# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001752724-23-064052
**Filing Date:** 2023-3
**Character Count:** 835415
**Document Hash:** 3a86ea5ea4d1142e648e42b487a4d4ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064052.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-064052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620
- **IRS NUMBER:** 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:** 23753466

**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 Berman Short Duration Bond Fund (Series ID: S000007831)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000021320 | Investor Class      | NSBIX           |
| C000021321 | Trust Class         | NSBTX           |
| C000069659 | Institutional Class | NSHLX           |
| C000089975 | Class A             | NSHAX           |
| C000089976 | Class C             | NSHCX           |

## Nport-Ex

Schedule of Investments Core Bond Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **U.S. Treasury Obligations 29.8%** | **U.S. Treasury Obligations 29.8%** | **U.S. Treasury Obligations 29.8%** |
|  | U.S. Treasury Bonds |  |
| $3465000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/15/2037 | $4039026 |
| 3170000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/15/2039 | &nbsp;&nbsp; 3137062 |
| 1520000 | &nbsp;&nbsp;&nbsp; 4.50%, due 8/15/2039 | &nbsp;&nbsp; 1694562 |
| 1145000 | &nbsp;&nbsp;&nbsp; 4.25%, due 11/15/2040 | &nbsp;&nbsp; 1235213 |
| 6640000 | &nbsp;&nbsp;&nbsp; 1.75%, due 8/15/2041 | &nbsp;&nbsp; 4837344 |
| 2345000 | &nbsp;&nbsp;&nbsp; 2.38%, due 2/15/2042 - 11/15/2049 | &nbsp;&nbsp; 1851969 |
| 3085000 | &nbsp;&nbsp;&nbsp; 3.25%, due 5/15/2042 | &nbsp;&nbsp; 2862302 |
| 7245000 | &nbsp;&nbsp;&nbsp; 3.38%, due 8/15/2042 - 11/15/2048 | &nbsp;&nbsp; 6844789 |
| 9610000 | &nbsp;&nbsp;&nbsp; 3.13%, due 8/15/2044 - 5/15/2048 | &nbsp;&nbsp; 8661706 |
| 275000 | &nbsp;&nbsp;&nbsp; 2.75%, due 8/15/2047 | &nbsp;&nbsp; 231000 |
| 7970000 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/15/2052 | &nbsp;&nbsp; 7052205 |
| 6125000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2052 | &nbsp;&nbsp; 6549922 |
|  | U.S. Treasury Notes |  |
| 1380000 | &nbsp;&nbsp;&nbsp; 2.88%, due 10/31/2023 | &nbsp;&nbsp; 1360702 |
| 4780000 | &nbsp;&nbsp;&nbsp; 2.75%, due 11/15/2023 - 5/31/2029 | &nbsp;&nbsp; 4679858 |
| 9335000 | &nbsp;&nbsp;&nbsp; 3.00%, due 6/30/2024 | &nbsp;&nbsp; 9137360 |
| 1585000 | &nbsp;&nbsp;&nbsp; 2.38%, due 8/15/2024 | &nbsp;&nbsp; 1535840 |
| 2210000 | &nbsp;&nbsp;&nbsp; 0.38%, due 9/15/2024 | &nbsp;&nbsp; 2072566 |
| 2830000 | &nbsp;&nbsp;&nbsp; 0.63%, due 7/31/2026 | &nbsp;&nbsp; 2540035 |
| 7010000 | &nbsp;&nbsp;&nbsp; 0.88%, due 9/30/2026 | &nbsp;&nbsp; 6322965 |
| 48710000 | &nbsp;&nbsp;&nbsp; 4.13%, due 9/30/2027 - 11/15/2032 | &nbsp;&nbsp; 50163118 |
| 1590000 | &nbsp;&nbsp;&nbsp; 1.50%, due 11/30/2028 | &nbsp;&nbsp; 1415286 |
| 6675000 | &nbsp;&nbsp;&nbsp; 3.25%, due 6/30/2029 | &nbsp;&nbsp; 6544629 |
| 16005000 | &nbsp;&nbsp;&nbsp; 3.88%, due 9/30/2029 | &nbsp;&nbsp; 16278836 |
| 14215000 | &nbsp;&nbsp;&nbsp; 4.00%, due 10/31/2029 | &nbsp;&nbsp; 14569264 |
| **Total U.S. Treasury Obligations (Cost $169,426,503)** | **Total U.S. Treasury Obligations (Cost $169,426,503)** | **165617559** |
| **U.S. Government Agency Securities 0.7%** | **U.S. Government Agency Securities 0.7%** | **U.S. Government Agency Securities 0.7%** |
| 1985000 | Fannie Mae Principal Strip, 0.00%, due 7/15/2037 | &nbsp;&nbsp; 1103646<sup>(a)</sup> |
| 1160000 | Federal Home Loan Bank, 5.50%, due 7/15/2036 | &nbsp;&nbsp; 1346798 |
| 455000 | Federal National Mortgage Association, 5.63%, due 7/15/2037 | &nbsp;&nbsp; 540581 |
| 700000 | Tennessee Valley Authority, 5.25%, due 9/15/2039 | &nbsp;&nbsp; 761042 |
| **Total U.S. Government Agency Securities (Cost $4,119,957)** | **Total U.S. Government Agency Securities (Cost $4,119,957)** | **3752067** |
| **Mortgage-Backed Securities 39.2%** | **Mortgage-Backed Securities 39.2%** | **Mortgage-Backed Securities 39.2%** |
| **Collateralized Mortgage Obligations 5.2%** | **Collateralized Mortgage Obligations 5.2%** | **Collateralized Mortgage Obligations 5.2%** |
|  | Angel Oak Mortgage Trust |  |
| 143582 | &nbsp;&nbsp;&nbsp; Ser. 2019-6, Class A1, 2.62%, due 11/25/2059 | &nbsp;&nbsp; 138289<sup>(b)(c)</sup> |
| 1015088 | &nbsp;&nbsp;&nbsp; Ser. 2021-3, Class A1, 1.07%, due 5/25/2066 | &nbsp;&nbsp; 863733<sup>(b)(c)</sup> |
| 16815 | Angel Oak Mortgage Trust I LLC, Ser. 2019-1, Class A1, 3.92%, due 11/25/2048 | &nbsp;&nbsp; 16723<sup>(b)(c)</sup> |
|  | Connecticut Avenue Securities Trust |  |
| 702000 | &nbsp;&nbsp;&nbsp; Ser. 2021-R01, Class 1M2, (SOFR30A + 1.55%), 5.86%, due 10/25/2041 | &nbsp;&nbsp; 691286<sup>(b)(d)</sup> |
| 1575000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R01, Class 1M2, (SOFR30A + 1.90%), 6.21%, due 12/25/2041 | &nbsp;&nbsp; 1535004<sup>(b)(d)</sup> |
| 1540000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R03, Class 1M2, (SOFR30A + 3.50%), 7.81%, due 3/25/2042 | &nbsp;&nbsp; 1561160<sup>(b)(d)</sup> |
| 881621 | &nbsp;&nbsp;&nbsp; Ser. 2022-R07, Class 1M1, (SOFR30A + 2.95%), 7.26%, due 6/25/2042 | &nbsp;&nbsp; 899809<sup>(b)(d)</sup> |
| 1178373 | &nbsp;&nbsp;&nbsp; Ser. 2023-R01, Class 1M1, (SOFR30A + 2.40%), 6.71%, due 12/25/2042 | &nbsp;&nbsp; 1182785<sup>(b)(d)</sup> |
| 388662 | Ellington Financial Mortgage Trust, Ser. 2022-1, Class A1, 2.21%, due 1/25/2067 | &nbsp;&nbsp; 340579<sup>(b)(c)</sup> |
| 1883165 | Fannie Mae Interest Strip, Ser. 418, Class C24, 4.00%, due 8/25/2043 | &nbsp;&nbsp; 349409<sup>(e)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | |
|:---|:---|
| **Principal Amount** | **Principal Amount** |
| **Collateralized Mortgage Obligations – cont'd** | **Collateralized Mortgage Obligations – cont'd** |
|  | Fannie Mae Real Estate Mortgage Investment Conduits |
| $1773484 | &nbsp;&nbsp;&nbsp; Ser. 2012-15, Class S, (5.95% - 1M USD LIBOR), 1.44%, due 3/25/2042<br> $209949<sup>(d)(e)</sup> |
| 1548233 | &nbsp;&nbsp;&nbsp; Ser. 2012-70, Class HS, (6.00% - 1M USD LIBOR), 1.49%, due 7/25/2042<br> &nbsp;&nbsp; 195369<sup>(d)(e)</sup> |
| 850564 | &nbsp;&nbsp;&nbsp; Ser. 2017-100, Class S, (6.15% - 1M USD LIBOR), 1.64%, due 12/25/2042<br> &nbsp;&nbsp; 106039<sup>(d)(e)</sup> |
| 740907 | &nbsp;&nbsp;&nbsp; Ser. 2012-140, Class PI, 3.50%, due 12/25/2042<br> &nbsp;&nbsp; 120526<sup>(e)</sup> |
| 1657831 | &nbsp;&nbsp;&nbsp; Ser. 2013-6, Class SB, (6.10% - 1M USD LIBOR), 1.59%, due 2/25/2043<br> &nbsp;&nbsp; 216339<sup>(d)(e)</sup> |
| 1367813 | &nbsp;&nbsp;&nbsp; Ser. 2013-18, Class PS, (6.10% - 1M USD LIBOR), 1.59%, due 3/25/2043<br> &nbsp;&nbsp; 160870<sup>(d)(e)</sup> |
| 1430335 | &nbsp;&nbsp;&nbsp; Ser. 2015-32, Class SA, (6.20% - 1M USD LIBOR), 1.69%, due 5/25/2045<br> &nbsp;&nbsp; 184659<sup>(d)(e)</sup> |
| 902446 | &nbsp;&nbsp;&nbsp; Ser. 2016-32, Class LI, 3.50%, due 6/25/2046<br> &nbsp;&nbsp; 163390<sup>(e)</sup> |
| 398188 | &nbsp;&nbsp;&nbsp; Ser. 2016-40, Class SA, (5.85% - 1M USD LIBOR), 1.34%, due 7/25/2046<br> &nbsp;&nbsp; 44478<sup>(d)(e)</sup> |
| 1411062 | &nbsp;&nbsp;&nbsp; Ser. 2016-95, Class US, (6.00% - 1M USD LIBOR), 1.49%, due 12/25/2046<br> &nbsp;&nbsp; 174791<sup>(d)(e)</sup> |
| 1893374 | &nbsp;&nbsp;&nbsp; Ser. 2018-7, Class CI, 4.00%, due 2/25/2048<br> &nbsp;&nbsp; 357768<sup>(e)</sup> |
| 1054962 | &nbsp;&nbsp;&nbsp; Ser. 2020-52, Class GI, 4.50%, due 8/25/2050<br> &nbsp;&nbsp; 219532<sup>(e)</sup> |
|  | Freddie Mac Real Estate Mortgage Investment Conduits |
| 1499117 | &nbsp;&nbsp;&nbsp; Ser. 4018, Class HS, (6.45% - 1M USD LIBOR), 1.99%, due 3/15/2042<br> &nbsp;&nbsp; 198119<sup>(d)(e)</sup> |
| 786066 | &nbsp;&nbsp;&nbsp; Ser. 4120, Class SV, (6.15% - 1M USD LIBOR), 1.69%, due 10/15/2042<br> &nbsp;&nbsp; 91615<sup>(d)(e)</sup> |
| 952228 | &nbsp;&nbsp;&nbsp; Ser. 4159, Class KS, (6.15% - 1M USD LIBOR), 1.69%, due 1/15/2043<br> &nbsp;&nbsp; 124086<sup>(d)(e)</sup> |
| 607987 | &nbsp;&nbsp;&nbsp; Ser. 4385, Class IA, 4.50%, due 9/15/2044<br> &nbsp;&nbsp; 113364<sup>(e)</sup> |
| 1302602 | &nbsp;&nbsp;&nbsp; Ser. 4572, Class SA, (6.05% - 1M USD LIBOR), 1.59%, due 4/15/2046<br> &nbsp;&nbsp; 150462<sup>(d)(e)</sup> |
| 1154471 | &nbsp;&nbsp;&nbsp; Ser. 4623, Class MS, (6.00% - 1M USD LIBOR), 1.54%, due 10/15/2046<br> &nbsp;&nbsp; 156217<sup>(d)(e)</sup> |
| 4427413 | &nbsp;&nbsp;&nbsp; Ser. 5013, Class ID, 3.00%, due 9/25/2050<br> &nbsp;&nbsp; 645108<sup>(e)</sup> |
| 683052 | Freddie Mac Strips, Ser. 312, Class S1, (5.95% - 1M USD LIBOR), 1.49%, due 9/15/2043<br> &nbsp;&nbsp; 78235<sup>(d)(e)</sup> |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes |
| 567974 | &nbsp;&nbsp;&nbsp; Ser. 2017-DNA1, Class M2, (1M USD LIBOR + 3.25%), 7.76%, due 7/25/2029<br> &nbsp;&nbsp; 585699<sup>(d)</sup> |
| 709924 | &nbsp;&nbsp;&nbsp; Ser. 2017-HQA3, Class M2, (1M USD LIBOR + 2.35%), 6.86%, due 4/25/2030<br> &nbsp;&nbsp; 717866<sup>(d)</sup> |
| 628567 | &nbsp;&nbsp;&nbsp; Ser. 2018-HQA1, Class M2, (1M USD LIBOR + 2.30%), 6.81%, due 9/25/2030<br> &nbsp;&nbsp; 633275<sup>(d)</sup> |
| 423336 | &nbsp;&nbsp;&nbsp; Ser. 2019-CS03, Class M1, (1M USD LIBOR + 0.00%), 4.51%, due 10/25/2032<br> &nbsp;&nbsp; 422275<sup>(b)(d)</sup> |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes Real Estate Mortgage Investment Conduits |
| 822324 | &nbsp;&nbsp;&nbsp; Ser. 2021-DNA7, Class M1, (SOFR30A + 0.85%), 5.16%, due 11/25/2041<br> &nbsp;&nbsp; 812563<sup>(b)(d)</sup> |
| 1478000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA2, Class M1B, (SOFR30A + 2.40%), 6.71%, due 2/25/2042<br> &nbsp;&nbsp; 1451321<sup>(b)(d)</sup> |
| 448000 | &nbsp;&nbsp;&nbsp; Ser. 2022-HQA1, Class M1B, (SOFR30A + 3.50%), 7.81%, due 3/25/2042<br> &nbsp;&nbsp; 449401<sup>(b)(d)</sup> |
| 1325000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA3, Class M1B, (SOFR30A + 2.90%), 7.21%, due 4/25/2042<br> &nbsp;&nbsp; 1329330<sup>(b)(d)</sup> |
| 1145000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA4, Class M1B, (SOFR30A + 3.35%), 7.66%, due 5/25/2042<br> &nbsp;&nbsp; 1165562<sup>(b)(d)</sup> |
|  | GCAT Trust |
| 328545 | &nbsp;&nbsp;&nbsp; Ser. 2019-NQM3, Class A1, 2.69%, due 11/25/2059<br> &nbsp;&nbsp; 310284<sup>(b)(c)</sup> |
| 1309955 | &nbsp;&nbsp;&nbsp; Ser. 2021-NQM5, Class A1, 1.26%, due 7/25/2066<br> &nbsp;&nbsp; 1060650<sup>(b)(c)</sup> |
|  | Government National Mortgage Association |
| 1693051 | &nbsp;&nbsp;&nbsp; Ser. 2013-5, Class BI, 3.50%, due 1/20/2043<br> &nbsp;&nbsp; 295819<sup>(e)</sup> |
| 1929259 | &nbsp;&nbsp;&nbsp; Ser. 2013-23, Class IT, 3.50%, due 2/20/2043<br> &nbsp;&nbsp; 295927<sup>(e)</sup> |
| 770060 | &nbsp;&nbsp;&nbsp; Ser. 2018-124, Class DS, (6.10% - 1M USD LIBOR), 1.64%, due 12/16/2043<br> &nbsp;&nbsp; 85648<sup>(d)(e)</sup> |
| 879544 | &nbsp;&nbsp;&nbsp; Ser. 2016-77, Class TS, (6.15% - 1M USD LIBOR), 1.66%, due 12/20/2044<br> &nbsp;&nbsp; 80546<sup>(d)(e)</sup> |
| 1009685 | &nbsp;&nbsp;&nbsp; Ser. 2019-22, Class SA, (5.60% - 1M USD LIBOR), 1.11%, due 2/20/2045<br> &nbsp;&nbsp; 112943<sup>(d)(e)</sup> |
| 1298233 | &nbsp;&nbsp;&nbsp; Ser. 2018-7, Class SA, (6.20% - 1M USD LIBOR), 1.71%, due 1/20/2048<br> &nbsp;&nbsp; 144332<sup>(d)(e)</sup> |
| 3819154 | &nbsp;&nbsp;&nbsp; Ser. 2020-173, Class MI, 2.50%, due 11/20/2050<br> &nbsp;&nbsp; 504959<sup>(e)</sup> |
| 3635031 | &nbsp;&nbsp;&nbsp; Ser. 2021-26, Class AI, 2.00%, due 2/20/2051<br> &nbsp;&nbsp; 398197<sup>(e)</sup> |
| 3200793 | &nbsp;&nbsp;&nbsp; Ser. 2021-116, Class IA, 2.50%, due 6/20/2051<br> &nbsp;&nbsp; 426291<sup>(e)</sup> |
| 163437 | New Residential Mortgage Loan Trust, Ser. 2019-NQM5, Class A1, 2.71%, due 11/25/2059<br> &nbsp;&nbsp; 151865<sup>(b)(c)</sup> |
| 875010 | Starwood Mortgage Residential Trust, Ser. 2021-3, Class A1, 1.13%, due 6/25/2056<br> &nbsp;&nbsp; 712309<sup>(b)(c)</sup> |
|  | Towd Point Mortgage Trust |
| 438000 | &nbsp;&nbsp;&nbsp; Ser. 2017-2, Class A2, 3.25%, due 4/25/2057<br> &nbsp;&nbsp; 422995<sup>(b)(c)</sup> |
| 2897770 | &nbsp;&nbsp;&nbsp; Ser. 2022-4, Class A1, 3.75%, due 9/25/2062<br> &nbsp;&nbsp; 2754788<sup>(b)</sup> |

---

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** |
|  |  | Verus Securitization Trust |  |
| $| 127326 | &nbsp;&nbsp;&nbsp; Ser. 2019-4, Class A1, 2.64%, due 11/25/2059 | $121506<sup>(b)(f)</sup> |
|  | 1133760 | &nbsp;&nbsp;&nbsp; Ser. 2021-3, Class A1, 1.05%, due 6/25/2066 | &nbsp;&nbsp; 965287<sup>(b)(c)</sup> |
|  | 1703278 | &nbsp;&nbsp;&nbsp; Ser. 2021-6, Class A1, 1.63%, due 10/25/2066 | &nbsp;&nbsp; 1440782<sup>(b)(c)</sup> |
|  |  |  | **29142113** |
| **Commercial Mortgage-Backed 4.5%** | **Commercial Mortgage-Backed 4.5%** | **Commercial Mortgage-Backed 4.5%** | **Commercial Mortgage-Backed 4.5%** |
|  | 273000 | BANK, Ser. 2022-BNK39, Class A4, 2.93%, due 2/15/2055 | &nbsp;&nbsp; 239287 |
|  | 1834000 | BB-UBS Trust, Ser. 2012-SHOW, Class A, 3.43%, due 11/5/2036 | &nbsp;&nbsp; 1714871<sup>(b)</sup> |
|  |  | Benchmark Mortgage Trust |  |
|  | 381000 | &nbsp;&nbsp;&nbsp; Ser. 2020-B21, Class A5, 1.98%, due 12/17/2053 | &nbsp;&nbsp; 313334 |
|  | 11136261 | &nbsp;&nbsp;&nbsp; Ser. 2021-B26, Class XA, 0.89%, due 6/15/2054 | &nbsp;&nbsp; 548084<sup>(c)(e)</sup> |
|  | 404000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class D, 2.25%, due 12/15/2054 | &nbsp;&nbsp; 224335<sup>(b)</sup> |
|  | 441234 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class A5, 2.67%, due 12/15/2054 | &nbsp;&nbsp; 377753 |
|  | 601000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class C, 3.20%, due 12/15/2054 | &nbsp;&nbsp; 439231<sup>(c)</sup> |
|  | 1600000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser. 2021-VOLT, Class D, (1M USD LIBOR + 1.65%), 6.11%, due <br> 9/15/2036<br>| &nbsp;&nbsp; 1537419<sup>(b)(d)</sup> |
|  | 858000 | BX Trust, Ser. 2019-OC11, Class A, 3.20%, due 12/9/2041 | &nbsp;&nbsp; 753887<sup>(b)</sup> |
|  | 409000 | BXP Trust, Ser. 2017-GM, Class A, 3.38%, due 6/13/2039 | &nbsp;&nbsp; 377063<sup>(b)</sup> |
|  | 1416000 | &nbsp;&nbsp; CAMB Commercial Mortgage Trust, Ser. 2019-LIFE, Class B, (1M USD LIBOR + 1.25%), 5.71%, due <br> 12/15/2037<br>| &nbsp;&nbsp; 1396024<sup>(b)(d)</sup> |
|  | 43119 | CD Mortgage Trust, Ser. 2018-CD7, Class A1, 3.28%, due 8/15/2051 | &nbsp;&nbsp; 42950 |
|  |  | Citigroup Commercial Mortgage Trust |  |
|  | 1093000 | &nbsp;&nbsp;&nbsp; Ser. 2013-GC11, Class B, 3.73%, due 4/10/2046 | &nbsp;&nbsp; 1089104<sup>(c)</sup> |
|  | 330000 | &nbsp;&nbsp;&nbsp; Ser. 2013-GC17, Class B, 5.10%, due 11/10/2046 | &nbsp;&nbsp; 322256<sup>(c)</sup> |
|  | 745000 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC23, Class B, 4.18%, due 7/10/2047 | &nbsp;&nbsp; 711559<sup>(c)</sup> |
|  | 4001896 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC25, Class XA, 0.94%, due 10/10/2047 | &nbsp;&nbsp; 46875<sup>(c)(e)</sup> |
|  | 1958703 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC27, Class XA, 1.31%, due 2/10/2048 | &nbsp;&nbsp; 38095<sup>(c)(e)</sup> |
|  | 882180 | &nbsp;&nbsp;&nbsp; Ser. 2022-GC48, Class A5, 4.58%, due 5/15/2054 | &nbsp;&nbsp; 879480<sup>(c)</sup> |
|  |  | Commercial Mortgage Trust |  |
|  | 1060000 | &nbsp;&nbsp;&nbsp; Ser. 2012-CR4, Class AM, 3.25%, due 10/15/2045 | &nbsp;&nbsp; 975200 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR15, Class B, 4.62%, due 2/10/2047 | &nbsp;&nbsp; 485810<sup>(c)</sup> |
|  | 4881675 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR16, Class XA, 0.95%, due 4/10/2047 | &nbsp;&nbsp; 40986<sup>(c)(e)</sup> |
|  | 2620225 | &nbsp;&nbsp;&nbsp; Ser. 2014-LC15, Class XA, 1.05%, due 4/10/2047 | &nbsp;&nbsp; 20025<sup>(c)(e)</sup> |
|  | 900000 | &nbsp;&nbsp;&nbsp; Ser. 2014-LC15, Class AM, 4.20%, due 4/10/2047 | &nbsp;&nbsp; 874989 |
|  | 4814634 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR17, Class XA, 0.95%, due 5/10/2047 | &nbsp;&nbsp; 39481<sup>(c)(e)</sup> |
|  | 2948910 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS3, Class XA, 1.06%, due 6/10/2047 | &nbsp;&nbsp; 26986<sup>(c)(e)</sup> |
|  | 12815286 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR18, Class XA, 0.98%, due 7/15/2047 | &nbsp;&nbsp; 122496<sup>(c)(e)</sup> |
|  | 3535116 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS6, Class XA, 0.84%, due 12/10/2047 | &nbsp;&nbsp; 40760<sup>(c)(e)</sup> |
|  | 485000 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR21, Class AM, 3.99%, due 12/10/2047 | &nbsp;&nbsp; 465890 |
|  |  | CSAIL Commercial Mortgage Trust |  |
|  | 19976038 | &nbsp;&nbsp;&nbsp; Ser. 2016-C5, Class XA, 0.90%, due 11/15/2048 | &nbsp;&nbsp; 402859<sup>(c)(e)</sup> |
|  | 841000 | &nbsp;&nbsp;&nbsp; Ser. 2015-C1, Class B, 4.04%, due 4/15/2050 | &nbsp;&nbsp; 774299<sup>(c)</sup> |
|  | 1280000 | &nbsp;&nbsp;&nbsp; Ser. 2017-CX9, Class A5, 3.45%, due 9/15/2050 | &nbsp;&nbsp; 1196607 |
|  |  | Freddie Mac Multifamily Structured Pass Through Certificates |  |
|  | 23430823 | &nbsp;&nbsp;&nbsp; Ser. KW03, Class X1, 0.83%, due 6/25/2027 | &nbsp;&nbsp; 582851<sup>(c)(e)</sup> |
|  | 63186000 | &nbsp;&nbsp;&nbsp; Ser. K088, Class XAM, 0.42%, due 1/25/2029 | &nbsp;&nbsp; 1505489<sup>(c)(e)</sup> |
|  | 22891301 | &nbsp;&nbsp;&nbsp; Ser. K090, Class X1, 0.71%, due 2/25/2029 | &nbsp;&nbsp; 834898<sup>(c)(e)</sup> |
|  | 10000000 | &nbsp;&nbsp;&nbsp; Ser. K098, Class XAM, 1.39%, due 8/25/2029 | &nbsp;&nbsp; 760225<sup>(c)(e)</sup> |

