | &nbsp;&nbsp; 6941317<br> <sup>(d)(e)</sup><br>|
|  | 4725000 | &nbsp;&nbsp; BAMLL Trust, Series 2024-BHP, Class B, (1 mo. USD Term SOFR + 2.90%), 6.58%, due <br> 8/15/2039<br>| &nbsp;&nbsp; 4754915<br> <sup>(d)(f)</sup><br>|
|  |  | BANK |  |
|  | 5302000 | &nbsp;&nbsp;&nbsp; Series 2019-BN17, Class C, 4.51%, due 4/15/2052 | &nbsp;&nbsp; 4962025<br> <sup>(e)</sup><br>|
|  | 1376000 | &nbsp;&nbsp;&nbsp; Series 2021-BN38, Class C, 3.22%, due 12/15/2064 | &nbsp;&nbsp; 1152705<br> <sup>(e)</sup><br>|
|  |  | BANK5 |  |
|  | 2647000 | &nbsp;&nbsp;&nbsp; Series 2024-5YR5, Class B, 6.54%, due 2/15/2029 | &nbsp;&nbsp; 2762810<br> <sup>(e)</sup><br>|
|  | 2138000 | &nbsp;&nbsp;&nbsp; Series 2023-5YR3, Class C, 7.32%, due 9/15/2056 | &nbsp;&nbsp; 2224906<br> <sup>(e)</sup><br>|
|  | 1700000 | &nbsp;&nbsp;&nbsp; Series 2024-5YR7, Class D, 4.00%, due 6/15/2057 | &nbsp;&nbsp; 1518887<br> <sup>(d)</sup><br>|
|  | 3843000 | &nbsp;&nbsp;&nbsp; Series 2024-5YR7, Class B, 6.94%, due 6/15/2057 | &nbsp;&nbsp; 4068758 |
|  | 3039000 | &nbsp;&nbsp;&nbsp; Series 2024-5YR12, Class C, 6.30%, due 12/15/2057 | &nbsp;&nbsp; 3112927<br> <sup>(e)</sup><br>|
|  | 2665000 | &nbsp;&nbsp;&nbsp; Series 2025-5YR17, Class D, 4.50%, due 11/15/2058 | &nbsp;&nbsp; 2376898<br> <sup>(d)</sup><br>|
|  | 3220000 | &nbsp;&nbsp;&nbsp; Series 2025-5YR17, Class C, 5.89%, due 11/15/2058 | &nbsp;&nbsp; 3280613<br> <sup>(e)</sup><br>|
|  | 3236000 | Barclays Commercial Mortgage Trust, Series 2019-C5, Class C, 3.71%, due 11/15/2052 | &nbsp;&nbsp; 2919013 |
|  |  | BBCMS Mortgage Trust |  |
|  | 2570000 | &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, (1 mo. USD Term SOFR + 0.92%), 4.60%, due 3/15/2037 | &nbsp;&nbsp; 2454474<br> <sup>(d)(f)</sup><br>|
|  | 3623000 | &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class B, (1 mo. USD Term SOFR + 1.17%), 4.85%, due 3/15/2037 | &nbsp;&nbsp; 3333463<br> <sup>(d)(f)</sup><br>|
|  | 3000000 | &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class C, (1 mo. USD Term SOFR + 1.32%), 5.00%, due 3/15/2037 | &nbsp;&nbsp; 2715294<br> <sup>(d)(f)</sup><br>|
|  | 2370000 | &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class D, (1 mo. USD Term SOFR + 1.65%), 5.33%, due 3/15/2037 | &nbsp;&nbsp; 2109565<br> <sup>(d)(f)</sup><br>|
|  | 90028674 | &nbsp;&nbsp;&nbsp; Series 2021-C11, Class XA, 1.33%, due 9/15/2054 | &nbsp;&nbsp; 4522482<br> <sup>(e)(g)</sup><br>|
|  | 32797560 | &nbsp;&nbsp;&nbsp; Series 2022-C17, Class XA, 1.15%, due 9/15/2055 | &nbsp;&nbsp; 2001848<br> <sup>(e)(g)</sup><br>|
|  | 2167000 | &nbsp;&nbsp;&nbsp; Series 2024-5C31, Class C, 5.76%, due 12/15/2057 | &nbsp;&nbsp; 2185285<br> <sup>(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
|  | Benchmark Mortgage Trust |  |
| $1600000 | &nbsp;&nbsp;&nbsp; Series 2020-B16, Class C, 3.52%, due 2/15/2053 | &nbsp;&nbsp; $1332888<br> <sup>(e)</sup><br>|
| 257000 | &nbsp;&nbsp;&nbsp; Series 2020-B17, Class B, 2.92%, due 3/15/2053 | &nbsp;&nbsp; 216157 |
| 46528012 | &nbsp;&nbsp;&nbsp; Series 2021-B30, Class XA, 0.79%, due 11/15/2054 | &nbsp;&nbsp; 1688222<br> <sup>(e)(g)</sup><br>|
| 2077000 | &nbsp;&nbsp;&nbsp; Series 2023-B40, Class C, 7.41%, due 12/15/2056 | &nbsp;&nbsp; 2139628<br> <sup>(e)</sup><br>|
| 1509000 | &nbsp;&nbsp;&nbsp; Series 2024-V5, Class C, 6.97%, due 1/10/2057 | &nbsp;&nbsp; 1566568<br> <sup>(e)</sup><br>|
| 1759000 | &nbsp;&nbsp;&nbsp; Series 2024-V6, Class D, 4.00%, due 3/15/2057 | &nbsp;&nbsp; 1592503 |
| 2222000 | &nbsp;&nbsp;&nbsp; Series 2024-V6, Class C, 6.67%, due 3/15/2057 | &nbsp;&nbsp; 2290470 |
| 3428000 | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class D, 6.37%, due 10/10/2042 | &nbsp;&nbsp; 3536458<br> <sup>(d)(e)</sup><br>|
|  | BLP Commercial Mortgage Trust |  |
| 6648319 | &nbsp;&nbsp;&nbsp; Series 2025-IND, Class A, (1 mo. USD Term SOFR + 1.20%), 4.88%, due 3/15/2042 | &nbsp;&nbsp; 6645766<br> <sup>(d)(f)</sup><br>|
| 1745696 | &nbsp;&nbsp;&nbsp; Series 2025-IND, Class C, (1 mo. USD Term SOFR + 1.80%), 5.48%, due 3/15/2042 | &nbsp;&nbsp; 1743507<br> <sup>(d)(f)</sup><br>|
| 8003000 | &nbsp;&nbsp;&nbsp; Series 2025-IND2, Class D, (1 mo. USD Term SOFR + 2.65%), 6.33%, due 12/15/2042 | &nbsp;&nbsp; 8023008<br> <sup>(d)(f)</sup><br>|
|  | BMO Mortgage Trust |  |
| 1346000 | &nbsp;&nbsp;&nbsp; Series 2024-5C3, Class B, 6.56%, due 2/15/2057 | &nbsp;&nbsp; 1386267<br> <sup>(e)</sup><br>|
| 2250000 | &nbsp;&nbsp;&nbsp; Series 2024-5C3, Class C, 6.86%, due 2/15/2057 | &nbsp;&nbsp; 2305206<br> <sup>(e)</sup><br>|
| 1695000 | &nbsp;&nbsp;&nbsp; Series 2024-5C8, Class C, 5.74%, due 12/15/2057 | &nbsp;&nbsp; 1687271<br> <sup>(e)</sup><br>|
| 1875000 | &nbsp;&nbsp;&nbsp; Series 2025-5C10, Class D, 4.50%, due 5/15/2058 | &nbsp;&nbsp; 1674565<br> <sup>(d)</sup><br>|
| 1820673 | BWAY Mortgage Trust, Series 2013-1515, Class A2, 3.45%, due 3/10/2033 | &nbsp;&nbsp; 1757551<br> <sup>(d)</sup><br>|
|  | BX Commercial Mortgage Trust |  |
| 4984382 | &nbsp;&nbsp;&nbsp; Series 2024-KING, Class C, (1 mo. USD Term SOFR + 1.94%), 5.62%, due 5/15/2034 | &nbsp;&nbsp; 4990612<br> <sup>(d)(f)</sup><br>|
| 5704896 | &nbsp;&nbsp;&nbsp; Series 2024-KING, Class D, (1 mo. USD Term SOFR + 2.49%), 6.17%, due 5/15/2034 | &nbsp;&nbsp; 5719158<br> <sup>(d)(f)</sup><br>|
| 425904 | &nbsp;&nbsp;&nbsp; Series 2024-MF, Class C, (1 mo. USD Term SOFR + 1.94%), 5.62%, due 2/15/2039 | &nbsp;&nbsp; 426968<br> <sup>(d)(f)</sup><br>|
| 2359066 | &nbsp;&nbsp;&nbsp; Series 2024-XL4, Class C, (1 mo. USD Term SOFR + 2.19%), 5.87%, due 2/15/2039 | &nbsp;&nbsp; 2361277<br> <sup>(d)(f)</sup><br>|
| 7161556 | &nbsp;&nbsp;&nbsp; Series 2024-MF, Class D, (1 mo. USD Term SOFR + 2.69%), 6.37%, due 2/15/2039 | &nbsp;&nbsp; 7188412<br> <sup>(d)(f)</sup><br>|
| 1995000 | &nbsp;&nbsp;&nbsp; Series 2023-XL3, Class D, (1 mo. USD Term SOFR + 3.59%), 7.27%, due 12/9/2040 | &nbsp;&nbsp; 1995000<br> <sup>(d)(f)</sup><br>|
| 5523000 | &nbsp;&nbsp;&nbsp; Series 2024-XL5, Class D, (1 mo. USD Term SOFR + 2.69%), 6.37%, due 3/15/2041 | &nbsp;&nbsp; 5531630<br> <sup>(d)(f)</sup><br>|
| 7230000 | &nbsp;&nbsp;&nbsp; Series 2024-GPA2, Class C, (1 mo. USD Term SOFR + 2.19%), 5.87%, due 11/15/2041 | &nbsp;&nbsp; 7252594<br> <sup>(d)(f)</sup><br>|
| 3951772 | &nbsp;&nbsp;&nbsp; Series 2025-JDI, Class C, (1 mo. USD Term SOFR + 1.75%), 5.43%, due 11/15/2042 | &nbsp;&nbsp; 3961651<br> <sup>(d)(f)</sup><br>|
| 1392483 | &nbsp;&nbsp;&nbsp; Series 2025-JDI, Class D, (1 mo. USD Term SOFR + 2.40%), 6.08%, due 11/15/2042 | &nbsp;&nbsp; 1396835<br> <sup>(d)(f)</sup><br>|
|  | BX Trust |  |
| 13303298 | &nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class D, (1 mo. USD Term SOFR + 1.99%), 5.67%, due 3/15/2030 | &nbsp;&nbsp; 13253410<br> <sup>(d)(f)</sup><br>|
| 9726000 | &nbsp;&nbsp;&nbsp; Series 2024-BIO, Class C, (1 mo. USD Term SOFR + 2.64%), 6.32%, due 2/15/2041 | &nbsp;&nbsp; 9643937<br> <sup>(d)(f)</sup><br>|
| 9937000 | &nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class E, (1 mo. USD Term SOFR + 2.89%), 6.57%, due 6/15/2041 | &nbsp;&nbsp; 9936970<br> <sup>(d)(f)</sup><br>|
| 1320000 | &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class C, 3.86%, due 12/9/2041 | &nbsp;&nbsp; 1266516<br> <sup>(d)</sup><br>|
| 5000000 | &nbsp;&nbsp;&nbsp; Series 2019-OC11, Class E, 3.94%, due 12/9/2041 | &nbsp;&nbsp; 4634092<br> <sup>(d)(e)</sup><br>|
| 7275000 | &nbsp;&nbsp;&nbsp; Series 2025-GW, Class D, (1 mo. USD Term SOFR + 2.75%), 6.43%, due 7/15/2042 | &nbsp;&nbsp; 7320931<br> <sup>(d)(f)</sup><br>|
| 10943000 | &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class C, 5.52%, due 12/13/2042 | &nbsp;&nbsp; 11117076<br> <sup>(d)(e)</sup><br>|
| 9761000 | &nbsp;&nbsp;&nbsp; Series 2025-VLT7, Class D, (1 mo. USD Term SOFR + 3.25%), 6.93%, due 7/15/2044 | &nbsp;&nbsp; 9815879<br> <sup>(d)(f)</sup><br>|
| 10842000 | &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class D, (1 mo. USD Term SOFR + 2.75%), 6.43%, due 12/15/2044 | &nbsp;&nbsp; 10882658<br> <sup>(d)(f)</sup><br>|
| 12431000 | &nbsp;&nbsp;&nbsp; Series 2025-LIFE, Class A, 5.88%, due 6/13/2047 | &nbsp;&nbsp; 12746510<br> <sup>(d)(e)</sup><br>|
|  | BXP Trust |  |
| 7600000 | &nbsp;&nbsp;&nbsp; Series 2017-GM, Class C, 3.42%, due 6/13/2039 | &nbsp;&nbsp; 7414028<br> <sup>(d)(e)</sup><br>|
| 4150000 | &nbsp;&nbsp;&nbsp; Series 2017-GM, Class D, 3.42%, due 6/13/2039 | &nbsp;&nbsp; 4037895<br> <sup>(d)(e)</sup><br>|
|  | CHI Commercial Mortgage Trust |  |
| 11758000 | &nbsp;&nbsp;&nbsp; Series 2025-110W, Class D, 6.63%, due 12/13/2040 | &nbsp;&nbsp; 11913477<br> <sup>(d)(e)</sup><br>|
| 6017000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class B, 6.07%, due 4/15/2042 | &nbsp;&nbsp; 6157569<br> <sup>(d)(e)</sup><br>|
| 1835000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class C, 6.82%, due 4/15/2042 | &nbsp;&nbsp; 1900715<br> <sup>(d)(e)</sup><br>|
| 7315000 | &nbsp;&nbsp;&nbsp; Series 2025-SFT, Class D, 7.57%, due 4/15/2042 | &nbsp;&nbsp; 7612036<br> <sup>(d)(e)</sup><br>|
|  | Citigroup Commercial Mortgage Trust |  |
| 2425000 | &nbsp;&nbsp;&nbsp; Series 2023-PRM3, Class C, 6.36%, due 7/10/2028 | &nbsp;&nbsp; 2487546<br> <sup>(d)(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
| $2776000 | &nbsp;&nbsp;&nbsp; Series 2023-SMRT, Class C, 5.85%, due 10/12/2040 | &nbsp;&nbsp; $2814375<br> <sup>(d)(e)</sup><br>|
|  | COMM Mortgage Trust |  |
| 572000 | &nbsp;&nbsp;&nbsp; Series 2025-167G, Class E, 8.20%, due 8/10/2040 | &nbsp;&nbsp; 570406<br> <sup>(d)(e)</sup><br>|
| 3733000 | &nbsp;&nbsp;&nbsp; Series 2024-CBM, Class D, 7.93%, due 12/10/2041 | &nbsp;&nbsp; 3865125<br> <sup>(d)(e)</sup><br>|
| 5507000 | &nbsp;&nbsp;&nbsp; Series 2024-277P, Class B, 7.00%, due 8/10/2044 | &nbsp;&nbsp; 5848892<br> <sup>(d)(e)</sup><br>|
|  | CONE Trust |  |
| 2816000 | &nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class A, (1 mo. USD Term SOFR + 1.64%), 5.32%, due 8/15/2041 | &nbsp;&nbsp; 2816000<br> <sup>(d)(f)</sup><br>|
| 2900000 | &nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class D, (1 mo. USD Term SOFR + 3.04%), 6.72%, due 8/15/2041 | &nbsp;&nbsp; 2897055<br> <sup>(d)(f)</sup><br>|
| 4793000 | DC Office Trust, Series 2019-MTC, Class D, 3.07%, due 9/15/2045 | &nbsp;&nbsp; 4135943<br> <sup>(d)(e)</sup><br>|
|  | ELM Trust |  |
| 6141000 | &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class D10, 6.85%, due 6/10/2039 | &nbsp;&nbsp; 6157197<br> <sup>(d)(e)</sup><br>|
| 3950000 | &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class D15, 6.90%, due 6/10/2039 | &nbsp;&nbsp; 3959833<br> <sup>(d)(e)</sup><br>|
| 5464000 | Fashion Show Mall LLC, Series 2024-SHOW, Class C, 6.28%, due 10/10/2041 | &nbsp;&nbsp; 5491135<br> <sup>(d)(e)</sup><br>|
|  | Federal Home Loan Mortgage Corp. Multiclass Certificates |  |
| 61820000 | &nbsp;&nbsp;&nbsp; Series 2020-RR03, Class X1, 1.71%, due 7/27/2028 | &nbsp;&nbsp; 2113243<br> <sup>(g)</sup><br>|
| 27400000 | &nbsp;&nbsp;&nbsp; Series 2020-RR02, Class DX, 1.82%, due 9/27/2028 | &nbsp;&nbsp; 1081089<br> <sup>(e)(g)</sup><br>|
| 65036368 | &nbsp;&nbsp;&nbsp; Series 2020-RR04, Class X, 2.13%, due 2/27/2029 | &nbsp;&nbsp; 3121336<br> <sup>(e)(g)</sup><br>|
| 18835000 | &nbsp;&nbsp;&nbsp; Series 2020-RR02, Class CX, 1.27%, due 3/27/2029 | &nbsp;&nbsp; 618845<br> <sup>(e)(g)</sup><br>|
| 2446289 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, <br> Series 2024-MN8, Class M1, (30 day USD SOFR Average + 2.85%), 6.55%, due <br> 5/25/2044<br>| &nbsp;&nbsp; 2461651<br> <sup>(d)(f)</sup><br>|
|  | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |  |
| 70984000 | &nbsp;&nbsp;&nbsp; Series K083, Class XAM, 0.05%, due 10/25/2028 | &nbsp;&nbsp; 211547<br> <sup>(e)(g)</sup><br>|
| 77922000 | &nbsp;&nbsp;&nbsp; Series K085, Class XAM, 0.06%, due 10/25/2028 | &nbsp;&nbsp; 209462<br> <sup>(e)(g)</sup><br>|
|  | GS Mortgage Securities Trust |  |
| 14088 | &nbsp;&nbsp;&nbsp; Series 2011-GC5, Class XA, 0.00%, due 8/10/2044 | &nbsp;&nbsp; 10<br> <sup>(d)(e)(g)</sup><br>|
| 3237000 | &nbsp;&nbsp;&nbsp; Series 2016-GS2, Class C, 4.69%, due 5/10/2049 | &nbsp;&nbsp; 3148603<br> <sup>(e)</sup><br>|
| 2360000 | &nbsp;&nbsp;&nbsp; Series 2019-GC42, Class B, 3.36%, due 9/10/2052 | &nbsp;&nbsp; 2143668 |
| 3284000 | &nbsp;&nbsp;&nbsp; Series 2019-GC42, Class C, 3.70%, due 9/10/2052 | &nbsp;&nbsp; 2831015<br> <sup>(e)</sup><br>|
|  | Hilton USA Trust |  |
| 1534500 | &nbsp;&nbsp;&nbsp; Series 2016-HHV, Class C, 4.19%, due 11/5/2038 | &nbsp;&nbsp; 1528193<br> <sup>(d)(e)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2016-HHV, Class E, 4.19%, due 11/5/2038 | &nbsp;&nbsp; 2973440<br> <sup>(d)(e)</sup><br>|
|  | Hudson Yards Mortgage Trust |  |
| 1691058 | &nbsp;&nbsp;&nbsp; Series 2016-10HY, Class C, 2.98%, due 8/10/2038 | &nbsp;&nbsp; 1671355<br> <sup>(d)(e)</sup><br>|
| 6032000 | &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class D, 6.34%, due 1/13/2040 | &nbsp;&nbsp; 6293336<br> <sup>(d)(e)</sup><br>|
| 3116000 | &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class E, 6.68%, due 1/13/2040 | &nbsp;&nbsp; 3237735<br> <sup>(d)(e)</sup><br>|
| 6413000 | &nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class C, (1 mo. USD Term SOFR + 2.25%), <br> 5.93%, due 3/15/2042<br>| &nbsp;&nbsp; 6441057<br> <sup>(d)(f)</sup><br>|
|  | IP Mortgage Trust |  |
| 3899000 | &nbsp;&nbsp;&nbsp; Series 2025-IP, Class D, 6.31%, due 6/10/2042 | &nbsp;&nbsp; 3973482<br> <sup>(d)(e)</sup><br>|
| 3277000 | &nbsp;&nbsp;&nbsp; Series 2025-IP, Class E, 6.85%, due 6/10/2042 | &nbsp;&nbsp; 3344859<br> <sup>(d)(e)</sup><br>|
| 1193806 | &nbsp;&nbsp;&nbsp; Series 2025-IP, Class F, 7.71%, due 6/10/2042 | &nbsp;&nbsp; 1215785<br> <sup>(d)(e)</sup><br>|
| 13926044 | IRV Trust, Series 2025-200P, Class C, 5.73%, due 3/14/2047 | &nbsp;&nbsp; 14092598<br> <sup>(d)(e)</sup><br>|
|  | JP Morgan Chase Commercial Mortgage Securities Trust |  |
| 6038000 | &nbsp;&nbsp;&nbsp; Series 2022-OPO, Class D, 3.45%, due 1/5/2039 | &nbsp;&nbsp; 4830402<br> <sup>(d)(e)</sup><br>|
| 346000 | &nbsp;&nbsp;&nbsp; Series 2022-OPO, Class C, 3.45%, due 1/5/2039 | &nbsp;&nbsp; 288910<br> <sup>(d)(e)</sup><br>|
|  | MAD Commercial Mortgage Trust |  |
| 11300000 | &nbsp;&nbsp;&nbsp; Series 2025-11MD, Class D, 6.57%, due 10/15/2042 | &nbsp;&nbsp; 11546098<br> <sup>(d)(e)</sup><br>|
| 6200000 | &nbsp;&nbsp;&nbsp; Series 2025-11MD, Class E, 7.57%, due 10/15/2042 | &nbsp;&nbsp; 6143315<br> <sup>(d)(e)</sup><br>|
|  | Manhattan West Mortgage Trust |  |
| 7703000 | &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class D, 2.33%, due 9/10/2039 | &nbsp;&nbsp; 7344666<br> <sup>(d)(e)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
| $6402000 | &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class C, 2.33%, due 9/10/2039 | &nbsp;&nbsp; $6156207<br> <sup>(d)(e)</sup><br>|
| 4677000 | &nbsp;&nbsp; MED Commercial Mortgage Trust, Series 2024-MOB, Class C, (1 mo. USD Term SOFR + <br> 2.29%), 5.97%, due 5/15/2041<br>| &nbsp;&nbsp; 4616122<br> <sup>(d)(f)</sup><br>|
|  | Morgan Stanley Bank of America Merrill Lynch Trust |  |
| 1341000 | &nbsp;&nbsp;&nbsp; Series 2017-C33, Class C, 4.56%, due 5/15/2050 | &nbsp;&nbsp; 1264028<br> <sup>(e)</sup><br>|
| 5156000 | &nbsp;&nbsp;&nbsp; Series 2025-5C1, Class C, 6.64%, due 3/15/2058 | &nbsp;&nbsp; 5395400<br> <sup>(e)</sup><br>|
| 7135000 | &nbsp;&nbsp;&nbsp; Series 2025-C35, Class C, 6.35%, due 8/15/2058 | &nbsp;&nbsp; 7301574<br> <sup>(e)</sup><br>|
|  | Morgan Stanley Capital I Trust |  |
| 1291000 | &nbsp;&nbsp;&nbsp; Series 2017-H1, Class B, 4.08%, due 6/15/2050 | &nbsp;&nbsp; 1264009 |
| 2504550 | &nbsp;&nbsp;&nbsp; Series 2017-H1, Class C, 4.28%, due 6/15/2050 | &nbsp;&nbsp; 2378355<br> <sup>(e)</sup><br>|
| 1301000 | &nbsp;&nbsp;&nbsp; Series 2018-H4, Class C, 5.06%, due 12/15/2051 | &nbsp;&nbsp; 1224486<br> <sup>(e)</sup><br>|
|  | MSWF Commercial Mortgage Trust |  |
| 2302000 | &nbsp;&nbsp;&nbsp; Series 2023-1, Class C, 6.68%, due 5/15/2056 | &nbsp;&nbsp; 2405235<br> <sup>(e)</sup><br>|
| 1812000 | &nbsp;&nbsp;&nbsp; Series 2023-2, Class C, 7.02%, due 12/15/2056 | &nbsp;&nbsp; 1946325<br> <sup>(e)</sup><br>|
|  | NXPT Commercial Mortgage Trust |  |
| 2420000 | &nbsp;&nbsp;&nbsp; Series 2024-STOR, Class C, 4.98%, due 11/5/2041 | &nbsp;&nbsp; 2417332<br> <sup>(d)(e)</sup><br>|
| 3743616 | &nbsp;&nbsp;&nbsp; Series 2024-STOR, Class D, 5.65%, due 11/5/2041 | &nbsp;&nbsp; 3766007<br> <sup>(d)(e)</sup><br>|
| 1870000 | NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.17%, due 2/10/2047 | &nbsp;&nbsp; 1939515<br> <sup>(d)(e)</sup><br>|
|  | NYC Commercial Mortgage Trust |  |
| 4651000 | &nbsp;&nbsp;&nbsp; Series 2025-3BP, Class C, (1 mo. USD Term SOFR + 1.89%), 5.57%, due 2/15/2042 | &nbsp;&nbsp; 4668441<br> <sup>(d)(f)</sup><br>|
| 5166000 | &nbsp;&nbsp;&nbsp; Series 2025-3BP, Class D, (1 mo. USD Term SOFR + 2.44%), 6.12%, due 2/15/2042 | &nbsp;&nbsp; 5191830<br> <sup>(d)(f)</sup><br>|
|  | One Market Plaza Trust |  |
| 2585000 | &nbsp;&nbsp;&nbsp; Series 2017-1MKT, Class B, 3.85%, due 2/10/2032 | &nbsp;&nbsp; 2463129<br> <sup>(d)</sup><br>|
| 2807000 | &nbsp;&nbsp;&nbsp; Series 2017-1MKT, Class C, 4.02%, due 2/10/2032 | &nbsp;&nbsp; 2667648<br> <sup>(d)</sup><br>|
| 2476000 | &nbsp;&nbsp;&nbsp; Series 2017-1MKT, Class D, 4.15%, due 2/10/2032 | &nbsp;&nbsp; 2303600<br> <sup>(d)</sup><br>|
|  | ONE Mortgage Trust |  |
| 1537000 | &nbsp;&nbsp;&nbsp; Series 2021-PARK, Class D, (1 mo. USD Term SOFR + 1.61%), 5.29%, due 3/15/2036 | &nbsp;&nbsp; 1534012<br> <sup>(d)(f)</sup><br>|
| 4391000 | &nbsp;&nbsp;&nbsp; Series 2021-PARK, Class E, (1 mo. USD Term SOFR + 1.86%), 5.54%, due 3/15/2036 | &nbsp;&nbsp; 4382782<br> <sup>(d)(f)</sup><br>|
| 6725000 | ONNI Commercial Mortgage Trust, Series 2024-APT, Class C, 6.64%, due 7/15/2039 | &nbsp;&nbsp; 6878907<br> <sup>(d)(e)</sup><br>|
| 5189000 | &nbsp;&nbsp; ORL Trust, Series 2024-GLKS, Class D, (1 mo. USD Term SOFR + 2.79%), 6.47%, due <br> 12/15/2039<br>| &nbsp;&nbsp; 5211702<br> <sup>(d)(f)</sup><br>|
| 9430000 | PRM Trust, Series 2025-PRM6, Class E, 6.58%, due 7/5/2033 | &nbsp;&nbsp; 9476695<br> <sup>(d)(e)</sup><br>|
| 14793000 | ROCK Trust, Series 2024-CNTR, Class D, 7.11%, due 11/13/2041 | &nbsp;&nbsp; 15585301<br> <sup>(d)</sup><br>|
| 9192000 | &nbsp;&nbsp; SDAL Trust, Series 2025-DAL, Class C, (1 mo. USD Term SOFR + 3.94%), 7.62%, due <br> 4/15/2042<br>| &nbsp;&nbsp; 9260927<br> <sup>(d)(f)</sup><br>|
|  | SFO Commercial Mortgage Trust |  |
| 5365000 | &nbsp;&nbsp;&nbsp; Series 2021-555, Class B, (1 mo. USD Term SOFR + 1.61%), 5.29%, due 5/15/2038 | &nbsp;&nbsp; 5351650<br> <sup>(d)(f)</sup><br>|
| 3810000 | &nbsp;&nbsp;&nbsp; Series 2021-555, Class C, (1 mo. USD Term SOFR + 1.91%), 5.59%, due 5/15/2038 | &nbsp;&nbsp; 3795713<br> <sup>(d)(f)</sup><br>|
| 6077000 | &nbsp;&nbsp;&nbsp; Series 2021-555, Class D, (1 mo. USD Term SOFR + 2.51%), 6.19%, due 5/15/2038 | &nbsp;&nbsp; 6054288<br> <sup>(d)(f)</sup><br>|
| 7187163 | &nbsp;&nbsp; SMRT Commercial Mortgage Trust, Series 2022-MINI, Class E, (1 mo. USD Term SOFR + <br> 2.70%), 6.38%, due 1/15/2039<br>| &nbsp;&nbsp; 7169195<br> <sup>(d)(f)</sup><br>|
|  | TCO Commercial Mortgage Trust |  |
| 6404000 | &nbsp;&nbsp;&nbsp; Series 2024-DPM, Class B, (1 mo. USD Term SOFR + 1.59%), 5.27%, due 12/15/2039 | &nbsp;&nbsp; 6420010<br> <sup>(d)(f)</sup><br>|
| 3121000 | &nbsp;&nbsp;&nbsp; Series 2024-DPM, Class C, (1 mo. USD Term SOFR + 1.99%), 5.67%, due 12/15/2039 | &nbsp;&nbsp; 3126852<br> <sup>(d)(f)</sup><br>|
| 3053000 | &nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class A, (1 mo. USD Term SOFR + <br> 1.29%), 4.97%, due 4/15/2042<br>| &nbsp;&nbsp; 3054907<br> <sup>(d)(f)</sup><br>|
|  | TRTX Issuer Ltd. |  |
| 9331000 | &nbsp;&nbsp;&nbsp; Series 2025-FL6, Class A, (1 mo. USD Term SOFR + 1.54%), 5.21%, due 9/18/2042 | &nbsp;&nbsp; 9351414<br> <sup>(d)(f)</sup><br>|
| 4876000 | &nbsp;&nbsp;&nbsp; Series 2025-FL7, Class C, (1 mo. USD Term SOFR + 2.20%), 5.88%, due 6/18/2043 | &nbsp;&nbsp; 4875991<br> <sup>(d)(f)</sup><br>|
| 4660000 | &nbsp;&nbsp;&nbsp; Series 2025-FL7, Class D, (1 mo. USD Term SOFR + 2.65%), 6.33%, due 6/18/2043 | &nbsp;&nbsp; 4660110<br> <sup>(d)(f)</sup><br>|
| 2069000 | &nbsp;&nbsp;&nbsp; Series 2025-FL7, Class E, (1 mo. USD Term SOFR + 3.25%), 6.93%, due 6/18/2043 | &nbsp;&nbsp; 2074111<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** | **Commercial Mortgage-Backed – cont'd** |
|  |  | U.S. Bank NA |  |
| $| 3672646 | &nbsp;&nbsp;&nbsp; Series 2025-SUP1, Class C, (30 day USD SOFR Average + 1.90%), 5.60%, due <br> 2/25/2032<br>| &nbsp;&nbsp; $3672635<br> <sup>(d)(f)</sup><br>|
|  | 2753755 | &nbsp;&nbsp;&nbsp; Series 2025-SUP1, Class D, (30 day USD SOFR Average + 2.70%), 6.40%, due <br> 2/25/2032<br>| &nbsp;&nbsp; 2758418<br> <sup>(d)(f)</sup><br>|
|  |  | Wells Fargo Commercial Mortgage Trust |  |
|  | 3709000 | &nbsp;&nbsp;&nbsp; Series 2024-1CHI, Class C, 6.43%, due 7/15/2035 | &nbsp;&nbsp; 3751397<br> <sup>(d)(e)</sup><br>|
|  | 2914000 | &nbsp;&nbsp;&nbsp; Series 2024-1CHI, Class D, 6.93%, due 7/15/2035 | &nbsp;&nbsp; 2953348<br> <sup>(d)(e)</sup><br>|
|  | 1730000 | &nbsp;&nbsp;&nbsp; Series 2016-NXS6, Class C, 4.34%, due 11/15/2049 | &nbsp;&nbsp; 1676905<br> <sup>(e)</sup><br>|
|  | 2770000 | &nbsp;&nbsp;&nbsp; Series 2017-C39, Class C, 4.12%, due 9/15/2050 | &nbsp;&nbsp; 2505322 |
|  | 5086000 | &nbsp;&nbsp;&nbsp; Series 2025-5C3, Class C, 6.23%, due 1/15/2058 | &nbsp;&nbsp; 5163625<br> <sup>(e)</sup><br>|
|  |  | WF-RBS Commercial Mortgage Trust |  |
|  | 102868000 | &nbsp;&nbsp;&nbsp; Series 2013-C14, Class XB, 0.00%, due 6/15/2046 | &nbsp;&nbsp; 1029<br> <sup>(e)(g)</sup><br>|
|  | 1505370 | &nbsp;&nbsp;&nbsp; Series 2014-C22, Class XA, 0.27%, due 9/15/2057 | &nbsp;&nbsp; 160<br> <sup>(e)(g)</sup><br>|
|  |  |  | &nbsp;&nbsp; **608008934** |
| **Federal Home Loan Mortgage Corp. 4.3%** | **Federal Home Loan Mortgage Corp. 4.3%** | **Federal Home Loan Mortgage Corp. 4.3%** | **Federal Home Loan Mortgage Corp. 4.3%** |
|  |  | Pass-Through Certificates |  |
|  | 21764938 | &nbsp;&nbsp;&nbsp; 2.50%, due 9/1/2051 - 10/1/2052 | &nbsp;&nbsp; 18559527 |
|  | 26943206 | &nbsp;&nbsp;&nbsp; 3.00%, due 11/1/2050 - 8/1/2052 | &nbsp;&nbsp; 23978726 |
|  | 34705620 | &nbsp;&nbsp;&nbsp; 3.50%, due 5/1/2052 - 11/1/2054 | &nbsp;&nbsp; 32156290 |
|  | 24017688 | &nbsp;&nbsp;&nbsp; 4.00%, due 8/1/2052 - 12/1/2054 | &nbsp;&nbsp; 23063801 |
|  | 9580581 | &nbsp;&nbsp;&nbsp; 4.50%, due 8/1/2052 - 1/1/2054 | &nbsp;&nbsp; 9418145 |
|  | 71607191 | &nbsp;&nbsp;&nbsp; 5.00%, due 10/1/2052 - 1/1/2056 | &nbsp;&nbsp; 71771565 |
|  | 98719301 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/1/2052 - 12/1/2055 | &nbsp;&nbsp; 100542133 |
|  | 54999357 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/1/2052 - 9/1/2055 | &nbsp;&nbsp; 56683400 |
|  |  |  | &nbsp;&nbsp; **336173587** |
| **Federal National Mortgage Association 7.4%** | **Federal National Mortgage Association 7.4%** | **Federal National Mortgage Association 7.4%** | **Federal National Mortgage Association 7.4%** |
|  |  | Pass-Through Certificates |  |
|  | 46097832 | &nbsp;&nbsp;&nbsp; 2.50%, due 5/1/2051 - 7/1/2053 | &nbsp;&nbsp; 39427698 |
|  | 73240614 | &nbsp;&nbsp;&nbsp; 3.00%, due 6/1/2050 - 3/1/2053 | &nbsp;&nbsp; 65150031 |
|  | 47990576 | &nbsp;&nbsp;&nbsp; 3.50%, due 8/1/2051 - 4/1/2053 | &nbsp;&nbsp; 44586680 |
|  | 49804451 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/1/2052 - 7/1/2055 | &nbsp;&nbsp; 47807867 |
|  | 77972967 | &nbsp;&nbsp;&nbsp; 4.50%, due 7/1/2052 - 3/1/2055 | &nbsp;&nbsp; 76655810<br> <sup>(h)</sup><br>|
|  | 75796846 | &nbsp;&nbsp;&nbsp; 5.00%, due 8/1/2052 - 2/1/2056 | &nbsp;&nbsp; 76029076 |
|  | 166304435 | &nbsp;&nbsp;&nbsp; 5.50%, due 12/1/2052 - 12/1/2055 | &nbsp;&nbsp; 169149043 |
|  | 62406228 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/1/2053 - 7/1/2055 | &nbsp;&nbsp; 64497698 |
|  |  |  | &nbsp;&nbsp; **583303903** |
| **Government National Mortgage Association 2.7%** | **Government National Mortgage Association 2.7%** | **Government National Mortgage Association 2.7%** | **Government National Mortgage Association 2.7%** |
|  |  | Pass-Through Certificates |  |
|  | 190 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/15/2032 | &nbsp;&nbsp; 199 |
|  | 16930000 | &nbsp;&nbsp;&nbsp; 4.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 16529923<br> <sup>(i)</sup><br>|
|  | 105825000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 105799829<br> <sup>(i)</sup><br>|
|  | 84425000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 85347167<br> <sup>(i)</sup><br>|
|  |  |  | &nbsp;&nbsp; **207677118** |
| **Uniform Mortgage-Backed Securities 17.0%** | **Uniform Mortgage-Backed Securities 17.0%** | **Uniform Mortgage-Backed Securities 17.0%** | **Uniform Mortgage-Backed Securities 17.0%** |
|  |  | Pass-Through Certificates |  |
|  | 47060000 | &nbsp;&nbsp;&nbsp; 2.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 39938539<br> <sup>(i)</sup><br>|
|  | 7365000 | &nbsp;&nbsp;&nbsp; 3.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 6526768<br> <sup>(i)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Uniform Mortgage-Backed Securities – cont'd** | **Uniform Mortgage-Backed Securities – cont'd** | **Uniform Mortgage-Backed Securities – cont'd** | **Uniform Mortgage-Backed Securities – cont'd** |
| $| 155310000 | &nbsp;&nbsp;&nbsp; 3.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; $143635681<br> <sup>(i)</sup><br>|
|  | 192325000 | &nbsp;&nbsp;&nbsp; 4.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 183657029<br> <sup>(i)</sup><br>|
|  | 202340000 | &nbsp;&nbsp;&nbsp; 4.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 198215639<br> <sup>(i)</sup><br>|
|  | 273910000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 273834538<br> <sup>(i)</sup><br>|
|  | 170300000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 172668960<br> <sup>(i)</sup><br>|
|  | 307045000 | &nbsp;&nbsp;&nbsp; 6.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 314407764<br> <sup>(i)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1332884918** |
| **Total Mortgage-Backed Securities (Cost $4,102,962,042)** | **Total Mortgage-Backed Securities (Cost $4,102,962,042)** | **Total Mortgage-Backed Securities (Cost $4,102,962,042)** | &nbsp;&nbsp; **4097261352** |
| **Asset-Backed Securities 12.8%** | **Asset-Backed Securities 12.8%** | **Asset-Backed Securities 12.8%** | **Asset-Backed Securities 12.8%** |
| **Automobiles 1.7%** | **Automobiles 1.7%** | **Automobiles 1.7%** | **Automobiles 1.7%** |
|  |  | Ally Bank Auto Credit-Linked Notes |  |
|  | 403427 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class D, 6.32%, due 5/17/2032 | &nbsp;&nbsp; 410304<br> <sup>(d)</sup><br>|
|  | 1223879 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class E, 7.92%, due 5/17/2032 | &nbsp;&nbsp; 1250483<br> <sup>(d)</sup><br>|
|  | 433837 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class C, 5.22%, due 9/15/2032 | &nbsp;&nbsp; 437928<br> <sup>(d)</sup><br>|
|  | 1829903 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class E, 6.68%, due 9/15/2032 | &nbsp;&nbsp; 1847802<br> <sup>(d)</sup><br>|
|  | 4332220 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class D, 4.99%, due 6/15/2033 | &nbsp;&nbsp; 4352163<br> <sup>(d)</sup><br>|
|  |  | Avis Budget Rental Car Funding AESOP LLC |  |
|  | 1110000 | &nbsp;&nbsp;&nbsp; Series 2022-5A, Class C, 6.24%, due 4/20/2027 | &nbsp;&nbsp; 1112626<br> <sup>(d)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, 1.90%, due 2/20/2028 | &nbsp;&nbsp; 978292<br> <sup>(d)</sup><br>|
|  | 3423000 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class C, 6.23%, due 4/20/2029 | &nbsp;&nbsp; 3509835<br> <sup>(d)</sup><br>|
|  | 3130000 | &nbsp;&nbsp;&nbsp; Series 2023-8A, Class B, 6.66%, due 2/20/2030 | &nbsp;&nbsp; 3297412<br> <sup>(d)</sup><br>|
|  | 3636000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, 6.48%, due 6/20/2030 | &nbsp;&nbsp; 3775439<br> <sup>(d)</sup><br>|
|  | 2920000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 5.51%, due 8/20/2031 | &nbsp;&nbsp; 2991822<br> <sup>(d)</sup><br>|
|  | 1766000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 6.24%, due 8/20/2031 | &nbsp;&nbsp; 1824742<br> <sup>(d)</sup><br>|
|  | 1166920 | &nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class C, (30 day USD SOFR <br> Average + 1.50%), 5.20%, due 12/26/2031<br>| &nbsp;&nbsp; 1171411<br> <sup>(d)(f)</sup><br>|
|  | 117146 | &nbsp;&nbsp; BMW Vehicle Lease Trust, Series 2024-2, Class A2B, (30 day USD SOFR Average + <br> 0.42%), 4.12%, due 1/25/2027<br>| &nbsp;&nbsp; 117161<br> <sup>(f)</sup><br>|
|  |  | Bridgecrest Lending Auto Securitization Trust |  |
|  | 4611000 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class C, 4.80%, due 8/15/2031 | &nbsp;&nbsp; 4655612 |
|  | 6190000 | &nbsp;&nbsp;&nbsp; Series 2025-4, Class D, 5.41%, due 8/15/2031 | &nbsp;&nbsp; 6287069 |
|  | 74871 | &nbsp;&nbsp; Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2B, (30 day USD SOFR <br> Average + 0.32%), 4.03%, due 10/15/2027<br>| &nbsp;&nbsp; 74876<br> <sup>(f)</sup><br>|
|  |  | CarMax Auto Owner Trust |  |
|  | 83796 | &nbsp;&nbsp;&nbsp; Series 2024-4, Class A2B, (30 day USD SOFR Average + 0.45%), 4.16%, due <br> 12/15/2027<br>| &nbsp;&nbsp; 83822<br> <sup>(f)</sup><br>|
|  | 592017 | &nbsp;&nbsp;&nbsp; Series 2025-3, Class A2B, (30 day USD SOFR Average + 0.37%), 4.08%, due <br> 8/15/2028<br>| &nbsp;&nbsp; 592370<br> <sup>(f)</sup><br>|
|  | 290781 | Chase Auto Credit Linked Notes, Series 2025-1, Class B, 4.75%, due 2/25/2033 | &nbsp;&nbsp; 292907<br> <sup>(d)</sup><br>|
|  | 14653000 | Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49%, due 5/15/2031 | &nbsp;&nbsp; 14898663 |
|  |  | Exeter Select Automobile Receivables Trust |  |
|  | 500000 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A3, 4.43%, due 8/15/2030 | &nbsp;&nbsp; 503421 |
|  | 4656000 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class C, 4.91%, due 12/15/2031 | &nbsp;&nbsp; 4697087 |
|  | 10089 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2024-B, Class A2B, (30 day USD SOFR Average + <br> 0.40%), 4.11%, due 2/15/2027<br>| &nbsp;&nbsp; 10090<br> <sup>(f)</sup><br>|
|  |  | Ford Credit Auto Owner Trust |  |
|  | 191404 | &nbsp;&nbsp;&nbsp; Series 2024-C, Class A2B, (30 day USD SOFR Average + 0.40%), 4.11%, due <br> 8/15/2027<br>| &nbsp;&nbsp; 191479<br> <sup>(f)</sup><br>|
|  | 202474 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2B, (30 day USD SOFR Average + 0.41%), 4.12%, due <br> 12/15/2027<br>| &nbsp;&nbsp; 202638<br> <sup>(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Automobiles – cont'd** | **Automobiles – cont'd** | **Automobiles – cont'd** |
| $603000 | &nbsp;&nbsp;&nbsp; Series 2025-C, Class A2B, (30 day USD SOFR Average + 0.36%), 4.07%, due <br> 9/15/2028<br>| &nbsp;&nbsp; $603201<br> <sup>(f)</sup><br>|
|  | GLS Auto Receivables Issuer Trust |  |
| 334000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A3, 4.75%, due 1/16/2029 | &nbsp;&nbsp; 336026<br> <sup>(d)</sup><br>|
| 2746000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, 5.95%, due 12/17/2029 | &nbsp;&nbsp; 2800377<br> <sup>(d)</sup><br>|
| 3479000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 5.59%, due 1/15/2031 | &nbsp;&nbsp; 3535743<br> <sup>(d)</sup><br>|
|  | GLS Auto Select Receivables Trust |  |
| 510897 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2, 4.46%, due 10/15/2030 | &nbsp;&nbsp; 514244<br> <sup>(d)</sup><br>|
| 2771000 | &nbsp;&nbsp;&nbsp; Series 2024-4A, Class D, 5.28%, due 10/15/2031 | &nbsp;&nbsp; 2799056<br> <sup>(d)</sup><br>|
| 110168 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, Series 2024-3, Class A2B, (30 day USD SOFR <br> Average + 0.47%), 4.17%, due 1/20/2027<br>| &nbsp;&nbsp; 110188<br> <sup>(f)</sup><br>|
| 144036 | &nbsp;&nbsp; GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A2B, (30 day <br> USD SOFR Average + 0.40%), 4.11%, due 10/18/2027<br>| &nbsp;&nbsp; 144064<br> <sup>(f)</sup><br>|
| 174239 | Harley-Davidson Motorcycle Trust, Series 2025-A, Class A2A, 4.71%, due 7/17/2028 | &nbsp;&nbsp; 174735 |
|  | Huntington Bank Auto Credit-Linked Notes |  |
| 3866627 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class B1, 6.15%, due 5/20/2032 | &nbsp;&nbsp; 3930050<br> <sup>(d)</sup><br>|
| 529799 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class B2, (30 day USD SOFR Average + 1.35%), 5.05%, due <br> 10/20/2032<br>| &nbsp;&nbsp; 531584<br> <sup>(d)(f)</sup><br>|
| 1255078 | &nbsp;&nbsp;&nbsp; Series 2024-2, Class C, (30 day USD SOFR Average + 2.60%), 6.30%, due 10/20/2032 | &nbsp;&nbsp; 1262451<br> <sup>(d)(f)</sup><br>|
|  | Hyundai Auto Receivables Trust |  |
| 200637 | &nbsp;&nbsp;&nbsp; Series 2024-C, Class A2B, (30 day USD SOFR Average + 0.40%), 4.11%, due <br> 9/15/2027<br>| &nbsp;&nbsp; 200706<br> <sup>(f)</sup><br>|
| 198873 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2B, (30 day USD SOFR Average + 0.34%), 4.05%, due <br> 12/15/2027<br>| &nbsp;&nbsp; 198951<br> <sup>(f)</sup><br>|
| 605000 | &nbsp;&nbsp;&nbsp; Series 2025-C, Class A2B, (30 day USD SOFR Average + 0.35%), 4.06%, due <br> 7/17/2028<br>| &nbsp;&nbsp; 605422<br> <sup>(f)</sup><br>|
|  | Mercedes-Benz Auto Lease Trust |  |
| 12023 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class A2B, (30 day USD SOFR Average + 0.44%), 4.15%, due <br> 12/15/2026<br>| &nbsp;&nbsp; 12024<br> <sup>(f)</sup><br>|
| 32670 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class A2B, (30 day USD SOFR Average + 0.42%), 4.13%, due <br> 2/16/2027<br>| &nbsp;&nbsp; 32673<br> <sup>(f)</sup><br>|
|  | Nissan Auto Receivables Owner Trust |  |
| 162209 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class A2B, (30 day USD SOFR Average + 0.38%), 4.09%, due <br> 6/15/2027<br>| &nbsp;&nbsp; 162241<br> <sup>(f)</sup><br>|
| 603000 | &nbsp;&nbsp;&nbsp; Series 2025-B, Class A2B, (30 day USD SOFR Average + 0.38%), 4.09%, due <br> 7/17/2028<br>| &nbsp;&nbsp; 603498<br> <sup>(f)</sup><br>|
| 338000 | PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03%, due 7/15/2030 | &nbsp;&nbsp; 338817<br> <sup>(d)</sup><br>|
| 7733 | &nbsp;&nbsp; Porsche Financial Auto Securitization Trust, Series 2024-1A, Class A2B, (30 day USD <br> SOFR Average + 0.28%), 3.98%, due 1/24/2028<br>| &nbsp;&nbsp; 7733<br> <sup>(d)(f)</sup><br>|
| 32623 | &nbsp;&nbsp; Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A2B, (30 day USD SOFR <br> Average + 0.44%), 4.14%, due 12/21/2026<br>| &nbsp;&nbsp; 32627<br> <sup>(d)(f)</sup><br>|
| 2956046 | Prestige Auto Receivables Trust, Series 2021-1A, Class D, 2.08%, due 2/15/2028 | &nbsp;&nbsp; 2929911<br> <sup>(d)</sup><br>|
| 15813000 | Santander Drive Auto Receivables Trust, Series 2025-1, Class D, 5.43%, due 3/17/2031 | &nbsp;&nbsp; 16124643 |
|  | SCCU Auto Receivables Trust |  |
| 5328 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.45%, due 12/15/2027 | &nbsp;&nbsp; 5331<br> <sup>(d)</sup><br>|
| 2214000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.08%, due 2/17/2032 | &nbsp;&nbsp; 2236858<br> <sup>(d)</sup><br>|
| 18273 | &nbsp;&nbsp; Tesla Auto Lease Trust, Series 2024-B, Class A2B, (30 day USD SOFR Average + 0.59%), <br> 4.29%, due 1/20/2027<br>| &nbsp;&nbsp; 18275<br> <sup>(d)(f)</sup><br>|
|  | Toyota Auto Receivables Owner Trust |  |
| 151363 | &nbsp;&nbsp;&nbsp; Series 2024-D, Class A2B, (30 day USD SOFR Average + 0.39%), 4.10%, due <br> 8/16/2027<br>| &nbsp;&nbsp; 151423<br> <sup>(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Automobiles – cont'd** | **Automobiles – cont'd** | **Automobiles – cont'd** | **Automobiles – cont'd** |
| $| 269883 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2B, (30 day USD SOFR Average + 0.33%), 4.04%, due <br> 11/15/2027<br>| &nbsp;&nbsp; $269911<br> <sup>(f)</sup><br>|
|  | 600000 | &nbsp;&nbsp; Toyota Lease Owner Trust, Series 2025-B, Class A2B, (30 day USD SOFR Average + <br> 0.34%), 4.04%, due 5/22/2028<br>| &nbsp;&nbsp; 600299<br> <sup>(d)(f)</sup><br>|
|  | 1411922 | U.S. Bank NA, Series 2023-1, Class B, 6.79%, due 8/25/2032 | &nbsp;&nbsp; 1426036<br> <sup>(d)</sup><br>|
|  |  | Volkswagen Auto Lease Trust |  |
|  | 21898 | &nbsp;&nbsp;&nbsp; Series 2024-A, Class A2B, (30 day USD SOFR Average + 0.47%), 4.17%, due <br> 12/21/2026<br>| &nbsp;&nbsp; 21901<br> <sup>(f)</sup><br>|
|  | 600000 | &nbsp;&nbsp;&nbsp; Series 2025-B, Class A2B, (30 day USD SOFR Average + 0.37%), 4.07%, due <br> 4/20/2028<br>| &nbsp;&nbsp; 600598<br> <sup>(f)</sup><br>|
|  |  | Volkswagen Auto Loan Enhanced Trust |  |
|  | 124681 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class A2B, (30 day USD SOFR Average + 0.36%), 4.06%, due <br> 11/22/2027<br>| &nbsp;&nbsp; 124721<br> <sup>(f)</sup><br>|
|  | 188740 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2B, (30 day USD SOFR Average + 0.44%), 4.14%, due <br> 1/20/2028<br>| &nbsp;&nbsp; 188860<br> <sup>(f)</sup><br>|
|  | 603000 | &nbsp;&nbsp;&nbsp; Series 2025-2, Class A2B, (30 day USD SOFR Average + 0.37%), 4.07%, due <br> 8/21/2028<br>| &nbsp;&nbsp; 603584<br> <sup>(f)</sup><br>|
|  |  | Westlake Automobile Receivables Trust |  |
|  | 8358000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D, 5.54%, due 11/15/2030 | &nbsp;&nbsp; 8521463<br> <sup>(d)</sup><br>|
|  | 6439000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 4.85%, due 1/15/2031 | &nbsp;&nbsp; 6514143<br> <sup>(d)</sup><br>|
|  | 9527000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 5.08%, due 5/15/2031 | &nbsp;&nbsp; 9625827<br> <sup>(d)</sup><br>|
|  |  | World Omni Auto Receivables Trust |  |
|  | 106924 | &nbsp;&nbsp;&nbsp; Series 2024-C, Class A2A, 4.78%, due 1/18/2028 | &nbsp;&nbsp; 107026 |
|  | 271908 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2B, (30 day USD SOFR Average + 0.33%), 4.04%, due <br> 4/17/2028<br>| &nbsp;&nbsp; 271915<br> <sup>(f)</sup><br>|
|  | 191432 | &nbsp;&nbsp; World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A2B, (30 day <br> USD SOFR Average + 0.39%), 4.10%, due 12/15/2027<br>| &nbsp;&nbsp; 191515<br> <sup>(f)</sup><br>|
|  |  |  | &nbsp;&nbsp; **129038105** |
| **Credit Card 0.0%**<sup>‡</sup> | **Credit Card 0.0%**<sup>‡</sup> | **Credit Card 0.0%**<sup>‡</sup> | **Credit Card 0.0%**<sup>‡</sup> |
|  | 275000 | &nbsp;&nbsp; Citibank Credit Card Issuance Trust, Series 2017-A6, Class A6, (1 mo. USD Term SOFR + <br> 0.88%), 4.56%, due 5/14/2029<br>| &nbsp;&nbsp; 277257<br> <sup>(f)</sup><br>|
|  |  | Evergreen Credit Card Trust |  |
|  | 560000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, (Secured Overnight Financing Rate + 0.68%), 4.33%, due <br> 7/15/2028<br>| &nbsp;&nbsp; 560926<br> <sup>(d)(f)</sup><br>|
|  | 595000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, (Secured Overnight Financing Rate + 0.59%), 4.23%, due <br> 10/15/2029<br>| &nbsp;&nbsp; 597376<br> <sup>(d)(f)</sup><br>|
|  |  |  | &nbsp;&nbsp; **1435559** |
| **Home Equity 1.0%** | **Home Equity 1.0%** | **Home Equity 1.0%** | **Home Equity 1.0%** |
|  |  | JP Morgan Mortgage Trust |  |
|  | 1445182 | &nbsp;&nbsp;&nbsp; Series 2023-HE2, Class M1, (30 day USD SOFR Average + 2.25%), 5.95%, due <br> 3/20/2054<br>| &nbsp;&nbsp; 1453953<br> <sup>(d)(f)</sup><br>|
|  | 2256086 | &nbsp;&nbsp;&nbsp; Series 2023-HE3, Class M1, (30 day USD SOFR Average + 2.10%), 5.80%, due <br> 5/20/2054<br>| &nbsp;&nbsp; 2269874<br> <sup>(d)(f)</sup><br>|
|  | 558815 | &nbsp;&nbsp;&nbsp; Series 2023-HE3, Class M2, (30 day USD SOFR Average + 2.50%), 6.20%, due <br> 5/20/2054<br>| &nbsp;&nbsp; 562943<br> <sup>(d)(f)</sup><br>|
|  | 1978810 | &nbsp;&nbsp;&nbsp; Series 2024-HE1, Class M1, (30 day USD SOFR Average + 2.00%), 5.70%, due <br> 8/25/2054<br>| &nbsp;&nbsp; 1991469<br> <sup>(d)(f)</sup><br>|
|  | 1474011 | &nbsp;&nbsp;&nbsp; Series 2024-HE1, Class M2, (30 day USD SOFR Average + 2.40%), 6.10%, due <br> 8/25/2054<br>| &nbsp;&nbsp; 1486760<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Home Equity – cont'd** | **Home Equity – cont'd** | **Home Equity – cont'd** | **Home Equity – cont'd** |
| $| 513730 | &nbsp;&nbsp;&nbsp; Series 2024-HE2, Class A1, (30 day USD SOFR Average + 1.20%), 4.90%, due <br> 10/20/2054<br>| &nbsp;&nbsp; $514390<br> <sup>(d)(f)</sup><br>|
|  | 661109 | &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, (30 day USD SOFR Average + 1.15%), 4.85%, due <br> 7/20/2055<br>| &nbsp;&nbsp; 661106<br> <sup>(d)(f)</sup><br>|
|  | 2109189 | &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A1, (30 day USD SOFR Average + 1.35%), 5.05%, due <br> 3/20/2056<br>| &nbsp;&nbsp; 2118187<br> <sup>(d)(f)</sup><br>|
|  | 6045000 | &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class M1, (30 day USD SOFR Average + 1.45%), 5.15%, due <br> 3/20/2056<br>| &nbsp;&nbsp; 6071111<br> <sup>(d)(f)</sup><br>|
|  | 5781000 | &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class M2, (30 day USD SOFR Average + 1.70%), 5.40%, due <br> 3/20/2056<br>| &nbsp;&nbsp; 5809667<br> <sup>(d)(f)</sup><br>|
|  | 6595000 | &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class M3, (30 day USD SOFR Average + 2.10%), 5.80%, due <br> 3/20/2056<br>| &nbsp;&nbsp; 6640452<br> <sup>(d)(f)</sup><br>|
|  |  | OBX Trust |  |
|  | 9246283 | &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, (30 day USD SOFR Average + 1.60%), 5.30%, due <br> 2/25/2055<br>| &nbsp;&nbsp; 9292235<br> <sup>(d)(f)</sup><br>|
|  | 1874000 | &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class M1, (30 day USD SOFR Average + 1.90%), 5.60%, due <br> 2/25/2055<br>| &nbsp;&nbsp; 1889830<br> <sup>(d)(f)</sup><br>|
|  |  | RCKT Mortgage Trust |  |
|  | 2214905 | &nbsp;&nbsp;&nbsp; Series 2025-CES10, Class A1A, 4.89%, due 11/25/2055 | &nbsp;&nbsp; 2221512<br> <sup>(d)</sup><br>|
|  | 6561345 | &nbsp;&nbsp;&nbsp; Series 2025-CES11, Class A1A, 4.97%, due 11/25/2055 | &nbsp;&nbsp; 6584194<br> <sup>(d)</sup><br>|
|  | 6431291 | &nbsp;&nbsp;&nbsp; Series 2025-CES11, Class A1B, 5.12%, due 11/25/2055 | &nbsp;&nbsp; 6461011<br> <sup>(d)</sup><br>|
|  | 2315000 | &nbsp;&nbsp;&nbsp; Series 2025-CES10, Class A2, 5.16%, due 11/25/2055 | &nbsp;&nbsp; 2321567<br> <sup>(d)</sup><br>|
|  | 1724000 | &nbsp;&nbsp;&nbsp; Series 2025-CES11, Class A2, 5.23%, due 11/25/2055 | &nbsp;&nbsp; 1729383<br> <sup>(d)</sup><br>|
|  | 5775000 | &nbsp;&nbsp;&nbsp; Series 2025-CES10, Class A3, 5.31%, due 11/25/2055 | &nbsp;&nbsp; 5791317<br> <sup>(d)</sup><br>|
|  | 1950000 | &nbsp;&nbsp;&nbsp; Series 2025-CES11, Class A3, 5.38%, due 11/25/2055 | &nbsp;&nbsp; 1959320<br> <sup>(d)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2026-CES1, Class A1A, 4.83%, due 1/25/2056 | &nbsp;&nbsp; 1000250<br> <sup>(d)</sup><br>|
|  |  | Towd Point Mortgage Trust |  |
|  | 551947 | &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1A, 5.85%, due 1/25/2064 | &nbsp;&nbsp; 555487<br> <sup>(d)</sup><br>|
|  | 667856 | &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1B, 6.05%, due 1/25/2064 | &nbsp;&nbsp; 672625<br> <sup>(d)</sup><br>|
|  | 5641278 | &nbsp;&nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.13%, due 2/25/2064 | &nbsp;&nbsp; 5694537<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **75753180** |
| **Other 9.7%** | **Other 9.7%** | **Other 9.7%** | **Other 9.7%** |
|  | 3000000 | &nbsp;&nbsp; 1988 CLO 1 Ltd., Series 2022-1A, Class ER, (3 mo. USD Term SOFR + 6.10%), 9.77%, <br> due 10/15/2039<br>| &nbsp;&nbsp; 2996394<br> <sup>(d)(f)</sup><br>|
|  | 1500000 | &nbsp;&nbsp; 1988 CLO 2 Ltd., Series 2023-2A, Class ER, (3 mo. USD Term SOFR + 5.25%), 8.92%, <br> due 4/15/2038<br>| &nbsp;&nbsp; 1477290<br> <sup>(d)(f)</sup><br>|
|  |  | AASET Trust |  |
|  | 222552 | &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A, 3.35%, due 1/16/2040 | &nbsp;&nbsp; 220996<br> <sup>(d)</sup><br>|
|  | 6018638 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 5.94%, due 2/16/2050 | &nbsp;&nbsp; 6134924<br> <sup>(d)</sup><br>|
|  | 1000000 | &nbsp;&nbsp; AB BSL CLO 5 Ltd., Series 2024-5A, Class E, (3 mo. USD Term SOFR + 6.10%), 9.77%, <br> due 1/20/2038<br>| &nbsp;&nbsp; 999174<br> <sup>(d)(f)</sup><br>|
|  | 6000000 | &nbsp;&nbsp; AGL CLO 15 Ltd., Series 2021-15A, Class D1R, (3 mo. USD Term SOFR + 2.60%), <br> 6.27%, due 1/20/2039<br>| &nbsp;&nbsp; 6004188<br> <sup>(d)(f)</sup><br>|
|  | 1570000 | &nbsp;&nbsp; AGL CLO 33 Ltd., Series 2024-33A, Class A1, (3 mo. USD Term SOFR + 1.35%), 5.02%, <br> due 7/21/2037<br>| &nbsp;&nbsp; 1577073<br> <sup>(d)(f)</sup><br>|
|  |  | AIMCO CLO |  |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2018-AA, Class ER, (3 mo. USD Term SOFR + 5.25%), 9.13%, due 10/17/2037 | &nbsp;&nbsp; 1007376<br> <sup>(d)(f)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2017-AA, Class D1R2, (3 mo. USD Term SOFR + 2.40%), 6.07%, due 1/20/2038 | &nbsp;&nbsp; 989324<br> <sup>(d)(f)</sup><br>|
|  | 2000000 | &nbsp;&nbsp; AIMCO CLO 23 Ltd., Series 2025-23A, Class D1, (3 mo. USD Term SOFR + 2.40%), <br> 6.07%, due 4/20/2038<br>| &nbsp;&nbsp; 2010620<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** |
| $1000000 | &nbsp;&nbsp; Amur Equipment Finance Receivables XIII LLC, Series 2024-1A, Class C, 5.55%, due <br> 1/21/2031<br>&nbsp;&nbsp; $1020488<br> <sup>(d)</sup><br>|
| 445000 | &nbsp;&nbsp; Amur Equipment Finance Receivables XV LLC, Series 2025-1A, Class D, 5.68%, due <br> 8/20/2032<br>&nbsp;&nbsp; 453404<br> <sup>(d)</sup><br>|
| 2000000 | &nbsp;&nbsp; Apidos CLO LII Ltd., Series 2025-52A, Class D1, (3 mo. USD Term SOFR + 2.40%), <br> 6.07%, due 4/20/2038<br>&nbsp;&nbsp; 2012671<br> <sup>(d)(f)</sup><br>|
|  | Apidos CLO LV |
| 3500000 | &nbsp;&nbsp;&nbsp; Series 2025-55A, Class A1, (3 mo. USD Term SOFR + 1.21%), 4.93%, due 1/20/2039<br> &nbsp;&nbsp; 3510498<br> <sup>(d)(f)</sup><br>|
| 1875000 | &nbsp;&nbsp;&nbsp; Series 2025-55A, Class E, (3 mo. USD Term SOFR + 4.60%), 8.32%, due 1/20/2039<br> &nbsp;&nbsp; 1897881<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp; Apidos CLO XLVI Ltd., Series 2023-46A, Class A1R, (3 mo. USD Term SOFR + 1.20%), <br> 5.11%, due 10/24/2038<br>&nbsp;&nbsp; 4013600<br> <sup>(d)(f)</sup><br>|
| 2650000 | &nbsp;&nbsp; ARES LVI CLO Ltd., Series 2020-56A, Class D1R2, (3 mo. USD Term SOFR + 2.85%), <br> 6.52%, due 1/25/2038<br>&nbsp;&nbsp; 2664704<br> <sup>(d)(f)</sup><br>|
| 1350000 | &nbsp;&nbsp; Armada Euro CLO VI DAC, Series 6A, Class DR, (2.70% - 3 mo. EUR EURIBOR), 0.00%, <br> due 4/15/2039<br>&nbsp;&nbsp; 1600222<br> <sup>(d)(f)(j)</sup><br>|
| $6518 | Auxilior Term Funding LLC, Series 2024-1A, Class A2, 5.84%, due 3/15/2027<br> &nbsp;&nbsp; 6526<br> <sup>(d)</sup><br>|
| 1100000 | &nbsp;&nbsp; Avoca CLO XXXIV DAC, Series 34A, Class E, (3 mo. EUR EURIBOR + 5.40%), 7.52%, due <br> 1/15/2038<br>&nbsp;&nbsp; 1310894<br> <sup>(d)(f)</sup><br>|
|  | Bain Capital Credit CLO Ltd. |
| $2000000 | &nbsp;&nbsp;&nbsp; Series 2024-4A, Class D1, (3 mo. USD Term SOFR + 3.10%), 6.77%, due 10/23/2037<br> &nbsp;&nbsp; 2016061<br> <sup>(d)(f)</sup><br>|
| 1375000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class ER, (3 mo. USD Term SOFR + 5.25%), 8.92%, due 7/18/2038<br> &nbsp;&nbsp; 1356664<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class E, (3 mo. USD Term SOFR + 5.45%), 9.12%, due 7/23/2038<br> &nbsp;&nbsp; 1513130<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class E, (3 mo. USD Term SOFR + 4.95%), 8.81%, due 1/17/2039<br> &nbsp;&nbsp; 1010768<br> <sup>(d)(f)</sup><br>|
| 5625000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class D1, (3 mo. USD Term SOFR + 2.45%), 0.00%, due 4/26/2039<br> &nbsp;&nbsp; 5625000<br> <sup>(d)(f)(j)(k)</sup><br>|
| 1000000 | &nbsp;&nbsp; Ballyrock CLO 14 Ltd., Series 2020-14A, Class C1R, (3 mo. USD Term SOFR + 3.00%), <br> 6.67%, due 7/20/2037<br>&nbsp;&nbsp; 1006804<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Ballyrock CLO 26 Ltd., Series 2024-26A, Class D, (3 mo. USD Term SOFR + 6.10%), <br> 9.77%, due 7/25/2037<br>&nbsp;&nbsp; 1005514<br> <sup>(d)(f)</sup><br>|
| 4250000 | &nbsp;&nbsp; Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1, (3 mo. USD Term SOFR + 2.90%), <br> 6.57%, due 10/25/2037<br>&nbsp;&nbsp; 4288153<br> <sup>(d)(f)</sup><br>|
|  | Barings CLO Ltd. |
| 2750000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.67%, due 3/31/2038<br> &nbsp;&nbsp; 2784628<br> <sup>(d)(f)</sup><br>|
| 3200000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class E, (3 mo. USD Term SOFR + 5.75%), 9.42%, due 7/20/2038<br> &nbsp;&nbsp; 3248859<br> <sup>(d)(f)</sup><br>|
| 1800000 | &nbsp;&nbsp;&nbsp; Series 2025-5A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.84%, due 10/15/2038<br> &nbsp;&nbsp; 1823424<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Battalion CLO XXI Ltd., Series 2021-21A, Class D, (3 mo. USD Term SOFR + 3.56%), <br> 7.23%, due 7/15/2034<br>&nbsp;&nbsp; 955190<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp; Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class E, (3 mo. USD Term SOFR + <br> 4.70%), 8.50%, due 10/20/2038<br>&nbsp;&nbsp; 1516075<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Benefit Street Partners CLO 44 Ltd., Series 2025-44A, Class E, (3 mo. USD Term SOFR + <br> 4.70%), 8.42%, due 1/15/2039<br>&nbsp;&nbsp; 1010666<br> <sup>(d)(f)</sup><br>|
| 4500000 | &nbsp;&nbsp; Benefit Street Partners CLO 47 Ltd., Series 2026-47A, Class D1, (2.30% - 3 mo. USD <br> Term SOFR), 0.00%, due 4/15/2039<br>&nbsp;&nbsp; 4518828<br> <sup>(d)(f)(j)</sup><br>|
| 2500000 | &nbsp;&nbsp; Benefit Street Partners CLO XVII Ltd., Series 2019-17A, Class D1R2, (3 mo. USD Term <br> SOFR + 3.15%), 6.82%, due 10/15/2037<br>&nbsp;&nbsp; 2522550<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ERR, (3 mo. USD Term SOFR <br> + 4.90%), 8.57%, due 10/15/2038<br>&nbsp;&nbsp; 1008381<br> <sup>(d)(f)</sup><br>|
|  | BlackRock European CLO XVI DAC |
| 3000000 | &nbsp;&nbsp;&nbsp; Series 16A, Class D, (3 mo. EUR EURIBOR + 3.05%), 5.11%, due 1/15/2039<br> &nbsp;&nbsp; 3593868<br> <sup>(d)(f)</sup><br>|
| 2750000 | &nbsp;&nbsp;&nbsp; Series 16A, Class E, (3 mo. EUR EURIBOR + 5.40%), 7.46%, due 1/15/2039<br> &nbsp;&nbsp; 3276727<br> <sup>(d)(f)</sup><br>|
| $6350000 | Blue Stream Issuer LLC, Series 2024-1A, Class A2, 5.41%, due 11/20/2054<br> &nbsp;&nbsp; 6419327<br> <sup>(d)</sup><br>|
|  | Bridgepoint CLO VI DAC |
| 2250000 | &nbsp;&nbsp;&nbsp; Series 6A, Class DR, (3 mo. EUR EURIBOR + 3.05%), 5.07%, due 3/15/2038<br> &nbsp;&nbsp; 2689445<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** | **Other – cont'd** |
| 1750000 | &nbsp;&nbsp;&nbsp; Series 6A, Class ER, (3 mo. EUR EURIBOR + 5.35%), 7.37%, due 3/15/2038 | &nbsp;&nbsp; $2079238<br> <sup>(d)(f)</sup><br>|
|  | Business Jet Securities LLC |  |
| $4301275 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 6.20%, due 5/15/2039 | &nbsp;&nbsp; 4396428<br> <sup>(d)</sup><br>|
| 1472919 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, 9.13%, due 5/15/2039 | &nbsp;&nbsp; 1523159<br> <sup>(d)</sup><br>|
| 3609879 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 5.75%, due 9/15/2039 | &nbsp;&nbsp; 3599753<br> <sup>(d)</sup><br>|
|  | Canyon CLO Ltd. |  |
| 500000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D1, (3 mo. USD Term SOFR + 2.75%), 6.42%, due 4/15/2038 | &nbsp;&nbsp; 503012<br> <sup>(d)(f)</sup><br>|
| 1125000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, (3 mo. USD Term SOFR + 4.75%), 8.42%, due 4/15/2038 | &nbsp;&nbsp; 1137104<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class D1, (3 mo. USD Term SOFR + 2.70%), 6.41%, due 1/15/2039 | &nbsp;&nbsp; 3022975<br> <sup>(d)(f)</sup><br>|
| 3300000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.71%, due 1/15/2039 | &nbsp;&nbsp; 3337727<br> <sup>(d)(f)</sup><br>|
|  | Castlelake Aircraft Structured Trust |  |
| 4520695 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 7.75%, due 2/15/2050 | &nbsp;&nbsp; 4548035<br> <sup>(d)</sup><br>|
| 9896954 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, 5.47%, due 8/15/2050 | &nbsp;&nbsp; 9979256<br> <sup>(d)</sup><br>|
|  | CCG Receivables Trust |  |
| 41207 | &nbsp;&nbsp;&nbsp; Series 2023-1, Class A2, 5.82%, due 9/16/2030 | &nbsp;&nbsp; 41352<br> <sup>(d)</sup><br>|
| 2495000 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class C, 5.22%, due 3/15/2032 | &nbsp;&nbsp; 2536948<br> <sup>(d)</sup><br>|
| 3788000 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class D, 5.80%, due 3/15/2032 | &nbsp;&nbsp; 3860765<br> <sup>(d)</sup><br>|
| 1006257 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2, 4.48%, due 10/14/2032 | &nbsp;&nbsp; 1011371<br> <sup>(d)</sup><br>|
| 2291000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class C, 4.89%, due 10/14/2032 | &nbsp;&nbsp; 2319505<br> <sup>(d)</sup><br>|
| 1575000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class D, 5.28%, due 10/14/2032 | &nbsp;&nbsp; 1587582<br> <sup>(d)</sup><br>|
|  | Centersquare Issuer LLC |  |
| 6461538 | &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, 5.20%, due 8/25/2055 | &nbsp;&nbsp; 6080906 |
| 4000000 | &nbsp;&nbsp;&nbsp; Series 2025-7A, Class A2, 5.80%, due 12/27/2055 | &nbsp;&nbsp; 3892796 |
|  | CIFC Funding Ltd. |  |
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2024-4A, Class D1, (3 mo. USD Term SOFR + 2.95%), 6.62%, due 10/16/2037 | &nbsp;&nbsp; 2020413<br> <sup>(d)(f)</sup><br>|
| 3500000 | &nbsp;&nbsp;&nbsp; Series 2015-4A, Class D1R3, (3 mo. USD Term SOFR + 2.60%), 6.24%, due 1/17/2039 | &nbsp;&nbsp; 3504245<br> <sup>(d)(f)</sup><br>|
| 2350000 | &nbsp;&nbsp;&nbsp; Series 2023-3A, Class D1R, (2.40% - 3 mo. USD Term SOFR), 0.00%, due 1/20/2039 | &nbsp;&nbsp; 2359832<br> <sup>(d)(f)(j)</sup><br>|
|  | Cloud Capital Holdco LP |  |
| 8621000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.78%, due 11/22/2049 | &nbsp;&nbsp; 8669791<br> <sup>(d)</sup><br>|
| 4959000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, 5.92%, due 11/22/2049 | &nbsp;&nbsp; 5027497<br> <sup>(d)</sup><br>|
| 1500000 | &nbsp;&nbsp; Clover CLO LLC, Series 2020-1A, Class DRR, (3 mo. USD Term SOFR + 3.10%), 6.77%, <br> due 7/15/2037<br>| &nbsp;&nbsp; 1510221<br> <sup>(d)(f)</sup><br>|
|  | CNH Equipment Trust |  |
| 11727 | &nbsp;&nbsp;&nbsp; Series 2024-B, Class A2B, (30 day USD SOFR Average + 0.40%), 4.11%, due <br> 10/15/2027<br>| &nbsp;&nbsp; 11728<br> <sup>(f)</sup><br>|
| 156439 | &nbsp;&nbsp;&nbsp; Series 2024-C, Class A2B, (30 day USD SOFR Average + 0.42%), 4.13%, due <br> 2/18/2028<br>| &nbsp;&nbsp; 156491<br> <sup>(f)</sup><br>|
| 171398 | &nbsp;&nbsp;&nbsp; Series 2025-A, Class A2B, (30 day USD SOFR Average + 0.33%), 4.04%, due <br> 8/15/2028<br>| &nbsp;&nbsp; 171373<br> <sup>(f)</sup><br>|
|  | Compass Datacenters Issuer II LLC |  |
| 3335000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A1, 5.25%, due 2/25/2049 | &nbsp;&nbsp; 3352591<br> <sup>(d)</sup><br>|
| 2712000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.75%, due 2/25/2049 | &nbsp;&nbsp; 2733557<br> <sup>(d)</sup><br>|
| 2760000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, 7.00%, due 2/25/2049 | &nbsp;&nbsp; 2813902<br> <sup>(d)</sup><br>|
| 7780000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A1, 5.02%, due 8/25/2049 | &nbsp;&nbsp; 7790870<br> <sup>(d)</sup><br>|
|  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC |  |
| 10224000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 6.00%, due 5/20/2055 | &nbsp;&nbsp; 10469154<br> <sup>(d)</sup><br>|
| 6600000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 9.41%, due 5/20/2055 | &nbsp;&nbsp; 6964983<br> <sup>(d)</sup><br>|
| 3481455 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A, 6.05%, due <br> 1/20/2031<br>| &nbsp;&nbsp; 3548361<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** |
| $3000000 | &nbsp;&nbsp; Crown City CLO III, Series 2021-1A, Class C, (3 mo. USD Term SOFR + 3.56%), 7.23%, <br> due 7/20/2034<br>&nbsp;&nbsp; $2955384<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp; Crown City CLO VI, Series 2024-6A, Class D1, (3 mo. USD Term SOFR + 3.50%), 7.17%, <br> due 7/15/2037<br>&nbsp;&nbsp; 1510902<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp; CVC Cordatus Loan Fund XVI DAC, Series 16A, Class DR, (3 mo. EUR EURIBOR + <br> 2.70%), 4.85%, due 3/17/2039<br>&nbsp;&nbsp; 4741398<br> <sup>(d)(f)(j)(k)</sup><br>|
| 2000000 | &nbsp;&nbsp; CVC Cordatus Loan Fund XXXVII DAC, Series 37A, Class E, (3 mo. EUR EURIBOR + <br> 5.40%), 7.43%, due 1/15/2040<br>&nbsp;&nbsp; 2383643<br> <sup>(d)(f)</sup><br>|
|  | CyrusOne Data Centers Issuer I LLC |
| $2650000 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2, 4.30%, due 4/20/2048<br> &nbsp;&nbsp; 2612961<br> <sup>(d)</sup><br>|
| 2422000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2, 5.56%, due 11/20/2048<br> &nbsp;&nbsp; 2441158<br> <sup>(d)</sup><br>|
| 130000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 4.76%, due 3/22/2049<br> &nbsp;&nbsp; 128526<br> <sup>(d)</sup><br>|
|  | Dell Equipment Finance Trust |
| 123000 | &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2, 4.68%, due 7/22/2027<br> &nbsp;&nbsp; 123384<br> <sup>(d)</sup><br>|
| 2330000 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class D, 6.12%, due 9/23/2030<br> &nbsp;&nbsp; 2362084<br> <sup>(d)</sup><br>|
| 6000000 | &nbsp;&nbsp; Dewolf Park CLO Ltd., Series 2017-1A, Class D1R2, (2.55% - 3 mo. USD Term SOFR), <br> 0.00%, due 1/22/2039<br>&nbsp;&nbsp; 6025050<br> <sup>(d)(f)(j)</sup><br>|
| 149000 | DLLAD LLC, Series 2025-1A, Class A2, 4.46%, due 11/20/2028<br> &nbsp;&nbsp; 149838<br> <sup>(d)</sup><br>|
| 300000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, Class D, (3 mo. USD Term SOFR + 2.66%), <br> 6.33%, due 1/15/2031<br>&nbsp;&nbsp; 296569<br> <sup>(d)(f)</sup><br>|
|  | Eaton Vance CLO Ltd. |
| 850000 | &nbsp;&nbsp;&nbsp; Series 2015-1A, Class DR, (3 mo. USD Term SOFR + 2.76%), 6.43%, due 1/20/2030<br> &nbsp;&nbsp; 850309<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2020-2A, Class D1R2, (3 mo. USD Term SOFR + 3.20%), 6.87%, due <br> 10/15/2037<br>&nbsp;&nbsp; 2014082<br> <sup>(d)(f)</sup><br>|
| 5500000 | &nbsp;&nbsp; Elmwood CLO 30 Ltd., Series 2024-6A, Class A, (3 mo. USD Term SOFR + 1.43%), <br> 5.10%, due 7/17/2037<br>&nbsp;&nbsp; 5519250<br> <sup>(d)(f)</sup><br>|
|  | Elmwood CLO 44 Ltd. |
| 1250000 | &nbsp;&nbsp;&nbsp; Series 2025-7A, Class D, (3 mo. USD Term SOFR + 2.60%), 6.56%, due 10/20/2038<br> &nbsp;&nbsp; 1250450<br> <sup>(d)(f)</sup><br>|
| 1250000 | &nbsp;&nbsp;&nbsp; Series 2025-7A, Class E, (3 mo. USD Term SOFR + 4.70%), 8.66%, due 10/20/2038<br> &nbsp;&nbsp; 1264023<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp; Empower CLO Ltd., Series 2024-2A, Class D, (3 mo. USD Term SOFR + 3.20%), 6.87%, <br> due 7/15/2037<br>&nbsp;&nbsp; 1508345<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp; Flatiron CLO 20 Ltd., Series 2020-1A, Class D1R2, (3 mo. USD Term SOFR + 2.65%), <br> 6.54%, due 11/20/2038<br>&nbsp;&nbsp; 3015967<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Flatiron RR CLO 27 Ltd., Series 2024-3A, Class D1, (3 mo. USD Term SOFR + 2.90%), <br> 6.57%, due 10/18/2037<br>&nbsp;&nbsp; 1009428<br> <sup>(d)(f)</sup><br>|
|  | Foundation Finance Trust |
| 4000057 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 4.93%, due 3/15/2050<br> &nbsp;&nbsp; 4013004<br> <sup>(d)</sup><br>|
| 1324796 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, 5.32%, due 3/15/2050<br> &nbsp;&nbsp; 1327661<br> <sup>(d)</sup><br>|
| 4682328 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class D, 6.59%, due 3/15/2050<br> &nbsp;&nbsp; 4750521<br> <sup>(d)</sup><br>|
| 706572 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.95%, due 4/15/2050<br> &nbsp;&nbsp; 714519<br> <sup>(d)</sup><br>|
| 2000000 | &nbsp;&nbsp; Galaxy 31 CLO Ltd., Series 2023-31A, Class ER, (3 mo. USD Term SOFR + 5.50%), <br> 9.17%, due 7/15/2038<br>&nbsp;&nbsp; 2005337<br> <sup>(d)(f)</sup><br>|
| 2500000 | &nbsp;&nbsp; Galaxy 36 CLO Ltd., Series 2025-36A, Class A1, (3 mo. USD Term SOFR + 1.23%), <br> 5.01%, due 10/15/2038<br>&nbsp;&nbsp; 2510072<br> <sup>(d)(f)</sup><br>|
|  | GoldenTree Loan Management U.S. CLO 27 Ltd. |
| 4000000 | &nbsp;&nbsp;&nbsp; Series 2025-27A, Class A, (3 mo. USD Term SOFR + 1.19%), 4.91%, due 1/20/2039<br> &nbsp;&nbsp; 4007216<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-27A, Class D, (3 mo. USD Term SOFR + 2.60%), 6.32%, due 1/20/2039<br> &nbsp;&nbsp; 3024924<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-27A, Class E, (3 mo. USD Term SOFR + 4.75%), 8.47%, due 1/20/2039<br> &nbsp;&nbsp; 3041052<br> <sup>(d)(f)</sup><br>|
| 8604000 | &nbsp;&nbsp; Gracie Point International Funding LLC, Series 2024-1A, Class A, (90 day USD SOFR <br> Average + 1.70%), 5.89%, due 3/1/2028<br>&nbsp;&nbsp; 8607119<br> <sup>(d)(f)</sup><br>|
| 38114 | &nbsp;&nbsp; GreatAmerica Leasing Receivables Funding LLC, Series 2025-1, Class A2, 4.52%, due <br> 10/15/2027<br>&nbsp;&nbsp; 38237<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** |
|  | GreenSky Home Improvement Issuer Trust |
| $329802 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 5.12%, due 3/25/2060<br> &nbsp;&nbsp; $331199<br> <sup>(d)</sup><br>|
| 4217000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.39%, due 3/25/2060<br> &nbsp;&nbsp; 4275073<br> <sup>(d)</sup><br>|
| 3292000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.69%, due 3/25/2060<br> &nbsp;&nbsp; 3334526<br> <sup>(d)</sup><br>|
| 3513000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 5.07%, due 6/25/2060<br> &nbsp;&nbsp; 3550555<br> <sup>(d)</sup><br>|
| 2375000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 5.26%, due 6/25/2060<br> &nbsp;&nbsp; 2396372<br> <sup>(d)</sup><br>|
| 1936000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 5.56%, due 6/25/2060<br> &nbsp;&nbsp; 1953615<br> <sup>(d)</sup><br>|
|  | GreenSky Home Improvement Trust |
| 6760412 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class B, 5.87%, due 6/25/2059<br> &nbsp;&nbsp; 6911215<br> <sup>(d)</sup><br>|
| 2236461 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class C, 6.36%, due 6/25/2059<br> &nbsp;&nbsp; 2291570<br> <sup>(d)</sup><br>|
| 6617693 | &nbsp;&nbsp;&nbsp; Series 2024-1, Class D, 7.33%, due 6/25/2059<br> &nbsp;&nbsp; 6872340<br> <sup>(d)</sup><br>|
| 1500000 | &nbsp;&nbsp; Harvest CLO XXXVIII DAC, Series 38A, Class D, (3 mo. EUR EURIBOR + 3.00%), 5.07%, <br> due 1/22/2039<br>&nbsp;&nbsp; 1778479<br> <sup>(d)(f)</sup><br>|
|  | Hilton Grand Vacations Trust |
| $646415 | &nbsp;&nbsp;&nbsp; Series 2022-1D, Class D, 6.79%, due 6/20/2034<br> &nbsp;&nbsp; 645621<br> <sup>(d)</sup><br>|
| 1028954 | &nbsp;&nbsp;&nbsp; Series 2022-2A, Class B, 4.74%, due 1/25/2037<br> &nbsp;&nbsp; 1029090<br> <sup>(d)</sup><br>|
| 1423963 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 5.65%, due 3/25/2038<br> &nbsp;&nbsp; 1447676<br> <sup>(d)</sup><br>|
| 2856491 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, 5.99%, due 3/25/2038<br> &nbsp;&nbsp; 2896956<br> <sup>(d)</sup><br>|
| 1725350 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class D, 6.91%, due 3/25/2038<br> &nbsp;&nbsp; 1770895<br> <sup>(d)</sup><br>|
| 772781 | &nbsp;&nbsp;&nbsp; Series 2024-1B, Class B, 5.99%, due 9/15/2039<br> &nbsp;&nbsp; 789832<br> <sup>(d)</sup><br>|
| 676038 | &nbsp;&nbsp;&nbsp; Series 2024-1B, Class D, 8.85%, due 9/15/2039<br> &nbsp;&nbsp; 696705<br> <sup>(d)</sup><br>|
| 8349647 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 4.73%, due 5/25/2044<br> &nbsp;&nbsp; 8373246<br> <sup>(d)</sup><br>|
| 3935740 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 5.12%, due 5/25/2044<br> &nbsp;&nbsp; 3966846<br> <sup>(d)</sup><br>|
|  | HPEFS Equipment Trust |
| 5731000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class D, 5.82%, due 4/20/2032<br> &nbsp;&nbsp; 5839438<br> <sup>(d)</sup><br>|
| 117000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 4.49%, due 9/20/2032<br> &nbsp;&nbsp; 117405<br> <sup>(d)</sup><br>|
| 150000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, 4.07%, due 11/22/2032<br> &nbsp;&nbsp; 150291<br> <sup>(d)</sup><br>|
|  | Invesco U.S. CLO Ltd. |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.67%, due 7/15/2038<br> &nbsp;&nbsp; 999167<br> <sup>(d)(f)</sup><br>|
| 2800000 | &nbsp;&nbsp;&nbsp; Series 2023-3A, Class ER, (3 mo. USD Term SOFR + 5.75%), 9.42%, due 7/15/2038<br> &nbsp;&nbsp; 2783758<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class E, (3 mo. USD Term SOFR + 6.00%), 9.67%, due 7/15/2038<br> &nbsp;&nbsp; 1013659<br> <sup>(d)(f)</sup><br>|
| 7719000 | Island Finance Trust, Series 2025-1A, Class A, 6.54%, due 3/19/2035<br> &nbsp;&nbsp; 7817401<br> <sup>(d)</sup><br>|
| 295000 | &nbsp;&nbsp; John Deere Owner Trust, Series 2025-B, Class A2B, (30 day USD SOFR Average + <br> 0.30%), 4.01%, due 7/17/2028<br>&nbsp;&nbsp; 294999<br> <sup>(f)</sup><br>|
| 5125000 | &nbsp;&nbsp; KKR CLO 62 Ltd., Series 2026-62A, Class D1, (2.55% - 3 mo. USD Term SOFR), 0.00%, <br> due 4/15/2039<br>&nbsp;&nbsp; 5125000<br> <sup>(d)(f)(j)(k)</sup><br>|
|  | Kubota Credit Owner Trust |
| 28617 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, 5.45%, due 4/15/2027<br> &nbsp;&nbsp; 28692<br> <sup>(d)</sup><br>|
| 771000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, 4.48%, due 4/17/2028<br> &nbsp;&nbsp; 775001<br> <sup>(d)</sup><br>|
| 13844289 | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, 5.60%, due 9/20/2065<br> &nbsp;&nbsp; 13981118<br> <sup>(d)</sup><br>|
| 1250000 | &nbsp;&nbsp; Magnetite LI Ltd., Series 2025-51A, Class E, (3 mo. USD Term SOFR + 4.60%), 8.49%, <br> due 10/25/2038<br>&nbsp;&nbsp; 1263511<br> <sup>(d)(f)</sup><br>|
|  | Magnetite LII Ltd. |
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-52A, Class D1, (3 mo. USD Term SOFR + 2.45%), 6.10%, due 1/25/2039<br> &nbsp;&nbsp; 3022359<br> <sup>(d)(f)</sup><br>|
| 1625000 | &nbsp;&nbsp;&nbsp; Series 2025-52A, Class E, (3 mo. USD Term SOFR + 4.50%), 8.15%, due 1/25/2039<br> &nbsp;&nbsp; 1642457<br> <sup>(d)(f)</sup><br>|
| 1250000 | &nbsp;&nbsp; Magnetite XLVIII Ltd., Series 2025-48A, Class E, (3 mo. USD Term SOFR + 4.85%), <br> 8.52%, due 10/15/2038<br>&nbsp;&nbsp; 1267644<br> <sup>(d)(f)</sup><br>|
| 4500000 | &nbsp;&nbsp; Magnetite XXVIII Ltd., Series 2020-28A, Class ERR, (3 mo. USD Term SOFR + 4.70%), <br> 8.37%, due 1/15/2038<br>&nbsp;&nbsp; 4532832<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** | **Other – cont'd** |
|  | MetroNet Infrastructure Issuer LLC |  |
| $13431000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, 5.40%, due 8/20/2055 | &nbsp;&nbsp; $13630219<br> <sup>(d)</sup><br>|
| 8095000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 7.83%, due 8/20/2055 | &nbsp;&nbsp; 8383247<br> <sup>(d)</sup><br>|
| 2000000 | &nbsp;&nbsp; MidOcean Credit CLO XXI, Series 2025-21A, Class D1, (3 mo. USD Term SOFR + 2.80%), <br> 6.66%, due 10/20/2038<br>| &nbsp;&nbsp; 2017099<br> <sup>(d)(f)</sup><br>|
| 10000000 | MLB Trust Senior Secured, 4.66%, due 12/10/2030 | &nbsp;&nbsp; 9969371 |
| 577345 | MMAF Equipment Finance LLC, Series 2023-A, Class A3, 5.54%, due 12/13/2029 | &nbsp;&nbsp; 584546<br> <sup>(d)</sup><br>|
|  | MVW LLC |  |
| 619509 | &nbsp;&nbsp;&nbsp; Series 2020-1A, Class B, 2.73%, due 10/20/2037 | &nbsp;&nbsp; 613307<br> <sup>(d)</sup><br>|
| 604021 | &nbsp;&nbsp;&nbsp; Series 2020-1A, Class C, 4.21%, due 10/20/2037 | &nbsp;&nbsp; 600891<br> <sup>(d)</sup><br>|
| 972959 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, 1.83%, due 5/20/2039 | &nbsp;&nbsp; 927636<br> <sup>(d)</sup><br>|
| 1435866 | &nbsp;&nbsp;&nbsp; Series 2022-1A, Class B, 4.40%, due 11/21/2039 | &nbsp;&nbsp; 1426763<br> <sup>(d)</sup><br>|
| 1803140 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class C, 7.06%, due 11/20/2040 | &nbsp;&nbsp; 1854606<br> <sup>(d)</sup><br>|
| 610085 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 9.33%, due 11/20/2040 | &nbsp;&nbsp; 628760<br> <sup>(d)</sup><br>|
| 5112297 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 4.58%, due 3/20/2042 | &nbsp;&nbsp; 5097449<br> <sup>(d)</sup><br>|
| 3330821 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, 4.92%, due 3/20/2042 | &nbsp;&nbsp; 3325168<br> <sup>(d)</sup><br>|
| 3517722 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.21%, due 9/22/2042 | &nbsp;&nbsp; 3565863<br> <sup>(d)</sup><br>|
| 3512903 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.75%, due 9/22/2042 | &nbsp;&nbsp; 3541006<br> <sup>(d)</sup><br>|
| 2562326 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, 5.51%, due 2/20/2043 | &nbsp;&nbsp; 2602233<br> <sup>(d)</sup><br>|
| 1619510 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, 6.20%, due 2/20/2043 | &nbsp;&nbsp; 1655550<br> <sup>(d)</sup><br>|
| 7247286 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 4.97%, due 10/20/2044 | &nbsp;&nbsp; 7246994<br> <sup>(d)</sup><br>|
| 6115881 | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A, 7.40%, due 11/25/2031 | &nbsp;&nbsp; 6226544<br> <sup>(d)</sup><br>|
|  | Oaktree CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2024-26A, Class E, (3 mo. USD Term SOFR + 6.50%), 10.17%, due 4/20/2037 | &nbsp;&nbsp; 1010793<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp;&nbsp; Series 2025-33A, Class E, (3 mo. USD Term SOFR + 5.10%), 9.23%, due 1/20/2039 | &nbsp;&nbsp; 4039459<br> <sup>(d)(f)</sup><br>|
|  | OCP CLO Ltd. |  |
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2024-35A, Class D1, (3 mo. USD Term SOFR + 3.10%), 6.77%, due 10/25/2037 | &nbsp;&nbsp; 3030879<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2017-13A, Class ER2, (3 mo. USD Term SOFR + 5.90%), 9.57%, due <br> 11/26/2037<br>| &nbsp;&nbsp; 1991061<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2021-21A, Class D1R, (3 mo. USD Term SOFR + 2.65%), 6.32%, due 1/20/2038 | &nbsp;&nbsp; 3032518<br> <sup>(d)(f)</sup><br>|
| 3500000 | &nbsp;&nbsp;&nbsp; Series 2018-15A, Class ER, (3 mo. USD Term SOFR + 5.10%), 8.77%, due 1/20/2038 | &nbsp;&nbsp; 3515194<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2025-46A, Class E, (3 mo. USD Term SOFR + 4.55%), 8.40%, due 10/15/2038 | &nbsp;&nbsp; 2016025<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp;&nbsp; Series 2025-48A, Class D1, (3 mo. USD Term SOFR + 2.45%), 6.16%, due 12/15/2038 | &nbsp;&nbsp; 3018144<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp;&nbsp; Series 2025-48A, Class E, (3 mo. USD Term SOFR + 4.55%), 8.26%, due 12/15/2038 | &nbsp;&nbsp; 4040440<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp; OHA Credit Funding 17 Ltd., Series 2024-17A, Class A, (3 mo. USD Term SOFR + <br> 1.48%), 5.15%, due 4/20/2037<br>| &nbsp;&nbsp; 4007286<br> <sup>(d)(f)</sup><br>|
| 2500000 | &nbsp;&nbsp; OHA Credit Funding 6 Ltd., Series 2020-6A, Class D1R2, (3 mo. USD Term SOFR + <br> 2.85%), 6.52%, due 10/20/2037<br>| &nbsp;&nbsp; 2513275<br> <sup>(d)(f)</sup><br>|
| 6000000 | &nbsp;&nbsp; OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4, (3 mo. USD Term SOFR + <br> 2.50%), 6.39%, due 2/20/2038<br>| &nbsp;&nbsp; 6032870<br> <sup>(d)(f)</sup><br>|
|  | OneMain Financial Issuance Trust |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A1, 5.84%, due 9/15/2036 | &nbsp;&nbsp; 1020167<br> <sup>(d)</sup><br>|
| 2556000 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class B, 5.94%, due 6/14/2038 | &nbsp;&nbsp; 2656949<br> <sup>(d)</sup><br>|
| 3701605 | OWN Equipment Fund I LLC, Series 2024-2M, Class A, 5.70%, due 12/20/2032 | &nbsp;&nbsp; 3751392<br> <sup>(d)</sup><br>|
|  | Palmer Square CLO Ltd. |  |
| 1225000 | &nbsp;&nbsp;&nbsp; Series 2024-4A, Class E, (3 mo. USD Term SOFR + 5.00%), 8.67%, due 1/15/2038 | &nbsp;&nbsp; 1233683<br> <sup>(d)(f)</sup><br>|
| 6000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D1, (3 mo. USD Term SOFR + 2.45%), 6.12%, due 4/20/2038 | &nbsp;&nbsp; 6028342<br> <sup>(d)(f)</sup><br>|
| 5175000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class D, (2.35% - 3 mo. USD Term SOFR), 0.00%, due 4/20/2039 | &nbsp;&nbsp; 5178612<br> <sup>(d)(f)(j)</sup><br>|
|  | Palmer Square European CLO DAC |  |
| 1875000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class DR, (3 mo. EUR EURIBOR + 3.10%), 5.19%, due 10/15/2038 | &nbsp;&nbsp; 2242699<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** |
| 1875000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class ER, (3 mo. EUR EURIBOR + 5.40%), 7.49%, due 10/15/2038<br> &nbsp;&nbsp; $2234414<br> <sup>(d)(f)</sup><br>|
| $2000000 | &nbsp;&nbsp; Parallel Ltd., Series 2020-1A, Class DR, (3 mo. USD Term SOFR + 6.76%), 10.43%, due <br> 7/20/2034<br>&nbsp;&nbsp; 1989997<br> <sup>(d)(f)</sup><br>|
| 4875000 | &nbsp;&nbsp; Penta CLO 11 DAC, Series 2022-11A, Class DRR, (2.70% - 3 mo. EUR EURIBOR), 0.00%, <br> due 1/15/2039<br>&nbsp;&nbsp; 5778579<br> <sup>(d)(f)(j)</sup><br>|
| 2000000 | &nbsp;&nbsp; Penta CLO 12 DAC, Series 2022-12A, Class ARR, (3 mo. EUR EURIBOR + 1.28%), <br> 3.30%, due 11/9/2038<br>&nbsp;&nbsp; 2378807<br> <sup>(d)(f)</sup><br>|
|  | PFS Financing Corp. |
| $280000 | &nbsp;&nbsp;&nbsp; Series 2024-E, Class A, (30 day USD SOFR Average + 0.85%), 4.56%, due 7/15/2028<br> &nbsp;&nbsp; 280449<br> <sup>(d)(f)</sup><br>|
| 664000 | &nbsp;&nbsp;&nbsp; Series 2024-D, Class A, 5.34%, due 4/15/2029<br> &nbsp;&nbsp; 674957<br> <sup>(d)</sup><br>|
| 300000 | &nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-3A, Class DR, (3 mo. USD Term SOFR + 3.36%), 7.03%, <br> due 4/17/2034<br>&nbsp;&nbsp; 299062<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp; RAD CLO 28 Ltd., Series 2024-28A, Class E, (3 mo. USD Term SOFR + 5.25%), 8.92%, <br> due 4/20/2038<br>&nbsp;&nbsp; 2986450<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp; Rad CLO 30 Ltd., Series 2025-30A, Class D, (3 mo. USD Term SOFR + 5.10%), 8.77%, <br> due 10/15/2038<br>&nbsp;&nbsp; 2017092<br> <sup>(d)(f)</sup><br>|
| 3000000 | &nbsp;&nbsp; Regatta 30 Funding Ltd., Series 2024-4A, Class A1, (3 mo. USD Term SOFR + 1.32%), <br> 4.99%, due 1/25/2038<br>&nbsp;&nbsp; 3012701<br> <sup>(d)(f)</sup><br>|
| 2500000 | &nbsp;&nbsp; RR 34 Ltd., Series 2024-34RA, Class DR, (3 mo. USD Term SOFR + 5.50%), 9.17%, due <br> 10/15/2039<br>&nbsp;&nbsp; 2526978<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; RR 36 Ltd., Series 2024-36RA, Class DR, (3 mo. USD Term SOFR + 5.25%), 8.92%, due <br> 1/15/2040<br>&nbsp;&nbsp; 1008909<br> <sup>(d)(f)</sup><br>|
| 4000000 | &nbsp;&nbsp; RR 42 Ltd., Series 2025-42A, Class DR, (3 mo. USD Term SOFR + 5.10%), 8.77%, due <br> 10/15/2040<br>&nbsp;&nbsp; 4028904<br> <sup>(d)(f)</sup><br>|
| 3125000 | &nbsp;&nbsp; RR 43 Ltd., Series 2026-43A, Class C1, (2.40% - 3 mo. USD Term SOFR), 0.00%, due <br> 10/15/2039<br>&nbsp;&nbsp; 3125000<br> <sup>(d)(f)(j)</sup><br>|
| 2150000 | &nbsp;&nbsp; RRE 10 Loan Management DAC, Series 10A, Class DR, (3 mo. EUR EURIBOR + 5.30%), <br> 7.32%, due 3/15/2038<br>&nbsp;&nbsp; 2560472<br> <sup>(d)(f)</sup><br>|
| $1000000 | &nbsp;&nbsp; Sandstone Peak Ltd., Series 2021-1A, Class E, (3 mo. USD Term SOFR + 7.06%), <br> 10.73%, due 10/15/2034<br>&nbsp;&nbsp; 994158<br> <sup>(d)(f)</sup><br>|
|  | Sierra Timeshare Receivables Funding LLC |
| 130042 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class C, 1.95%, due 9/20/2038<br> &nbsp;&nbsp; 129788<br> <sup>(d)</sup><br>|
| 636680 | &nbsp;&nbsp;&nbsp; Series 2021-2A, Class D, 3.23%, due 9/20/2038<br> &nbsp;&nbsp; 635648<br> <sup>(d)</sup><br>|
| 807724 | &nbsp;&nbsp;&nbsp; Series 2022-1A, Class D, 6.00%, due 10/20/2038<br> &nbsp;&nbsp; 806486<br> <sup>(d)</sup><br>|
| 471002 | &nbsp;&nbsp;&nbsp; Series 2023-1A, Class C, 7.00%, due 1/20/2040<br> &nbsp;&nbsp; 483513<br> <sup>(d)</sup><br>|
| 470505 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class C, 7.30%, due 4/20/2040<br> &nbsp;&nbsp; 487169<br> <sup>(d)</sup><br>|
| 790620 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 9.72%, due 4/20/2040<br> &nbsp;&nbsp; 830176<br> <sup>(d)</sup><br>|
| 215641 | &nbsp;&nbsp;&nbsp; Series 2023-3A, Class C, 7.12%, due 9/20/2040<br> &nbsp;&nbsp; 222788<br> <sup>(d)</sup><br>|
| 2472038 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, 5.83%, due 6/20/2041<br> &nbsp;&nbsp; 2506747<br> <sup>(d)</sup><br>|
| 4212636 | &nbsp;&nbsp;&nbsp; Series 2024-3A, Class C, 5.32%, due 8/20/2041<br> &nbsp;&nbsp; 4232210<br> <sup>(d)</sup><br>|
| 1398153 | &nbsp;&nbsp;&nbsp; Series 2024-3A, Class D, 6.93%, due 8/20/2041<br> &nbsp;&nbsp; 1408237<br> <sup>(d)</sup><br>|
| 577500 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.81%, due 1/21/2042<br> &nbsp;&nbsp; 580615<br> <sup>(d)</sup><br>|
| 4746477 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D, 6.86%, due 1/21/2042<br> &nbsp;&nbsp; 4776823<br> <sup>(d)</sup><br>|
| 1680424 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, 5.94%, due 1/20/2043<br> &nbsp;&nbsp; 1704338<br> <sup>(d)</sup><br>|
| 488487 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, 8.02%, due 1/20/2043<br> &nbsp;&nbsp; 499457<br> <sup>(d)</sup><br>|
| 2815637 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 4.93%, due 4/20/2044<br> &nbsp;&nbsp; 2834070<br> <sup>(d)</sup><br>|
| 2165875 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 5.32%, due 4/20/2044<br> &nbsp;&nbsp; 2172264<br> <sup>(d)</sup><br>|
| 2595440 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 6.79%, due 4/20/2044<br> &nbsp;&nbsp; 2604506<br> <sup>(d)</sup><br>|
| 3721341 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class D, 6.54%, due 8/22/2044<br> &nbsp;&nbsp; 3726540<br> <sup>(d)</sup><br>|
|  | Signal Peak CLO 11 Ltd. |
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2024-11A, Class D1, (3 mo. USD Term SOFR + 3.10%), 6.77%, due 7/18/2037<br> &nbsp;&nbsp; 1999944<br> <sup>(d)(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** | **Other – cont'd** |
| $1000000 | &nbsp;&nbsp;&nbsp; Series 2024-11A, Class E, (3 mo. USD Term SOFR + 6.00%), 9.67%, due 7/18/2037 | &nbsp;&nbsp; $1005406<br> <sup>(d)(f)</sup><br>|
| 3100000 | &nbsp;&nbsp; Sixth Street CLO 31 Ltd., Series 2025-31A, Class E, (3 mo. USD Term SOFR + 4.70%), <br> 8.37%, due 1/17/2039<br>| &nbsp;&nbsp; 3133815<br> <sup>(d)(f)</sup><br>|
|  | Sixth Street CLO XXIII Ltd. |  |
| 4000000 | &nbsp;&nbsp;&nbsp; Series 2023-23A, Class DR, (3 mo. USD Term SOFR + 2.50%), 6.17%, due 10/17/2038 | &nbsp;&nbsp; 4025543<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp;&nbsp; Series 2023-23A, Class ER, (3 mo. USD Term SOFR + 4.85%), 8.52%, due 10/17/2038 | &nbsp;&nbsp; 2020816<br> <sup>(d)(f)</sup><br>|
| 5000000 | Sone Holdings Trust, 4.88%, due 6/30/2033 | &nbsp;&nbsp; 4992172 |
|  | Sotheby's Artfi Master Trust |  |
| 7654000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A1, 6.43%, due 12/22/2031 | &nbsp;&nbsp; 7670403<br> <sup>(d)</sup><br>|
| 2068000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, 7.91%, due 12/22/2031 | &nbsp;&nbsp; 2070865<br> <sup>(d)</sup><br>|
| 3351000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class B, 4.90%, due 6/20/2033 | &nbsp;&nbsp; 3352571<br> <sup>(d)(j)</sup><br>|
| 3104000 | &nbsp;&nbsp;&nbsp; Series 2026-1A, Class D, 5.54%, due 6/20/2033 | &nbsp;&nbsp; 3108971<br> <sup>(d)(j)</sup><br>|
|  | Stack Infrastructure Issuer LLC |  |
| 1250000 | &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A2, 5.90%, due 7/25/2048 | &nbsp;&nbsp; 1254948<br> <sup>(d)</sup><br>|
| 7090000 | &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A2, 5.90%, due 10/25/2048 | &nbsp;&nbsp; 7143688<br> <sup>(d)</sup><br>|
| 7719000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 5.00%, due 5/25/2050 | &nbsp;&nbsp; 7623964<br> <sup>(d)</sup><br>|
| 3000000 | &nbsp;&nbsp; Stannaway Park CLO DAC, Series 1A, Class E, (3 mo. EUR EURIBOR + 5.40%), 7.44%, <br> due 1/23/2038<br>| &nbsp;&nbsp; 3573623<br> <sup>(d)(f)</sup><br>|
| $14294000 | Summit Issuer LLC, Series 2025-1A, Class A2, 5.21%, due 11/20/2055 | &nbsp;&nbsp; 14405789<br> <sup>(d)</sup><br>|
| 1250000 | &nbsp;&nbsp; Symphony CLO 34-PS Ltd., Series 2022-34A, Class ER2, (3 mo. USD Term SOFR + <br> 6.00%), 9.67%, due 7/24/2038<br>| &nbsp;&nbsp; 1270377<br> <sup>(d)(f)</sup><br>|
| 1100000 | &nbsp;&nbsp; Symphony CLO 44 Ltd., Series 2024-44A, Class E, (3 mo. USD Term SOFR + 6.15%), <br> 9.82%, due 7/14/2037<br>| &nbsp;&nbsp; 1108710<br> <sup>(d)(f)</sup><br>|
| 307334 | Tesla Sustainable Energy Trust, Series 2024-1A, Class A2, 5.08%, due 6/21/2050 | &nbsp;&nbsp; 308381<br> <sup>(d)</sup><br>|
|  | Trafigura Securitisation Finance PLC |  |
| 3114000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.98%, due 11/15/2027 | &nbsp;&nbsp; 3150306<br> <sup>(d)</sup><br>|
| 6208000 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, 7.29%, due 11/15/2027 | &nbsp;&nbsp; 6286003<br> <sup>(d)</sup><br>|
| 1300000 | &nbsp;&nbsp; Trestles CLO II Ltd., Series 2018-2A, Class ER, (3 mo. USD Term SOFR + 6.60%), 10.27%, <br> due 7/25/2037<br>| &nbsp;&nbsp; 1316287<br> <sup>(d)(f)</sup><br>|
| 1750000 | &nbsp;&nbsp; Trestles CLO III Ltd., Series 2020-3A, Class ER, (3 mo. USD Term SOFR + 6.10%), 9.77%, <br> due 10/20/2037<br>| &nbsp;&nbsp; 1770123<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp; Trestles CLO IX Ltd., Series 2025-9A, Class D1, (3 mo. USD Term SOFR + 2.65%), 6.52%, <br> due 1/15/2039<br>| &nbsp;&nbsp; 1511542<br> <sup>(d)(f)</sup><br>|
| 1200000 | &nbsp;&nbsp; Trestles CLO Ltd., Series 2017-1A, Class ERR, (3 mo. USD Term SOFR + 5.95%), 9.62%, <br> due 7/25/2037<br>| &nbsp;&nbsp; 1208467<br> <sup>(d)(f)</sup><br>|
| 1500000 | &nbsp;&nbsp; Trestles CLO VI Ltd., Series 2023-6A, Class ER, (3 mo. USD Term SOFR + 4.75%), 8.42%, <br> due 4/25/2038<br>| &nbsp;&nbsp; 1511235<br> <sup>(d)(f)</sup><br>|
| 2000000 | &nbsp;&nbsp; Trestles CLO VII Ltd., Series 2024-7A, Class D1, (3 mo. USD Term SOFR + 3.10%), <br> 6.77%, due 10/25/2037<br>| &nbsp;&nbsp; 2020194<br> <sup>(d)(f)</sup><br>|
| 5250000 | &nbsp;&nbsp; Trinitas CLO XXV Ltd., Series 2023-25A, Class DR, (3 mo. USD Term SOFR + 2.75%), <br> 0.00%, due 1/23/2039<br>| &nbsp;&nbsp; 5292568<br> <sup>(d)(f)</sup><br>|
| 1000000 | &nbsp;&nbsp; Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1, (3 mo. USD Term SOFR + 1.35%), <br> 5.02%, due 1/22/2038<br>| &nbsp;&nbsp; 1004299<br> <sup>(d)(f)</sup><br>|
| 6000000 | &nbsp;&nbsp; Trinitas CLO XXXV Ltd., Series 2026-35A, Class D1, (2.50% - 3 mo. USD Term SOFR), <br> 0.00%, due 1/22/2039<br>| &nbsp;&nbsp; 6000000<br> <sup>(d)(f)(j)</sup><br>|
| 3000000 | &nbsp;&nbsp; Trinitas CLO XXXVII Ltd., Series 2025-37A, Class D, (3 mo. USD Term SOFR + 2.95%), <br> 6.62%, due 1/22/2039<br>| &nbsp;&nbsp; 3015320<br> <sup>(d)(f)</sup><br>|
| 6000000 | Uniti Fiber ABS Issuer LLC, Series 2025-1A, Class C, 9.02%, due 4/20/2055 | &nbsp;&nbsp; 6342415<br> <sup>(d)</sup><br>|
|  | Vantage Data Centers Issuer LLC |  |
| 5790000 | &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, 2.17%, due 10/15/2046 | &nbsp;&nbsp; 5687756<br> <sup>(d)</sup><br>|
| 2720000 | &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, 5.24%, due 11/15/2055 | &nbsp;&nbsp; 2699411<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
| **Other – cont'd** | **Other – cont'd** | **Other – cont'd** | **Other – cont'd** |
| $| 23116000 | Vantage Data Centers LLC, Series 2025-1A, Class A2, 5.13%, due 8/15/2055 | &nbsp;&nbsp; $22932022<br> <sup>(d)</sup><br>|
|  |  | Verizon Master Trust |  |
|  | 274000 | &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1B, (30 day USD SOFR Average + 0.58%), 4.29%, due <br> 4/22/2030<br>| &nbsp;&nbsp; 274503<br> <sup>(f)</sup><br>|
|  | 289000 | &nbsp;&nbsp;&nbsp; Series 2024-6, Class A1B, (30 day USD SOFR Average + 0.67%), 4.37%, due <br> 8/20/2030<br>| &nbsp;&nbsp; 290261<br> <sup>(f)</sup><br>|
|  | 603000 | &nbsp;&nbsp;&nbsp; Series 2025-9, Class A1B, (30 day USD SOFR Average + 0.42%), 4.13%, due <br> 10/21/2030<br>| &nbsp;&nbsp; 603199<br> <sup>(f)</sup><br>|
|  |  | Volofin Finance DAC |  |
|  | 4096437 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.94%, due 6/15/2037 | &nbsp;&nbsp; 4170883<br> <sup>(d)</sup><br>|
|  | 1837291 | &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, 6.21%, due 6/15/2037 | &nbsp;&nbsp; 1888825<br> <sup>(d)</sup><br>|
|  |  | Voya CLO Ltd. |  |
|  | 1400000 | &nbsp;&nbsp;&nbsp; Series 2024-2A, Class E, (3 mo. USD Term SOFR + 6.05%), 9.72%, due 7/20/2037 | &nbsp;&nbsp; 1412903<br> <sup>(d)(f)</sup><br>|
|  | 1000000 | &nbsp;&nbsp;&nbsp; Series 2025-3A, Class E, (3 mo. USD Term SOFR + 5.40%), 9.07%, due 7/20/2038 | &nbsp;&nbsp; 1009973<br> <sup>(d)(f)</sup><br>|
|  | 1750000 | &nbsp;&nbsp; Wellington Management CLO 3 Ltd., Series 2024-3A, Class D1, (3 mo. USD Term SOFR + <br> 3.00%), 6.67%, due 7/18/2037<br>| &nbsp;&nbsp; 1762022<br> <sup>(d)(f)</sup><br>|
|  | 2600000 | &nbsp;&nbsp; Whitebox CLO II Ltd., Series 2020-2A, Class E1R2, (3 mo. USD Term SOFR + 5.75%), <br> 9.42%, due 10/24/2037<br>| &nbsp;&nbsp; 2618164<br> <sup>(d)(f)</sup><br>|
|  | 3145523 | Willis Engine Structured Trust VIII, Series 2025-A, Class B, 6.07%, due 6/15/2050 | &nbsp;&nbsp; 3186672<br> <sup>(d)</sup><br>|
|  |  | Wireless PropCo Funding LLC |  |
|  | 5350000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 4.30%, due 6/25/2055 | &nbsp;&nbsp; 5117601<br> <sup>(d)</sup><br>|
|  | 2000000 | &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 8.51%, due 6/25/2055 | &nbsp;&nbsp; 2041479<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **760819949** |
| **Student Loan 0.4%** | **Student Loan 0.4%** | **Student Loan 0.4%** | **Student Loan 0.4%** |
|  |  | Bayview Opportunity Master Fund VII LLC |  |
|  | 1538581 | &nbsp;&nbsp;&nbsp; Series 2024-EDU1, Class C, (30 day USD SOFR Average + 1.80%), 5.50%, due <br> 6/25/2047<br>| &nbsp;&nbsp; 1536027<br> <sup>(d)(f)</sup><br>|
|  | 653616 | &nbsp;&nbsp;&nbsp; Series 2024-EDU1, Class D, (30 day USD SOFR Average + 2.75%), 6.45%, due <br> 6/25/2047<br>| &nbsp;&nbsp; 663394<br> <sup>(d)(f)</sup><br>|
|  | 5279981 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class A, (30 day USD SOFR Average + 1.30%), 5.00%, due <br> 7/27/2048<br>| &nbsp;&nbsp; 5289463<br> <sup>(d)(f)</sup><br>|
|  | 8363554 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class B, (30 day USD SOFR Average + 1.70%), 5.40%, due <br> 7/27/2048<br>| &nbsp;&nbsp; 8363535<br> <sup>(d)(f)</sup><br>|
|  | 3211720 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class C, (30 day USD SOFR Average + 1.80%), 5.50%, due <br> 7/27/2048<br>| &nbsp;&nbsp; 3211729<br> <sup>(d)(f)</sup><br>|
|  | 2838931 | &nbsp;&nbsp;&nbsp; Series 2025-EDU1, Class D, (30 day USD SOFR Average + 2.25%), 5.95%, due <br> 7/27/2048<br>| &nbsp;&nbsp; 2838923<br> <sup>(d)(f)</sup><br>|
|  | 757718 | ELFI Graduate Loan Program LLC, Series 2024-A, Class A, 5.56%, due 8/25/2049 | &nbsp;&nbsp; 772311<br> <sup>(d)</sup><br>|
|  |  | Navient Private Education Refi Loan Trust |  |
|  | 6069786 | &nbsp;&nbsp;&nbsp; Series 2021-A, Class A, 0.84%, due 5/15/2069 | &nbsp;&nbsp; 5603160<br> <sup>(d)</sup><br>|
|  | 941776 | &nbsp;&nbsp;&nbsp; Series 2021-BA, Class A, 0.94%, due 7/15/2069 | &nbsp;&nbsp; 863718<br> <sup>(d)</sup><br>|
|  | 1597000 | SoFi Professional Loan Program LLC, Series 2020-A, Class BFX, 3.12%, due 5/15/2046 | &nbsp;&nbsp; 1432749<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **30575009** |
| **Total Asset-Backed Securities (Cost $988,096,850)** | **Total Asset-Backed Securities (Cost $988,096,850)** | **Total Asset-Backed Securities (Cost $988,096,850)** | &nbsp;&nbsp; **997621802** |
| **Corporate Bonds 35.5%** | **Corporate Bonds 35.5%** | **Corporate Bonds 35.5%** | **Corporate Bonds 35.5%** |
| **Advertising 0.1%** | **Advertising 0.1%** | **Advertising 0.1%** | **Advertising 0.1%** |
|  |  | Clear Channel Outdoor Holdings, Inc. |  |
|  | 420000 | &nbsp;&nbsp;&nbsp; 7.75%, due 4/15/2028 | &nbsp;&nbsp; 420131<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Advertising – cont'd** | **Advertising – cont'd** | **Advertising – cont'd** |
| $440000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2029 | &nbsp;&nbsp; $435389<br> <sup>(d)</sup><br>|
| 2145000 | &nbsp;&nbsp;&nbsp; 7.13%, due 2/15/2031 | &nbsp;&nbsp; 2236812<br> <sup>(d)</sup><br>|
| 1490000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/15/2033 | &nbsp;&nbsp; 1583180<br> <sup>(d)</sup><br>|
|  | Neptune Bidco U.S., Inc. |  |
| 2680000 | &nbsp;&nbsp;&nbsp; 9.29%, due 4/15/2029 | &nbsp;&nbsp; 2751840<br> <sup>(d)</sup><br>|
| 475000 | &nbsp;&nbsp;&nbsp; 10.38%, due 5/15/2031 | &nbsp;&nbsp; 502215<br> <sup>(d)</sup><br>|
| 945000 | &nbsp;&nbsp;&nbsp; 9.50%, due 2/15/2033 | &nbsp;&nbsp; 962262<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **8891829** |
| **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** |
| 1860000 | AAR Escrow Issuer LLC, 6.75%, due 3/15/2029 | &nbsp;&nbsp; 1925085<br> <sup>(d)</sup><br>|
| 5560000 | Boeing Co., 5.81%, due 5/1/2050 | &nbsp;&nbsp; 5491374 |
|  | Bombardier, Inc. |  |
| 2735000 | &nbsp;&nbsp;&nbsp; 7.25%, due 7/1/2031 | &nbsp;&nbsp; 2903651<br> <sup>(d)</sup><br>|
| 535000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/1/2032 | &nbsp;&nbsp; 561599<br> <sup>(d)</sup><br>|
| 765000 | &nbsp;&nbsp;&nbsp; 6.75%, due 6/15/2033 | &nbsp;&nbsp; 803550<br> <sup>(d)</sup><br>|
| 825000 | General Electric Co., (3 mo. USD Term SOFR + 0.64%), 4.54%, due 5/5/2026 | &nbsp;&nbsp; 825858<br> <sup>(f)</sup><br>|
| 1955000 | Goat Holdco LLC, 6.75%, due 2/1/2032 | &nbsp;&nbsp; 2007830<br> <sup>(d)</sup><br>|
|  | TransDigm, Inc. |  |
| 1515000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/1/2029 | &nbsp;&nbsp; 1557912<br> <sup>(d)</sup><br>|
| 1295000 | &nbsp;&nbsp;&nbsp; 7.13%, due 12/1/2031 | &nbsp;&nbsp; 1358078<br> <sup>(d)</sup><br>|
| 1485000 | &nbsp;&nbsp;&nbsp; 6.38%, due 5/31/2033 | &nbsp;&nbsp; 1511748<br> <sup>(d)</sup><br>|
| 2255000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/31/2034 | &nbsp;&nbsp; 2333961<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **21280646** |
| **Agriculture 0.3%** | **Agriculture 0.3%** | **Agriculture 0.3%** |
|  | Imperial Brands Finance PLC |  |
| 9375000 | &nbsp;&nbsp;&nbsp; 5.88%, due 7/1/2034 | &nbsp;&nbsp; 9793881<br> <sup>(d)</sup><br>|
| 3065000 | &nbsp;&nbsp;&nbsp; 5.63%, due 7/1/2035 | &nbsp;&nbsp; 3134345<br> <sup>(d)</sup><br>|
| 2600000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/1/2055 | &nbsp;&nbsp; 2675228<br> <sup>(d)</sup><br>|
| 4000000 | JR Simplot Co., 5.64%, due 9/30/2035 | &nbsp;&nbsp; 3970283 |
| 779000 | &nbsp;&nbsp; Philip Morris International, Inc., (Secured Overnight Financing Rate + 0.83%), 4.51%, <br> due 4/28/2028<br>| &nbsp;&nbsp; 783792<br> <sup>(f)</sup><br>|
| 1300000 | Sudzucker International Finance BV, 5.95%, due 5/28/2030 | &nbsp;&nbsp; 1500481<br> <sup>(l)(m)(n)</sup><br>|
|  | Tereos Finance Groupe I SA |  |
| 100000 | &nbsp;&nbsp;&nbsp; 5.88%, due 4/30/2030 | &nbsp;&nbsp; 114382<br> <sup>(n)</sup><br>|
| 615000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/30/2031 | &nbsp;&nbsp; 687349<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **22659741** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| 1600000 | Air France-KLM, 4.63%, due 5/23/2029 | &nbsp;&nbsp; 1979347<br> <sup>(n)</sup><br>|
| $2600000 | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, due 4/20/2029 | &nbsp;&nbsp; 2627050<br> <sup>(d)</sup><br>|
| 254000 | Avianca Midco 2 PLC, 9.63%, due 2/14/2030 | &nbsp;&nbsp; 260223<br> <sup>(d)</sup><br>|