---

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** |
|  |  | GS Mortgage Securities Trust |  |
| $| 7758696 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC18, Class XA, 1.02%, due 1/10/2047 | $48089<sup>(c)(e)</sup> |
|  | 1200000 | &nbsp;&nbsp;&nbsp; Ser. 2019-GSA1, Class A4, 3.05%, due 11/10/2052 | &nbsp;&nbsp; 1078468 |
|  | 108000 | &nbsp;&nbsp;&nbsp; Ser. 2020-GC47, Class A5, 2.38%, due 5/12/2053 | &nbsp;&nbsp; 92876 |
|  | 736000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, Ser. 2022-OPO, Class B, 3.38%, due <br> 1/5/2039<br>| &nbsp;&nbsp; 613775<sup>(b)</sup> |
|  | 765000 | JPMBB Commercial Mortgage Securities Trust, Ser. 2015-C33, Class AS, 4.02%, due 12/15/2048 | &nbsp;&nbsp; 727425 |
|  | 633000 | Manhattan West Mortgage Trust, Ser. 2020-1MW, Class A, 2.13%, due 9/10/2039 | &nbsp;&nbsp; 555569<sup>(b)</sup> |
|  | 2934285 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2014-C16, Class XA, 0.91%, due <br> 6/15/2047<br>| &nbsp;&nbsp; 18029<sup>(c)(e)</sup> |
|  | 400000 | &nbsp;&nbsp; Taubman Centers Commercial Mortgage Trust, Ser. 2022-DPM, Class A, (1M CME Term SOFR + <br> 2.19%), 6.66%, due 5/15/2037<br>| &nbsp;&nbsp; 391263<sup>(b)(d)</sup> |
|  | 670000 | Wells Fargo Commercial Mortgage Trust, Ser. 2015-NXS4, Class C, 4.69%, due 12/15/2048 | &nbsp;&nbsp; 612195<sup>(c)</sup> |
|  |  | WF-RBS Commercial Mortgage Trust |  |
|  | 5090758 | &nbsp;&nbsp;&nbsp; Ser. 2014-C25, Class XA, 0.79%, due 11/15/2047 | &nbsp;&nbsp; 56258<sup>(c)(e)</sup> |
|  | 11403862 | &nbsp;&nbsp;&nbsp; Ser. 2014-C22, Class XA, 0.78%, due 9/15/2057 | &nbsp;&nbsp; 101529<sup>(c)(e)</sup> |
|  | 560000 | &nbsp;&nbsp;&nbsp; Ser. 2014-C22, Class AS, 4.07%, due 9/15/2057 | &nbsp;&nbsp; 529424<sup>(c)</sup> |
|  |  |  | **25026358** |
| **Fannie Mae 14.7%** | **Fannie Mae 14.7%** | **Fannie Mae 14.7%** | **Fannie Mae 14.7%** |
|  |  | Pass-Through Certificates |  |
|  | 11582887 | &nbsp;&nbsp;&nbsp; 2.00%, due 1/1/2051 - 3/1/2052 | &nbsp;&nbsp; 9782529<sup>(g)</sup> |
|  | 24381755 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/1/2050 - 11/1/2052 | &nbsp;&nbsp; 21444588<sup>(g)</sup> |
|  | 13580104 | &nbsp;&nbsp;&nbsp; 3.00%, due 10/1/2041 - 8/1/2052 | &nbsp;&nbsp; 12498071<sup>(g)</sup> |
|  | 11666894 | &nbsp;&nbsp;&nbsp; 3.50%, due 12/1/2041 - 6/1/2052 | &nbsp;&nbsp; 11119686 |
|  | 10285654 | &nbsp;&nbsp;&nbsp; 4.00%, due 1/1/2041 - 1/1/2053 | &nbsp;&nbsp; 10060482 |
|  | 6695369 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2034 - 2/1/2053 | &nbsp;&nbsp; 6649851<sup>(g)</sup> |
|  | 6792521 | &nbsp;&nbsp;&nbsp; 5.00%, due 6/1/2033 - 11/1/2052 | &nbsp;&nbsp; 6827760<sup>(g)</sup> |
|  | 2947446 | &nbsp;&nbsp;&nbsp; 5.50%, due 12/1/2052 - 2/1/2053 | &nbsp;&nbsp; 2995694<sup>(g)</sup> |
|  |  |  | **81378661** |
| **Freddie Mac 8.7%** | **Freddie Mac 8.7%** | **Freddie Mac 8.7%** | **Freddie Mac 8.7%** |
|  |  | Pass-Through Certificates |  |
|  | 3515844 | &nbsp;&nbsp;&nbsp; 2.00%, due 12/1/2050 - 4/1/2052 | &nbsp;&nbsp; 2972331 |
|  | 12986783 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/1/2050 - 1/1/2052 | &nbsp;&nbsp; 11433851 |
|  | 7366473 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/1/2046 - 3/1/2052 | &nbsp;&nbsp; 6785340 |
|  | 6400529 | &nbsp;&nbsp;&nbsp; 3.50%, due 7/1/2042 - 12/1/2052 | &nbsp;&nbsp; 6100164<sup>(g)</sup> |
|  | 11030488 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/1/2040 - 9/1/2052 | &nbsp;&nbsp; 10728214 |
|  | 1876355 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2039 - 8/1/2052 | &nbsp;&nbsp; 1869405 |
|  | 5625329 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/1/2023 - 1/1/2053 | &nbsp;&nbsp; 5648542 |
|  | 2638385 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2052 - 11/1/2052 | &nbsp;&nbsp; 2691559 |
|  |  |  | **48229406** |
| **Ginnie Mae 4.4%** | **Ginnie Mae 4.4%** | **Ginnie Mae 4.4%** | **Ginnie Mae 4.4%** |
|  |  | Pass-Through Certificates |  |
|  | 2987913 | &nbsp;&nbsp;&nbsp; 2.00%, due 2/20/2051 - 6/20/2052 | &nbsp;&nbsp; 2592753 |
|  | 5835475 | &nbsp;&nbsp;&nbsp; 2.50%, due 2/20/2051 - 10/20/2052 | &nbsp;&nbsp; 5217445 |
|  | 1026969 | &nbsp;&nbsp;&nbsp; 3.00%, due 1/20/2052 - 9/20/2052 | &nbsp;&nbsp; 943617 |
|  | 2033202 | &nbsp;&nbsp;&nbsp; 3.50%, due 1/20/2043 - 9/20/2052 | &nbsp;&nbsp; 1940443 |
|  | 1938493 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/20/2050 - 9/20/2052 | &nbsp;&nbsp; 1882478 |
|  | 4915891 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/20/2052 - 10/20/2052 | &nbsp;&nbsp; 4881456 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Ginnie Mae – cont'd** | **Ginnie Mae – cont'd** | **Ginnie Mae – cont'd** | **Ginnie Mae – cont'd** |
| $| 841640 | &nbsp;&nbsp;&nbsp; 5.00%, due 9/20/2052 | $847691 |
|  | 747365 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/20/2052 | &nbsp;&nbsp; 759907 |
|  | 3060000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 3080798<sup>(h)</sup> |
|  | 2435000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 2474378<sup>(h)</sup> |
|  |  |  | **24620966** |
| **Uniform Mortgage-Backed Securities 1.7%** | **Uniform Mortgage-Backed Securities 1.7%** | **Uniform Mortgage-Backed Securities 1.7%** | **Uniform Mortgage-Backed Securities 1.7%** |
|  |  | Pass-Through Certificates |  |
|  | 375000 | &nbsp;&nbsp;&nbsp; 4.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 362109<sup>(h)</sup> |
|  | 3045000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 3056181<sup>(h)</sup> |
|  | 4430000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 4501641<sup>(h)</sup> |
|  | 1295000 | &nbsp;&nbsp;&nbsp; 6.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 1329854<sup>(h)</sup> |
|  |  |  | **9249785** |
| **Total Mortgage-Backed Securities (Cost $239,691,905)** | **Total Mortgage-Backed Securities (Cost $239,691,905)** | **Total Mortgage-Backed Securities (Cost $239,691,905)** | **217647289** |
| **Asset-Backed Securities 7.9%** | **Asset-Backed Securities 7.9%** | **Asset-Backed Securities 7.9%** | **Asset-Backed Securities 7.9%** |
|  | 800000 | &nbsp;&nbsp; 522 Funding CLO Ltd., Ser. 2019-5A, Class AR, (3M CME Term SOFR + 1.33%), 5.96%, due <br> 4/15/2035<br>| &nbsp;&nbsp; 784797<sup>(b)(d)</sup> |
|  | 2500000 | AIG CLO Ltd., Ser. 2021-2A, Class A, (3M USD LIBOR + 1.17%), 5.98%, due 7/20/2034 | &nbsp;&nbsp; 2463750<sup>(b)(d)</sup> |
|  | 1140000 | AM Capital Funding LLC, Ser. 2018-1, Class A, 4.98%, due 12/15/2023 | &nbsp;&nbsp; 1132880<sup>(b)</sup> |
|  | 325000 | Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Class A2, 5.30%, due 6/21/2028 | &nbsp;&nbsp; 323156<sup>(b)</sup> |
|  | 748127 | Aqua Finance Trust, Ser. 2021-A, Class A, 1.54%, due 7/17/2046 | &nbsp;&nbsp; 671786<sup>(b)</sup> |
|  |  | Avis Budget Rental Car Funding AESOP LLC |  |
|  | 2450000 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class A, 1.66%, due 2/20/2028 | &nbsp;&nbsp; 2165659<sup>(b)</sup> |
|  | 723000 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.90%, due 2/20/2028 | &nbsp;&nbsp; 626291<sup>(b)</sup> |
|  | 1367625 | Beacon Container Finance II LLC, Ser. 2021-1A, Class A, 2.25%, due 10/22/2046 | &nbsp;&nbsp; 1198459<sup>(b)</sup> |
|  | 11178 | Chase Funding Trust, Ser. 2004-1, Class 2A2, (1M USD LIBOR + 0.46%), 4.97%, due 12/25/2033 | &nbsp;&nbsp; 10562<sup>(d)</sup> |
|  | 62048 | Corevest American Finance Trust, Ser. 2019-1, Class A, 3.32%, due 3/15/2052 | &nbsp;&nbsp; 60742<sup>(b)</sup> |
|  | 634000 | Crown Castle Towers LLC, 4.24%, due 7/15/2028 | &nbsp;&nbsp; 590595<sup>(b)</sup> |
|  | 1000000 | &nbsp;&nbsp; Eaton Vance CLO Ltd., Ser. 2013-1A, Class A13R, (3M USD LIBOR + 1.25%), 6.04%, due <br> 1/15/2034<br>| &nbsp;&nbsp; 982449<sup>(b)(d)</sup> |
|  | 1900000 | Elmwood CLO III Ltd., Ser. 2019-3A, Class AR, (3M USD LIBOR + 1.16%), 5.97%, due 10/20/2034 | &nbsp;&nbsp; 1869594<sup>(b)(d)</sup> |
|  | 1000000 | &nbsp;&nbsp; Halseypoint CLO 5 Ltd., Ser. 2021-5A, Class A1A, (3M USD LIBOR + 1.21%), 6.01%, due <br> 1/30/2035<br>| &nbsp;&nbsp; 972610<sup>(b)(d)</sup> |
|  | 963276 | JPMorgan Chase Bank NA, Ser. 2021-3, Class B, 0.76%, due 2/26/2029 | &nbsp;&nbsp; 914993<sup>(b)</sup> |
|  | 1000000 | Magnetite XXIII Ltd., Ser. 2019-23A, Class AR, (3M USD LIBOR + 1.13%), 5.95%, due 1/25/2035 | &nbsp;&nbsp; 980496<sup>(b)(d)</sup> |
|  | 900000 | &nbsp;&nbsp; Magnetite XXIV Ltd., Ser. 2019-24A, Class AR, (3M CME Term SOFR + 1.31%), 5.94%, due <br> 4/15/2035<br>| &nbsp;&nbsp; 885898<sup>(b)(d)</sup> |
|  |  | MVW LLC |  |
|  | 1130170 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class A, 1.43%, due 5/20/2039 | &nbsp;&nbsp; 1018506<sup>(b)</sup> |
|  | 921067 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.83%, due 5/20/2039 | &nbsp;&nbsp; 831307<sup>(b)</sup> |
|  |  | Navient Private Ed. Refi Loan Trust |  |
|  | 2671148 | &nbsp;&nbsp;&nbsp; Ser. 2021-EA, Class A, 0.97%, due 12/16/2069 | &nbsp;&nbsp; 2314782<sup>(b)</sup> |
|  | 270535 | &nbsp;&nbsp;&nbsp; Ser. 2021-GA, Class A, 1.58%, due 4/15/2070 | &nbsp;&nbsp; 238921<sup>(b)</sup> |
|  | 125398 | &nbsp;&nbsp; Nelnet Student Loan Trust, Ser. 2019-7A, Class A1, (1M USD LIBOR + 0.50%), 5.01%, due <br> 1/25/2068<br>| &nbsp;&nbsp; 125320<sup>(b)(d)</sup> |
|  | 1000000 | Oaktree CLO Ltd., Ser. 2021-2A, Class A, (3M USD LIBOR + 1.18%), 5.97%, due 1/15/2035 | &nbsp;&nbsp; 981531<sup>(b)(d)</sup> |
|  | 2920000 | PFS Financing Corp., Ser. 2021-B, Class A, 0.77%, due 8/15/2026 | &nbsp;&nbsp; 2730236<sup>(b)</sup> |
|  | 1000000 | PPM CLO 3 Ltd., Ser. 2019-3A, Class AR, (3M USD LIBOR + 1.09%), 5.88%, due 4/17/2034 | &nbsp;&nbsp; 969544<sup>(b)(d)</sup> |
|  | 880000 | Prestige Auto Receivables Trust, Ser. 2021-1A, Class C, 1.53%, due 2/15/2028 | &nbsp;&nbsp; 819893<sup>(b)</sup> |
|  | 243141 | &nbsp;&nbsp; Residential Asset Securities Corp., Ser. 2005-KS12, Class M2, (1M USD LIBOR + 0.46%), 5.20%, <br> due 1/25/2036<br>| &nbsp;&nbsp; 241762<sup>(d)</sup> |

---

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** |
| $| 7318 | &nbsp;&nbsp; Saxon Asset Securities Trust, Ser. 2004-1, Class A, (1M USD LIBOR + 0.54%), 2.09%, due <br> 3/25/2035<br>| $6650<sup>(d)</sup> |
|  |  | SBA Tower Trust |  |
|  | 719000 | &nbsp;&nbsp;&nbsp; 1.88%, due 1/15/2026 | &nbsp;&nbsp; 646199<sup>(b)</sup> |
|  | 201000 | &nbsp;&nbsp;&nbsp; 2.33%, due 1/15/2028 | &nbsp;&nbsp; 171785<sup>(b)</sup> |
|  | 1406000 | &nbsp;&nbsp;&nbsp; 2.59%, due 10/15/2031 | &nbsp;&nbsp; 1133923<sup>(b)</sup> |
|  |  | Sierra Timeshare Receivables Funding LLC |  |
|  | 446267 | &nbsp;&nbsp;&nbsp; Ser. 2019-2A, Class A, 2.59%, due 5/20/2036 | &nbsp;&nbsp; 432171<sup>(b)</sup> |
|  | 571356 | &nbsp;&nbsp;&nbsp; Ser. 2020-2A, Class A, 1.33%, due 7/20/2037 | &nbsp;&nbsp; 539949<sup>(b)</sup> |
|  | 518601 | &nbsp;&nbsp;&nbsp; Ser. 2020-2A, Class C, 3.51%, due 7/20/2037 | &nbsp;&nbsp; 492096<sup>(b)</sup> |
|  | 412293 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class A, 1.35%, due 9/20/2038 | &nbsp;&nbsp; 382722<sup>(b)</sup> |
|  | 1941238 | SoFi Professional Loan Program Trust, Ser. 2021-A, Class AFX, 1.03%, due 8/17/2043 | &nbsp;&nbsp; 1650749<sup>(b)</sup> |
|  | 1131570 | Taco Bell Funding LLC, Ser. 2021-1A, Class A2I, 1.95%, due 8/25/2051 | &nbsp;&nbsp; 988426<sup>(b)</sup> |
|  | 2000000 | TCI-Flatiron CLO Ltd., Ser. 2018-1A, Class ANR, (3M USD LIBOR + 1.06%), 5.86%, due 1/29/2032 | &nbsp;&nbsp; 1964163<sup>(b)(d)</sup> |
|  | 500000 | Thayer Park CLO Ltd., Ser. 2017-1A, Class A1R, (3M USD LIBOR + 1.04%), 5.85%, due 4/20/2034 | &nbsp;&nbsp; 489816<sup>(b)(d)</sup> |
|  | 700000 | TRESTLES CLO Ltd., Ser. 2017-1A, Class A1R, (3M USD LIBOR + 0.99%), 5.81%, due 4/25/2032 | &nbsp;&nbsp; 691371<sup>(b)(d)</sup> |
|  | 1000000 | TRESTLES CLO V Ltd., Ser. 2021-5A, Class A1, (3M USD LIBOR + 1.17%), 5.98%, due 10/20/2034 | &nbsp;&nbsp; 977640<sup>(b)(d)</sup> |
|  |  | Vantage Data Centers Issuer LLC |  |
|  | 1122298 | &nbsp;&nbsp;&nbsp; Ser. 2019-1A, Class A2, 3.19%, due 7/15/2044 | &nbsp;&nbsp; 1075119<sup>(b)</sup> |
|  | 1584000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class A2, 2.17%, due 10/15/2046 | &nbsp;&nbsp; 1396637<sup>(b)</sup> |
|  | 3050000 | Voya CLO Ltd., Ser. 2019-2A, Class A, (3M USD LIBOR + 1.27%), 6.08%, due 7/20/2032 | &nbsp;&nbsp; 3012506<sup>(b)(d)</sup> |
|  | 1000000 | Whitebox CLO III Ltd., Ser. 2021-3A, Class A1, (3M USD LIBOR + 1.22%), 6.01%, due 10/15/2034 | &nbsp;&nbsp; 981150<sup>(b)(d)</sup> |
| **Total Asset-Backed Securities (Cost $46,935,596)** | **Total Asset-Backed Securities (Cost $46,935,596)** | **Total Asset-Backed Securities (Cost $46,935,596)** | **43939591** |
| **Corporate Bonds 23.1%** | **Corporate Bonds 23.1%** | **Corporate Bonds 23.1%** | **Corporate Bonds 23.1%** |
| **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** |
|  |  | Boeing Co. |  |
|  | 1680000 | &nbsp;&nbsp;&nbsp; 5.04%, due 5/1/2027 | &nbsp;&nbsp; 1696528<sup>(f)</sup> |
|  | 365000 | &nbsp;&nbsp;&nbsp; 3.90%, due 5/1/2049 | &nbsp;&nbsp; 283442 |
|  | 2430000 | &nbsp;&nbsp;&nbsp; 5.81%, due 5/1/2050 | &nbsp;&nbsp; 2480783<sup>(f)</sup> |
|  |  | Lockheed Martin Corp. |  |
|  | 515000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/15/2033 | &nbsp;&nbsp; 549567 |
|  | 900000 | &nbsp;&nbsp;&nbsp; 5.90%, due 11/15/2063 | &nbsp;&nbsp; 1053396 |
|  |  |  | **6063716** |
| **Agriculture 0.5%** | **Agriculture 0.5%** | **Agriculture 0.5%** | **Agriculture 0.5%** |
|  | 1000000 | Altria Group, Inc., 3.88%, due 9/16/2046 | &nbsp;&nbsp; 709079 |
|  | 960000 | BAT Capital Corp., 3.73%, due 9/25/2040 | &nbsp;&nbsp; 695089 |
|  | 1485000 | Philip Morris Int'l, Inc., 5.75%, due 11/17/2032 | &nbsp;&nbsp; 1561540 |
|  |  |  | **2965708** |
| **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** |
|  | 2569186 | United Airlines Pass Through Trust, Ser. 2020-1, Class A, 5.88%, due 10/15/2027 | **2599721** |
| **Auto Manufacturers 0.3%** | **Auto Manufacturers 0.3%** | **Auto Manufacturers 0.3%** | **Auto Manufacturers 0.3%** |
|  | 1525000 | General Motors Co., 6.13%, due 10/1/2025 | **1563894** |
| **Banks 5.9%** | **Banks 5.9%** | **Banks 5.9%** | **Banks 5.9%** |
|  | 2600000 | Banco Santander SA, 1.85%, due 3/25/2026 | &nbsp;&nbsp; 2346369 |