| 1800000 | Deutsche Lufthansa AG, 5.25%, due 1/15/2055 | &nbsp;&nbsp; 2200967<br> <sup>(l)(n)</sup><br>|
| $243000 | Gol Finance, Inc., 14.38%, due 6/6/2030 | &nbsp;&nbsp; 251505<br> <sup>(d)</sup><br>|
| 30000 | Latam Airlines Group SA, 7.63%, due 1/7/2031 | &nbsp;&nbsp; 31463<br> <sup>(d)</sup><br>|
| 2700000 | Transportes Aereos Portugueses SA, 5.13%, due 11/15/2029 | &nbsp;&nbsp; 3323541<br> <sup>(n)</sup><br>|
| $710000 | United Airlines Holdings, Inc., 5.38%, due 3/1/2031 | &nbsp;&nbsp; 717051<br> <sup>(j)</sup><br>|
|  |  | &nbsp;&nbsp; **11391147** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Apparel 0.2%** | **Apparel 0.2%** | **Apparel 0.2%** |
|  | Beach Acquisition Bidco LLC |  |
| 2200000 | &nbsp;&nbsp;&nbsp; 5.25%, due 7/15/2032 | &nbsp;&nbsp; $2668185<br> <sup>(n)</sup><br>|
| $2508635 | &nbsp;&nbsp;&nbsp; 10.00% Cash/10.75% PIK, due 7/15/2033 | &nbsp;&nbsp; 2760353<br> <sup>(d)(o)</sup><br>|
| 3183000 | Birkenstock Financing SARL, 5.25%, due 4/30/2029 | &nbsp;&nbsp; 3793283<br> <sup>(n)</sup><br>|
| $870000 | Champ Acquisition Corp., 8.38%, due 12/1/2031 | &nbsp;&nbsp; 927606<br> <sup>(d)</sup><br>|
| 1429000 | CT Investment GmbH, 6.38%, due 4/15/2030 | &nbsp;&nbsp; 1750531<br> <sup>(n)</sup><br>|
| $1320000 | S&S Holdings LLC, 8.38%, due 10/1/2031 | &nbsp;&nbsp; 1258534<br> <sup>(d)</sup><br>|
|  | VF Corp. |  |
| 1418000 | &nbsp;&nbsp;&nbsp; 4.25%, due 3/7/2029 | &nbsp;&nbsp; 1701239 |
| $1115000 | &nbsp;&nbsp;&nbsp; 2.95%, due 4/23/2030 | &nbsp;&nbsp; 1017012 |
| 1052000 | &nbsp;&nbsp;&nbsp; 0.63%, due 2/25/2032 | &nbsp;&nbsp; 995715 |
|  |  | &nbsp;&nbsp; **16872458** |
| **Auto Manufacturers 0.5%** | **Auto Manufacturers 0.5%** | **Auto Manufacturers 0.5%** |
| $1590000 | Allison Transmission, Inc., 5.88%, due 12/1/2033 | &nbsp;&nbsp; 1612506<br> <sup>(d)</sup><br>|
| 6327273 | FCA U.S. LLC Lease-Backed Pass-Through Trust, 7.76%, due 3/10/2047 | &nbsp;&nbsp; 6663046<br> <sup>(d)(h)</sup><br>|
| 638000 | General Motors Financial Co., Inc., 5.40%, due 4/6/2026 | &nbsp;&nbsp; 639662 |
| 200000 | Hyundai Capital America, 5.50%, due 3/30/2026 | &nbsp;&nbsp; 200529<br> <sup>(d)</sup><br>|
| 2260000 | Jaguar Land Rover Automotive PLC, 4.50%, due 7/15/2028 | &nbsp;&nbsp; 2699386<br> <sup>(n)</sup><br>|
|  | Nissan Motor Acceptance Co. LLC |  |
| $275000 | &nbsp;&nbsp;&nbsp; 7.05%, due 9/15/2028 | &nbsp;&nbsp; 285142<br> <sup>(d)</sup><br>|
| 265000 | &nbsp;&nbsp;&nbsp; 5.63%, due 9/29/2028 | &nbsp;&nbsp; 265909<br> <sup>(d)</sup><br>|
| 115000 | &nbsp;&nbsp;&nbsp; 5.55%, due 9/13/2029 | &nbsp;&nbsp; 114319<br> <sup>(d)</sup><br>|
| 220000 | &nbsp;&nbsp;&nbsp; 6.13%, due 9/30/2030 | &nbsp;&nbsp; 219389<br> <sup>(d)</sup><br>|
|  | Nissan Motor Co. Ltd. |  |
| 1590000 | &nbsp;&nbsp;&nbsp; 5.25%, due 7/17/2029 | &nbsp;&nbsp; 1939525<br> <sup>(n)</sup><br>|
| $415000 | &nbsp;&nbsp;&nbsp; 7.50%, due 7/17/2030 | &nbsp;&nbsp; 435739<br> <sup>(d)</sup><br>|
| 1025000 | &nbsp;&nbsp;&nbsp; 4.81%, due 9/17/2030 | &nbsp;&nbsp; 967646<br> <sup>(d)</sup><br>|
| 310000 | &nbsp;&nbsp;&nbsp; 7.75%, due 7/17/2032 | &nbsp;&nbsp; 327167<br> <sup>(d)</sup><br>|
| 595000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/17/2033 | &nbsp;&nbsp; 729738<br> <sup>(n)</sup><br>|
| $230000 | &nbsp;&nbsp;&nbsp; 8.13%, due 7/17/2035 | &nbsp;&nbsp; 245622<br> <sup>(d)</sup><br>|
| 400000 | RCI Banque SA, 5.50%, due 10/9/2034 | &nbsp;&nbsp; 499747<br> <sup>(l)(n)</sup><br>|
| 1900000 | Renault SA, 3.88%, due 9/30/2030 | &nbsp;&nbsp; 2277810<br> <sup>(n)</sup><br>|
| $13530000 | Stellantis Finance U.S., Inc., 6.45%, due 3/18/2035 | &nbsp;&nbsp; 14099930<br> <sup>(d)</sup><br>|
| 200000 | Stellantis NV, 4.63%, due 6/6/2035 | &nbsp;&nbsp; 240123<br> <sup>(n)</sup><br>|
| $770000 | &nbsp;&nbsp; Toyota Motor Credit Corp., (Secured Overnight Financing Rate + 0.77%), 4.58%, due <br> 8/7/2026<br>| &nbsp;&nbsp; 772230<br> <sup>(f)</sup><br>|
| 4500000 | Volkswagen International Finance NV, 3.75%, due 12/28/2027 | &nbsp;&nbsp; 5349227<br> <sup>(l)(m)(n)</sup><br>|
|  |  | &nbsp;&nbsp; **40584392** |
| **Auto Parts & Equipment 0.6%** | **Auto Parts & Equipment 0.6%** | **Auto Parts & Equipment 0.6%** |
| $3040000 | Clarios Global LP/Clarios U.S. Finance Co., 6.75%, due 9/15/2032 | &nbsp;&nbsp; 3146491<br> <sup>(d)</sup><br>|
| 1365000 | Dana Financing Luxembourg SARL, 8.50%, due 7/15/2031 | &nbsp;&nbsp; 1723187<br> <sup>(n)</sup><br>|
| $1005000 | Dornoch Debt Merger Sub, Inc., 6.63%, due 10/15/2029 | &nbsp;&nbsp; 894904<br> <sup>(d)</sup><br>|
|  | Forvia SE |  |
| 585714 | &nbsp;&nbsp;&nbsp; 3.75%, due 6/15/2028 | &nbsp;&nbsp; 694562<br> <sup>(n)</sup><br>|
| 735000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/15/2030 | &nbsp;&nbsp; 912398<br> <sup>(n)</sup><br>|
| 1137000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/15/2031 | &nbsp;&nbsp; 1392577<br> <sup>(n)</sup><br>|
| 1950000 | &nbsp;&nbsp;&nbsp; 5.50%, due 6/15/2031 | &nbsp;&nbsp; 2396005<br> <sup>(n)</sup><br>|
| $1990000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2033 | &nbsp;&nbsp; 2040429<br> <sup>(d)</sup><br>|
| 2052000 | Gestamp Automocion SA, 4.38%, due 10/15/2030 | &nbsp;&nbsp; 2469722<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Auto Parts & Equipment – cont'd** | **Auto Parts & Equipment – cont'd** | **Auto Parts & Equipment – cont'd** |
|  | Goodyear Tire & Rubber Co. |  |
| $635000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/15/2029 | &nbsp;&nbsp; $621876 |
| 220000 | &nbsp;&nbsp;&nbsp; 5.25%, due 4/30/2031 | &nbsp;&nbsp; 211731 |
| 200000 | Grupo Antolin Irausa SA, 3.50%, due 4/30/2028 | &nbsp;&nbsp; 172292<br> <sup>(n)</sup><br>|
|  | IHO Verwaltungs GmbH |  |
| 2392059 | &nbsp;&nbsp;&nbsp; 8.75% Cash/9.50% PIK, due 5/15/2028 | &nbsp;&nbsp; 2939718<br> <sup>(n)(o)</sup><br>|
| $1600000 | &nbsp;&nbsp;&nbsp; 7.75% Cash/8.50% PIK, due 11/15/2030 | &nbsp;&nbsp; 1682107<br> <sup>(d)(o)</sup><br>|
|  | Schaeffler AG |  |
| 800000 | &nbsp;&nbsp;&nbsp; 4.75%, due 8/14/2029 | &nbsp;&nbsp; 985199<br> <sup>(n)</sup><br>|
| 3700000 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/28/2030 | &nbsp;&nbsp; 4516585<br> <sup>(n)</sup><br>|
| 1500000 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/1/2031 | &nbsp;&nbsp; 1888765<br> <sup>(n)</sup><br>|
|  | Valeo SE |  |
| 1700000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/11/2030 | &nbsp;&nbsp; 2068315<br> <sup>(n)</sup><br>|
| 2400000 | &nbsp;&nbsp;&nbsp; 5.13%, due 5/20/2031 | &nbsp;&nbsp; 2973371<br> <sup>(n)</sup><br>|
| 400000 | &nbsp;&nbsp;&nbsp; 4.63%, due 3/23/2032 | &nbsp;&nbsp; 479805<br> <sup>(n)</sup><br>|
|  | ZF Europe Finance BV |  |
| 1000000 | &nbsp;&nbsp;&nbsp; 6.13%, due 3/13/2029 | &nbsp;&nbsp; 1236731<br> <sup>(n)</sup><br>|
| 1900000 | &nbsp;&nbsp;&nbsp; 3.00%, due 10/23/2029 | &nbsp;&nbsp; 2142509<br> <sup>(n)</sup><br>|
| 1800000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/12/2030 | &nbsp;&nbsp; 2273625<br> <sup>(n)</sup><br>|
| 1600000 | ZF Finance GmbH, 3.75%, due 9/21/2028 | &nbsp;&nbsp; 1890281<br> <sup>(n)</sup><br>|
|  | ZF North America Capital, Inc. |  |
| $885000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/14/2028 | &nbsp;&nbsp; 913758<br> <sup>(d)</sup><br>|
| 1445000 | &nbsp;&nbsp;&nbsp; 6.75%, due 4/23/2030 | &nbsp;&nbsp; 1448808<br> <sup>(d)</sup><br>|
| 1260000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/24/2031 | &nbsp;&nbsp; 1291486<br> <sup>(d)</sup><br>|
| 180000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/23/2032 | &nbsp;&nbsp; 179489<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **45586726** |
| **Banks 10.1%** | **Banks 10.1%** | **Banks 10.1%** |
| 5200000 | ABN AMRO Bank NV, 5.52%, due 12/3/2035 | &nbsp;&nbsp; 5354952<br> <sup>(d)(l)</sup><br>|
| 300000 | AMCO - Asset Management Co. SpA, 0.75%, due 4/20/2028 | &nbsp;&nbsp; 341650<br> <sup>(n)</sup><br>|
| $7755000 | Banco Bilbao Vizcaya Argentaria SA, 7.75%, due 1/14/2032 | &nbsp;&nbsp; 8342658<br> <sup>(l)(m)</sup><br>|
| 270000 | Banco BPM SpA, 3.38%, due 1/24/2030 | &nbsp;&nbsp; 327915<br> <sup>(n)</sup><br>|
|  | Banco Bradesco SA |  |
| $200000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/22/2030 | &nbsp;&nbsp; 209888<br> <sup>(d)</sup><br>|
| 1320000 | &nbsp;&nbsp;&nbsp; 5.38%, due 1/20/2031 | &nbsp;&nbsp; 1321452<br> <sup>(d)</sup><br>|
| 206000 | Banco de Credito del Peru SA, 6.45%, due 7/30/2035 | &nbsp;&nbsp; 214899<br> <sup>(d)(l)</sup><br>|
| 1100000 | Banco de Sabadell SA, 6.00%, due 8/16/2033 | &nbsp;&nbsp; 1388813<br> <sup>(l)(n)</sup><br>|
|  | Banco Mercantil del Norte SA |  |
| $1500000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/24/2032 | &nbsp;&nbsp; 1481413<br> <sup>(d)(l)(m)</sup><br>|
| 760000 | &nbsp;&nbsp;&nbsp; 8.75%, due 5/20/2035 | &nbsp;&nbsp; 822420<br> <sup>(d)(l)(m)</sup><br>|
| 200000 | Banco Santander Chile, 4.55%, due 11/20/2030 | &nbsp;&nbsp; 200000<br> <sup>(d)</sup><br>|
| 570000 | &nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, <br> 5.62%, due 12/10/2029<br>| &nbsp;&nbsp; 587727<br> <sup>(d)</sup><br>|
| 4400000 | Banco Santander SA, 4.75%, due 11/12/2026 | &nbsp;&nbsp; 4383599<br> <sup>(l)(m)</sup><br>|
| 273000 | Banco Votorantim SA, 5.88%, due 4/8/2028 | &nbsp;&nbsp; 277982<br> <sup>(d)</sup><br>|
|  | Bangkok Bank PCL |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.30%, due 6/15/2027 | &nbsp;&nbsp; 200542<br> <sup>(d)</sup><br>|
| 1270000 | &nbsp;&nbsp;&nbsp; 5.65%, due 7/5/2034 | &nbsp;&nbsp; 1320421<br> <sup>(d)</sup><br>|
| 200000 | Bank Negara Indonesia Persero Tbk. PT, 3.75%, due 3/30/2026 | &nbsp;&nbsp; 199081<br> <sup>(n)</sup><br>|
|  | Bank of America Corp. |  |
| 3330000 | &nbsp;&nbsp;&nbsp; 4.38%, due 1/27/2027 | &nbsp;&nbsp; 3312877<br> <sup>(l)(m)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> |
| **Banks – cont'd** | **Banks – cont'd** |
| $1550000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 1.35%), 5.03%, due 9/15/2027<br> &nbsp;&nbsp; $1558131<br> <sup>(f)</sup><br>|
| 6735000 | &nbsp;&nbsp;&nbsp; 4.95%, due 7/22/2028<br> &nbsp;&nbsp; 6827771<br> <sup>(l)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 5.82%, due 9/15/2029<br> &nbsp;&nbsp; 9506107<br> <sup>(l)</sup><br>|
| 9005000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/1/2030<br> &nbsp;&nbsp; 9356339<br> <sup>(l)(m)</sup><br>|
| 2875000 | &nbsp;&nbsp;&nbsp; 5.52%, due 10/25/2035<br> &nbsp;&nbsp; 2934228<br> <sup>(l)</sup><br>|
| 25145000 | &nbsp;&nbsp;&nbsp; 5.46%, due 5/9/2036<br> &nbsp;&nbsp; 26011951<br> <sup>(l)</sup><br>|
| 465000 | &nbsp;&nbsp; Bank of New York Mellon, (Secured Overnight Financing Rate Index + 0.71%), 4.38%, <br> due 4/20/2027<br>&nbsp;&nbsp; 465432<br> <sup>(f)</sup><br>|
|  | Bank of New York Mellon Corp. |
| 11125000 | &nbsp;&nbsp;&nbsp; 3.75%, due 12/20/2026<br> &nbsp;&nbsp; 10944492<br> <sup>(l)(m)</sup><br>|
| 1020000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate Index + 0.68%), 4.38%, due 6/9/2028<br> &nbsp;&nbsp; 1023103<br> <sup>(f)</sup><br>|
| 100000 | Bank of New Zealand, 2.55%, due 6/29/2027<br> &nbsp;&nbsp; 119038<br> <sup>(n)</sup><br>|
| $4545000 | Banque Federative du Credit Mutuel SA, 4.54%, due 1/15/2031<br> &nbsp;&nbsp; 4534496<br> <sup>(d)</sup><br>|
|  | Barclays PLC |
| 3550000 | &nbsp;&nbsp;&nbsp; 4.38%, due 3/15/2028<br> &nbsp;&nbsp; 3453471<br> <sup>(l)(m)</sup><br>|
| 2065000 | &nbsp;&nbsp;&nbsp; 8.00%, due 3/15/2029<br> &nbsp;&nbsp; 2207576<br> <sup>(l)(m)</sup><br>|
| 3090000 | &nbsp;&nbsp;&nbsp; 9.63%, due 12/15/2029<br> &nbsp;&nbsp; 3514112<br> <sup>(l)(m)</sup><br>|
| 4880000 | &nbsp;&nbsp;&nbsp; 7.12%, due 6/27/2034<br> &nbsp;&nbsp; 5443490<br> <sup>(l)</sup><br>|
| 4170000 | &nbsp;&nbsp;&nbsp; 7.63%, due 3/15/2035<br> &nbsp;&nbsp; 4494343<br> <sup>(l)(m)</sup><br>|
|  | BNP Paribas SA |
| 690000 | &nbsp;&nbsp;&nbsp; 9.25%, due 11/17/2027<br> &nbsp;&nbsp; 736975<br> <sup>(d)(l)(m)</sup><br>|
| 655000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/25/2030<br> &nbsp;&nbsp; 615050<br> <sup>(d)(l)(m)</sup><br>|
| 10480000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/25/2031<br> &nbsp;&nbsp; 9778324<br> <sup>(d)(l)(m)</sup><br>|
| 3880000 | &nbsp;&nbsp;&nbsp; 5.91%, due 11/19/2035<br> &nbsp;&nbsp; 4013649<br> <sup>(d)(l)</sup><br>|
| 3515000 | BPCE SA, 5.94%, due 5/30/2035<br> &nbsp;&nbsp; 3671514<br> <sup>(d)(l)</sup><br>|
| 100000 | Canadian Imperial Bank of Commerce, 2.50%, due 5/7/2030<br> &nbsp;&nbsp; 117701<br> <sup>(n)</sup><br>|
|  | CBQ Finance Ltd. |
| $200000 | &nbsp;&nbsp;&nbsp; 2.00%, due 5/12/2026<br> &nbsp;&nbsp; 198815<br> <sup>(n)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/28/2029<br> &nbsp;&nbsp; 206004<br> <sup>(n)</sup><br>|
| 100000 | CCF Holding SAS, 5.00%, due 5/27/2035<br> &nbsp;&nbsp; 121926<br> <sup>(l)(n)</sup><br>|
| $1108000 | Citibank NA, (Secured Overnight Financing Rate + 0.71%), 4.48%, due 11/19/2027<br> &nbsp;&nbsp; 1110206<br> <sup>(f)</sup><br>|
|  | Citigroup, Inc. |
| 6330000 | &nbsp;&nbsp;&nbsp; 3.88%, due 2/18/2026<br> &nbsp;&nbsp; 6319797<br> <sup>(l)(m)</sup><br>|
| 3140000 | &nbsp;&nbsp;&nbsp; 4.15%, due 11/15/2026<br> &nbsp;&nbsp; 3118802<br> <sup>(l)(m)</sup><br>|
| 575000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 1.14%), 4.94%, due 5/7/2028<br> &nbsp;&nbsp; 578737<br> <sup>(f)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 4.79%, due 3/4/2029<br> &nbsp;&nbsp; 9246749<br> <sup>(l)</sup><br>|
| 3670000 | &nbsp;&nbsp;&nbsp; 7.13%, due 8/15/2029<br> &nbsp;&nbsp; 3798369<br> <sup>(l)(m)</sup><br>|
| 3865000 | &nbsp;&nbsp;&nbsp; 6.63%, due 2/15/2031<br> &nbsp;&nbsp; 3935629<br> <sup>(l)(m)</sup><br>|
| 18385000 | &nbsp;&nbsp;&nbsp; 4.50%, due 9/11/2031<br> &nbsp;&nbsp; 18399806<br> <sup>(l)</sup><br>|
| 4340000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/15/2034<br> &nbsp;&nbsp; 4544147<br> <sup>(l)(m)</sup><br>|
| 3220000 | &nbsp;&nbsp;&nbsp; 6.02%, due 1/24/2036<br> &nbsp;&nbsp; 3356862<br> <sup>(l)</sup><br>|
| 25190000 | &nbsp;&nbsp;&nbsp; 5.17%, due 9/11/2036<br> &nbsp;&nbsp; 25297075<br> <sup>(l)</sup><br>|
|  | Citizens Financial Group, Inc. |
| 2400000 | &nbsp;&nbsp;&nbsp; (3 mo. USD Term SOFR + 3.26%), 6.91%, due 4/6/2026<br> &nbsp;&nbsp; 2399496<br> <sup>(f)(m)</sup><br>|
| 1203000 | &nbsp;&nbsp;&nbsp; (3 mo. USD Term SOFR + 3.42%), 7.07%, due 4/6/2026<br> &nbsp;&nbsp; 1197214<br> <sup>(f)(m)</sup><br>|
| 200000 | Commonwealth Bank of Australia, 0.75%, due 2/28/2028<br> &nbsp;&nbsp; 229674<br> <sup>(n)</sup><br>|
|  | Credit Agricole SA |
| $3920000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/10/2035<br> &nbsp;&nbsp; 4145042<br> <sup>(d)(l)</sup><br>|
| 4115000 | &nbsp;&nbsp;&nbsp; 5.26%, due 1/12/2037<br> &nbsp;&nbsp; 4113506<br> <sup>(d)(l)</sup><br>|
| 100000 | Crelan SA, 6.00%, due 2/28/2030<br> &nbsp;&nbsp; 128813<br> <sup>(l)(n)</sup><br>|
| $5490000 | Deutsche Bank AG, 4.95%, due 8/4/2031<br> &nbsp;&nbsp; 5554170<br> <sup>(l)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
| $4035000 | Doha Finance Ltd., 4.50%, due 3/16/2031 | &nbsp;&nbsp; $3960681<br> <sup>(n)</sup><br>|
|  | Fifth Third Bancorp |  |
| 1793000 | &nbsp;&nbsp;&nbsp; (3 mo. USD Term SOFR + 3.29%), 6.97%, due 3/1/2026 | &nbsp;&nbsp; 1798273<br> <sup>(f)(m)</sup><br>|
| 4070000 | &nbsp;&nbsp;&nbsp; 4.34%, due 4/25/2033 | &nbsp;&nbsp; 3986840<br> <sup>(l)</sup><br>|
| 660000 | &nbsp;&nbsp; Fifth Third Bank NA, (Secured Overnight Financing Rate + 0.81%), 4.48%, due <br> 1/28/2028<br>| &nbsp;&nbsp; 661235<br> <sup>(f)</sup><br>|
|  | Goldman Sachs Group, Inc. |  |
| 685000 | &nbsp;&nbsp;&nbsp; 3.80%, due 5/10/2026 | &nbsp;&nbsp; 681222<br> <sup>(l)(m)</sup><br>|
| 1060000 | &nbsp;&nbsp;&nbsp; 3.65%, due 8/10/2026 | &nbsp;&nbsp; 1050477<br> <sup>(l)(m)</sup><br>|
| 1345000 | &nbsp;&nbsp;&nbsp; 4.13%, due 11/10/2026 | &nbsp;&nbsp; 1334038<br> <sup>(l)(m)</sup><br>|
| 1260000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 1.85%), 5.53%, due 3/15/2028 | &nbsp;&nbsp; 1276386<br> <sup>(f)</sup><br>|
| 295000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 1.29%), 4.96%, due 4/23/2028 | &nbsp;&nbsp; 297502<br> <sup>(f)</sup><br>|
| 7650000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/10/2029 | &nbsp;&nbsp; 8075654<br> <sup>(l)(m)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 6.48%, due 10/24/2029 | &nbsp;&nbsp; 9649753<br> <sup>(l)</sup><br>|
| 18640000 | &nbsp;&nbsp;&nbsp; 4.37%, due 10/21/2031 | &nbsp;&nbsp; 18533687<br> <sup>(l)</sup><br>|
| 4000000 | &nbsp;&nbsp;&nbsp; 6.13%, due 11/10/2034 | &nbsp;&nbsp; 4075490<br> <sup>(l)(m)</sup><br>|
| 43520000 | &nbsp;&nbsp;&nbsp; 4.94%, due 10/21/2036 | &nbsp;&nbsp; 42913149<br> <sup>(l)</sup><br>|
| 3220000 | &nbsp;&nbsp;&nbsp; 6.75%, due 10/1/2037 | &nbsp;&nbsp; 3574728 |
|  | Grupo Aval Ltd. |  |
| 1235000 | &nbsp;&nbsp;&nbsp; 4.38%, due 2/4/2030 | &nbsp;&nbsp; 1161290<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 4.38%, due 2/4/2030 | &nbsp;&nbsp; 188063<br> <sup>(n)</sup><br>|
| 6860000 | Gulf International Bank BSC, 5.75%, due 6/5/2029 | &nbsp;&nbsp; 7117250<br> <sup>(n)</sup><br>|
|  | HSBC Holdings PLC |  |
| 1510000 | &nbsp;&nbsp;&nbsp; 4.00%, due 3/9/2026 | &nbsp;&nbsp; 1508241<br> <sup>(l)(m)</sup><br>|
| 1170000 | &nbsp;&nbsp;&nbsp; 4.70%, due 3/9/2031 | &nbsp;&nbsp; 1107404<br> <sup>(l)(m)</sup><br>|
| 3880000 | &nbsp;&nbsp;&nbsp; 5.74%, due 9/10/2036 | &nbsp;&nbsp; 3985362<br> <sup>(l)</sup><br>|
| 2256000 | Huntington Bancshares, Inc., 4.45%, due 10/15/2027 | &nbsp;&nbsp; 2224066<br> <sup>(l)(m)</sup><br>|
|  | ING Groep NV |  |
| 2895000 | &nbsp;&nbsp;&nbsp; 5.75%, due 11/16/2026 | &nbsp;&nbsp; 2912716<br> <sup>(l)(m)</sup><br>|
| 4892000 | &nbsp;&nbsp;&nbsp; 3.88%, due 5/16/2027 | &nbsp;&nbsp; 4789682<br> <sup>(l)(m)</sup><br>|
| 7160000 | &nbsp;&nbsp;&nbsp; 4.25%, due 5/16/2031 | &nbsp;&nbsp; 6512860<br> <sup>(l)(m)</sup><br>|
| 1240000 | Intesa Sanpaolo SpA, 6.38%, due 3/30/2028 | &nbsp;&nbsp; 1543925<br> <sup>(l)(m)(n)</sup><br>|
| $200000 | Itau Unibanco Holding SA, 6.00%, due 2/27/2030 | &nbsp;&nbsp; 208512<br> <sup>(d)</sup><br>|
|  | JPMorgan Chase & Co. |  |
| 441000 | &nbsp;&nbsp;&nbsp; (3 mo. USD Term SOFR + 2.84%), 6.51%, due 5/1/2026 | &nbsp;&nbsp; 445108<br> <sup>(f)(m)</sup><br>|
| 710000 | &nbsp;&nbsp;&nbsp; 3.65%, due 6/1/2026 | &nbsp;&nbsp; 709383<br> <sup>(l)(m)</sup><br>|
| 535000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 1.20%), 4.87%, due 1/23/2028 | &nbsp;&nbsp; 538649<br> <sup>(f)</sup><br>|
| 1015000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.92%), 4.59%, due 4/22/2028 | &nbsp;&nbsp; 1020731<br> <sup>(f)</sup><br>|
| 3865000 | &nbsp;&nbsp;&nbsp; 6.88%, due 6/1/2029 | &nbsp;&nbsp; 4077413<br> <sup>(l)(m)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 5.30%, due 7/24/2029 | &nbsp;&nbsp; 9384545<br> <sup>(l)</sup><br>|
| 2280000 | &nbsp;&nbsp;&nbsp; 5.58%, due 7/23/2036 | &nbsp;&nbsp; 2342177<br> <sup>(l)</sup><br>|
| 35270000 | &nbsp;&nbsp;&nbsp; 4.81%, due 10/22/2036 | &nbsp;&nbsp; 34796613<br> <sup>(l)</sup><br>|
| 200000 | KEB Hana Bank, 3.25%, due 3/30/2027 | &nbsp;&nbsp; 198273<br> <sup>(d)</sup><br>|
|  | Kreditanstalt fuer Wiederaufbau |  |
| 224000 | &nbsp;&nbsp;&nbsp; 0.00%, due 6/15/2026 | &nbsp;&nbsp; 263592<br> <sup>(n)</sup><br>|
| 82000 | &nbsp;&nbsp;&nbsp; 1.25%, due 6/30/2027 | &nbsp;&nbsp; 96111<br> <sup>(n)</sup><br>|
| 39000 | &nbsp;&nbsp;&nbsp; 0.75%, due 1/15/2029 | &nbsp;&nbsp; 44181<br> <sup>(n)</sup><br>|
| 72000 | &nbsp;&nbsp;&nbsp; 2.88%, due 12/28/2029 | &nbsp;&nbsp; 86751<br> <sup>(n)</sup><br>|
| 54000 | &nbsp;&nbsp;&nbsp; 0.00%, due 9/15/2031 | &nbsp;&nbsp; 55340<br> <sup>(n)</sup><br>|
|  | Lloyds Banking Group PLC |  |
| $2185000 | &nbsp;&nbsp;&nbsp; 8.00%, due 9/27/2029 | &nbsp;&nbsp; 2371826<br> <sup>(l)(m)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
| $10035000 | &nbsp;&nbsp;&nbsp; 6.07%, due 6/13/2036 | &nbsp;&nbsp; $10518882<br> <sup>(l)</sup><br>|
|  | M&T Bank Corp. |  |
| 665000 | &nbsp;&nbsp;&nbsp; 7.30%, due 2/1/2026 | &nbsp;&nbsp; 665000<br> <sup>(l)(m)</sup><br>|
| 3685000 | &nbsp;&nbsp;&nbsp; 3.50%, due 9/1/2026 | &nbsp;&nbsp; 3619292<br> <sup>(l)(m)</sup><br>|
|  | Morgan Stanley |  |
| 100000 | &nbsp;&nbsp;&nbsp; 3.52%, due 5/22/2031 | &nbsp;&nbsp; 120240<br> <sup>(l)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 3.38%, due 1/23/2032 | &nbsp;&nbsp; 119068<br> <sup>(l)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 3.96%, due 3/21/2035 | &nbsp;&nbsp; 120987<br> <sup>(l)</sup><br>|
| $12380000 | &nbsp;&nbsp;&nbsp; 5.32%, due 7/19/2035 | &nbsp;&nbsp; 12694578<br> <sup>(l)</sup><br>|
| 35240000 | &nbsp;&nbsp;&nbsp; 4.89%, due 10/22/2036 | &nbsp;&nbsp; 34691107<br> <sup>(l)</sup><br>|
|  | Morgan Stanley Bank NA |  |
| 430000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.69%), 4.35%, due 10/15/2027 | &nbsp;&nbsp; 430761<br> <sup>(f)</sup><br>|
| 1160000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.87%), 4.61%, due 5/26/2028 | &nbsp;&nbsp; 1164326<br> <sup>(f)</sup><br>|
| 200000 | National Australia Bank Ltd., 2.35%, due 8/30/2029 | &nbsp;&nbsp; 235361<br> <sup>(n)</sup><br>|
| 200000 | Nationale-Nederlanden Bank NV, 1.00%, due 9/25/2028 | &nbsp;&nbsp; 228369<br> <sup>(n)</sup><br>|
|  | NatWest Group PLC |  |
| $15650000 | &nbsp;&nbsp;&nbsp; 4.60%, due 6/28/2031 | &nbsp;&nbsp; 14551838<br> <sup>(l)(m)</sup><br>|
| 4195000 | &nbsp;&nbsp;&nbsp; 8.13%, due 11/10/2033 | &nbsp;&nbsp; 4741399<br> <sup>(l)(m)</sup><br>|
| 4000000 | NBK SPC Ltd., 5.50%, due 6/6/2030 | &nbsp;&nbsp; 4128000<br> <sup>(d)(l)</sup><br>|
|  | Nordea Bank Abp |  |
| 475000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.74%), 4.42%, due 3/19/2027 | &nbsp;&nbsp; 476791<br> <sup>(d)(f)</sup><br>|
| 3400000 | &nbsp;&nbsp;&nbsp; 3.75%, due 3/1/2029 | &nbsp;&nbsp; 3220960<br> <sup>(d)(l)(m)</sup><br>|
| 260000 | Oversea-Chinese Banking Corp. Ltd., 4.55%, due 9/8/2035 | &nbsp;&nbsp; 258390<br> <sup>(d)(l)</sup><br>|
| 1185000 | PNC Bank NA, (Secured Overnight Financing Rate + 0.73%), 4.40%, due 7/21/2028 | &nbsp;&nbsp; 1188022<br> <sup>(f)</sup><br>|
|  | PNC Financial Services Group, Inc. |  |
| 7683000 | &nbsp;&nbsp;&nbsp; 3.40%, due 9/15/2026 | &nbsp;&nbsp; 7564271<br> <sup>(l)(m)</sup><br>|
| 4845000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2030 | &nbsp;&nbsp; 5004090<br> <sup>(l)(m)</sup><br>|
| 18370000 | &nbsp;&nbsp;&nbsp; 4.90%, due 5/13/2031 | &nbsp;&nbsp; 18760900<br> <sup>(l)</sup><br>|
| 17695000 | &nbsp;&nbsp;&nbsp; 5.37%, due 7/21/2036 | &nbsp;&nbsp; 18117706<br> <sup>(l)</sup><br>|
| 9770000 | &nbsp;&nbsp;&nbsp; 5.42%, due 1/25/2041 | &nbsp;&nbsp; 9760928<br> <sup>(l)</sup><br>|
| 140000 | Royal Bank of Canada, 0.01%, due 10/5/2028 | &nbsp;&nbsp; 155747<br> <sup>(n)</sup><br>|
| $7000000 | Royal Bank of Scotland International Ltd., 4.66%, due 12/16/2028 | &nbsp;&nbsp; 6984747 |
| 200000 | Standard Chartered PLC, 6.19%, due 7/6/2027 | &nbsp;&nbsp; 201733<br> <sup>(d)(l)</sup><br>|
|  | State Street Corp. |  |
| 200000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.85%), 4.66%, due 8/3/2026 | &nbsp;&nbsp; 200501<br> <sup>(f)</sup><br>|
| 925000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.64%), 4.31%, due 10/22/2027 | &nbsp;&nbsp; 929528<br> <sup>(f)</sup><br>|
| 1420000 | Truist Bank, (Secured Overnight Financing Rate + 0.77%), 4.44%, due 7/24/2028 | &nbsp;&nbsp; 1424331<br> <sup>(f)</sup><br>|
|  | Truist Financial Corp. |  |
| 9115000 | &nbsp;&nbsp;&nbsp; 4.87%, due 1/26/2029 | &nbsp;&nbsp; 9257743<br> <sup>(l)</sup><br>|
| 2575000 | &nbsp;&nbsp;&nbsp; 5.10%, due 3/1/2030 | &nbsp;&nbsp; 2591732<br> <sup>(l)(m)</sup><br>|
| 2625000 | &nbsp;&nbsp;&nbsp; 4.92%, due 7/28/2033 | &nbsp;&nbsp; 2632642<br> <sup>(l)</sup><br>|
| 100000 | TSB Bank PLC, 3.32%, due 3/5/2029 | &nbsp;&nbsp; 120948<br> <sup>(n)</sup><br>|
| $200000 | Turkiye Is Bankasi AS, 7.38%, due 4/2/2036 | &nbsp;&nbsp; 199114<br> <sup>(d)(l)</sup><br>|
|  | Turkiye Vakiflar Bankasi TAO |  |
| 280000 | &nbsp;&nbsp;&nbsp; 9.00%, due 10/12/2028 | &nbsp;&nbsp; 304122<br> <sup>(d)</sup><br>|
| 1750000 | &nbsp;&nbsp;&nbsp; 8.99%, due 10/5/2034 | &nbsp;&nbsp; 1848983<br> <sup>(d)(l)</sup><br>|
|  | U.S. Bancorp |  |
| 21255000 | &nbsp;&nbsp;&nbsp; 3.70%, due 1/15/2027 | &nbsp;&nbsp; 20959224<br> <sup>(l)(m)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 6.79%, due 10/26/2027 | &nbsp;&nbsp; 9303774<br> <sup>(l)</sup><br>|
| 21915000 | &nbsp;&nbsp;&nbsp; 5.08%, due 5/15/2031 | &nbsp;&nbsp; 22543927<br> <sup>(l)</sup><br>|
| 2545000 | &nbsp;&nbsp;&nbsp; 4.97%, due 7/22/2033 | &nbsp;&nbsp; 2562947<br> <sup>(l)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
| $17455000 | &nbsp;&nbsp;&nbsp; 5.42%, due 2/12/2036 | &nbsp;&nbsp; $18066544<br> <sup>(l)</sup><br>|
| 1155000 | U.S. Bank NA, (Secured Overnight Financing Rate + 0.69%), 4.36%, due 10/22/2027 | &nbsp;&nbsp; 1155835<br> <sup>(f)</sup><br>|
|  | UBS Group AG |  |
| 795000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/12/2027 | &nbsp;&nbsp; 792101<br> <sup>(d)(l)(m)</sup><br>|
| 5115000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/10/2030 | &nbsp;&nbsp; 5225571<br> <sup>(d)(l)(m)</sup><br>|
| 3370000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/8/2031 | &nbsp;&nbsp; 3388881<br> <sup>(d)(l)(m)</sup><br>|
| 420000 | &nbsp;&nbsp;&nbsp; 4.38%, due 2/10/2031 | &nbsp;&nbsp; 383589<br> <sup>(d)(l)(m)</sup><br>|
| 9160000 | &nbsp;&nbsp;&nbsp; 9.25%, due 11/13/2033 | &nbsp;&nbsp; 10713349<br> <sup>(d)(l)(m)</sup><br>|
| 3225000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/8/2036 | &nbsp;&nbsp; 3264680<br> <sup>(d)(l)(m)</sup><br>|
|  | UniCredit SpA |  |
| 250000 | &nbsp;&nbsp;&nbsp; 3.88%, due 6/3/2027 | &nbsp;&nbsp; 295943<br> <sup>(l)(m)(n)</sup><br>|
| 2125000 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/16/2034 | &nbsp;&nbsp; 2672529<br> <sup>(l)(n)</sup><br>|
| $1155000 | Walker & Dunlop, Inc., 6.63%, due 4/1/2033 | &nbsp;&nbsp; 1183971<br> <sup>(d)</sup><br>|
|  | Wells Fargo & Co. |  |
| 3855000 | &nbsp;&nbsp;&nbsp; 3.90%, due 3/15/2026 | &nbsp;&nbsp; 3850728<br> <sup>(l)(m)</sup><br>|
| 1630000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.78%), 4.45%, due 1/24/2028 | &nbsp;&nbsp; 1634176<br> <sup>(f)</sup><br>|
| 9115000 | &nbsp;&nbsp;&nbsp; 4.97%, due 4/23/2029 | &nbsp;&nbsp; 9288411<br> <sup>(l)</sup><br>|
| 4510000 | &nbsp;&nbsp;&nbsp; 6.85%, due 9/15/2029 | &nbsp;&nbsp; 4716759<br> <sup>(l)(m)</sup><br>|
| 17795000 | &nbsp;&nbsp;&nbsp; 5.15%, due 4/23/2031 | &nbsp;&nbsp; 18323694<br> <sup>(l)</sup><br>|
| 12000000 | &nbsp;&nbsp;&nbsp; 5.56%, due 7/25/2034 | &nbsp;&nbsp; 12505577<br> <sup>(l)</sup><br>|
| 26320000 | &nbsp;&nbsp;&nbsp; 4.89%, due 9/15/2036 | &nbsp;&nbsp; 26032143<br> <sup>(l)</sup><br>|
|  | Yapi ve Kredi Bankasi AS |  |
| 200000 | &nbsp;&nbsp;&nbsp; 9.25%, due 10/16/2028 | &nbsp;&nbsp; 218824<br> <sup>(d)</sup><br>|
| 600000 | &nbsp;&nbsp;&nbsp; 9.74%, due 4/4/2029 | &nbsp;&nbsp; 628533<br> <sup>(d)(l)(m)</sup><br>|
|  |  | &nbsp;&nbsp; **790120447** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |
| 10000000 | L&M Co., 5.84%, due 11/30/2030 | &nbsp;&nbsp; 9899812 |
| 600000 | &nbsp;&nbsp; Pepsico Singapore Financing I Pte. Ltd., (Secured Overnight Financing Rate Index + <br> 0.56%), 4.34%, due 2/16/2027<br>| &nbsp;&nbsp; 602526<br> <sup>(f)</sup><br>|
| 1904000 | Primo Water Holdings, Inc./Triton Water Holdings, Inc., 3.88%, due 10/31/2028 | &nbsp;&nbsp; 2251963<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **12754301** |
| **Biotechnology 0.0%**<sup>‡</sup> | **Biotechnology 0.0%**<sup>‡</sup> | **Biotechnology 0.0%**<sup>‡</sup> |
| $345000 | BioMarin Pharmaceutical, Inc., 5.50%, due 2/15/2034 | &nbsp;&nbsp; 345956<br> <sup>(d)(j)</sup><br>|
|  | Genmab AS/Genmab Finance LLC |  |
| 690000 | &nbsp;&nbsp;&nbsp; 6.25%, due 12/15/2032 | &nbsp;&nbsp; 707276<br> <sup>(d)</sup><br>|
| 460000 | &nbsp;&nbsp;&nbsp; 7.25%, due 12/15/2033 | &nbsp;&nbsp; 486845<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **1540077** |
| **Building Materials 0.3%** | **Building Materials 0.3%** | **Building Materials 0.3%** |
|  | Builders FirstSource, Inc. |  |
| 1010000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/1/2034 | &nbsp;&nbsp; 1045025<br> <sup>(d)</sup><br>|
| 1915000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/15/2035 | &nbsp;&nbsp; 2011955<br> <sup>(d)</sup><br>|
| 3169743 | Cornerstone Building Brands, Inc., 9.50%, due 8/15/2029 | &nbsp;&nbsp; 2394260<br> <sup>(d)</sup><br>|
|  | EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |
| 937000 | &nbsp;&nbsp;&nbsp; 6.38%, due 12/15/2030 | &nbsp;&nbsp; 1153296<br> <sup>(n)</sup><br>|
| $2920000 | &nbsp;&nbsp;&nbsp; 6.75%, due 7/15/2031 | &nbsp;&nbsp; 3063544<br> <sup>(d)</sup><br>|
| 1690000 | James Hardie International Finance DAC, 5.00%, due 1/15/2028 | &nbsp;&nbsp; 1688104<br> <sup>(d)</sup><br>|
|  | Jeld-Wen, Inc. |  |
| 805000 | &nbsp;&nbsp;&nbsp; 4.88%, due 12/15/2027 | &nbsp;&nbsp; 707434<br> <sup>(d)</sup><br>|
| 3399286 | &nbsp;&nbsp;&nbsp; 7.00%, due 9/1/2032 | &nbsp;&nbsp; 2129227<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Building Materials – cont'd** | **Building Materials – cont'd** | **Building Materials – cont'd** |
| $1125000 | Masterbrand, Inc., 7.00%, due 7/15/2032 | &nbsp;&nbsp; $1166654<br> <sup>(d)</sup><br>|
| 660000 | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, 6.75%, due 4/1/2032 | &nbsp;&nbsp; 677862<br> <sup>(d)</sup><br>|
| 2270000 | MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, due 2/1/2030 | &nbsp;&nbsp; 2205282<br> <sup>(d)</sup><br>|
|  | Quikrete Holdings, Inc. |  |
| 1010000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/1/2032 | &nbsp;&nbsp; 1047463<br> <sup>(d)</sup><br>|
| 2570000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/1/2033 | &nbsp;&nbsp; 2669891<br> <sup>(d)</sup><br>|
|  | Standard Building Solutions, Inc. |  |
| 465000 | &nbsp;&nbsp;&nbsp; 6.25%, due 8/1/2033 | &nbsp;&nbsp; 475303<br> <sup>(d)</sup><br>|
| 465000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/15/2034 | &nbsp;&nbsp; 464548<br> <sup>(d)</sup><br>|
| 2975000 | Standard Industries, Inc., 4.38%, due 7/15/2030 | &nbsp;&nbsp; 2870017<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **25769865** |
| **Capital Markets 0.1%** | **Capital Markets 0.1%** | **Capital Markets 0.1%** |
|  | Cliffwater Corporate Lending Fund |  |
| 5000000 | &nbsp;&nbsp;&nbsp; 5.19%, due 12/22/2028 | &nbsp;&nbsp; 4999724 |
| 5000000 | &nbsp;&nbsp;&nbsp; 5.37%, due 12/22/2030 | &nbsp;&nbsp; 4984837 |
|  |  | &nbsp;&nbsp; **9984561** |
| **Chemicals 0.5%** | **Chemicals 0.5%** | **Chemicals 0.5%** |
| 365000 | Axalta Coating Systems Dutch Holding B BV, 7.25%, due 2/15/2031 | &nbsp;&nbsp; 384146<br> <sup>(d)</sup><br>|
|  | Celanese U.S. Holdings LLC |  |
| 430000 | &nbsp;&nbsp;&nbsp; 7.05%, due 11/15/2030 | &nbsp;&nbsp; 454919<br> <sup>(p)</sup><br>|
| 325000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/15/2031 | &nbsp;&nbsp; 332434 |
| 1500000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/15/2031 | &nbsp;&nbsp; 1752266 |
| $200000 | &nbsp;&nbsp;&nbsp; 7.38%, due 7/15/2032 | &nbsp;&nbsp; 208658 |
| 195000 | &nbsp;&nbsp;&nbsp; 7.20%, due 11/15/2033 | &nbsp;&nbsp; 206292<br> <sup>(p)</sup><br>|
| 335000 | &nbsp;&nbsp;&nbsp; 7.38%, due 2/15/2034 | &nbsp;&nbsp; 340890 |
| 1487000 | Kronos International, Inc., 9.50%, due 3/15/2029 | &nbsp;&nbsp; 1600880<br> <sup>(n)</sup><br>|
| 940000 | Lune Holdings SARL, 5.63%, due 11/15/2028 | &nbsp;&nbsp; 108634<br> <sup>(n)</sup><br>|
|  | LYB International Finance III LLC |  |
| $1740000 | &nbsp;&nbsp;&nbsp; 5.13%, due 1/15/2031 | &nbsp;&nbsp; 1749064 |
| 8060000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2036 | &nbsp;&nbsp; 7971854 |
| 200000 | Momentive Performance Materials, Inc., 4.13%, due 10/22/2028 | &nbsp;&nbsp; 199492<br> <sup>(d)</sup><br>|
|  | Olympus Water U.S. Holding Corp. |  |
| 2283000 | &nbsp;&nbsp;&nbsp; 3.88%, due 10/1/2028 | &nbsp;&nbsp; 2677437<br> <sup>(n)</sup><br>|
| $860000 | &nbsp;&nbsp;&nbsp; 4.25%, due 10/1/2028 | &nbsp;&nbsp; 835880<br> <sup>(d)</sup><br>|
| 1970000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/1/2029 | &nbsp;&nbsp; 1927685<br> <sup>(d)</sup><br>|
| 2245000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2031 | &nbsp;&nbsp; 2301231<br> <sup>(d)</sup><br>|
| 380000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2033 | &nbsp;&nbsp; 378521<br> <sup>(d)</sup><br>|
| 300000 | Sasol Financing USA LLC, 6.50%, due 9/27/2028 | &nbsp;&nbsp; 299972 |
| 1265000 | SCIH Salt Holdings, Inc., 6.63%, due 5/1/2029 | &nbsp;&nbsp; 1264377<br> <sup>(d)</sup><br>|
| 1247000 | SNF Group SACA, 4.50%, due 3/15/2032 | &nbsp;&nbsp; 1522154<br> <sup>(n)</sup><br>|
|  | Sociedad Quimica y Minera de Chile SA |  |
| $2095000 | &nbsp;&nbsp;&nbsp; 6.50%, due 11/7/2033 | &nbsp;&nbsp; 2285090<br> <sup>(d)</sup><br>|
| 1140000 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/10/2034 | &nbsp;&nbsp; 1156587<br> <sup>(d)</sup><br>|
| 100000 | Synthomer PLC, 7.38%, due 5/2/2029 | &nbsp;&nbsp; 96184<br> <sup>(n)</sup><br>|
|  | Westlake Corp. |  |
| $2970000 | &nbsp;&nbsp;&nbsp; 5.55%, due 11/15/2035 | &nbsp;&nbsp; 2959181 |
| 3970000 | &nbsp;&nbsp;&nbsp; 6.38%, due 11/15/2055 | &nbsp;&nbsp; 3926709 |
|  | WR Grace Holdings LLC |  |
| 1335000 | &nbsp;&nbsp;&nbsp; 5.63%, due 8/15/2029 | &nbsp;&nbsp; 1275832<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Chemicals – cont'd** | **Chemicals – cont'd** | **Chemicals – cont'd** |
| $1055000 | &nbsp;&nbsp;&nbsp; 7.38%, due 3/1/2031 | &nbsp;&nbsp; $1076883<br> <sup>(d)</sup><br>|
| 1490000 | &nbsp;&nbsp;&nbsp; 6.63%, due 8/15/2032 | &nbsp;&nbsp; 1481769<br> <sup>(d)</sup><br>|
| 770000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/1/2033 | &nbsp;&nbsp; 770962<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **41545983** |
| **Commercial Services 1.1%** | **Commercial Services 1.1%** | **Commercial Services 1.1%** |
| 1509000 | AA Bond Co. Ltd., 8.45%, due 7/31/2050 | &nbsp;&nbsp; 2194071<br> <sup>(n)</sup><br>|
| $1980000 | ADT Security Corp., 5.88%, due 10/15/2033 | &nbsp;&nbsp; 2007224<br> <sup>(d)</sup><br>|
|  | Albion Financing 1 SARL/Aggreko Holdings, Inc. |  |
| 1254000 | &nbsp;&nbsp;&nbsp; 5.38%, due 5/21/2030 | &nbsp;&nbsp; 1535439<br> <sup>(n)</sup><br>|
| $1825000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/21/2030 | &nbsp;&nbsp; 1902128<br> <sup>(d)</sup><br>|
| 2265000 | Allied Universal Holdco LLC, 7.88%, due 2/15/2031 | &nbsp;&nbsp; 2383738<br> <sup>(d)</sup><br>|
|  | Allied Universal Holdco LLC/Allied Universal Finance Corp. |  |
| 1400000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 1388107<br> <sup>(d)</sup><br>|
| 870000 | &nbsp;&nbsp;&nbsp; 6.88%, due 6/15/2030 | &nbsp;&nbsp; 903500<br> <sup>(d)</sup><br>|
| 1819000 | &nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.88%, <br> due 6/1/2028<br>| &nbsp;&nbsp; 2455255<br> <sup>(n)</sup><br>|
| 1554000 | Amber Finco PLC, 6.63%, due 7/15/2029 | &nbsp;&nbsp; 1927595<br> <sup>(n)</sup><br>|
|  | BCP V Modular Services Finance II PLC |  |
| 480000 | &nbsp;&nbsp;&nbsp; 4.75%, due 11/30/2028 | &nbsp;&nbsp; 549289<br> <sup>(n)</sup><br>|
| 1031000 | &nbsp;&nbsp;&nbsp; 6.13%, due 11/30/2028 | &nbsp;&nbsp; 1354469<br> <sup>(n)</sup><br>|
| 878000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/10/2031 | &nbsp;&nbsp; 981704<br> <sup>(n)</sup><br>|
| 265000 | BCP V Modular Services Finance PLC, 6.75%, due 11/30/2029 | &nbsp;&nbsp; 256710<br> <sup>(n)</sup><br>|
|  | Block, Inc. |  |
| $690000 | &nbsp;&nbsp;&nbsp; 5.63%, due 8/15/2030 | &nbsp;&nbsp; 702312<br> <sup>(d)</sup><br>|
| 2195000 | &nbsp;&nbsp;&nbsp; 6.50%, due 5/15/2032 | &nbsp;&nbsp; 2280503 |
| 695000 | &nbsp;&nbsp;&nbsp; 6.00%, due 8/15/2033 | &nbsp;&nbsp; 709931<br> <sup>(d)</sup><br>|
| 1962000 | Boels Topholding BV, 5.75%, due 5/15/2030 | &nbsp;&nbsp; 2399411<br> <sup>(n)</sup><br>|
| $1925000 | Champions Financing, Inc., 8.75%, due 2/15/2029 | &nbsp;&nbsp; 1867375<br> <sup>(d)</sup><br>|
| 247000 | CMHI Finance BVI Co. Ltd., 4.00%, due 6/1/2027 | &nbsp;&nbsp; 247001<br> <sup>(n)</sup><br>|
| 1000000 | Cornell University, 4.73%, due 6/15/2035 | &nbsp;&nbsp; 1001197 |
| 1676000 | Currenta Group Holdings SARL, 5.50%, due 5/15/2030 | &nbsp;&nbsp; 2036188<br> <sup>(n)</sup><br>|
| $2420000 | EquipmentShare.com, Inc., 8.00%, due 3/15/2033 | &nbsp;&nbsp; 2552616<br> <sup>(d)</sup><br>|
|  | Garda World Security Corp. |  |
| 760000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 747833<br> <sup>(d)</sup><br>|
| 1330000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/15/2031 | &nbsp;&nbsp; 1363334<br> <sup>(d)</sup><br>|
| 2365000 | &nbsp;&nbsp;&nbsp; 8.25%, due 8/1/2032 | &nbsp;&nbsp; 2416711<br> <sup>(d)</sup><br>|
| 600000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/15/2032 | &nbsp;&nbsp; 616000<br> <sup>(d)</sup><br>|
| 2055000 | Georgetown University, 2.94%, due 4/1/2050 | &nbsp;&nbsp; 1314782 |
|  | Herc Holdings, Inc. |  |
| 1826000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/15/2030 | &nbsp;&nbsp; 1916502<br> <sup>(d)</sup><br>|
| 385000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/15/2031 | &nbsp;&nbsp; 387733<br> <sup>(d)</sup><br>|
| 2159000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2033 | &nbsp;&nbsp; 2284893<br> <sup>(d)</sup><br>|
| 510000 | &nbsp;&nbsp;&nbsp; 6.00%, due 3/15/2034 | &nbsp;&nbsp; 512585<br> <sup>(d)</sup><br>|
| 100000 | ION Platform Finance SARL, 7.88%, due 5/1/2029 | &nbsp;&nbsp; 115296<br> <sup>(n)</sup><br>|
| 1435000 | Kapla Holding SAS, 5.00%, due 4/30/2031 | &nbsp;&nbsp; 1724536<br> <sup>(n)</sup><br>|
| $940000 | Mavis Tire Express Services Topco Corp., 6.50%, due 5/15/2029 | &nbsp;&nbsp; 938155<br> <sup>(d)</sup><br>|
| 905000 | Movida Europe SA, 7.85%, due 4/11/2029 | &nbsp;&nbsp; 877482<br> <sup>(d)</sup><br>|
| 1630000 | Multiversity SpA, 7.13%, due 5/17/2031 | &nbsp;&nbsp; 2035777<br> <sup>(n)</sup><br>|
| $615000 | &nbsp;&nbsp; PayPal Holdings, Inc., (Secured Overnight Financing Rate + 0.67%), 4.38%, due <br> 3/6/2028<br>| &nbsp;&nbsp; 616860<br> <sup>(f)</sup><br>|
| 2994000 | Q-Park Holding I BV, 5.13%, due 2/15/2030 | &nbsp;&nbsp; 3654033<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Commercial Services – cont'd** | **Commercial Services – cont'd** | **Commercial Services – cont'd** |
| 1107000 | RAC Bond Co. PLC, 5.25%, due 11/4/2046 | &nbsp;&nbsp; $1516130<br> <sup>(n)</sup><br>|
| $1665000 | Raven Acquisition Holdings LLC, 6.88%, due 11/15/2031 | &nbsp;&nbsp; 1668538<br> <sup>(d)</sup><br>|
|  | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. |  |
| 2210000 | &nbsp;&nbsp;&nbsp; 6.75%, due 8/15/2032 | &nbsp;&nbsp; 2254624<br> <sup>(d)</sup><br>|
| 1270000 | &nbsp;&nbsp;&nbsp; 5.50%, due 5/15/2033 | &nbsp;&nbsp; 1532083<br> <sup>(n)</sup><br>|
| 3435000 | Techem Verwaltungsgesellschaft 675 GmbH, 5.38%, due 7/15/2029 | &nbsp;&nbsp; 4192166<br> <sup>(n)</sup><br>|
| $3015000 | United Rentals North America, Inc., 5.38%, due 11/15/2033 | &nbsp;&nbsp; 3013227<br> <sup>(d)</sup><br>|
| 5609000 | Verisure Midholding AB, 5.25%, due 2/15/2029 | &nbsp;&nbsp; 6652994<br> <sup>(n)</sup><br>|
| $1910000 | Veritiv Operating Co., 10.50%, due 11/30/2030 | &nbsp;&nbsp; 2045127<br> <sup>(d)</sup><br>|
| 3355000 | VM Consolidated, Inc., 5.50%, due 4/15/2029 | &nbsp;&nbsp; 3298951<br> <sup>(d)</sup><br>|
| 2780000 | Wand NewCo 3, Inc., 7.63%, due 1/30/2032 | &nbsp;&nbsp; 2923025<br> <sup>(d)</sup><br>|
|  | Williams Scotsman, Inc. |  |
| 1055000 | &nbsp;&nbsp;&nbsp; 6.63%, due 4/15/2030 | &nbsp;&nbsp; 1093097<br> <sup>(d)</sup><br>|
| 1422000 | &nbsp;&nbsp;&nbsp; 7.38%, due 10/1/2031 | &nbsp;&nbsp; 1482567<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **86830804** |
| **Computers 0.2%** | **Computers 0.2%** | **Computers 0.2%** |
| 1790000 | Ahead DB Holdings LLC, 6.63%, due 5/1/2028 | &nbsp;&nbsp; 1770315<br> <sup>(d)</sup><br>|
| 1115000 | Almaviva-The Italian Innovation Co. SpA, 5.00%, due 10/30/2030 | &nbsp;&nbsp; 1309002<br> <sup>(n)</sup><br>|
| $3090000 | Amentum Holdings, Inc., 7.25%, due 8/1/2032 | &nbsp;&nbsp; 3256313<br> <sup>(d)</sup><br>|
|  | Atos SE |  |
| 2051961 | &nbsp;&nbsp;&nbsp; 9.36%, due 12/18/2029 | &nbsp;&nbsp; 2764292<br> <sup>(n)(p)</sup><br>|
| 1448695 | &nbsp;&nbsp;&nbsp; 5.20%, due 12/18/2030 | &nbsp;&nbsp; 1771158<br> <sup>(n)(p)</sup><br>|
| $1020000 | CACI International, Inc., 6.38%, due 6/15/2033 | &nbsp;&nbsp; 1058288<br> <sup>(d)</sup><br>|
| 2935000 | Fortress Intermediate 3, Inc., 7.50%, due 6/1/2031 | &nbsp;&nbsp; 2989694<br> <sup>(d)</sup><br>|
| 1110000 | Science Applications International Corp., 5.88%, due 11/1/2033 | &nbsp;&nbsp; 1118733<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **16037795** |
| **Cosmetics - Personal Care 0.0%**<sup>‡</sup> | **Cosmetics - Personal Care 0.0%**<sup>‡</sup> | **Cosmetics - Personal Care 0.0%**<sup>‡</sup> |
| 1495000 | Opal Bidco SAS, 6.50%, due 3/31/2032 | &nbsp;&nbsp; 1525531<br> <sup>(d)</sup><br>|
| 1250000 | Perrigo Finance Unlimited Co., 5.38%, due 9/30/2032 | &nbsp;&nbsp; 1480892 |
|  |  | &nbsp;&nbsp; **3006423** |
| **Distribution - Wholesale 0.1%** | **Distribution - Wholesale 0.1%** | **Distribution - Wholesale 0.1%** |
| 774000 | Azelis Finance NV, 4.75%, due 9/25/2029 | &nbsp;&nbsp; 940628<br> <sup>(n)</sup><br>|
| $1170000 | Dealer Tire LLC/DT Issuer LLC, 8.00%, due 2/1/2028 | &nbsp;&nbsp; 1168129<br> <sup>(d)</sup><br>|
| 3380000 | Resideo Funding, Inc., 6.50%, due 7/15/2032 | &nbsp;&nbsp; 3433272<br> <sup>(d)</sup><br>|
| 3360000 | Windsor Holdings III LLC, 8.50%, due 6/15/2030 | &nbsp;&nbsp; 3540560<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **9082589** |
| **Diversified Financial Services 1.4%** | **Diversified Financial Services 1.4%** | **Diversified Financial Services 1.4%** |
|  | AITX FinCo LLC |  |
| 3000000 | &nbsp;&nbsp;&nbsp; 5.38%, due 10/23/2030 | &nbsp;&nbsp; 2988608 |
| 5000000 | &nbsp;&nbsp;&nbsp; 6.00%, due 10/23/2035 | &nbsp;&nbsp; 4948723 |
|  | Ally Financial, Inc. |  |
| 2408000 | &nbsp;&nbsp;&nbsp; 4.70%, due 5/15/2028 | &nbsp;&nbsp; 2308091<br> <sup>(l)(m)</sup><br>|
| 2620000 | &nbsp;&nbsp;&nbsp; 5.54%, due 1/17/2031 | &nbsp;&nbsp; 2682438<br> <sup>(l)</sup><br>|
| 1415000 | &nbsp;&nbsp; American Express Co., (Secured Overnight Financing Rate Index + 1.00%), 4.79%, due <br> 2/16/2028<br>| &nbsp;&nbsp; 1419033<br> <sup>(f)</sup><br>|
|  | Azorra Finance Ltd. |  |
| 1740000 | &nbsp;&nbsp;&nbsp; 7.75%, due 4/15/2030 | &nbsp;&nbsp; 1831159<br> <sup>(d)</sup><br>|
| 1085000 | &nbsp;&nbsp;&nbsp; 7.25%, due 1/15/2031 | &nbsp;&nbsp; 1136362<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** |
| $200000 | Banco BTG Pactual SA, 6.25%, due 4/8/2029 | &nbsp;&nbsp; $206647<br> <sup>(d)</sup><br>|
|  | BPCE SFH SA |  |
| 100000 | &nbsp;&nbsp;&nbsp; 3.13%, due 1/24/2028 | &nbsp;&nbsp; 120313<br> <sup>(n)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 3.00%, due 3/24/2032 | &nbsp;&nbsp; 237172<br> <sup>(n)</sup><br>|
|  | Capital One Financial Corp. |  |
| $760000 | &nbsp;&nbsp;&nbsp; 7.15%, due 10/29/2027 | &nbsp;&nbsp; 776362<br> <sup>(l)</sup><br>|
| 3865000 | &nbsp;&nbsp;&nbsp; 6.18%, due 1/30/2036 | &nbsp;&nbsp; 4001565<br> <sup>(l)</sup><br>|
|  | Charles Schwab Corp. |  |
| 5763000 | &nbsp;&nbsp;&nbsp; 4.00%, due 6/1/2026 | &nbsp;&nbsp; 5740032<br> <sup>(l)(m)</sup><br>|
| 2510000 | &nbsp;&nbsp;&nbsp; 5.00%, due 6/1/2027 | &nbsp;&nbsp; 2513916<br> <sup>(l)(m)</sup><br>|
| 5557000 | &nbsp;&nbsp;&nbsp; 4.00%, due 12/1/2030 | &nbsp;&nbsp; 5213246<br> <sup>(l)(m)</sup><br>|
| 1200000000 | Citigroup Global Markets Holdings, Inc., 9.90%, due 7/19/2030 | &nbsp;&nbsp; 4396138<br> <sup>(d)(j)</sup><br>|
| 12000000 | Clear Street Holdings LLC, 8.00%, due 9/30/2030 | &nbsp;&nbsp; 11757537<br> <sup>(d)</sup><br>|
| 100000 | Credit Mutuel Home Loan SFH SA, 2.75%, due 12/8/2027 | &nbsp;&nbsp; 119422<br> <sup>(n)</sup><br>|
|  | CrossCountry Intermediate HoldCo LLC |  |
| $1475000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2030 | &nbsp;&nbsp; 1497110<br> <sup>(d)</sup><br>|
| 700000 | &nbsp;&nbsp;&nbsp; 6.75%, due 12/1/2032 | &nbsp;&nbsp; 705755<br> <sup>(d)</sup><br>|
| 2000000 | doValue SpA, 5.38%, due 11/15/2031 | &nbsp;&nbsp; 2438143<br> <sup>(n)</sup><br>|
| $1055000 | Focus Financial Partners LLC, 6.75%, due 9/15/2031 | &nbsp;&nbsp; 1080035<br> <sup>(d)</sup><br>|
| 150000 | Fondo MIVIVIENDA SA, 4.63%, due 4/12/2027 | &nbsp;&nbsp; 150769<br> <sup>(d)</sup><br>|
| 1010000 | Freedom Mortgage Holdings LLC, 8.38%, due 4/1/2032 | &nbsp;&nbsp; 1056541<br> <sup>(d)</sup><br>|
| 1290000 | Global Aircraft Leasing Co. Ltd., 8.75%, due 9/1/2027 | &nbsp;&nbsp; 1335319<br> <sup>(d)</sup><br>|
| 2055000 | Jane Street Group/JSG Finance, Inc., 7.13%, due 4/30/2031 | &nbsp;&nbsp; 2160654<br> <sup>(d)</sup><br>|
| 1443000 | Jerrold Finco PLC, 7.50%, due 6/15/2031 | &nbsp;&nbsp; 2025007<br> <sup>(n)</sup><br>|
|  | Lakeview Loan Servicing LLC |  |
| $8000000 | &nbsp;&nbsp;&nbsp; 5.36%, due 12/2/2030 | &nbsp;&nbsp; 7959044 |
| 2000000 | &nbsp;&nbsp;&nbsp; 5.65%, due 12/2/2032 | &nbsp;&nbsp; 1983084 |
| 265000 | &nbsp;&nbsp; Mastercard, Inc., (Secured Overnight Financing Rate Index + 0.44%), 4.12%, due <br> 3/15/2028<br>| &nbsp;&nbsp; 265545<br> <sup>(f)</sup><br>|
| 200000 | MMB SCF SACA, 0.05%, due 9/17/2029 | &nbsp;&nbsp; 215480<br> <sup>(n)</sup><br>|
|  | Muthoot Finance Ltd. |  |
| $200000 | &nbsp;&nbsp;&nbsp; 7.13%, due 2/14/2028 | &nbsp;&nbsp; 204848<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/2/2030 | &nbsp;&nbsp; 205157<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 5.75%, due 8/4/2030 | &nbsp;&nbsp; 199750<br> <sup>(d)(j)</sup><br>|
| 2495000 | Navient Corp., 7.88%, due 6/15/2032 | &nbsp;&nbsp; 2518256 |
|  | OneMain Finance Corp. |  |