---

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** |
|  |  | Bank of America Corp. |  |
| $| 1410000 | &nbsp;&nbsp;&nbsp; 3.97%, due 3/5/2029 | $1345834<sup>(i)</sup> |
|  | 860000 | &nbsp;&nbsp;&nbsp; 2.50%, due 2/13/2031 | &nbsp;&nbsp; 731538<sup>(i)</sup> |
|  | 2670000 | &nbsp;&nbsp;&nbsp; 2.59%, due 4/29/2031 | &nbsp;&nbsp; 2283473<sup>(i)</sup> |
|  | 1200000 | &nbsp;&nbsp;&nbsp; 4.57%, due 4/27/2033 | &nbsp;&nbsp; 1159524<sup>(i)</sup> |
|  | 1130000 | BNP Paribas SA, 3.05%, due 1/13/2031 | &nbsp;&nbsp; 980708<sup>(b)(i)</sup> |
|  |  | Citigroup, Inc. |  |
|  | 2520000 | &nbsp;&nbsp;&nbsp; 1.12%, due 1/28/2027 | &nbsp;&nbsp; 2245220<sup>(i)</sup> |
|  | 1300000 | &nbsp;&nbsp;&nbsp; 3.89%, due 1/10/2028 | &nbsp;&nbsp; 1248335<sup>(i)</sup> |
|  | 1295000 | Credit Suisse Group AG, 6.54%, due 8/12/2033 | &nbsp;&nbsp; 1242822<sup>(b)(i)</sup> |
|  |  | Goldman Sachs Group, Inc. |  |
|  | 1620000 | &nbsp;&nbsp;&nbsp; 2.62%, due 4/22/2032 | &nbsp;&nbsp; 1353602<sup>(i)</sup> |
|  | 1765000 | &nbsp;&nbsp;&nbsp; 2.38%, due 7/21/2032 | &nbsp;&nbsp; 1445178<sup>(i)</sup> |
|  | 300000 | &nbsp;&nbsp;&nbsp; 5.15%, due 5/22/2045 | &nbsp;&nbsp; 297010 |
|  | 1345000 | HSBC Holdings PLC, 6.00%, due 5/22/2027 | &nbsp;&nbsp; 1291738<sup>(i)(j)</sup> |
|  |  | JPMorgan Chase & Co. |  |
|  | 575000 | &nbsp;&nbsp;&nbsp; 4.49%, due 3/24/2031 | &nbsp;&nbsp; 561329<sup>(i)</sup> |
|  | 2090000 | &nbsp;&nbsp;&nbsp; 2.58%, due 4/22/2032 | &nbsp;&nbsp; 1759163<sup>(i)</sup> |
|  | 1085000 | KFW, 3.00%, due 5/20/2027 | &nbsp;&nbsp; 1051464 |
|  |  | Morgan Stanley |  |
|  | 2245000 | &nbsp;&nbsp;&nbsp; 0.79%, due 1/22/2025 | &nbsp;&nbsp; 2141682<sup>(i)</sup> |
|  | 2355000 | &nbsp;&nbsp;&nbsp; 3.59%, due 7/22/2028 | &nbsp;&nbsp; 2227783<sup>(i)</sup> |
|  | 1240000 | &nbsp;&nbsp;&nbsp; 2.24%, due 7/21/2032 | &nbsp;&nbsp; 1008579<sup>(i)</sup> |
|  | 835000 | &nbsp;&nbsp;&nbsp; 5.30%, due 4/20/2037 | &nbsp;&nbsp; 809800<sup>(i)</sup> |
|  | 2075000 | UBS Group AG, 4.75%, due 5/12/2028 | &nbsp;&nbsp; 2039819<sup>(b)(i)</sup> |
|  |  | Wells Fargo & Co. |  |
|  | 1505000 | &nbsp;&nbsp;&nbsp; 2.57%, due 2/11/2031 | &nbsp;&nbsp; 1296981<sup>(i)</sup> |
|  | 1340000 | &nbsp;&nbsp;&nbsp; 4.90%, due 7/25/2033 | &nbsp;&nbsp; 1334805<sup>(i)</sup> |
|  | 540000 | &nbsp;&nbsp;&nbsp; 5.01%, due 4/4/2051 | &nbsp;&nbsp; 532390<sup>(i)</sup> |
|  |  |  | **32735146** |
| **Beverages 0.6%** | **Beverages 0.6%** | **Beverages 0.6%** | **Beverages 0.6%** |
|  | 2700000 | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 2/1/2036 | &nbsp;&nbsp; 2675863 |
|  | 610000 | Anheuser-Busch InBev Worldwide, Inc., 5.80%, due 1/23/2059 | &nbsp;&nbsp; 677303 |
|  |  |  | **3353166** |
| **Computers 0.3%** | **Computers 0.3%** | **Computers 0.3%** | **Computers 0.3%** |
|  | 1155000 | Apple, Inc., 4.65%, due 2/23/2046 | &nbsp;&nbsp; 1163325 |
|  | 700000 | Dell Int'l LLC/EMC Corp., 6.02%, due 6/15/2026 | &nbsp;&nbsp; 719948 |
|  |  |  | **1883273** |
| **Diversified Financial Services 0.9%** | **Diversified Financial Services 0.9%** | **Diversified Financial Services 0.9%** | **Diversified Financial Services 0.9%** |
|  |  | AerCap Ireland Capital Designated Activity Co./AerCap Global Aviation Trust |  |
|  | 1700000 | &nbsp;&nbsp;&nbsp; 4.45%, due 10/1/2025 | &nbsp;&nbsp; 1658452 |
|  | 1500000 | &nbsp;&nbsp;&nbsp; 1.75%, due 1/30/2026 | &nbsp;&nbsp; 1348272 |
|  |  | Air Lease Corp. |  |
|  | 1210000 | &nbsp;&nbsp;&nbsp; 2.30%, due 2/1/2025 | &nbsp;&nbsp; 1138394 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; 3.13%, due 12/1/2030 | &nbsp;&nbsp; 856482 |
|  |  |  | **5001600** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Electric 2.5%** | **Electric 2.5%** | **Electric 2.5%** |
|  | Dominion Energy, Inc. |  |
| $1935000 | &nbsp;&nbsp;&nbsp; Ser. A, 4.35%, due 8/15/2032 | $1872702 |
| 1680000 | &nbsp;&nbsp;&nbsp; 5.38%, due 11/15/2032 | &nbsp;&nbsp; 1728446 |
| 1515000 | Duke Energy Corp., 5.00%, due 8/15/2052 | &nbsp;&nbsp; 1448675 |
| 995000 | Exelon Corp., 4.70%, due 4/15/2050 | &nbsp;&nbsp; 938980 |
| 680000 | Interstate Power & Light Co., 2.30%, due 6/1/2030 | &nbsp;&nbsp; 573851 |
| 810000 | ITC Holdings Corp., 2.95%, due 5/14/2030 | &nbsp;&nbsp; 711797<sup>(b)</sup> |
| 620000 | NextEra Energy Capital Holdings, Inc., 1.90%, due 6/15/2028 | &nbsp;&nbsp; 542977 |
|  | Pacific Gas and Electric Co. |  |
| 755000 | &nbsp;&nbsp;&nbsp; 2.50%, due 2/1/2031 | &nbsp;&nbsp; 609167 |
| 1520000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/15/2053 | &nbsp;&nbsp; 1592088 |
| 2445000 | WEC Energy Group, Inc., 5.15%, due 10/1/2027 | &nbsp;&nbsp; 2499235 |
| 1275000 | Wisconsin Electric Power Co., 4.75%, due 9/30/2032 | &nbsp;&nbsp; 1300709 |
|  |  | **13818627** |
| **Entertainment 0.5%** | **Entertainment 0.5%** | **Entertainment 0.5%** |
| 2230000 | Magallanes, Inc., 5.05%, due 3/15/2042 | &nbsp;&nbsp; 1904049<sup>(b)</sup> |
| 1205000 | Warnermedia Holdings, Inc., 5.14%, due 3/15/2052 | &nbsp;&nbsp; 1000825<sup>(b)</sup> |
|  |  | **2904874** |
| **Food 0.2%** | **Food 0.2%** | **Food 0.2%** |
| 1198000 | Sysco Corp., 6.60%, due 4/1/2050 | **1388943**<sup>(f)</sup> |
| **Gas 0.2%** | **Gas 0.2%** | **Gas 0.2%** |
| 1405000 | Southern Co. Gas Capital Corp., Ser. 21A, 3.15%, due 9/30/2051 | **984187** |
| **Healthcare - Services 0.4%** | **Healthcare - Services 0.4%** | **Healthcare - Services 0.4%** |
|  | HCA, Inc. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/15/2027 | &nbsp;&nbsp; 983766 |
| 940000 | &nbsp;&nbsp;&nbsp; 5.25%, due 6/15/2049 | &nbsp;&nbsp; 858839 |
| 885000 | Roche Holdings, Inc., 2.61%, due 12/13/2051 | &nbsp;&nbsp; 622940<sup>(b)</sup> |
|  |  | **2465545** |
| **Insurance 0.2%** | **Insurance 0.2%** | **Insurance 0.2%** |
| 1015000 | AXA Equitable Holdings, Inc., 5.00%, due 4/20/2048 | **959567** |
| **Internet 0.2%** | **Internet 0.2%** | **Internet 0.2%** |
| 1105000 | Meta Platforms, Inc., 4.45%, due 8/15/2052 | **964991** |
| **Multi-National 0.7%** | **Multi-National 0.7%** | **Multi-National 0.7%** |
| 1395000 | Asian Development Bank, 3.13%, due 4/27/2032 | &nbsp;&nbsp; 1331324 |
|  | Int'l Bank for Reconstruction & Development |  |
| 770000 | &nbsp;&nbsp;&nbsp; 3.13%, due 6/15/2027 | &nbsp;&nbsp; 749524 |
| 895000 | &nbsp;&nbsp;&nbsp; 3.63%, due 9/21/2029 | &nbsp;&nbsp; 891306 |
| 845000 | Int'l Finance Corp., 3.63%, due 9/15/2025 | &nbsp;&nbsp; 836040 |
|  |  | **3808194** |
| **Office - Business Equipment 0.6%** | **Office - Business Equipment 0.6%** | **Office - Business Equipment 0.6%** |
|  | CDW LLC/CDW Finance Corp. |  |
| 568000 | &nbsp;&nbsp;&nbsp; 2.67%, due 12/1/2026 | &nbsp;&nbsp; 510677 |
| 2780000 | &nbsp;&nbsp;&nbsp; 3.28%, due 12/1/2028 | &nbsp;&nbsp; 2443161 |
| 465000 | &nbsp;&nbsp;&nbsp; 3.57%, due 12/1/2031 | &nbsp;&nbsp; 399412 |
|  |  | **3353250** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Oil & Gas 1.8%** | **Oil & Gas 1.8%** | **Oil & Gas 1.8%** |
|  | Diamondback Energy, Inc. |  |
| $1800000 | &nbsp;&nbsp;&nbsp; 3.13%, due 3/24/2031 | $1571276 |
| 1755000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2033 | &nbsp;&nbsp; 1867778 |
| 645000 | Hess Corp., 5.60%, due 2/15/2041 | &nbsp;&nbsp; 643353 |
| 1705000 | Marathon Petroleum Corp., 4.70%, due 5/1/2025 | &nbsp;&nbsp; 1701601 |
| 470000 | Occidental Petroleum Corp., 4.30%, due 8/15/2039 | &nbsp;&nbsp; 381087 |
| 3265000 | Phillips 66, 1.30%, due 2/15/2026 | &nbsp;&nbsp; 2967987 |
| 1367000 | Pioneer Natural Resources Co., 2.15%, due 1/15/2031 | &nbsp;&nbsp; 1133575 |
|  |  | **10266657** |
| **Oil & Gas Services 0.3%** | **Oil & Gas Services 0.3%** | **Oil & Gas Services 0.3%** |
| 1755000 | Halliburton Co., 5.00%, due 11/15/2045 | **1669634** |
| **Pharmaceuticals 1.1%** | **Pharmaceuticals 1.1%** | **Pharmaceuticals 1.1%** |
|  | AbbVie, Inc. |  |
| 260000 | &nbsp;&nbsp;&nbsp; 4.05%, due 11/21/2039 | &nbsp;&nbsp; 234259 |
| 1110000 | &nbsp;&nbsp;&nbsp; 4.70%, due 5/14/2045 | &nbsp;&nbsp; 1061863 |
|  | Bristol-Myers Squibb Co. |  |
| 1435000 | &nbsp;&nbsp;&nbsp; 2.95%, due 3/15/2032 | &nbsp;&nbsp; 1300257 |
| 525000 | &nbsp;&nbsp;&nbsp; 3.55%, due 3/15/2042 | &nbsp;&nbsp; 454777 |
| 750000 | Cigna Corp., 3.20%, due 3/15/2040 | &nbsp;&nbsp; 598991 |
| 565000 | CVS Health Corp., 4.13%, due 4/1/2040 | &nbsp;&nbsp; 493415 |
| 885000 | Merck & Co., Inc., 2.75%, due 12/10/2051 | &nbsp;&nbsp; 637343 |
|  | Upjohn, Inc. |  |
| 775000 | &nbsp;&nbsp;&nbsp; 2.70%, due 6/22/2030 | &nbsp;&nbsp; 638642 |
| 615000 | &nbsp;&nbsp;&nbsp; 4.00%, due 6/22/2050 | &nbsp;&nbsp; 426285 |
|  |  | **5845832** |
| **Pipelines 0.5%** | **Pipelines 0.5%** | **Pipelines 0.5%** |
| 1820000 | Kinder Morgan, Inc., 5.55%, due 6/1/2045 | &nbsp;&nbsp; 1773531 |
| 1170000 | MPLX L.P., 4.70%, due 4/15/2048 | &nbsp;&nbsp; 1009576 |
|  |  | **2783107** |
| **Real Estate Investment Trusts 0.3%** | **Real Estate Investment Trusts 0.3%** | **Real Estate Investment Trusts 0.3%** |
| 1525000 | Healthpeak Properties, Inc., 5.25%, due 12/15/2032 | **1555266** |
| **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** |
|  | Home Depot, Inc. |  |
| 810000 | &nbsp;&nbsp;&nbsp; 3.30%, due 4/15/2040 | &nbsp;&nbsp; 686035 |
| 990000 | &nbsp;&nbsp;&nbsp; 4.95%, due 9/15/2052 | &nbsp;&nbsp; 1019914 |
| 935000 | Starbucks Corp., 2.55%, due 11/15/2030 | &nbsp;&nbsp; 814938 |
|  |  | **2520887** |
| **Semiconductors 1.0%** | **Semiconductors 1.0%** | **Semiconductors 1.0%** |
| 3490000 | Marvell Technology, Inc., 2.95%, due 4/15/2031 | &nbsp;&nbsp; 2950313 |
| 2190000 | QUALCOMM, Inc., 6.00%, due 5/20/2053 | &nbsp;&nbsp; 2512072 |
|  |  | **5462385** |
| **Software 0.7%** | **Software 0.7%** | **Software 0.7%** |
|  | Oracle Corp. |  |
| 1505000 | &nbsp;&nbsp;&nbsp; 2.88%, due 3/25/2031 | &nbsp;&nbsp; 1296285 |
| 885000 | &nbsp;&nbsp;&nbsp; 4.00%, due 7/15/2046 | &nbsp;&nbsp; 701536 |
| 1790000 | &nbsp;&nbsp;&nbsp; 6.90%, due 11/9/2052 | &nbsp;&nbsp; 2070568 |
|  |  | **4068389** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Telecommunications 1.3%** | **Telecommunications 1.3%** | **Telecommunications 1.3%** |
|  | AT&T, Inc. |  |
| $1415000 | &nbsp;&nbsp;&nbsp; 3.65%, due 6/1/2051 | $1088605 |
| 715000 | &nbsp;&nbsp;&nbsp; 3.50%, due 9/15/2053 | &nbsp;&nbsp; 527631 |
|  | T-Mobile USA, Inc. |  |
| 1500000 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/15/2029 | &nbsp;&nbsp; 1367146 |
| 555000 | &nbsp;&nbsp;&nbsp; 4.38%, due 4/15/2040 | &nbsp;&nbsp; 502183 |
| 1420000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/15/2050 | &nbsp;&nbsp; 1254033 |
| 3180000 | Verizon Communications, Inc., 2.36%, due 3/15/2032 | &nbsp;&nbsp; 2619699 |
|  |  | **7359297** |
| **Total Corporate Bonds (Cost $137,005,452)** | **Total Corporate Bonds (Cost $137,005,452)** | **128345856** |
| **Foreign Government Securities 0.7%** | **Foreign Government Securities 0.7%** | **Foreign Government Securities 0.7%** |
| 1200000 | Japan International Cooperation Agency, 3.25%, due 5/25/2027 | &nbsp;&nbsp; 1150128 |
| 2000000 | Mexico Government International Bond, 2.66%, due 5/24/2031 | &nbsp;&nbsp; 1676431 |
| 1275000 | Province of Ontario Canada, 2.13%, due 1/21/2032 | &nbsp;&nbsp; 1100882 |
| **Total Foreign Government Securities (Cost $4,489,644)** | **Total Foreign Government Securities (Cost $4,489,644)** | **3927441** |
| **Number of Shares** | **Number of Shares** |  |
| **Short-Term Investments 1.9%** | **Short-Term Investments 1.9%** | **Short-Term Investments 1.9%** |
| **Investment Companies 1.9%** | **Investment Companies 1.9%** | **Investment Companies 1.9%** |
| 10600096 | &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 4.18%<sup>(k)</sup>**(Cost $10,600,096)**<br>| **10600096** |
| **Total Investments 103.3% (Cost $612,269,153)** | **Total Investments 103.3% (Cost $612,269,153)** | **573829899** |
| Liabilities Less Other Assets (3.3)% | Liabilities Less Other Assets (3.3)% | &nbsp;&nbsp;&nbsp; (18213889)<sup>(l)</sup> |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **$555616010** |

---

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

See Notes to Schedule of Investments

------

Schedule of Investments Core 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;(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, 2023, these securities amounted to $80,548,069, which represents 14.5% 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 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) 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, 2023.

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) 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, 2023 amounted to $14,804,961, which represents 2.7% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(i) 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;(j) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

See Notes to Schedule of Investments

------

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

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2023, 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>|
| 3/2023 | &nbsp;&nbsp; 26 | U.S. Treasury Long Bond | &nbsp;&nbsp; $3376750 | $101677 |
| 3/2023 | 205 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp; 42157930 | &nbsp;&nbsp; 147523 |
| 3/2023 | &nbsp;&nbsp; 44 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp; 4806657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | **$50341337** | **$250460** |

---

&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>|
| 3/2023 | 102 | U.S. Treasury Note, 10 Year | $(11680594) | $(180730) |
| 3/2023 | 174 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp; (21089344) | &nbsp;&nbsp; (364056) |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp; (1275750) | &nbsp;&nbsp;&nbsp;&nbsp; (74106) |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | **$(34045688)** | **$(618892)** |
| **Total Futures** | **Total Futures** | **Total Futures** |  | **$(368432)** |

---

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| U.S. Treasury Obligations | $— | $165617559 | $— | $165617559 |
| U.S. Government Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3752067 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3752067 |
| Mortgage-Backed Securities<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 217647289 | &nbsp;&nbsp; — | &nbsp;&nbsp; 217647289 |
| Asset-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43939591 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43939591 |
| Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 128345856 | &nbsp;&nbsp; — | &nbsp;&nbsp; 128345856 |
| Foreign Government Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3927441 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3927441 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10600096 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10600096 |
| **Total Investments** | **$—** | **$573829899** | **$—** | **$573829899** |

---

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

# The Schedule of Investments provides information on the industry or sector categorization.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $250460 | $— | $— | $250460 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp; (618892) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (618892) |
| **Total** | **$(368432)** | **$—** | **$—** | **$(368432)** |

---

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

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

^ 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 Emerging Markets Debt Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Corporate Bonds 25.8%** | **Corporate Bonds 25.8%** | **Corporate Bonds 25.8%** |
| **Argentina 0.3%** | **Argentina 0.3%** | **Argentina 0.3%** |
| $150000 | Rio Energy SA/UGEN SA/UENSA SA, 6.88%, due 2/1/2025 | $113851<sup>(b)</sup> |
| 150000 | Transportadora de Gas del Sur SA, 6.75%, due 5/2/2025 | &nbsp;&nbsp; 141656<sup>(b)</sup> |
| 225000 | YPF SA, 7.00%, due 12/15/2047 | &nbsp;&nbsp; 158420<sup>(b)</sup> |
|  |  | **413927** |
| **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** |
| 200000 | AngloGold Ashanti Holdings PLC, 3.38%, due 11/1/2028 | **179738** |
| **Azerbaijan 0.4%** | **Azerbaijan 0.4%** | **Azerbaijan 0.4%** |
|  | Southern Gas Corridor CJSC |  |
| 300000 | &nbsp;&nbsp;&nbsp; 6.88%, due 3/24/2026 | &nbsp;&nbsp; 309171<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.88%, due 3/24/2026 | &nbsp;&nbsp; 206114<sup>(b)</sup> |
|  |  | **515285** |
| **Bahrain 0.2%** | **Bahrain 0.2%** | **Bahrain 0.2%** |
| 219000 | Oil & Gas Holding Co., 7.63%, due 11/7/2024 | **223818**<sup>(c)</sup> |
| **Brazil 2.5%** | **Brazil 2.5%** | **Brazil 2.5%** |
| 200000 | Azul Investments LLP, 7.25%, due 6/15/2026 | &nbsp;&nbsp; 120742<sup>(b)</sup> |
|  | Banco do Brasil SA |  |
| 300000 | &nbsp;&nbsp;&nbsp; 6.25%, due 4/15/2024 | &nbsp;&nbsp; 272140<sup>(b)(d)(e)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 9.00%, due 6/18/2024 | &nbsp;&nbsp; 199800<sup>(b)(d)(e)</sup> |
| 200000 | Braskem Netherlands Finance BV, 8.50%, due 1/23/2081 | &nbsp;&nbsp; 207144<sup>(c)(d)</sup> |
| 347000 | CSN Resources SA, 4.63%, due 6/10/2031 | &nbsp;&nbsp; 292109<sup>(c)</sup> |
| 260000 | FS Luxembourg S.a.r.l., 10.00%, due 12/15/2025 | &nbsp;&nbsp; 262588<sup>(c)</sup> |
|  | Gol Finance SA |  |
| 158000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/31/2025 | &nbsp;&nbsp; 81324<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 8.00%, due 6/30/2026 | &nbsp;&nbsp; 139000<sup>(b)</sup> |
| 182114 | Guara Norte S.a.r.l., 5.20%, due 6/15/2034 | &nbsp;&nbsp; 164868<sup>(b)</sup> |
| 201000 | Klabin Austria GmbH, 3.20%, due 1/12/2031 | &nbsp;&nbsp; 164431<sup>(c)</sup> |
| 200000 | Light Servicos de Eletricidade SA/Light Energia SA, 4.38%, due 6/18/2026 | &nbsp;&nbsp; 116600<sup>(b)</sup> |
| 250000 | MARB BondCo PLC, 3.95%, due 1/29/2031 | &nbsp;&nbsp; 196895<sup>(b)</sup> |
| 200000 | Minerva Luxembourg SA, 4.38%, due 3/18/2031 | &nbsp;&nbsp; 170163<sup>(b)</sup> |
| 268085 | MV24 Capital BV, 6.75%, due 6/1/2034 | &nbsp;&nbsp; 255753<sup>(c)</sup> |
| 190000 | Petrobras Global Finance BV, 5.50%, due 6/10/2051 | &nbsp;&nbsp; 148675 |
| 164000 | Rede D'or Finance S.a.r.l., 4.50%, due 1/22/2030 | &nbsp;&nbsp; 143500<sup>(b)</sup> |
| 200000 | Simpar Europe SA, 5.20%, due 1/26/2031 | &nbsp;&nbsp; 145900<sup>(c)</sup> |
| 200000 | Unigel Luxembourg SA, 8.75%, due 10/1/2026 | &nbsp;&nbsp; 202052<sup>(c)</sup> |
|  |  | **3283684** |
| **Burkina Faso 0.1%** | **Burkina Faso 0.1%** | **Burkina Faso 0.1%** |
| 200000 | Endeavour Mining PLC, 5.00%, due 10/14/2026 | **177500**<sup>(c)</sup> |
| **Chile 0.8%** | **Chile 0.8%** | **Chile 0.8%** |
| 150000 | Agrosuper SA, 4.60%, due 1/20/2032 | &nbsp;&nbsp; 134250<sup>(c)</sup> |
| 200000 | Banco de Credito e Inversiones SA, 2.88%, due 10/14/2031 | &nbsp;&nbsp; 168704<sup>(b)</sup> |
| 200000 | Cencosud SA, 4.38%, due 7/17/2027 | &nbsp;&nbsp; 192980<sup>(b)</sup> |
|  | Codelco, Inc. |  |
| 238000 | &nbsp;&nbsp;&nbsp; 3.00%, due 9/30/2029 | &nbsp;&nbsp; 213068<sup>(c)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 3.70%, due 1/30/2050 | &nbsp;&nbsp; 154274<sup>(c)</sup> |
| 200000 | Empresa Nacional del Petroleo, 3.45%, due 9/16/2031 | &nbsp;&nbsp; 170516<sup>(c)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Chile – cont'd** | **Chile – cont'd** | **Chile – cont'd** |
| $200000 | VTR Finance NV, 6.38%, due 7/15/2028 | $82440<sup>(c)</sup> |
|  |  | **1116232** |
| **China 1.8%** | **China 1.8%** | **China 1.8%** |
| 200000 | Alibaba Group Holding Ltd., 4.00%, due 12/6/2037 | &nbsp;&nbsp; 174657 |
| 200000 | Central Plaza Development Ltd., 5.75%, due 11/14/2024 | &nbsp;&nbsp; 168754<sup>(b)(d)(e)</sup> |
| 200000 | China Construction Bank Corp., 2.45%, due 6/24/2030 | &nbsp;&nbsp; 188554<sup>(b)(d)</sup> |
| 200000 | China Hongqiao Group Ltd., 6.25%, due 6/8/2024 | &nbsp;&nbsp; 195596<sup>(b)</sup> |
| 200000 | China Overseas Finance Cayman VI Ltd., 5.95%, due 5/8/2024 | &nbsp;&nbsp; 200128<sup>(b)</sup> |
| 200000 | Country Garden Holdings Co. Ltd., 4.80%, due 8/6/2030 | &nbsp;&nbsp; 120865<sup>(b)</sup> |
| 200000 | Huarong Finance II Co. Ltd., 5.50%, due 1/16/2025 | &nbsp;&nbsp; 193907<sup>(b)</sup> |
| 200000 | Lenovo Group Ltd., 3.42%, due 11/2/2030 | &nbsp;&nbsp; 170047<sup>(b)</sup> |
| 200000 | Longfor Group Holdings Ltd., 3.95%, due 9/16/2029 | &nbsp;&nbsp; 166880<sup>(b)</sup> |
| 200000 | Meituan, 3.05%, due 10/28/2030 | &nbsp;&nbsp; 162758<sup>(b)</sup> |
| 201000 | Powerchina Roadbridge Group British Virgin Islands Ltd., 3.08%, due 4/1/2026 | &nbsp;&nbsp; 188035<sup>(b)(d)(e)</sup> |
| 200000 | Prosus NV, 3.83%, due 2/8/2051 | &nbsp;&nbsp; 130400<sup>(b)</sup> |
| 232000 | SF Holding Investment 2021 Ltd., 3.13%, due 11/17/2031 | &nbsp;&nbsp; 200573<sup>(b)</sup> |
| 200000 | Tencent Holdings Ltd., 3.68%, due 4/22/2041 | &nbsp;&nbsp; 158428<sup>(b)</sup> |
|  |  | **2419582** |
| **Colombia 1.4%** | **Colombia 1.4%** | **Colombia 1.4%** |
| 200000 | Banco Davivienda SA, 6.65%, due 4/22/2031 | &nbsp;&nbsp; 156400<sup>(b)(d)(e)</sup> |
| 200000 | Bancolombia SA, 4.63%, due 12/18/2029 | &nbsp;&nbsp; 182240<sup>(d)</sup> |
| 200000 | Canacol Energy Ltd., 5.75%, due 11/24/2028 | &nbsp;&nbsp; 176997<sup>(c)</sup> |
| 400000 | Ecopetrol SA, 5.88%, due 5/28/2045 | &nbsp;&nbsp; 286147 |
|  | Empresas Publicas de Medellin ESP |  |
| 807000000 | &nbsp;&nbsp;&nbsp; 7.63%, due 9/10/2024 | &nbsp;&nbsp; 155125<sup>(c)</sup> |
| 1600000000 | &nbsp;&nbsp;&nbsp; 8.38%, due 11/8/2027 | &nbsp;&nbsp; 259467<sup>(c)</sup> |
| 437000000 | Financiera de Desarrollo Territorial SA Findeter, 7.88%, due 8/12/2024 | &nbsp;&nbsp; 84662<sup>(c)</sup> |
| $270000 | Millicom Int'l Cellular SA, 6.25%, due 3/25/2029 | &nbsp;&nbsp; 248628<sup>(b)</sup> |
| 221000 | SierraCol Energy Andina LLC, 6.00%, due 6/15/2028 | &nbsp;&nbsp; 182320<sup>(c)</sup> |
| 200000 | Suramericana SA, 5.50%, due 4/29/2026 | &nbsp;&nbsp; 194568<sup>(b)</sup> |
|  |  | **1926554** |
| **Ghana 0.3%** | **Ghana 0.3%** | **Ghana 0.3%** |
| 200000 | Kosmos Energy Ltd., 7.13%, due 4/4/2026 | &nbsp;&nbsp; 180848<sup>(c)</sup> |
| 189000 | Tullow Oil PLC, 10.25%, due 5/15/2026 | &nbsp;&nbsp; 163013<sup>(c)</sup> |
|  |  | **343861** |
| **Guatemala 0.4%** | **Guatemala 0.4%** | **Guatemala 0.4%** |
| 200000 | &nbsp;&nbsp; Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL, 5.25%, due <br> 4/27/2029<br>| &nbsp;&nbsp; 192058<sup>(c)</sup> |
| 200000 | CT Trust, 5.13%, due 2/3/2032 | &nbsp;&nbsp; 174359<sup>(c)</sup> |
| 200000 | Investment Energy Resources Ltd., 6.25%, due 4/26/2029 | &nbsp;&nbsp; 190913<sup>(c)</sup> |
|  |  | **557330** |
| **Hong Kong 0.5%** | **Hong Kong 0.5%** | **Hong Kong 0.5%** |
| 200000 | AIA Group Ltd., 3.20%, due 9/16/2040 | &nbsp;&nbsp; 152496<sup>(b)</sup> |
| 200000 | Celestial Miles Ltd., 5.75%, due 1/31/2024 | &nbsp;&nbsp; 195880<sup>(b)(d)(e)</sup> |
| 200000 | Melco Resorts Finance Ltd., 5.75%, due 7/21/2028 | &nbsp;&nbsp; 179311<sup>(b)</sup> |
| 200000 | NWD MTN Ltd., 4.13%, due 7/18/2029 | &nbsp;&nbsp; 171790<sup>(b)</sup> |
|  |  | **699477** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **India 1.2%** | **India 1.2%** | **India 1.2%** |
| $200000 | Adani Electricity Mumbai Ltd., 3.95%, due 2/12/2030 | $149207<sup>(c)</sup> |
| 191000 | Greenko Dutch BV, 3.85%, due 3/29/2026 | &nbsp;&nbsp; 170575<sup>(c)</sup> |
| 278000 | HDFC Bank Ltd., 3.70%, due 8/25/2026 | &nbsp;&nbsp; 242004<sup>(b)(d)(e)</sup> |
| 200000 | JSW Steel Ltd., 5.05%, due 4/5/2032 | &nbsp;&nbsp; 168170<sup>(b)</sup> |
| 200000 | Oil India Ltd., 5.13%, due 2/4/2029 | &nbsp;&nbsp; 194725<sup>(b)</sup> |
| 200000 | Periama Holdings LLC, 5.95%, due 4/19/2026 | &nbsp;&nbsp; 192031<sup>(b)</sup> |
| 313000 | Reliance Industries Ltd., 2.88%, due 1/12/2032 | &nbsp;&nbsp; 260426<sup>(c)</sup> |
| 200000 | Vedanta Resources Finance II PLC, 8.95%, due 3/11/2025 | &nbsp;&nbsp; 160500<sup>(b)</sup> |
|  |  | **1537638** |
| **Indonesia 1.0%** | **Indonesia 1.0%** | **Indonesia 1.0%** |
| 200000 | Bank Negara Indonesia Persero Tbk PT, 3.75%, due 3/30/2026 | &nbsp;&nbsp; 187101<sup>(b)</sup> |
| 200000 | Indofood CBP Sukses Makmur Tbk PT, 3.54%, due 4/27/2032 | &nbsp;&nbsp; 167609<sup>(b)</sup> |
| 400000 | Medco Oak Tree Pte Ltd., 7.38%, due 5/14/2026 | &nbsp;&nbsp; 400400<sup>(b)</sup> |
|  | Perusahaan Listrik Negara PT |  |
| 200000 | &nbsp;&nbsp;&nbsp; 1.88%, due 11/5/2031 | &nbsp;&nbsp; 160015<sup>(c)</sup> |
| $200000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2047 | &nbsp;&nbsp; 173582<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.15%, due 5/21/2048 | &nbsp;&nbsp; 194215<sup>(c)</sup> |
|  |  | **1282922** |
| **Israel 0.6%** | **Israel 0.6%** | **Israel 0.6%** |
| 125949 | Energean Israel Finance Ltd., 4.88%, due 3/30/2026 | &nbsp;&nbsp; 118181<sup>(b)</sup> |
| 200000 | Leviathan Bond Ltd., 6.50%, due 6/30/2027 | &nbsp;&nbsp; 196876<sup>(b)</sup> |
|  | Teva Pharmaceutical Finance Netherlands III BV |  |
| 350000 | &nbsp;&nbsp;&nbsp; 3.15%, due 10/1/2026 | &nbsp;&nbsp; 314013 |
| 200000 | &nbsp;&nbsp;&nbsp; 4.10%, due 10/1/2046 | &nbsp;&nbsp; 137133 |
|  |  | **766203** |
| **Kazakhstan 0.5%** | **Kazakhstan 0.5%** | **Kazakhstan 0.5%** |
|  | KazMunayGas National Co. JSC |  |
| 250000 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/24/2030 | &nbsp;&nbsp; 230622<sup>(b)</sup> |
| 360000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/19/2047 | &nbsp;&nbsp; 286893<sup>(b)</sup> |
| 200000 | Tengizchevroil Finance Co. Int'l Ltd., 3.25%, due 8/15/2030 | &nbsp;&nbsp; 152264<sup>(c)</sup> |
|  |  | **669779** |
| **Korea 0.7%** | **Korea 0.7%** | **Korea 0.7%** |
| 200000 | Kookmin Bank, 2.50%, due 11/4/2030 | &nbsp;&nbsp; 163358<sup>(b)</sup> |
| 200000 | Shinhan Bank Co. Ltd., 4.38%, due 4/13/2032 | &nbsp;&nbsp; 182980<sup>(c)</sup> |
| 200000 | Shinhan Financial Group Co. Ltd., 5.88%, due 8/13/2023 | &nbsp;&nbsp; 198020<sup>(b)(d)(e)</sup> |
|  | SK Hynix, Inc. |  |
| 200000 | &nbsp;&nbsp;&nbsp; 6.38%, due 1/17/2028 | &nbsp;&nbsp; 203039<sup>(c)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/17/2033 | &nbsp;&nbsp; 202826<sup>(c)</sup> |
|  |  | **950223** |
| **Kuwait 0.4%** | **Kuwait 0.4%** | **Kuwait 0.4%** |
| 200000 | Equate Petrochemical BV, 2.63%, due 4/28/2028 | &nbsp;&nbsp; 178033<sup>(b)</sup> |
| 200000 | MEGlobal Canada ULC, 5.88%, due 5/18/2030 | &nbsp;&nbsp; 206600<sup>(b)</sup> |
| 200000 | NBK Tier 1 Financing 2 Ltd., 4.50%, due 8/27/2025 | &nbsp;&nbsp; 188344<sup>(c)(d)(e)</sup> |
|  |  | **572977** |
| **Luxembourg 0.1%** | **Luxembourg 0.1%** | **Luxembourg 0.1%** |
| 200000 | Altice Financing SA, 5.00%, due 1/15/2028 | **170058**<sup>(b)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Macau 0.8%** | **Macau 0.8%** | **Macau 0.8%** |
| $400000 | Sands China Ltd., 5.90%, due 8/8/2028 | $392990 |
| 300000 | Studio City Finance Ltd., 6.50%, due 1/15/2028 | &nbsp;&nbsp; 271125<sup>(b)</sup> |
| 400000 | Wynn Macau Ltd., 5.63%, due 8/26/2028 | &nbsp;&nbsp; 352343<sup>(b)</sup> |
|  |  | **1016458** |
| **Malaysia 0.3%** | **Malaysia 0.3%** | **Malaysia 0.3%** |
| 200000 | GENM Capital Labuan Ltd., 3.88%, due 4/19/2031 | &nbsp;&nbsp; 162307<sup>(b)</sup> |
| 200000 | TNB Global Ventures Capital Bhd, 4.85%, due 11/1/2028 | &nbsp;&nbsp; 198953<sup>(b)</sup> |
|  |  | **361260** |
| **Mexico 2.3%** | **Mexico 2.3%** | **Mexico 2.3%** |
| 200000 | Alfa SAB de CV, 6.88%, due 3/25/2044 | &nbsp;&nbsp; 202816<sup>(b)</sup> |
| 200000 | Alpek SAB de CV, 3.25%, due 2/25/2031 | &nbsp;&nbsp; 167627<sup>(b)</sup> |
|  | Banco Mercantil del Norte SA |  |
| 200000 | &nbsp;&nbsp;&nbsp; 7.63%, due 1/10/2028 | &nbsp;&nbsp; 197756<sup>(b)(d)(e)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/24/2032 | &nbsp;&nbsp; 176561<sup>(c)(d)(e)</sup> |
| 200000 | Cemex SAB de CV, 3.88%, due 7/11/2031 | &nbsp;&nbsp; 168632<sup>(b)</sup> |
|  | Comision Federal de Electricidad |  |
| 6480000 | &nbsp;&nbsp;&nbsp; Ser. 14-2, 7.35%, due 11/25/2025 | &nbsp;&nbsp; 314758 |
| $400000 | &nbsp;&nbsp;&nbsp; 4.69%, due 5/15/2029 | &nbsp;&nbsp; 368500<sup>(c)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 3.35%, due 2/9/2031 | &nbsp;&nbsp; 163977<sup>(c)</sup> |
| 200000 | Mexichem SAB de CV, 5.88%, due 9/17/2044 | &nbsp;&nbsp; 183414<sup>(b)</sup> |
|  | Petroleos Mexicanos |  |
| 41000 | &nbsp;&nbsp;&nbsp; 6.88%, due 8/4/2026 | &nbsp;&nbsp; 40175 |
| 210000 | &nbsp;&nbsp;&nbsp; 5.95%, due 1/28/2031 | &nbsp;&nbsp; 168114 |
| 1094000 | &nbsp;&nbsp;&nbsp; 7.69%, due 1/23/2050 | &nbsp;&nbsp; 816782 |
| 69000 | &nbsp;&nbsp;&nbsp; 6.95%, due 1/28/2060 | &nbsp;&nbsp; 47602 |
|  |  | **3016714** |
| **Mongolia 0.1%** | **Mongolia 0.1%** | **Mongolia 0.1%** |
| 200000 | Development Bank of Mongolia LLC, 7.25%, due 10/23/2023 | **193632**<sup>(b)</sup> |
| **Nigeria 0.3%** | **Nigeria 0.3%** | **Nigeria 0.3%** |
| 200000 | IHS Netherlands Holdco BV, 8.00%, due 9/18/2027 | &nbsp;&nbsp; 180629<sup>(b)</sup> |
| 200000 | SEPLAT Petroleum Development Co. PLC, 7.75%, due 4/1/2026 | &nbsp;&nbsp; 174000<sup>(c)</sup> |
|  |  | **354629** |
| **Oman 0.3%** | **Oman 0.3%** | **Oman 0.3%** |
| 200000 | Bank Muscat SAOG, 4.75%, due 3/17/2026 | &nbsp;&nbsp; 193240<sup>(b)</sup> |
| 242000 | Oztel Holdings SPC Ltd., 6.63%, due 4/24/2028 | &nbsp;&nbsp; 250397<sup>(c)</sup> |
|  |  | **443637** |
| **Panama 0.3%** | **Panama 0.3%** | **Panama 0.3%** |
| 200000 | C&W Senior Financing Designated Activity Co., 6.88%, due 9/15/2027 | &nbsp;&nbsp; 190256<sup>(c)</sup> |
| 200000 | Empresa de Transmision Electrica SA, 5.13%, due 5/2/2049 | &nbsp;&nbsp; 167967<sup>(b)</sup> |
|  |  | **358223** |
| **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** |
| 200000 | Telefonica Celular del Paraguay SA, 5.88%, due 4/15/2027 | **185921**<sup>(c)</sup> |
| **Peru 1.2%** | **Peru 1.2%** | **Peru 1.2%** |
| 125000 | Banco de Credito del Peru SA, 3.13%, due 7/1/2030 | &nbsp;&nbsp; 115039<sup>(b)(d)</sup> |
| 200000 | Cia de Minas Buenaventura SAA, 5.50%, due 7/23/2026 | &nbsp;&nbsp; 175000<sup>(c)</sup> |
| 843000 | Fondo MIVIVIENDA SA, 7.00%, due 2/14/2024 | &nbsp;&nbsp; 214039<sup>(c)</sup> |
| $225000 | Kallpa Generacion SA, 4.13%, due 8/16/2027 | &nbsp;&nbsp; 210397<sup>(b)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Peru – cont'd** | **Peru – cont'd** | **Peru – cont'd** | **Peru – cont'd** |
| $| 200000 | Minsur SA, 4.50%, due 10/28/2031 | $178482<sup>(b)</sup> |
|  |  | Petroleos del Peru SA |  |
|  | 247000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/19/2047 | &nbsp;&nbsp; 164784<sup>(c)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/19/2047 | &nbsp;&nbsp; 133428<sup>(b)</sup> |
|  | 300000 | Southern Copper Corp., 6.75%, due 4/16/2040 | &nbsp;&nbsp; 342002 |
|  |  |  | **1533171** |
| **Philippines 0.2%** | **Philippines 0.2%** | **Philippines 0.2%** | **Philippines 0.2%** |
|  | 240000 | Globe Telecom, Inc., 4.20%, due 8/2/2026 | **220728**<sup>(b)(d)(e)</sup> |
| **Qatar 1.1%** | **Qatar 1.1%** | **Qatar 1.1%** | **Qatar 1.1%** |
|  |  | CBQ Finance Ltd. |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; 2.00%, due 9/15/2025 | &nbsp;&nbsp; 184788<sup>(b)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 2.00%, due 5/12/2026 | &nbsp;&nbsp; 182095<sup>(b)</sup> |
|  | 200000 | Commercial Bank PSQC, 4.50%, due 3/3/2026 | &nbsp;&nbsp; 184741<sup>(b)(d)(e)</sup> |
|  | 200000 | Ooredoo Int'l Finance Ltd., 2.63%, due 4/8/2031 | &nbsp;&nbsp; 175328<sup>(c)</sup> |
|  |  | Qatar Energy |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; 3.13%, due 7/12/2041 | &nbsp;&nbsp; 158278<sup>(c)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 3.30%, due 7/12/2051 | &nbsp;&nbsp; 152440<sup>(c)</sup> |
|  | 200000 | QIB Sukuk Ltd., 3.98%, due 3/26/2024 | &nbsp;&nbsp; 198089<sup>(b)</sup> |
|  | 250000 | QNB Finance Ltd., 2.63%, due 5/12/2025 | &nbsp;&nbsp; 237217<sup>(b)</sup> |
|  |  |  | **1472976** |
| **Russia 0.0%**<sup>(f)</sup> | **Russia 0.0%**<sup>(f)</sup> | **Russia 0.0%**<sup>(f)</sup> | **Russia 0.0%**<sup>(f)</sup> |
|  | 300000 | Vnesheconombank Via VEB Finance PLC, 6.80%, due 11/22/2025 | **16173**<sup>(b)</sup> |
| **Saudi Arabia 0.9%** | **Saudi Arabia 0.9%** | **Saudi Arabia 0.9%** | **Saudi Arabia 0.9%** |
|  | 200000 | Arabian Centres Sukuk II Ltd., 5.63%, due 10/7/2026 | &nbsp;&nbsp; 190047<sup>(b)</sup> |
|  | 200000 | EIG Pearl Holdings Sarl, 4.39%, due 11/30/2046 | &nbsp;&nbsp; 158447<sup>(b)</sup> |
|  |  | Saudi Arabian Oil Co. |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; 4.25%, due 4/16/2039 | &nbsp;&nbsp; 368000<sup>(b)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 4.38%, due 4/16/2049 | &nbsp;&nbsp; 177086<sup>(b)</sup> |
|  | 300000 | SNB Funding Ltd., 2.75%, due 10/2/2024 | &nbsp;&nbsp; 287989<sup>(b)</sup> |
|  |  |  | **1181569** |
| **Singapore 0.7%** | **Singapore 0.7%** | **Singapore 0.7%** | **Singapore 0.7%** |
|  | 400000 | BOC Aviation Ltd., 3.00%, due 9/11/2029 | &nbsp;&nbsp; 354472<sup>(b)</sup> |
|  | 200000 | DBS Group Holdings Ltd., 4.52%, due 12/11/2028 | &nbsp;&nbsp; 198288<sup>(c)(d)</sup> |
|  | 200000 | Singapore Airlines Ltd., 3.38%, due 1/19/2029 | &nbsp;&nbsp; 183137<sup>(b)</sup> |
|  | 240000 | United Overseas Bank Ltd., 2.00%, due 10/14/2031 | &nbsp;&nbsp; 212812<sup>(c)(d)</sup> |
|  |  |  | **948709** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
|  | 200000 | Sasol Financing USA LLC, 6.50%, due 9/27/2028 | **193000** |
| **Supranational 0.4%** | **Supranational 0.4%** | **Supranational 0.4%** | **Supranational 0.4%** |
|  | 200000 | African Export-Import Bank, 3.99%, due 9/21/2029 | &nbsp;&nbsp; 177149<sup>(b)</sup> |
|  |  | Banque Ouest Africaine de Developpement |  |
|  | 205000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/27/2027 | &nbsp;&nbsp; 195410<sup>(c)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 4.70%, due 10/22/2031 | &nbsp;&nbsp; 176500<sup>(c)</sup> |
|  |  |  | **549059** |
| **Taiwan 0.2%** | **Taiwan 0.2%** | **Taiwan 0.2%** | **Taiwan 0.2%** |
|  | 209000 | TSMC Arizona Corp., 4.25%, due 4/22/2032 | **207682** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Thailand 0.7%** | **Thailand 0.7%** | **Thailand 0.7%** |
|  | Bangkok Bank PCL |  |
| $200000 | &nbsp;&nbsp;&nbsp; 4.30%, due 6/15/2027 | $196903<sup>(c)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 3.73%, due 9/25/2034 | &nbsp;&nbsp; 175684<sup>(b)(d)</sup> |
| 200000 | GC Treasury Center Co. Ltd., 4.40%, due 3/30/2032 | &nbsp;&nbsp; 183848<sup>(c)</sup> |
| 200000 | Krung Thai Bank PCL, 4.40%, due 3/25/2026 | &nbsp;&nbsp; 184800<sup>(b)(d)(e)</sup> |
| 300000 | Thaioil Treasury Center Co. Ltd., 3.75%, due 6/18/2050 | &nbsp;&nbsp; 203124<sup>(b)</sup> |
|  |  | **944359** |
| **Turkey 0.4%** | **Turkey 0.4%** | **Turkey 0.4%** |
| 200000 | Akbank TAS, 5.13%, due 3/31/2025 | &nbsp;&nbsp; 189480<sup>(c)</sup> |
|  | Turk Telekomunikasyon AS |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/19/2024 | &nbsp;&nbsp; 188460<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.88%, due 2/28/2025 | &nbsp;&nbsp; 189979<sup>(b)</sup> |
|  |  | **567919** |
| **Ukraine 0.0%**<sup>(f)</sup> | **Ukraine 0.0%**<sup>(f)</sup> | **Ukraine 0.0%**<sup>(f)</sup> |
| 260000 | NAK Naftogaz Ukraine via Kondor Finance PLC, 7.13%, due 7/19/2024 | **57945**<sup>(b)</sup> |
| **United Arab Emirates 1.3%** | **United Arab Emirates 1.3%** | **United Arab Emirates 1.3%** |
| $400000 | Abu Dhabi Crude Oil Pipeline LLC, 4.60%, due 11/2/2047 | &nbsp;&nbsp; 380939<sup>(b)</sup> |
| 200000 | Abu Dhabi National Energy Co. PJSC, 2.00%, due 4/29/2028 | &nbsp;&nbsp; 178652<sup>(c)</sup> |
| 200000 | DIB Sukuk Ltd., 2.95%, due 1/16/2026 | &nbsp;&nbsp; 189013<sup>(b)</sup> |
| 200000 | DP World PLC, 6.85%, due 7/2/2037 | &nbsp;&nbsp; 226148<sup>(b)</sup> |
| 200000 | Emirates NBD PJSC, 6.13%, due 3/20/2025 | &nbsp;&nbsp; 199964<sup>(b)(d)(e)</sup> |
|  | Galaxy Pipeline Assets Bidco Ltd. |  |
| 200000 | &nbsp;&nbsp;&nbsp; 2.63%, due 3/31/2036 | &nbsp;&nbsp; 163351<sup>(c)</sup> |
| 193306 | &nbsp;&nbsp;&nbsp; 2.94%, due 9/30/2040 | &nbsp;&nbsp; 157905<sup>(c)</sup> |
| 200000 | Shelf Drill Hold Ltd. Co., 8.25%, due 2/15/2025 | &nbsp;&nbsp; 189000<sup>(b)</sup> |
|  |  | **1684972** |
| **United States 0.3%** | **United States 0.3%** | **United States 0.3%** |
| 200000 | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 5.75%, due 4/1/2033 | &nbsp;&nbsp; 196112<sup>(b)</sup> |
| 200000 | Sagicor Financial Co. Ltd., 5.30%, due 5/13/2028 | &nbsp;&nbsp; 194264<sup>(b)</sup> |
|  |  | **390376** |
| **Venezuela 0.2%** | **Venezuela 0.2%** | **Venezuela 0.2%** |
|  | Petroleos de Venezuela SA |  |
| 1347609 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/16/2024 | &nbsp;&nbsp; 65696<sup>(b)(g)</sup> |
| 1631452 | &nbsp;&nbsp;&nbsp; 6.00%, due 11/15/2026 | &nbsp;&nbsp; 73415<sup>(b)(g)</sup> |
| 650000 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/12/2027 | &nbsp;&nbsp; 29250<sup>(b)(g)</sup> |
| 784800 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/12/2027 | &nbsp;&nbsp; 35316<sup>(b)(g)</sup> |
|  |  | **203677** |
| **Zambia 0.3%** | **Zambia 0.3%** | **Zambia 0.3%** |
| 400000 | First Quantum Minerals Ltd., 6.88%, due 10/15/2027 | **387750**<sup>(c)</sup> |
| **Total Corporate Bonds (Cost $40,104,737)** | **Total Corporate Bonds (Cost $40,104,737)** | **34297327** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Foreign Government Securities 58.5%** | **Foreign Government Securities 58.5%** | **Foreign Government Securities 58.5%** |
| **Angola 0.7%** | **Angola 0.7%** | **Angola 0.7%** |
|  | Angolan Government International Bond |  |
| $200000 | &nbsp;&nbsp;&nbsp; 8.00%, due 11/26/2029 | $185406<sup>(b)</sup> |
| 400000 | &nbsp;&nbsp;&nbsp; 8.75%, due 4/14/2032 | &nbsp;&nbsp; 369458<sup>(b)</sup> |
| 458000 | &nbsp;&nbsp;&nbsp; 9.38%, due 5/8/2048 | &nbsp;&nbsp; 407606<sup>(b)</sup> |
|  |  | **962470** |
| **Argentina 0.7%** | **Argentina 0.7%** | **Argentina 0.7%** |
|  | Argentine Republic Government International Bond |  |
| 573342 | &nbsp;&nbsp;&nbsp; 0.50%, due 7/9/2030 | &nbsp;&nbsp; 204414<sup>(h)</sup> |
| 2291000 | &nbsp;&nbsp;&nbsp; 1.50%, due 7/9/2035 | &nbsp;&nbsp; 704062<sup>(h)</sup> |
| 139590 | Provincia de Buenos Aires/Government Bonds, 4.00%, due 9/1/2037 | &nbsp;&nbsp; 45344<sup>(c)(h)</sup> |
|  |  | **953820** |
| **Armenia 0.1%** | **Armenia 0.1%** | **Armenia 0.1%** |
| $200000 | Armenia International Bond, 3.60%, due 2/2/2031 | **156688**<sup>(b)</sup> |
| **Azerbaijan 0.8%** | **Azerbaijan 0.8%** | **Azerbaijan 0.8%** |
| 400000 | Republic of Azerbaijan International Bond, 5.13%, due 9/1/2029 | &nbsp;&nbsp; 385075<sup>(b)</sup> |
|  | State Oil Co. of the Azerbaijan Republic |  |
| 510000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/18/2030 | &nbsp;&nbsp; 531097<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/18/2030 | &nbsp;&nbsp; 208274<sup>(b)</sup> |
|  |  | **1124446** |
| **Bahamas 0.1%** | **Bahamas 0.1%** | **Bahamas 0.1%** |
| 200000 | Bahamas Government International Bond, 6.00%, due 11/21/2028 | **162437**<sup>(b)</sup> |
| **Benin 0.1%** | **Benin 0.1%** | **Benin 0.1%** |
| 200000 | Benin Government International Bond, 4.95%, due 1/22/2035 | **158750**<sup>(b)</sup> |
| **Bermuda 0.2%** | **Bermuda 0.2%** | **Bermuda 0.2%** |
| $290000 | Bermuda Government International Bond, 4.75%, due 2/15/2029 | **291450**<sup>(b)</sup> |
| **Brazil 3.0%** | **Brazil 3.0%** | **Brazil 3.0%** |
| 240000 | Brazil Minas SPE via State of Minas Gerais, 5.33%, due 2/15/2028 | &nbsp;&nbsp; 234600<sup>(b)</sup> |
|  | Brazil Notas do Tesouro Nacional |  |
| 8464000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2025 | &nbsp;&nbsp; 1590929 |
| 6000000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2027 | &nbsp;&nbsp; 1088976 |
| 4000000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2029 | &nbsp;&nbsp; 696356 |
| $470000 | Brazilian Government International Bond, 5.00%, due 1/27/2045 | &nbsp;&nbsp; 367553 |
|  |  | **3978414** |
| **Cameroon, Republic of 0.1%** | **Cameroon, Republic of 0.1%** | **Cameroon, Republic of 0.1%** |
| 181000 | Republic of Cameroon International Bond, 5.95%, due 7/7/2032 | **149655**<sup>(b)</sup> |
| **Chile 1.0%** | **Chile 1.0%** | **Chile 1.0%** |
| 247012500 | Bonos de la Tesoreria de la Republica, 1.90%, due 9/1/2030 | &nbsp;&nbsp; 310378<sup>(i)</sup> |
|  | Bonos de la Tesoreria de la Republica en pesos |  |
| 100000000 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/1/2026 | &nbsp;&nbsp; 122727 |
| 215000000 | &nbsp;&nbsp;&nbsp; 2.80%, due 10/1/2033 | &nbsp;&nbsp; 215741<sup>(b)</sup> |
| 155000000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/1/2034 | &nbsp;&nbsp; 223410<sup>(b)</sup> |
| 120000000 | &nbsp;&nbsp;&nbsp; 5.00%, due 3/1/2035 | &nbsp;&nbsp; 147650 |
| 30000000 | &nbsp;&nbsp;&nbsp; 5.10%, due 7/15/2050 | &nbsp;&nbsp; 36019 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Chile – cont'd** | **Chile – cont'd** | **Chile – cont'd** |
|  | Chile Government International Bond |  |
| 100000 | &nbsp;&nbsp;&nbsp; 1.88%, due 5/27/2030 | $95511 |
| $200000 | &nbsp;&nbsp;&nbsp; 3.25%, due 9/21/2071 | &nbsp;&nbsp; 130470 |
|  |  | **1281906** |
| **China 2.9%** | **China 2.9%** | **China 2.9%** |
|  | China Government Bond |  |
| 3000000 | &nbsp;&nbsp;&nbsp; 3.19%, due 4/11/2024 | &nbsp;&nbsp; 449737 |
| 6200000 | &nbsp;&nbsp;&nbsp; 1.99%, due 4/9/2025 | &nbsp;&nbsp; 909386 |