| 615000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/15/2029 | &nbsp;&nbsp; 633928 |
| 1390000 | &nbsp;&nbsp;&nbsp; 6.13%, due 5/15/2030 | &nbsp;&nbsp; 1416959 |
| 880000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/15/2031 | &nbsp;&nbsp; 922542 |
| 2060000 | &nbsp;&nbsp;&nbsp; 7.13%, due 11/15/2031 | &nbsp;&nbsp; 2134630 |
| 595000 | &nbsp;&nbsp;&nbsp; 7.13%, due 9/15/2032 | &nbsp;&nbsp; 616183 |
| 840000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/15/2033 | &nbsp;&nbsp; 844304 |
| 940000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2033 | &nbsp;&nbsp; 950418 |
|  | PennyMac Financial Services, Inc. |  |
| 1275000 | &nbsp;&nbsp;&nbsp; 7.88%, due 12/15/2029 | &nbsp;&nbsp; 1342989<br> <sup>(d)</sup><br>|
| 1440000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/15/2031 | &nbsp;&nbsp; 1422087<br> <sup>(d)</sup><br>|
| 490000 | &nbsp;&nbsp;&nbsp; 6.88%, due 2/15/2033 | &nbsp;&nbsp; 499805<br> <sup>(d)</sup><br>|
| 1485000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2034 | &nbsp;&nbsp; 1498565<br> <sup>(d)</sup><br>|
| 1735000 | Provident Funding Associates LP/PFG Finance Corp., 9.75%, due 9/15/2029 | &nbsp;&nbsp; 1819841<br> <sup>(d)</sup><br>|
|  | Rocket Cos., Inc. |  |
| 655000 | &nbsp;&nbsp;&nbsp; 6.50%, due 8/1/2029 | &nbsp;&nbsp; 673746<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** | **Diversified Financial Services – cont'd** |
| $655000 | &nbsp;&nbsp;&nbsp; 6.13%, due 8/1/2030 | &nbsp;&nbsp; $670595<br> <sup>(d)</sup><br>|
| 970000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/1/2033 | &nbsp;&nbsp; 1006337<br> <sup>(d)</sup><br>|
| 1380000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 4.00%, due 10/15/2033 | &nbsp;&nbsp; 1267156<br> <sup>(d)</sup><br>|
| 200000 | Shriram Finance Ltd., 6.63%, due 4/22/2027 | &nbsp;&nbsp; 204353<br> <sup>(d)</sup><br>|
| 1285000 | SLM Corp., 6.50%, due 1/31/2030 | &nbsp;&nbsp; 1325941 |
|  | Terminal Investment Corp. |  |
| 4000000 | &nbsp;&nbsp;&nbsp; 6.08%, due 7/9/2037 | &nbsp;&nbsp; 4045839 |
| 5000000 | &nbsp;&nbsp;&nbsp; 6.23%, due 10/1/2040 | &nbsp;&nbsp; 5047400 |
|  | UWM Holdings LLC |  |
| 1050000 | &nbsp;&nbsp;&nbsp; 6.63%, due 2/1/2030 | &nbsp;&nbsp; 1059066<br> <sup>(d)</sup><br>|
| 525000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2031 | &nbsp;&nbsp; 521683<br> <sup>(d)</sup><br>|
| 1360000 | Velocity Commercial Capital LLC, 9.38%, due 2/15/2031 | &nbsp;&nbsp; 1380400<br> <sup>(d)</sup><br>|
| 2158000 | XP, Inc., 6.75%, due 7/2/2029 | &nbsp;&nbsp; 2237499<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **111939527** |
| **Electric 2.9%** | **Electric 2.9%** | **Electric 2.9%** |
| 1953000 | A2A SpA, 5.00%, due 6/11/2029 | &nbsp;&nbsp; 2410528<br> <sup>(l)(m)(n)</sup><br>|
| $2980000 | Abu Dhabi National Energy Co. PJSC, 4.75%, due 3/9/2037 | &nbsp;&nbsp; 2891809<br> <sup>(d)</sup><br>|
| 200000 | Acquirente Unico SpA, 2.80%, due 2/20/2026 | &nbsp;&nbsp; 237132<br> <sup>(n)</sup><br>|
| $7815000 | Alliant Energy Corp., 5.75%, due 4/1/2056 | &nbsp;&nbsp; 7758199<br> <sup>(l)</sup><br>|
| 4830000 | Alpha Generation LLC, 6.75%, due 10/15/2032 | &nbsp;&nbsp; 5007754<br> <sup>(d)</sup><br>|
|  | American Electric Power Co., Inc. |  |
| 6735000 | &nbsp;&nbsp;&nbsp; 7.05%, due 12/15/2054 | &nbsp;&nbsp; 7050447<br> <sup>(l)</sup><br>|
| 4640000 | &nbsp;&nbsp;&nbsp; 6.05%, due 3/15/2056 | &nbsp;&nbsp; 4607704<br> <sup>(l)</sup><br>|
| 100000 | AusNet Services Holdings Pty. Ltd., 1.63%, due 3/11/2081 | &nbsp;&nbsp; 117543<br> <sup>(l)(n)</sup><br>|
| $4110000 | Capital Power U.S. Holdings, Inc., 5.26%, due 6/1/2028 | &nbsp;&nbsp; 4192040<br> <sup>(d)</sup><br>|
|  | CenterPoint Energy, Inc. |  |
| 10620000 | &nbsp;&nbsp;&nbsp; 6.70%, due 5/15/2055 | &nbsp;&nbsp; 10904096<br> <sup>(l)</sup><br>|
| 9920000 | &nbsp;&nbsp;&nbsp; 5.95%, due 4/1/2056 | &nbsp;&nbsp; 9995838<br> <sup>(l)</sup><br>|
| 1180000 | Clearway Energy Operating LLC, 5.75%, due 1/15/2034 | &nbsp;&nbsp; 1184302<br> <sup>(d)</sup><br>|
|  | CMS Energy Corp. |  |
| 8225000 | &nbsp;&nbsp;&nbsp; 3.75%, due 12/1/2050 | &nbsp;&nbsp; 7586590<br> <sup>(l)</sup><br>|
| 12585000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/1/2055 | &nbsp;&nbsp; 12998468<br> <sup>(l)</sup><br>|
|  | Comision Federal de Electricidad |  |
| 500000 | &nbsp;&nbsp;&nbsp; 4.69%, due 5/15/2029 | &nbsp;&nbsp; 498878<br> <sup>(n)</sup><br>|
| 1710000 | &nbsp;&nbsp;&nbsp; 5.70%, due 1/24/2030 | &nbsp;&nbsp; 1741208<br> <sup>(d)</sup><br>|
| 1610000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/28/2051 | &nbsp;&nbsp; 1612415<br> <sup>(d)</sup><br>|
| 560000 | &nbsp;&nbsp; Consolidated Edison Co. of New York, Inc., (Secured Overnight Financing Rate Index + <br> 0.52%), 4.30%, due 11/18/2027<br>| &nbsp;&nbsp; 561172<br> <sup>(f)</sup><br>|
| 190000 | &nbsp;&nbsp; Constellation Energy Generation LLC, (Secured Overnight Financing Rate + 0.60%), <br> 4.27%, due 1/8/2028<br>| &nbsp;&nbsp; 190323<br> <sup>(f)</sup><br>|
|  | Dominion Energy, Inc. |  |
| 13895000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/15/2055 | &nbsp;&nbsp; 14285936<br> <sup>(l)</sup><br>|
| 2145000 | &nbsp;&nbsp;&nbsp; 6.20%, due 2/15/2056 | &nbsp;&nbsp; 2152423<br> <sup>(l)</sup><br>|
| 900000 | Duke Energy Corp., 2.65%, due 9/1/2026 | &nbsp;&nbsp; 893585 |
|  | EDP SA |  |
| 1600000 | &nbsp;&nbsp;&nbsp; 4.75%, due 5/29/2054 | &nbsp;&nbsp; 1961597<br> <sup>(l)(n)</sup><br>|
| 3800000 | &nbsp;&nbsp;&nbsp; 4.63%, due 9/16/2054 | &nbsp;&nbsp; 4639326<br> <sup>(l)(n)</sup><br>|
| 1000000 | &nbsp;&nbsp;&nbsp; 1.88%, due 3/14/2082 | &nbsp;&nbsp; 1117017<br> <sup>(l)(n)</sup><br>|
|  | Electricite de France SA |  |
| 5200000 | &nbsp;&nbsp;&nbsp; 2.63%, due 12/1/2027 | &nbsp;&nbsp; 6069600<br> <sup>(l)(m)(n)</sup><br>|
| 6800000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/6/2028 | &nbsp;&nbsp; 8825133<br> <sup>(l)(m)(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Electric – cont'd** | **Electric – cont'd** | **Electric – cont'd** | **Electric – cont'd** |
| GBP | 3800000 | &nbsp;&nbsp;&nbsp; 7.38%, due 6/17/2035 | &nbsp;&nbsp; $5447785<br> <sup>(l)(m)(n)</sup><br>|
| EUR | 3500000 | Elia Group SA, 5.85%, due 3/15/2028 | &nbsp;&nbsp; 4351275<br> <sup>(l)(m)(n)</sup><br>|
| EUR | 2080000 | Enel SpA, 4.50%, due 10/14/2032 | &nbsp;&nbsp; 2501138<br> <sup>(l)(m)(n)</sup><br>|
| EUR | 715000 | Energia Group Roi Financeco DAC, 6.88%, due 7/31/2028 | &nbsp;&nbsp; 876952<br> <sup>(n)</sup><br>|
| $| 3496491 | &nbsp;&nbsp; FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, due <br> 1/31/2041<br>| &nbsp;&nbsp; 3636735<br> <sup>(d)</sup><br>|
|  | 565000 | &nbsp;&nbsp; Georgia Power Co., (Secured Overnight Financing Rate Index + 0.28%), 3.96%, due <br> 9/15/2026<br>| &nbsp;&nbsp; 565107<br> <sup>(f)</sup><br>|
|  | 1485000 | Hawaiian Electric Co., Inc., 6.00%, due 10/1/2033 | &nbsp;&nbsp; 1507588<br> <sup>(d)</sup><br>|
|  | 3202000 | Lightning Power LLC, 7.25%, due 8/15/2032 | &nbsp;&nbsp; 3408190<br> <sup>(d)</sup><br>|
|  |  | NextEra Energy Capital Holdings, Inc. |  |
|  | 1350000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate Index + 0.80%), 4.63%, due 2/4/2028 | &nbsp;&nbsp; 1357857<br> <sup>(f)</sup><br>|
|  | 3315000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/15/2055 | &nbsp;&nbsp; 3423755<br> <sup>(l)</sup><br>|
| EUR | 100000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/15/2056 | &nbsp;&nbsp; 118239<br> <sup>(l)</sup><br>|
|  |  | NRG Energy, Inc. |  |
| $| 1855000 | &nbsp;&nbsp;&nbsp; 10.25%, due 3/15/2028 | &nbsp;&nbsp; 2042802<br> <sup>(d)(l)(m)</sup><br>|
|  | 3480000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2029 | &nbsp;&nbsp; 3466876<br> <sup>(d)</sup><br>|
|  | 775000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2033 | &nbsp;&nbsp; 789871<br> <sup>(d)</sup><br>|
|  | 710000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2034 | &nbsp;&nbsp; 714709<br> <sup>(d)</sup><br>|
|  | 760000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/15/2036 | &nbsp;&nbsp; 767932<br> <sup>(d)</sup><br>|
|  |  | Orsted AS |  |
| EUR | 2778000 | &nbsp;&nbsp;&nbsp; 1.75%, due 12/31/2099 | &nbsp;&nbsp; 3184695<br> <sup>(l)(n)</sup><br>|
| EUR | 2887000 | &nbsp;&nbsp;&nbsp; 5.13%, due 12/31/2099 | &nbsp;&nbsp; 3520489<br> <sup>(l)(n)</sup><br>|
|  |  | Pacific Gas & Electric Co. |  |
| $| 3030000 | &nbsp;&nbsp;&nbsp; 5.70%, due 3/1/2035 | &nbsp;&nbsp; 3105207 |
|  | 2646794 | &nbsp;&nbsp;&nbsp; 4.95%, due 7/1/2050 | &nbsp;&nbsp; 2244484 |
|  | 3997000 | &nbsp;&nbsp;&nbsp; 6.15%, due 3/1/2055 | &nbsp;&nbsp; 3968028 |
|  | 9910000 | &nbsp;&nbsp;&nbsp; 6.10%, due 10/15/2055 | &nbsp;&nbsp; 9759315 |
|  | 200000 | &nbsp;&nbsp; ReNew Wind Energy AP2/ReNew Power Pvt Ltd. other 9 Subsidiaries, 4.50%, due <br> 7/14/2028<br>| &nbsp;&nbsp; 193221<br> <sup>(n)</sup><br>|
|  | 1330000 | Saavi Energia SARL, 8.88%, due 2/10/2035 | &nbsp;&nbsp; 1439925<br> <sup>(d)</sup><br>|
|  |  | Sempra |  |
|  | 11294000 | &nbsp;&nbsp;&nbsp; 6.40%, due 10/1/2054 | &nbsp;&nbsp; 11425191<br> <sup>(l)</sup><br>|
|  | 2210000 | &nbsp;&nbsp;&nbsp; 6.38%, due 4/1/2056 | &nbsp;&nbsp; 2260936<br> <sup>(l)</sup><br>|
| EUR | 3088000 | Southern Co., 1.88%, due 9/15/2081 | &nbsp;&nbsp; 3576295<br> <sup>(l)</sup><br>|
| $| 10000000 | Sunflower Electric Power Corp., 5.75%, due 6/30/2055 | &nbsp;&nbsp; 10049208 |
|  |  | Talen Energy Supply LLC |  |
|  | 1410000 | &nbsp;&nbsp;&nbsp; 6.25%, due 2/1/2034 | &nbsp;&nbsp; 1428979<br> <sup>(d)</sup><br>|
|  | 1405000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/1/2036 | &nbsp;&nbsp; 1440467<br> <sup>(d)</sup><br>|
| EUR | 100000 | Tennet Netherlands BV, 1.50%, due 6/3/2039 | &nbsp;&nbsp; 94524<br> <sup>(n)</sup><br>|
| $| 3065000 | Vistra Corp., 7.00%, due 12/15/2026 | &nbsp;&nbsp; 3111355<br> <sup>(d)(l)(m)</sup><br>|
|  |  | Vistra Operations Co. LLC |  |
|  | 1300000 | &nbsp;&nbsp;&nbsp; 7.75%, due 10/15/2031 | &nbsp;&nbsp; 1375557<br> <sup>(d)</sup><br>|
|  | 725000 | &nbsp;&nbsp;&nbsp; 6.95%, due 10/15/2033 | &nbsp;&nbsp; 803923<br> <sup>(d)</sup><br>|
|  | 2470000 | VoltaGrid LLC, 7.38%, due 11/1/2030 | &nbsp;&nbsp; 2501644<br> <sup>(d)</sup><br>|
|  | 2630000 | WEC Energy Group, Inc., 5.63%, due 5/15/2056 | &nbsp;&nbsp; 2644053<br> <sup>(l)</sup><br>|
|  | 1330000 | XPLR Infrastructure Operating Partners LP, 7.75%, due 4/15/2034 | &nbsp;&nbsp; 1355730<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **225951100** |
| **Electrical Components & Equipment 0.2%** | **Electrical Components & Equipment 0.2%** | **Electrical Components & Equipment 0.2%** | **Electrical Components & Equipment 0.2%** |
| EUR | 933000 | Belden, Inc., 3.38%, due 7/15/2031 | &nbsp;&nbsp; 1076963<br> <sup>(n)</sup><br>|
| EUR | 2230000 | Energizer Gamma Acquisition BV, 3.50%, due 6/30/2029 | &nbsp;&nbsp; 2589128<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Electrical Components & Equipment – cont'd** | **Electrical Components & Equipment – cont'd** | **Electrical Components & Equipment – cont'd** |
| $1200000 | EnerSys, 6.63%, due 1/15/2032 | &nbsp;&nbsp; $1242890<br> <sup>(d)</sup><br>|
| 2500000 | Nexans SA, 4.25%, due 3/11/2030 | &nbsp;&nbsp; 3055328<br> <sup>(n)</sup><br>|
| 1841000 | Prysmian SpA, 5.25%, due 5/21/2030 | &nbsp;&nbsp; 2290096<br> <sup>(l)(m)(n)</sup><br>|
|  | WESCO Distribution, Inc. |  |
| $3920000 | &nbsp;&nbsp;&nbsp; 6.63%, due 3/15/2032 | &nbsp;&nbsp; 4095988<br> <sup>(d)</sup><br>|
| 2180000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/15/2033 | &nbsp;&nbsp; 2269969<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **16620362** |
| **Electronics 0.0%**<sup>‡</sup> | **Electronics 0.0%**<sup>‡</sup> | **Electronics 0.0%**<sup>‡</sup> |
| 900000 | Amphenol Corp., (Secured Overnight Financing Rate + 0.53%), 4.33%, due 11/15/2027 | &nbsp;&nbsp; 902202<br> <sup>(f)</sup><br>|
| 1975000 | Sensata Technologies, Inc., 6.63%, due 7/15/2032 | &nbsp;&nbsp; 2063168<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **2965370** |
| **Energy - Alternate Sources 0.0%**<sup>‡</sup> | **Energy - Alternate Sources 0.0%**<sup>‡</sup> | **Energy - Alternate Sources 0.0%**<sup>‡</sup> |
| 138320 | Cullinan Holdco SCSp, 8.50%, due 10/15/2029 | &nbsp;&nbsp; 143423<br> <sup>(n)</sup><br>|
|  | FS Luxembourg SARL |  |
| $233000 | &nbsp;&nbsp;&nbsp; 8.88%, due 2/12/2031 | &nbsp;&nbsp; 247036<br> <sup>(d)</sup><br>|
| 1520000 | &nbsp;&nbsp;&nbsp; 8.63%, due 6/25/2033 | &nbsp;&nbsp; 1569947<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **1960406** |
| **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** |
| 2500000 | Abertis Infraestructuras Finance BV, 4.87%, due 11/28/2029 | &nbsp;&nbsp; 3067151<br> <sup>(l)(m)(n)</sup><br>|
| $2855337 | Artera Services LLC, 8.50%, due 2/15/2031 | &nbsp;&nbsp; 2320952<br> <sup>(d)</sup><br>|
|  | Assemblin Caverion Group AB |  |
| 1898000 | &nbsp;&nbsp;&nbsp; 6.25%, due 7/1/2030 | &nbsp;&nbsp; 2341564<br> <sup>(n)</sup><br>|
| 455000 | &nbsp;&nbsp;&nbsp; (3 mo. EUR EURIBOR + 3.50%), 5.53%, due 7/1/2031 | &nbsp;&nbsp; 542015<br> <sup>(f)(n)</sup><br>|
| $217000 | &nbsp;&nbsp; ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C, <br> 7.88%, due 2/3/2030<br>| &nbsp;&nbsp; 223305<br> <sup>(d)</sup><br>|
| 600000 | Brand Industrial Services, Inc., 10.38%, due 8/1/2030 | &nbsp;&nbsp; 575244<br> <sup>(d)</sup><br>|
| 1804000 | Gatwick Airport Finance PLC, 6.00%, due 11/21/2030 | &nbsp;&nbsp; 2484712<br> <sup>(n)</sup><br>|
|  | Global Infrastructure Solutions, Inc. |  |
| $1520000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/1/2029 | &nbsp;&nbsp; 1523159<br> <sup>(d)</sup><br>|
| 715000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/15/2032 | &nbsp;&nbsp; 765765<br> <sup>(d)</sup><br>|
| 260000 | IHS Holding Ltd., 7.88%, due 5/29/2030 | &nbsp;&nbsp; 267662<br> <sup>(d)</sup><br>|
| 1046000 | Kier Group PLC, 9.00%, due 2/15/2029 | &nbsp;&nbsp; 1497941<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **15609470** |
| **Entertainment 0.5%** | **Entertainment 0.5%** | **Entertainment 0.5%** |
| 445000 | 888 Acquisitions Ltd., 10.75%, due 5/15/2030 | &nbsp;&nbsp; 549518<br> <sup>(n)</sup><br>|
|  | Churchill Downs, Inc. |  |
| $1685000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/1/2030 | &nbsp;&nbsp; 1694134<br> <sup>(d)</sup><br>|
| 2920000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/1/2031 | &nbsp;&nbsp; 3008575<br> <sup>(d)</sup><br>|
|  | Cirsa Finance International SARL |  |
| 2246000 | &nbsp;&nbsp;&nbsp; 7.88%, due 7/31/2028 | &nbsp;&nbsp; 2771724<br> <sup>(n)</sup><br>|
| 625000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/15/2029 | &nbsp;&nbsp; 768810<br> <sup>(n)</sup><br>|
|  | Flutter Treasury DAC |  |
| 1173000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/29/2029 | &nbsp;&nbsp; 1429970<br> <sup>(n)</sup><br>|
| 1255000 | &nbsp;&nbsp;&nbsp; 4.00%, due 6/4/2031 | &nbsp;&nbsp; 1485741<br> <sup>(n)</sup><br>|
| 1005000 | LHMC Finco 2 SARL, 8.63% Cash/9.38% PIK, due 5/15/2030 | &nbsp;&nbsp; 1241476<br> <sup>(n)(o)</sup><br>|
| $3205000 | Light & Wonder International, Inc., 6.25%, due 10/1/2033 | &nbsp;&nbsp; 3245062<br> <sup>(d)</sup><br>|
| 946000 | Lottomatica Group SpA, 5.38%, due 6/1/2030 | &nbsp;&nbsp; 1156757<br> <sup>(n)</sup><br>|
| $3215000 | Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, due 5/1/2029 | &nbsp;&nbsp; 3158231<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Entertainment – cont'd** | **Entertainment – cont'd** | **Entertainment – cont'd** |
|  | Mohegan Tribal Gaming Authority/MS Digital Entertainment Holdings LLC |  |
| $830000 | &nbsp;&nbsp;&nbsp; 8.25%, due 4/15/2030 | &nbsp;&nbsp; $865399<br> <sup>(d)</sup><br>|
| 1412143 | &nbsp;&nbsp;&nbsp; 11.88%, due 4/15/2031 | &nbsp;&nbsp; 1483254<br> <sup>(d)</sup><br>|
| 765000 | Motion Finco SARL, 7.38%, due 6/15/2030 | &nbsp;&nbsp; 791131<br> <sup>(n)</sup><br>|
| 1605000 | Pinewood Finco PLC, 6.00%, due 3/27/2030 | &nbsp;&nbsp; 2222408<br> <sup>(n)</sup><br>|
| $2675000 | SeaWorld Parks & Entertainment, Inc., 5.25%, due 8/15/2029 | &nbsp;&nbsp; 2615127<br> <sup>(d)</sup><br>|
| 1740000 | Six Flags Entertainment Corp., 7.25%, due 5/15/2031 | &nbsp;&nbsp; 1717154<br> <sup>(d)</sup><br>|
| 2220000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp., <br> 5.25%, due 7/15/2029<br>| &nbsp;&nbsp; 2131656 |
| 665000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC, <br> 8.63%, due 1/15/2032<br>| &nbsp;&nbsp; 678599<br> <sup>(d)</sup><br>|
| 1995000 | &nbsp;&nbsp; Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland Co., <br> 6.63%, due 5/1/2032<br>| &nbsp;&nbsp; 2038577<br> <sup>(d)</sup><br>|
|  | Warnermedia Holdings, Inc. |  |
| 2045000 | &nbsp;&nbsp;&nbsp; 4.28%, due 3/15/2032 | &nbsp;&nbsp; 1799600 |
| 855000 | &nbsp;&nbsp;&nbsp; 5.05%, due 3/15/2042 | &nbsp;&nbsp; 600638 |
|  |  | &nbsp;&nbsp; **37453541** |
| **Environmental Control 0.1%** | **Environmental Control 0.1%** | **Environmental Control 0.1%** |
| 1245000 | Luna 1.5 SARL, 12.00%, due 7/1/2032 | &nbsp;&nbsp; 1313852<br> <sup>(d)(o)</sup><br>|
| 3450000 | Madison IAQ LLC, 5.88%, due 6/30/2029 | &nbsp;&nbsp; 3445710<br> <sup>(d)</sup><br>|
| 2000000 | Paprec Holding SA, 4.50%, due 7/15/2032 | &nbsp;&nbsp; 2405987<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **7165549** |
| **Food 0.6%** | **Food 0.6%** | **Food 0.6%** |
| $1605000 | Albertsons Cos., Inc., 5.63%, due 3/31/2032 | &nbsp;&nbsp; 1603374<br> <sup>(d)(j)</sup><br>|
|  | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC |  |
| 880000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/31/2031 | &nbsp;&nbsp; 881557<br> <sup>(d)</sup><br>|
| 705000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2033 | &nbsp;&nbsp; 719876<br> <sup>(d)</sup><br>|
| 1965000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/31/2034 | &nbsp;&nbsp; 1932526<br> <sup>(d)(h)</sup><br>|
| 1000000 | Bellis Acquisition Co. PLC, 8.13%, due 5/14/2030 | &nbsp;&nbsp; 1251055<br> <sup>(n)</sup><br>|
| $200000 | Cencosud SA, 4.38%, due 7/17/2027 | &nbsp;&nbsp; 200299<br> <sup>(n)</sup><br>|
| 715000 | Co-operative Group Holdings 2011 Ltd., 7.50%, due 7/8/2026 | &nbsp;&nbsp; 988657<br> <sup>(n)</sup><br>|
| 1879000 | Darling Global Finance BV, 4.50%, due 7/15/2032 | &nbsp;&nbsp; 2271747<br> <sup>(n)</sup><br>|
| 1899000 | Flora Food Management BV, 6.88%, due 7/2/2029 | &nbsp;&nbsp; 2224578<br> <sup>(n)</sup><br>|
|  | Froneri Lux FinCo SARL |  |
| 1320000 | &nbsp;&nbsp;&nbsp; 4.75%, due 8/1/2032 | &nbsp;&nbsp; 1577576<br> <sup>(n)</sup><br>|
| $1545000 | &nbsp;&nbsp;&nbsp; 6.00%, due 8/1/2032 | &nbsp;&nbsp; 1564500<br> <sup>(d)</sup><br>|
| 240000 | Grupo Nutresa SA, 8.00%, due 5/12/2030 | &nbsp;&nbsp; 255594<br> <sup>(d)</sup><br>|
|  | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |  |
| 1510000 | &nbsp;&nbsp;&nbsp; 5.95%, due 4/20/2035 | &nbsp;&nbsp; 1586768 |
| 1885000 | &nbsp;&nbsp;&nbsp; 6.50%, due 12/1/2052 | &nbsp;&nbsp; 1959347 |
| 22085000 | &nbsp;&nbsp;&nbsp; 6.38%, due 2/25/2055 | &nbsp;&nbsp; 22796521 |
| 2635000 | Minerva Luxembourg SA, 8.88%, due 9/13/2033 | &nbsp;&nbsp; 2878730<br> <sup>(d)</sup><br>|
|  | Performance Food Group, Inc. |  |
| 710000 | &nbsp;&nbsp;&nbsp; 4.25%, due 8/1/2029 | &nbsp;&nbsp; 695198<br> <sup>(d)</sup><br>|
| 545000 | &nbsp;&nbsp;&nbsp; 6.13%, due 9/15/2032 | &nbsp;&nbsp; 559747<br> <sup>(d)</sup><br>|
|  | U.S. Foods, Inc. |  |
| 880000 | &nbsp;&nbsp;&nbsp; 7.25%, due 1/15/2032 | &nbsp;&nbsp; 923306<br> <sup>(d)</sup><br>|
| 1505000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2033 | &nbsp;&nbsp; 1531022<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **48401978** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Food Service 0.1%** | **Food Service 0.1%** | **Food Service 0.1%** |
| 1883000 | Aramark International Finance SARL, 4.38%, due 4/15/2033 | &nbsp;&nbsp; $2217141<br> <sup>(n)</sup><br>|
| 1559000 | Elior Group SA, 5.63%, due 3/15/2030 | &nbsp;&nbsp; 1913742<br> <sup>(n)</sup><br>|
|  | TKC Holdings, Inc. |  |
| $955000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/15/2028 | &nbsp;&nbsp; 961615<br> <sup>(d)</sup><br>|
| 925000 | &nbsp;&nbsp;&nbsp; 10.50%, due 5/15/2029 | &nbsp;&nbsp; 951286<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **6043784** |
| **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** |
| 2615000 | Ahlstrom Holding 3 Oy, 3.63%, due 2/4/2028 | &nbsp;&nbsp; 3086818<br> <sup>(n)</sup><br>|
| $2470000 | Celulosa Arauco y Constitucion SA, 4.20%, due 1/29/2030 | &nbsp;&nbsp; 2369920<br> <sup>(d)</sup><br>|
| 1371000 | Fedrigoni SpA, 6.13%, due 6/15/2031 | &nbsp;&nbsp; 1569046<br> <sup>(n)</sup><br>|
| 514832 | &nbsp;&nbsp; Fiber Midco SpA, 10.00% cash, .75% deferred interest payable if called /mat 0.00% PIK, <br> due 6/15/2029<br>| &nbsp;&nbsp; 472468<br> <sup>(n)(o)(q)</sup><br>|
| $2390000 | Suzano Netherlands BV, 5.50%, due 1/15/2036 | &nbsp;&nbsp; 2379627 |
|  |  | &nbsp;&nbsp; **9877879** |
| **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** |
| 8300000 | NiSource, Inc., 5.75%, due 7/15/2056 | &nbsp;&nbsp; 8347338<br> <sup>(l)</sup><br>|
| 200000 | Southern Gas Networks PLC, 3.50%, due 10/16/2030 | &nbsp;&nbsp; 239913<br> <sup>(n)</sup><br>|
|  | Spire, Inc. |  |
| $3415000 | &nbsp;&nbsp;&nbsp; 6.25%, due 6/1/2056 | &nbsp;&nbsp; 3403136<br> <sup>(l)</sup><br>|
| 3715000 | &nbsp;&nbsp;&nbsp; 6.45%, due 6/1/2056 | &nbsp;&nbsp; 3750965<br> <sup>(l)</sup><br>|
| 1730000 | UGI International LLC, 2.50%, due 12/1/2029 | &nbsp;&nbsp; 1958819<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **17700171** |
| **Healthcare - Products 0.1%** | **Healthcare - Products 0.1%** | **Healthcare - Products 0.1%** |
| 721000 | Avantor Funding, Inc., 3.88%, due 7/15/2028 | &nbsp;&nbsp; 853564<br> <sup>(n)</sup><br>|
| $3495000 | Bausch & Lomb Corp., 8.38%, due 10/1/2028 | &nbsp;&nbsp; 3643538<br> <sup>(d)</sup><br>|
| 1655000 | Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, due 4/1/2029 | &nbsp;&nbsp; 1708143<br> <sup>(d)</sup><br>|
|  | RAY Financing LLC |  |
| 465000 | &nbsp;&nbsp;&nbsp; (3 mo. EUR EURIBOR + 3.75%), 5.77%, due 7/15/2031 | &nbsp;&nbsp; 554260<br> <sup>(f)(n)</sup><br>|
| 3636000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/15/2031 | &nbsp;&nbsp; 4418067<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **11177572** |
| **Healthcare - Services 0.8%** | **Healthcare - Services 0.8%** | **Healthcare - Services 0.8%** |
| $1070000 | Acadia Healthcare Co., Inc., 5.00%, due 4/15/2029 | &nbsp;&nbsp; 1027266<br> <sup>(d)</sup><br>|
| 2125000 | Ascension Health, 3.11%, due 11/15/2039 | &nbsp;&nbsp; 1680422 |
| 1000000 | Bon Secours Mercy Health, Inc., 2.10%, due 6/1/2031 | &nbsp;&nbsp; 885207 |
| 2015000 | CAB SELAS, 3.38%, due 2/1/2028 | &nbsp;&nbsp; 2320520<br> <sup>(n)</sup><br>|
|  | CHS/Community Health Systems, Inc. |  |
| $455000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2030 | &nbsp;&nbsp; 429026<br> <sup>(d)</sup><br>|
| 306000 | &nbsp;&nbsp;&nbsp; 10.88%, due 1/15/2032 | &nbsp;&nbsp; 329421<br> <sup>(d)</sup><br>|
| 670000 | &nbsp;&nbsp;&nbsp; 9.75%, due 1/15/2034 | &nbsp;&nbsp; 698530<br> <sup>(d)</sup><br>|
| 2055000 | CommonSpirit Health, 4.19%, due 10/1/2049 | &nbsp;&nbsp; 1626705 |
| 2479000 | Ephios Subco 3 SARL, 7.88%, due 1/31/2031 | &nbsp;&nbsp; 3134127<br> <sup>(n)</sup><br>|
| 3332000 | Eurofins Scientific SE, 6.75%, due 4/24/2028 | &nbsp;&nbsp; 4196434<br> <sup>(l)(m)(n)</sup><br>|
| $2950000 | Global Medical Response, Inc., 7.38%, due 10/1/2032 | &nbsp;&nbsp; 3050270<br> <sup>(d)</sup><br>|
| 1210000 | Gruppo San Donato SPA, 6.50%, due 10/31/2031 | &nbsp;&nbsp; 1454102<br> <sup>(n)</sup><br>|
|  | IQVIA, Inc. |  |
| 785000 | &nbsp;&nbsp;&nbsp; 2.25%, due 1/15/2028 | &nbsp;&nbsp; 916200<br> <sup>(n)</sup><br>|
| 952000 | &nbsp;&nbsp;&nbsp; 2.88%, due 6/15/2028 | &nbsp;&nbsp; 1122111<br> <sup>(n)</sup><br>|
| $920000 | &nbsp;&nbsp;&nbsp; 6.50%, due 5/15/2030 | &nbsp;&nbsp; 953005<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Healthcare - Services – cont'd** | **Healthcare - Services – cont'd** | **Healthcare - Services – cont'd** |
| $895000 | &nbsp;&nbsp;&nbsp; 6.25%, due 6/1/2032 | &nbsp;&nbsp; $929860<br> <sup>(d)</sup><br>|
|  | LifePoint Health, Inc. |  |
| 1370000 | &nbsp;&nbsp;&nbsp; 9.88%, due 8/15/2030 | &nbsp;&nbsp; 1469784<br> <sup>(d)</sup><br>|
| 630000 | &nbsp;&nbsp;&nbsp; 8.38%, due 2/15/2032 | &nbsp;&nbsp; 684552<br> <sup>(d)</sup><br>|
| 3340000 | &nbsp;&nbsp;&nbsp; 10.00%, due 6/1/2032 | &nbsp;&nbsp; 3523766<br> <sup>(d)</sup><br>|
| 1870000 | Mehilainen Yhtiot OYJ, 5.13%, due 6/30/2032 | &nbsp;&nbsp; 2248269<br> <sup>(n)</sup><br>|
|  | Molina Healthcare, Inc. |  |
| $895000 | &nbsp;&nbsp;&nbsp; 3.88%, due 11/15/2030 | &nbsp;&nbsp; 825524<br> <sup>(d)</sup><br>|
| 360000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2031 | &nbsp;&nbsp; 368945<br> <sup>(d)</sup><br>|
| 2480000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/15/2033 | &nbsp;&nbsp; 2497496<br> <sup>(d)</sup><br>|
| 1385000 | Select Medical Corp., 6.25%, due 12/1/2032 | &nbsp;&nbsp; 1344120<br> <sup>(d)</sup><br>|
| 3040000 | Star Parent, Inc., 9.00%, due 10/1/2030 | &nbsp;&nbsp; 3208635<br> <sup>(d)</sup><br>|
| 3185000 | Surgery Center Holdings, Inc., 7.25%, due 4/15/2032 | &nbsp;&nbsp; 3206699<br> <sup>(d)</sup><br>|
|  | Team Health Holdings, Inc. |  |
| 1265000 | &nbsp;&nbsp;&nbsp; 8.38%, due 6/30/2028 | &nbsp;&nbsp; 1280395<br> <sup>(d)</sup><br>|
| 1157698 | &nbsp;&nbsp;&nbsp; 9.00% Cash/4.50% PIK, due 6/30/2028 | &nbsp;&nbsp; 1223849<br> <sup>(d)(o)</sup><br>|
| 1105000 | TEAM Services Holding, Inc., 9.00%, due 2/15/2033 | &nbsp;&nbsp; 1105000<br> <sup>(d)(j)(k)</sup><br>|
| 3790000 | Tenet Healthcare Corp., 6.00%, due 11/15/2033 | &nbsp;&nbsp; 3900031<br> <sup>(d)</sup><br>|
|  | UnitedHealth Group, Inc. |  |
| 565000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.50%), 4.17%, due 7/15/2026 | &nbsp;&nbsp; 565897<br> <sup>(f)</sup><br>|
| 5575000 | &nbsp;&nbsp;&nbsp; 4.65%, due 1/15/2031 | &nbsp;&nbsp; 5644587 |
| 1455000 | &nbsp;&nbsp;&nbsp; 5.30%, due 6/15/2035 | &nbsp;&nbsp; 1497195 |
|  |  | &nbsp;&nbsp; **59347950** |
| **Holding Companies - Diversified 0.1%** | **Holding Companies - Diversified 0.1%** | **Holding Companies - Diversified 0.1%** |
| 1920000 | Benteler International AG, 7.25%, due 6/15/2031 | &nbsp;&nbsp; 2432054<br> <sup>(n)</sup><br>|
| 1832000 | Progroup AG, 5.38%, due 4/15/2031 | &nbsp;&nbsp; 2218792<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **4650846** |
| **Home Builders 0.2%** | **Home Builders 0.2%** | **Home Builders 0.2%** |
| $650000 | Beazer Homes USA, Inc., 7.50%, due 3/15/2031 | &nbsp;&nbsp; 661369<br> <sup>(d)</sup><br>|
| 450000 | Installed Building Products, Inc., 5.63%, due 2/1/2034 | &nbsp;&nbsp; 452587<br> <sup>(d)</sup><br>|
|  | K Hovnanian Enterprises, Inc. |  |
| 990000 | &nbsp;&nbsp;&nbsp; 8.00%, due 4/1/2031 | &nbsp;&nbsp; 1014220<br> <sup>(d)</sup><br>|
| 650000 | &nbsp;&nbsp;&nbsp; 8.38%, due 10/1/2033 | &nbsp;&nbsp; 664297<br> <sup>(d)</sup><br>|
| 1210000 | LGI Homes, Inc., 7.00%, due 11/15/2032 | &nbsp;&nbsp; 1180134<br> <sup>(d)</sup><br>|
| 1611000 | Maison Finco PLC, 6.00%, due 10/31/2027 | &nbsp;&nbsp; 2160606<br> <sup>(n)</sup><br>|
| $2120000 | Mattamy Group Corp., 6.00%, due 12/15/2033 | &nbsp;&nbsp; 2083046<br> <sup>(d)</sup><br>|
| 1607000 | Miller Homes Group Finco PLC, 7.00%, due 5/15/2029 | &nbsp;&nbsp; 2212643<br> <sup>(n)</sup><br>|
| $2525000 | Taylor Morrison Communities, Inc., 5.75%, due 11/15/2032 | &nbsp;&nbsp; 2591710<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **13020612** |
| **Home Furnishings 0.0%**<sup>‡</sup> | **Home Furnishings 0.0%**<sup>‡</sup> | **Home Furnishings 0.0%**<sup>‡</sup> |
|  | Whirlpool Corp. |  |
| 615000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/15/2030 | &nbsp;&nbsp; 616603 |
| 625000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2033 | &nbsp;&nbsp; 616745 |
|  |  | &nbsp;&nbsp; **1233348** |
| **Household Products - Wares 0.0%**<sup>‡</sup> | **Household Products - Wares 0.0%**<sup>‡</sup> | **Household Products - Wares 0.0%**<sup>‡</sup> |
| 1250000 | Ontex Group NV, 5.25%, due 4/15/2030 | &nbsp;&nbsp; **1452669**<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Insurance 0.8%** | **Insurance 0.8%** | **Insurance 0.8%** |
|  | Acrisure LLC/Acrisure Finance, Inc. |  |
| $2355000 | &nbsp;&nbsp;&nbsp; 8.25%, due 2/1/2029 | &nbsp;&nbsp; $2441789<br> <sup>(d)</sup><br>|
| 2205000 | &nbsp;&nbsp;&nbsp; 7.50%, due 11/6/2030 | &nbsp;&nbsp; 2282818<br> <sup>(d)</sup><br>|
| 1025000 | &nbsp;&nbsp;&nbsp; 6.75%, due 7/1/2032 | &nbsp;&nbsp; 1050832<br> <sup>(d)</sup><br>|
| 200000 | AIA Group Ltd., 5.63%, due 10/25/2027 | &nbsp;&nbsp; 205592<br> <sup>(d)</sup><br>|
|  | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer |  |
| 3235000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2031 | &nbsp;&nbsp; 3353909<br> <sup>(d)</sup><br>|
| 345000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2031 | &nbsp;&nbsp; 354608<br> <sup>(d)</sup><br>|
| 1705000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc. & Amynta Warranty Borrower, Inc., 7.50%, due <br> 7/15/2033<br>| &nbsp;&nbsp; 1738367<br> <sup>(d)</sup><br>|
|  | Athene Global Funding |  |
| 530000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate Index + 0.83%), 4.50%, due 1/7/2027 | &nbsp;&nbsp; 531006<br> <sup>(d)(f)</sup><br>|
| 430000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate Index + 1.00%), 4.68%, due 9/18/2028 | &nbsp;&nbsp; 431073<br> <sup>(d)(f)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 3.72%, due 8/22/2032 | &nbsp;&nbsp; 117992<br> <sup>(n)</sup><br>|
| $3446000 | Athene Holding Ltd., 6.88%, due 6/28/2055 | &nbsp;&nbsp; 3452151<br> <sup>(l)</sup><br>|
| 1670000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance, <br> 7.13%, due 5/15/2031<br>| &nbsp;&nbsp; 1717301<br> <sup>(d)</sup><br>|
| 1660000 | Broadstreet Partners Group LLC, 5.88%, due 4/15/2029 | &nbsp;&nbsp; 1656078<br> <sup>(d)</sup><br>|
| 671000 | &nbsp;&nbsp; Corebridge Global Funding, (Secured Overnight Financing Rate + 1.30%), 4.98%, due <br> 9/25/2026<br>| &nbsp;&nbsp; 675380<br> <sup>(d)(f)</sup><br>|
| 7550000 | Equitable Holdings, Inc., 6.70%, due 3/28/2055 | &nbsp;&nbsp; 7928414<br> <sup>(l)</sup><br>|
| 200000 | FWD Group Holdings Ltd., 5.25%, due 9/22/2030 | &nbsp;&nbsp; 201123<br> <sup>(d)</sup><br>|
|  | GA Global Funding Trust |  |
| 12270000 | &nbsp;&nbsp;&nbsp; 5.20%, due 12/9/2031 | &nbsp;&nbsp; 12417703<br> <sup>(d)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 3.75%, due 6/20/2032 | &nbsp;&nbsp; 117610<br> <sup>(n)</sup><br>|
| $4185000 | Global Atlantic Fin Co., 7.95%, due 10/15/2054 | &nbsp;&nbsp; 4325737<br> <sup>(d)(l)</sup><br>|
|  | Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC |  |
| 435000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2031 | &nbsp;&nbsp; 449908<br> <sup>(d)</sup><br>|
| 1405000 | &nbsp;&nbsp;&nbsp; 8.13%, due 2/15/2032 | &nbsp;&nbsp; 1431607<br> <sup>(d)</sup><br>|
| 800000 | &nbsp;&nbsp;&nbsp; 8.13%, due 2/15/2032 | &nbsp;&nbsp; 815150<br> <sup>(d)(j)</sup><br>|
|  | HUB International Ltd. |  |
| 4225000 | &nbsp;&nbsp;&nbsp; 7.25%, due 6/15/2030 | &nbsp;&nbsp; 4408171<br> <sup>(d)</sup><br>|
| 540000 | &nbsp;&nbsp;&nbsp; 7.38%, due 1/31/2032 | &nbsp;&nbsp; 565653<br> <sup>(d)</sup><br>|
|  | Jones Deslauriers Insurance Management, Inc. |  |
| 605000 | &nbsp;&nbsp;&nbsp; 8.50%, due 3/15/2030 | &nbsp;&nbsp; 632584<br> <sup>(d)</sup><br>|
| 1130000 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/1/2033 | &nbsp;&nbsp; 1101448<br> <sup>(d)</sup><br>|
| 2305000 | Liberty Mutual Group, Inc., 4.13%, due 12/15/2051 | &nbsp;&nbsp; 2281189<br> <sup>(d)(l)</sup><br>|
| 565000 | &nbsp;&nbsp; Marsh & McLennan Cos., Inc., (Secured Overnight Financing Rate Index + 0.70%), <br> 4.51%, due 11/8/2027<br>| &nbsp;&nbsp; 567637<br> <sup>(f)</sup><br>|
| 2870000 | MetLife, Inc., 6.35%, due 3/15/2055 | &nbsp;&nbsp; 3014252<br> <sup>(l)</sup><br>|
| 710000 | &nbsp;&nbsp; New York Life Global Funding, (Secured Overnight Financing Rate + 0.58%), 4.33%, due <br> 8/28/2026<br>| &nbsp;&nbsp; 711452<br> <sup>(d)(f)</sup><br>|
| 1805000 | Panther Escrow Issuer LLC, 7.13%, due 6/1/2031 | &nbsp;&nbsp; 1859016<br> <sup>(d)</sup><br>|
| 525000 | &nbsp;&nbsp; Principal Life Global Funding II, (Secured Overnight Financing Rate + 0.81%), 4.59%, <br> due 8/18/2028<br>| &nbsp;&nbsp; 525520<br> <sup>(d)(f)</sup><br>|
| 1550000 | Prudential Financial, Inc., 5.13%, due 3/1/2052 | &nbsp;&nbsp; 1530894<br> <sup>(l)</sup><br>|
| 1140000 | USI, Inc., 7.50%, due 1/15/2032 | &nbsp;&nbsp; 1193432<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **66087396** |
| **Internet 0.2%** | **Internet 0.2%** | **Internet 0.2%** |
|  | Alphabet, Inc. |  |
| 730000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.52%), 4.32%, due 11/15/2028 | &nbsp;&nbsp; 735766<br> <sup>(f)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Internet – cont'd** | **Internet – cont'd** | **Internet – cont'd** | **Internet – cont'd** |
| EUR | 100000 | &nbsp;&nbsp;&nbsp; 3.38%, due 5/6/2037 | &nbsp;&nbsp; $115402 |
| $| 370000 | &nbsp;&nbsp;&nbsp; 5.35%, due 11/15/2045 | &nbsp;&nbsp; 365027 |
|  | 740000 | &nbsp;&nbsp;&nbsp; 5.45%, due 11/15/2055 | &nbsp;&nbsp; 721721 |
|  | 740000 | &nbsp;&nbsp;&nbsp; 5.70%, due 11/15/2075 | &nbsp;&nbsp; 726526 |
|  | 865000 | Beignet Investor LLC, 6.58%, due 5/30/2049 | &nbsp;&nbsp; 900653<br> <sup>(d)</sup><br>|
| EUR | 100000 | Booking Holdings, Inc., 3.88%, due 3/21/2045 | &nbsp;&nbsp; 107962 |
| EUR | 1478000 | Engineering - Ingegneria Informatica - SpA, 11.13%, due 5/15/2028 | &nbsp;&nbsp; 1832739<br> <sup>(n)</sup><br>|
| $| 660000 | Gen Digital, Inc., 6.25%, due 4/1/2033 | &nbsp;&nbsp; 663181<br> <sup>(d)</sup><br>|
|  |  | Meta Platforms, Inc. |  |
|  | 655000 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/15/2045 | &nbsp;&nbsp; 629870 |
|  | 750000 | &nbsp;&nbsp;&nbsp; 5.63%, due 11/15/2055 | &nbsp;&nbsp; 713612 |
| EUR | 1210000 | Rakuten Group, Inc., 4.25%, due 4/22/2027 | &nbsp;&nbsp; 1408989<br> <sup>(l)(m)(n)</sup><br>|
|  |  | United Group BV |  |
| EUR | 665000 | &nbsp;&nbsp;&nbsp; 4.63%, due 8/15/2028 | &nbsp;&nbsp; 791871<br> <sup>(n)</sup><br>|
| EUR | 1160000 | &nbsp;&nbsp;&nbsp; 5.25%, due 2/1/2030 | &nbsp;&nbsp; 1381500<br> <sup>(n)</sup><br>|
| EUR | 748000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2031 | &nbsp;&nbsp; 918994<br> <sup>(n)</sup><br>|
|  |  | Wayfair LLC |  |
| $| 930000 | &nbsp;&nbsp;&nbsp; 7.25%, due 10/31/2029 | &nbsp;&nbsp; 972397<br> <sup>(d)</sup><br>|
|  | 1985000 | &nbsp;&nbsp;&nbsp; 6.75%, due 11/15/2032 | &nbsp;&nbsp; 2051640<br> <sup>(d)</sup><br>|
|  |  |  | &nbsp;&nbsp; **15037850** |
| **Investment Companies 0.3%** | **Investment Companies 0.3%** | **Investment Companies 0.3%** | **Investment Companies 0.3%** |
|  |  | Abu Dhabi Developmental Holding Co. PJSC |  |
|  | 218000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/6/2030 | &nbsp;&nbsp; 218945<br> <sup>(d)</sup><br>|
|  | 4030000 | &nbsp;&nbsp;&nbsp; 4.38%, due 10/2/2031 | &nbsp;&nbsp; 3999469<br> <sup>(d)</sup><br>|
|  | 2656000 | Blackstone Private Credit Fund, 6.00%, due 1/29/2032 | &nbsp;&nbsp; 2663482 |
|  | 6400000 | Kayne Anderson BDC, Inc., 6.15%, due 10/15/2030 | &nbsp;&nbsp; 6368364 |
|  | 2800000 | MDGH GMTN RSC Ltd., 4.63%, due 10/16/2035 | &nbsp;&nbsp; 2754295<br> <sup>(d)</sup><br>|
|  | 10000000 | Monroe Capital Corp., 6.57%, due 7/10/2030 | &nbsp;&nbsp; 10049047 |
|  |  |  | &nbsp;&nbsp; **26053602** |
| **Iron - Steel 0.2%** | **Iron - Steel 0.2%** | **Iron - Steel 0.2%** | **Iron - Steel 0.2%** |
|  | 1215000 | Carpenter Technology Corp., 5.63%, due 3/1/2034 | &nbsp;&nbsp; 1232947<br> <sup>(d)</sup><br>|
|  | 1785000 | Champion Iron Canada, Inc., 7.88%, due 7/15/2032 | &nbsp;&nbsp; 1909427<br> <sup>(d)</sup><br>|
|  |  | Cleveland-Cliffs, Inc. |  |
|  | 2030000 | &nbsp;&nbsp;&nbsp; 6.88%, due 11/1/2029 | &nbsp;&nbsp; 2109590<br> <sup>(d)</sup><br>|
|  | 925000 | &nbsp;&nbsp;&nbsp; 7.00%, due 3/15/2032 | &nbsp;&nbsp; 949268<br> <sup>(d)</sup><br>|
|  | 200000 | CSN Inova Ventures, 6.75%, due 1/28/2028 | &nbsp;&nbsp; 191066<br> <sup>(n)</sup><br>|
|  |  | Metinvest BV |  |
|  | 240000 | &nbsp;&nbsp;&nbsp; 7.65%, due 10/1/2027 | &nbsp;&nbsp; 209044<br> <sup>(d)</sup><br>|
|  | 1990000 | &nbsp;&nbsp;&nbsp; 7.75%, due 10/17/2029 | &nbsp;&nbsp; 1575064<br> <sup>(d)</sup><br>|
|  | 3405000 | Mineral Resources Ltd., 7.00%, due 4/1/2031 | &nbsp;&nbsp; 3578504<br> <sup>(d)</sup><br>|
|  | 1070000 | Periama Holdings LLC, 5.95%, due 4/19/2026 | &nbsp;&nbsp; 1071687<br> <sup>(n)</sup><br>|
|  | 790000 | Vale Overseas Ltd., 6.40%, due 6/28/2054 | &nbsp;&nbsp; 812302 |
|  |  |  | &nbsp;&nbsp; **13638899** |
| **Leisure Time 0.4%** | **Leisure Time 0.4%** | **Leisure Time 0.4%** | **Leisure Time 0.4%** |
|  | 1800000 | Acushnet Co., 5.63%, due 12/1/2033 | &nbsp;&nbsp; 1816920<br> <sup>(d)</sup><br>|
|  | 3680000 | Carnival Corp., 6.13%, due 2/15/2033 | &nbsp;&nbsp; 3785645<br> <sup>(d)</sup><br>|
|  | 2090000 | Lindblad Expeditions LLC, 7.00%, due 9/15/2030 | &nbsp;&nbsp; 2181828<br> <sup>(d)</sup><br>|
|  |  | NCL Corp. Ltd. |  |
|  | 720000 | &nbsp;&nbsp;&nbsp; 7.75%, due 2/15/2029 | &nbsp;&nbsp; 769457<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Leisure Time – cont'd** | **Leisure Time – cont'd** | **Leisure Time – cont'd** |
| $1185000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2031 | &nbsp;&nbsp; $1188244<br> <sup>(d)</sup><br>|
| 725000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/1/2032 | &nbsp;&nbsp; 742984<br> <sup>(d)</sup><br>|
| 710000 | &nbsp;&nbsp;&nbsp; 6.25%, due 9/15/2033 | &nbsp;&nbsp; 713923<br> <sup>(d)</sup><br>|
| 2540000 | Patrick Industries, Inc., 6.38%, due 11/1/2032 | &nbsp;&nbsp; 2599632<br> <sup>(d)</sup><br>|
| 1417000 | Pinnacle Bidco PLC, 10.00%, due 10/11/2028 | &nbsp;&nbsp; 2043222<br> <sup>(n)</sup><br>|
| $10000000 | Safe Harbor Marinas, 5.92%, due 11/18/2030 | &nbsp;&nbsp; 9982864 |
| 1275000 | TUI Cruises GmbH, 5.00%, due 5/15/2030 | &nbsp;&nbsp; 1554855<br> <sup>(n)</sup><br>|
| $3405000 | Viking Cruises Ltd., 5.88%, due 10/15/2033 | &nbsp;&nbsp; 3451960<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **30831534** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| 2100000 | Accor SA, 4.88%, due 6/6/2030 | &nbsp;&nbsp; 2567523<br> <sup>(l)(m)(n)</sup><br>|
| 2565000 | Essendi SA, 5.50%, due 11/15/2031 | &nbsp;&nbsp; 3123748<br> <sup>(n)</sup><br>|
| $200000 | Fortune Star BVI Ltd., 8.50%, due 5/19/2028 | &nbsp;&nbsp; 206681<br> <sup>(n)</sup><br>|
| 52000 | Las Vegas Sands Corp., 5.63%, due 6/15/2028 | &nbsp;&nbsp; 53238 |
| 1975000 | Melco Resorts Finance Ltd., 5.63%, due 7/17/2027 | &nbsp;&nbsp; 1975393<br> <sup>(d)</sup><br>|
| 890400 | Motel One GmbH, 7.75%, due 4/2/2031 | &nbsp;&nbsp; 1134559<br> <sup>(n)</sup><br>|
| $875000 | Travel & Leisure Co., 6.13%, due 9/1/2033 | &nbsp;&nbsp; 884294<br> <sup>(d)</sup><br>|
| 1056000 | TVL Finance PLC, 10.25%, due 4/28/2028 | &nbsp;&nbsp; 1444855<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **11390291** |
| **Machinery - Construction & Mining 0.1%** | **Machinery - Construction & Mining 0.1%** | **Machinery - Construction & Mining 0.1%** |
| $1500000 | &nbsp;&nbsp; Caterpillar Financial Services Corp., (Secured Overnight Financing Rate + 0.52%), 4.31%, <br> due 5/14/2027<br>| &nbsp;&nbsp; 1507632<br> <sup>(f)</sup><br>|
| 2070000 | Manitowoc Co., Inc., 9.25%, due 10/1/2031 | &nbsp;&nbsp; 2248244<br> <sup>(d)</sup><br>|
| 3920000 | Terex Corp., 6.25%, due 10/15/2032 | &nbsp;&nbsp; 4013724<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **7769600** |
| **Machinery - Diversified 0.3%** | **Machinery - Diversified 0.3%** | **Machinery - Diversified 0.3%** |
| 1125000 | Columbus McKinnon Corp., 7.13%, due 2/1/2033 | &nbsp;&nbsp; 1130850<br> <sup>(d)</sup><br>|
|  | John Deere Capital Corp. |  |
| 850000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.44%), 4.16%, due 3/6/2026 | &nbsp;&nbsp; 850251<br> <sup>(f)</sup><br>|
| 150000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.60%), 4.31%, due 6/11/2027 | &nbsp;&nbsp; 150680<br> <sup>(f)</sup><br>|
| 600000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.40%), 4.08%, due 1/7/2028 | &nbsp;&nbsp; 601248<br> <sup>(f)</sup><br>|
| 2115000 | Lsf12 Helix Parent LLC, 7.13%, due 2/1/2033 | &nbsp;&nbsp; 2121208<br> <sup>(d)(j)</sup><br>|
| 1835000 | SPX FLOW, Inc., 8.75%, due 4/1/2030 | &nbsp;&nbsp; 1885361<br> <sup>(d)</sup><br>|
| 4171000 | TK Elevator Midco GmbH, 4.38%, due 7/15/2027 | &nbsp;&nbsp; 4962218<br> <sup>(n)</sup><br>|
| $10000000 | Toro Co., 5.27%, due 9/30/2032 | &nbsp;&nbsp; 10077467 |
|  |  | &nbsp;&nbsp; **21779283** |
| **Media 0.6%** | **Media 0.6%** | **Media 0.6%** |
| 874000 | Arqiva Broadcast Finance PLC, 8.63%, due 7/1/2030 | &nbsp;&nbsp; 1197616<br> <sup>(n)</sup><br>|
|  | CCO Holdings LLC/CCO Holdings Capital Corp. |  |
| $2590000 | &nbsp;&nbsp;&nbsp; 5.38%, due 6/1/2029 | &nbsp;&nbsp; 2561264<br> <sup>(d)</sup><br>|
| 1110000 | &nbsp;&nbsp;&nbsp; 6.38%, due 9/1/2029 | &nbsp;&nbsp; 1120610<br> <sup>(d)</sup><br>|
| 1325000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/1/2030 | &nbsp;&nbsp; 1265774<br> <sup>(d)</sup><br>|
| 1280000 | &nbsp;&nbsp;&nbsp; 4.50%, due 8/15/2030 | &nbsp;&nbsp; 1202996<br> <sup>(d)</sup><br>|
| 835000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/1/2031 | &nbsp;&nbsp; 764480<br> <sup>(d)</sup><br>|
| 1850000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/1/2032 | &nbsp;&nbsp; 1660167 |
| 335000 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2033 | &nbsp;&nbsp; 293114<br> <sup>(d)</sup><br>|
| 830000 | &nbsp;&nbsp;&nbsp; 4.25%, due 1/15/2034 | &nbsp;&nbsp; 701093<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Media – cont'd** | **Media – cont'd** | **Media – cont'd** |
|  | Charter Communications Operating LLC/Charter Communications Operating Capital |  |
| $2975000 | &nbsp;&nbsp;&nbsp; 6.10%, due 6/1/2029 | &nbsp;&nbsp; $3108217 |
| 3825000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/1/2048 | &nbsp;&nbsp; 3290771 |
| 2880000 | &nbsp;&nbsp;&nbsp; 4.80%, due 3/1/2050 | &nbsp;&nbsp; 2182437 |
| 12455000 | &nbsp;&nbsp;&nbsp; 3.95%, due 6/30/2062 | &nbsp;&nbsp; 7602455 |
|  | CSC Holdings LLC |  |
| 487500 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/15/2027 | &nbsp;&nbsp; 430289<br> <sup>(d)</sup><br>|
| 275000 | &nbsp;&nbsp;&nbsp; 5.38%, due 2/1/2028 | &nbsp;&nbsp; 205246<br> <sup>(d)</sup><br>|
| 5617143 | &nbsp;&nbsp;&nbsp; 11.25%, due 5/15/2028 | &nbsp;&nbsp; 4502059<br> <sup>(d)</sup><br>|
| 1725000 | &nbsp;&nbsp;&nbsp; 11.75%, due 1/31/2029 | &nbsp;&nbsp; 1257811<br> <sup>(d)</sup><br>|
| 240000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/1/2029 | &nbsp;&nbsp; 153671<br> <sup>(d)</sup><br>|
| 1095000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/1/2030 | &nbsp;&nbsp; 408503<br> <sup>(d)</sup><br>|
| 235000 | &nbsp;&nbsp;&nbsp; 4.50%, due 11/15/2031 | &nbsp;&nbsp; 142555<br> <sup>(d)</sup><br>|
| 550000 | &nbsp;&nbsp;&nbsp; 5.00%, due 11/15/2031 | &nbsp;&nbsp; 204109<br> <sup>(d)</sup><br>|
| 620000 | Discovery Communications LLC, 4.13%, due 5/15/2029 | &nbsp;&nbsp; 602262 |
| 3905000 | DISH DBS Corp., 7.38%, due 7/1/2028 | &nbsp;&nbsp; 3751070 |
| 1295000 | McGraw-Hill Education, Inc., 7.38%, due 9/1/2031 | &nbsp;&nbsp; 1361444<br> <sup>(d)</sup><br>|
| 1955000 | Midcontinent Communications, 8.00%, due 8/15/2032 | &nbsp;&nbsp; 1881041<br> <sup>(d)</sup><br>|
| 1300775 | UPCB Finance VII Ltd., 3.63%, due 6/15/2029 | &nbsp;&nbsp; 1536460<br> <sup>(n)</sup><br>|
| 2009000 | Virgin Media Vendor Financing Notes III DAC, 4.88%, due 7/15/2028 | &nbsp;&nbsp; 2744322<br> <sup>(n)</sup><br>|
| 825000 | VZ Secured Financing BV, 5.25%, due 1/15/2033 | &nbsp;&nbsp; 948456<br> <sup>(n)</sup><br>|
| 100000 | Ziggo Bond Co. BV, 6.13%, due 11/15/2032 | &nbsp;&nbsp; 110783<br> <sup>(n)</sup><br>|
| 1205000 | Ziggo BV, 2.88%, due 1/15/2030 | &nbsp;&nbsp; 1350730<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **48541805** |
| **Metal Fabricate - Hardware 0.0%**<sup>‡</sup> | **Metal Fabricate - Hardware 0.0%**<sup>‡</sup> | **Metal Fabricate - Hardware 0.0%**<sup>‡</sup> |
| 146000 | Timken Co., 4.13%, due 5/23/2034 | &nbsp;&nbsp; **175659** |
| **Mining 0.4%** | **Mining 0.4%** | **Mining 0.4%** |
| $1985000 | Capstone Copper Corp., 6.75%, due 3/31/2033 | &nbsp;&nbsp; 2056913<br> <sup>(d)</sup><br>|
| 2880000 | Century Aluminum Co., 6.88%, due 8/1/2032 | &nbsp;&nbsp; 2982432<br> <sup>(d)</sup><br>|
| 200000 | Chinalco Capital Holdings Ltd., 2.13%, due 6/3/2026 | &nbsp;&nbsp; 198700<br> <sup>(n)</sup><br>|
| 200000 | Cia de Minas Buenaventura SAA, 6.80%, due 2/4/2032 | &nbsp;&nbsp; 208155<br> <sup>(d)</sup><br>|
| 2357000 | Constellium SE, 5.38%, due 8/15/2032 | &nbsp;&nbsp; 2935275<br> <sup>(n)</sup><br>|
|  | Corp. Nacional del Cobre de Chile |  |
| $2890000 | &nbsp;&nbsp;&nbsp; 3.15%, due 1/14/2030 | &nbsp;&nbsp; 2756141<br> <sup>(d)</sup><br>|
| 4780000 | &nbsp;&nbsp;&nbsp; 6.33%, due 1/13/2035 | &nbsp;&nbsp; 5073683<br> <sup>(d)</sup><br>|
| 350000 | &nbsp;&nbsp;&nbsp; 6.44%, due 1/26/2036 | &nbsp;&nbsp; 376711<br> <sup>(d)</sup><br>|
| 1150000 | &nbsp;&nbsp;&nbsp; 5.53%, due 1/30/2037 | &nbsp;&nbsp; 1155750<br> <sup>(d)</sup><br>|
| 980000 | &nbsp;&nbsp;&nbsp; 6.30%, due 9/8/2053 | &nbsp;&nbsp; 1000275<br> <sup>(d)</sup><br>|
| 1770000 | First Quantum Minerals Ltd., 7.25%, due 2/15/2034 | &nbsp;&nbsp; 1859558<br> <sup>(d)</sup><br>|
| 380000 | Ivanhoe Mines Ltd., 7.88%, due 1/23/2030 | &nbsp;&nbsp; 395912<br> <sup>(d)</sup><br>|
|  | Kaiser Aluminum Corp. |  |