| 1200000 | &nbsp;&nbsp;&nbsp; 3.12%, due 12/5/2026 | &nbsp;&nbsp; 181186 |
| 1000000 | &nbsp;&nbsp;&nbsp; 2.85%, due 6/4/2027 | &nbsp;&nbsp; 148883 |
| 500000 | &nbsp;&nbsp;&nbsp; 3.01%, due 5/13/2028 | &nbsp;&nbsp; 75097 |
| 1000000 | &nbsp;&nbsp;&nbsp; 2.91%, due 10/14/2028 | &nbsp;&nbsp; 149401 |
| 2300000 | &nbsp;&nbsp;&nbsp; 2.80%, due 3/24/2029 | &nbsp;&nbsp; 340723 |
| 900000 | &nbsp;&nbsp;&nbsp; 2.75%, due 6/15/2029 | &nbsp;&nbsp; 132729 |
| 1100000 | &nbsp;&nbsp;&nbsp; 2.62%, due 9/25/2029 | &nbsp;&nbsp; 160817 |
| 1500000 | &nbsp;&nbsp;&nbsp; 3.13%, due 11/21/2029 | &nbsp;&nbsp; 226854 |
| 800000 | &nbsp;&nbsp;&nbsp; 2.79%, due 12/15/2029 | &nbsp;&nbsp; 118100 |
| 200000 | &nbsp;&nbsp;&nbsp; 3.02%, due 5/27/2031 | &nbsp;&nbsp; 30003 |
| 900000 | &nbsp;&nbsp;&nbsp; 2.89%, due 11/18/2031 | &nbsp;&nbsp; 133330 |
| 400000 | &nbsp;&nbsp;&nbsp; 2.75%, due 2/17/2032 | &nbsp;&nbsp; 58435 |
| 900000 | &nbsp;&nbsp;&nbsp; 2.60%, due 9/1/2032 | &nbsp;&nbsp; 129689 |
| 900000 | &nbsp;&nbsp;&nbsp; 2.80%, due 11/15/2032 | &nbsp;&nbsp; 132151 |
| 250000 | &nbsp;&nbsp;&nbsp; 3.39%, due 3/16/2050 | &nbsp;&nbsp; 37568 |
| 1900000 | &nbsp;&nbsp;&nbsp; 3.81%, due 9/14/2050 | &nbsp;&nbsp; 307145 |
| 800000 | &nbsp;&nbsp;&nbsp; 3.12%, due 10/25/2052 | &nbsp;&nbsp; 115308 |
|  |  | **3836542** |
| **Colombia 3.2%** | **Colombia 3.2%** | **Colombia 3.2%** |
|  | Colombia Government International Bond |  |
| 423000000 | &nbsp;&nbsp;&nbsp; 4.38%, due 3/21/2023 | &nbsp;&nbsp; 89738 |
| $270000 | &nbsp;&nbsp;&nbsp; 3.00%, due 1/30/2030 | &nbsp;&nbsp; 210229 |
| 200000 | &nbsp;&nbsp;&nbsp; 7.50%, due 2/2/2034 | &nbsp;&nbsp; 197641 |
| 310000 | &nbsp;&nbsp;&nbsp; 5.63%, due 2/26/2044 | &nbsp;&nbsp; 235820 |
| 470000 | &nbsp;&nbsp;&nbsp; 5.20%, due 5/15/2049 | &nbsp;&nbsp; 330664 |
|  | Colombian TES |  |
| 2632700000 | &nbsp;&nbsp;&nbsp; Ser. B, 5.75%, due 11/3/2027 | &nbsp;&nbsp; 440661 |
| 6777600000 | &nbsp;&nbsp;&nbsp; Ser. B, 6.00%, due 4/28/2028 | &nbsp;&nbsp; 1123474 |
| 1304615899 | &nbsp;&nbsp;&nbsp; Ser. UVR, 2.25%, due 4/18/2029 | &nbsp;&nbsp; 243436<sup>(i)</sup> |
| 3204100000 | &nbsp;&nbsp;&nbsp; Ser. B, 7.00%, due 3/26/2031 | &nbsp;&nbsp; 507330 |
| 518200000 | &nbsp;&nbsp;&nbsp; Ser. G, 7.00%, due 3/26/2031 | &nbsp;&nbsp; 82051 |
| 2513900000 | &nbsp;&nbsp;&nbsp; Ser. B, 7.00%, due 6/30/2032 | &nbsp;&nbsp; 384452 |
| 1818400000 | &nbsp;&nbsp;&nbsp; Ser. B, 7.25%, due 10/18/2034 | &nbsp;&nbsp; 270868 |
| 1139100000 | &nbsp;&nbsp;&nbsp; Ser. B, 9.25%, due 5/28/2042 | &nbsp;&nbsp; 189619 |
|  |  | **4305983** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Cote D'Ivoire 0.9%** | **Cote D'Ivoire 0.9%** | **Cote D'Ivoire 0.9%** |
|  | Ivory Coast Government International Bond |  |
| 530000 | &nbsp;&nbsp;&nbsp; 5.25%, due 3/22/2030 | $487077<sup>(b)</sup> |
| 260000 | &nbsp;&nbsp;&nbsp; 4.88%, due 1/30/2032 | &nbsp;&nbsp; 221622<sup>(b)</sup> |
| 407000 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/17/2040 | &nbsp;&nbsp; 338501<sup>(b)</sup> |
| 140000 | &nbsp;&nbsp;&nbsp; 6.63%, due 3/22/2048 | &nbsp;&nbsp; 110032<sup>(b)</sup> |
|  |  | **1157232** |
| **Czech Republic 1.9%** | **Czech Republic 1.9%** | **Czech Republic 1.9%** |
|  | Czech Republic Government Bond |  |
| 8650000 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/25/2028 | &nbsp;&nbsp; 351534<sup>(b)</sup> |
| 16030000 | &nbsp;&nbsp;&nbsp; 2.75%, due 7/23/2029 | &nbsp;&nbsp; 650794 |
| 16910000 | &nbsp;&nbsp;&nbsp; 0.95%, due 5/15/2030 | &nbsp;&nbsp; 595658<sup>(b)</sup> |
| 2000000 | &nbsp;&nbsp;&nbsp; 1.20%, due 3/13/2031 | &nbsp;&nbsp; 70194 |
| 5010000 | &nbsp;&nbsp;&nbsp; 1.75%, due 6/23/2032 | &nbsp;&nbsp; 179821 |
| 13060000 | &nbsp;&nbsp;&nbsp; 2.00%, due 10/13/2033 | &nbsp;&nbsp; 465171 |
| 4030000 | &nbsp;&nbsp;&nbsp; 4.20%, due 12/4/2036 | &nbsp;&nbsp; 176671<sup>(b)</sup> |
|  |  | **2489843** |
| **Dominican Republic 1.3%** | **Dominican Republic 1.3%** | **Dominican Republic 1.3%** |
|  | Dominican Republic International Bond |  |
| 8000000 | &nbsp;&nbsp;&nbsp; 9.75%, due 6/5/2026 | &nbsp;&nbsp; 133568<sup>(b)</sup> |
| $150000 | &nbsp;&nbsp;&nbsp; 5.95%, due 1/25/2027 | &nbsp;&nbsp; 149403<sup>(b)</sup> |
| 270000 | &nbsp;&nbsp;&nbsp; 6.00%, due 7/19/2028 | &nbsp;&nbsp; 264676<sup>(b)</sup> |
| 150000 | &nbsp;&nbsp;&nbsp; 7.05%, due 2/3/2031 | &nbsp;&nbsp; 150000<sup>(b)</sup> |
| 533000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/22/2033 | &nbsp;&nbsp; 491582<sup>(b)</sup> |
| 150000 | &nbsp;&nbsp;&nbsp; 6.40%, due 6/5/2049 | &nbsp;&nbsp; 127547<sup>(b)</sup> |
| 475000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/30/2060 | &nbsp;&nbsp; 364858<sup>(b)</sup> |
|  |  | **1681634** |
| **Ecuador 0.6%** | **Ecuador 0.6%** | **Ecuador 0.6%** |
|  | Ecuador Government International Bond |  |
| 110985 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/31/2030 | &nbsp;&nbsp; 73663<sup>(c)(h)</sup> |
| 71437 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/31/2030 | &nbsp;&nbsp; 30346<sup>(c)(j)</sup> |
| 453326 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/31/2035 | &nbsp;&nbsp; 219787<sup>(c)(h)</sup> |
| 870000 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/31/2035 | &nbsp;&nbsp; 421804<sup>(b)(h)</sup> |
|  |  | **745600** |
| **Egypt 1.0%** | **Egypt 1.0%** | **Egypt 1.0%** |
|  | Egypt Government International Bond |  |
| 391000 | &nbsp;&nbsp;&nbsp; 6.38%, due 4/11/2031 | &nbsp;&nbsp; 297882<sup>(b)</sup> |
| $200000 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2047 | &nbsp;&nbsp; 140619<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 8.70%, due 3/1/2049 | &nbsp;&nbsp; 141068<sup>(b)</sup> |
| 410000 | &nbsp;&nbsp;&nbsp; 8.70%, due 3/1/2049 | &nbsp;&nbsp; 289189<sup>(b)</sup> |
| 400000 | &nbsp;&nbsp;&nbsp; 8.88%, due 5/29/2050 | &nbsp;&nbsp; 285010<sup>(b)</sup> |
| 7050000 | Egypt Treasury Bill, 19.17%, due 4/18/2023 | &nbsp;&nbsp; 224251<sup>(j)</sup> |
|  |  | **1378019** |
| **El Salvador 0.3%** | **El Salvador 0.3%** | **El Salvador 0.3%** |
|  | El Salvador Government International Bond |  |
| $152000 | &nbsp;&nbsp;&nbsp; 7.12%, due 1/20/2050 | &nbsp;&nbsp; 70349<sup>(b)</sup> |
| 720000 | &nbsp;&nbsp;&nbsp; 9.50%, due 7/15/2052 | &nbsp;&nbsp; 376108<sup>(b)</sup> |
|  |  | **446457** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Ghana 0.6%** | **Ghana 0.6%** | **Ghana 0.6%** |
|  | Ghana Government Bond |  |
| 670000 | &nbsp;&nbsp;&nbsp; 20.75%, due 3/6/2023 | $54774 |
| 1270000 | &nbsp;&nbsp;&nbsp; 19.25%, due 12/18/2023 | &nbsp;&nbsp; 87815 |
|  | Ghana Government International Bond |  |
| $400000 | &nbsp;&nbsp;&nbsp; 7.75%, due 4/7/2029 | &nbsp;&nbsp; 138183<sup>(b)(g)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 7.63%, due 5/16/2029 | &nbsp;&nbsp; 70603<sup>(b)(g)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 10.75%, due 10/14/2030 | &nbsp;&nbsp; 139126<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 10.75%, due 10/14/2030 | &nbsp;&nbsp; 139126<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 8.63%, due 4/7/2034 | &nbsp;&nbsp; 73500<sup>(b)(g)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 7.88%, due 2/11/2035 | &nbsp;&nbsp; 73386<sup>(b)(g)</sup> |
|  |  | **776513** |
| **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** |
| 200000 | Guatemala Government Bond, 3.70%, due 10/7/2033 | **168593**<sup>(b)</sup> |
| **Hungary 1.3%** | **Hungary 1.3%** | **Hungary 1.3%** |
|  | Hungary Government Bond |  |
| 100600000 | &nbsp;&nbsp;&nbsp; 5.50%, due 6/24/2025 | &nbsp;&nbsp; 247288 |
| 149090000 | &nbsp;&nbsp;&nbsp; 3.00%, due 10/27/2027 | &nbsp;&nbsp; 320478 |
| 117950000 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/23/2028 | &nbsp;&nbsp; 270394 |
| 54670000 | &nbsp;&nbsp;&nbsp; 6.75%, due 10/22/2028 | &nbsp;&nbsp; 138871 |
| 109090000 | &nbsp;&nbsp;&nbsp; 2.00%, due 5/23/2029 | &nbsp;&nbsp; 214757 |
| 125000000 | &nbsp;&nbsp;&nbsp; 3.25%, due 10/22/2031 | &nbsp;&nbsp; 246762 |
| 117320000 | &nbsp;&nbsp;&nbsp; 2.25%, due 4/20/2033 | &nbsp;&nbsp; 200888 |
| 47000 | Hungary Government International Bond, 1.75%, due 6/5/2035 | &nbsp;&nbsp; 36488<sup>(b)</sup> |
|  |  | **1675926** |
| **Indonesia 5.5%** | **Indonesia 5.5%** | **Indonesia 5.5%** |
|  | Indonesia Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 3.75%, due 6/14/2028 | &nbsp;&nbsp; 214189<sup>(b)</sup> |
| 250000 | &nbsp;&nbsp;&nbsp; 1.40%, due 10/30/2031 | &nbsp;&nbsp; 215204 |
| 530000 | &nbsp;&nbsp;&nbsp; 1.10%, due 3/12/2033 | &nbsp;&nbsp; 429303 |
| 150000 | &nbsp;&nbsp;&nbsp; 1.30%, due 3/23/2034 | &nbsp;&nbsp; 120157 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Indonesia – cont'd** | **Indonesia – cont'd** | **Indonesia – cont'd** |
|  | Indonesia Treasury Bond |  |
| 5000000000 | &nbsp;&nbsp;&nbsp; 6.50%, due 6/15/2025 | $336121 |
| 2300000000 | &nbsp;&nbsp;&nbsp; 7.00%, due 5/15/2027 | &nbsp;&nbsp; 157363 |
| 3304000000 | &nbsp;&nbsp;&nbsp; 6.13%, due 5/15/2028 | &nbsp;&nbsp; 217069 |
| 16234000000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/15/2028 | &nbsp;&nbsp; 1080294 |
| 4375000000 | &nbsp;&nbsp;&nbsp; 9.00%, due 3/15/2029 | &nbsp;&nbsp; 328102 |
| 1306000000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/15/2031 | &nbsp;&nbsp; 86137 |
| 3604000000 | &nbsp;&nbsp;&nbsp; 8.75%, due 5/15/2031 | &nbsp;&nbsp; 272284 |
| 1000000000 | &nbsp;&nbsp;&nbsp; Ser. FR91, 6.38%, due 4/15/2032 | &nbsp;&nbsp; 65233 |
| 3500000000 | &nbsp;&nbsp;&nbsp; 7.50%, due 8/15/2032 | &nbsp;&nbsp; 245633 |
| 18028000000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/15/2033 | &nbsp;&nbsp; 1224014 |
| 6977000000 | &nbsp;&nbsp;&nbsp; 6.63%, due 5/15/2033 | &nbsp;&nbsp; 461297 |
| 344000000 | &nbsp;&nbsp;&nbsp; 8.38%, due 3/15/2034 | &nbsp;&nbsp; 25606 |
| 8100000000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/15/2035 | &nbsp;&nbsp; 568432 |
| 1783000000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/15/2036 | &nbsp;&nbsp; 132730 |
| 400000000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/15/2037 | &nbsp;&nbsp; 25750 |
| 1205000000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/15/2038 | &nbsp;&nbsp; 84394 |
| 2900000000 | &nbsp;&nbsp;&nbsp; 7.13%, due 6/15/2038 | &nbsp;&nbsp; 197761 |
| 3000000000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/15/2040 | &nbsp;&nbsp; 209808 |
| 4650000000 | &nbsp;&nbsp;&nbsp; 7.13%, due 6/15/2042 | &nbsp;&nbsp; 314166 |
| 4650000000 | &nbsp;&nbsp;&nbsp; 7.13%, due 6/15/2043 | &nbsp;&nbsp; 316547 |
|  |  | **7327594** |
| **Iraq 0.1%** | **Iraq 0.1%** | **Iraq 0.1%** |
| $156250 | Iraq International Bond, 5.80%, due 1/15/2028 | **144672**<sup>(b)</sup> |
| **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** |
| 200000 | Kazakhstan Government International Bond, 1.50%, due 9/30/2034 | **159834**<sup>(b)</sup> |
| **Lebanon 0.2%** | **Lebanon 0.2%** | **Lebanon 0.2%** |
|  | Lebanon Government International Bond |  |
| $622000 | &nbsp;&nbsp;&nbsp; 6.38%, due 3/9/2020 | &nbsp;&nbsp; 40430<sup>(g)</sup> |
| 469000 | &nbsp;&nbsp;&nbsp; 6.60%, due 11/27/2026 | &nbsp;&nbsp; 29313<sup>(b)(g)</sup> |
| 121000 | &nbsp;&nbsp;&nbsp; 6.85%, due 5/25/2029 | &nbsp;&nbsp; 7727<sup>(g)</sup> |
| 601000 | &nbsp;&nbsp;&nbsp; 6.65%, due 2/26/2030 | &nbsp;&nbsp; 37562<sup>(b)(g)</sup> |
| 1400000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/17/2034 | &nbsp;&nbsp; 91280<sup>(g)</sup> |
|  |  | **206312** |
| **Malaysia 5.0%** | **Malaysia 5.0%** | **Malaysia 5.0%** |
| 1000000 | 1MDB Global Investments Ltd., 4.40%, due 3/9/2023 | &nbsp;&nbsp; 981756<sup>(b)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Malaysia – cont'd** | **Malaysia – cont'd** | **Malaysia – cont'd** |
|  | Malaysia Government Bond |  |
| 800000 | &nbsp;&nbsp;&nbsp; 3.48%, due 6/14/2024 | $188391 |
| 700000 | &nbsp;&nbsp;&nbsp; 4.18%, due 7/15/2024 | &nbsp;&nbsp; 166410 |
| 700000 | &nbsp;&nbsp;&nbsp; 3.91%, due 7/15/2026 | &nbsp;&nbsp; 166327 |
| 900000 | &nbsp;&nbsp;&nbsp; 3.90%, due 11/30/2026 | &nbsp;&nbsp; 213858 |
| 1350000 | &nbsp;&nbsp;&nbsp; 3.50%, due 5/31/2027 | &nbsp;&nbsp; 315773 |
| 3700000 | &nbsp;&nbsp;&nbsp; 3.90%, due 11/16/2027 | &nbsp;&nbsp; 879019 |
| 1680000 | &nbsp;&nbsp;&nbsp; 3.73%, due 6/15/2028 | &nbsp;&nbsp; 399133 |
| 1400000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/30/2029 | &nbsp;&nbsp; 342847 |
| 1300000 | &nbsp;&nbsp;&nbsp; 2.63%, due 4/15/2031 | &nbsp;&nbsp; 279270 |
| 135000 | &nbsp;&nbsp;&nbsp; 4.23%, due 6/30/2031 | &nbsp;&nbsp; 32532 |
| 1700000 | &nbsp;&nbsp;&nbsp; 3.58%, due 7/15/2032 | &nbsp;&nbsp; 391537 |
| 300000 | &nbsp;&nbsp;&nbsp; 4.64%, due 11/7/2033 | &nbsp;&nbsp; 74559 |
| 1345000 | &nbsp;&nbsp;&nbsp; 3.83%, due 7/5/2034 | &nbsp;&nbsp; 309980 |
| 700000 | &nbsp;&nbsp;&nbsp; 4.25%, due 5/31/2035 | &nbsp;&nbsp; 166950 |
| 700000 | &nbsp;&nbsp;&nbsp; 4.76%, due 4/7/2037 | &nbsp;&nbsp; 175303 |
| 1350000 | &nbsp;&nbsp;&nbsp; 4.89%, due 6/8/2038 | &nbsp;&nbsp; 347109 |
| 1050000 | &nbsp;&nbsp;&nbsp; 3.76%, due 5/22/2040 | &nbsp;&nbsp; 233530 |
| 1550000 | &nbsp;&nbsp;&nbsp; 4.70%, due 10/15/2042 | &nbsp;&nbsp; 387577 |
| 350000 | &nbsp;&nbsp;&nbsp; 4.94%, due 9/30/2043 | &nbsp;&nbsp; 90203 |
| 950000 | &nbsp;&nbsp;&nbsp; 4.07%, due 6/15/2050 | &nbsp;&nbsp; 213071 |
|  | Malaysia Government Investment Issue |  |
| 400000 | &nbsp;&nbsp;&nbsp; 4.07%, due 9/30/2026 | &nbsp;&nbsp; 95525 |
| 500000 | &nbsp;&nbsp;&nbsp; 4.37%, due 10/31/2028 | &nbsp;&nbsp; 121194 |
|  |  | **6571854** |
| **Mexico 4.6%** | **Mexico 4.6%** | **Mexico 4.6%** |
|  | Mexican Bonos |  |
| 49473300 | &nbsp;&nbsp;&nbsp; Ser. M20, 8.50%, due 5/31/2029 | &nbsp;&nbsp; 2603703 |
| 3740000 | &nbsp;&nbsp;&nbsp; Ser. M20, 8.50%, due 5/31/2029 | &nbsp;&nbsp; 196830 |
| 36856100 | &nbsp;&nbsp;&nbsp; Ser. M, 7.75%, due 5/29/2031 | &nbsp;&nbsp; 1850311 |
| 9415800 | &nbsp;&nbsp;&nbsp; Ser. M30, 8.50%, due 11/18/2038 | &nbsp;&nbsp; 489039 |
| 4825400 | &nbsp;&nbsp;&nbsp; Ser. M, 7.75%, due 11/13/2042 | &nbsp;&nbsp; 231354 |
| 3247100 | &nbsp;&nbsp;&nbsp; Ser. M, 8.00%, due 11/7/2047 | &nbsp;&nbsp; 158862 |
| $620000 | Mexico Government International Bond, 5.75%, due 10/12/2110 | &nbsp;&nbsp; 559594 |
|  |  | **6089693** |
| **Mongolia 0.3%** | **Mongolia 0.3%** | **Mongolia 0.3%** |
| 400000 | Mongolia Government International Bond, 3.50%, due 7/7/2027 | **346000**<sup>(b)</sup> |
| **Morocco 0.1%** | **Morocco 0.1%** | **Morocco 0.1%** |
| 200000 | Morocco Government International Bond, 5.50%, due 12/11/2042 | **172624**<sup>(b)</sup> |
| **Nigeria 0.1%** | **Nigeria 0.1%** | **Nigeria 0.1%** |
| 200000 | Nigeria Government International Bond, 7.88%, due 2/16/2032 | **150500**<sup>(b)</sup> |
| **Oman 0.5%** | **Oman 0.5%** | **Oman 0.5%** |
|  | Oman Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/25/2031 | &nbsp;&nbsp; 207051<sup>(b)</sup> |
| 215000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/17/2048 | &nbsp;&nbsp; 211672<sup>(b)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/25/2051 | &nbsp;&nbsp; 202449<sup>(b)</sup> |
|  |  | **621172** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Panama 0.5%** | **Panama 0.5%** | **Panama 0.5%** |
|  | Panama Government International Bond |  |
| $200000 | &nbsp;&nbsp;&nbsp; 2.25%, due 9/29/2032 | $153008 |
| 200000 | &nbsp;&nbsp;&nbsp; 6.40%, due 2/14/2035 | &nbsp;&nbsp; 210878 |
| 300000 | &nbsp;&nbsp;&nbsp; 6.70%, due 1/26/2036 | &nbsp;&nbsp; 323852 |
|  |  | **687738** |
| **Papua New Guinea 0.1%** | **Papua New Guinea 0.1%** | **Papua New Guinea 0.1%** |
| 200000 | Papua New Guinea Government International Bond, 8.38%, due 10/4/2028 | **182429**<sup>(b)</sup> |
| **Paraguay 0.3%** | **Paraguay 0.3%** | **Paraguay 0.3%** |
| 430000 | Paraguay Government International Bond, 6.10%, due 8/11/2044 | **425509**<sup>(b)</sup> |
| **Peru 1.3%** | **Peru 1.3%** | **Peru 1.3%** |
|  | Peru Government Bond |  |
| 365000 | &nbsp;&nbsp;&nbsp; 5.94%, due 2/12/2029 | &nbsp;&nbsp; 86265 |
| 1999000 | &nbsp;&nbsp;&nbsp; 5.40%, due 8/12/2034 | &nbsp;&nbsp; 414637 |
| 207000 | &nbsp;&nbsp;&nbsp; 5.35%, due 8/12/2040 | &nbsp;&nbsp; 39498 |
|  | Peruvian Government International Bond |  |
| 329000 | &nbsp;&nbsp;&nbsp; 5.20%, due 9/12/2023 | &nbsp;&nbsp; 84404<sup>(b)</sup> |
| 584000 | &nbsp;&nbsp;&nbsp; 1.25%, due 3/11/2033 | &nbsp;&nbsp; 460502 |
| 427000 | &nbsp;&nbsp;&nbsp; 5.40%, due 8/12/2034 | &nbsp;&nbsp; 88569<sup>(b)</sup> |
| 274000 | &nbsp;&nbsp;&nbsp; 1.95%, due 11/17/2036 | &nbsp;&nbsp; 212811 |
| 1249000 | &nbsp;&nbsp;&nbsp; 6.90%, due 8/12/2037 | &nbsp;&nbsp; 288345<sup>(b)</sup> |
|  |  | **1675031** |
| **Philippines 0.2%** | **Philippines 0.2%** | **Philippines 0.2%** |
| 326000 | Philippine Government International Bond, 1.75%, due 4/28/2041 | **238607** |
| **Poland 3.8%** | **Poland 3.8%** | **Poland 3.8%** |
|  | Poland Government Bond |  |
| 10779000 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/25/2026 | &nbsp;&nbsp; 2217318 |
| 2850000 | &nbsp;&nbsp;&nbsp; 0.25%, due 10/25/2026 | &nbsp;&nbsp; 534445 |
| 1134000 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/25/2027 | &nbsp;&nbsp; 227273 |
| 1323000 | &nbsp;&nbsp;&nbsp; 2.75%, due 4/25/2028 | &nbsp;&nbsp; 262729 |
| 6228000 | &nbsp;&nbsp;&nbsp; 2.75%, due 10/25/2029 | &nbsp;&nbsp; 1183359 |
| 3101000 | &nbsp;&nbsp;&nbsp; Ser. 1030, 1.25%, due 10/25/2030 | &nbsp;&nbsp; 513327 |
| 862000 | &nbsp;&nbsp;&nbsp; 1.75%, due 4/25/2032 | &nbsp;&nbsp; 140493 |
|  |  | **5078944** |
| **Qatar 0.3%** | **Qatar 0.3%** | **Qatar 0.3%** |
| $346000 | Qatar Government International Bond, 4.82%, due 3/14/2049 | **345089**<sup>(b)</sup> |
| **Romania 2.2%** | **Romania 2.2%** | **Romania 2.2%** |
|  | Romania Government Bond |  |
| 1415000 | &nbsp;&nbsp;&nbsp; 3.25%, due 6/24/2026 | &nbsp;&nbsp; 275086 |
| 3730000 | &nbsp;&nbsp;&nbsp; 2.50%, due 10/25/2027 | &nbsp;&nbsp; 667481 |
| 35000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/12/2029 | &nbsp;&nbsp; 6808 |
| 975000 | &nbsp;&nbsp;&nbsp; 4.85%, due 7/25/2029 | &nbsp;&nbsp; 186451 |
| 725000 | &nbsp;&nbsp;&nbsp; 4.15%, due 10/24/2030 | &nbsp;&nbsp; 129727 |
| 515000 | &nbsp;&nbsp;&nbsp; 3.65%, due 9/24/2031 | &nbsp;&nbsp; 87163 |
| 530000 | &nbsp;&nbsp;&nbsp; 6.70%, due 2/25/2032 | &nbsp;&nbsp; 111485 |
| 650000 | &nbsp;&nbsp;&nbsp; 4.75%, due 10/11/2034 | &nbsp;&nbsp; 112721 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Romania – cont'd** | **Romania – cont'd** | **Romania – cont'd** |
|  | Romanian Government International Bond |  |
| 600000 | &nbsp;&nbsp;&nbsp; 2.00%, due 1/28/2032 | $463957<sup>(b)</sup> |
| $200000 | &nbsp;&nbsp;&nbsp; 7.13%, due 1/17/2033 | &nbsp;&nbsp; 211339<sup>(b)</sup> |
| 104000 | &nbsp;&nbsp;&nbsp; 2.00%, due 4/14/2033 | &nbsp;&nbsp; 77111<sup>(b)</sup> |
| 176000 | &nbsp;&nbsp;&nbsp; 3.75%, due 2/7/2034 | &nbsp;&nbsp; 151184<sup>(b)</sup> |
| 214000 | &nbsp;&nbsp;&nbsp; 3.88%, due 10/29/2035 | &nbsp;&nbsp; 182049<sup>(b)</sup> |
| 62000 | &nbsp;&nbsp;&nbsp; 2.88%, due 4/13/2042 | &nbsp;&nbsp; 40202<sup>(b)</sup> |
| 342000 | &nbsp;&nbsp;&nbsp; 3.38%, due 1/28/2050 | &nbsp;&nbsp; 227557<sup>(b)</sup> |
|  |  | **2930321** |
| **Senegal 0.1%** | **Senegal 0.1%** | **Senegal 0.1%** |
| 140000 | Senegal Government International Bond, 4.75%, due 3/13/2028 | **134490**<sup>(b)</sup> |
| **Serbia 0.6%** | **Serbia 0.6%** | **Serbia 0.6%** |
|  | Serbia International Bond |  |
| 191000 | &nbsp;&nbsp;&nbsp; 1.50%, due 6/26/2029 | &nbsp;&nbsp; 156974<sup>(b)</sup> |
| 100000 | &nbsp;&nbsp;&nbsp; 1.65%, due 3/3/2033 | &nbsp;&nbsp; 71722<sup>(b)</sup> |
| $205000 | &nbsp;&nbsp;&nbsp; 6.50%, due 9/26/2033 | &nbsp;&nbsp; 205266<sup>(b)</sup> |
| 224000 | &nbsp;&nbsp;&nbsp; 2.05%, due 9/23/2036 | &nbsp;&nbsp; 148129<sup>(b)</sup> |
|  | Serbia Treasury Bond |  |
| 16660000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/11/2026 | &nbsp;&nbsp; 147073 |
| 9970000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/8/2028 | &nbsp;&nbsp; 90333 |
|  |  | **819497** |
| **South Africa 5.3%** | **South Africa 5.3%** | **South Africa 5.3%** |
|  | Republic of South Africa Government Bond |  |
| 9869302 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/28/2031 | &nbsp;&nbsp; 472239 |
| 40764431 | &nbsp;&nbsp;&nbsp; 8.88%, due 2/28/2035 | &nbsp;&nbsp; 2026804 |
| 43438458 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2037 | &nbsp;&nbsp; 2028268 |
| 15864819 | &nbsp;&nbsp;&nbsp; 9.00%, due 1/31/2040 | &nbsp;&nbsp; 752607 |
| 23830911 | &nbsp;&nbsp;&nbsp; 8.75%, due 1/31/2044 | &nbsp;&nbsp; 1080352 |
|  | Republic of South Africa Government International Bond |  |
| $200000 | &nbsp;&nbsp;&nbsp; 4.85%, due 9/27/2027 | &nbsp;&nbsp; 192252 |
| 273000 | &nbsp;&nbsp;&nbsp; 5.65%, due 9/27/2047 | &nbsp;&nbsp; 208198 |
| 200000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/30/2049 | &nbsp;&nbsp; 152276 |
| 200000 | &nbsp;&nbsp;&nbsp; 7.30%, due 4/20/2052 | &nbsp;&nbsp; 180000 |
|  |  | **7092996** |
| **Sri Lanka 0.4%** | **Sri Lanka 0.4%** | **Sri Lanka 0.4%** |
|  | Sri Lanka Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 6.85%, due 11/3/2025 | &nbsp;&nbsp; 69601<sup>(b)(g)</sup> |
| 564000 | &nbsp;&nbsp;&nbsp; 6.75%, due 4/18/2028 | &nbsp;&nbsp; 190999<sup>(b)(g)</sup> |
| 203000 | &nbsp;&nbsp;&nbsp; 7.85%, due 3/14/2029 | &nbsp;&nbsp; 68756<sup>(b)(g)</sup> |
| 550000 | &nbsp;&nbsp;&nbsp; 7.55%, due 3/28/2030 | &nbsp;&nbsp; 186281<sup>(b)(g)</sup> |
|  |  | **515637** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Thailand 3.7%** | **Thailand 3.7%** | **Thailand 3.7%** |
|  | Thailand Government Bond |  |
| 5052000 | &nbsp;&nbsp;&nbsp; 2.40%, due 12/17/2023 | $154570 |
| 8000000 | &nbsp;&nbsp;&nbsp; 0.75%, due 6/17/2024 | &nbsp;&nbsp; 239163 |
| 13418000 | &nbsp;&nbsp;&nbsp; 1.45%, due 12/17/2024 | &nbsp;&nbsp; 403750 |
| 10500000 | &nbsp;&nbsp;&nbsp; 2.13%, due 12/17/2026 | &nbsp;&nbsp; 319873 |
| 8000000 | &nbsp;&nbsp;&nbsp; 1.00%, due 6/17/2027 | &nbsp;&nbsp; 231601 |
| 27900000 | &nbsp;&nbsp;&nbsp; 2.65%, due 6/17/2028 | &nbsp;&nbsp; 867704 |
| 8000000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/22/2029 | &nbsp;&nbsp; 280623 |
| 7000000 | &nbsp;&nbsp;&nbsp; 3.65%, due 6/20/2031 | &nbsp;&nbsp; 231542 |
| 21200000 | &nbsp;&nbsp;&nbsp; 2.00%, due 12/17/2031 | &nbsp;&nbsp; 619853 |
| 2000000 | &nbsp;&nbsp;&nbsp; 3.78%, due 6/25/2032 | &nbsp;&nbsp; 67034 |
| 5000000 | &nbsp;&nbsp;&nbsp; 1.60%, due 6/17/2035 | &nbsp;&nbsp; 133713 |
| 6571000 | &nbsp;&nbsp;&nbsp; 1.59%, due 12/17/2035 | &nbsp;&nbsp; 173819 |
| 7350000 | &nbsp;&nbsp;&nbsp; 3.40%, due 6/17/2036 | &nbsp;&nbsp; 237376 |
| 6200000 | &nbsp;&nbsp;&nbsp; 3.39%, due 6/17/2037 | &nbsp;&nbsp; 199449 |
| 10116000 | &nbsp;&nbsp;&nbsp; 3.30%, due 6/17/2038 | &nbsp;&nbsp; 318827 |
| 14600000 | &nbsp;&nbsp;&nbsp; 2.00%, due 6/17/2042 | &nbsp;&nbsp; 373643 |
| 1248000 | &nbsp;&nbsp;&nbsp; 2.88%, due 6/17/2046 | &nbsp;&nbsp; 35628 |
|  |  | **4888168** |
| **Tunisia 0.1%** | **Tunisia 0.1%** | **Tunisia 0.1%** |
| 104000 | Banque Centrale de Tunisie International Bond, 6.38%, due 7/15/2026 | **67620**<sup>(b)</sup> |
| **Turkey 0.6%** | **Turkey 0.6%** | **Turkey 0.6%** |
| 9586381 | Turkey Government Bond, 1.50%, due 6/18/2025 | &nbsp;&nbsp; 666130<sup>(i)</sup> |
| $200000 | Turkey Government International Bond, 5.88%, due 6/26/2031 | &nbsp;&nbsp; 161452 |
|  |  | **827582** |
| **Uganda 0.2%** | **Uganda 0.2%** | **Uganda 0.2%** |
| 1158500000 | Uganda Government Bond, 14.25%, due 6/22/2034 | **293821** |
| **Ukraine 0.3%** | **Ukraine 0.3%** | **Ukraine 0.3%** |
|  | Ukraine Government International Bond |  |
| $128000 | &nbsp;&nbsp;&nbsp; 7.75%, due 9/1/2027 | &nbsp;&nbsp; 27389<sup>(b)</sup> |
| 250000 | &nbsp;&nbsp;&nbsp; 7.75%, due 9/1/2028 | &nbsp;&nbsp; 54507<sup>(b)</sup> |
| 470000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/21/2031 | &nbsp;&nbsp; 93225<sup>(b)</sup> |
| 490000 | &nbsp;&nbsp;&nbsp; 0.00%, due 8/1/2041 | &nbsp;&nbsp; 156188<sup>(b)(k)</sup> |
| 286000 | &nbsp;&nbsp;&nbsp; 0.00%, due 8/1/2041 | &nbsp;&nbsp; 91163<sup>(c)(k)</sup> |
|  |  | **422472** |
| **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** |
| 200000 | Abu Dhabi Government International Bond, 3.13%, due 4/16/2030 | &nbsp;&nbsp; 187077<sup>(b)</sup> |
| 200000 | UAE International Government Bond, 4.95%, due 7/7/2052 | &nbsp;&nbsp; 201289<sup>(b)</sup> |
|  |  | **388366** |
| **Uruguay 0.3%** | **Uruguay 0.3%** | **Uruguay 0.3%** |
|  | Uruguay Government International Bond |  |
| 10512000 | &nbsp;&nbsp;&nbsp; 8.50%, due 3/15/2028 | &nbsp;&nbsp; 251790<sup>(b)</sup> |
| 6115538 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/21/2031 | &nbsp;&nbsp; 141974 |
|  |  | **393764** |
| **Uzbekistan 0.1%** | **Uzbekistan 0.1%** | **Uzbekistan 0.1%** |
| $200000 | Uzbekneftegaz JSC, 4.75%, due 11/16/2028 | **167760**<sup>(c)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **Venezuela 0.1%** | **Venezuela 0.1%** | **Venezuela 0.1%** |
| $916200 | Venezuela Government International Bond, 8.25%, due 10/13/2024 | **$80167**<sup>(b)(g)</sup> |
| **Zambia 0.3%** | **Zambia 0.3%** | **Zambia 0.3%** |
| 3580000 | Zambia Government Bond, 13.00%, due 1/25/2031 | &nbsp;&nbsp; 96841 |
|  | Zambia Government International Bond |  |
| $210000 | &nbsp;&nbsp;&nbsp; 5.38%, due 9/20/2022 | &nbsp;&nbsp; 97125<sup>(b)(g)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 8.50%, due 4/14/2024 | &nbsp;&nbsp; 100000<sup>(b)</sup> |
| 210000 | &nbsp;&nbsp;&nbsp; 8.97%, due 7/30/2027 | &nbsp;&nbsp; 104278<sup>(b)</sup> |
|  |  | **398244** |
| **Total Foreign Government Securities (Cost $85,767,093)** | **Total Foreign Government Securities (Cost $85,767,093)** | **77726885** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Number of Shares** | **Value** |
| **Short-Term Investments 10.5%** | **Short-Term Investments 10.5%** |
| **Investment Companies 10.5%** | **Investment Companies 10.5%** |
| 13876419<br> &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 4.18%<sup>(l)</sup>**(Cost $13,876,419)**<br>| **13876419** |
| **Total Investments 94.8% (Cost $139,748,249)** | **125900631** |
| Other Assets Less Liabilities 5.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6961106<sup>(m)</sup> |
| **Net Assets 100.0%** | **$132861737** |

---

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(b) 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, 2023 amounted to $38,033,392, which represents 28.6% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) 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, 2023, these securities amounted to $11,727,939, which represents 8.8% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(d) 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;(e) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents less than 0.05% of net assets of the Fund.

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Index-linked bond whose principal amount adjusts according to a government retail price index.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Rate shown was the discount rate at the date of purchase.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

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

---

| | | |
|:---|:---|:---|
| **POSITIONS BY INDUSTRY** | **POSITIONS BY INDUSTRY** | **POSITIONS BY INDUSTRY** |
| **Industry** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| Foreign Government\* | &nbsp;&nbsp; $76819754 | &nbsp;&nbsp; 57.8% |
| Oil & Gas | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7657575 | &nbsp;&nbsp;&nbsp;&nbsp; 5.8% |
| Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6128571 | &nbsp;&nbsp;&nbsp;&nbsp; 4.6% |
| Electric | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2811415 | &nbsp;&nbsp;&nbsp;&nbsp; 2.1% |
| Mining | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2163910 | &nbsp;&nbsp;&nbsp;&nbsp; 1.6% |
| Telecommunications | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1824056 | &nbsp;&nbsp;&nbsp;&nbsp; 1.4% |
| Chemicals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1521718 | &nbsp;&nbsp;&nbsp;&nbsp; 1.1% |
| Pipelines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1517583 | &nbsp;&nbsp;&nbsp;&nbsp; 1.1% |
| Lodging | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1195769 | &nbsp;&nbsp;&nbsp;&nbsp; 0.9% |
| Food | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1058009 | &nbsp;&nbsp;&nbsp;&nbsp; 0.8% |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018464 | &nbsp;&nbsp;&nbsp;&nbsp; 0.8% |
| Energy - Alternate Sources | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737927 | &nbsp;&nbsp;&nbsp;&nbsp; 0.6% |
| Iron - Steel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652310 | &nbsp;&nbsp;&nbsp;&nbsp; 0.5% |
| Internet | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626243 | &nbsp;&nbsp;&nbsp;&nbsp; 0.5% |
| Semiconductors | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613547 | &nbsp;&nbsp;&nbsp;&nbsp; 0.5% |
| Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602226 | &nbsp;&nbsp;&nbsp;&nbsp; 0.5% |
| Diversified Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568511 | &nbsp;&nbsp;&nbsp;&nbsp; 0.4% |
| Engineering & Construction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564544 | &nbsp;&nbsp;&nbsp;&nbsp; 0.4% |
| Multi-National | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549059 | &nbsp;&nbsp;&nbsp;&nbsp; 0.4% |
| Airlines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524203 | &nbsp;&nbsp;&nbsp;&nbsp; 0.4% |
| Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451146 | &nbsp;&nbsp;&nbsp;&nbsp; 0.3% |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388475 | &nbsp;&nbsp;&nbsp;&nbsp; 0.3% |
| Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346760 | &nbsp;&nbsp;&nbsp;&nbsp; 0.3% |
| Media | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252498 | &nbsp;&nbsp;&nbsp;&nbsp; 0.2% |
| Commercial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226148 | &nbsp;&nbsp;&nbsp;&nbsp; 0.2% |
| Holding Companies - Diversified | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202816 | &nbsp;&nbsp;&nbsp;&nbsp; 0.2% |
| Beverages | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192058 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Computers | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170047 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Building Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168632 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Packaging & Containers | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164431 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Entertainment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162307 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Healthcare - Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143500 | &nbsp;&nbsp;&nbsp;&nbsp; 0.1% |
| Short-Term Investments and Other Assets—Net | &nbsp;&nbsp;&nbsp;&nbsp; 20837525 | &nbsp;&nbsp; 15.7% |
|  | **$132861737** | **100.0%** |

---

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

\* Foreign Governments do not constitute an industry.

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt Fund^ (Unaudited) (cont'd)

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2023, 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>|
| 3/2023 | 20 | Korea Bond, 3 Year | &nbsp;&nbsp; $1701575 | &nbsp;&nbsp; $7140 |
| 3/2023 | &nbsp;&nbsp; 6 | U.S. Treasury Long Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779250 | &nbsp;&nbsp; 18500 |
| 3/2023 | 14 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp; 1603219 | &nbsp;&nbsp; 26774 |
| 3/2023 | 13 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp;&nbsp;&nbsp; 2673430 | &nbsp;&nbsp;&nbsp; (3339) |
| 3/2023 | 31 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp; 3386508 | &nbsp;&nbsp; 31211 |
| 3/2023 | &nbsp;&nbsp; 7 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992250 | &nbsp;&nbsp; 14172 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | **$11136232** | **$94458** |

---

&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>|
| 3/2023 | &nbsp;&nbsp; 7 | Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp; $(892659) | &nbsp;&nbsp; $15788 |
| 3/2023 | 28 | Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp; (4164829) | &nbsp;&nbsp; 101028 |
| 3/2023 | &nbsp;&nbsp; 5 | Euro-Buxl Bond, 30 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (782748) | &nbsp;&nbsp;&nbsp;&nbsp; 69477 |
| 3/2023 | 39 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp; (4466109) | &nbsp;&nbsp;&nbsp; (29728) |
| 3/2023 | 14 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp; (1529391) | &nbsp;&nbsp;&nbsp; (13909) |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | **$(11835736)** | **$142656** |
| **Total Futures** | **Total Futures** | **Total Futures** |  | **$237114** |