| 1875000 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2031 | &nbsp;&nbsp; 1810076<br> <sup>(d)</sup><br>|
| 2130000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/1/2034 | &nbsp;&nbsp; 2145832<br> <sup>(d)</sup><br>|
| 320000 | Navoi Mining & Metallurgical Combinat, 6.75%, due 5/14/2030 | &nbsp;&nbsp; 336916<br> <sup>(d)</sup><br>|
| 950000 | Nexa Resources SA, 6.60%, due 4/8/2037 | &nbsp;&nbsp; 1012828<br> <sup>(d)</sup><br>|
|  | Novelis Corp. |  |
| 2135000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/30/2030 | &nbsp;&nbsp; 2069520<br> <sup>(d)</sup><br>|
| 2255000 | &nbsp;&nbsp;&nbsp; 6.88%, due 1/30/2030 | &nbsp;&nbsp; 2337197<br> <sup>(d)</sup><br>|
| 245000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/15/2033 | &nbsp;&nbsp; 249566<br> <sup>(d)</sup><br>|
| 214000 | Stillwater Mining Co., 4.00%, due 11/16/2026 | &nbsp;&nbsp; 212316<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Mining – cont'd** | **Mining – cont'd** | **Mining – cont'd** |
| $2030000 | Taseko Mines Ltd., 8.25%, due 5/1/2030 | &nbsp;&nbsp; $2154727<br> <sup>(d)</sup><br>|
| 231000 | Volcan Cia Minera SAA, 8.50%, due 10/28/2032 | &nbsp;&nbsp; 239062<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **33567545** |
| **Miscellaneous Manufacturer 0.3%** | **Miscellaneous Manufacturer 0.3%** | **Miscellaneous Manufacturer 0.3%** |
| 5605000 | Amsted Industries, Inc., 6.38%, due 3/15/2033 | &nbsp;&nbsp; 5800844<br> <sup>(d)</sup><br>|
|  | Avient Corp. |  |
| 1315000 | &nbsp;&nbsp;&nbsp; 7.13%, due 8/1/2030 | &nbsp;&nbsp; 1352616<br> <sup>(d)</sup><br>|
| 1115000 | &nbsp;&nbsp;&nbsp; 6.25%, due 11/1/2031 | &nbsp;&nbsp; 1146362<br> <sup>(d)</sup><br>|
| 1907187 | Calderys Financing II LLC, 11.75% Cash/12.50% PIK, due 6/1/2028 | &nbsp;&nbsp; 1979420<br> <sup>(d)(o)</sup><br>|
| 2253000 | Ctec II GmbH, 5.25%, due 2/15/2030 | &nbsp;&nbsp; 2513452<br> <sup>(n)</sup><br>|
| $1865000 | Enpro, Inc., 6.13%, due 6/1/2033 | &nbsp;&nbsp; 1917722<br> <sup>(d)</sup><br>|
| 5000000 | Orica Finance Ltd., 5.79%, due 7/15/2037 | &nbsp;&nbsp; 5016460 |
| 725000 | &nbsp;&nbsp; Siemens Funding BV, (Secured Overnight Financing Rate + 0.64%), 4.39%, due <br> 5/26/2028<br>| &nbsp;&nbsp; 728459<br> <sup>(d)(f)</sup><br>|
|  |  | &nbsp;&nbsp; **20455335** |
| **Multi-National 0.0%**<sup>‡</sup> | **Multi-National 0.0%**<sup>‡</sup> | **Multi-National 0.0%**<sup>‡</sup> |
| 200000 | African Export-Import Bank, 2.63%, due 5/17/2026 | &nbsp;&nbsp; 198421<br> <sup>(n)</sup><br>|
|  | Banque Ouest Africaine de Developpement |  |
| 200000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/27/2027 | &nbsp;&nbsp; 199877<br> <sup>(n)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 8.20%, due 2/13/2055 | &nbsp;&nbsp; 202302<br> <sup>(l)(n)</sup><br>|
| 200000 | Central American Bank for Economic Integration, 5.00%, due 2/9/2026 | &nbsp;&nbsp; 200029<br> <sup>(d)</sup><br>|
|  | Corp. Andina de Fomento |  |
| 287000 | &nbsp;&nbsp;&nbsp; 2.25%, due 2/8/2027 | &nbsp;&nbsp; 282580 |
| 94000 | &nbsp;&nbsp;&nbsp; 6.00%, due 4/26/2027 | &nbsp;&nbsp; 96483 |
| 26000 | &nbsp;&nbsp;&nbsp; 5.00%, due 1/24/2029 | &nbsp;&nbsp; 26714 |
| 670000 | &nbsp;&nbsp;&nbsp; 4.63%, due 1/15/2036 | &nbsp;&nbsp; 666040 |
|  |  | &nbsp;&nbsp; **1872446** |
| **Oil & Gas 1.8%** | **Oil & Gas 1.8%** | **Oil & Gas 1.8%** |
| 2555000 | 3R Lux SARL, 9.75%, due 2/5/2031 | &nbsp;&nbsp; 2655804<br> <sup>(d)</sup><br>|
|  | Ascent Resources Utica Holdings LLC/ARU Finance Corp. |  |
| 2395000 | &nbsp;&nbsp;&nbsp; 5.88%, due 6/30/2029 | &nbsp;&nbsp; 2411240<br> <sup>(d)</sup><br>|
| 2710000 | &nbsp;&nbsp;&nbsp; 6.63%, due 10/15/2032 | &nbsp;&nbsp; 2808576<br> <sup>(d)</sup><br>|
|  | Azule Energy Finance PLC |  |
| 200000 | &nbsp;&nbsp;&nbsp; 8.13%, due 1/23/2030 | &nbsp;&nbsp; 202354<br> <sup>(d)</sup><br>|
| 300000 | &nbsp;&nbsp;&nbsp; 8.25%, due 1/22/2031 | &nbsp;&nbsp; 300902<br> <sup>(d)</sup><br>|
| 1805000 | BKV Upstream Midstream LLC, 7.50%, due 10/15/2030 | &nbsp;&nbsp; 1827996<br> <sup>(d)</sup><br>|
| 170732 | Borr IHC Ltd./Borr Finance LLC, 10.00%, due 11/15/2028 | &nbsp;&nbsp; 175200<br> <sup>(n)</sup><br>|
| 1000000 | BP Capital Markets PLC, 4.38%, due 8/19/2031 | &nbsp;&nbsp; 1213409<br> <sup>(l)(m)(n)</sup><br>|
| $2750000 | Caturus Energy LLC, 8.50%, due 2/15/2030 | &nbsp;&nbsp; 2867232<br> <sup>(d)</sup><br>|
|  | Chevron USA, Inc. |  |
| 805000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate Index + 0.36%), 4.11%, due 2/26/2027 | &nbsp;&nbsp; 807041<br> <sup>(f)</sup><br>|
| 800000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.57%), 4.36%, due 8/13/2028 | &nbsp;&nbsp; 805632<br> <sup>(f)</sup><br>|
| 662000 | Comstock Resources, Inc., 6.75%, due 3/1/2029 | &nbsp;&nbsp; 666221<br> <sup>(d)</sup><br>|
| 6430000 | ConocoPhillips Co., 5.50%, due 1/15/2055 | &nbsp;&nbsp; 6192150 |
| 200000 | Constellation Oil Services Holding SA, 9.38%, due 11/7/2029 | &nbsp;&nbsp; 209080<br> <sup>(d)</sup><br>|
|  | Crescent Energy Finance LLC |  |
| 2345000 | &nbsp;&nbsp;&nbsp; 7.63%, due 4/1/2032 | &nbsp;&nbsp; 2325965<br> <sup>(d)</sup><br>|
| 595000 | &nbsp;&nbsp;&nbsp; 7.38%, due 1/15/2033 | &nbsp;&nbsp; 575828<br> <sup>(d)</sup><br>|
| 1780000 | DBR Land Holdings LLC, 6.25%, due 12/1/2030 | &nbsp;&nbsp; 1823396<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** |
| $4820000 | Devon Energy Corp., 5.75%, due 9/15/2054 | &nbsp;&nbsp; $4579258 |
| 8035000 | Diamondback Energy, Inc., 5.55%, due 4/1/2035 | &nbsp;&nbsp; 8271035 |
|  | Ecopetrol SA |  |
| 200000 | &nbsp;&nbsp;&nbsp; 8.63%, due 1/19/2029 | &nbsp;&nbsp; 214266 |
| 2655000 | &nbsp;&nbsp;&nbsp; 4.63%, due 11/2/2031 | &nbsp;&nbsp; 2385760 |
| 1300000 | &nbsp;&nbsp;&nbsp; 8.88%, due 1/13/2033 | &nbsp;&nbsp; 1397326 |
| 1140000 | &nbsp;&nbsp;&nbsp; 8.38%, due 1/19/2036 | &nbsp;&nbsp; 1179469 |
| 900000 | &nbsp;&nbsp;&nbsp; 5.88%, due 5/28/2045 | &nbsp;&nbsp; 680122 |
| 900000 | &nbsp;&nbsp;&nbsp; 5.88%, due 11/2/2051 | &nbsp;&nbsp; 649808 |
| 8035000 | EOG Resources, Inc., 5.35%, due 1/15/2036 | &nbsp;&nbsp; 8249237 |
| 6430000 | Expand Energy Corp., 5.70%, due 1/15/2035 | &nbsp;&nbsp; 6649044 |
| 992000 | Geopark Ltd., 8.75%, due 1/31/2030 | &nbsp;&nbsp; 925814<br> <sup>(d)</sup><br>|
| 2150000 | Gran Tierra Energy, Inc., 9.50%, due 10/15/2029 | &nbsp;&nbsp; 1717313<br> <sup>(d)</sup><br>|
|  | Hilcorp Energy I LP/Hilcorp Finance Co. |  |
| 480000 | &nbsp;&nbsp;&nbsp; 5.75%, due 2/1/2029 | &nbsp;&nbsp; 480115<br> <sup>(d)</sup><br>|
| 740000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/1/2033 | &nbsp;&nbsp; 768290<br> <sup>(d)</sup><br>|
| 2060000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/15/2034 | &nbsp;&nbsp; 1985279<br> <sup>(d)</sup><br>|
| 925000 | &nbsp;&nbsp;&nbsp; 7.25%, due 2/15/2035 | &nbsp;&nbsp; 895061<br> <sup>(d)</sup><br>|
|  | KazMunayGas National Co. JSC |  |
| 1176000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/19/2047 | &nbsp;&nbsp; 1102563<br> <sup>(d)</sup><br>|
| 277000 | &nbsp;&nbsp;&nbsp; 6.38%, due 10/24/2048 | &nbsp;&nbsp; 277647<br> <sup>(n)</sup><br>|
|  | Matador Resources Co. |  |
| 1430000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2032 | &nbsp;&nbsp; 1456095<br> <sup>(d)</sup><br>|
| 210000 | &nbsp;&nbsp;&nbsp; 6.25%, due 4/15/2033 | &nbsp;&nbsp; 211648<br> <sup>(d)</sup><br>|
| 1190000 | Northern Oil & Gas, Inc., 7.88%, due 10/15/2033 | &nbsp;&nbsp; 1201447<br> <sup>(d)</sup><br>|
| 4820000 | Occidental Petroleum Corp., 5.38%, due 1/1/2032 | &nbsp;&nbsp; 4957736 |
|  | Permian Resources Operating LLC |  |
| 1270000 | &nbsp;&nbsp;&nbsp; 5.88%, due 7/1/2029 | &nbsp;&nbsp; 1274266<br> <sup>(d)</sup><br>|
| 1295000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2032 | &nbsp;&nbsp; 1357550<br> <sup>(d)</sup><br>|
| 1685000 | &nbsp;&nbsp;&nbsp; 6.25%, due 2/1/2033 | &nbsp;&nbsp; 1735804<br> <sup>(d)</sup><br>|
| 775000 | Pertamina Persero PT, 6.45%, due 5/30/2044 | &nbsp;&nbsp; 811262<br> <sup>(d)</sup><br>|
|  | Petrobras Global Finance BV |  |
| 202000 | &nbsp;&nbsp;&nbsp; 5.13%, due 9/10/2030 | &nbsp;&nbsp; 199818 |
| 1970000 | &nbsp;&nbsp;&nbsp; 5.50%, due 6/10/2051 | &nbsp;&nbsp; 1635072 |
|  | Petroleos Mexicanos |  |
| 1725000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/26/2029 | &nbsp;&nbsp; 2061811<br> <sup>(n)</sup><br>|
| $150000 | &nbsp;&nbsp;&nbsp; 6.84%, due 1/23/2030 | &nbsp;&nbsp; 153860 |
| 2190000 | &nbsp;&nbsp;&nbsp; 6.70%, due 2/16/2032 | &nbsp;&nbsp; 2186464 |
| 2290000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/21/2047 | &nbsp;&nbsp; 1888245 |
| 1875000 | &nbsp;&nbsp;&nbsp; 6.35%, due 2/12/2048 | &nbsp;&nbsp; 1486969 |
| 10510000 | &nbsp;&nbsp;&nbsp; 7.69%, due 1/23/2050 | &nbsp;&nbsp; 9455015 |
| 2850000 | &nbsp;&nbsp;&nbsp; 6.95%, due 1/28/2060 | &nbsp;&nbsp; 2321040 |
| 79000 | Pluspetrol SA, 8.13%, due 5/18/2031 | &nbsp;&nbsp; 79988<br> <sup>(d)</sup><br>|
| 600000 | QatarEnergy, 1.38%, due 9/12/2026 | &nbsp;&nbsp; 589724<br> <sup>(n)</sup><br>|
| 1515000 | Raizen Fuels Finance SA, 6.95%, due 3/5/2054 | &nbsp;&nbsp; 1155491<br> <sup>(d)</sup><br>|
| 227000 | SA Global Sukuk Ltd., 4.25%, due 10/2/2029 | &nbsp;&nbsp; 225710<br> <sup>(d)</sup><br>|
|  | Saudi Arabian Oil Co. |  |
| 10575000 | &nbsp;&nbsp;&nbsp; 5.38%, due 6/2/2035 | &nbsp;&nbsp; 10768216<br> <sup>(d)</sup><br>|
| 1625000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/17/2054 | &nbsp;&nbsp; 1541889<br> <sup>(d)</sup><br>|
| 1470000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/2/2056 | &nbsp;&nbsp; 1434970<br> <sup>(d)(j)</sup><br>|
| 215000 | SEPLAT Energy PLC, 9.13%, due 3/21/2030 | &nbsp;&nbsp; 225778<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Oil & Gas – cont'd** | **Oil & Gas – cont'd** | **Oil & Gas – cont'd** |
| $621000 | SierraCol Energy Andina LLC, 6.00%, due 6/15/2028 | &nbsp;&nbsp; $595868<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp; SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development, <br> 9.00%, due 11/14/2030<br>| &nbsp;&nbsp; 200166<br> <sup>(d)</sup><br>|
|  | SM Energy Co. |  |
| 270000 | &nbsp;&nbsp;&nbsp; 8.38%, due 7/1/2028 | &nbsp;&nbsp; 277910<br> <sup>(d)</sup><br>|
| 1645000 | &nbsp;&nbsp;&nbsp; 8.63%, due 11/1/2030 | &nbsp;&nbsp; 1739795<br> <sup>(d)</sup><br>|
| 1025000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/1/2032 | &nbsp;&nbsp; 1027626<br> <sup>(d)</sup><br>|
| 1070000 | &nbsp;&nbsp;&nbsp; 9.63%, due 6/15/2033 | &nbsp;&nbsp; 1170245<br> <sup>(d)</sup><br>|
| 113000 | Tecpetrol SA, 7.63%, due 11/3/2030 | &nbsp;&nbsp; 113147<br> <sup>(d)</sup><br>|
| 2070000 | TGNR Intermediate Holdings LLC, 5.50%, due 10/15/2029 | &nbsp;&nbsp; 2048381<br> <sup>(d)</sup><br>|
| 4800000 | TotalEnergies SE, 4.50%, due 8/19/2034 | &nbsp;&nbsp; 5765361<br> <sup>(l)(m)(n)</sup><br>|
|  | Transocean International Ltd. |  |
| $920000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/15/2029 | &nbsp;&nbsp; 937360<br> <sup>(d)</sup><br>|
| 930000 | &nbsp;&nbsp;&nbsp; 8.50%, due 5/15/2031 | &nbsp;&nbsp; 946640<br> <sup>(d)</sup><br>|
| 1170000 | &nbsp;&nbsp;&nbsp; 7.88%, due 10/15/2032 | &nbsp;&nbsp; 1234158<br> <sup>(d)</sup><br>|
| 200000 | Trident Energy Finance PLC, 12.50%, due 11/30/2029 | &nbsp;&nbsp; 208070<br> <sup>(d)</sup><br>|
|  | Wintershall Dea Finance 2 BV |  |
| 1900000 | &nbsp;&nbsp;&nbsp; 3.00%, due 7/20/2028 | &nbsp;&nbsp; 2176154<br> <sup>(l)(m)(n)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 6.12%, due 5/8/2030 | &nbsp;&nbsp; 123218<br> <sup>(l)(m)(n)</sup><br>|
| $142000 | YPF SA, 9.50%, due 1/17/2031 | &nbsp;&nbsp; 150549<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **139405949** |
| **Oil & Gas - Storage & Transportation 0.1%** | **Oil & Gas - Storage & Transportation 0.1%** | **Oil & Gas - Storage & Transportation 0.1%** |
| 4500000 | Impala Terminals Pte. Ltd., 6.33%, due 8/6/2032 | &nbsp;&nbsp; **4574219** |
| **Oil & Gas Services 0.2%** | **Oil & Gas Services 0.2%** | **Oil & Gas Services 0.2%** |
| 2210000 | Archrock Partners LP/Archrock Partners Finance Corp., 6.63%, due 9/1/2032 | &nbsp;&nbsp; 2290879<br> <sup>(d)</sup><br>|
|  | Kodiak Gas Services LLC |  |
| 1295000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2033 | &nbsp;&nbsp; 1326447<br> <sup>(d)</sup><br>|
| 1295000 | &nbsp;&nbsp;&nbsp; 6.75%, due 10/1/2035 | &nbsp;&nbsp; 1338093<br> <sup>(d)</sup><br>|
| 2200000 | Star Holding LLC, 8.75%, due 8/1/2031 | &nbsp;&nbsp; 2205372<br> <sup>(d)</sup><br>|
| 3785000 | USA Compression Partners LP/USA Compression Finance Corp., 7.13%, due 3/15/2029 | &nbsp;&nbsp; 3919061<br> <sup>(d)</sup><br>|
|  | WBI Operating LLC |  |
| 2330000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/15/2030 | &nbsp;&nbsp; 2347475<br> <sup>(d)</sup><br>|
| 960000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2033 | &nbsp;&nbsp; 969072<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **14396399** |
| **Packaging & Containers 0.3%** | **Packaging & Containers 0.3%** | **Packaging & Containers 0.3%** |
|  | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC |  |
| 2835000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/1/2029 | &nbsp;&nbsp; 2692975<br> <sup>(d)</sup><br>|
| 1160000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/30/2031 | &nbsp;&nbsp; 1192098<br> <sup>(d)</sup><br>|
| 1745000 | Clydesdale Acquisition Holdings, Inc., 6.75%, due 4/15/2032 | &nbsp;&nbsp; 1758619<br> <sup>(d)</sup><br>|
| 861000 | Guala Closures SpA, 3.25%, due 6/15/2028 | &nbsp;&nbsp; 1002195<br> <sup>(n)</sup><br>|
|  | Mauser Packaging Solutions Holding Co. |  |
| $2010000 | &nbsp;&nbsp;&nbsp; 7.88%, due 4/15/2030 | &nbsp;&nbsp; 2047688<br> <sup>(d)</sup><br>|
| 3245000 | &nbsp;&nbsp;&nbsp; 9.25%, due 4/15/2030 | &nbsp;&nbsp; 3192118<br> <sup>(d)</sup><br>|
| 1090000 | Sealed Air Corp., 6.50%, due 7/15/2032 | &nbsp;&nbsp; 1131578<br> <sup>(d)</sup><br>|
| 185000 | Sealed Air Corp./Sealed Air Corp. U.S., 7.25%, due 2/15/2031 | &nbsp;&nbsp; 192636<br> <sup>(d)</sup><br>|
| 1636000 | Silgan Holdings, Inc., 4.25%, due 2/15/2031 | &nbsp;&nbsp; 1958648<br> <sup>(n)</sup><br>|
| 1287000 | Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 8.25%, due 5/15/2030 | &nbsp;&nbsp; 1453308<br> <sup>(n)</sup><br>|
| $1650000 | Trident TPI Holdings, Inc., 12.75%, due 12/31/2028 | &nbsp;&nbsp; 1652242<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Packaging & Containers – cont'd** | **Packaging & Containers – cont'd** | **Packaging & Containers – cont'd** |
|  | Trivium Packaging Finance BV |  |
| 928000 | &nbsp;&nbsp;&nbsp; 6.63%, due 7/15/2030 | &nbsp;&nbsp; $1160406<br> <sup>(n)</sup><br>|
| $1324000 | &nbsp;&nbsp;&nbsp; 8.25%, due 7/15/2030 | &nbsp;&nbsp; 1412806<br> <sup>(d)</sup><br>|
| 1160000 | &nbsp;&nbsp;&nbsp; 12.25%, due 1/15/2031 | &nbsp;&nbsp; 1269282<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **22116599** |
| **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** |
| 6190143 | 1261229 BC Ltd., 10.00%, due 4/15/2032 | &nbsp;&nbsp; 6352677<br> <sup>(d)</sup><br>|
| 1510000 | AdaptHealth LLC, 6.13%, due 8/1/2028 | &nbsp;&nbsp; 1515517<br> <sup>(d)</sup><br>|
|  | Bausch Health Cos., Inc. |  |
| 900000 | &nbsp;&nbsp;&nbsp; 5.00%, due 1/30/2028 | &nbsp;&nbsp; 770440<br> <sup>(d)</sup><br>|
| 707000 | &nbsp;&nbsp;&nbsp; 11.00%, due 9/30/2028 | &nbsp;&nbsp; 734983<br> <sup>(d)</sup><br>|
| 640000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/15/2029 | &nbsp;&nbsp; 488000<br> <sup>(d)</sup><br>|
| 575000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/30/2030 | &nbsp;&nbsp; 408969<br> <sup>(d)</sup><br>|
| 3400000 | Bayer AG, 5.38%, due 3/25/2082 | &nbsp;&nbsp; 4199915<br> <sup>(l)(n)</sup><br>|
| 100000 | BMS Ireland Capital Funding DAC, 4.58%, due 11/10/2055 | &nbsp;&nbsp; 116048 |
|  | Cheplapharm Arzneimittel GmbH |  |
| 2870000 | &nbsp;&nbsp;&nbsp; 4.38%, due 1/15/2028 | &nbsp;&nbsp; 3403314<br> <sup>(n)</sup><br>|
| 910000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/15/2030 | &nbsp;&nbsp; 1116540<br> <sup>(n)</sup><br>|
|  | CVS Health Corp. |  |
| $12285000 | &nbsp;&nbsp;&nbsp; 5.05%, due 3/25/2048 | &nbsp;&nbsp; 10803502 |
| 1885000 | &nbsp;&nbsp;&nbsp; 5.63%, due 2/21/2053 | &nbsp;&nbsp; 1764256 |
| 7565000 | &nbsp;&nbsp;&nbsp; 7.00%, due 3/10/2055 | &nbsp;&nbsp; 7917877<br> <sup>(l)</sup><br>|
| 395000 | Eli Lilly & Co., (Secured Overnight Financing Rate + 0.53%), 4.20%, due 10/15/2028 | &nbsp;&nbsp; 397663<br> <sup>(f)</sup><br>|
| 900000 | &nbsp;&nbsp; GlaxoSmithKline Capital PLC, (Secured Overnight Financing Rate + 0.50%), 4.19%, due <br> 3/12/2027<br>| &nbsp;&nbsp; 903246<br> <sup>(f)</sup><br>|
|  | Grifols SA |  |
| 2105000 | &nbsp;&nbsp;&nbsp; 2.25%, due 11/15/2027 | &nbsp;&nbsp; 2484398<br> <sup>(n)</sup><br>|
| 1365000 | &nbsp;&nbsp;&nbsp; 3.88%, due 10/15/2028 | &nbsp;&nbsp; 1599585<br> <sup>(n)</sup><br>|
| 4926000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/1/2030 | &nbsp;&nbsp; 6111951<br> <sup>(n)</sup><br>|
| 4065000 | Gruenenthal GmbH, 4.63%, due 11/15/2031 | &nbsp;&nbsp; 4873114<br> <sup>(n)</sup><br>|
| $600000 | Merck & Co., Inc., (Secured Overnight Financing Rate + 0.57%), 4.28%, due 3/15/2029 | &nbsp;&nbsp; 601770<br> <sup>(f)</sup><br>|
| 100000 | MSD Netherlands Capital BV, 3.75%, due 5/30/2054 | &nbsp;&nbsp; 104454 |
| 798000 | Neopharmed Gentili SpA, 7.13%, due 4/8/2030 | &nbsp;&nbsp; 985223<br> <sup>(n)</sup><br>|
| 2541000 | Nidda Healthcare Holding GmbH, 5.63%, due 2/21/2030 | &nbsp;&nbsp; 3097357<br> <sup>(n)</sup><br>|
| $926000 | &nbsp;&nbsp; Novartis Capital Corp., (Secured Overnight Financing Rate + 0.52%), 4.34%, due <br> 11/5/2028<br>| &nbsp;&nbsp; 930948<br> <sup>(f)</sup><br>|
|  | Organon & Co./Organon Foreign Debt Co-Issuer BV |  |
| 230000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/15/2034 | &nbsp;&nbsp; 224752<br> <sup>(d)</sup><br>|
| 230000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/15/2034 | &nbsp;&nbsp; 216208<br> <sup>(d)</sup><br>|
| 365000 | Pfizer, Inc., (Secured Overnight Financing Rate + 0.50%), 4.27%, due 11/15/2027 | &nbsp;&nbsp; 366450<br> <sup>(f)</sup><br>|
|  | Rossini SARL |  |
| 893509 | &nbsp;&nbsp;&nbsp; (3 mo. EUR EURIBOR + 3.88%), 5.89%, due 12/31/2029 | &nbsp;&nbsp; 1071878<br> <sup>(f)(n)</sup><br>|
| 1030000 | &nbsp;&nbsp;&nbsp; 6.75%, due 12/31/2029 | &nbsp;&nbsp; 1273920<br> <sup>(n)</sup><br>|
| $840000 | Sanofi SA, (Secured Overnight Financing Rate + 0.46%), 4.30%, due 11/3/2027 | &nbsp;&nbsp; 843492<br> <sup>(f)</sup><br>|
|  | Teva Pharmaceutical Finance Netherlands II BV |  |
| 973000 | &nbsp;&nbsp;&nbsp; 1.63%, due 10/15/2028 | &nbsp;&nbsp; 1116655<br> <sup>(n)</sup><br>|
| 6303000 | &nbsp;&nbsp;&nbsp; 4.38%, due 5/9/2030 | &nbsp;&nbsp; 7693284 |
| 1607000 | &nbsp;&nbsp;&nbsp; 4.13%, due 6/1/2031 | &nbsp;&nbsp; 1940776 |
|  |  | &nbsp;&nbsp; **76429162** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Pipelines 1.9%** | **Pipelines 1.9%** | **Pipelines 1.9%** |
|  | Antero Midstream Partners LP/Antero Midstream Finance Corp. |  |
| $1790000 | &nbsp;&nbsp;&nbsp; 5.38%, due 6/15/2029 | &nbsp;&nbsp; $1793100<br> <sup>(d)</sup><br>|
| 2715000 | &nbsp;&nbsp;&nbsp; 6.63%, due 2/1/2032 | &nbsp;&nbsp; 2820347<br> <sup>(d)</sup><br>|
| 2345000 | Buckeye Partners LP, 6.75%, due 2/1/2030 | &nbsp;&nbsp; 2457016<br> <sup>(d)</sup><br>|
|  | CQP Holdco LP/BIP-V Chinook Holdco LLC |  |
| 2025000 | &nbsp;&nbsp;&nbsp; 5.50%, due 6/15/2031 | &nbsp;&nbsp; 2013703<br> <sup>(d)</sup><br>|
| 155000 | &nbsp;&nbsp;&nbsp; 7.50%, due 12/15/2033 | &nbsp;&nbsp; 166623<br> <sup>(d)</sup><br>|
| 3746948 | EIG Pearl Holdings SARL, 3.55%, due 8/31/2036 | &nbsp;&nbsp; 3447267<br> <sup>(n)</sup><br>|
|  | Enbridge, Inc. |  |
| 810000 | &nbsp;&nbsp;&nbsp; 5.90%, due 11/15/2026 | &nbsp;&nbsp; 821438 |
| 7235000 | &nbsp;&nbsp;&nbsp; 5.55%, due 6/20/2035 | &nbsp;&nbsp; 7463558 |
| 4554000 | &nbsp;&nbsp;&nbsp; 7.20%, due 6/27/2054 | &nbsp;&nbsp; 4853553<br> <sup>(l)</sup><br>|
| 2179000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2080 | &nbsp;&nbsp; 2205564<br> <sup>(l)</sup><br>|
| 3200000 | &nbsp;&nbsp;&nbsp; 8.25%, due 1/15/2084 | &nbsp;&nbsp; 3420502<br> <sup>(l)</sup><br>|
|  | Energy Transfer LP |  |
| 345000 | &nbsp;&nbsp;&nbsp; 8.00%, due 5/15/2054 | &nbsp;&nbsp; 368664<br> <sup>(l)</sup><br>|
| 185000 | &nbsp;&nbsp;&nbsp; 7.13%, due 10/1/2054 | &nbsp;&nbsp; 191170<br> <sup>(l)</sup><br>|
| 14074000 | &nbsp;&nbsp;&nbsp; 6.20%, due 4/1/2055 | &nbsp;&nbsp; 13916002 |
| 855000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2056 | &nbsp;&nbsp; 855041<br> <sup>(l)</sup><br>|
| 655000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2056 | &nbsp;&nbsp; 659669<br> <sup>(l)</sup><br>|
| 8035000 | Enterprise Products Operating LLC, 5.20%, due 1/15/2036 | &nbsp;&nbsp; 8175158 |
| 2530000 | Excelerate Energy LP, 8.00%, due 5/15/2030 | &nbsp;&nbsp; 2705534<br> <sup>(d)</sup><br>|
| 8115000 | Galaxy Pipeline Assets Bidco Ltd., 2.63%, due 3/31/2036 | &nbsp;&nbsp; 7142672<br> <sup>(d)</sup><br>|
| 3195000 | Genesis Energy LP/Genesis Energy Finance Corp., 8.00%, due 5/15/2033 | &nbsp;&nbsp; 3334500 |
| 10000000 | GIP Sharon Finco Pty. Ltd., 6.23%, due 9/30/2046 | &nbsp;&nbsp; 10082485 |
| 915000 | Global Partners LP/GLP Finance Corp., 7.13%, due 7/1/2033 | &nbsp;&nbsp; 937241<br> <sup>(d)</sup><br>|
| 2045000 | Golar LNG Ltd., 7.50%, due 10/2/2030 | &nbsp;&nbsp; 2046744<br> <sup>(d)</sup><br>|
|  | Harvest Midstream I LP |  |
| 1290000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/1/2028 | &nbsp;&nbsp; 1307728<br> <sup>(d)</sup><br>|
| 1700000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/15/2032 | &nbsp;&nbsp; 1775657<br> <sup>(d)</sup><br>|
| 2840000 | Howard Midstream Energy Partners LLC, 7.38%, due 7/15/2032 | &nbsp;&nbsp; 2999906<br> <sup>(d)</sup><br>|
| 8550000 | Kinder Morgan, Inc., 5.55%, due 6/1/2045 | &nbsp;&nbsp; 8302573 |
| 675000 | Kinetik Holdings LP, 5.88%, due 6/15/2030 | &nbsp;&nbsp; 683058<br> <sup>(d)</sup><br>|
| 12197000 | MPLX LP, 5.95%, due 4/1/2055 | &nbsp;&nbsp; 11816828 |
| 2965000 | NGL Energy Operating LLC/NGL Energy Finance Corp., 8.13%, due 2/15/2029 | &nbsp;&nbsp; 3076867<br> <sup>(d)</sup><br>|
| 8035000 | ONEOK, Inc., 5.40%, due 10/15/2035 | &nbsp;&nbsp; 8103558 |
| 2295000 | Rockies Express Pipeline LLC, 6.75%, due 3/15/2033 | &nbsp;&nbsp; 2420743<br> <sup>(d)</sup><br>|
| 200000 | Southern Gas Corridor CJSC, 6.88%, due 3/24/2026 | &nbsp;&nbsp; 200832<br> <sup>(n)</sup><br>|
|  | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. |  |
| 1470000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/31/2030 | &nbsp;&nbsp; 1491719<br> <sup>(d)</sup><br>|
| 1305000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/1/2031 | &nbsp;&nbsp; 1313245<br> <sup>(d)</sup><br>|
| 760000 | TransMontaigne Partners LLC, 8.50%, due 6/15/2030 | &nbsp;&nbsp; 788438<br> <sup>(d)</sup><br>|
|  | Venture Global LNG, Inc. |  |
| 550000 | &nbsp;&nbsp;&nbsp; 9.00%, due 9/30/2029 | &nbsp;&nbsp; 483848<br> <sup>(d)(l)(m)</sup><br>|
| 610000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/15/2030 | &nbsp;&nbsp; 613780<br> <sup>(d)</sup><br>|
| 4385000 | &nbsp;&nbsp;&nbsp; 8.38%, due 6/1/2031 | &nbsp;&nbsp; 4485044<br> <sup>(d)</sup><br>|
| 580000 | &nbsp;&nbsp;&nbsp; 9.88%, due 2/1/2032 | &nbsp;&nbsp; 613232<br> <sup>(d)</sup><br>|
|  | Venture Global Plaquemines LNG LLC |  |
| 1230000 | &nbsp;&nbsp;&nbsp; 6.13%, due 12/15/2030 | &nbsp;&nbsp; 1266041<br> <sup>(d)</sup><br>|
| 1355000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/1/2033 | &nbsp;&nbsp; 1485579<br> <sup>(d)</sup><br>|
| 975000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/15/2034 | &nbsp;&nbsp; 1011853<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Pipelines – cont'd** | **Pipelines – cont'd** | **Pipelines – cont'd** |
| $755000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2034 | &nbsp;&nbsp; $781901<br> <sup>(d)</sup><br>|
| 720000 | &nbsp;&nbsp;&nbsp; 7.75%, due 5/1/2035 | &nbsp;&nbsp; 802874<br> <sup>(d)</sup><br>|
| 980000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/15/2036 | &nbsp;&nbsp; 1027295<br> <sup>(d)</sup><br>|
| 6430000 | Williams Cos., Inc., 5.30%, due 9/30/2035 | &nbsp;&nbsp; 6522957 |
|  |  | &nbsp;&nbsp; **145253107** |
| **Real Estate 0.5%** | **Real Estate 0.5%** | **Real Estate 0.5%** |
| 2063418 | Adler Financing SARL, 8.25%, due 12/31/2028 | &nbsp;&nbsp; 2708014<br> <sup>(o)</sup><br>|
| 100000 | Aroundtown SA, 1.63%, due 4/15/2026 | &nbsp;&nbsp; 116924<br> <sup>(l)(m)(n)</sup><br>|
| 1260000 | Castellum AB, 3.13%, due 12/2/2026 | &nbsp;&nbsp; 1479714<br> <sup>(l)(m)(n)</sup><br>|
| $1305000 | Country Garden Holdings Co. Ltd., 0.00%, due 12/22/2027 | &nbsp;&nbsp; 118755 |
|  | CPI Property Group SA |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.88%, due 8/18/2026 | &nbsp;&nbsp; 232566<br> <sup>(l)(m)(n)</sup><br>|
| 320000 | &nbsp;&nbsp;&nbsp; 4.00%, due 1/22/2028 | &nbsp;&nbsp; 428552<br> <sup>(n)</sup><br>|
| 1000000 | &nbsp;&nbsp;&nbsp; 3.75%, due 4/28/2028 | &nbsp;&nbsp; 1090606<br> <sup>(l)(m)(n)</sup><br>|
| 741000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/7/2029 | &nbsp;&nbsp; 941600<br> <sup>(n)</sup><br>|
| 1060000 | &nbsp;&nbsp;&nbsp; 1.75%, due 1/14/2030 | &nbsp;&nbsp; 1103192<br> <sup>(n)</sup><br>|
| 2812000 | &nbsp;&nbsp;&nbsp; 1.50%, due 1/27/2031 | &nbsp;&nbsp; 2778593<br> <sup>(n)</sup><br>|
| 1134000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/26/2031 | &nbsp;&nbsp; 1311315<br> <sup>(l)(m)(n)</sup><br>|
| 365000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/27/2032 | &nbsp;&nbsp; 439772<br> <sup>(n)</sup><br>|
| 100000 | Grand City Properties SA, 1.50%, due 3/9/2026 | &nbsp;&nbsp; 117870<br> <sup>(l)(m)(n)</sup><br>|
| 3760000 | Heimstaden AB, 8.38%, due 1/29/2030 | &nbsp;&nbsp; 4769064<br> <sup>(n)</sup><br>|
|  | Heimstaden Bostad AB |  |
| 1213000 | &nbsp;&nbsp;&nbsp; 2.63%, due 2/1/2027 | &nbsp;&nbsp; 1417751<br> <sup>(l)(m)(n)</sup><br>|
| 1200000 | &nbsp;&nbsp;&nbsp; 3.00%, due 10/29/2027 | &nbsp;&nbsp; 1396241<br> <sup>(l)(m)(n)</sup><br>|
| 1451000 | &nbsp;&nbsp;&nbsp; 6.25%, due 12/4/2029 | &nbsp;&nbsp; 1822687<br> <sup>(l)(m)(n)</sup><br>|
| 1945000 | Heimstaden Bostad Treasury BV, 1.63%, due 10/13/2031 | &nbsp;&nbsp; 2046597<br> <sup>(n)</sup><br>|
| $200000 | Longfor Group Holdings Ltd., 4.50%, due 1/16/2028 | &nbsp;&nbsp; 185539<br> <sup>(n)</sup><br>|
| 1600000 | New Immo Holding SA, 6.00%, due 3/22/2029 | &nbsp;&nbsp; 1986515<br> <sup>(n)</sup><br>|
| $10000000 | Np Keystone Building 6 LLC, 5.48%, due 12/31/2044 | &nbsp;&nbsp; 9805334 |
| 200000 | NWD MTN Ltd., 4.13%, due 7/18/2029 | &nbsp;&nbsp; 167191<br> <sup>(n)</sup><br>|
| 100000 | Public Property Invest AS, 4.63%, due 3/12/2030 | &nbsp;&nbsp; 122784<br> <sup>(n)</sup><br>|
| 100000 | Supernova Invest GmbH, 5.00%, due 6/24/2030 | &nbsp;&nbsp; 122457<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **36709633** |
| **Real Estate Investment Trusts 0.4%** | **Real Estate Investment Trusts 0.4%** | **Real Estate Investment Trusts 0.4%** |
| 1107000 | Alexandrite Monnet U.K. Holdco PLC, 10.50%, due 5/15/2029 | &nbsp;&nbsp; 1407636<br> <sup>(n)</sup><br>|
| $2635000 | Blackstone Mortgage Trust, Inc., 7.75%, due 12/1/2029 | &nbsp;&nbsp; 2824509<br> <sup>(d)</sup><br>|
|  | Brandywine Operating Partnership LP |  |
| 1115000 | &nbsp;&nbsp;&nbsp; 8.88%, due 4/12/2029 | &nbsp;&nbsp; 1197993 |
| 305000 | &nbsp;&nbsp;&nbsp; 6.13%, due 1/15/2031 | &nbsp;&nbsp; 295513 |
| 1656087 | CFE Fibra E, 5.88%, due 9/23/2040 | &nbsp;&nbsp; 1636877<br> <sup>(d)</sup><br>|
| 1130000 | &nbsp;&nbsp; EF Holdco/EF Cayman Holdings/Ellington Fin REIT Cayman/TRS/EF Cayman Non-MTM, <br> 7.38%, due 9/30/2030<br>| &nbsp;&nbsp; 1142081<br> <sup>(d)</sup><br>|
| 2005000 | Extra Space Storage LP, 4.95%, due 1/15/2033 | &nbsp;&nbsp; 2016756 |
| 2003100 | Globalworth Real Estate Investments Ltd., 6.25%, due 3/31/2029 | &nbsp;&nbsp; 2419202<br> <sup>(n)</sup><br>|
| 100000 | Immobiliare Grande Distribuzione SIIQ SpA, 4.45%, due 11/4/2030 | &nbsp;&nbsp; 120194<br> <sup>(n)</sup><br>|
| $380000 | &nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, due <br> 7/15/2031<br>| &nbsp;&nbsp; 403135<br> <sup>(d)</sup><br>|
| 100000 | Lineage Europe Finco BV, 4.13%, due 11/26/2031 | &nbsp;&nbsp; 118289<br> <sup>(n)</sup><br>|
| 1961000 | MPT Operating Partnership LP/MPT Finance Corp., 7.00%, due 2/15/2032 | &nbsp;&nbsp; 2428967<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Real Estate Investment Trusts – cont'd** | **Real Estate Investment Trusts – cont'd** | **Real Estate Investment Trusts – cont'd** |
| $3400000 | &nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 5.88%, <br> due 10/1/2028<br>| &nbsp;&nbsp; $3400034<br> <sup>(d)</sup><br>|
| 2075000 | Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, due 10/15/2029 | &nbsp;&nbsp; 2121382<br> <sup>(d)</sup><br>|
|  | RHP Hotel Properties LP/RHP Finance Corp. |  |
| 395000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/1/2032 | &nbsp;&nbsp; 408490<br> <sup>(d)</sup><br>|
| 660000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2033 | &nbsp;&nbsp; 684151<br> <sup>(d)</sup><br>|
| 1915000 | RLJ Lodging Trust LP, 4.00%, due 9/15/2029 | &nbsp;&nbsp; 1817258<br> <sup>(d)</sup><br>|
|  | Starwood Property Trust, Inc. |  |
| 605000 | &nbsp;&nbsp;&nbsp; 7.25%, due 4/1/2029 | &nbsp;&nbsp; 638047<br> <sup>(d)</sup><br>|
| 4430000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/1/2030 | &nbsp;&nbsp; 4613247<br> <sup>(d)</sup><br>|
| 3000000 | Unibail-Rodamco-Westfield SE, 4.88%, due 7/4/2030 | &nbsp;&nbsp; 3660182<br> <sup>(l)(m)(n)</sup><br>|
| $660000 | XHR LP, 6.63%, due 5/15/2030 | &nbsp;&nbsp; 681616<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **34035559** |
| **Retail 0.6%** | **Retail 0.6%** | **Retail 0.6%** |
|  | B&M European Value Retail SA |  |
| 1232000 | &nbsp;&nbsp;&nbsp; 8.13%, due 11/15/2030 | &nbsp;&nbsp; 1759726<br> <sup>(n)</sup><br>|
| 798000 | &nbsp;&nbsp;&nbsp; 6.50%, due 11/27/2031 | &nbsp;&nbsp; 1072001<br> <sup>(n)</sup><br>|
| 1948000 | Boots Group Finco LP, 7.38%, due 8/31/2032 | &nbsp;&nbsp; 2758631<br> <sup>(n)</sup><br>|
| 1204000 | Bubbles Bidco SPA, 6.50%, due 9/30/2031 | &nbsp;&nbsp; 1464558<br> <sup>(n)</sup><br>|
| 1553000 | CD&R Firefly Bidco PLC, 8.63%, due 4/30/2029 | &nbsp;&nbsp; 2222193<br> <sup>(n)</sup><br>|
| 3251000 | Ceconomy AG, 6.25%, due 7/15/2029 | &nbsp;&nbsp; 4026899<br> <sup>(n)</sup><br>|
| $200000 | CK Hutchison International 23 Ltd., 4.75%, due 4/21/2028 | &nbsp;&nbsp; 202943<br> <sup>(d)</sup><br>|
| 203000 | CK Hutchison International 24 Ltd., 5.38%, due 4/26/2029 | &nbsp;&nbsp; 210463<br> <sup>(d)</sup><br>|
| 2260000 | Cougar JV Subsidiary LLC, 8.00%, due 5/15/2032 | &nbsp;&nbsp; 2415074<br> <sup>(d)</sup><br>|
| 2087000 | Dufry One BV, 4.50%, due 5/23/2032 | &nbsp;&nbsp; 2544973<br> <sup>(n)</sup><br>|
| 1989000 | Fnac Darty SA, 6.00%, due 4/1/2029 | &nbsp;&nbsp; 2437819<br> <sup>(n)</sup><br>|
| 2208000 | Fressnapf Holding SE, 5.25%, due 10/31/2031 | &nbsp;&nbsp; 2628692<br> <sup>(n)</sup><br>|
| 880000 | Goldstory SAS, 6.75%, due 2/1/2030 | &nbsp;&nbsp; 1027019<br> <sup>(n)</sup><br>|
|  | Group 1 Automotive, Inc. |  |
| $650000 | &nbsp;&nbsp;&nbsp; 4.00%, due 8/15/2028 | &nbsp;&nbsp; 635650<br> <sup>(d)</sup><br>|
| 1240000 | &nbsp;&nbsp;&nbsp; 6.38%, due 1/15/2030 | &nbsp;&nbsp; 1272886<br> <sup>(d)</sup><br>|
|  | LCM Investments Holdings II LLC |  |
| 685000 | &nbsp;&nbsp;&nbsp; 4.88%, due 5/1/2029 | &nbsp;&nbsp; 674988<br> <sup>(d)</sup><br>|
| 1515000 | &nbsp;&nbsp;&nbsp; 8.25%, due 8/1/2031 | &nbsp;&nbsp; 1595987<br> <sup>(d)</sup><br>|
| 645000 | Macy's Retail Holdings LLC, 7.38%, due 8/1/2033 | &nbsp;&nbsp; 681102<br> <sup>(d)</sup><br>|
|  | Michaels Cos., Inc. |  |
| 1445000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/1/2028 | &nbsp;&nbsp; 1429240<br> <sup>(d)</sup><br>|
| 835000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/1/2029 | &nbsp;&nbsp; 813548<br> <sup>(d)</sup><br>|
| 1525000 | Petco Health & Wellness Co., Inc., 8.25%, due 2/1/2031 | &nbsp;&nbsp; 1528994<br> <sup>(d)(j)</sup><br>|
|  | PetSmart LLC/PetSmart Finance Corp. |  |
| 1950000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/15/2032 | &nbsp;&nbsp; 1999649<br> <sup>(d)</sup><br>|
| 945000 | &nbsp;&nbsp;&nbsp; 10.00%, due 9/15/2033 | &nbsp;&nbsp; 983327<br> <sup>(d)</sup><br>|
| 1000000 | Punch Finance PLC, 7.88%, due 12/30/2030 | &nbsp;&nbsp; 1411143<br> <sup>(n)</sup><br>|
| $2745000 | QXO Building Products, Inc., 6.75%, due 4/30/2032 | &nbsp;&nbsp; 2828668<br> <sup>(d)</sup><br>|
| 1000000 | Staples, Inc., 10.75%, due 9/1/2029 | &nbsp;&nbsp; 982633<br> <sup>(d)</sup><br>|
| 906000 | Waga Bondco Ltd., 8.50%, due 6/15/2030 | &nbsp;&nbsp; 1095998<br> <sup>(n)</sup><br>|
| $2540000 | White Cap Supply Holdings LLC, 7.38%, due 11/15/2030 | &nbsp;&nbsp; 2638255<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **45343059** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Savings & Loans 0.1%** | **Savings & Loans 0.1%** | **Savings & Loans 0.1%** |
|  | Nationwide Building Society |  |
| 100000 | &nbsp;&nbsp;&nbsp; 4.00%, due 3/18/2028 | &nbsp;&nbsp; $120439<br> <sup>(l)(n)</sup><br>|
| $5600000 | &nbsp;&nbsp;&nbsp; 5.54%, due 7/14/2036 | &nbsp;&nbsp; 5760638<br> <sup>(d)(l)</sup><br>|
|  |  | &nbsp;&nbsp; **5881077** |
| **Semiconductors 0.1%** | **Semiconductors 0.1%** | **Semiconductors 0.1%** |
| 2535000 | Amkor Technology, Inc., 5.88%, due 10/1/2033 | &nbsp;&nbsp; 2583429<br> <sup>(d)</sup><br>|
|  | Intel Corp. |  |
| 570000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/10/2026 | &nbsp;&nbsp; 570034 |
| 1075000 | &nbsp;&nbsp;&nbsp; 4.90%, due 8/5/2052 | &nbsp;&nbsp; 902988 |
| 1925000 | &nbsp;&nbsp;&nbsp; 5.60%, due 2/21/2054 | &nbsp;&nbsp; 1804676 |
| 200000 | SK Hynix, Inc., 6.38%, due 1/17/2028 | &nbsp;&nbsp; 208676<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **6069803** |
| **Software 0.3%** | **Software 0.3%** | **Software 0.3%** |
| 1780000 | AthenaHealth Group, Inc., 6.50%, due 2/15/2030 | &nbsp;&nbsp; 1726322<br> <sup>(d)</sup><br>|
| 2170000 | Capstone Borrower, Inc., 8.00%, due 6/15/2030 | &nbsp;&nbsp; 2017455<br> <sup>(d)</sup><br>|
|  | Cloud Software Group, Inc. |  |
| 1370000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/31/2029 | &nbsp;&nbsp; 1361461<br> <sup>(d)</sup><br>|
| 1800000 | &nbsp;&nbsp;&nbsp; 9.00%, due 9/30/2029 | &nbsp;&nbsp; 1817588<br> <sup>(d)</sup><br>|
| 1900000 | &nbsp;&nbsp;&nbsp; 8.25%, due 6/30/2032 | &nbsp;&nbsp; 1932458<br> <sup>(d)</sup><br>|
| 465000 | &nbsp;&nbsp;&nbsp; 6.63%, due 8/15/2033 | &nbsp;&nbsp; 445743<br> <sup>(d)</sup><br>|
| 1045000 | CoreWeave, Inc., 9.00%, due 2/1/2031 | &nbsp;&nbsp; 1016010<br> <sup>(d)</sup><br>|
| 780000 | Ellucian Holdings, Inc., 6.50%, due 12/1/2029 | &nbsp;&nbsp; 767562<br> <sup>(d)</sup><br>|
| 1180000 | Fair Isaac Corp., 6.00%, due 5/15/2033 | &nbsp;&nbsp; 1202343<br> <sup>(d)</sup><br>|
|  | Oracle Corp. |  |
| 950000 | &nbsp;&nbsp;&nbsp; 1.65%, due 3/25/2026 | &nbsp;&nbsp; 946639 |
| 600000 | &nbsp;&nbsp;&nbsp; (Secured Overnight Financing Rate + 0.76%), 4.60%, due 8/3/2028 | &nbsp;&nbsp; 590058<br> <sup>(f)</sup><br>|
| 935000 | &nbsp;&nbsp;&nbsp; 5.20%, due 9/26/2035 | &nbsp;&nbsp; 891051 |
| 1455000 | &nbsp;&nbsp;&nbsp; 5.95%, due 9/26/2055 | &nbsp;&nbsp; 1282980 |
| 940000 | TeamSystem SpA, 5.00%, due 7/1/2031 | &nbsp;&nbsp; 1101461<br> <sup>(n)</sup><br>|
| $2175000 | UKG, Inc., 6.88%, due 2/1/2031 | &nbsp;&nbsp; 2173247<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **19272378** |
| **Telecommunications 2.0%** | **Telecommunications 2.0%** | **Telecommunications 2.0%** |
|  | Altice France SA |  |
| 921494 | &nbsp;&nbsp;&nbsp; 4.75%, due 10/15/2030 | &nbsp;&nbsp; 1053772<br> <sup>(n)</sup><br>|
| $1578263 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/15/2030 | &nbsp;&nbsp; 1551611<br> <sup>(d)</sup><br>|
| 3566313 | &nbsp;&nbsp;&nbsp; 5.50%, due 10/15/2031 | &nbsp;&nbsp; 4095271<br> <sup>(n)</sup><br>|
| $650000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2031 | &nbsp;&nbsp; 633634<br> <sup>(d)</sup><br>|
| 1165000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2032 | &nbsp;&nbsp; 1137867<br> <sup>(d)</sup><br>|
| 910000 | &nbsp;&nbsp;&nbsp; 6.88%, due 7/15/2032 | &nbsp;&nbsp; 888654<br> <sup>(d)</sup><br>|
|  | AT&T, Inc. |  |
| 1470000 | &nbsp;&nbsp;&nbsp; 1.70%, due 3/25/2026 | &nbsp;&nbsp; 1465545 |
| 9115000 | &nbsp;&nbsp;&nbsp; 1.65%, due 2/1/2028 | &nbsp;&nbsp; 8714363 |
|  | Bell Telephone Co. of Canada or Bell Canada |  |
| 5315000 | &nbsp;&nbsp;&nbsp; 6.88%, due 9/15/2055 | &nbsp;&nbsp; 5506701<br> <sup>(l)</sup><br>|
| 2000000 | &nbsp;&nbsp;&nbsp; 7.00%, due 9/15/2055 | &nbsp;&nbsp; 2097660<br> <sup>(l)</sup><br>|
|  | British Telecommunications PLC |  |
| 1744000 | &nbsp;&nbsp;&nbsp; 5.13%, due 10/3/2054 | &nbsp;&nbsp; 2156455<br> <sup>(l)(n)</sup><br>|
| 1535000 | &nbsp;&nbsp;&nbsp; 8.38%, due 12/20/2083 | &nbsp;&nbsp; 2263794<br> <sup>(l)(n)</sup><br>|
| $1085000 | Cipher Compute LLC, 7.13%, due 11/15/2030 | &nbsp;&nbsp; 1117996<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Telecommunications – cont'd** | **Telecommunications – cont'd** | **Telecommunications – cont'd** |
| $200000 | Digicel International Finance Ltd./Difl U.S. LLC, 8.63%, due 8/1/2032 | &nbsp;&nbsp; $207945<br> <sup>(d)</sup><br>|
|  | EchoStar Corp. |  |
| 3105000 | &nbsp;&nbsp;&nbsp; 10.75%, due 11/30/2029 | &nbsp;&nbsp; 3403763 |
| 1588950 | &nbsp;&nbsp;&nbsp; 6.75% Cash/6.75% PIK, due 11/30/2030 | &nbsp;&nbsp; 1617135<br> <sup>(o)</sup><br>|
| 820000 | eircom Finance DAC, 5.00%, due 4/30/2031 | &nbsp;&nbsp; 989139<br> <sup>(n)</sup><br>|
| 2300000 | Eutelsat SA, 2.25%, due 7/13/2027 | &nbsp;&nbsp; 2709427<br> <sup>(n)</sup><br>|
|  | Fibercop SpA |  |
| 897000 | &nbsp;&nbsp;&nbsp; 6.88%, due 2/15/2028 | &nbsp;&nbsp; 1128594<br> <sup>(n)</sup><br>|
| 2771000 | &nbsp;&nbsp;&nbsp; 7.88%, due 7/31/2028 | &nbsp;&nbsp; 3599308<br> <sup>(n)</sup><br>|
| 2422000 | &nbsp;&nbsp;&nbsp; 1.63%, due 1/18/2029 | &nbsp;&nbsp; 2718807 |
| $1380000 | &nbsp;&nbsp;&nbsp; 6.38%, due 11/15/2033 | &nbsp;&nbsp; 1397609<br> <sup>(d)</sup><br>|
| 830000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/30/2034 | &nbsp;&nbsp; 806007<br> <sup>(d)</sup><br>|
| 580000 | &nbsp;&nbsp;&nbsp; 7.20%, due 7/18/2036 | &nbsp;&nbsp; 586856<br> <sup>(d)</sup><br>|
|  | Iliad Holding SAS |  |
| 3210000 | &nbsp;&nbsp;&nbsp; 5.63%, due 10/15/2028 | &nbsp;&nbsp; 3858109<br> <sup>(n)</sup><br>|
| $720000 | &nbsp;&nbsp;&nbsp; 7.00%, due 10/15/2028 | &nbsp;&nbsp; 728265<br> <sup>(d)</sup><br>|
| 1420000 | &nbsp;&nbsp;&nbsp; 6.88%, due 4/15/2031 | &nbsp;&nbsp; 1794492<br> <sup>(n)</sup><br>|
| $655000 | &nbsp;&nbsp;&nbsp; 8.50%, due 4/15/2031 | &nbsp;&nbsp; 701387<br> <sup>(d)</sup><br>|
| 1220000 | &nbsp;&nbsp;&nbsp; 7.00%, due 4/15/2032 | &nbsp;&nbsp; 1250451<br> <sup>(d)</sup><br>|
| 1280000 | Koninklijke KPN NV, 4.88%, due 6/18/2029 | &nbsp;&nbsp; 1576520<br> <sup>(l)(m)(n)</sup><br>|
|  | Level 3 Financing, Inc. |  |
| $225000 | &nbsp;&nbsp;&nbsp; 3.75%, due 7/15/2029 | &nbsp;&nbsp; 207563<br> <sup>(d)</sup><br>|
| 1490000 | &nbsp;&nbsp;&nbsp; 6.88%, due 6/30/2033 | &nbsp;&nbsp; 1535432<br> <sup>(d)</sup><br>|
| 2730000 | &nbsp;&nbsp;&nbsp; 7.00%, due 3/31/2034 | &nbsp;&nbsp; 2827748<br> <sup>(d)</sup><br>|
| 1115000 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/15/2036 | &nbsp;&nbsp; 1141463<br> <sup>(d)</sup><br>|
| 946638 | Lorca Telecom Bondco SA, 4.00%, due 9/18/2027 | &nbsp;&nbsp; 1122631<br> <sup>(n)</sup><br>|
| $480000 | Lumen Technologies, Inc., 4.50%, due 1/15/2029 | &nbsp;&nbsp; 450123<br> <sup>(d)</sup><br>|
| 800000 | Odido Group Holding BV, 5.50%, due 1/15/2030 | &nbsp;&nbsp; 956451<br> <sup>(n)</sup><br>|
| 2720000 | Odido Holding BV, 3.75%, due 1/15/2029 | &nbsp;&nbsp; 3226987<br> <sup>(n)</sup><br>|
| $5515000 | Ooredoo International Finance Ltd., 4.63%, due 10/10/2034 | &nbsp;&nbsp; 5505989<br> <sup>(n)</sup><br>|
| 2105000 | Oztel Holdings SPC Ltd., 6.63%, due 4/24/2028 | &nbsp;&nbsp; 2185251<br> <sup>(d)</sup><br>|
| 1476000 | PLT VII Finance SARL, 6.00%, due 6/15/2031 | &nbsp;&nbsp; 1816458<br> <sup>(n)</sup><br>|
| 2600000 | Proximus SADP, 4.75%, due 7/2/2031 | &nbsp;&nbsp; 3160617<br> <sup>(l)(m)(n)</sup><br>|
|  | Rogers Communications, Inc. |  |
| $6395000 | &nbsp;&nbsp;&nbsp; 7.00%, due 4/15/2055 | &nbsp;&nbsp; 6633354<br> <sup>(l)</sup><br>|
| 6890000 | &nbsp;&nbsp;&nbsp; 7.13%, due 4/15/2055 | &nbsp;&nbsp; 7225179<br> <sup>(l)</sup><br>|
|  | SoftBank Group Corp. |  |
| 1115000 | &nbsp;&nbsp;&nbsp; 5.25%, due 10/10/2029 | &nbsp;&nbsp; 1345630<br> <sup>(n)</sup><br>|
| 1460000 | &nbsp;&nbsp;&nbsp; 5.88%, due 7/10/2031 | &nbsp;&nbsp; 1781315<br> <sup>(n)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/29/2062 | &nbsp;&nbsp; 108550<br> <sup>(l)(n)</sup><br>|
| $200000 | STC Sukuk Co. II Ltd., 4.49%, due 1/15/2031 | &nbsp;&nbsp; 199622<br> <sup>(d)</sup><br>|
| 835000 | Sunrise HoldCo IV BV, 3.88%, due 6/15/2029 | &nbsp;&nbsp; 986078<br> <sup>(n)</sup><br>|
|  | Telecom Italia SpA |  |
| 1153000 | &nbsp;&nbsp;&nbsp; 6.88%, due 2/15/2028 | &nbsp;&nbsp; 1460908<br> <sup>(n)</sup><br>|
| 968000 | &nbsp;&nbsp;&nbsp; 7.88%, due 7/31/2028 | &nbsp;&nbsp; 1272192<br> <sup>(n)</sup><br>|
| 795000 | &nbsp;&nbsp;&nbsp; 1.63%, due 1/18/2029 | &nbsp;&nbsp; 905234<br> <sup>(n)</sup><br>|
|  | Telefonica Europe BV |  |
| 1000000 | &nbsp;&nbsp;&nbsp; 6.14%, due 2/3/2030 | &nbsp;&nbsp; 1272390<br> <sup>(l)(m)(n)</sup><br>|
| 1800000 | &nbsp;&nbsp;&nbsp; 6.75%, due 6/7/2031 | &nbsp;&nbsp; 2374106<br> <sup>(l)(m)(n)</sup><br>|
| 3200000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2032 | &nbsp;&nbsp; 4045924<br> <sup>(l)(m)(n)</sup><br>|
| 600000 | &nbsp;&nbsp;&nbsp; 2.88%, due 6/24/2027 | &nbsp;&nbsp; 705809<br> <sup>(l)(m)(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Telecommunications – cont'd** | **Telecommunications – cont'd** | **Telecommunications – cont'd** |
| $6160000 | TELUS Corp., 6.63%, due 6/9/2056 | &nbsp;&nbsp; $6187528<br> <sup>(l)</sup><br>|
| 885000 | T-Mobile USA, Inc., 2.63%, due 4/15/2026 | &nbsp;&nbsp; 882626 |
|  | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC |  |
| 1350000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2029 | &nbsp;&nbsp; 1312990<br> <sup>(d)</sup><br>|
| 550000 | &nbsp;&nbsp;&nbsp; 8.63%, due 6/15/2032 | &nbsp;&nbsp; 554125<br> <sup>(d)(j)</sup><br>|
| 680000 | Uniti Services LLC, 7.50%, due 10/15/2033 | &nbsp;&nbsp; 702068<br> <sup>(d)</sup><br>|
| 200000 | Veon Midco BV, 3.38%, due 11/25/2027 | &nbsp;&nbsp; 191376<br> <sup>(n)</sup><br>|
| 175553 | VF Ukraine PAT via VFU Funding PLC, 9.63%, due 2/11/2027 | &nbsp;&nbsp; 172506<br> <sup>(n)</sup><br>|
|  | Vmed O2 U.K. Financing I PLC |  |
| 3281000 | &nbsp;&nbsp;&nbsp; 4.50%, due 7/15/2031 | &nbsp;&nbsp; 3984857<br> <sup>(n)</sup><br>|
| 1470000 | &nbsp;&nbsp;&nbsp; 5.63%, due 4/15/2032 | &nbsp;&nbsp; 1718432<br> <sup>(n)</sup><br>|
|  | Vodafone Group PLC |  |
| $3715000 | &nbsp;&nbsp;&nbsp; 5.75%, due 6/28/2054 | &nbsp;&nbsp; 3610365 |
| 5501000 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/27/2080 | &nbsp;&nbsp; 6312553<br> <sup>(l)(n)</sup><br>|
| 4300000 | &nbsp;&nbsp;&nbsp; 6.50%, due 8/30/2084 | &nbsp;&nbsp; 5558993<br> <sup>(l)(n)</sup><br>|
| $2410000 | Windstream Services LLC/Windstream Escrow Finance Corp., 8.25%, due 10/1/2031 | &nbsp;&nbsp; 2524535<br> <sup>(d)</sup><br>|
| 1583284 | Zayo Group Holdings, Inc., 9.25%, due 3/9/2030 | &nbsp;&nbsp; 1546006<br> <sup>(d)</sup><br>|
| 1402200 | Zegona Finance PLC, 6.75%, due 7/15/2029 | &nbsp;&nbsp; 1743505<br> <sup>(n)</sup><br>|
|  |  | &nbsp;&nbsp; **153212606** |
| **Transportation 0.1%** | **Transportation 0.1%** | **Transportation 0.1%** |
| 1831000 | CMA CGM SA, 5.00%, due 1/15/2031 | &nbsp;&nbsp; 2161254<br> <sup>(n)</sup><br>|
| 2008000 | Edge Finco PLC, 8.13%, due 8/15/2031 | &nbsp;&nbsp; 2930060<br> <sup>(n)</sup><br>|
| 100000 | FedEx Corp., 4.13%, due 7/30/2037 | &nbsp;&nbsp; 118372 |
| 100000 | Mobico Group PLC, 4.88%, due 9/26/2031 | &nbsp;&nbsp; 100600<br> <sup>(n)</sup><br>|
| $426828 | MV24 Capital BV, 6.75%, due 6/1/2034 | &nbsp;&nbsp; 431810<br> <sup>(d)</sup><br>|
| 4830000 | XPO, Inc., 7.13%, due 2/1/2032 | &nbsp;&nbsp; 5077533<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **10819629** |
| **Trucking & Leasing 0.0%**<sup>‡</sup> | **Trucking & Leasing 0.0%**<sup>‡</sup> | **Trucking & Leasing 0.0%**<sup>‡</sup> |
|  | FTAI Aviation Investors LLC |  |
| 320000 | &nbsp;&nbsp;&nbsp; 7.88%, due 12/1/2030 | &nbsp;&nbsp; 339298<br> <sup>(d)</sup><br>|
| 325000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/1/2031 | &nbsp;&nbsp; 341954<br> <sup>(d)</sup><br>|
| 1235000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/15/2032 | &nbsp;&nbsp; 1299760<br> <sup>(d)</sup><br>|
|  |  | &nbsp;&nbsp; **1981012** |
| **Water 0.2%** | **Water 0.2%** | **Water 0.2%** |
| 2835000 | Holding d'Infrastructures des Metiers de l'Environnement SAS, 4.88%, due 10/24/2029 | &nbsp;&nbsp; 3498490<br> <sup>(n)</sup><br>|
|  | Veolia Environnement SA |  |
| 3000000 | &nbsp;&nbsp;&nbsp; 5.99%, due 11/22/2028 | &nbsp;&nbsp; 3795680<br> <sup>(l)(m)(n)</sup><br>|
| 1100000 | &nbsp;&nbsp;&nbsp; 2.50%, due 1/20/2029 | &nbsp;&nbsp; 1265156<br> <sup>(l)(m)(n)</sup><br>|
| 4100000 | &nbsp;&nbsp;&nbsp; 4.37%, due 5/20/2030 | &nbsp;&nbsp; 4984593<br> <sup>(l)(m)(n)</sup><br>|
|  |  | &nbsp;&nbsp; **13543919** |
| **Total Corporate Bonds (Cost $2,725,561,994)** | **Total Corporate Bonds (Cost $2,725,561,994)** | &nbsp;&nbsp; **2782757273** |
| **Loan Assignments**<sup>(f)</sup> **0.4%** | **Loan Assignments**<sup>(f)</sup> **0.4%** | **Loan Assignments**<sup>(f)</sup> **0.4%** |
| **Aerospace & Defense 0.0%**<sup>‡</sup> | **Aerospace & Defense 0.0%**<sup>‡</sup> | **Aerospace & Defense 0.0%**<sup>‡</sup> |
| $985000 | Peraton Corp., Term Loan B, (3 mo. USD Term SOFR + 3.75%), 7.52%, due 2/1/2028 | &nbsp;&nbsp; **908357** |
| **Building Products 0.0%**<sup>‡</sup> | **Building Products 0.0%**<sup>‡</sup> | **Building Products 0.0%**<sup>‡</sup> |
| 548044 | Jeld-Wen, Inc., Term Loan B, (1 mo. USD Term SOFR + 2.00%), 5.79%, due 7/28/2028 | &nbsp;&nbsp; **481763** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Capital Markets 0.0%**<sup>‡</sup> | **Capital Markets 0.0%**<sup>‡</sup> | **Capital Markets 0.0%**<sup>‡</sup> |
| $3960000 | &nbsp;&nbsp; Guggenheim Partners LLC, Term Loan B, (3 mo. USD Term SOFR + 2.50%), 6.17%, due <br> 11/26/2031<br>| &nbsp;&nbsp; **$3961980** |
| **Diversified Telecommunication Services 0.0%**<sup>‡</sup> | **Diversified Telecommunication Services 0.0%**<sup>‡</sup> | **Diversified Telecommunication Services 0.0%**<sup>‡</sup> |
| 1875000 | Lumen Technologies, Inc., Term Loan B1, (1 mo. USD Term SOFR), due 4/16/2029 | &nbsp;&nbsp; 1868906<br> <sup>(h)(r)</sup><br>|
| 1101345 | &nbsp;&nbsp; Zayo Group Holdings, Inc., Term Loan, (1 mo. USD Term SOFR + 0.50%, 1 mo. USD Term <br> SOFR + 3.00%), 0.50% – 6.79%, due 3/11/2030<br>| &nbsp;&nbsp; 1058976<br> <sup>(s)</sup><br>|
|  |  | &nbsp;&nbsp; **2927882** |
| **Entertainment 0.1%** | **Entertainment 0.1%** | **Entertainment 0.1%** |
| 3960100 | &nbsp;&nbsp; TKO Worldwide Holdings LLC, Term Loan, (3 mo. USD Term SOFR + 2.00%), 5.87%, due <br> 11/21/2031<br>| &nbsp;&nbsp; **3964892** |
| **Health Care Providers & Services 0.0%**<sup>‡</sup> | **Health Care Providers & Services 0.0%**<sup>‡</sup> | **Health Care Providers & Services 0.0%**<sup>‡</sup> |
| 249788 | Summit Behavioral Healthcare LLC, Term Loan, (1 mo. USD Term SOFR), due 12/31/2029 | &nbsp;&nbsp; **207741**<br> <sup>(h)(r)</sup><br>|
| **Health Care Technology 0.1%** | **Health Care Technology 0.1%** | **Health Care Technology 0.1%** |
| 5000000 | Hologic, Inc., Term Loan B, (1 mo. USD Term SOFR), due 1/14/2033 | &nbsp;&nbsp; **4961900**<br> <sup>(h)(r)</sup><br>|
| **Machinery 0.1%** | **Machinery 0.1%** | **Machinery 0.1%** |
| 6425181 | &nbsp;&nbsp; EMRLD Borrower LP, Term Loan B, (6 mo. USD Term SOFR + 2.25%), 6.12%, due <br> 8/4/2031<br>| &nbsp;&nbsp; **6413166** |
| **Media 0.1%** | **Media 0.1%** | **Media 0.1%** |
| 6248222 | &nbsp;&nbsp; Charter Communications Operating LLC, Term Loan B5, (3 mo. USD Term SOFR + <br> 2.25%), 5.91%, due 12/15/2031<br>| &nbsp;&nbsp; **6237600** |
| **Oil, Gas & Consumable Fuels 0.0%**<sup>‡</sup> | **Oil, Gas & Consumable Fuels 0.0%**<sup>‡</sup> | **Oil, Gas & Consumable Fuels 0.0%**<sup>‡</sup> |
| 3878093 | &nbsp;&nbsp; New Fortress Energy, Inc., Term Loan B, (3 mo. USD Term SOFR + 5.50%), 9.24%, due <br> 10/30/2028<br>| &nbsp;&nbsp; **1507609**<br> <sup>(q)</sup><br>|
| **Total Loan Assignments (Cost $32,370,955)** | **Total Loan Assignments (Cost $32,370,955)** | &nbsp;&nbsp; **31572890** |
| **Foreign Government Securities 8.4%** | **Foreign Government Securities 8.4%** | **Foreign Government Securities 8.4%** |
|  | Angolan Government International Bonds |  |
| 2105000 | &nbsp;&nbsp;&nbsp; 8.00%, due 11/26/2029 | &nbsp;&nbsp; 2064512<br> <sup>(d)</sup><br>|
| 820000 | &nbsp;&nbsp;&nbsp; 9.24%, due 1/15/2031 | &nbsp;&nbsp; 825144<br> <sup>(d)</sup><br>|
| 760000 | &nbsp;&nbsp;&nbsp; 8.75%, due 4/14/2032 | &nbsp;&nbsp; 743418<br> <sup>(d)</sup><br>|
| 2620000 | &nbsp;&nbsp;&nbsp; 9.88%, due 10/15/2035 | &nbsp;&nbsp; 2633260<br> <sup>(d)</sup><br>|
| 3740000 | &nbsp;&nbsp;&nbsp; 9.38%, due 5/8/2048 | &nbsp;&nbsp; 3324408<br> <sup>(d)</sup><br>|
| 1990000 | &nbsp;&nbsp;&nbsp; 9.13%, due 11/26/2049 | &nbsp;&nbsp; 1722418<br> <sup>(d)</sup><br>|
|  | Argentine Republic Government International Bonds |  |
| 242188 | &nbsp;&nbsp;&nbsp; 1.00%, due 7/9/2029 | &nbsp;&nbsp; 213125 |
| 277877 | &nbsp;&nbsp;&nbsp; 0.75%, due 7/9/2030 | &nbsp;&nbsp; 235084<br> <sup>(p)</sup><br>|
| 400000 | &nbsp;&nbsp;&nbsp; 4.13%, due 7/9/2035 | &nbsp;&nbsp; 309400<br> <sup>(p)</sup><br>|
|  | Autonomous Community of Catalonia |  |
| 4000000 | &nbsp;&nbsp;&nbsp; 5.48%, due 5/11/2029 | &nbsp;&nbsp; 5105443 |
| 8000000 | &nbsp;&nbsp;&nbsp; 5.66%, due 2/15/2033 | &nbsp;&nbsp; 10575120<br> <sup>(n)</sup><br>|
|  | Autonomous Community of Madrid |  |
| 4000000 | &nbsp;&nbsp;&nbsp; 3.60%, due 4/30/2033 | &nbsp;&nbsp; 4920004<br> <sup>(n)</sup><br>|
| 90000 | &nbsp;&nbsp;&nbsp; 3.46%, due 4/30/2034 | &nbsp;&nbsp; 109268<br> <sup>(n)</sup><br>|
| $200000 | Bahamas Government International Bonds, 8.95%, due 10/15/2032 | &nbsp;&nbsp; 225786<br> <sup>(n)</sup><br>|
| 200000 | Baiterek National Managing Holding JSC, 5.45%, due 5/8/2028 | &nbsp;&nbsp; 203620<br> <sup>(d)</sup><br>|
| 123000 | Bank Gospodarstwa Krajowego, 4.38%, due 3/13/2039 | &nbsp;&nbsp; 147563<br> <sup>(n)</sup><br>|
| 100000 | Banque et Caisse d'Epargne de l'Etat, 3.25%, due 3/19/2031 | &nbsp;&nbsp; 119710<br> <sup>(l)(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
| $500000 | Bermuda Government International Bonds, 3.72%, due 1/25/2027 | &nbsp;&nbsp; $497370<br> <sup>(n)</sup><br>|
| 330000 | BNG Bank NV, 2.50%, due 5/21/2030 | &nbsp;&nbsp; 390468<br> <sup>(n)</sup><br>|
|  | Brazil Government International Bonds |  |
| $2000000 | &nbsp;&nbsp;&nbsp; 6.13%, due 1/22/2032 | &nbsp;&nbsp; 2063120 |
| 1250000 | &nbsp;&nbsp;&nbsp; 6.00%, due 10/20/2033 | &nbsp;&nbsp; 1263250 |
| 800000 | &nbsp;&nbsp;&nbsp; 7.13%, due 5/13/2054 | &nbsp;&nbsp; 799472 |
| 9270000 | &nbsp;&nbsp;&nbsp; 7.25%, due 1/12/2056 | &nbsp;&nbsp; 9251460 |
|  | Brazil Notas do Tesouro Nacional |  |
| 13105000 | &nbsp;&nbsp;&nbsp; 10.00%, due 1/1/2029 | &nbsp;&nbsp; 2339070 |
| 6760000 | &nbsp;&nbsp;&nbsp; 10.00%, due 1/1/2031 | &nbsp;&nbsp; 1147391 |
| 2000000 | &nbsp;&nbsp;&nbsp; 10.00%, due 1/1/2033 | &nbsp;&nbsp; 325483 |
| 63020000 | &nbsp;&nbsp;&nbsp; 10.00%, due 1/1/2035 | &nbsp;&nbsp; 9988972 |
|  | Bulgaria Government International Bonds |  |
| 322000 | &nbsp;&nbsp;&nbsp; 3.63%, due 9/5/2032 | &nbsp;&nbsp; 393357<br> <sup>(n)</sup><br>|
| 90000 | &nbsp;&nbsp;&nbsp; 3.50%, due 5/7/2034 | &nbsp;&nbsp; 107650<br> <sup>(n)</sup><br>|
| 90000 | &nbsp;&nbsp;&nbsp; 3.38%, due 7/18/2035 | &nbsp;&nbsp; 105450<br> <sup>(n)</sup><br>|
| 113000 | &nbsp;&nbsp;&nbsp; 4.88%, due 5/13/2036 | &nbsp;&nbsp; 146941<br> <sup>(n)</sup><br>|
|  | Bundesrepublik Deutschland Bundesanleihe |  |
| 386218 | &nbsp;&nbsp;&nbsp; 0.00%, due 8/15/2031 | &nbsp;&nbsp; 400903<br> <sup>(n)</sup><br>|
| 295000 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/15/2032 | &nbsp;&nbsp; 301400<br> <sup>(n)</sup><br>|
| 43000 | &nbsp;&nbsp;&nbsp; 4.75%, due 7/4/2034 | &nbsp;&nbsp; 58773<br> <sup>(n)</sup><br>|
| 130000 | &nbsp;&nbsp;&nbsp; 1.00%, due 5/15/2038 | &nbsp;&nbsp; 121914<br> <sup>(n)</sup><br>|
| 136900 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/15/2046 | &nbsp;&nbsp; 141245<br> <sup>(n)</sup><br>|
| 118000 | &nbsp;&nbsp;&nbsp; 3.40%, due 5/15/2047 | &nbsp;&nbsp; 139982<br> <sup>(j)(n)</sup><br>|
| 171000 | &nbsp;&nbsp;&nbsp; 1.25%, due 8/15/2048 | &nbsp;&nbsp; 133654<br> <sup>(n)</sup><br>|
| 300000 | Cassa Depositi e Prestiti SpA, 2.00%, due 4/20/2027 | &nbsp;&nbsp; 354472<br> <sup>(n)</sup><br>|
| $9370000 | Chile Government International Bonds, 3.50%, due 1/31/2034 | &nbsp;&nbsp; 8586668 |
|  | Colombia Government International Bonds |  |
| 320000 | &nbsp;&nbsp;&nbsp; 5.38%, due 1/21/2029 | &nbsp;&nbsp; 318160 |
| 576000 | &nbsp;&nbsp;&nbsp; 7.38%, due 4/25/2030 | &nbsp;&nbsp; 602208 |
| 200000 | &nbsp;&nbsp;&nbsp; 3.13%, due 4/15/2031 | &nbsp;&nbsp; 172760 |
| 400000 | &nbsp;&nbsp;&nbsp; 7.50%, due 2/2/2034 | &nbsp;&nbsp; 417040 |
| 1177000 | &nbsp;&nbsp;&nbsp; 8.00%, due 11/14/2035 | &nbsp;&nbsp; 1256330 |
| 850000 | &nbsp;&nbsp;&nbsp; 7.75%, due 11/7/2036 | &nbsp;&nbsp; 887995 |
| 14350000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/7/2054 | &nbsp;&nbsp; 15157187 |
|  | Colombian TES |  |
| 8715500000 | &nbsp;&nbsp;&nbsp; 7.00%, due 6/30/2032 | &nbsp;&nbsp; 1780229 |
| 702400000 | &nbsp;&nbsp;&nbsp; 13.25%, due 2/9/2033 | &nbsp;&nbsp; 194227 |
| 11830100000 | &nbsp;&nbsp;&nbsp; 7.25%, due 10/18/2034 | &nbsp;&nbsp; 2316922 |
|  | Costa Rica Government International Bonds |  |
| 1521800000 | &nbsp;&nbsp;&nbsp; 10.58%, due 9/26/2029 | &nbsp;&nbsp; 3675495<br> <sup>(n)</sup><br>|
| 132500000 | &nbsp;&nbsp;&nbsp; 7.20%, due 7/27/2033 | &nbsp;&nbsp; 279621<br> <sup>(n)</sup><br>|
| 1300000000 | &nbsp;&nbsp;&nbsp; 7.20%, due 10/19/2033 | &nbsp;&nbsp; 2742410<br> <sup>(n)</sup><br>|
| $14120000 | &nbsp;&nbsp;&nbsp; 6.55%, due 4/3/2034 | &nbsp;&nbsp; 15286594<br> <sup>(d)</sup><br>|
| 21200000 | &nbsp;&nbsp;&nbsp; 11.27%, due 3/21/2035 | &nbsp;&nbsp; 59553<br> <sup>(n)</sup><br>|
| 1625000 | &nbsp;&nbsp;&nbsp; 7.16%, due 3/12/2045 | &nbsp;&nbsp; 1776872<br> <sup>(n)</sup><br>|
| 100000 | Croatia Government International Bonds, 3.25%, due 2/11/2037 | &nbsp;&nbsp; 115132<br> <sup>(n)</sup><br>|
| 120000 | Denmark Government International Bonds, 2.25%, due 10/2/2026 | &nbsp;&nbsp; 142398<br> <sup>(n)</sup><br>|
| $400000 | Development Bank of Mongolia LLC, 8.50%, due 7/3/2028 | &nbsp;&nbsp; 415199<br> <sup>(n)</sup><br>|
| 42000000 | Dominican Republic Central Bank Notes, 8.50%, due 10/1/2027 | &nbsp;&nbsp; 659554<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
|  | Dominican Republic International Bonds |  |
| $233333 | &nbsp;&nbsp;&nbsp; 8.63%, due 4/20/2027 | &nbsp;&nbsp; $239983<br> <sup>(n)</sup><br>|
| 1395000 | &nbsp;&nbsp;&nbsp; 7.05%, due 2/3/2031 | &nbsp;&nbsp; 1487767<br> <sup>(d)</sup><br>|
| 134350000 | &nbsp;&nbsp;&nbsp; 13.63%, due 2/3/2033 | &nbsp;&nbsp; 2593142<br> <sup>(n)</sup><br>|
| $1580000 | &nbsp;&nbsp;&nbsp; 5.88%, due 10/28/2035 | &nbsp;&nbsp; 1573253<br> <sup>(d)</sup><br>|
| 86800000 | &nbsp;&nbsp;&nbsp; 10.75%, due 6/1/2036 | &nbsp;&nbsp; 1511902<br> <sup>(n)</sup><br>|
| $10155000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/15/2037 | &nbsp;&nbsp; 10840462<br> <sup>(d)</sup><br>|
| 1310000 | &nbsp;&nbsp;&nbsp; 5.30%, due 1/21/2041 | &nbsp;&nbsp; 1188170<br> <sup>(d)</sup><br>|
| 2420000 | &nbsp;&nbsp;&nbsp; 6.85%, due 1/27/2045 | &nbsp;&nbsp; 2501070<br> <sup>(d)</sup><br>|
| 2155000 | &nbsp;&nbsp;&nbsp; 7.15%, due 2/24/2055 | &nbsp;&nbsp; 2302617<br> <sup>(d)</sup><br>|
| 1580000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/30/2060 | &nbsp;&nbsp; 1402250<br> <sup>(d)</sup><br>|
| 8595000 | Eagle Funding Luxco SARL, 5.50%, due 8/17/2030 | &nbsp;&nbsp; 8730973<br> <sup>(d)</sup><br>|
|  | Ecuador Government International Bonds |  |
| 750000 | &nbsp;&nbsp;&nbsp; 8.75%, due 1/29/2034 | &nbsp;&nbsp; 757500<br> <sup>(d)</sup><br>|
| 794797 | &nbsp;&nbsp;&nbsp; 6.90%, due 7/31/2035 | &nbsp;&nbsp; 724060<br> <sup>(d)</sup><br>|
|  | Egypt Government Bonds |  |
| 400000000 | &nbsp;&nbsp;&nbsp; 22.70%, due 12/2/2027 | &nbsp;&nbsp; 8540514 |
| 57000000 | &nbsp;&nbsp;&nbsp; 21.49%, due 12/2/2028 | &nbsp;&nbsp; 1221697 |
| 47000000 | &nbsp;&nbsp;&nbsp; 19.70%, due 10/14/2030 | &nbsp;&nbsp; 994964 |
|  | Egypt Government International Bonds |  |
| $320000 | &nbsp;&nbsp;&nbsp; 8.63%, due 2/4/2030 | &nbsp;&nbsp; 348318<br> <sup>(n)</sup><br>|
| 11975000 | &nbsp;&nbsp;&nbsp; 7.05%, due 1/15/2032 | &nbsp;&nbsp; 12103669<br> <sup>(d)</sup><br>|
| 4903000 | &nbsp;&nbsp;&nbsp; 9.45%, due 2/4/2033 | &nbsp;&nbsp; 5519176<br> <sup>(d)</sup><br>|
| 5405000 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2047 | &nbsp;&nbsp; 5234388<br> <sup>(d)</sup><br>|
| 1055000 | &nbsp;&nbsp;&nbsp; 8.88%, due 5/29/2050 | &nbsp;&nbsp; 1041806<br> <sup>(d)</sup><br>|
|  | El Salvador Government International Bonds |  |
| 251000 | &nbsp;&nbsp;&nbsp; 8.63%, due 2/28/2029 | &nbsp;&nbsp; 269476<br> <sup>(n)</sup><br>|
| 160000 | &nbsp;&nbsp;&nbsp; 0.25%, due 4/17/2030 | &nbsp;&nbsp; 4284<br> <sup>(d)</sup><br>|
| 160000 | &nbsp;&nbsp;&nbsp; 9.25%, due 4/17/2030 | &nbsp;&nbsp; 173200<br> <sup>(d)</sup><br>|
| 345000 | &nbsp;&nbsp;&nbsp; 9.50%, due 7/15/2052 | &nbsp;&nbsp; 391675<br> <sup>(d)</sup><br>|
| 3000 | Estonia Government International Bonds, 3.25%, due 1/17/2034 | &nbsp;&nbsp; 3560<br> <sup>(n)</sup><br>|
|  | European Union |  |
| 230000 | &nbsp;&nbsp;&nbsp; 2.00%, due 10/4/2027 | &nbsp;&nbsp; 272046<br> <sup>(n)</sup><br>|
| 350000 | &nbsp;&nbsp;&nbsp; 2.63%, due 7/4/2028 | &nbsp;&nbsp; 418616<br> <sup>(n)</sup><br>|
| 240000 | &nbsp;&nbsp;&nbsp; 3.13%, due 12/4/2030 | &nbsp;&nbsp; 291942<br> <sup>(n)</sup><br>|
| 180000 | &nbsp;&nbsp;&nbsp; 2.50%, due 12/4/2031 | &nbsp;&nbsp; 211281<br> <sup>(n)</sup><br>|
| 81000 | &nbsp;&nbsp;&nbsp; 2.75%, due 12/13/2032 | &nbsp;&nbsp; 95678<br> <sup>(n)</sup><br>|
| 60000 | &nbsp;&nbsp;&nbsp; 3.38%, due 10/4/2039 | &nbsp;&nbsp; 70031<br> <sup>(n)</sup><br>|
| 85000 | &nbsp;&nbsp;&nbsp; 3.75%, due 10/12/2045 | &nbsp;&nbsp; 99678<br> <sup>(n)</sup><br>|
| 124000 | &nbsp;&nbsp;&nbsp; 4.00%, due 10/12/2055 | &nbsp;&nbsp; 145586<br> <sup>(n)</sup><br>|
| 447142 | French Republic Government Bonds OAT, 1.25%, due 5/25/2038 | &nbsp;&nbsp; 402554<br> <sup>(n)</sup><br>|
| 167100 | French Republic Government Bonds OAT, Inflation-Linked, 0.60%, due 7/25/2034 | &nbsp;&nbsp; 187971<br> <sup>(c)(n)</sup><br>|
|  | Ghana Government International Bonds |  |
| $1600 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/3/2026 | &nbsp;&nbsp; 1561<br> <sup>(d)</sup><br>|
| 3218600 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/3/2029 | &nbsp;&nbsp; 3148117<br> <sup>(d)(p)</sup><br>|
| 175000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/3/2029 | &nbsp;&nbsp; 171487<br> <sup>(n)(p)</sup><br>|
| 7439 | &nbsp;&nbsp;&nbsp; 0.00%, due 1/3/2030 | &nbsp;&nbsp; 6504<br> <sup>(d)</sup><br>|
| 69600 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/3/2035 | &nbsp;&nbsp; 63459<br> <sup>(d)(p)</sup><br>|
|  | Guatemala Government Bonds |  |
| 3535000 | &nbsp;&nbsp;&nbsp; 6.25%, due 8/15/2036 | &nbsp;&nbsp; 3681738<br> <sup>(d)</sup><br>|
| 1150000 | &nbsp;&nbsp;&nbsp; 6.88%, due 8/15/2055 | &nbsp;&nbsp; 1226222<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
|  | Hellenic Republic Government Bonds |  |
| 79000 | &nbsp;&nbsp;&nbsp; 3.38%, due 6/15/2034 | &nbsp;&nbsp; $94746<br> <sup>(n)</sup><br>|
| 346000 | &nbsp;&nbsp;&nbsp; 4.38%, due 7/18/2038 | &nbsp;&nbsp; 440324<br> <sup>(n)</sup><br>|
| $200000 | Honduras Government International Bonds, 5.63%, due 6/24/2030 | &nbsp;&nbsp; 201070<br> <sup>(n)</sup><br>|
|  | Hungary Government Bonds |  |
| 1519340000 | &nbsp;&nbsp;&nbsp; 3.25%, due 10/22/2031 | &nbsp;&nbsp; 4051307 |
| 848260000 | &nbsp;&nbsp;&nbsp; 2.25%, due 6/22/2034 | &nbsp;&nbsp; 1928728 |
|  | Hungary Government International Bonds |  |
| 110000 | &nbsp;&nbsp;&nbsp; 4.25%, due 5/26/2033 | &nbsp;&nbsp; 131021<br> <sup>(n)</sup><br>|
| $1910000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/26/2036 | &nbsp;&nbsp; 1898123<br> <sup>(d)</sup><br>|
| 4000000 | Indonesia Government International Bonds, 4.63%, due 4/15/2043 | &nbsp;&nbsp; 3639432<br> <sup>(d)</sup><br>|
| 2625000 | Israel Government International Bonds, 5.88%, due 1/13/2056 | &nbsp;&nbsp; 2555972 |
|  | Italy Buoni Poliennali Del Tesoro |  |
| 92000 | &nbsp;&nbsp;&nbsp; 2.35%, due 1/15/2029 | &nbsp;&nbsp; 108940<br> <sup>(n)</sup><br>|
| 280000 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/1/2029 | &nbsp;&nbsp; 338062<br> <sup>(n)</sup><br>|
| 136000 | &nbsp;&nbsp;&nbsp; 3.15%, due 3/15/2033 | &nbsp;&nbsp; 161990<br> <sup>(n)</sup><br>|
| 211000 | &nbsp;&nbsp;&nbsp; 3.85%, due 2/1/2035 | &nbsp;&nbsp; 260559<br> <sup>(n)</sup><br>|
| 91000 | &nbsp;&nbsp;&nbsp; 3.65%, due 8/1/2035 | &nbsp;&nbsp; 110321<br> <sup>(n)</sup><br>|
| 130000 | &nbsp;&nbsp;&nbsp; 3.60%, due 10/1/2035 | &nbsp;&nbsp; 156622<br> <sup>(n)</sup><br>|
| 209000 | &nbsp;&nbsp;&nbsp; 1.45%, due 3/1/2036 | &nbsp;&nbsp; 205958<br> <sup>(n)</sup><br>|
| 109000 | &nbsp;&nbsp;&nbsp; 4.05%, due 10/30/2037 | &nbsp;&nbsp; 134967<br> <sup>(n)</sup><br>|
| 453000 | &nbsp;&nbsp;&nbsp; 4.15%, due 10/1/2039 | &nbsp;&nbsp; 559392<br> <sup>(n)</sup><br>|
| 837000 | &nbsp;&nbsp;&nbsp; 3.85%, due 10/1/2040 | &nbsp;&nbsp; 994270<br> <sup>(n)</sup><br>|
| 243000 | &nbsp;&nbsp;&nbsp; 1.80%, due 3/1/2041 | &nbsp;&nbsp; 220015<br> <sup>(n)</sup><br>|
| 79000 | &nbsp;&nbsp;&nbsp; 4.65%, due 10/1/2055 | &nbsp;&nbsp; 98491<br> <sup>(n)</sup><br>|
|  | Italy Buoni Poliennali Del Tesoro, Inflation-Linked |  |
| 75866 | &nbsp;&nbsp;&nbsp; 2.00%, due 3/14/2028 | &nbsp;&nbsp; 92061<br> <sup>(c)(n)</sup><br>|
| 117209 | &nbsp;&nbsp;&nbsp; 1.50%, due 5/15/2029 | &nbsp;&nbsp; 142689<br> <sup>(c)(n)</sup><br>|
|  | Ivory Coast Government International Bonds |  |
| 636000 | &nbsp;&nbsp;&nbsp; 5.25%, due 3/22/2030 | &nbsp;&nbsp; 764942<br> <sup>(n)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 5.88%, due 10/17/2031 | &nbsp;&nbsp; 121392<br> <sup>(n)</sup><br>|
| $75050 | &nbsp;&nbsp;&nbsp; 5.75%, due 12/31/2032 | &nbsp;&nbsp; 74907<br> <sup>(n)</sup><br>|
| 1350000 | &nbsp;&nbsp;&nbsp; 7.63%, due 1/30/2033 | &nbsp;&nbsp; 1440663<br> <sup>(d)</sup><br>|
| 3715000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/15/2033 | &nbsp;&nbsp; 3666933<br> <sup>(d)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/15/2033 | &nbsp;&nbsp; 197412<br> <sup>(n)</sup><br>|
| 10300000 | &nbsp;&nbsp;&nbsp; 8.08%, due 4/1/2036 | &nbsp;&nbsp; 11002300<br> <sup>(d)</sup><br>|
| 6880000 | &nbsp;&nbsp;&nbsp; 8.25%, due 1/30/2037 | &nbsp;&nbsp; 7423129<br> <sup>(d)</sup><br>|
| 6128500000 | Japan Government Thirty Year Bonds, 3.20%, due 9/20/2055 | &nbsp;&nbsp; 36868658 |
|  | Kazakhstan Government Bonds |  |
| 1954502000 | &nbsp;&nbsp;&nbsp; 16.95%, due 10/9/2030 | &nbsp;&nbsp; 3907434 |
| 2424156000 | &nbsp;&nbsp;&nbsp; 10.69%, due 8/23/2033 | &nbsp;&nbsp; 3665203 |
| 9880000 | Kazakhstan Government International Bonds, 5.50%, due 7/1/2037 | &nbsp;&nbsp; 10028923<br> <sup>(d)</sup><br>|
|  | Kingdom of Belgium Government Bonds |  |
| 845000 | &nbsp;&nbsp;&nbsp; 3.10%, due 6/22/2035 | &nbsp;&nbsp; 988955<br> <sup>(n)</sup><br>|
| 172097 | &nbsp;&nbsp;&nbsp; 1.45%, due 6/22/2037 | &nbsp;&nbsp; 165347<br> <sup>(n)</sup><br>|
| $400000 | Korea Housing Finance Corp., 4.63%, due 2/24/2028 | &nbsp;&nbsp; 406050<br> <sup>(d)</sup><br>|
| 200000 | Korea Hydro & Nuclear Power Co. Ltd., 5.00%, due 7/18/2028 | &nbsp;&nbsp; 204564<br> <sup>(d)</sup><br>|
| 322000 | Korea National Oil Corp., 4.00%, due 9/29/2028 | &nbsp;&nbsp; 321095<br> <sup>(d)</sup><br>|
|  | Latvia Government International Bonds |  |
| 108000 | &nbsp;&nbsp;&nbsp; 2.88%, due 5/21/2030 | &nbsp;&nbsp; 128032<br> <sup>(n)</sup><br>|
| 123000 | &nbsp;&nbsp;&nbsp; 3.50%, due 10/2/2035 | &nbsp;&nbsp; 144215<br> <sup>(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
| 37000 | Lithuania Government International Bonds, 3.50%, due 2/13/2034 | &nbsp;&nbsp; $44263<br> <sup>(n)</sup><br>|
|  | Mexico Bonos |  |
| 6350000 | &nbsp;&nbsp;&nbsp; 8.50%, due 5/31/2029 | &nbsp;&nbsp; 369053 |
| 51140000 | &nbsp;&nbsp;&nbsp; 7.75%, due 5/29/2031 | &nbsp;&nbsp; 2856273 |
| 613550000 | &nbsp;&nbsp;&nbsp; 7.75%, due 11/23/2034 | &nbsp;&nbsp; 33123485 |
| 30550000 | &nbsp;&nbsp;&nbsp; 7.75%, due 11/13/2042 | &nbsp;&nbsp; 1525367 |
|  | Mexico Government International Bonds |  |
| 200000 | &nbsp;&nbsp;&nbsp; 3.88%, due 5/16/2031 | &nbsp;&nbsp; 237162 |
| $2550000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/22/2033 | &nbsp;&nbsp; 2511112 |
| 1750000 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/7/2036 | &nbsp;&nbsp; 1756562 |
| 100000 | &nbsp;&nbsp;&nbsp; 4.88%, due 5/16/2036 | &nbsp;&nbsp; 118422 |
| $23520000 | &nbsp;&nbsp;&nbsp; 6.13%, due 2/9/2038 | &nbsp;&nbsp; 23425920 |
| 3940000 | &nbsp;&nbsp;&nbsp; 6.34%, due 5/4/2053 | &nbsp;&nbsp; 3732362 |
| 1160000 | &nbsp;&nbsp;&nbsp; 6.40%, due 5/7/2054 | &nbsp;&nbsp; 1106698 |
| 1560000 | &nbsp;&nbsp;&nbsp; 7.38%, due 5/13/2055 | &nbsp;&nbsp; 1668264 |
|  | MFB Magyar Fejlesztesi Bank Zrt |  |
| 200000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/29/2028 | &nbsp;&nbsp; 207966<br> <sup>(n)</sup><br>|
| 100000 | &nbsp;&nbsp;&nbsp; 4.38%, due 6/27/2030 | &nbsp;&nbsp; 121286<br> <sup>(n)</sup><br>|
| 39200000 | Morocco Government Bonds, 3.05%, due 7/16/2040 | &nbsp;&nbsp; 4087781 |
| $21920000 | Morocco Government International Bonds, 6.50%, due 9/8/2033 | &nbsp;&nbsp; 23592208<br> <sup>(d)</sup><br>|
|  | Netherlands Government Bonds |  |
| 263397 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/15/2030 | &nbsp;&nbsp; 280712<br> <sup>(n)</sup><br>|
| 255658 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/15/2031 | &nbsp;&nbsp; 264306<br> <sup>(n)</sup><br>|
| 185000 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/15/2035 | &nbsp;&nbsp; 211782<br> <sup>(n)</sup><br>|
| 350633 | &nbsp;&nbsp;&nbsp; 4.00%, due 1/15/2037 | &nbsp;&nbsp; 452307<br> <sup>(n)</sup><br>|
| 6299315000 | Nigeria Government Bonds, 17.95%, due 6/25/2032 | &nbsp;&nbsp; 4617446 |
|  | Nigeria Government International Bonds |  |
| $460000 | &nbsp;&nbsp;&nbsp; 8.38%, due 3/24/2029 | &nbsp;&nbsp; 489262<br> <sup>(n)</sup><br>|
| 2700000 | &nbsp;&nbsp;&nbsp; 7.38%, due 9/28/2033 | &nbsp;&nbsp; 2727814<br> <sup>(d)</sup><br>|
| 1970000 | &nbsp;&nbsp;&nbsp; 8.63%, due 1/13/2036 | &nbsp;&nbsp; 2104510<br> <sup>(d)</sup><br>|
| 1460000 | &nbsp;&nbsp;&nbsp; 8.25%, due 9/28/2051 | &nbsp;&nbsp; 1432386<br> <sup>(d)</sup><br>|
|  | Nigeria OMO Bills |  |
| 1500000000 | &nbsp;&nbsp;&nbsp; 19.08%, due 7/21/2026 | &nbsp;&nbsp; 988239<br> <sup>(b)</sup><br>|
| 775000000 | &nbsp;&nbsp;&nbsp; 18.98%, due 9/22/2026 | &nbsp;&nbsp; 494035<br> <sup>(b)</sup><br>|
|  | Oman Government International Bonds |  |
| 9940000 | &nbsp;&nbsp;&nbsp; 6.00%, due 8/1/2029 | &nbsp;&nbsp; 10366397<br> <sup>(d)</sup><br>|
| 5105000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/25/2031 | &nbsp;&nbsp; 5426288<br> <sup>(d)</sup><br>|
| 935000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/8/2047 | &nbsp;&nbsp; 986694<br> <sup>(d)</sup><br>|
| 1745000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/25/2051 | &nbsp;&nbsp; 1948195<br> <sup>(d)</sup><br>|
|  | Panama Government International Bonds |  |
| 100000 | &nbsp;&nbsp;&nbsp; 8.88%, due 9/30/2027 | &nbsp;&nbsp; 106885 |
| 160000 | &nbsp;&nbsp;&nbsp; 9.38%, due 4/1/2029 | &nbsp;&nbsp; 181864 |
| 780000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/1/2031 | &nbsp;&nbsp; 858897 |
| 1675000 | &nbsp;&nbsp;&nbsp; 2.25%, due 9/29/2032 | &nbsp;&nbsp; 1381707 |
| 4985000 | &nbsp;&nbsp;&nbsp; 6.40%, due 2/14/2035 | &nbsp;&nbsp; 5213811 |
|  | Paraguay Government International Bonds |  |
| 11060000000 | &nbsp;&nbsp;&nbsp; 8.50%, due 3/4/2035 | &nbsp;&nbsp; 1630050<br> <sup>(n)</sup><br>|
| 1655000 | &nbsp;&nbsp;&nbsp; 5.40%, due 3/30/2050 | &nbsp;&nbsp; 1525678<br> <sup>(d)</sup><br>|
|  | Peru Government Bonds |  |
| 20854000 | &nbsp;&nbsp;&nbsp; 6.15%, due 8/12/2032 | &nbsp;&nbsp; 6738766 |
| 942000 | &nbsp;&nbsp;&nbsp; 5.40%, due 8/12/2034 | &nbsp;&nbsp; 279743 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
| 10267000 | Peruvian Government International Bonds, 6.90%, due 8/12/2037 | &nbsp;&nbsp; $3210411<br> <sup>(h)(n)</sup><br>|
|  | Portugal Obrigacoes do Tesouro OT |  |
| 82000 | &nbsp;&nbsp;&nbsp; 1.95%, due 6/15/2029 | &nbsp;&nbsp; 96312<br> <sup>(n)</sup><br>|
| 480000 | &nbsp;&nbsp;&nbsp; 1.65%, due 7/16/2032 | &nbsp;&nbsp; 533439<br> <sup>(n)</sup><br>|
| 127000 | &nbsp;&nbsp;&nbsp; 2.88%, due 10/14/2033 | &nbsp;&nbsp; 150341<br> <sup>(n)</sup><br>|
| 31000 | &nbsp;&nbsp;&nbsp; 3.63%, due 6/12/2054 | &nbsp;&nbsp; 34676<br> <sup>(n)</sup><br>|
|  | Province of Alberta |  |
| 8505000 | &nbsp;&nbsp;&nbsp; 3.45%, due 12/1/2043 | &nbsp;&nbsp; 5482513 |
| 8505000 | &nbsp;&nbsp;&nbsp; 3.10%, due 6/1/2050 | &nbsp;&nbsp; 4887884 |
| 29865000 | Province of British Columbia, 4.60%, due 6/18/2057 | &nbsp;&nbsp; 21966506 |
| 130000 | Province of Manitoba, 3.35%, due 2/4/2036 | &nbsp;&nbsp; 155052<br> <sup>(j)(n)</sup><br>|
|  | Province of Ontario |  |
| $1325000 | &nbsp;&nbsp;&nbsp; 4.45%, due 11/20/2035 | &nbsp;&nbsp; 1315017 |
| 10210000 | &nbsp;&nbsp;&nbsp; 2.90%, due 6/2/2049 | &nbsp;&nbsp; 5715695 |
| 21240000 | &nbsp;&nbsp;&nbsp; 2.65%, due 12/2/2050 | &nbsp;&nbsp; 11194735 |
| 11910000 | &nbsp;&nbsp;&nbsp; 1.90%, due 12/2/2051 | &nbsp;&nbsp; 5254342 |
| 8340000 | &nbsp;&nbsp;&nbsp; 4.15%, due 12/2/2054 | &nbsp;&nbsp; 5720493 |
| 14685000 | &nbsp;&nbsp;&nbsp; 4.60%, due 12/2/2055 | &nbsp;&nbsp; 10863546 |
| $1175000 | Province of Quebec, 3.88%, due 1/14/2031 | &nbsp;&nbsp; 1169545 |
| 101024 | Provincia de Buenos Aires Government Bonds, 6.63%, due 9/1/2037 | &nbsp;&nbsp; 81577<br> <sup>(n)</sup><br>|
|  | Qatar Government International Bonds |  |
| 6685000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/27/2035 | &nbsp;&nbsp; 6936876<br> <sup>(d)</sup><br>|
| 1270000 | &nbsp;&nbsp;&nbsp; 4.40%, due 4/16/2050 | &nbsp;&nbsp; 1098077<br> <sup>(d)</sup><br>|
|  | Region Wallonne Belgium |  |
| 700000 | &nbsp;&nbsp;&nbsp; 3.00%, due 12/6/2030 | &nbsp;&nbsp; 832407<br> <sup>(n)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 3.13%, due 6/22/2032 | &nbsp;&nbsp; 235724<br> <sup>(n)</sup><br>|
|  | Republic of Kenya Infrastructure Bonds |  |
| 500000000 | &nbsp;&nbsp;&nbsp; 12.50%, due 1/10/2033 | &nbsp;&nbsp; 3906581 |
| 300000000 | &nbsp;&nbsp;&nbsp; 14.40%, due 2/20/2040 | &nbsp;&nbsp; 2510689 |
| 180000000 | &nbsp;&nbsp;&nbsp; 12.97%, due 1/28/2041 | &nbsp;&nbsp; 1406535 |
|  | Republic of Poland Government Bonds |  |
| 3026000 | &nbsp;&nbsp;&nbsp; 4.75%, due 7/25/2029 | &nbsp;&nbsp; 872695 |
| 5058000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/25/2031 | &nbsp;&nbsp; 1430157 |
| 14657000 | &nbsp;&nbsp;&nbsp; 6.00%, due 10/25/2033 | &nbsp;&nbsp; 4430608 |
| 8810000 | &nbsp;&nbsp;&nbsp; 5.00%, due 10/25/2034 | &nbsp;&nbsp; 2484275 |
|  | Republic of Poland Government International Bonds |  |
| $95000 | &nbsp;&nbsp;&nbsp; 4.63%, due 3/18/2029 | &nbsp;&nbsp; 96761 |
| 190000 | &nbsp;&nbsp;&nbsp; 3.88%, due 7/7/2037 | &nbsp;&nbsp; 226078<br> <sup>(n)</sup><br>|
|  | Republic of South Africa Government Bonds |  |
| 24241794 | &nbsp;&nbsp;&nbsp; 8.00%, due 1/31/2030 | &nbsp;&nbsp; 1538774 |
| 26204993 | &nbsp;&nbsp;&nbsp; 8.25%, due 3/31/2032 | &nbsp;&nbsp; 1666357 |
| 35638725 | &nbsp;&nbsp;&nbsp; 8.88%, due 2/28/2035 | &nbsp;&nbsp; 2320783 |
| 9479631 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2037 | &nbsp;&nbsp; 588453 |
| 14525855 | &nbsp;&nbsp;&nbsp; 8.75%, due 1/31/2044 | &nbsp;&nbsp; 883971 |
|  | Republic of South Africa Government International Bonds |  |
| $5900000 | &nbsp;&nbsp;&nbsp; 7.10%, due 11/19/2036 | &nbsp;&nbsp; 6253186<br> <sup>(d)</sup><br>|
| 2840000 | &nbsp;&nbsp;&nbsp; 6.13%, due 12/11/2037 | &nbsp;&nbsp; 2755141<br> <sup>(d)</sup><br>|
| 1680000 | &nbsp;&nbsp;&nbsp; 5.65%, due 9/27/2047 | &nbsp;&nbsp; 1388237 |
| 880000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/30/2049 | &nbsp;&nbsp; 724744 |
| 4170000 | &nbsp;&nbsp;&nbsp; 7.95%, due 11/19/2054 | &nbsp;&nbsp; 4377427<br> <sup>(d)</sup><br>|
| 1310000 | &nbsp;&nbsp;&nbsp; 7.25%, due 12/11/2055 | &nbsp;&nbsp; 1271813<br> <sup>(d)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
|  | Republic of Uganda Government Bonds |  |
| 4338800000 | &nbsp;&nbsp;&nbsp; 14.25%, due 8/23/2029 | &nbsp;&nbsp; $1191426 |
| 4167900000 | &nbsp;&nbsp;&nbsp; 16.25%, due 11/8/2035 | &nbsp;&nbsp; 1199083 |
| 4137800000 | &nbsp;&nbsp;&nbsp; 15.80%, due 6/23/2039 | &nbsp;&nbsp; 1143639 |
| 9000000000 | Republic of Uzbekistan International Bonds, 16.25%, due 10/12/2026 | &nbsp;&nbsp; 759229<br> <sup>(n)</sup><br>|
|  | Romania Government Bonds |  |
| 7860000 | &nbsp;&nbsp;&nbsp; 4.85%, due 7/25/2029 | &nbsp;&nbsp; 1753127 |
| 3650000 | &nbsp;&nbsp;&nbsp; 6.70%, due 2/25/2032 | &nbsp;&nbsp; 857926 |
| 18715000 | &nbsp;&nbsp;&nbsp; 8.25%, due 9/29/2032 | &nbsp;&nbsp; 4751096 |
| 9750000 | &nbsp;&nbsp;&nbsp; 7.10%, due 7/31/2034 | &nbsp;&nbsp; 2338149 |
| 395000 | &nbsp;&nbsp;&nbsp; 4.75%, due 10/11/2034 | &nbsp;&nbsp; 80598 |
|  | Romania Government International Bonds |  |
| $234000 | &nbsp;&nbsp;&nbsp; 3.00%, due 2/27/2027 | &nbsp;&nbsp; 230692<br> <sup>(n)</sup><br>|
| 50000 | &nbsp;&nbsp;&nbsp; 2.88%, due 5/26/2028 | &nbsp;&nbsp; 59184<br> <sup>(n)</sup><br>|
| $390000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/30/2029 | &nbsp;&nbsp; 402564<br> <sup>(n)</sup><br>|
| 1530000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/16/2030 | &nbsp;&nbsp; 1578118<br> <sup>(d)</sup><br>|
| 228000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/16/2030 | &nbsp;&nbsp; 235162<br> <sup>(n)</sup><br>|
| 3630000 | &nbsp;&nbsp;&nbsp; 3.00%, due 2/14/2031 | &nbsp;&nbsp; 3308424<br> <sup>(n)</sup><br>|
| 210000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/22/2031 | &nbsp;&nbsp; 263134<br> <sup>(n)</sup><br>|
| 55000 | &nbsp;&nbsp;&nbsp; 2.00%, due 4/14/2033 | &nbsp;&nbsp; 54371<br> <sup>(n)</sup><br>|
| 176000 | &nbsp;&nbsp;&nbsp; 6.38%, due 9/18/2033 | &nbsp;&nbsp; 227921<br> <sup>(n)</sup><br>|
| 75000 | &nbsp;&nbsp;&nbsp; 6.25%, due 9/10/2034 | &nbsp;&nbsp; 95605<br> <sup>(n)</sup><br>|
| $1310000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/24/2035 | &nbsp;&nbsp; 1299209<br> <sup>(d)</sup><br>|
| 580000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/16/2036 | &nbsp;&nbsp; 606924<br> <sup>(d)</sup><br>|
| 90000 | &nbsp;&nbsp;&nbsp; 6.13%, due 10/7/2037 | &nbsp;&nbsp; 110873<br> <sup>(n)</sup><br>|
| 255000 | &nbsp;&nbsp;&nbsp; 6.75%, due 7/11/2039 | &nbsp;&nbsp; 325131<br> <sup>(n)</sup><br>|
|  | Saudi Government International Bonds |  |
| $200000 | &nbsp;&nbsp;&nbsp; 4.13%, due 1/12/2029 | &nbsp;&nbsp; 199595<br> <sup>(d)</sup><br>|
| 2285000 | &nbsp;&nbsp;&nbsp; 5.63%, due 1/13/2035 | &nbsp;&nbsp; 2397496<br> <sup>(d)</sup><br>|
| 1970000 | &nbsp;&nbsp;&nbsp; 4.88%, due 1/12/2036 | &nbsp;&nbsp; 1944372<br> <sup>(d)</sup><br>|
| 3995000 | &nbsp;&nbsp;&nbsp; 3.25%, due 11/17/2051 | &nbsp;&nbsp; 2587235<br> <sup>(d)</sup><br>|
| 1095000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/21/2055 | &nbsp;&nbsp; 763650<br> <sup>(d)</sup><br>|
| 2820000 | Serbia International Bonds, 6.00%, due 6/12/2034 | &nbsp;&nbsp; 2924962<br> <sup>(d)</sup><br>|
| 100000 | SFIL SA, 3.00%, due 5/23/2031 | &nbsp;&nbsp; 118953<br> <sup>(n)</sup><br>|
|  | Slovakia Government Bonds |  |
| 260000 | &nbsp;&nbsp;&nbsp; 3.63%, due 6/8/2033 | &nbsp;&nbsp; 317153<br> <sup>(n)</sup><br>|
| 200000 | &nbsp;&nbsp;&nbsp; 3.63%, due 11/4/2037 | &nbsp;&nbsp; 233563<br> <sup>(n)</sup><br>|
| 123000 | &nbsp;&nbsp;&nbsp; 3.75%, due 2/27/2040 | &nbsp;&nbsp; 142893<br> <sup>(n)</sup><br>|
|  | Spain Government Bonds |  |
| 910000 | &nbsp;&nbsp;&nbsp; 1.45%, due 10/31/2027 | &nbsp;&nbsp; 1066461<br> <sup>(n)</sup><br>|
| 214000 | &nbsp;&nbsp;&nbsp; 3.15%, due 4/30/2033 | &nbsp;&nbsp; 257395<br> <sup>(n)</sup><br>|
| 157000 | &nbsp;&nbsp;&nbsp; 3.55%, due 10/31/2033 | &nbsp;&nbsp; 193152<br> <sup>(n)</sup><br>|
| 130000 | &nbsp;&nbsp;&nbsp; 3.25%, due 4/30/2034 | &nbsp;&nbsp; 156147<br> <sup>(n)</sup><br>|
| 42000 | &nbsp;&nbsp;&nbsp; 3.20%, due 10/31/2035 | &nbsp;&nbsp; 49697<br> <sup>(n)</sup><br>|
| 110000 | &nbsp;&nbsp;&nbsp; 3.30%, due 4/30/2036 | &nbsp;&nbsp; 130750<br> <sup>(n)</sup><br>|
| 66000 | &nbsp;&nbsp;&nbsp; 0.85%, due 7/30/2037 | &nbsp;&nbsp; 59279<br> <sup>(n)</sup><br>|
| 13000 | &nbsp;&nbsp;&nbsp; 0.85%, due 7/30/2037 | &nbsp;&nbsp; 11676<br> <sup>(n)</sup><br>|
| 86000 | &nbsp;&nbsp;&nbsp; 3.50%, due 1/31/2041 | &nbsp;&nbsp; 99757<br> <sup>(n)</sup><br>|
| 29000 | &nbsp;&nbsp;&nbsp; 1.00%, due 7/30/2042 | &nbsp;&nbsp; 22897<br> <sup>(n)</sup><br>|
| 211000 | &nbsp;&nbsp;&nbsp; 4.00%, due 10/31/2054 | &nbsp;&nbsp; 246399<br> <sup>(n)</sup><br>|
| 315532 | Spain Government Bonds, Inflation-Linked, 1.00%, due 11/30/2030 | &nbsp;&nbsp; 380192<br> <sup>(c)(n)</sup><br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** | **Foreign Government Securities – cont'd** |
|  |  | Sri Lanka Government Bonds |  |
| LKR | 800000000 | &nbsp;&nbsp;&nbsp; 9.50%, due 3/1/2030 | &nbsp;&nbsp; $2572433 |
| LKR | 1550000000 | &nbsp;&nbsp;&nbsp; 10.75%, due 6/15/2034 | &nbsp;&nbsp; 4929952 |
|  |  | Sri Lanka Government International Bonds |  |
| $| 45760 | &nbsp;&nbsp;&nbsp; 4.00%, due 4/15/2028 | &nbsp;&nbsp; 44570<br> <sup>(d)</sup><br>|
|  | 52002 | &nbsp;&nbsp;&nbsp; 3.10%, due 1/15/2030 | &nbsp;&nbsp; 51285<br> <sup>(d)(p)</sup><br>|
|  | 102001 | &nbsp;&nbsp;&nbsp; 3.35%, due 3/15/2033 | &nbsp;&nbsp; 93535<br> <sup>(d)(p)</sup><br>|
|  | 68874 | &nbsp;&nbsp;&nbsp; 3.60%, due 6/15/2035 | &nbsp;&nbsp; 56477<br> <sup>(d)(p)</sup><br>|
|  | 47800 | &nbsp;&nbsp;&nbsp; 3.60%, due 5/15/2036 | &nbsp;&nbsp; 47214<br> <sup>(d)(p)</sup><br>|
|  | 95641 | &nbsp;&nbsp;&nbsp; 3.60%, due 2/15/2038 | &nbsp;&nbsp; 94684<br> <sup>(d)(p)</sup><br>|
|  |  | State of North Rhine-Westphalia |  |
| EUR | 224000 | &nbsp;&nbsp;&nbsp; 0.13%, due 6/4/2031 | &nbsp;&nbsp; 232193<br> <sup>(n)</sup><br>|
| EUR | 25000 | &nbsp;&nbsp;&nbsp; 3.80%, due 1/14/2056 | &nbsp;&nbsp; 29814<br> <sup>(n)</sup><br>|
| $| 2245000 | Trinidad & Tobago Government International Bonds, 6.50%, due 1/28/2036 | &nbsp;&nbsp; 2228162<br> <sup>(d)</sup><br>|
| TRY | 250000000 | Turkiye Government Bonds, 26.20%, due 10/5/2033 | &nbsp;&nbsp; 5395291 |
|  |  | Turkiye Government International Bonds |  |
| $| 200000 | &nbsp;&nbsp;&nbsp; 9.38%, due 3/14/2029 | &nbsp;&nbsp; 223112 |
|  | 1540000 | &nbsp;&nbsp;&nbsp; 7.13%, due 2/12/2032 | &nbsp;&nbsp; 1610387 |
|  | 2860000 | &nbsp;&nbsp;&nbsp; 5.75%, due 5/11/2047 | &nbsp;&nbsp; 2302514 |
|  |  | Turkiye Ihracat Kredi Bankasi AS |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; 9.00%, due 1/28/2027 | &nbsp;&nbsp; 209289<br> <sup>(d)</sup><br>|
|  | 259000 | &nbsp;&nbsp;&nbsp; 6.38%, due 10/3/2030 | &nbsp;&nbsp; 259781<br> <sup>(d)</sup><br>|
|  | 200000 | &nbsp;&nbsp;&nbsp; 6.38%, due 1/15/2031 | &nbsp;&nbsp; 199376<br> <sup>(d)</sup><br>|
|  |  | Ukraine Government International Bonds |  |
|  | 39872 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2029 | &nbsp;&nbsp; 30960<br> <sup>(n)(p)</sup><br>|
|  | 104581 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2030 | &nbsp;&nbsp; 66344<br> <sup>(d)(p)</sup><br>|
|  | 390805 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2034 | &nbsp;&nbsp; 190765<br> <sup>(d)(p)</sup><br>|
|  | 20347 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2034 | &nbsp;&nbsp; 9936<br> <sup>(n)(p)</sup><br>|
|  | 287180 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2034 | &nbsp;&nbsp; 180851<br> <sup>(d)(p)</sup><br>|
|  | 34888 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2034 | &nbsp;&nbsp; 21973<br> <sup>(n)(p)</sup><br>|
|  | 330258 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2035 | &nbsp;&nbsp; 186679<br> <sup>(d)(p)</sup><br>|
|  | 17194 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2035 | &nbsp;&nbsp; 9722<br> <sup>(n)(p)</sup><br>|
|  | 5870088 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2035 | &nbsp;&nbsp; 3631367<br> <sup>(d)(p)</sup><br>|
|  | 24920 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2035 | &nbsp;&nbsp; 15423<br> <sup>(n)(p)</sup><br>|
|  | 275215 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2036 | &nbsp;&nbsp; 154932<br> <sup>(d)(p)</sup><br>|
|  | 14329 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/1/2036 | &nbsp;&nbsp; 8070<br> <sup>(n)(p)</sup><br>|
|  | 957269 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/1/2036 | &nbsp;&nbsp; 582243<br> <sup>(d)(p)</sup><br>|
| GBP | 137657 | United Kingdom Gilt, 4.00%, due 10/22/2063 | &nbsp;&nbsp; 149739<br> <sup>(n)</sup><br>|
| $| 3500000 | Uruguay Government International Bonds, 5.10%, due 6/18/2050 | &nbsp;&nbsp; 3259025 |
|  | 400000 | Uzbekneftegaz JSC, 4.75%, due 11/16/2028 | &nbsp;&nbsp; 389010<br> <sup>(n)</sup><br>|
| EUR | 6000000 | Xunta de Galicia, 3.30%, due 4/30/2031 | &nbsp;&nbsp; 7285943<br> <sup>(n)</sup><br>|
| ZMW | 15128000 | Zambia Government Bonds, 13.00%, due 1/25/2031 | &nbsp;&nbsp; 689717 |
| $| 176765 | Zambia Government International Bonds, 5.75%, due 6/30/2033 | &nbsp;&nbsp; 172915<br> <sup>(n)(p)</sup><br>|
| **Total Foreign Government Securities (Cost $646,290,207)** | **Total Foreign Government Securities (Cost $646,290,207)** | **Total Foreign Government Securities (Cost $646,290,207)** | &nbsp;&nbsp; **657082528** |
| **Municipal Notes 0.5%** | **Municipal Notes 0.5%** | **Municipal Notes 0.5%** | **Municipal Notes 0.5%** |
| **California 0.1%** | **California 0.1%** | **California 0.1%** | **California 0.1%** |
|  | 1370000 | &nbsp;&nbsp; Bay Area Toll Authority Toll Bridge Revenue (Build America Bonds), Series 2010-S1, <br> 7.04%, due 4/1/2050<br>| &nbsp;&nbsp; 1557661 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **California – cont'd** | **California – cont'd** | **California – cont'd** | **California – cont'd** |
| $| 1370000 | &nbsp;&nbsp; California State General Obligation (Build America Bonds), Series 2010, 7.63%, due <br> 3/1/2040<br>| &nbsp;&nbsp; $1637220 |
|  | 2055000 | California State University Revenue Refunding, Series 2020-B, 2.98%, due 11/1/2051 | &nbsp;&nbsp; 1376852 |
|  | 2120000 | &nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency Toll Road Revenue Refunding, <br> Series 2019-A, (AG), 3.92%, due 1/15/2053<br>| &nbsp;&nbsp; 1648121 |
|  | 1105000 | &nbsp;&nbsp; Los Angeles Community College District General Obligation (Build America Bonds), <br> Series 2010, 6.75%, due 8/1/2049<br>| &nbsp;&nbsp; 1224528 |
|  | 1260000 | &nbsp;&nbsp; Santa Clara Valley Water District Revenue Refunding, Series 2025-B, 5.38%, due <br> 6/1/2043<br>| &nbsp;&nbsp; 1266321 |
|  | 1710000 | &nbsp;&nbsp; University of California Regents Medical Center Pooled Revenue, Series 2020-N, 3.01%, <br> due 5/15/2050<br>| &nbsp;&nbsp; 1145799 |
|  |  |  | &nbsp;&nbsp; **9856502** |
| **Hawaii 0.0%**<sup>‡</sup> | **Hawaii 0.0%**<sup>‡</sup> | **Hawaii 0.0%**<sup>‡</sup> | **Hawaii 0.0%**<sup>‡</sup> |
|  | 1100000 | Hawaii General Obligation, Series 2021-GD, 2.83%, due 10/1/2039 | &nbsp;&nbsp; **876738** |
| **Massachusetts 0.0%**<sup>‡</sup> | **Massachusetts 0.0%**<sup>‡</sup> | **Massachusetts 0.0%**<sup>‡</sup> | **Massachusetts 0.0%**<sup>‡</sup> |
|  | 1060000 | &nbsp;&nbsp; Massachusetts State Education Financing Authority Revenue Refunding, Series 2018-A, <br> 4.08%, due 7/1/2027<br>| &nbsp;&nbsp; **1060952** |
| **Michigan 0.0%**<sup>‡</sup> | **Michigan 0.0%**<sup>‡</sup> | **Michigan 0.0%**<sup>‡</sup> | **Michigan 0.0%**<sup>‡</sup> |
|  | 1770000 | &nbsp;&nbsp; Michigan Finance Authority Hospital Revenue Refunding (Trinity Health Credit Group), <br> Series 2019-T, 3.38%, due 12/1/2040<br>| &nbsp;&nbsp; **1495746** |
| **Nevada 0.0%**<sup>‡</sup> | **Nevada 0.0%**<sup>‡</sup> | **Nevada 0.0%**<sup>‡</sup> | **Nevada 0.0%**<sup>‡</sup> |
|  | 2055000 | &nbsp;&nbsp; Clark County Nevada General Obligation (Las Vegas Convention & Visitors Authority), <br> Series 2019-D, 3.23%, due 7/1/2044<br>| &nbsp;&nbsp; **1588485** |
| **New Jersey 0.0%**<sup>‡</sup> | **New Jersey 0.0%**<sup>‡</sup> | **New Jersey 0.0%**<sup>‡</sup> | **New Jersey 0.0%**<sup>‡</sup> |
|  | 695000 | &nbsp;&nbsp; Atlantic City General Obligation Refunding, Series 2018-A, (ST AID WITHHLDG), 4.29%, <br> due 9/1/2026<br>| &nbsp;&nbsp; 696715 |
|  | 545000 | &nbsp;&nbsp; New Jersey State Housing & Mortgage Finance Agency Revenue Refunding (Single Family <br> Housing), Series 2018-BB, 3.80%, due 10/1/2032<br>| &nbsp;&nbsp; 546453 |
|  | 700000 | &nbsp;&nbsp; New Jersey Turnpike Authority Revenue (Build America Bonds), Series 2010-A, 7.10%, <br> due 1/1/2041<br>| &nbsp;&nbsp; 808905 |
|  |  |  | &nbsp;&nbsp; **2052073** |
| **New York 0.1%** | **New York 0.1%** | **New York 0.1%** | **New York 0.1%** |
|  | 2000000 | New York General Obligation, Series 2025-E1, 5.56%, due 10/1/2045 | &nbsp;&nbsp; 2000062 |
|  | 2740000 | &nbsp;&nbsp; New York State Dormitory Authority Revenue Non State Supported Debt Refunding <br> (New York University), Series 2020-B, 2.69%, due 7/1/2040<br>| &nbsp;&nbsp; 2071232 |
|  |  |  | &nbsp;&nbsp; **4071294** |
| **Ohio 0.1%** | **Ohio 0.1%** | **Ohio 0.1%** | **Ohio 0.1%** |
|  | 2055000 | &nbsp;&nbsp; Highland Local School District General Obligation Refunding, Series 2020, 3.19%, due <br> 12/1/2049<br>| &nbsp;&nbsp; 1496345 |
|  |  | JobsOhio Beverage System Revenue Refunding |  |
|  | 2020000 | &nbsp;&nbsp;&nbsp; Series 2020-A, 2.83%, due 1/1/2038 | &nbsp;&nbsp; 1720692 |
|  | 35000 | &nbsp;&nbsp;&nbsp; Series 2020-A, 2.83%, due 1/1/2038 | &nbsp;&nbsp; 29467 |
|  | 2230000 | &nbsp;&nbsp; Ohio State Turnpike Commission Junior Lien Revenue Refunding (Infrastructure Project), <br> Series 2020-A, 3.22%, due 2/15/2048<br>| &nbsp;&nbsp; 1669077 |
|  | 2055000 | &nbsp;&nbsp; Ohio University General Receipt Athens Revenue Refunding, Series 2020, 2.91%, due <br> 12/1/2043<br>| &nbsp;&nbsp; 1520479 |
|  |  |  | &nbsp;&nbsp; **6436060** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Pennsylvania 0.1%** | **Pennsylvania 0.1%** | **Pennsylvania 0.1%** |
| $2055000 | &nbsp;&nbsp; Commonwealth Financing Authority Revenue Refunding, Series 2020-C, 3.53%, due <br> 6/1/2042<br>| &nbsp;&nbsp; $1724504 |
| 750000 | &nbsp;&nbsp; Pennsylvania Turnpike Commission Revenue Refunding (Motor License Fund), <br> Series 2020, 3.25%, due 12/1/2043<br>| &nbsp;&nbsp; 570894 |
|  |  | &nbsp;&nbsp; **2295398** |
| **Texas 0.1%** | **Texas 0.1%** | **Texas 0.1%** |
| 2125000 | &nbsp;&nbsp; Central Texas Turnpike System First Tier Revenue Refunding, Series 2020-C, 3.03%, due <br> 8/15/2041<br>| &nbsp;&nbsp; 1658751 |
| 1710000 | &nbsp;&nbsp; Dallas Area Rapid Transit Sales Tax Revenue Refunding, Series 2020-C, 2.82%, due <br> 12/1/2042<br>| &nbsp;&nbsp; 1309844 |
| 2055000 | &nbsp;&nbsp; Grand Parkway Transportation Corp. System Subordinated Tier Toll Revenue Refunding, <br> Series 2020-B, 3.24%, due 10/1/2052<br>| &nbsp;&nbsp; 1427976 |
| 2000000 | &nbsp;&nbsp; San Antonio Electric & Gas Systems Revenue Refunding, Series 2025-A, 5.57%, due <br> 2/1/2050<br>| &nbsp;&nbsp; 2004062 |
| 1500000 | Texas General Obligation, Series 2025-F, 5.49%, due 2/1/2056 | &nbsp;&nbsp; 1522240 |
| 1410000 | &nbsp;&nbsp; Texas State Private Activity Bond Surface Transportation Corp. Senior Lien Revenue <br> Refunding (North Tarrant Express Managed Lanes Project), Series 2019-B, 3.92%, due <br> 12/31/2049<br>| &nbsp;&nbsp; 1128333 |
|  |  | &nbsp;&nbsp; **9051206** |
| **Utah 0.0%**<sup>‡</sup> | **Utah 0.0%**<sup>‡</sup> | **Utah 0.0%**<sup>‡</sup> |
| 2055000 | &nbsp;&nbsp; Utah State Transit Authority Sales Tax Revenue Refunding, Series 2020, 2.77%, due <br> 12/15/2038<br>| &nbsp;&nbsp; **1658716** |
| **Total Municipal Notes (Cost $50,140,032)** | **Total Municipal Notes (Cost $50,140,032)** | &nbsp;&nbsp; **40443170** |
| **Number of Shares** | **Number of Shares** |  |
| **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> | **Common Stocks 0.0%**<sup>‡</sup> |
| **Diversified Telecommunication Services 0.0%**<sup>‡</sup> | **Diversified Telecommunication Services 0.0%**<sup>‡</sup> | **Diversified Telecommunication Services 0.0%**<sup>‡</sup> |
| 36783 | Luxco Co. Ltd. **(Cost $654,569)** | &nbsp;&nbsp; **692292**<br> <sup>\*</sup><br>|
| **Closed-End Funds 0.0%**<sup>‡</sup> | **Closed-End Funds 0.0%**<sup>‡</sup> | **Closed-End Funds 0.0%**<sup>‡</sup> |
| **Investment Companies 0.0%**<sup>‡</sup> | **Investment Companies 0.0%**<sup>‡</sup> | **Investment Companies 0.0%**<sup>‡</sup> |
| 48204 | Neuberger Berman Global Monthly Income Fund Ltd. **(Cost $173,875)** | &nbsp;&nbsp; **5053**<br> <sup>#(k)(t)(u)</sup><br>|
| **Exchange-Traded Funds 3.3%** | **Exchange-Traded Funds 3.3%** | **Exchange-Traded Funds 3.3%** |
| 194030 | iShares Broad USD High Yield Corporate Bond ETF | &nbsp;&nbsp; 7303289 |
| 578342 | iShares iBoxx $ Investment Grade Corporate Bond ETF | &nbsp;&nbsp; 63947275 |
| 284986 | iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp; 27523948 |
| 631165 | Neuberger Berman Short Duration Income ETF | &nbsp;&nbsp; 32353518<br> <sup>(u)</sup><br>|
| 1408040 | State Street SPDR Bloomberg Short Term High Yield Bond ETF | &nbsp;&nbsp; 35806457 |
| 1716913 | State Street SPDR Portfolio High Yield Bond ETF | &nbsp;&nbsp; 40896868 |
| 1986286 | VanEck J. P. Morgan EM Local Currency Bond ETF | &nbsp;&nbsp; 52239322 |
| **Total Exchange-Traded Funds (Cost $254,922,825)** | **Total Exchange-Traded Funds (Cost $254,922,825)** | &nbsp;&nbsp; **260070677** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Number of Shares** | **Value** |
| **Preferred Stocks 0.0%**<sup>‡</sup> | **Preferred Stocks 0.0%**<sup>‡</sup> |
| **Oil, Gas & Consumable Fuels 0.0%**<sup>‡</sup> | **Oil, Gas & Consumable Fuels 0.0%**<sup>‡</sup> |
| 42000<br> Genesis Energy, LP Class A<sup>(v)</sup>**(Cost$1,497,300)** | &nbsp;&nbsp; **$1470000**<br> <sup>\*(t)</sup><br>|
| **Short-Term Investments 3.1%** | **Short-Term Investments 3.1%** |
| **Investment Companies 3.1%** | **Investment Companies 3.1%** |
| 239731515<br> &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 3.65%<sup>(w)</sup> **(Cost $239,731,515)**<br>| &nbsp;&nbsp; **239731515** |
| **Total Investments 119.2% (Cost $9,266,607,489)** | &nbsp;&nbsp; **9334906464** |
| Liabilities Less Other Assets (19.2)% | &nbsp;&nbsp; (1501348489)<sup>(x)</sup><br>|
| **Net Assets 100.0%** | &nbsp;&nbsp; **$7833557975** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;‡ Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Non-income producing security.