---

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

At January 31, 2023, 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>|
| BRL | 320289 | USD | 62497 | &nbsp;&nbsp; BNP | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; $293 |
| BRL | 541534 | USD | 99224 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6939 |
| BRL | 18383270 | USD | 3407780 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | 196103 |
| BRL | 1379060 | USD | 259432 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 10921 |
| BRL | 444210 | USD | 84471 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2613 |
| BRL | 1002761 | USD | 188771 | HSBC | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 7812 |
| BRL | 2000437 | USD | 374473 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 17695 |
| BRL | 1290319 | USD | 241950 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 11006 |
| CLP | 659346160 | USD | 740173 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 87211 |
| CLP | 428167629 | USD | 525037 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 12251 |
| CLP | 300427672 | USD | 368018 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6913 |
| CNH | 7220657 | USD | 1052381 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 3/7/2023 | &nbsp;&nbsp; 18734 |
| CNH | 827576 | USD | 121269 | &nbsp;&nbsp;&nbsp; GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1553 |
| CNH | 2323611 | USD | 344069 | HSBC | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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>|
| CNH | 721363 | USD | 107040 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; $18 |
| CNH | 4803225 | USD | 699483 | &nbsp;&nbsp; SCB | 3/15/2023 | 13368 |
| CNH | 2092246 | USD | 310459 | &nbsp;&nbsp; SCB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| USD | 264210 | CNH | 1771160 | HSBC | 2/17/2023 | &nbsp;&nbsp; 1768 |
| CNY | 2692316 | USD | 398885 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 875 |
| CNY | 713329 | USD | 105511 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 406 |
| CNY | 829175 | USD | 123033 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
| COP | 370561064 | USD | 78851 | &nbsp;&nbsp; BNP | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 400 |
| COP | 487017824 | USD | 102028 | &nbsp;&nbsp;&nbsp;&nbsp; DB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 2131 |
| COP | 819166164 | USD | 168410 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 6785 |
| CZK | 30357099 | EUR | 1234595 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | 38747 |
| CZK | 2432484 | EUR | 100151 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp; 1770 |
| CZK | 1403137 | EUR | 57942 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 834 |
| CZK | 2572190 | EUR | 107615 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| EUR | 109576 | PLN | 518343 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 164 |
| EUR | 1072216 | RON | 5267179 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 2503 |
| EUR | 5694335 | USD | 6164687 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/2/2023 | 25911 |
| EUR | 741725 | USD | 785724 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | 20701 |
| EUR | 248063 | USD | 267045 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; 2657 |
| EUR | 121920 | USD | 131876 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 679 |
| EUR | 120888 | USD | 130838 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 595 |
| EUR | 811130 | USD | 862705 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 2/3/2023 | 19179 |
| EUR | 234117 | USD | 251861 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; 2678 |
| EUR | 1349622 | USD | 1465190 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 3/3/2023 | &nbsp;&nbsp; 4806 |
| USD | 762438 | EUR | 700000 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp; 1433 |
| USD | 254864 | EUR | 234391 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| USD | 307193 | EUR | 282259 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 313 |
| USD | 60147 | GHS | 571395 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/9/2023 | 12727 |
| HUF | 340439966 | EUR | 785755 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | 76461 |
| HUF | 7149698 | EUR | 17540 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 474 |
| HUF | 340439967 | EUR | 801372 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | 59438 |
| HUF | 99615824 | EUR | 246864 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 3902 |
| HUF | 99615824 | EUR | 248311 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 2324 |
| IDR | 3987525998 | USD | 260157 | &nbsp;&nbsp;&nbsp; MS | 2/17/2023 | &nbsp;&nbsp; 5442 |
| IDR | 9464620557 | USD | 624892 | &nbsp;&nbsp; SCB | 2/21/2023 | &nbsp;&nbsp; 5564 |
| IDR | 1193323693 | USD | 79241 | &nbsp;&nbsp; BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 257 |
| IDR | 2758355377 | USD | 176341 | &nbsp;&nbsp;&nbsp; CITI | 3/15/2023 | &nbsp;&nbsp; 7417 |
| IDR | 750107218 | USD | 48004 | HSBC | 3/15/2023 | &nbsp;&nbsp; 1967 |
| ILS | 1645609 | USD | 467619 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; 9150 |
| ILS | 810524 | USD | 230320 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; 4507 |
| ILS | 266002 | USD | 76099 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp; 1082 |
| USD | 259573 | ILS | 873369 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 6165 |
| USD | 267812 | ILS | 908419 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 4235 |
| USD | 229790 | ILS | 781724 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 2973 |
| USD | 251221 | ILS | 858344 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; 2174 |
| KRW | 321956158 | USD | 247564 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/8/2023 | 13605 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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>|
| KRW | 373679925 | USD | 272181 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/8/2023 | $30946 |
| KRW | 81727682 | USD | 64037 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| KRW | 199304644 | USD | 160367 | HSBC | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 |
| MXN | 2856480 | USD | 145067 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 5515 |
| MXN | 17257365 | USD | 909700 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| MXN | 1115417 | USD | 57859 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942 |
| MXN | 2189850 | USD | 112054 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3386 |
| MXN | 1651645 | USD | 85311 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1757 |
| USD | 179318 | MXN | 3397326 | &nbsp;&nbsp;&nbsp; GSI | 3/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 |
| USD | 1120891 | MXN | 21300000 | &nbsp;&nbsp;&nbsp; MS | 3/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 |
| MYR | 2164659 | USD | 499690 | &nbsp;&nbsp; JPM | 2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9325 |
| MYR | 1192646 | USD | 271519 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9229 |
| MYR | 364778 | USD | 82801 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3068 |
| MYR | 215577 | USD | 49459 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1288 |
| PEN | 2927508 | USD | 756971 | &nbsp;&nbsp; BCB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1682 |
| PEN | 1011016 | USD | 260840 | &nbsp;&nbsp;&nbsp; SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1161 |
| USD | 766980 | PEN | 2930632 | &nbsp;&nbsp;&nbsp; SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 7518 |
| PHP | 11864108 | USD | 213675 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/7/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3276 |
| USD | 71923 | PHP | 3925851 | &nbsp;&nbsp; BNP | 2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| PLN | 832962 | EUR | 175164 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
| RON | 447261 | EUR | 89854 | &nbsp;&nbsp; BCB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 |
| RON | 1700263 | EUR | 341678 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4018 |
| RON | 823011 | EUR | 165452 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1876 |
| RON | 708369 | EUR | 142408 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 |
| RON | 449108 | EUR | 90540 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746 |
| RON | 379562 | EUR | 76460 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| RON | 458995 | EUR | 92642 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |
| RON | 293328 | EUR | 59315 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| RON | 277852 | EUR | 56207 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| RON | 373454 | EUR | 75477 | HSBC | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
| RON | 469409 | EUR | 94941 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445 |
| SGD | 322733 | USD | 244331 | HSBC | 2/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 |
| THB | 8354320 | USD | 252191 | &nbsp;&nbsp;&nbsp; GSI | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1296 |
| THB | 30027046 | USD | 872369 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/15/2023 | &nbsp;&nbsp; 41099 |
| THB | 15768923 | USD | 457816 | &nbsp;&nbsp; BCB | 3/21/2023 | &nbsp;&nbsp; 22182 |
| THB | 4106779 | USD | 122058 | &nbsp;&nbsp; BNP | 3/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2951 |
| THB | 6398828 | USD | 191984 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4872 |
| THB | 2191613 | USD | 66689 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734 |
| USD | 311501 | THB | 10260653 | &nbsp;&nbsp;&nbsp; MS | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| USD | 1099337 | THB | 35915347 | &nbsp;&nbsp;&nbsp; MS | 3/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6522 |
| USD | 312878 | THB | 10275502 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| USD | 104540 | THB | 3396405 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| USD | 74591 | THB | 2404659 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613 |
| UYU | 2025007 | USD | 50329 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 4/5/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1461 |
| UYU | 3636353 | USD | 92472 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 4/5/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| USD | 110612 | ZAR | 1892675 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2235 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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 | 182832 | ZAR | 3136689 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; $3221 |
| USD | 207112 | ZAR | 3567669 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2823 |
| USD | 52474 | ZAR | 894391 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260 |
| USD | 49207 | ZAR | 852414 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
| USD | 213186 | ZAR | 3646346 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4391 |
| USD | 97120 | ZAR | 1670045 | &nbsp;&nbsp;&nbsp; SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1491 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** |  | **$946295** |
| USD | 119295 | BRL | 634325 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (5059) |
| USD | 170740 | BRL | 873720 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (546) |
| USD | 135351 | BRL | 697920 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1470) |
| USD | 86147 | BRL | 454632 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2980) |
| USD | 258007 | BRL | 1361610 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (8925) |
| USD | 290513 | BRL | 1485582 | HSBC | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (723) |
| USD | 174403 | BRL | 915230 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (5020) |
| USD | 242061 | BRL | 1307494 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp; (14262) |
| USD | 231812 | CLP | 198535118 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp; (17522) |
| USD | 230855 | CLP | 198535119 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp; (18479) |
| USD | 369953 | CLP | 300427672 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (7040) |
| USD | 119202 | CLP | 96225782 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1548) |
| USD | 204351 | CLP | 171859581 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp; (11307) |
| USD | 127451 | CLP | 108944774 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (9259) |
| USD | 497399 | CLP | 410055980 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp; (17161) |
| USD | 1045424 | CNH | 7220657 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 3/7/2023 | &nbsp;&nbsp;&nbsp; (25691) |
| USD | 14486 | CNH | 97763 | &nbsp;&nbsp; SCB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23) |
| COP | 673996645 | USD | 148145 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (3998) |
| USD | 363329 | COP | 1770686248 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp; (15367) |
| USD | 1398569 | COP | 6761845981 | &nbsp;&nbsp;&nbsp; GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp; (47583) |
| USD | 326950 | COP | 1599277423 | &nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp; (15086) |
| EGP | 2571282 | USD | 83213 | &nbsp;&nbsp; BNP | 3/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (567) |
| EGP | 7424846 | USD | 253754 | &nbsp;&nbsp;&nbsp; GSI | 3/20/2023 | &nbsp;&nbsp;&nbsp; (15107) |
| EUR | 455097 | CZK | 10937579 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2759) |
| EUR | 65629 | CZK | 1589358 | HSBC | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (948) |
| EUR | 93971 | CZK | 2250187 | &nbsp;&nbsp;&nbsp; SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192) |
| EUR | 437696 | HUF | 176115617 | &nbsp;&nbsp; BCB | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp; (13439) |
| EUR | 229186 | HUF | 93601661 | &nbsp;&nbsp; BCB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (6690) |
| EUR | 105527 | HUF | 42651073 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1854) |
| EUR | 108950 | HUF | 44255388 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2521) |
| EUR | 179027 | HUF | 72229060 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2794) |
| EUR | 128576 | HUF | 52170082 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2817) |
| EUR | 176385 | HUF | 71691763 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (4202) |
| EUR | 191333 | HUF | 78168112 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (5656) |
| EUR | 136434 | HUF | 56465488 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (6023) |
| EUR | 711260 | PLN | 3393811 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (5661) |
| EUR | 57865 | PLN | 274353 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57) |
| EUR | 427131 | PLN | 2024314 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232) |
| EUR | 92288 | PLN | 438228 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245) |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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>|
| EUR | 123292 | RON | 612707 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; $(1269) |
| EUR | 95505 | RON | 473223 | &nbsp;&nbsp;&nbsp;&nbsp; DB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675) |
| EUR | 54006 | RON | 269100 | HSBC | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713) |
| EUR | 132376 | RON | 657958 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1386) |
| EUR | 442926 | USD | 482632 | &nbsp;&nbsp;&nbsp;&nbsp; DB | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1070) |
| EUR | 112904 | USD | 122955 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (202) |
| EUR | 109474 | USD | 119231 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207) |
| EUR | 299153 | USD | 326048 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801) |
| USD | 257101 | EUR | 238856 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2571) |
| USD | 4815504 | EUR | 4565479 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/2/2023 | (147858) |
| USD | 200514 | EUR | 190000 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (6044) |
| USD | 99198 | EUR | 91243 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4) |
| USD | 142282 | EUR | 131331 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505) |
| USD | 16203 | EUR | 14958 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60) |
| USD | 119647 | EUR | 111446 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1521) |
| USD | 310416 | EUR | 287281 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1924) |
| USD | 1462532 | EUR | 1349622 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (4817) |
| USD | 505275 | EUR | 477785 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; (14187) |
| USD | 210773 | EUR | 195843 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2153) |
| USD | 71213 | EUR | 66140 | &nbsp;&nbsp; SCB | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (696) |
| USD | 6175956 | EUR | 5694335 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 3/2/2023 | &nbsp;&nbsp; (25877) |
| USD | 187215 | EUR | 173851 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2297) |
| HUF | 24312478 | EUR | 61607 | &nbsp;&nbsp; BNP | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526) |
| HUF | 31372894 | EUR | 79507 | &nbsp;&nbsp; BNP | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (689) |
| IDR | 2305885065 | USD | 153998 | &nbsp;&nbsp; BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (383) |
| USD | 96228 | IDR | 1452372696 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (528) |
| USD | 198136 | IDR | 2988846520 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (977) |
| USD | 224205 | IDR | 3381187602 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1045) |
| USD | 235311 | IDR | 3663437200 | &nbsp;&nbsp;&nbsp; MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (8742) |
| ILS | 2475293 | USD | 725361 | &nbsp;&nbsp;&nbsp; CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (7156) |
| ILS | 272553 | USD | 79348 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267) |
| ILS | 244222 | USD | 72247 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1386) |
| ILS | 788775 | USD | 232677 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (3814) |
| USD | 460336 | KRW | 587246011 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; (16341) |
| USD | 275856 | KRW | 391839097 | HSBC | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; (42002) |
| USD | 272763 | KRW | 386172887 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; (40498) |
| USD | 278317 | KRW | 344410575 | &nbsp;&nbsp;&nbsp; GSI | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1105) |
| USD | 312906 | KRW | 386054708 | &nbsp;&nbsp; JPM | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418) |
| USD | 167571 | KRW | 206440601 | HSBC | 3/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126) |
| USD | 1118594 | KRW | 1380000000 | &nbsp;&nbsp; JPM | 3/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2416) |
| MXN | 3994150 | USD | 210958 | &nbsp;&nbsp; BCB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403) |
| USD | 2961 | MXN | 58778 | &nbsp;&nbsp; BCB | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138) |
| USD | 190184 | MXN | 3805323 | &nbsp;&nbsp;&nbsp; CITI | 3/15/2023 | &nbsp;&nbsp; (10418) |
| USD | 92571 | MXN | 1784945 | &nbsp;&nbsp;&nbsp; GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1524) |
| USD | 76349 | MXN | 1463842 | HSBC | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (819) |
| USD | 318381 | MXN | 6079871 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (2125) |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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 | 152461 | MXN | 3009006 | &nbsp;&nbsp;&nbsp; SSB | 3/15/2023 | $(6162) |
| MYR | 607883 | USD | 143419 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (324) |
| MYR | 788259 | USD | 186858 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp; (1302) |
| USD | 92508 | MYR | 393991 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (237) |
| USD | 70142 | MYR | 307537 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp; (2252) |
| PEN | 225536 | USD | 58481 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34) |
| USD | 165251 | PHP | 9761184 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/7/2023 | (13245) |
| USD | 264174 | PHP | 14497854 | &nbsp;&nbsp;&nbsp; CITI | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (764) |
| USD | 265737 | PHP | 14569826 | &nbsp;&nbsp;&nbsp; CITI | 2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (485) |
| PLN | 710660 | EUR | 150131 | &nbsp;&nbsp; BCB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (117) |
| PLN | 2285637 | EUR | 484731 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; (2420) |
| PLN | 320516 | EUR | 67696 | HSBC | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) |
| PLN | 1145043 | EUR | 242255 | HSBC | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (577) |
| PLN | 552013 | EUR | 116672 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (152) |
| PLN | 418853 | EUR | 88436 | &nbsp;&nbsp;&nbsp; SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15) |
| RON | 351424 | EUR | 71390 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) |
| RON | 548131 | EUR | 111898 | &nbsp;&nbsp; JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (606) |
| RON | 574376 | EUR | 115928 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 4/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34) |
| RON | 5267179 | EUR | 1065319 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 4/6/2023 | &nbsp;&nbsp; (2740) |
| RON | 1465687 | EUR | 295992 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 4/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (268) |
| THB | 5563545 | USD | 170963 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/15/2023 | &nbsp;&nbsp; (1711) |
| THB | 10060593 | USD | 307281 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp; (1222) |
| THB | 35915347 | USD | 1098396 | &nbsp;&nbsp;&nbsp; GSI | 3/17/2023 | &nbsp;&nbsp; (5581) |
| THB | 5186931 | USD | 157931 | &nbsp;&nbsp;&nbsp; GSI | 3/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44) |
| USD | 71403 | THB | 2449025 | HSBC | 3/21/2023 | &nbsp;&nbsp; (3144) |
| USD | 137471 | TRY | 2653998 | &nbsp;&nbsp; BNP | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (641) |
| USD | 615473 | TRY | 12379001 | &nbsp;&nbsp;&nbsp; GSI | 3/15/2023 | (28719) |
| USD | 717797 | TRY | 14445675 | &nbsp;&nbsp;&nbsp; GSI | 3/15/2023 | (33942) |
| USD | 79355 | TRY | 1527533 | HSBC | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (136) |
| USD | 7277 | TRY | 144457 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (241) |
| USD | 63883 | TRY | 1268853 | &nbsp;&nbsp; JPM | 3/15/2023 | &nbsp;&nbsp; (2147) |
| USD | 482643 | TWD | 14619152 | &nbsp;&nbsp;&nbsp; CITI | 2/17/2023 | &nbsp;&nbsp; (4694) |
| USD | 65289 | TWD | 1935880 | &nbsp;&nbsp; BNP | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (508) |
| USD | 237111 | TWD | 7114052 | &nbsp;&nbsp; BNP | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp; (4682) |
| USD | 146041 | TWD | 4331142 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp; (1167) |
| USD | 1038759 | ZAR | 18296440 | &nbsp;&nbsp; BCB | 3/16/2023 | &nbsp;&nbsp; (8918) |
| USD | 84865 | ZAR | 1482911 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48) |
| ZAR | 7853630 | USD | 465731 | &nbsp;&nbsp;&nbsp; CITI | &nbsp;&nbsp; 2/3/2023 | (14414) |
| ZAR | 4045809 | USD | 240080 | &nbsp;&nbsp;&nbsp; MS | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; (7583) |
| ZAR | 1423649 | USD | 82280 | &nbsp;&nbsp; BNP | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (760) |
| ZAR | 4884418 | USD | 285698 | &nbsp;&nbsp;&nbsp;&nbsp; DB | 3/16/2023 | &nbsp;&nbsp; (6010) |
| ZAR | 11563010 | USD | 666537 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; (4425) |
| ZAR | 3557084 | USD | 208372 | &nbsp;&nbsp;&nbsp; GSI | 3/16/2023 | &nbsp;&nbsp; (4689) |
| ZAR | 891694 | USD | 52320 | HSBC | 3/16/2023 | &nbsp;&nbsp; (1260) |
| ZAR | 4462432 | USD | 262824 | &nbsp;&nbsp; JPM | 3/16/2023 | &nbsp;&nbsp; (7299) |
| ZAR | 4297663 | USD | 247039 | &nbsp;&nbsp;&nbsp; MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (949) |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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>|
| ZAR | 3153983 | USD | 182746 | MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; $(2145) |
| ZAR | 3327007 | USD | 194641 | SSB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4132) |
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** |  | **$(844483)** |
| **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** |  | **$101812** |

---

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

At January 31, 2023, 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 | CDX Emerging <br>Markets Index, <br>Ser. 38 V. 1<br>| USD | 7375852 | 1.00%<br> 3M | 12/20/2027 | $512468 | $(133062) | $(8810) | $370596 |

---

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

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

At January 31, 2023, 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>| **Effective** <br>**Date**<sup>(a)</sup> <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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6050785 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 4.84% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp; $(94015) | &nbsp;&nbsp; $(87708) | &nbsp;&nbsp;&nbsp; $(181723) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2841304 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 4.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp;&nbsp; (42867) | &nbsp;&nbsp;&nbsp; (44702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87569) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3300564 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 5.76% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp;&nbsp; (47581) | &nbsp;&nbsp;&nbsp; (23970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71551) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2433475 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 5.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp;&nbsp; (33229) | &nbsp;&nbsp;&nbsp; (25958) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59187) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1838229 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 6.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp;&nbsp; (24503) | &nbsp;&nbsp;&nbsp;&nbsp; (4196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28699) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20460 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | 11.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3843874 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 5.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2025 | &nbsp;&nbsp; (104976) | &nbsp;&nbsp;&nbsp; (32698) | &nbsp;&nbsp;&nbsp;&nbsp; (137674) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1325330 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 6.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2025 | &nbsp;&nbsp;&nbsp; (32984) | &nbsp;&nbsp;&nbsp;&nbsp; (4080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37064) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240652 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 6.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2025 | &nbsp;&nbsp;&nbsp; (29378) | &nbsp;&nbsp;&nbsp;&nbsp; (1035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30413) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947033 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | &nbsp;&nbsp; 6.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp; (46419) | &nbsp;&nbsp;&nbsp;&nbsp; (5598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52017) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3882767 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | 11.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp; (38701) | &nbsp;&nbsp;&nbsp;&nbsp; (7979) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46680) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738928 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | 11.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; (7279) | &nbsp;&nbsp;&nbsp;&nbsp; (1290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8569) |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3740600 | Receive | 1D CETIP | 12.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18672 |
| CME | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1529989 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CETIP | 11.40% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T/T | &nbsp;&nbsp;&nbsp; 1/2/2029 | &nbsp;&nbsp;&nbsp; (23939) | &nbsp;&nbsp;&nbsp;&nbsp; (2585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26524) |
| CME | CLP | 1628869107 | Receive | 1D CLICP | &nbsp;&nbsp; 9.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp; 9/14/2024 | &nbsp;&nbsp;&nbsp; (57082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49561) |
| CME | CLP | &nbsp;&nbsp; 461569272 | Receive | 1D CLICP | &nbsp;&nbsp; 7.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp; 4/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (4632) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1610 |
| CME | CLP | &nbsp;&nbsp; 538832146 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CLICP | &nbsp;&nbsp; 1.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp; 6/17/2025 | &nbsp;&nbsp;&nbsp; (82308) | &nbsp;&nbsp;&nbsp; (39474) | &nbsp;&nbsp;&nbsp;&nbsp; (121782) |
| CME | CLP | &nbsp;&nbsp; 485227722 | Receive | 1D CLICP | &nbsp;&nbsp; 9.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp; 10/3/2025 | &nbsp;&nbsp;&nbsp; (39292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35889) |
| CME | CLP | &nbsp;&nbsp; 179373543 | Receive | 1D CLICP | &nbsp;&nbsp; 2.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp;&nbsp; 6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 41647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44707 |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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>| **Effective**<br> **Date**<sup>(a)</sup><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 | CLP | &nbsp;&nbsp; 163946219 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D CLICP | &nbsp;&nbsp; 2.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 6M/6M | &nbsp;&nbsp; 8/24/2030 | &nbsp;&nbsp; $(41229) | &nbsp;&nbsp;&nbsp; $(7694) | &nbsp;&nbsp;&nbsp;&nbsp; $(48923) |
| CME | COP | 3549606043 | Receive | 1D IBRCOL | &nbsp;&nbsp; 8.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 4/13/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 28352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29504 |
| CME | COP | &nbsp;&nbsp; 547071621 | Receive | 1D IBRCOL | &nbsp;&nbsp; 6.40% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp;&nbsp; 1/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13309 |
| CME | COP | &nbsp;&nbsp;&nbsp;&nbsp; 82908573 | Receive | 1D IBRCOL | &nbsp;&nbsp; 6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp;&nbsp; 1/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1976 |
| CME | COP | 2364126444 | Receive | 1D IBRCOL | &nbsp;&nbsp; 7.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 44058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44124 |
| CME | COP | 3515984661 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D IBRCOL | &nbsp;&nbsp; 9.69% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1260 |
| CME | COP | 1654566959 | Receive | 1D IBRCOL | &nbsp;&nbsp; 9.90% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (3763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3744) |
| CME | COP | &nbsp;&nbsp; 911746001 | Receive | 1D IBRCOL | &nbsp;&nbsp; 9.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 8/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5688 |
| LCH | CZK | &nbsp;&nbsp;&nbsp;&nbsp; 62806042 | Receive | 3M PRIBOR | &nbsp;&nbsp; 5.02% | 11/30/2023 | &nbsp;&nbsp;&nbsp; 3M/1Y | 11/30/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8718 |
| LCH | CZK | &nbsp;&nbsp;&nbsp;&nbsp; 14057387 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 6M PRIBOR | &nbsp;&nbsp; 4.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/6M | &nbsp;&nbsp; 12/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; (8685) | &nbsp;&nbsp;&nbsp;&nbsp; (2800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11485) |
| LCH | CZK | &nbsp;&nbsp;&nbsp;&nbsp; 16850476 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 6M PRIBOR | &nbsp;&nbsp; 4.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/6M | &nbsp;&nbsp; 1/23/2028 | &nbsp;&nbsp;&nbsp; (15030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15581) |
| LCH | CZK | &nbsp;&nbsp;&nbsp;&nbsp; 15010090 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 6M PRIBOR | &nbsp;&nbsp; 4.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/6M | &nbsp;&nbsp; 1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (8315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8572) |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1777438 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp;&nbsp; 1/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4776 |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1921133 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp;&nbsp; 1/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5985 |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1830560 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp;&nbsp; 1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4829 |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907971 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp; 1/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (1820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1910) |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1187575 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp; 1/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (2380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2498) |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534821 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp; 1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (817) |
| LCH | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M TELBOR | &nbsp;&nbsp; 3.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1Y/3M | &nbsp;&nbsp; 1/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp; 25500000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 8.84% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp; 5/29/2025 | &nbsp;&nbsp;&nbsp; (16451) | &nbsp;&nbsp;&nbsp;&nbsp; (1449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17900) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp; 10964660 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 5.83% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp; (49550) | &nbsp;&nbsp;&nbsp;&nbsp; (1277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50827) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6685611 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 7.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp; (13549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13582) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6237085 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 8.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (6033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6510) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7674051 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 8.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (6539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7114) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7682860 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 28D TIIE | &nbsp;&nbsp; 8.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | &nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; (5723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6288) |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7282589 | Receive | 28D TIIE | &nbsp;&nbsp; 7.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | 11/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 24915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25502 |
| CME | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9063869 | Receive | 28D TIIE | &nbsp;&nbsp; 7.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | 28D/28D | 11/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 30116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30840 |
| LCH | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488008 | Receive | 6M WIBOR | &nbsp;&nbsp; 6.74% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6M/1Y | &nbsp;&nbsp; 9/28/2032 | &nbsp;&nbsp;&nbsp; (10981) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10756) |
| LCH | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1999571 | Receive | 6M WIBOR | &nbsp;&nbsp; 6.86% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6M/1Y | &nbsp;&nbsp; 9/30/2032 | &nbsp;&nbsp;&nbsp; (48919) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48197) |
| LCH | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1327627 | Receive | 6M WIBOR | &nbsp;&nbsp; 7.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6M/1Y | 10/28/2032 | &nbsp;&nbsp;&nbsp; (42312) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42043) |
| LCH | THB | &nbsp;&nbsp;&nbsp;&nbsp; 21000000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M THOR | &nbsp;&nbsp; 1.89% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428) |
| LCH | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M THOR | &nbsp;&nbsp; 2.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (487) |
| LCH | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8066932 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M JIBAR | 10.14% | &nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; (1828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1828) |
| LCH | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; 10512315 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M JIBAR | 10.21% | &nbsp;&nbsp; 1/12/2028 | &nbsp;&nbsp; 3M/3M | &nbsp;&nbsp; 1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp; (1248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1248) |
| **Total** |  |  |  |  |  |  |  |  | **$(767219)** | **$(267653)** | **$(1034872)** |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Forward swap. Effective date reflects the date interest accruals will commence.

**Over-the-counter interest rate swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **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** |
| GSI | MXN | 9462643 | Pay | 28D TIIE | 6.17% | 28D/28D | &nbsp;&nbsp; 3/5/2026 | $(37675) | $(1285) | $(38960) |
| JPM | MXN | 7500000 | Pay | 28D TIIE | 6.13% | 28D/28D | 6/18/2026 | &nbsp;&nbsp; (31278) | &nbsp;&nbsp; (1385) | &nbsp;&nbsp; (32663) |
| **Total** |  |  |  |  |  |  |  | **$(68953)** | **$(2670)** | **$(71623)** |

---

See Notes to Schedule of Investments

------

Schedule of Investments Emerging Markets Debt 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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Corporate Bonds<sup>#</sup> <br>| $— | $34297327 | $— | $34297327 |
| Foreign Government Securities<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 77726885 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 77726885 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13876419 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13876419 |
| **Total Investments** | **$—** | **$125900631** | **$—** | **$125900631** |

---

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

# The Schedule of Investments provides a geographic categorization as well as a Positions by Industry 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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $284090 | $— | $— | $284090 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp; (46976) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46976) |
| Forward FX Contracts<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946295 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946295 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (844483) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (844483) |
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612096 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 612096 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (1347995) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1347995) |
| **Total** | **$237114** | **$(634087)** | **$—** | **$(396973)** |

---

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

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

^ 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) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities 2.5%** | **Asset-Backed Securities 2.5%** | **Asset-Backed Securities 2.5%** |
| $1000000 | 37 Capital CLO Ltd., Ser. 2021-1A, Class E, (3M USD LIBOR + 7.20%), 11.99%, due 10/15/2034 | $895531<sup>(a)(b)</sup> |
| AGL Static CLO 18 Ltd. |  |  |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-18A, Class F, (3M CME Term SOFR + 8.25%), 12.90%, due 4/21/2031 | &nbsp;&nbsp; 905788<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Ser. 2022-18A, Class E, (3M CME Term SOFR + 6.85%), 11.50%, due 4/21/2031 | &nbsp;&nbsp; 467545<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | Barings CLO Ltd., Ser. 2018-3A, Class E, (3M USD LIBOR + 5.75%), 10.56%, due 7/20/2029 | &nbsp;&nbsp; 885722<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; Benefit Street Partners CLO XII Ltd., Ser. 2017-12A, Class D, (3M USD LIBOR + 6.41%), 11.20%, <br> due 10/15/2030<br>| &nbsp;&nbsp; 850169<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 500000 | Flatiron CLO Ltd., Ser. 2017-1A, Class ER, (3M USD LIBOR + 5.90%), 10.51%, due 5/15/2030 | &nbsp;&nbsp; 459672<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 500000 | Galaxy XV CLO Ltd., Ser. 2013-15A, Class ER, (3M USD LIBOR + 6.65%), 11.44%, due 10/15/2030 | &nbsp;&nbsp; 415548<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; Goldentree Loan Opportunities XII Ltd., Ser. 2016-12A, Class DR, (3M USD LIBOR + 2.90%), 7.72%, <br> due 7/21/2030<br>| &nbsp;&nbsp; 947336<sup>(a)(b)</sup> |
| Magnetite XV Ltd. |  |  |
| &nbsp;&nbsp; 385000 | &nbsp;&nbsp;&nbsp; Ser. 2015-15A, Class ER, (3M CME Term SOFR + 5.20%), 10.02%, due 7/25/2031 | &nbsp;&nbsp; 343074<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2015-15A, Class DR, (3M CME Term SOFR + 3.01%), 7.57%, due 7/25/2031 | &nbsp;&nbsp; 960001<sup>(a)(b)</sup> |
| Palmer Square Loan Funding Ltd. |  |  |
| &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class D, (3M CME Term SOFR + 5.00%), 9.63%, due 4/15/2030 | &nbsp;&nbsp; 1257214<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Ser. 2022-5A, Class D, (3M CME Term SOFR + 5.38%), 10.04%, due 1/15/2031 | &nbsp;&nbsp; 460392<sup>(a)(b)</sup> |
| Stratus CLO Ltd. |  |  |
| &nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp; Ser. 2021-3A, Class F, (3M USD LIBOR + 7.70%), 12.51%, due 12/29/2029 | &nbsp;&nbsp; 688269<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class D, (3M USD LIBOR + 2.50%), 7.31%, due 12/29/2029 | &nbsp;&nbsp; 923238<sup>(a)(b)</sup> |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class E, (3M CME Term SOFR + 7.50%), 12.14%, due 7/20/2030 | &nbsp;&nbsp; 909224<sup>(a)(b)</sup> |
| **Total Asset-Backed Securities (Cost $12,235,330)** | **Total Asset-Backed Securities (Cost $12,235,330)** | **11368723** |
| **Corporate Bonds 6.4%** | **Corporate Bonds 6.4%** | **Corporate Bonds 6.4%** |
| **Air Transportation 0.3%** | **Air Transportation 0.3%** | **Air Transportation 0.3%** |
| &nbsp;&nbsp; 670000 | American Airlines, Inc., 11.75%, due 7/15/2025 | &nbsp;&nbsp; 745747<sup>(a)</sup> |
| &nbsp;&nbsp; 480000 | American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, due 4/20/2026 | &nbsp;&nbsp; 470556<sup>(c)</sup> |
|  |  | **1216303** |
| **Chemicals 0.5%** | **Chemicals 0.5%** | **Chemicals 0.5%** |
| &nbsp;&nbsp; 400000 | SCIH Salt Holdings, Inc., 4.88%, due 5/1/2028 | &nbsp;&nbsp; 352000<sup>(a)</sup> |
| &nbsp;&nbsp; 1305000 | SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, due 11/1/2026 | &nbsp;&nbsp; 1196111<sup>(a)</sup> |
| &nbsp;&nbsp; 690000 | WR Grace Holdings LLC, 4.88%, due 6/15/2027 | &nbsp;&nbsp; 640182<sup>(a)</sup> |
|  |  | **2188293** |
| **Commercial Services 0.6%** | **Commercial Services 0.6%** | **Commercial Services 0.6%** |
| &nbsp;&nbsp; 240000 | APX Group, Inc., 6.75%, due 2/15/2027 | &nbsp;&nbsp; 235203<sup>(a)</sup> |
| &nbsp;&nbsp; 700000 | Garda World Security Corp., 4.63%, due 2/15/2027 | &nbsp;&nbsp; 637077<sup>(a)</sup> |
| &nbsp;&nbsp; 800000 | Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc., 5.00%, due 2/1/2026 | &nbsp;&nbsp; 737152<sup>(a)</sup> |
| &nbsp;&nbsp; 1170000 | Prime Security Services Borrower LLC/Prime Finance, Inc., 3.38%, due 8/31/2027 | &nbsp;&nbsp; 1038200<sup>(a)</sup> |
|  |  | **2647632** |
| **Distribution - Wholesale 0.0%** | **Distribution - Wholesale 0.0%** | **Distribution - Wholesale 0.0%** |
| &nbsp;&nbsp; 225000 | KAR Auction Services, Inc., 5.13%, due 6/1/2025 | **221170**<sup>(a)</sup> |
| **Diversified Financial Services 0.2%** | **Diversified Financial Services 0.2%** | **Diversified Financial Services 0.2%** |
| &nbsp;&nbsp; 948168 | Global Aircraft Leasing Co. Ltd., 6.50% Cash/7.25% PIK, due 9/15/2024 | **865283**<sup>(a)(d)</sup> |
| **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** | **Engineering & Construction 0.2%** |
| &nbsp;&nbsp; 514579 | Brock Holdings Notes 2022, 15.00%, due 1/24/2024 | &nbsp;&nbsp; 514579<sup>#(e)(f)</sup> |
| &nbsp;&nbsp; 635000 | Powerteam Services LLC, 9.03%, due 12/4/2025 | &nbsp;&nbsp; 542900<sup>(a)</sup> |
|  |  | **1057479** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Entertainment 1.2%** | **Entertainment 1.2%** | **Entertainment 1.2%** |
| $1735000 | Banijay Entertainment SASU, 5.38%, due 3/1/2025 | $1674275<sup>(a)</sup> |
| &nbsp;&nbsp; 915000 | Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, due 7/1/2025 | &nbsp;&nbsp; 915156<sup>(a)</sup> |
| &nbsp;&nbsp; 855000 | &nbsp;&nbsp; Cedar Fair L.P./Canada's Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, due <br> 5/1/2025<br>| &nbsp;&nbsp; 848773<sup>(a)</sup> |
| &nbsp;&nbsp; 765000 | Scientific Games Int'l, Inc., 7.00%, due 5/15/2028 | &nbsp;&nbsp; 757345<sup>(a)</sup> |
| &nbsp;&nbsp; 1470000 | Six Flags Entertainment Corp., 4.88%, due 7/31/2024 | &nbsp;&nbsp; 1438762<sup>(a)</sup> |
|  |  | **5634311** |
| **Food Service 0.2%** | **Food Service 0.2%** | **Food Service 0.2%** |
| &nbsp;&nbsp; 845000 | Aramark Services, Inc., 6.38%, due 5/1/2025 | **845211**<sup>(a)</sup> |
| **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** | **Forest Products & Paper 0.1%** |
| &nbsp;&nbsp; 545000 | Ahlstrom-Munksjo Holding 3 Oy, 4.88%, due 2/4/2028 | **466161**<sup>(a)</sup> |
| **Leisure Time 0.1%** | **Leisure Time 0.1%** | **Leisure Time 0.1%** |
| &nbsp;&nbsp; 700000 | NCL Corp. Ltd., 5.88%, due 2/15/2027 | **650825**<sup>(a)</sup> |
| **Machinery - Diversified 0.2%** | **Machinery - Diversified 0.2%** | **Machinery - Diversified 0.2%** |
| &nbsp;&nbsp; 870000 | Vertical U.S. Newco, Inc., 5.25%, due 7/15/2027 | **805246**<sup>(a)</sup> |
| **Media 0.3%** | **Media 0.3%** | **Media 0.3%** |
| &nbsp;&nbsp; 325000 | Altice Financing SA, 5.00%, due 1/15/2028 | &nbsp;&nbsp; 276344<sup>(a)</sup> |
| &nbsp;&nbsp; 944000 | Cumulus Media New Holdings, Inc., 6.75%, due 7/1/2026 | &nbsp;&nbsp; 787957<sup>(a)</sup> |
| &nbsp;&nbsp; 515000 | DISH DBS Corp., 5.25%, due 12/1/2026 | &nbsp;&nbsp; 443866<sup>(a)</sup> |
|  |  | **1508167** |
| **Packaging & Containers 0.5%** | **Packaging & Containers 0.5%** | **Packaging & Containers 0.5%** |
| &nbsp;&nbsp; 745000 | BWAY Holding Co., 5.50%, due 4/15/2024 | &nbsp;&nbsp; 744479<sup>(a)</sup> |
| &nbsp;&nbsp; 805000 | Trident TPI Holdings, Inc., 6.63%, due 11/1/2025 | &nbsp;&nbsp; 719500<sup>(a)</sup> |
| &nbsp;&nbsp; 780000 | Trivium Packaging Finance BV, 5.50%, due 8/15/2026 | &nbsp;&nbsp; 748753<sup>(a)</sup> |
|  |  | **2212732** |
| **Pipelines 0.5%** | **Pipelines 0.5%** | **Pipelines 0.5%** |
| &nbsp;&nbsp; 650000 | Cheniere Energy, Inc., 4.63%, due 10/15/2028 | &nbsp;&nbsp; 618898 |
| &nbsp;&nbsp; 1650000 | Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 8.50%, due 10/15/2026 | &nbsp;&nbsp; 1606687<sup>(a)</sup> |
|  |  | **2225585** |
| **Real Estate Investment Trusts 0.2%** | **Real Estate Investment Trusts 0.2%** | **Real Estate Investment Trusts 0.2%** |
| &nbsp;&nbsp; 770000 | XHR L.P., 6.38%, due 8/15/2025 | **758508**<sup>(a)</sup> |
| **Retail 0.3%** | **Retail 0.3%** | **Retail 0.3%** |
| eG Global Finance PLC |  |  |
| &nbsp;&nbsp; 1210000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/7/2025 | &nbsp;&nbsp; 1123787<sup>(a)</sup> |
| &nbsp;&nbsp; 415000 | &nbsp;&nbsp;&nbsp; 8.50%, due 10/30/2025 | &nbsp;&nbsp; 391138<sup>(a)</sup> |
|  |  | **1514925** |
| **Software 0.1%** | **Software 0.1%** | **Software 0.1%** |
| &nbsp;&nbsp; 605000 | Rackspace Technology Global, Inc., 3.50%, due 2/15/2028 | **363756**<sup>(a)</sup> |
| **Telecommunications 0.9%** | **Telecommunications 0.9%** | **Telecommunications 0.9%** |
| &nbsp;&nbsp; 830000 | Altice France SA, 5.50%, due 1/15/2028 | &nbsp;&nbsp; 689332<sup>(a)</sup> |
| &nbsp;&nbsp; 680000 | Connect Finco S.a.r.l./Connect U.S. Finco LLC, 6.75%, due 10/1/2026 | &nbsp;&nbsp; 650250<sup>(a)</sup> |
| &nbsp;&nbsp; 580000 | Consolidated Communications, Inc., 5.00%, due 10/1/2028 | &nbsp;&nbsp; 435114<sup>(a)</sup> |
| Iliad Holding SASU |  |  |
| &nbsp;&nbsp; 1640000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2026 | &nbsp;&nbsp; 1553006<sup>(a)</sup> |
| &nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp; 7.00%, due 10/15/2028 | &nbsp;&nbsp; 216011<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Telecommunications – cont'd** | **Telecommunications – cont'd** | **Telecommunications – cont'd** |
| $900000 | Level 3 Financing, Inc., 3.40%, due 3/1/2027 | $778924<sup>(c)</sup> |
|  |  | **4322637** |
| **Total Corporate Bonds (Cost $31,472,133)** | **Total Corporate Bonds (Cost $31,472,133)** | **29504224** |
| **Loan Assignments**<sup>(b)</sup> **86.1%** | **Loan Assignments**<sup>(b)</sup> **86.1%** | **Loan Assignments**<sup>(b)</sup> **86.1%** |
| **Aerospace & Defense 3.2%** | **Aerospace & Defense 3.2%** | **Aerospace & Defense 3.2%** |
| &nbsp;&nbsp; 2781025 | &nbsp;&nbsp; Amentum Government Services Holdings LLC, Term Loan, (3M CME Term SOFR + 4.00%), 7.56% – <br> 8.76%, due 2/15/2029<br>| &nbsp;&nbsp; 2735833<sup>(g)</sup> |
| &nbsp;&nbsp; 1062338 | &nbsp;&nbsp; Brown Group Holding, LLC, Term Loan B2, (1M CME Term SOFR + 3.75%, 3M CME Term SOFR + <br> 3.75%), 8.31% – 8.43%, due 7/2/2029<br>| &nbsp;&nbsp; 1061605<sup>(g)</sup> |
| &nbsp;&nbsp; 1266825 | Cobham Ultra SeniorCo S.a.r.l., Term Loan B, (6M USD LIBOR + 3.75%), 7.06%, due 8/3/2029 | &nbsp;&nbsp; 1248773 |
| &nbsp;&nbsp; 485000 | KKR Apple Bidco, LLC, Second Lien Term Loan, (1M USD LIBOR + 5.75%), 10.32%, due 9/21/2029 | &nbsp;&nbsp; 475300<sup>(e)</sup> |
| &nbsp;&nbsp; 1220813 | MHI Holdings, LLC, Term Loan B, (1M USD LIBOR + 5.00%), 9.57%, due 9/21/2026 | &nbsp;&nbsp; 1214709 |
| Peraton Corp. |  |  |
| &nbsp;&nbsp; 2137097 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.75%), 8.32%, due 2/1/2028 | &nbsp;&nbsp; 2123741<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1604311 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B1, (1M USD LIBOR + 7.75%), 12.22%, due 2/1/2029 | &nbsp;&nbsp; 1550567 |
| &nbsp;&nbsp; 1620000 | Propulsion (BC) Finco S.a.r.l., Term Loan, (3M CME Term SOFR + 4.00%), 8.58%, due 9/14/2029 | &nbsp;&nbsp; 1601775 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp; 630734 | &nbsp;&nbsp;&nbsp; Term Loan F, (3M USD LIBOR + 2.25%), 6.98%, due 12/9/2025 | &nbsp;&nbsp; 629378 |
| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; Term Loan H, (3M CME Term SOFR + 3.25%), 7.83%, due 2/22/2027 | &nbsp;&nbsp; 2002500 |
|  |  | **14644181** |
| **Air Transport 1.9%** | **Air Transport 1.9%** | **Air Transport 1.9%** |
| &nbsp;&nbsp; 2875275 | Air Canada, Term Loan B, (3M USD LIBOR + 3.50%), 8.13%, due 8/11/2028 | &nbsp;&nbsp; 2870646 |
| American Airlines, Inc. |  |  |
| &nbsp;&nbsp; 1012767 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 1.75%), 6.27%, due 6/27/2025 | &nbsp;&nbsp; 991671 |
| &nbsp;&nbsp; 1670000 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 4.75%), 9.56%, due 4/20/2028 | &nbsp;&nbsp; 1713570 |
| &nbsp;&nbsp; 207000 | Mileage Plus Holdings LLC, Term Loan B, (3M USD LIBOR + 5.25%), 10.00%, due 6/21/2027 | &nbsp;&nbsp; 215591 |
| &nbsp;&nbsp; 342000 | SkyMiles IP Ltd., Term Loan B, (3M USD LIBOR + 3.75%), 8.56%, due 10/20/2027 | &nbsp;&nbsp; 353330 |
| &nbsp;&nbsp; 2466508 | United Airlines, Inc., Term Loan B, (3M USD LIBOR + 3.75%), 8.57%, due 4/21/2028 | &nbsp;&nbsp; 2460983 |
|  |  | **8605791** |
| **Auto Components 0.3%** | **Auto Components 0.3%** | **Auto Components 0.3%** |
| &nbsp;&nbsp; 1374613 | DexKo Global Inc., Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 10/4/2028 | **1266884** |
| **Auto Parts & Equipment 0.8%** | **Auto Parts & Equipment 0.8%** | **Auto Parts & Equipment 0.8%** |
| &nbsp;&nbsp; 2360684 | Adient US LLC, Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 4/10/2028 | &nbsp;&nbsp; 2351831 |
| &nbsp;&nbsp; 1500000 | BBB Industries LLC, Term Loan, (1M CME Term SOFR + 5.25%), 9.91%, due 7/25/2029 | &nbsp;&nbsp; 1437750 |
|  |  | **3789581** |
| **Automotive 1.5%** | **Automotive 1.5%** | **Automotive 1.5%** |
| &nbsp;&nbsp; 1167397 | American Trailer World Corp., Term Loan B, (1M CME Term SOFR + 3.75%), 8.41%, due 3/3/2028 | &nbsp;&nbsp; 1018881 |
| First Brands Group, LLC |  |  |
| &nbsp;&nbsp; 2296560 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 5.00%), 10.25%, due 3/30/2027 | &nbsp;&nbsp; 2242591 |
| &nbsp;&nbsp; 898663 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 8.50%), 13.60%, due 3/30/2028 | &nbsp;&nbsp; 808240 |
| Safe Fleet Holdings LLC |  |  |
| &nbsp;&nbsp; 488848 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 6.75%), 11.30%, due 2/2/2026 | &nbsp;&nbsp; 443018 |
| &nbsp;&nbsp; 1404388 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 3.75%), 8.40%, due 2/23/2029 | &nbsp;&nbsp; 1382156 |
| &nbsp;&nbsp; 835859 | Wand NewCo 3, Inc., Term Loan, (1M USD LIBOR + 3.00%), 7.57%, due 2/5/2026 | &nbsp;&nbsp; 813341<sup>(g)</sup> |
|  |  | **6708227** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Building & Development 2.2%** | **Building & Development 2.2%** | **Building & Development 2.2%** |
| $2042601 | Cornerstone Building Brands, Inc., Term Loan B, (1M USD LIBOR + 3.25%), 7.71%, due 4/12/2028 | $1903970 |
| &nbsp;&nbsp; 1221195 | MI Windows and Doors, LLC, Term Loan, (1M CME Term SOFR + 3.50%), 8.16%, due 12/18/2027 | &nbsp;&nbsp; 1213562<sup>(h)(i)</sup> |
| SRS Distribution, Inc. |  |  |
| &nbsp;&nbsp; 1137675 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.50%), 8.07%, due 6/2/2028 | &nbsp;&nbsp; 1095627 |
| &nbsp;&nbsp; 1499850 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 3.50%), 8.16%, due 6/2/2028 | &nbsp;&nbsp; 1444551 |
| Tecta America Corp. |  |  |
| &nbsp;&nbsp; 1034250 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 4.25%), 8.93%, due 4/10/2028 | &nbsp;&nbsp; 1011496 |
| &nbsp;&nbsp; 835000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M CME Term SOFR + 8.50%), 13.18%, due 4/9/2029 | &nbsp;&nbsp; 772375 |
| &nbsp;&nbsp; 1683062 | White Cap Buyer LLC, Term Loan B, (1M CME Term SOFR + 3.75%), 8.31%, due 10/19/2027 | &nbsp;&nbsp; 1666534 |
| &nbsp;&nbsp; 1213839 | Wilsonart LLC, Term Loan E, (3M USD LIBOR + 3.25%), 7.98%, due 12/31/2026 | &nbsp;&nbsp; 1177800 |
|  |  | **10285915** |
| **Building Materials 1.7%** | **Building Materials 1.7%** | **Building Materials 1.7%** |
| &nbsp;&nbsp; 1867145 | Chamberlain Group, Inc., Term Loan B, (1M USD LIBOR + 3.50%), 7.82%, due 11/3/2028 | &nbsp;&nbsp; 1800245 |
| Icebox Holdco III, Inc. |  |  |
| &nbsp;&nbsp; 710250 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3M USD LIBOR + 3.50%), 8.23%, due 12/22/2028 | &nbsp;&nbsp; 681840 |
| &nbsp;&nbsp; 655000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.75%), 11.48%, due 12/21/2029 | &nbsp;&nbsp; 579675<sup>(e)</sup> |
| &nbsp;&nbsp; 2199488 | Oscar AcquisitionCo, LLC, Term Loan B, (3M CME Term SOFR + 4.50%), 9.18%, due 4/29/2029 | &nbsp;&nbsp; 2127168 |
| &nbsp;&nbsp; 2057306 | Solis IV BV, Term Loan B1, (3M CME Term SOFR + 3.50%), 7.86%, due 2/26/2029 | &nbsp;&nbsp; 1881160 |
| &nbsp;&nbsp; 866250 | Vector WP Holdco, Inc., Term Loan B, (1M USD LIBOR + 5.00%), 9.56%, due 10/12/2028 | &nbsp;&nbsp; 855422<sup>(e)</sup> |
|  |  | **7925510** |
| **Business Equipment & Services 7.4%** | **Business Equipment & Services 7.4%** | **Business Equipment & Services 7.4%** |
| &nbsp;&nbsp; 2095403 | Allied Universal Holdco LLC, Term Loan B, (1M CME Term SOFR + 3.75%), 8.41%, due 5/12/2028 | &nbsp;&nbsp; 2017621 |
| &nbsp;&nbsp; 599325 | AlterDomus, Term Loan B, (3M CME Term SOFR + 3.50%), 8.08%, due 2/17/2028 | &nbsp;&nbsp; 583970 |
| &nbsp;&nbsp; 945450 | Anticimex International AB, Term Loan B1, (3M USD LIBOR + 3.50%), 8.23%, due 11/16/2028 | &nbsp;&nbsp; 933925 |
| &nbsp;&nbsp; 2148763 | &nbsp;&nbsp; APFS Staffing Holdings, Inc., Term Loan, (1M CME Term SOFR + 4.00%, 3M CME Term SOFR + <br> 4.00%), 8.40% – 8.68%, due 12/29/2028<br>| &nbsp;&nbsp; 2121903<sup>(g)</sup> |
| AppLovin Corporation |  |  |
| &nbsp;&nbsp; 1666792 | &nbsp;&nbsp;&nbsp; Term Loan B, (3M CME Term SOFR + 3.35%), 7.94%, due 8/15/2025 | &nbsp;&nbsp; 1631723 |
| &nbsp;&nbsp; 1251847 | &nbsp;&nbsp;&nbsp; Term Loan B, (3M CME Term SOFR + 3.10%), 7.69%, due 10/25/2028 | &nbsp;&nbsp; 1225245 |
| &nbsp;&nbsp; 1505937 | &nbsp;&nbsp; APX Group, Inc., Term Loan B, (3M USD LIBOR + 2.25%, 3M USD LIBOR + 3.25%), 7.70% – <br> 9.75%, due 7/10/2028<br>| &nbsp;&nbsp; 1488438<sup>(g)</sup> |
| &nbsp;&nbsp; 1706425 | &nbsp;&nbsp; BrightView Landscapes, LLC, Term Loan B, (1M CME Term SOFR + 3.25%, 3M CME Term SOFR + <br> 3.25%), 7.81% – 7.93%, due 4/20/2029<br>| &nbsp;&nbsp; 1675146<sup>(g)</sup> |
| &nbsp;&nbsp; 948720 | Cast and Crew Payroll, LLC, Term Loan, (1M CME Term SOFR + 3.75%), 8.31%, due 12/29/2028 | &nbsp;&nbsp; 943976 |
| &nbsp;&nbsp; 662079 | Constant Contact Inc, Term Loan, (3M USD LIBOR + 4.00%), 8.81%, due 2/10/2028 | &nbsp;&nbsp; 607788 |
| ConvergeOne Holdings, Inc. |  |  |
| &nbsp;&nbsp; 2581510 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 5.00%), 9.57%, due 1/4/2026 | &nbsp;&nbsp; 1530190 |
| &nbsp;&nbsp; 475000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 8.50%), 13.07%, due 1/4/2027 | &nbsp;&nbsp; 208406 |
| &nbsp;&nbsp; 1526896 | Cyxtera DC Holdings, Inc., Term Loan B, (3M USD LIBOR + 3.00%), 7.82%, due 5/1/2024 | &nbsp;&nbsp; 1240328 |
| &nbsp;&nbsp; 769874 | Deerfield Dakota Holding, LLC, Term Loan B, (1M CME Term SOFR + 3.75%), 8.31%, due 4/9/2027 | &nbsp;&nbsp; 743476 |
| Element Materials Technology Group US Holdings Inc. |  |  |
| &nbsp;&nbsp; 438947 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 4.25%), 8.93%, due 7/6/2029 | &nbsp;&nbsp; 434742 |
| &nbsp;&nbsp; 951053 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 4.25%), 8.93%, due 7/6/2029 | &nbsp;&nbsp; 941942 |
| &nbsp;&nbsp; 1886703 | Endure Digital Inc., Term Loan, (1M USD LIBOR + 3.50%), 7.88%, due 2/10/2028 | &nbsp;&nbsp; 1776652 |
| &nbsp;&nbsp; 1594708 | Garda World Security Corporation, Term Loan B, (3M USD LIBOR + 4.25%), 8.93%, due 10/30/2026 | &nbsp;&nbsp; 1585937<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 935900 | Greeneden U.S. Holdings II, LLC, Term Loan B4, (1M USD LIBOR + 4.00%), 8.57%, due 12/1/2027 | &nbsp;&nbsp; 917772 |
| &nbsp;&nbsp; 216037 | Intrado Corporation, Term Loan, (3M USD LIBOR + 4.00%), 8.83%, due 10/10/2024 | &nbsp;&nbsp; 201634 |
| &nbsp;&nbsp; 2453503 | &nbsp;&nbsp; Learning Care Group, Inc., First Lien Term Loan, (3M USD LIBOR + 3.25%), 7.98% – 8.08%, due <br> 3/13/2025<br>| &nbsp;&nbsp; 2248022<sup>(g)</sup> |
| &nbsp;&nbsp; 1378517 | Legence Holdings LLC, Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 12/16/2027 | &nbsp;&nbsp; 1364304 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Business Equipment & Services – cont'd** | **Business Equipment & Services – cont'd** | **Business Equipment & Services – cont'd** |
| Loire Finco Luxembourg S.a.r.l. |  |  |
| $580291 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.00%), 7.57%, due 4/21/2027 | $545474 |
| &nbsp;&nbsp; 579752 | &nbsp;&nbsp;&nbsp; Term Loan B2, (1M USD LIBOR + 3.50%), 8.07%, due 4/21/2027 | &nbsp;&nbsp; 544486 |
| &nbsp;&nbsp; 2140616 | &nbsp;&nbsp; Packaging Coordinators Midco, Inc., First Lien Term Loan, (3M USD LIBOR + 3.50%), 8.23%, due <br> 11/30/2027<br>| &nbsp;&nbsp; 2097418 |
| &nbsp;&nbsp; 730750 | Summer (BC) Holdco B S.a r.l, Term Loan B2, (3M USD LIBOR + 4.50%), 9.23%, due 12/4/2026 | &nbsp;&nbsp; 681425 |
| &nbsp;&nbsp; 1443025 | System One Holdings, LLC, Term Loan B, (3M CME Term SOFR + 4.00%), 8.73%, due 3/2/2028 | &nbsp;&nbsp; 1414165<sup>(e)</sup> |
| &nbsp;&nbsp; 1117975 | WebHelp, Term Loan, (3M CME Term SOFR + 3.75%), 8.05%, due 8/4/2028 | &nbsp;&nbsp; 1076755 |
| &nbsp;&nbsp; 137120 | West Corporation, Term Loan B1, (3M USD LIBOR + 3.50%), 8.08%, due 10/10/2024 | &nbsp;&nbsp; 128379 |
| &nbsp;&nbsp; 1252912 | &nbsp;&nbsp; William Morris Endeavor Entertainment, LLC, First Lien Term Loan, (1M USD LIBOR + 2.75%), <br> 7.32%, due 5/18/2025<br>| &nbsp;&nbsp; 1243966 |
|  |  | **34155208** |
| **Cable & Satellite Television 2.1%** | **Cable & Satellite Television 2.1%** | **Cable & Satellite Television 2.1%** |
| &nbsp;&nbsp; 805748 | Altice Financing SA, First Lien Term Loan, (3M USD LIBOR + 2.75%), 7.58%, due 1/31/2026 | &nbsp;&nbsp; 787619 |
| &nbsp;&nbsp; 2607546 | Altice France S.A., Term Loan B13, (3M USD LIBOR + 4.00%), 8.65%, due 8/14/2026 | &nbsp;&nbsp; 2509763<sup>(e)</sup> |
| CSC Holdings, LLC |  |  |
| &nbsp;&nbsp; 1344499 | &nbsp;&nbsp;&nbsp; Term Loan B1, (1M USD LIBOR + 2.25%), 6.71%, due 7/17/2025 | &nbsp;&nbsp; 1295196 |
| &nbsp;&nbsp; 733111 | &nbsp;&nbsp;&nbsp; Term Loan B5, (1M USD LIBOR + 2.50%), 6.96%, due 4/15/2027 | &nbsp;&nbsp; 679044 |
| &nbsp;&nbsp; 1713585 | Lions Gate Capital Holdings LLC, Term Loan B, (1M USD LIBOR + 2.25%), 6.82%, due 3/24/2025 | &nbsp;&nbsp; 1682175 |
| &nbsp;&nbsp; 1776629 | &nbsp;&nbsp; McGraw-Hill Global Education Holdings, LLC, Term Loan, (6M USD LIBOR + 4.75%), 8.32%, due <br> 7/28/2028<br>| &nbsp;&nbsp; 1696681 |
| &nbsp;&nbsp; 492167 | Numericable Group SA, Term Loan B11, (3M USD LIBOR + 2.75%), 7.58%, due 7/31/2025 | &nbsp;&nbsp; 485769 |
| &nbsp;&nbsp; 525508 | Radiate Holdco, LLC, Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 9/25/2026 | &nbsp;&nbsp; 437354 |
|  |  | **9573601** |
| **Capital Markets 0.2%** | **Capital Markets 0.2%** | **Capital Markets 0.2%** |
| &nbsp;&nbsp; 1072069 | AqGen Island Holdings, Inc., Term Loan, (3M USD LIBOR + 3.50%), 8.25%, due 8/2/2028 | **1035887** |
| **Chemicals 1.1%** | **Chemicals 1.1%** | **Chemicals 1.1%** |
| &nbsp;&nbsp; 1841400 | &nbsp;&nbsp; Olympus Water US Holding Corporation, Term Loan B, (3M USD LIBOR + 3.75%), 8.50%, due <br> 11/9/2028<br>| &nbsp;&nbsp; 1799453 |
| &nbsp;&nbsp; 1141375 | &nbsp;&nbsp; PEARLS (Netherlands) Bidco B.V., Term Loan B, (3M CME Term SOFR + 3.75%), 8.43%, due <br> 2/26/2029<br>| &nbsp;&nbsp; 1131388<sup>(e)</sup> |
| &nbsp;&nbsp; 1685775 | PMHC II, Inc., Term Loan B, (3M CME Term SOFR + 4.25%), 9.