(a) Principal amount is stated in the currency in which the security is denominated.

(b) Rate shown was the discount rate at the date of purchase.

(c) Index-linked bond whose principal amount adjusts according to a government retail price index.

(d) Securities were purchased under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2026, these securities amounted to $3,260,009,829, which represents 41.6% of net assets of the Fund. 

(e) Variable or floating rate security where the stated interest rate is not based on a published reference rate and spread. Rather, the interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of January 31, 2026. 

(f) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2026 and changes periodically. 

(g) Interest only security. These securities represent the right to receive the monthly interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of the "interest only" holding. 

(h) All or a portion of this security was purchased on a delayed delivery basis.

(i) TBA (To Be Announced) Securities are purchased/sold on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal amount and maturity date will be determined upon settlement when the specific mortgage pools are assigned. Total value of all such securities (excluding forward sales contracts, if any) at January 31, 2026 amounted to $1,540,561,837, which represents 19.7% of net assets of the Fund. 

(j) When-issued security. Total value of all such securities at January 31, 2026 amounted to $71,655,813, which represents 0.9% of net assets of the Fund. 

(k) Security fair valued as of January 31, 2026 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2026 amounted to $16,601,451, which represents 0.2% of net assets of the Fund. 

(l) Security issued at a fixed coupon rate, which converts to a variable rate at a future date. Rate shown is the rate in effect as of period end. 

(m) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date shown reflects the next call date. 

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(n) Security exempt from registration pursuant to Regulation S under the Securities Act
 of 1933, as amended. Regulation S applies to securities offerings that are made outside of the United States
 and do not involve directed selling efforts in the United States and as such may have restrictions on
 resale. Total value of all such securities at January 31, 2026 amounted to $594,028,563, which represents 7.6%
 of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(o) Payment-in-kind (PIK) security.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Step Bond. Coupon rate is a fixed rate for an initial period that either resets at
 a specific date or may reset in the future contingent upon a predetermined trigger. The interest rate shown was the
 current rate as of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Defaulted security.

&nbsp;&nbsp;&nbsp;&nbsp;(r) All or a portion of this security had not settled as of January 31, 2026 and thus
 may not have an interest rate in effect. Interest rates do not take effect until settlement.

&nbsp;&nbsp;&nbsp;&nbsp;(s) The stated interest rates represent the range of rates at January 31, 2026 of the
 underlying contracts within the Loan Assignment.

&nbsp;&nbsp;&nbsp;&nbsp;(t) Value determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(u) Affiliated company as defined under the Investment Company Act of 1940, as amended (See Note § below).

&nbsp;&nbsp;&nbsp;&nbsp;(v) Security represented in Units.

&nbsp;&nbsp;&nbsp;&nbsp;(w) Represents 7-day effective yield as of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(x) Includes the impact of the Fund's open positions in derivatives at January 31, 2026.

# This security is subject to restrictions on resale. Total value of all such securities at January 31, 2026 amounted to $5,053, which represents 0.0% of net assets of the Fund. Acquisition dates shown with a range, if any, represent securities that were acquired over the period shown in the table.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp; **Value as of** <br>**1/31/2026**<br>| &nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2026**<br>|
| Neuberger Berman Global Monthly Income Fund Ltd. | 4/27/2021-6/24/2021 | $173875 | $5053 | 0.0% |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** | **POSITIONS BY COUNTRY** |
| **Country** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| United States | $7149997423 | 91.3% |
| Cayman Islands | 244992747 | 3.1% |
| United Kingdom | 170230995 | 2.2% |
| Canada | 148970678 | 1.9% |
| France | 145347668 | 1.9% |
| Mexico | 114347855 | 1.5% |
| Germany | 88828071 | 1.1% |
| Spain | 73751143 | 0.9% |
| Ireland | 59589211 | 0.8% |
| Italy | 49722643 | 0.6% |
| Brazil | 48147796 | 0.6% |
| Japan | 46158579 | 0.6% |
| Netherlands | 44423948 | 0.6% |
| Egypt | 35004532 | 0.5% |
| Colombia | 34653917 | 0.4% |
| Luxembourg | 32479532 | 0.4% |
| Switzerland | 30887363 | 0.4% |
| Morocco | 27679989 | 0.4% |
| Dominican Republic | 26300170 | 0.3% |
| Saudi Arabia | 25510022 | 0.3% |
| Chile | 25415892 | 0.3% |
| Cote D'Ivoire | 24691678 | 0.3% |
| South Africa | 24281174 | 0.3% |
| Costa Rica | 23820545 | 0.3% |
| Jersey | 23026009 | 0.3% |
| Sweden | 22468627 | 0.3% |
| Oman | 20912825 | 0.3% |
| Kazakhstan | 19185390 | 0.3% |
| Romania | 18578208 | 0.2% |
| Qatar | 18496166 | 0.2% |
| United Arab Emirates | 17007190 | 0.2% |
| Australia | 14243567 | 0.2% |
| Turkey | 13399326 | 0.2% |
| Nigeria | 13347132 | 0.2% |
| Israel | 13306687 | 0.2% |
| Belgium | 12256435 | 0.2% |
| Poland | 12107339 | 0.2% |
| Portugal | 11856249 | 0.2% |
| Angola | 11816416 | 0.2% |
| Bermuda | 11067601 | 0.1% |
| Peru | 11041805 | 0.1% |
| Finland | 9032838 | 0.1% |
| Hungary | 8338431 | 0.1% |
| Czech Republic | 8326196 | 0.1% |
| Denmark | 8041703 | 0.1% |
| Sri Lanka | 7890150 | 0.1% |
| Kenya | 7823805 | 0.1% |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **POSITIONS BY COUNTRY (cont'd)** | **POSITIONS BY COUNTRY (cont'd)** | **POSITIONS BY COUNTRY (cont'd)** |
| **Country** | **Investments at**<br> **Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of**<br> **Net Assets**<br>|
| Panama | $7743164 | 0.1% |
| Bahrain | 7117250 | 0.1% |
| Ukraine | 7045879 | 0.1% |
| Guatemala | 4907960 | 0.1% |
| Indonesia | 4649775 | 0.1% |
| Kuwait | 4128000 | 0.1% |
| Uganda | 3534148 | 0.1% |
| Supranational | 3477304 | 0.1% |
| Ghana | 3391128 | 0.1% |
| Other countries, each representing less than 0.05% of net assets of the Fund | 40376675 | 0.0% |
| Short-Term Investments and Other Liabilities—Net | (1261616974) | (16.1)% |
|  | **$7833557975** | **100.0%** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2026, open positions in futures for the Fund were as follows:

**Long Futures:**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Number of** <br>**Contracts**<br>| **Open Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 | Australian Bond, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3876404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(88170)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 | Australian Bond, 3 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35460369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52229 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 | Canadian Bond, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18228913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86090)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 | Canadian Bond, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46341160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7321 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 | Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4976050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15631 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 | Euro-BTP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7321442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22149 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998 | Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151622400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158561)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17346)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383 | Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48533681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1321 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 | Long Gilt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54201178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (508808)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 | U.S. Treasury Long Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73104375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (491629)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55802234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (408086)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 745 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155326680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112921 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70150719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171055)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67123875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135716)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52024813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167180 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | &nbsp;&nbsp;&nbsp;&nbsp; **$845006016** | &nbsp;&nbsp;&nbsp;&nbsp; **$(1686709)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Short Futures:**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Number of** <br>**Contracts**<br>| **Open Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 | Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(23221567)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9541 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | Euro-BTP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143558)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (749)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755 | Euro-Oat | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109119902)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706487)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 | Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22429404)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27713)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 | Long Gilt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11934204)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4825)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66338180)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65988)<br>|
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89955125)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241651 |
| 3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20786437)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19363 |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | &nbsp;&nbsp;&nbsp;&nbsp; **$(343928377)**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **$(535207)**<br>|
| **Total Futures** | **Total Futures** | **Total Futures** |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(2221916)**<br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

**Forward foreign currency contracts ("forward FX contracts")**

At January 31, 2026, open forward FX contracts for the Fund were as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp; **Settlement** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Net** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| AUD | 16041088 | USD | 10777253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $390402 |
| BRL | 5992016 | USD | 1088008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31746 |
| BRL | 1364657 | USD | 245673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9347 |
| BRL | 8684110 | USD | 1558818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64019 |
| USD | 138754 | BRL | 738243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 |
| USD | 5852887 | CAD | 7877918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49709 |
| CLP | 917544601 | USD | 1009606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40112 |
| CLP | 322573820 | USD | 360329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8712 |
| CLP | 1551316894 | USD | 1676728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98059 |
| CLP | 6894000000 | USD | 7614398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272304 |
| CNH | 11757589 | USD | 1673769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19674 |
| CNH | 7438005 | USD | 1070824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| COP | 6472021573 | USD | 1729194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 |
| COP | 742208267 | USD | 198350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| DKK | 6278370 | USD | 989190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11371 |
| EUR | 2364141 | CZK | 57597648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670 |
| EUR | 61952 | HUF | 23714155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| EUR | 590574 | USD | 687257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12779 |
| EUR | 1768297 | USD | 2075075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20975 |
| EUR | 236941 | USD | 276122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4736 |
| EUR | 234609 | USD | 273405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4689 |
| EUR | 176350 | USD | 205620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3417 |
| EUR | 183278 | USD | 215214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035 |
| EUR | 403275 | USD | 472883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5139 |
| EUR | 55385 | USD | 64988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
| EUR | 10024000 | USD | 11820301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101355 |
| EUR | 7403437 | USD | 8707108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97883 |
| EUR | 2645517 | USD | 3106165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40178 |
| EUR | 1212535 | USD | 1426051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16031 |
| USD | 212059 | EUR | 177441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1729 |
| USD | 2558056 | EUR | 2137772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20580 |
| GBP | 2065395 | USD | 2792738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33163 |
| GBP | 720245 | USD | 970341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15107 |
| USD | 322086 | IDR | 5391268377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 |
| JPY | 6602980 | USD | 42389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
| KRW | 2542258848 | USD | 1730558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22811 |
| KZT | 440009939 | USD | 824282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21480 |
| KZT | 155811821 | USD | 284536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14957 |
| KZT | 209408949 | USD | 382133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20381 |
| KZT | 288716151 | USD | 541449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13504 |
| KZT | 115826059 | USD | 219160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3475 |
| MAD | 37524661 | USD | 4022492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110875 |
| MXN | 1338762 | USD | 72809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3500 |
| MXN | 31110246 | USD | 1750637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22625 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp; **Settlement**<br> **Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Net**<br> **Unrealized**<br> **Appreciation/**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| USD | 138337 | MXN | 2397537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1679 |
| MYR | 6945235 | USD | 1691500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71324 |
| NOK | 37200000 | USD | 3710269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151020 |
| PEN | 5309412 | USD | 1568649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4689 |
| PLN | 11037210 | EUR | 2600087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12896 |
| RON | 11423685 | EUR | 2214928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14386 |
| RON | 6081035 | EUR | 1184787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
| SGD | 2181724 | USD | 1691593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25385 |
| USD | 1769572 | THB | 54742764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24702 |
| TRY | 147558363 | USD | 2732851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394855 |
| UAH | 52761282 | USD | 1185647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7195 |
| USD | 720398 | UZS | 9113031001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13674 |
| VND | 177519552040 | USD | 6666149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145516 |
| ZAR | 12931734 | USD | 787094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10915 |
| ZAR | 26839135 | USD | 1588360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67866 |
| ZAR | 28090948 | USD | 1642576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90898 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$2653867** |
| ARS | 1534580589 | USD | 935720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69116)<br>|
| ARS | 1624419274 | USD | 988090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70753)<br>|
| USD | 5903777 | AUD | 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13843)<br>|
| USD | 35041152 | CAD | 48026190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336795)<br>|
| USD | 10783963 | CAD | 14936132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218569)<br>|
| USD | 13278071 | CAD | 18347525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237425)<br>|
| CLP | 926468364 | USD | 1072505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12577)<br>|
| USD | 396576 | CLP | 351600618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5673)<br>|
| USD | 1030378 | CLP | 916561331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18216)<br>|
| USD | 289562 | COP | 1088519834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1556)<br>|
| CZK | 1761572 | EUR | 72661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (474)<br>|
| EGP | 12584878 | USD | 253676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (473)<br>|
| EUR | 295996 | HUF | 115252177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5019)<br>|
| EUR | 294026 | HUF | 114257718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4281)<br>|
| EUR | 2027021 | HUF | 785500209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22720)<br>|
| EUR | 145681 | RON | 748027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173)<br>|
| EUR | 215132 | RON | 1109649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1418)<br>|
| EUR | 894481 | USD | 1068419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8146)<br>|
| EUR | 2137772 | USD | 2554565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20558)<br>|
| EUR | 597106 | USD | 710646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2867)<br>|
| EUR | 1709348 | USD | 2033006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6832)<br>|
| EUR | 13548 | USD | 16095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36)<br>|
| USD | 962506 | EUR | 826881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17637)<br>|
| USD | 1729741 | EUR | 1474619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18198)<br>|
| USD | 1640431 | EUR | 1402921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22520)<br>|
| USD | 208314 | EUR | 179318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4240)<br>|
| USD | 1164598 | EUR | 994345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14048)<br>|
| USD | 962748 | EUR | 822915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12694)<br>|
| USD | 4772903 | EUR | 4053237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31600)<br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp; **Settlement**<br> **Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Net**<br> **Unrealized**<br> **Appreciation/**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| USD | 1965866 | EUR | 1670583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(20977)<br>|
| USD | 55912334 | EUR | 47517095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600281)<br>|
| USD | 370481026 | EUR | 315510996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4759748)<br>|
| USD | 4372795 | GBP | 3231371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48410)<br>|
| USD | 12314944 | GBP | 9100393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136336)<br>|
| USD | 40172151 | GBP | 29814612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620602)<br>|
| USD | 7835040 | HUF | 2592066385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182664)<br>|
| IDR | 5670992320 | USD | 338619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (846)<br>|
| USD | 1253512 | IDR | 21208322032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9691)<br>|
| USD | 77890614 | JPY | 12083966269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (665962)<br>|
| KRW | 2375500332 | USD | 1644619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4733)<br>|
| KRW | 1545157793 | USD | 1070689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4015)<br>|
| USD | 1632459 | KRW | 2377221175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8616)<br>|
| LKR | 78043209 | USD | 251347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (978)<br>|
| MNT | 8800000000 | USD | 2371968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19196)<br>|
| USD | 20249578 | MXN | 367054219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (615662)<br>|
| USD | 1684596 | MYR | 6941997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77407)<br>|
| PEN | 901368 | USD | 268937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1834)<br>|
| PKR | 832812606 | USD | 2958482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4629)<br>|
| PLN | 325933 | EUR | 77162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72)<br>|
| USD | 1684206 | SGD | 2174394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27004)<br>|
| THB | 55094996 | USD | 1757775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1678)<br>|
| TRY | 24135092 | USD | 512552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (974)<br>|
| TRY | 2467540 | USD | 52433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (130)<br>|
| UZS | 24572866815 | USD | 1918257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12608)<br>|
| USD | 979764 | ZAR | 16198519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19836)<br>|
| USD | 1673869 | ZAR | 28655180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SCB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94424)<br>|
| USD | 7117294 | ZAR | 117266189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104450)<br>|
| ZAR | 2724989 | USD | 169960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1803)<br>|
| ZAR | 16424313 | USD | 1029020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15486)<br>|
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$(9239509)**<br>|
| **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$(6585642)**<br>|

---

**Bond forward contracts ("bond forwards")**

At January 31, 2026, bond forwards for the Fund were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.88%, due 1/15/2036 | &nbsp;&nbsp;&nbsp; $1750000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; $0 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | &nbsp;&nbsp; **$0** |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.63%, due 10/15/2027 | &nbsp;&nbsp;&nbsp; 1000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (8114)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.25%, due 4/15/2028 | &nbsp;&nbsp;&nbsp; 6000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (38599)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.88%, due 1/15/2029 | &nbsp;&nbsp;&nbsp; 7500000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (20721)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.63%, due 10/15/2029 | &nbsp;&nbsp;&nbsp; 4750000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (38629)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.13%, due 1/15/2031 | &nbsp;&nbsp;&nbsp; 8000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (11952)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.13%, due 1/15/2033 | &nbsp;&nbsp;&nbsp; 4750000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (20240)<br>|

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| **Expiration**<br> **Date**<br>| &nbsp;&nbsp; **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.75%, due 1/15/2034 | &nbsp;&nbsp;&nbsp; $6000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; $(34195)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 2.13%, due 1/15/2035 | &nbsp;&nbsp;&nbsp; 4500000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (28906)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.75%, due 2/15/2042 | &nbsp;&nbsp;&nbsp; 2000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (12410)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.75%, due 2/15/2045 | &nbsp;&nbsp;&nbsp; 1150000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (8673)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.00%, due 2/15/2048 | &nbsp;&nbsp;&nbsp; 2000000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (15615)<br>|
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.50%, due 2/15/2053 | &nbsp;&nbsp;&nbsp; 3650000 | 2/27/2026 | &nbsp;&nbsp;&nbsp; (34568)<br>|
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | &nbsp;&nbsp; **$(272622)**<br>|
| **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | &nbsp;&nbsp; **$(272622)**<br>|

---

**Credit default swap contracts ("credit default swaps")**

At January 31, 2026, the Fund had outstanding credit default swaps as follows:

**Centrally Cleared Credit Default Swaps — Buy Protection**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Clearinghouse** | **Reference** <br>**Entity**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Financing** <br>**Rate** <br>**Paid** <br>**by** <br>**the Fund**<br>| **Maturity** <br>**Date**<br>| **Upfront** <br>**Payments/** <br>**(Receipts)**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Accrued** <br>**Net** <br>**Interest** <br>**Receivable/** <br>**(Payable)**<br>| **Value** |
| ICE CC | iTraxx Europe <br> Crossover Ser. 44 V1<br>| EUR | 1112000 | 5.00<br> %<br>3M | 12/20/2030 | $(127567) | $(14677) | $(7506) | $(149750) |
| ICE CC | iTraxx Europe Ser. 44 <br> V1<br>| EUR | 300000 | 1.00<br> %<br>3M | 12/20/2030 | (7910) | (62) | (405) | (8377) |
| **Total** |  |  |  |  |  | **$(135477)**<br>| **$(14739)**<br>| **$(7911)**<br>| **$(158127)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Interest rate swap contracts ("interest rate swaps")**

At January 31, 2026, the Fund had outstanding interest rate swaps as follows:

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Clearinghouse** | **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Fund** <br>**Receives/** <br>**Pays** <br>**Floating** <br>**Rate**<br>| **Floating** <br>**Rate Index**<br>| **Annual** <br>**Fixed-** <br>**Rate**<br>| **Frequency** <br>**of Fund** <br>**Receipt/** <br>**Payment**<br>| **Maturity** <br>**Date**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Accrued** <br>**Net** <br>**Interest** <br>**Receivable/** <br>**(Payable)**<br>| **Value** |
| CME | BRL | 86300000 | Pay | 1D CETIP | 12.87% | T/T | 1/2/2031 | $(25336) | $(1158) | $(26494) |
| CME | BRL | 50715000 | Pay | 1D CETIP | 13.11% | T/T | 1/2/2031 | 90189 | (11506) | 78683 |
| CME | BRL | 50720000 | Pay | 1D CETIP | 13.15% | T/T | 1/2/2031 | 106743 | (11268) | 95475 |
| CME | BRL | 50715000 | Pay | 1D CETIP | 13.16% | T/T | 1/2/2031 | 110088 | (11218) | 98870 |
| CME | BRL | 52025000 | Pay | 1D CETIP | 13.25% | T/T | 1/2/2031 | 158465 | (19586) | 138879 |
| CME | BRL | 86965000 | Pay | 1D CETIP | 13.32% | T/T | 1/2/2031 | 319416 | (32278) | 287138 |
| CME | BRL | 86965000 | Pay | 1D CETIP | 13.35% | T/T | 1/2/2031 | 338895 | (31763) | 307132 |
| CME | BRL | 86965000 | Pay | 1D CETIP | 13.39% | T/T | 1/2/2031 | 368147 | (30991) | 337156 |
| CME | BRL | 52180000 | Pay | 1D CETIP | 13.42% | T/T | 1/2/2031 | 237296 | (18163) | 219133 |
| CME | BRL | 173205000 | Pay | 1D CETIP | 13.45% | T/T | 1/2/2031 | 866003 | (255835) | 610168 |
| LCH | EUR | 1000000 | Pay | €STR | 1.98% | 1Y/1Y | 4/3/2028 | (17) | (359) | (376) |
| LCH | EUR | 520000 | Pay | €STR | 2.15% | 1Y/1Y | 4/2/2030 | (812) | 693 | (119) |
| LCH | EUR | 206577 | Receive | 6M EURIBOR | 0.05% | 6M/1Y | 4/13/2031 | 29551 | 1500 | 31051 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Clearinghouse** | **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Fund**<br> **Receives/**<br> **Pays**<br> **Floating**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Annual**<br> **Fixed-**<br> **Rate**<br>| **Frequency**<br> **of Fund**<br> **Receipt/**<br> **Payment**<br>| **Maturity**<br> **Date**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Accrued**<br> **Net**<br> **Interest**<br> **Receivable/**<br> **(Payable)**<br>| **Value** |
| LCH | EUR | 404461 | Pay | 6M EURIBOR | 2.22% | 6M/1Y | 8/30/2032 | $(12133) | $202 | $(11931) |
| LCH | EUR | 117250 | Pay | €STR | 2.46% | 1Y/1Y | 4/2/2035 | (1299) | 525 | (774) |
| LCH | EUR | 222322 | Receive | €STR | 2.89% | 1Y/1Y | 11/18/2055 | 6471 | (525) | 5946 |
| LCH | EUR | 251020 | Receive | 6M EURIBOR | 3.05% | 6M/1Y | 11/26/2055 | 6934 | (455) | 6479 |
| **Total** |  |  |  |  |  |  |  | **$2598601** | **$(422185)** | **$2176416** |

---

**Inflation swap contracts ("inflation swaps")**

At January 31, 2026, the Fund had outstanding inflation swaps as follows:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** | **Centrally cleared inflation swaps** |  |  |  |
| **Clearinghouse** | **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Fund** <br>**Receives/** <br>**Pays** <br>**Floating** <br>**Rate**<br>| **Floating** <br>**Rate Index**<br>| **Annual** <br>**Fixed-** <br>**Rate**<br>| **Frequency** <br>**of Fund** <br>**Receipt/** <br>**Payment**<br>| **Maturity** <br>**Date**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Accrued** <br>**Net** <br>**Interest** <br>**Receivable/** <br>**(Payable)**<br>| **Value** |
| LCH | EUR | 1140000 | Receive | CPTFEMU | 1.86<br> %<br>| T/T | 12/15/2030 | $3498 | $(1313)<br>| $2185 |
| LCH | EUR | 670000 | Receive | CPTFEMU | 1.42<br> %<br>| T/T | 4/15/2031 | 194250 | (57852)<br>| 136398 |
| LCH | EUR | 1140000 | Pay | CPTFEMU | 1.98<br> %<br>| T/T | 12/15/2035 | (6217)<br>| 1579 | (4638)<br>|
| LCH | USD | 26425000 | Pay | CPURNSA | 2.58<br> %<br>| T/T | 12/2/2026 | (148897)<br>| 51896 | (97001)<br>|
| LCH | USD | 10970000 | Receive | CPURNSA | 2.47<br> %<br>| T/T | 12/2/2029 | 71760 | (8332)<br>| 63428 |
| **Total** |  |  |  |  |  |  |  | **$114394** | **$(14022)**<br>| **$100372** |

---

**Total return swap contracts ("total return swaps")**

At January 31, 2026, the Fund had outstanding total return swaps as follows:

**Over-the-counter total return swaps—Long**<sup>(a)</sup><br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference** <br>**Entity**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Maturity** <br>**Date**<br>| **Variable** <br>**Rate**<sup>(b)</sup><br>| **Spread** | **Reference** <br>**Rate**<br>| **Frequency** <br>**of Fund** <br>**Receipt/** <br>**Payment**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Accrued** <br>**Net** <br>**Interest** <br>**Receivable/** <br>**(Payable)**<br>| **Value** |
| GSI | iShares iBoxx $High Yield Corp. <br>Bond ETF<br>| USD | 92885401 | 4/13/2026 | 3.78% | 0.10% | SOFR | T/T | $91603 | $(183731) | $(92128) |
| GSI | iShares iBoxx $ Investment <br>Grade Corporate Bond ETF<br>| USD | 74506935 | 4/20/2026 | 3.68% | —% | SOFR | T/T | 220435 | (82786) | 137649 |
| JPM | iShares iBoxx $ Investment <br>Grade Corporate Bond ETF<br>| USD | 62243391 | 4/21/2026 | 3.33% | (0.35)% | SOFR | T/T | 5629 | (57008) | (51379) |
| **Total** |  |  |  |  |  |  |  |  | **$317667** | **$(323525)** | **$(5858)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The Fund pays a specified rate based on a reference rate plus or minus a spread, and
 receives the total return on the reference entity.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Effective rate at January 31, 2026.

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| U.S. Treasury Obligations | $— | $223636070 | $— | $223636070 |
| U.S. Government Agency Securities |  | 2561842 |  | 2561842 |
| Mortgage-Backed Securities<sup>#</sup> <br>|  | 4097261352 |  | 4097261352 |
| Asset-Backed Securities<sup>#</sup> <br>|  | 997621802 |  | 997621802 |
| Corporate Bonds<sup>#</sup> <br>|  | 2782757273 |  | 2782757273 |
| Loan Assignments<sup>#</sup> <br>|  | 31572890 |  | 31572890 |
| Foreign Government Securities |  | 657082528 |  | 657082528 |
| Municipal Notes<sup>#</sup> <br>|  | 40443170 |  | 40443170 |
| Common Stocks<sup>#</sup> <br>|  | 692292 |  | 692292 |
| Investment Companies |  |  | 5053 | 5053 |
| Exchange-Traded Funds | 260070677 |  |  | 260070677 |
| Preferred Stocks<sup>#</sup> <br>|  |  | 1470000 | 1470000 |
| Short-Term Investments |  | 239731515 |  | 239731515 |
| **Total Investments** | **$260070677** | **$9073360734** | **$1475053** | **$9334906464** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry, state/territory or sector categorization as well as a Positions by Country summary. 

(a) The following is a reconciliation between the beginning and ending balances of investments in which significant unobservable inputs (Level 3) were used in determining value: 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of** <br>**11/1/2025**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2026**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2026**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Preferred Stocks<sup>(1)</sup> | $1470 | $— | $— | $— | $— | $— | $— | $— | $1470 | $— |
| Investment <br> Companies<sup>(2)</sup><br>| 5 |  |  |  |  |  |  |  | 5 |  |
| **Total** | **$1475** | **$—** | **$—** | **$—** | **$—** | **$—** | **$—** | **$—** | **$1475** | **$—** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer.  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) At January 31, 2026, these investments were valued in accordance with procedures approved by the <br> valuation designee. These investments did not have a material impact on the Fund's net assets and, <br> therefore, disclosure of significant unobservable inputs used in formulating valuations is not <br> presented. |

---

See Notes to Schedule of Investments

------

Schedule of Investments Strategic Income Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's derivatives as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $649307 | $— | $— | $649307 |
| &nbsp;&nbsp;&nbsp; Liabilities | (2871223)<br>|  |  | (2871223)<br>|
| Forward FX Contracts<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  | 2653867 |  | 2653867 |
| &nbsp;&nbsp;&nbsp; Liabilities |  | (9239509)<br>|  | (9239509)<br>|
| Bond Forwards<sup>@</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Liabilities |  | (272622)<br>|  | (272622)<br>|
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  | 2555770 |  | 2555770 |
| &nbsp;&nbsp;&nbsp; Liabilities |  | (442967)<br>|  | (442967)<br>|
| **Total** | **$(2221916)**<br>| **$(4745461)**<br>| **$—** | **$(6967377)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

@ Futures, forward FX contracts and bond forwards are reported at the cumulative unrealized appreciation/(depreciation) of the instrument.

§ Investments in Affiliates<sup>(a)</sup>:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value at** <br>**October 31,** <br>**2025**<br>| **Purchases** | **Sales/** <br>**Other** <br>**Reductions**<br>| **Change in** <br>**Net Unrealized** <br>**Appreciation/** <br>**(Depreciation)** <br>**from** <br>**Investments** <br>**in Affiliated** <br>**Persons**<br>| **Net Realized** <br>**Gain/(Loss)** <br>**from** <br>**Investments** <br>**in Affiliated** <br>**Persons**<br>| **Distributions** <br>**from** <br>**Investments** <br>**in Affiliated** <br>**Persons**<sup>(b)</sup><br>| **Shares** <br>**Held at** <br>**January 31,** <br>**2026**<br>| **Value at** <br>**January 31,** <br>**2026**<br>|
| **Strategic Income** |  |  |  |  |  |  |  |  |
| Neuberger Berman Global <br> Monthly Income Fund Ltd.<br>| $4851 | $— | $— | $202 | $— | $— | 48204 | $5053 |
| Neuberger Berman Short <br> Duration Income ETF<br>| 32252532 |  |  | 100986 |  | 380719 | 631165 | 32353518 |
| **Total for affiliates held** <br> **as of 1/31/26**<sup>(c)</sup><br>| **$32257383** | **$—** | **$—** | **$101188** | **$—** | **$380719** |  | **$32358571** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Affiliated persons, as defined in the Investment Company Act of 1940, as amended.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Distributions received include distributions from net investment income and net realized
 capital gains, if any, from other investment companies managed by NBIA.

&nbsp;&nbsp;&nbsp;&nbsp;(c) At January 31, 2026, the value of investments in affiliates amounted to 0.41% of net
 assets of Fund.

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

January 31, 2026

Notes to Schedule of Investments Income Funds (Unaudited)

In accordance with Accounting Standards Codification 820 "Fair Value Measurement" ("ASC 820"), all investments held by each of Neuberger Core Bond Fund ("Core Bond"), Neuberger Floating Rate Income Fund ("Floating Rate Income"), Neuberger High Income Bond Fund ("High Income"), Neuberger Municipal High Income Fund ("Municipal High Income"), Neuberger Municipal Impact Fund ("Municipal Impact"), Neuberger Municipal Intermediate Bond Fund ("Municipal Intermediate Bond") and Neuberger Strategic Income Fund ("Strategic Income") (each individually a "Fund," and collectively, the "Funds") are carried at the value that Management believes a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment under current market conditions. Various inputs, including the volume and level of activity for the asset or liability in the market, are considered in valuing the Funds' investments, some of which are discussed below. At times, Management may need to apply significant judgment to value investments in accordance with ASC 820. Prior to February 28, 2026, each Fund included "Neuberger Berman" in place of "Neuberger" in its name.

ASC 820 established a three-tier hierarchy of inputs to create a classification of value measurements for disclosure purposes. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – unadjusted quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – other observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, amortized cost, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – unobservable inputs (including a Fund's own assumptions in determining the fair value of investments)

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

The value of the Funds' investments in common stocks, preferred stocks, closed-end funds and exchange-traded funds, for which market quotations are readily available, is generally determined by Management by obtaining valuations from independent pricing services based on the latest sale price quoted on a principal exchange or market for that security (Level 1 inputs). Securities traded primarily on the NASDAQ Stock Market are normally valued at the NASDAQ Official Closing Price ("NOCP") provided by NASDAQ each business day. The NOCP is the most recently reported price as of 4:00:02 p.m., Eastern Time, unless that price is outside the range of the "inside" bid and asked prices (i.e., the bid and asked prices that dealers quote to each other when trading for their own accounts); in that case, NASDAQ will adjust the price to equal the inside bid or asked price, whichever is closer. Because of delays in reporting trades, the NOCP may not be based on the price of the last trade to occur before the market closes. If there is no sale of a security on a particular day, the independent pricing services may value the security based on market quotations.

The value of the Funds' investments in debt securities is determined by Management primarily by obtaining valuations from independent pricing services based on bid quotations, or if quotations are not available, by methods that include various considerations based on security type (generally Level 2 inputs). In addition to the consideration of yields or prices of securities of comparable quality, coupon, maturity and type, indications as to values from dealers, and general market conditions, the following is a description of other Level 2 inputs and related valuation techniques used by independent pricing services to value certain types of debt securities held by the Funds:

*Corporate Bonds.* Inputs used to value corporate debt securities generally include relevant credit information, observed market movements, sector news, U.S. Treasury yield curve or relevant benchmark curve, and other market information, which may include benchmark yield curves, reported trades, broker-dealer quotes, issuer spreads, comparable securities, and reference data, such as market research publications, when available ("Other Market Information").

*U.S. Treasury Obligations.* Inputs used to value U.S. Treasury securities generally include quotes from several inter-dealer brokers and Other Market Information.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

Notes to Schedule of Investments Income Funds (Unaudited) (cont'd)

*U.S. Government Agency Securities.* Inputs used to value U.S. Government Agency securities generally include obtaining benchmark quotes and Other Market Information.

*Asset-Backed Securities and Mortgage-Backed Securities.* Inputs used to value asset-backed securities and mortgage-backed securities generally include models that consider a number of factors, which may include the following: prepayment speeds, cash flows, spread adjustments and Other Market Information.

*Collateralized Loan Obligations (CLOs).* The value of collateralized loan obligations is primarily determined by cash flow data, relevant loan pricing data and market color, and research from market participants and trading desks (Level 2 or 3 inputs).

*High Yield Securities.* Inputs used to value high yield securities generally include a number of observations of equity and credit default swap curves related to the issuer and Other Market Information.

*Municipal Debt Securities.* Inputs used to value municipal debt securities include current trades, bid-wanted lists (which informs the market that a holder is interested in selling a position and that offers will be considered), offerings, general information on market movement, direction, trends, and specific data on specialty issues.

*Emerging Markets Debt and Foreign Government Securities.* Inputs used to value emerging markets debt and foreign government securities generally include dealer quotes, bond market activity, discounted cash flow models, and other relevant information such as credit spreads, benchmark curves and Other Market Information.

*Distressed Deb*t. Inputs used to value distressed debt securities generally include relevant credit information, observed market movements, sector news, U.S. Treasury yield curve or relevant benchmark curve, and Other Market Information. For distressed or defaulted securities, inputs may also include dealer quotes, recent trades, broker-dealer indications, comparable securities, and reference data such as market research publications, when available (Level 2 inputs). In the absence of sufficient observable market data, discounted cash flow models may be employed, incorporating assumptions regarding default probabilities, recovery rates, and restructuring or liquidation values (Level 3 inputs).

*Private Placement Debt*. Inputs used to value private placement debt securities include spreads derived from private placement new issues, secondary trades, public bond comparables, internal matrices, and qualitative factors. Adjustments are made for credit quality, maturity, structure, and liquidity premiums. For investment-grade private placements, observable market inputs such as Treasury curves and comparable credit spreads are primarily utilized (Level 2 inputs). Where significant unobservable inputs are applied -such as internal matrices or qualitative adjustments -valuations are classified as Level 3. Index-based proxies may also be used for daily indications of valuation. Adjustments based on observable indices, such as the Markit CDX North America Investment Grade Index, are considered Level 2 inputs, while proxies combined with significant unobservable assumptions are classified as Level 3.

The value of credit linked notes is determined by obtaining a valuation from a calculation agent and is primarily based on the underlying reference security (Level 2 inputs).

The value of loan assignments is determined by Management primarily by obtaining valuations from independent pricing services based on broker quotes (generally Level 2 or Level 3 inputs depending on the number of quotes available).

The value of futures contracts is determined by Management by obtaining valuations from independent pricing services at the settlement price at the market close (Level 1 inputs).

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

Notes to Schedule of Investments Income Funds (Unaudited) (cont'd)

The value of bond forward contracts ("bond forwards") is determined by Management by obtaining valuations from independent pricing services using a model that considers the current price of the underlying bond and the forward curve (Level 2 inputs).

The value of interest rate swaps is determined by Management primarily by obtaining valuations from independent pricing services based on references to the underlying rates including the local overnight index swap rate and the respective interbank offered forward rate to produce the daily price. The present value is calculated based off of expected cash flows based on swap parameters along with reference to the underlying yield curve and reference rate (Level 2 inputs).

The value of credit default swaps is determined by Management by obtaining valuations from independent pricing services using a model that considers a number of factors, which may include default probabilities, credit curves, recovery rates and cash flows (Level 2 inputs).

The value of inflation swaps is determined by Management primarily by obtaining valuations from independent pricing services based on references to the underlying inflation rates including forward inflation expectation rate and the respective interbank offered forward rate to produce the daily price. The present value is calculated based off of expected cash flows based on swap parameters along with reference to the underlying forward inflation curve and reference rate (Level 2 inputs).

The value of forward foreign currency contracts ("forward FX contracts") is determined by Management by obtaining valuations from independent pricing services based on actual traded currency rates on independent pricing services' networks, along with other traded and quoted currency rates provided to the pricing services by leading market participants (Level 2 inputs).

The value of total return swaps is determined by Management by obtaining valuations from independent pricing services using the underlying asset and stated benchmark interest rate (Level 2 inputs).

Management has developed a process to periodically review information provided by independent pricing services for all types of securities.

Investments in non-exchange traded investment companies are valued using the respective fund's daily calculated net asset value per share (Level 2 inputs), when available.

If a valuation is not available from an independent pricing service, or if Management has reason to believe that the valuation received does not represent the amount a Fund might reasonably expect to receive on a current sale in an orderly transaction, Management seeks to obtain quotations from brokers or dealers (generally considered Level 2 or Level 3 inputs depending on the number of quotes available). If such quotations are not available, the security is valued using methods Management has approved in the good-faith belief that the resulting valuation will reflect the fair value of the security. Pursuant to Rule 2a-5 under the Investment Company Act of 1940, the Funds' Board of Trustees designated Management as the Funds' valuation designee. As the Funds' valuation designee, Management is responsible for determining fair value in good faith for all Fund investments. Inputs and assumptions considered in determining fair value of a security based on Level 2 or Level 3 inputs may include, but are not limited to, the type of security; the initial cost of the security; the existence of any contractual restrictions on the security's disposition; the price and extent of public trading in similar securities of the issuer or of comparable companies; quotations or evaluated prices from broker-dealers or pricing services; information obtained from the issuer and analysts; an analysis of the company's or issuer's financial statements; an evaluation of the inputs that influence the issuer and the market(s) in which the security is purchased and sold.

The value of the Funds' investments in foreign securities is generally determined using the same valuation methods and inputs as other Fund investments, as discussed above. Foreign security prices expressed in local currency values are normally translated from the local currency into U.S. dollars using the exchange rates as of 4:00 p.m., Eastern Time, on days the New York Stock Exchange is open for business. Management has approved the use of ICE Data Services ("ICE") to evaluate the prices of foreign debt securities as of the time at which a Fund's share price is calculated. ICE utilizes benchmark spread and yield curves and evaluates available market

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

Notes to Schedule of Investments Income Funds (Unaudited) (cont'd)

activity from the local close to the time as of which a Fund's share price is calculated (Level 2 inputs) to assist in determining prices for certain foreign debt securities. In the absence of precise information about the market values of these foreign securities as of the time at which a Fund's share price is calculated, Management has determined based on available data that prices adjusted or evaluated in this way are likely to be closer to the prices a Fund could realize on a current sale than the prices of those securities established at the close of the foreign markets in which the securities primarily trade.

Fair value prices are necessarily estimates, and there is no assurance that such a price will be at or close to the price at which the security is next quoted or traded.

The Funds may enter into certain credit agreements all or a portion of which may be unfunded. The Funds are obligated to fund these commitments at the borrower's discretion.

As of January 31, 2026, the value of unfunded loan commitments was $2,047,075 for Floating Rate Income, pursuant to the following loan agreements:

---

| | | |
|:---|:---|:---|
| **Floating Rate Income** | **Floating Rate Income** | **Floating Rate Income** |
| **Borrower** | **Principal** <br>**Amount**<br>| **Value** |
| Air Comm Corp. LLC, Term Loan DD, (3 mo. USD Term SOFR + 1.00%), 1.00%, due 12/11/2031<sup>(a)</sup> <br>| &nbsp;&nbsp; $87231 | &nbsp;&nbsp; $87231 |
| Archkey Solutions LLC, Term Loan B DD, (3 mo. USD Term SOFR + 4.25%), 4.25%, due 11/1/2031<sup>(a)</sup> <br>| &nbsp;&nbsp; 77069 | &nbsp;&nbsp; 77623 |
| CohnReznick LLP, Term Loan DD , (3 mo. USD Term SOFR + 4.00%), 4.00%, due 3/31/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 67532 | &nbsp;&nbsp; 67278 |
| Hanger, Inc., Term Loan DD, (1 mo. USD Term SOFR + 3.50%), 7.17%, due 10/23/2031<sup>(a)</sup> <br>| &nbsp;&nbsp; 74361 | &nbsp;&nbsp; 74485 |
| Kaman Corp., Term Loan DD, (3 mo. USD Term SOFR + 1.50%), 8.25%, due 2/26/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 145898 | &nbsp;&nbsp; 145695 |
| MRP Buyer LLC, Term Loan DD, (3 mo. USD Term SOFR + 3.25%), 3.25%, due 6/4/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 82727 | &nbsp;&nbsp; 82159 |
| National Mentor Holdings, Inc, Term Loan DD, (3 mo. USD Term SOFR + 6.00%), 6.00%, due 12/12/2030<sup>(a)</sup> <br>| &nbsp;&nbsp; 285000 | &nbsp;&nbsp; 284724 |
| Peninsula Pacific Entertainment LLC, Term Loan DD, (3 mo. USD Term SOFR + 2.38%), 2.38%, due <br> 10/1/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 252532 | &nbsp;&nbsp; 253163 <br><sup>(b)</sup><br>|
| Pinnacle Buyer LLC, Term Loan DD, (3 mo. USD Term SOFR + 1.25%), 1.25%, due 10/1/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 290323 | &nbsp;&nbsp; 290323 |
| Pye-Barker Fire & Safety LLC, Term Loan DD, (3 mo. USD Term SOFR + 1.25%), 1.25%, due 12/16/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 261950 | &nbsp;&nbsp; 261840 |
| Raven Acquisition Holdings LLC, Term Loan DD, (3 mo. USD Term SOFR + 3.00%), 3.00%, due 11/19/2031<sup>(a)</sup> <br>| &nbsp;&nbsp; 88526 | &nbsp;&nbsp; 87552 |
| Salas O'brien, Inc., (1 mo. USD Term SOFR), due 1/21/2033<sup>(a)</sup> <br>| &nbsp;&nbsp; 202857 | &nbsp;&nbsp; 202857 |
| Savor Acquisition, Inc., Term Loan DD, (3 mo. USD Term SOFR + 3.00%), 3.00%, due 2/19/2032<sup>(a)</sup> <br>| &nbsp;&nbsp; 131897 | &nbsp;&nbsp; 132145 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Position is a delayed draw term loan which may be partially or fully unfunded. In
 accordance with the underlying credit agreement, the interest rate shown reflects the unfunded rate as
 of January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Value determined using significant unobservable inputs.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

Notes to Schedule of Investments Income Funds (Unaudited) (cont'd)

Legend

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Clearinghouses:** | **Clearinghouses:** |
| CME | = CME Group, Inc. |
| ICE CC | = ICE Clear Credit LLC |
| LCH | = LCH Clearnet Limited |
| **Counterparties:** | **Counterparties:** |
| BCB | = Barclays Bank PLC |
| BNP | = BNP Paribas SA |
| CITI | = Citibank, N.A. |
| DB | = Deutsche Bank AG |
| GSI | = Goldman Sachs International |
| HSBC | = HSBC Bank plc |
| JPM | = JPMorgan Chase Bank N.A. |
| MS | = Morgan Stanley Capital Services LLC |
| SCB | = Standard Chartered Bank |
| **Index Periods/Payment Frequencies:** | **Index Periods/Payment Frequencies:** |
| 1D | = 1 Day |
| 3M | = 3 Months |
| 6M | = 6 Months |
| 1Y | = 1 Year |
| T | = Termination |
| **Non-Deliverable Forward Contracts:** | **Non-Deliverable Forward Contracts:** |
| ARS | = Argentine Peso |
| BRL | = Brazilian Real |
| CLP | = Chilean Peso |
| COP | = Colombian Peso |
| EGP | = Egyptian Pound |
| IDR | = Indonesian Rupiah |
| KRW | = South Korean Won |
| KZT | = Kazakhstani Tenge |
| LKR | = Sri Lankan Rupee |
| MYR | = Malaysian Ringgit |
| PEN | = Peruvian Nuevo Sol |
| PKR | = Pakistani Rupee |
| UAH | = Ukraine Hryvnia |
| VND | = Vietnam Dong |
| **Other Abbreviations:** | **Other Abbreviations:** |
| CJSC | = Closed Joint Stock Company |
| JSC | = Joint Stock Company |
| Management | &nbsp;&nbsp;&nbsp; = Neuberger Berman Investment <br> Advisers LLC<br>|
| PJSC | = Public Joint Stock Company |
| **Reference Rate Benchmarks:** | **Reference Rate Benchmarks:** |
| €STR | = Euro Short Term Rate |
| CETIP | &nbsp;&nbsp;&nbsp; = Overnight Brazil Interbank Deposit <br> Rate<br>|
| CPTFEMU | &nbsp;&nbsp;&nbsp; = Eurostat Eurozone Harmonised Indices <br> of Consumer Prices Ex Tobacco <br> Unrevised Series NSA<br>|

---

---

| | |
|:---|:---|
| **Reference Rate Benchmarks: (cont'd)** | **Reference Rate Benchmarks: (cont'd)** |
| CPURNSA | = US CPI Urban Consumers NSA |
| EURIBOR | = Euro Interbank Offered Rate |
| SOFR | = Secured Overnight Financing Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ARS | = Argentina Peso |
| AUD | = Australian Dollar |
| BRL | = Brazilian Real |
| CAD | = Canadian Dollar |
| CLP | = Chilean Peso |
| CNH<sup>(a)</sup> | = Chinese Yuan Renminbi |
| COP | = Colombian Peso |
| CRC | = Costa Rica Colon |
| CZK | = Czech Koruna |
| DKK | = Denmark Krone |
| DOP | = Dominican Peso |
| EGP | = Egyptian Pound |
| EUR | = Euro |
| GBP | = Pound Sterling |
| HUF | = Hungarian Forint |
| IDR | = Indonesian Rupiah |
| JPY | = Japanese Yen |
| KES | = Kenyan Shilling |
| KRW | = South Korean Won |
| KZT | = Kazakhstani Tenge |
| LKR | = Sri Lanka Rupee |
| MNT | = Mongolia Tughrik |
| MXN | = Mexican Peso |
| MYR | = Malaysia Ringgit |
| NGN | = Nigeria Naira |
| NOK | = Norway Krone |
| PEN | = Peruvian Nuevo Sol |
| PKR | = Pakistan Rupee |
| PLN | = Polish Zloty |
| PYG | = Paraguay Guarani |
| RON | = Romanian New Leu |
| SGD | = Singapore Dollar |
| THB | = Thai Baht |
| TRY | = Turkish Lira |
| UAH | = Ukraine Hryvna |
| UGX | = Ugandan Shilling |
| USD | = United States Dollar |
| UZS | = Uzbekistan Som |
| VND | = Vietnamese Dong |
| ZAR | = South African Rand |
| ZMW | = Zambian Kwacha |

---

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(a) There is one official currency held in China, the Chinese Yuan Renminbi. CNY is traded onshore, in mainland China and CNH is traded offshore, mainly in the Hong Kong market, each at a different exchange rate.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent financial statements and other information.

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** NEUBERGER BERMAN INCOME FUNDS

- **b. Investment Company Act file number:** 811-03802

- **c. CIK number of Registrant:** 0000723620

- **d. LEI of Registrant:** 54930087F7MMJ21RIJ90

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

**Item A.2. Information about the Series.**

- **a. Name of Series:** Neuberger Berman Core Bond Fund

- **b. EDGAR series identifier (if any):** S000007835

- **c. LEI of Series:** 549300SKV3XVYP16RB69

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1202176078.09

**Total Liabilities:** $15520384.62

**Net Assets:** $1186655693.47

**Delayed Delivery Securities:** $10577658.94

**Cash Not Reported:** $20823.88

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -146.00000000 | **1-Year:** -10973.00000000 | **5-Year:** -142436.00000000 | **10-Year:** -344448.00000000 | **30-Year:** -524747.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -2.00000000 | **1-Year:** 0.00000000 | **5-Year:** -9533.00000000 | **10-Year:** -2672.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021325 | 0.57%                | -0.35%               | 0.46%                |
| Class ID C000021326 | 0.61%                | -0.32%               | 0.38%                |
| Class ID C000057304 | 0.58%                | -0.36%               | 0.35%                |
| Class ID C000057305 | 0.51%                | -0.42%               | 0.40%                |
| Class ID C000153036 | 0.73%                | -0.31%               | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $83376.73                | $2639253.97                                |
| Month 2  | $570066.62               | $-8308590.35                               |
| Month 3  | $935389.60               | $-985327.78                                |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1163702.35   | 0.10%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM3                                                    | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |    543941 | PA      | $548733.28    | 0.05%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                            | African Development Bank                                                        | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1405000 | PA      | $1382678.78   | 0.12%             | 2036-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2017-A                                                         | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4554550.00   | 0.38%             | 2038-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                             | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456000 | PA      | $459420.00    | 0.04%             | 2040-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662436 | PA      | $668683.05    | 0.06%             | 2032-09-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822718 | PA      | $837586.08    | 0.07%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2648706.05   | 0.22%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747685.27    | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2542042.97   | 0.21%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777600.57    | 0.07%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1224447.04   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1371316.50   | 0.12%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2916142.57   | 0.25%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2135397.86   | 0.18%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3163277.47   | 0.27%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3305887.69   | 0.28%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1273472.55   | 0.11%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     97219 | PA      | $96799.91     | 0.01%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2019-6                                                 | CUSIP: 03464VAA2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     29041 | PA      | $28793.60     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    639028 | PA      | $557653.16    | 0.05%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                | CUSIP: 034940AB2<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    744950 | PA      | $747285.12    | 0.06%             | 2070-09-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    985000 | PA      | $941579.41    | 0.08%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003519.70   | 0.08%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                               | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1644606.06   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                               | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    975000 | PA      | $959030.34    | 0.08%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3297843.99   | 0.28%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2124039.96   | 0.18%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802447 | PA      | $740339.53    | 0.06%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                              | Asian Development Bank                                                          | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1975000 | PA      | $1968836.78   | 0.17%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    850000 | PA      | $840029.85    | 0.07%             | 2036-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $649485.70    | 0.05%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2143772.78   | 0.18%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2023-C19                                                   | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393000 | PA      | $1437854.04   | 0.12%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1501000 | PA      | $1576568.45   | 0.13%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND2                                         | CUSIP: 05556WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812000 | PA      | $814028.05    | 0.07%             | 2042-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3075688.44   | 0.26%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                         | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1330000 | PA      | $1421650.75   | 0.12%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826078 | PA      | $1819230.16   | 0.15%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                              | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1730000 | PA      | $1659903.86   | 0.14%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918000 | PA      | $1918000.00   | 0.16%             | 2041-06-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440000 | PA      | $2452962.50   | 0.21%             | 2044-12-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                              | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657000 | PA      | $1683358.73   | 0.14%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-2 Ltd                                              | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009222.30   | 0.25%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9488100.65   | 0.80%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR2                                                                 | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $528067.02    | 0.04%             | 2056-07-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2022-BNK39                                                                 | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4193000 | PA      | $3828694.55   | 0.32%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2022-BNK41                                                                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $611413.95    | 0.05%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2023-BNK45                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $460009.58    | 0.04%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR12                                                                | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533000 | PA      | $1570291.76   | 0.13%             | 2057-12-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1475000 | PA      | $1472036.47   | 0.12%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1335000 | PA      | $1331914.61   | 0.11%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2780000 | PA      | $3101004.54   | 0.26%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2347000 | PA      | $2397798.70   | 0.20%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                             | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1121946.40   | 0.09%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $242828.58    | 0.02%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $337741.05    | 0.03%             | 2058-05-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                               | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    224032 | PA      | $224434.09    | 0.02%             | 2048-07-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                               | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1319995 | PA      | $1319992.16   | 0.11%             | 2048-07-27      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                               | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1019793 | PA      | $1019795.58   | 0.09%             | 2048-07-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                                                     | Beacon Container Finance II LLC                                                 | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    826850 | PA      | $773841.36    | 0.07%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                               | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1984727.38   | 0.17%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5383090.70   | 0.45%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B26 Mortgage Trust                                               | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10777587 | PA      | $336675.66    | 0.03%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441234 | PA      | $396368.80    | 0.03%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079000 | PA      | $1100777.67   | 0.09%             | 2055-05-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796000 | PA      | $807382.72    | 0.07%             | 2056-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038000 | PA      | $1038446.02   | 0.09%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-B39 Mortgage Trust                                               | CUSIP: 081925AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114000 | PA      | $1164844.30   | 0.10%             | 2056-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                          | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502760.55    | 0.04%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                          | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098000 | PA      | $1109987.52   | 0.09%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1191235.95   | 0.10%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4379000 | PA      | $4425092.00   | 0.37%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249000 | PA      | $1256068.84   | 0.11%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811000 | PA      | $822202.10    | 0.07%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                            | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749000 | PA      | $756246.65    | 0.06%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2070000 | PA      | $2110548.65   | 0.18%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia Canada                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2510000 | PA      | $2505992.03   | 0.21%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2065656.32   | 0.17%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2472561.05   | 0.21%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1896169.10   | 0.16%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248957 | PA      | $250523.58    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173825 | PA      | $1199792.25   | 0.10%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                              | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1703000 | PA      | $1710450.63   | 0.14%             | 2044-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1673251.25   | 0.14%             | 2042-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $788724.78    | 0.07%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                    | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1713000 | PA      | $1732513.47   | 0.15%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                     | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3062100.28   | 0.26%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-110W                                         | CUSIP: 12577HAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2701000 | PA      | $2731836.78   | 0.23%             | 2040-12-13      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                    | COOPR Residential Mortgage Trust 2025-CES1                                      | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633637 | PA      | $1655499.16   | 0.14%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2178080.47   | 0.18%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    442000 | PA      | $413687.67    | 0.03%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    456000 | PA      | $460537.44    | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAJ3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1469000 | PA      | $1511393.14   | 0.13%             | 2041-12-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    925000 | PA      | $941502.19    | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2022-2 Ltd                                                   | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4250000 | PA      | $4261424.85   | 0.36%             | 2038-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2167459 | PA      | $2200135.89   | 0.19%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1352618.93   | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1696891.94   | 0.14%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5415000 | PA      | $5228940.60   | 0.44%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                                       | Chase Funding Trust Series 2004-1                                               | CUSIP: 161546HZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6642 | PA      | $6515.69      | 0.00%             | 2033-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-4                                 | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966298 | PA      | $972810.80    | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-10                                       | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |   2429932 | PA      | $2453379.91   | 0.21%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-1                                        | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |   1744213 | PA      | $1772628.68   | 0.15%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1636974 | PA      | $1663246.90   | 0.14%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-2                                 | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461811 | PA      | $465029.63    | 0.04%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1942554.07   | 0.16%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4190864.87   | 0.35%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753DAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1697137.12   | 0.14%             | 2042-09-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753GAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2118000 | PA      | $2124629.34   | 0.18%             | 2044-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1540000 | PA      | $1583029.14   | 0.13%             | 2042-03-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2161000 | PA      | $2210811.05   | 0.19%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754MCB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1312000 | PA      | $1378076.52   | 0.12%             | 2042-06-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    814000 | PA      | $816064.87    | 0.07%             | 2045-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755DAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $492270.34    | 0.04%             | 2042-07-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    342217 | PA      | $342827.50    | 0.03%             | 2045-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2102000 | PA      | $2152402.39   | 0.18%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                             | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2531585.44   | 0.21%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                          | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   1880000 | PA      | $1868889.20   | 0.16%             | 2036-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                   | Council Of Europe Development Bank                                              | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1660000 | PA      | $1654656.59   | 0.14%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                    | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436985 | PA      | $441463.79    | 0.04%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $633197.80    | 0.05%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2594000 | PA      | $2614519.06   | 0.22%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346000 | PA      | $342075.70    | 0.03%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2767000 | PA      | $2799342.30   | 0.24%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                            | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4346494.99   | 0.37%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1018909.97   | 0.09%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2192652.94   | 0.18%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $4009418.86   | 0.34%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1421409.81   | 0.12%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $5462433.12   | 0.46%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1238993.29   | 0.10%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2928638.01   | 0.25%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1806887 | PA      | $1812869.59   | 0.15%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2013-1 Ltd                                                      | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004590.00   | 0.08%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                               | ELFI Graduate Loan Program 2024-A LLC                                           | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182489 | PA      | $1205263.17   | 0.10%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                                 | Elmwood CLO III Ltd                                                             | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1907315.76   | 0.16%             | 2037-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2022-1 Ltd                                                          | CUSIP: 29246AAL4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003644.10   | 0.08%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $314679.44    | 0.03%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1845000 | PA      | $1921191.97   | 0.16%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    830000 | PA      | $825144.89    | 0.07%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    605000 | PA      | $511213.54    | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2022-GC48                                   | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445049 | PA      | $1436323.36   | 0.12%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    930000 | PA      | $921342.19    | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2041000 | PA      | $2069170.70   | 0.17%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                               | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402736.96    | 0.03%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                            | Export-Import Bank of Korea                                                     | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   3145000 | PA      | $3109440.11   | 0.26%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3933081.26   | 0.33%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2136895.86   | 0.18%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1714279.45   | 0.14%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3525242.40   | 0.30%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128L8KE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       563 | PA      | $577.41       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4420 | PA      | $4537.28      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7HT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5525 | PA      | $5670.83      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7M94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47563 | PA      | $47870.98     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       563 | PA      | $578.15       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15812 | PA      | $15914.29     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7ZN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65115 | PA      | $65503.87     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M95Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9014 | PA      | $9052.09      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17424 | PA      | $17515.13     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49588 | PA      | $46293.62     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97863 | PA      | $95318.78     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11391 | PA      | $10685.95     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2368 | PA      | $2383.22      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48164 | PA      | $48164.29     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47721 | PA      | $47824.27     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312930XS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       877 | PA      | $897.27       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312934BT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $121.85       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10856 | PA      | $10925.86     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756843 | PA      | $776294.39    | 0.07%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DN4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766822 | PA      | $779538.60    | 0.07%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DND42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147611 | PA      | $142415.20    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538751 | PA      | $531212.44    | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259273 | PA      | $249175.98    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57640 | PA      | $51593.12     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792704 | PA      | $795765.13    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DP3U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339174 | PA      | $325807.35    | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468325 | PA      | $479880.50    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641520 | PA      | $657958.04    | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708836 | PA      | $679950.88    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPCV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515997 | PA      | $519815.75    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858144 | PA      | $864494.86    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPE61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370868 | PA      | $330081.09    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471101 | PA      | $437959.00    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985409 | PA      | $913422.95    | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPMX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567471 | PA      | $585225.55    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DPSK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2191771 | PA      | $2154397.84   | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DQGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907592 | PA      | $928310.66    | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339928 | PA      | $347983.67    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DQPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298543 | PA      | $305927.32    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691363 | PA      | $709655.57    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DS3X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661267 | PA      | $586573.36    | 0.05%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1106542 | PA      | $1062509.86   | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1031677 | PA      | $1014638.87   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860007 | PA      | $2869144.21   | 0.24%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSV58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183401 | PA      | $1228537.79   | 0.10%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DT3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323065 | PA      | $329150.70    | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DTFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    542595 | PA      | $551378.39    | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904568 | PA      | $926107.01    | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2278487 | PA      | $2279117.24   | 0.19%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660579 | PA      | $677286.47    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1352167 | PA      | $1328231.74   | 0.11%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260742 | PA      | $268129.13    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DUWR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185587 | PA      | $187344.44    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420293 | PA      | $393032.41    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119816 | PA      | $112019.73    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272621 | PA      | $254796.76    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV6G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87651 | PA      | $86708.56     | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608021 | PA      | $544182.86    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178820 | PA      | $172662.32    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269333 | PA      | $230759.33    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246578 | PA      | $246645.91    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873691 | PA      | $749590.64    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875395 | PA      | $779672.95    | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367444 | PA      | $315212.95    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136026 | PA      | $126281.73    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139687 | PA      | $133965.76    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246406 | PA      | $218840.08    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1451341 | PA      | $1291099.89   | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1132840 | PA      | $1114363.94   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894407 | PA      | $897952.12    | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305453 | PA      | $307008.45    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1032137 | PA      | $988265.06    | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1940668 | PA      | $1723551.87   | 0.15%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171721 | PA      | $159003.74    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1099046 | PA      | $1051648.69   | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156184 | PA      | $153733.48    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1761879 | PA      | $1768682.00   | 0.15%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730621 | PA      | $743596.91    | 0.06%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    566731 | PA      | $584206.61    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272481 | PA      | $232501.39    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828365 | PA      | $735366.60    | 0.06%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333430 | PA      | $327786.32    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400617 | PA      | $408217.74    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118118 | PA      | $118579.77    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177234 | PA      | $180597.47    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    788235 | PA      | $788976.00    | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179659 | PA      | $182812.82    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268021 | PA      | $276130.60    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586055 | PA      | $574685.62    | 0.05%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262756 | PA      | $262828.68    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818379 | PA      | $831862.16    | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512129 | PA      | $513896.78    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473744 | PA      | $481857.16    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100832 | PA      | $103860.16    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428388 | PA      | $435689.67    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729848 | PA      | $756045.95    | 0.06%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147154 | PA      | $149438.45    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471675 | PA      | $479557.64    | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392715 | PA      | $402581.69    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1270583 | PA      | $1303651.26   | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797118 | PA      | $808550.68    | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1484950 | PA      | $1522253.37   | 0.13%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012729 | PA      | $1036954.22   | 0.09%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712745 | PA      | $723484.64    | 0.06%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWKT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2653728 | PA      | $2536308.88   | 0.21%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1060445 | PA      | $1075654.86   | 0.09%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714747 | PA      | $731630.95    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3258319 | PA      | $3305593.34   | 0.28%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530960 | PA      | $538609.54    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4528068 | PA      | $4593012.54   | 0.39%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766977 | PA      | $777977.28    | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958616 | PA      | $958881.78    | 0.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1495628 | PA      | $1531034.34   | 0.13%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429918 | PA      | $444810.88    | 0.04%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630228 | PA      | $639267.38    | 0.05%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1731861 | PA      | $1756700.70   | 0.15%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132E04M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439829 | PA      | $378589.07    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215016 | PA      | $191702.18    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132E0JY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206373 | PA      | $207856.89    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132GEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15306 | PA      | $15645.24     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8RZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64523 | PA      | $64006.14     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160354 | PA      | $151926.13    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29675 | PA      | $29313.76     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPNL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17625 | PA      | $17602.97     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145558 | PA      | $137087.31    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335AB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30503 | PA      | $30698.04     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14623 | PA      | $14654.36     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102192 | PA      | $99318.71     | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133A2D64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211934 | PA      | $190651.92    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133A86T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333887 | PA      | $286462.37    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133ABJ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761872 | PA      | $653418.08    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133ACV62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620203 | PA      | $531785.48    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AGNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618468 | PA      | $510230.94    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133ANKU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598745 | PA      | $517452.73    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133ANV43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372151 | PA      | $322069.77    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AQUB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800404 | PA      | $690843.80    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BDPY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1163005 | PA      | $1117983.30   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BEXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369650 | PA      | $354896.36    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BFWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356007 | PA      | $350099.15    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BKTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135161 | PA      | $135670.40    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BSL59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708720 | PA      | $731093.87    | 0.06%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BT5R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199712 | PA      | $200483.31    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1271014 | PA      | $1293714.94   | 0.11%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJ2R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407654 | PA      | $364476.76    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277153 | PA      | $237956.80    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374713 | PA      | $348103.55    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2517536 | PA      | $2148165.55   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75368 | PA      | $72683.35     | 0.01%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KNVB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108631 | PA      | $101214.34    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPFV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95837 | PA      | $89147.86     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449997 | PA      | $432472.83    | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410438 | PA      | $381050.10    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419370 | PA      | $403037.52    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248592 | PA      | $230218.50    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87870 | PA      | $86599.73     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198178 | PA      | $199644.43    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PRIN STRIPS                                                                    | Fannie Mae Principal Strip                                                      | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1985000 | PA      | $1166108.95   | 0.10%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136ABT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120940 | PA      | $119761.20    | 0.01%             | 2043-02-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136ASUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655934 | PA      | $106766.31    | 0.01%             | 2046-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5415000 | PA      | $5364681.65   | 0.45%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137AMWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1061376 | PA      | $125213.47    | 0.01%             | 2042-03-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137AXXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652759 | PA      | $79748.69     | 0.01%             | 2043-01-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19356390 | PA      | $141750.72    | 0.01%             | 2027-06-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2947374 | PA      | $2931495.32   | 0.25%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL6J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  63186000 | PA      | $803549.00    | 0.07%             | 2029-01-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22301628 | PA      | $441721.65    | 0.04%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2208000 | PA      | $2088299.90   | 0.18%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $451696.00    | 0.04%             | 2029-08-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3342000 | PA      | $3030748.18   | 0.26%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2983000 | PA      | $2664149.22   | 0.22%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1680000 | PA      | $1526069.66   | 0.13%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3342000 | PA      | $3007233.53   | 0.25%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3732000 | PA      | $3396400.27   | 0.29%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5660000 | PA      | $5709843.09   | 0.48%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2487843 | PA      | $2555082.04   | 0.22%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | FREMF 2025-K760 Mortgage Trust                                                  | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2055188 | PA      | $2089978.22   | 0.18%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4916000 | PA      | $5006377.22   | 0.42%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2870000 | PA      | $2848122.28   | 0.24%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1563310.63   | 0.13%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4726000 | PA      | $4794068.58   | 0.40%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5498000 | PA      | $5527983.34   | 0.47%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2351000 | PA      | $2374823.86   | 0.20%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5732000 | PA      | $5766582.88   | 0.49%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNTK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5691000 | PA      | $5717353.31   | 0.48%             | 2032-09-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3002448.00   | 0.25%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HPF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6055000 | PA      | $6006407.41   | 0.51%             | 2035-10-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HPUA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2906000 | PA      | $2921457.30   | 0.25%             | 2030-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HPUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3041000 | PA      | $3004780.17   | 0.25%             | 2035-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138A94P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23035 | PA      | $23128.29     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ABBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27475 | PA      | $27586.46     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ABMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12905 | PA      | $12951.09     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138AHXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33180 | PA      | $33315.18     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47431 | PA      | $47623.50     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6852 | PA      | $6867.64      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EL5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10901 | PA      | $10912.08     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25291 | PA      | $25930.55     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ELPP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14140 | PA      | $14197.84     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EM6F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21345 | PA      | $21365.93     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32605 | PA      | $32737.52     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ETQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4146 | PA      | $4162.31      | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ETV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172879 | PA      | $168411.66    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LUTG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11758 | PA      | $11769.49     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138MTKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2816600 | PA      | $2691973.98   | 0.23%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WGHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34821 | PA      | $34855.74     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138X0BT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70792 | PA      | $67622.95     | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XBWZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55909 | PA      | $55963.89     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XPMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34766 | PA      | $34254.09     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YTZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77910 | PA      | $77461.71     | 0.01%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31401WUC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11048 | PA      | $11208.39     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31401YB79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       403 | PA      | $403.40       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2632 | PA      | $2689.24      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10148 | PA      | $10280.77     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104060 | PA      | $106424.74    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31405R6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12997 | PA      | $13283.09     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321863 | PA      | $313277.25    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140GQ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200330 | PA      | $194975.95    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HGL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652574 | PA      | $559883.93    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HMN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40851 | PA      | $40714.88     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HMXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146719 | PA      | $145739.64    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JRHG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287551 | PA      | $268750.73    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JWNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75079 | PA      | $70201.02     | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140K0E38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139261 | PA      | $137821.95    | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118980 | PA      | $107290.34    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KCHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48980 | PA      | $48848.32     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223688 | PA      | $200271.81    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KEPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562711 | PA      | $482609.52    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KKF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303398 | PA      | $271543.31    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KKHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320411 | PA      | $277787.14    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KMXH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428785 | PA      | $351843.89    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707912 | PA      | $579151.32    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KYMT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661490 | PA      | $574205.74    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L06D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415210 | PA      | $342709.91    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L2PP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613977 | PA      | $507639.93    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L2QD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499441 | PA      | $412522.69    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L3AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571348 | PA      | $470474.32    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MA3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385222 | PA      | $313628.59    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MF4H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612220 | PA      | $602424.22    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MFZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1363533 | PA      | $1368609.99   | 0.12%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MM5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243323 | PA      | $239404.93    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641576 | PA      | $644250.27    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MRAR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124594 | PA      | $119564.54    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MRBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302651 | PA      | $299192.42    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743992 | PA      | $746902.88    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95679 | PA      | $94118.58     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MX4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743961 | PA      | $746871.47    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118529 | PA      | $118243.50    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80135 | PA      | $79321.35     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QC5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256803 | PA      | $238612.29    | 0.02%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QCYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177711 | PA      | $166014.67    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QD7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157296 | PA      | $140633.91    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QDE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395456 | PA      | $369387.20    | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980978 | PA      | $801726.89    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633711 | PA      | $544659.29    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLD94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707622 | PA      | $603917.52    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576816 | PA      | $495762.75    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178594 | PA      | $159009.90    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315531 | PA      | $269922.62    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386569 | PA      | $1183343.62   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302217 | PA      | $268528.76    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QP3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269434 | PA      | $271428.18    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834632 | PA      | $801936.73    | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732827 | PA      | $678554.63    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QPGR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907995 | PA      | $840837.74    | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480372 | PA      | $429859.34    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205258 | PA      | $206397.97    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286829 | PA      | $282091.42    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QR3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323158 | PA      | $1363827.82   | 0.11%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410570 | PA      | $418164.38    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479257 | PA      | $496323.37    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564231 | PA      | $582241.68    | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUY26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791823 | PA      | $792041.95    | 0.07%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2413963 | PA      | $2418271.14   | 0.20%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584612 | PA      | $574262.06    | 0.05%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W0GP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721571 | PA      | $723660.62    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W0P41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636045 | PA      | $1514880.99   | 0.13%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W0SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93873 | PA      | $92089.99     | 0.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W1RC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959912 | PA      | $1880821.96   | 0.16%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W1RH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157872 | PA      | $2064278.95   | 0.17%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W2UM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2140545 | PA      | $2105633.97   | 0.18%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3108753 | PA      | $3053694.56   | 0.26%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W3MN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317437 | PA      | $322409.66    | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4RK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24281 | PA      | $24099.76     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231625 | PA      | $209604.93    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67554 | PA      | $65226.84     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X7WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66011 | PA      | $61721.59     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349369 | PA      | $315069.81    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253697 | PA      | $208982.95    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9SM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535432 | PA      | $502963.04    | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XA7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306878 | PA      | $265815.05    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621603 | PA      | $580875.47    | 0.05%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335229 | PA      | $288477.34    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463689 | PA      | $396666.21    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XCJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659409 | PA      | $570040.90    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XF5G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492000 | PA      | $437214.29    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XFD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442363 | PA      | $363441.66    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XFL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439159 | PA      | $361180.52    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975526 | PA      | $933174.85    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82314 | PA      | $73617.08     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740408 | PA      | $656774.92    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438314 | PA      | $375963.27    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XH3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832355 | PA      | $817836.18    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XHJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351176 | PA      | $325727.42    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748767 | PA      | $665389.22    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2528798 | PA      | $2156149.31   | 0.18%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338140 | PA      | $339463.01    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624969 | PA      | $641532.35    | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900699 | PA      | $924570.96    | 0.08%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2488983 | PA      | $2304767.90   | 0.19%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XMBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274235 | PA      | $254926.76    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525981 | PA      | $544021.30    | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302342 | PA      | $307233.84    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2486200 | PA      | $2494143.53   | 0.21%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250580 | PA      | $1157963.52   | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XQTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257980 | PA      | $1073389.54   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XRKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2619919 | PA      | $2660795.80   | 0.22%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1093 | PA      | $1107.55      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410KAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18914 | PA      | $19137.36     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416WPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2606 | PA      | $2617.98      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11472 | PA      | $11483.34     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BPJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22194 | PA      | $22216.34     | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251955 | PA      | $238853.97    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31812 | PA      | $31739.94     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440284 | PA      | $428288.76    | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2473782 | PA      | $2117368.85   | 0.18%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64549 | PA      | $60322.11     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41111 | PA      | $40702.84     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211150 | PA      | $197230.97    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278795 | PA      | $269518.36    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54084 | PA      | $53525.53     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429515 | PA      | $401200.79    | 0.03%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645313 | PA      | $577558.69    | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623473 | PA      | $554537.74    | 0.05%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544610 | PA      | $446003.77    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327967 | PA      | $281313.31    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404664 | PA      | $346743.62    | 0.03%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419500 | PA      | $425820.54    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2095461 | PA      | $2126555.70   | 0.18%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2670977 | PA      | $2281585.97   | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325749 | PA      | $289391.06    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590485 | PA      | $504396.06    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145973 | PA      | $135169.18    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377380 | PA      | $307127.00    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2116142 | PA      | $1882083.57   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269445 | PA      | $1175430.96   | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228663 | PA      | $1049533.00   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147345 | PA      | $130880.06    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496007 | PA      | $459273.10    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4482022 | PA      | $3980621.69   | 0.34%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760799 | PA      | $704454.40    | 0.06%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470379 | PA      | $450542.45    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171696 | PA      | $168913.48    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2627397 | PA      | $2333129.15   | 0.20%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083635 | PA      | $1036566.80   | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741074 | PA      | $728987.19    | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170170 | PA      | $170853.32    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460264 | PA      | $440343.69    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344938 | PA      | $339525.17    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1012928 | PA      | $1017306.74   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469832 | PA      | $471718.44    | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288050 | PA      | $283262.71    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317908 | PA      | $324385.26    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216565 | PA      | $1221324.54   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396705 | PA      | $1423070.71   | 0.12%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747121 | PA      | $715234.98    | 0.06%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2774198 | PA      | $2786191.05   | 0.23%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EN55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1124482 | PA      | $998243.71    | 0.08%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250045 | PA      | $2289547.40   | 0.19%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1639504 | PA      | $1645751.29   | 0.14%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759959 | PA      | $773378.80    | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805409 | PA      | $745761.30    | 0.06%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257612 | PA      | $258567.44    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603556 | PA      | $1631383.16   | 0.14%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140583 | PA      | $1120598.02   | 0.09%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337448 | PA      | $338698.67    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057010 | PA      | $3068344.95   | 0.26%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699133 | PA      | $711265.41    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490112 | PA      | $504793.34    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1334307 | PA      | $1310980.13   | 0.11%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800177 | PA      | $802939.06    | 0.07%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275145 | PA      | $279415.81    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858160 | PA      | $883247.09    | 0.07%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568219 | PA      | $569801.29    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685481 | PA      | $697063.38    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152104 | PA      | $145684.69    | 0.01%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1688803 | PA      | $1716565.36   | 0.14%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800429 | PA      | $823840.59    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417812 | PA      | $424680.20    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1088541 | PA      | $1067591.69   | 0.09%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544372 | PA      | $553071.48    | 0.05%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930870 | PA      | $954256.72    | 0.08%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296463 | PA      | $306725.08    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315866 | PA      | $302014.90    | 0.03%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100235 | PA      | $101689.33    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FC88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3993803 | PA      | $3817089.77   | 0.32%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1608754 | PA      | $1647595.91   | 0.14%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2111001 | PA      | $2141278.52   | 0.18%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386208 | PA      | $369119.52    | 0.03%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4057042 | PA      | $4058663.31   | 0.34%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977631 | PA      | $1890126.96   | 0.16%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2902309 | PA      | $2845989.21   | 0.24%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499262 | PA      | $477170.85    | 0.04%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521513 | PA      | $1491987.90   | 0.13%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383743 | PA      | $397027.91    | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327495 | PA      | $332192.26    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479120 | PA      | $490439.16    | 0.04%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603178 | PA      | $603345.17    | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418UEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22254 | PA      | $22358.05     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10817 | PA      | $10861.70     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418XMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13004 | PA      | $12955.95     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29922 | PA      | $30065.17     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419AJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24764 | PA      | $25390.57     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53772 | PA      | $53995.89     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41461 | PA      | $41634.05     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419J5X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2745 | PA      | $2735.17      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427M6M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2388478 | PA      | $2447716.74   | 0.21%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427MDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1896844 | PA      | $1866490.90   | 0.16%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427MVW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1173664 | PA      | $1202052.49   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427MWR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    989005 | PA      | $1022317.38   | 0.09%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427NEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2412538 | PA      | $2305791.01   | 0.19%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934648 | PA      | $956728.25    | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GUPY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449410 | PA      | $460883.32    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136657 | PA      | $1136971.39   | 0.10%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151564 | PA      | $1178768.86   | 0.10%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292843 | PA      | $262796.46    | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843000 | PA      | $853585.30    | 0.07%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2752527.66   | 0.23%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1718120.38   | 0.14%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                                        | FIVE 2023-V1 Mortgage Trust                                                     | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607526 | PA      | $1649381.80   | 0.14%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                                 | 522 Funding CLO 2019-5 Ltd                                                      | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800905.84    | 0.07%             | 2035-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100868 | PA      | $1105063.78   | 0.09%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-2                                                 | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064274 | PA      | $1069674.57   | 0.09%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2009913.56   | 0.17%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3697081.90   | 0.31%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $5108837.51   | 0.43%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2541199.36   | 0.21%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   1050000 | PA      | $1129039.38   | 0.10%             | 2042-09-25      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1108497.17   | 0.09%             | 2041-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $556534.00    | 0.05%             | 2042-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1325000 | PA      | $1355223.25   | 0.11%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     31000 | PA      | $31920.39     | 0.00%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA2                                         | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   2645000 | PA      | $2657405.05   | 0.22%             | 2044-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-NQM3 Trust                                                            | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205410 | PA      | $202568.66    | 0.02%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM5 Trust                                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951604 | PA      | $814494.37    | 0.07%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179WZD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192399 | PA      | $189710.87    | 0.02%             | 2052-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251398 | PA      | $252710.51    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588516 | PA      | $577332.20    | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548784 | PA      | $551322.59    | 0.05%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250752 | PA      | $246836.97    | 0.02%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    891463 | PA      | $877405.07    | 0.07%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003287 | PA      | $987466.49    | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617276 | PA      | $620230.14    | 0.05%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468138 | PA      | $471300.46    | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503078 | PA      | $513122.16    | 0.04%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    606646 | PA      | $610556.95    | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399673 | PA      | $404396.08    | 0.03%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1223536 | PA      | $1247965.42   | 0.11%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454994 | PA      | $444838.62    | 0.04%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124110 | PA      | $121828.36    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208050 | PA      | $208890.29    | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YHQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264426 | PA      | $258974.34    | 0.02%             | 2053-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349129 | PA      | $355489.02    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832974 | PA      | $837321.22    | 0.07%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394496 | PA      | $395303.22    | 0.03%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127759 | PA      | $128229.21    | 0.01%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YRF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444329 | PA      | $434491.60    | 0.04%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553166 | PA      | $560147.53    | 0.05%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880996 | PA      | $894575.40    | 0.08%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179YYW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111226 | PA      | $112629.30    | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000180 | PA      | $1014933.17   | 0.09%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714662 | PA      | $723682.05    | 0.06%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2521321 | PA      | $2464914.42   | 0.21%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205643 | PA      | $208108.89    | 0.02%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369334 | PA      | $374229.66    | 0.03%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522507 | PA      | $528681.99    | 0.04%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325576 | PA      | $329434.58    | 0.03%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1193939 | PA      | $1208048.16   | 0.10%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $897336.37    | 0.08%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1146917.52   | 0.10%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                              | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535715.87    | 0.05%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                    | CUSIP: 36272XAE2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   2102505 | PA      | $2113248.54   | 0.18%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 36 CLO Ltd                                                               | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004029.00   | 0.08%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3336850.89   | 0.28%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                 | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2374780.34   | 0.20%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3485009.30   | 0.29%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3146451.34   | 0.27%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1448031.16   | 0.12%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3809148.49   | 0.32%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38378FPP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1205286 | PA      | $183104.59    | 0.02%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38379YKG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552835 | PA      | $49373.44     | 0.00%             | 2044-12-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1345607 | PA      | $1041639.95   | 0.09%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38382NCT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2999859 | PA      | $383475.58    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1141823 | PA      | $952216.24    | 0.08%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                                              | Greenacre Park CLO LLC                                                          | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2514420.00   | 0.21%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1107235.31   | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1362834.70   | 0.11%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                             | Halseypoint Clo 5 Ltd                                                           | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001736.20   | 0.08%             | 2035-01-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840987 | PA      | $837843.26    | 0.07%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336285 | PA      | $343764.30    | 0.03%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                             | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583130 | PA      | $587738.92    | 0.05%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1378410.53   | 0.12%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416842 | PA      | $423679.44    | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456680 | PA      | $461610.34    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274000 | PA      | $1320560.37   | 0.11%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                       | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554000 | PA      | $563809.68    | 0.05%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                       | CUSIP: 449843AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $841982.85    | 0.07%             | 2042-06-10      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                             | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432000 | PA      | $1449126.58   | 0.12%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2845000 | PA      | $2952050.47   | 0.25%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4090000 | PA      | $4182534.74   | 0.35%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4625000 | PA      | $4758818.87   | 0.40%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2266203.36   | 0.19%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $727331.28    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $947857.06    | 0.08%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $588004.32    | 0.05%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    595000 | PA      | $499793.60    | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4406221.89   | 0.37%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                             | Inter-American Development Bank                                                 | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1240000 | PA      | $1221064.34   | 0.10%             | 2036-01-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086000 | PA      | $2095126.25   | 0.18%             | 2042-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431000 | PA      | $1449242.24   | 0.12%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                               | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |    253589 | PA      | $254546.25    | 0.02%             | 2054-05-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6290000 | PA      | $6541971.99   | 0.55%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1179059.29   | 0.10%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6926890.72   | 0.58%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                 | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $526350.17    | 0.04%             | 2039-01-05      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                 | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736000 | PA      | $632960.22    | 0.05%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    590711 | PA      | $592885.63    | 0.05%             | 2054-03-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                               | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |    618172 | PA      | $620133.10    | 0.05%             | 2054-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM5                                       | CUSIP: 46664DAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2765520 | PA      | $2775629.91   | 0.23%             | 2065-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                             | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1515661.44   | 0.13%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    925000 | PA      | $972027.00    | 0.08%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                             | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810501.48    | 0.07%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124000 | PA      | $2161883.45   | 0.18%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    900000 | PA      | $640344.29    | 0.05%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1082426.39   | 0.09%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3140277.41   | 0.26%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2915000 | PA      | $3055559.78   | 0.26%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                   | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   2398763 | PA      | $2422470.88   | 0.20%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                  | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270651 | PA      | $1272745.60   | 0.11%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                  | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126169 | PA      | $1126123.61   | 0.09%             | 2044-10-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353104 | PA      | $335819.74    | 0.03%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358982 | PA      | $342259.89    | 0.03%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2902685.47   | 0.24%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXIII Ltd                                                             | CUSIP: 55954NAJ8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000654.90   | 0.08%             | 2035-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXIV Ltd                                                              | CUSIP: 55954WAL3<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $901083.51    | 0.08%             | 2035-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1470296.95   | 0.12%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                              | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1195000 | PA      | $1230771.39   | 0.10%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1769364.69   | 0.15%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1332952.97   | 0.11%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2325000 | PA      | $2359486.26   | 0.20%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    779000 | PA      | $785253.11    | 0.07%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2025-NQM5 Trust                                                             | CUSIP: 59319DAC7<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |   2797102 | PA      | $2814219.12   | 0.24%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                               | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    595000 | PA      | $552137.21    | 0.05%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                               | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1284209.98   | 0.11%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2291759.41   | 0.19%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1340642.17   | 0.11%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1824624.05   | 0.15%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1663676.81   | 0.14%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2953051.27   | 0.25%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-3                           | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157474 | PA      | $158246.43    | 0.01%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd                                                  | Morgan Stanley Eaton Vance CLO 2025-21 Ltd                                      | CUSIP: 617921AA9<br>LEI: 254900LVH0JZLB93FN88 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006981.90   | 0.25%             | 2038-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                        | CUSIP: 617948AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616298 | PA      | $620464.81    | 0.05%             | 2070-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                       | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824446 | PA      | $1837135.26   | 0.15%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                           | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1589318.93   | 0.13%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                  | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607972 | PA      | $616291.84    | 0.05%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                  | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494730 | PA      | $498687.68    | 0.04%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838749 | PA      | $853567.02    | 0.07%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255916 | PA      | $1268481.94   | 0.11%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049801.16   | 0.09%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    705000 | PA      | $701738.60    | 0.06%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                              | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   2795000 | PA      | $2827255.78   | 0.24%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                        | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1695779.49   | 0.14%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                   | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1980000 | PA      | $2042751.43   | 0.17%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4485000 | PA      | $4600811.31   | 0.39%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1069565 | PA      | $970904.45    | 0.08%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    724411 | PA      | $666978.60    | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1169997 | PA      | $1068475.98   | 0.09%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    280413 | PA      | $257171.45    | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2024-A                                | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1423915 | PA      | $1459377.50   | 0.12%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-NQM5                                   | CUSIP: 64830PAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     99838 | PA      | $95772.84     | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM7                                   | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |   1458659 | PA      | $1463375.19   | 0.12%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM3                                   | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   2044406 | PA      | $2075434.78   | 0.17%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1634071.45   | 0.14%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                              | Nordic Investment Bank                                                          | CUSIP: 65562QC45<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   5145000 | PA      | $5122620.48   | 0.43%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2020-8R Ltd                                                             | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003552.40   | 0.08%             | 2038-10-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM4 Trust                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    124740 | PA      | $126013.03    | 0.01%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM6 Trust                                                             | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    951417 | PA      | $965877.49    | 0.08%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                            | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   1157449 | PA      | $1161184.23   | 0.10%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344000 | PA      | $1347360.00   | 0.11%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                             | OHA Credit Partners XVII Ltd                                                    | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2415000 | PA      | $2425151.21   | 0.20%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958000 | PA      | $961592.50    | 0.08%             | 2042-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                             | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    920894 | PA      | $932598.78    | 0.08%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                             | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    757040 | PA      | $765232.40    | 0.06%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1049585.58   | 0.09%             | 2042-07-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                             | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931028 | PA      | $1951731.94   | 0.16%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4817739.93   | 0.41%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                                    | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAN2<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1204207.20   | 0.10%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                             | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CS6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1840000 | PA      | $1832340.41   | 0.15%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                             | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1706000 | PA      | $1732483.60   | 0.15%             | 2042-08-11      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1583485.22   | 0.13%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1616000 | PA      | $1648589.87   | 0.14%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                         | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633000 | PA      | $1681429.39   | 0.14%             | 2039-07-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1645000 | PA      | $1688724.79   | 0.14%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                      | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1355000 | PA      | $1344790.60   | 0.11%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                      | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3625000 | PA      | $3619346.27   | 0.31%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1554686.24   | 0.13%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3317261.89   | 0.28%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1620092.71   | 0.14%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11995000 | PA      | $10576874.33  | 0.89%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                           | Orange SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    745000 | PA      | $738744.97    | 0.06%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                           | Orange SA                                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $997651.34    | 0.08%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                           | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2110000 | PA      | $2092680.07   | 0.18%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1069889 | PA      | $1084278.64   | 0.09%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | Pk Alift Loan Funding 6 LP                                                      | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413401 | PA      | $1422184.22   | 0.12%             | 2042-11-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2170159.18   | 0.18%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $564278.06    | 0.05%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2247632.18   | 0.19%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1172352.25   | 0.10%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3661596.68   | 0.31%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2025-AFC1 Trust                                                           | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078675 | PA      | $1084356.46   | 0.09%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2531282.63   | 0.21%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1578636.43   | 0.13%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1275901.80   | 0.11%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2373294.79   | 0.20%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1393484.44   | 0.12%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2025-A                                      | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1946000 | PA      | $1950706.21   | 0.16%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                         | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1719473.17   | 0.14%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                         | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629180.54    | 0.05%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                               | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1727517.44   | 0.15%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                               | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1060889.49   | 0.09%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust 2025-PRM6                                                             | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488000 | PA      | $490580.54    | 0.04%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                                | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   3480000 | PA      | $3390113.58   | 0.29%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-4                                         | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2639499 | PA      | $2657832.58   | 0.22%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    880000 | PA      | $899793.58    | 0.08%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                       | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2635000 | PA      | $2649246.26   | 0.22%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                       | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2005000 | PA      | $1995692.39   | 0.17%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                  | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |   2761178 | PA      | $2769413.99   | 0.23%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   1671831 | PA      | $1684205.54   | 0.14%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2416000 | PA      | $2485357.08   | 0.21%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2330000 | PA      | $2380970.85   | 0.20%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | Rad CLO 18 Ltd                                                                  | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1605017.60   | 0.14%             | 2037-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | Rad CLO 6 Ltd                                                                   | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003643.70   | 0.08%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 43 Ltd                                                                       | CUSIP: 78110AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2700000.00   | 0.23%             | 2039-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  29900641 | NS      | $29900640.77  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                      | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1957781.01   | 0.16%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    695000 | PA      | $699052.63    | 0.06%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2788000 | PA      | $2818302.49   | 0.24%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                            | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   4145000 | PA      | $4257787.48   | 0.36%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                              | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2795000 | PA      | $2821223.53   | 0.24%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                 | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425303 | PA      | $436112.21    | 0.04%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636523 | PA      | $641389.95    | 0.05%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761183 | PA      | $761530.66    | 0.06%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296016 | PA      | $295603.39    | 0.02%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                 | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613293 | PA      | $1630013.18   | 0.14%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314476 | PA      | $324980.58    | 0.03%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XVII Ltd                                                       | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4508604.45   | 0.38%             | 2038-04-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                    | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   1435000 | PA      | $1438075.35   | 0.12%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    770000 | PA      | $693457.21    | 0.06%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                             | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1795132.69   | 0.15%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2254000 | PA      | $2271067.96   | 0.19%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542534 | PA      | $482874.06    | 0.04%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-6                                      | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405312 | PA      | $1252421.09   | 0.11%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1474604.64   | 0.12%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2768149.59   | 0.23%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3671928.73   | 0.31%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                                  | Summit Issuer LLC                                                               | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2249000 | PA      | $2266588.75   | 0.19%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   8770000 | PA      | $8889748.47   | 0.75%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1074952.15   | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $1115782.50   | 0.09%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643538 | PA      | $628438.05    | 0.05%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2160000 | PA      | $2140498.68   | 0.18%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                      | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2005000 | PA      | $2064944.57   | 0.17%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                      | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3520000 | PA      | $3520761.31   | 0.30%             | 2030-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197000 | PA      | $1197747.65   | 0.10%             | 2042-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1908790 | PA      | $1837591.15   | 0.15%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1653000 | PA      | $1672272.33   | 0.14%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                             | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    605000 | PA      | $607276.71    | 0.05%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                             | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    980000 | PA      | $973197.33    | 0.08%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4110823.18   | 0.35%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO V LTD                                                              | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001257.50   | 0.08%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VII Ltd                                                            | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007400.00   | 0.17%             | 2037-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                       | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1265000 | PA      | $1320220.31   | 0.11%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    670000 | PA      | $637506.21    | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1602720.27   | 0.14%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    408689 | PA      | $412774.14    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                             | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523837 | PA      | $1561659.80   | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2011000 | PA      | $2018541.25   | 0.17%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                           | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    830000 | PA      | $863615.00    | 0.07%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620000 | PA      | $655495.00    | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    790000 | PA      | $844826.00    | 0.07%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1545000 | PA      | $1578372.00   | 0.13%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1575000 | PA      | $1637133.75   | 0.14%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3050000 | PA      | $3037800.00   | 0.26%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    895000 | PA      | $882559.50    | 0.07%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4360000 | PA      | $3576221.90   | 0.30%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $1536093.75   | 0.13%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3660000 | PA      | $2402732.83   | 0.20%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14195000 | PA      | $11188543.29  | 0.94%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4485000 | PA      | $2346040.44   | 0.20%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8285000 | PA      | $4730864.41   | 0.40%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3255000 | PA      | $2264259.38   | 0.19%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230000 | PA      | $5114980.85   | 0.43%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4420000 | PA      | $3975755.48   | 0.34%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7810000 | PA      | $7620241.37   | 0.64%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4370000 | PA      | $4186323.44   | 0.35%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7590000 | PA      | $7420410.94   | 0.63%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3735840.63   | 0.31%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $968021.88    | 0.08%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1812459.18   | 0.15%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10970000 | PA      | $10987140.63  | 0.93%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $4204792.95   | 0.35%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $4115622.68   | 0.35%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $4259296.88   | 0.36%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1815000 | PA      | $1816701.56   | 0.15%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11395000 | PA      | $11386987.95  | 0.96%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3715000 | PA      | $3638958.59   | 0.31%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4540703.15   | 0.38%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1879563.11   | 0.16%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3265254.55   | 0.28%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2427000 | PA      | $2483629.68   | 0.21%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                        | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3316000 | PA      | $3289608.29   | 0.28%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2064939 | PA      | $2091391.35   | 0.18%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-7                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    498850 | PA      | $502226.68    | 0.04%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                               | CUSIP: 92538MAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1138057 | PA      | $1010511.19   | 0.09%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    748464 | PA      | $662927.65    | 0.06%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-4                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1188914 | PA      | $1205735.56   | 0.10%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                               | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   1157646 | PA      | $1170362.88   | 0.10%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-R2                                              | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |   2237576 | PA      | $2254596.22   | 0.19%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034091 | PA      | $1052884.20   | 0.09%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382676 | PA      | $364609.49    | 0.03%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                        | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223152 | PA      | $129.90       | 0.00%             | 2057-09-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $3003427.82   | 0.25%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                 | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1361231.73   | 0.11%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080520.21   | 0.09%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                       | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    885000 | PA      | $881776.05    | 0.07%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                       | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2166119.32   | 0.18%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1682000 | PA      | $1701628.77   | 0.14%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2206000 | PA      | $2237887.73   | 0.19%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                             | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905856 | PA      | $918046.42    | 0.08%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                     | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173000 | PA      | $1130388.31   | 0.10%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       264 | NC      | $-245104.79   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       357 | NC      | $-488832.09   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -196 | NC      | $162473.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       449 | NC      | $-350744.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      1611 | NC      | $213458.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -772 | NC      | $628165.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** NEUBERGER BERMAN INCOME FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer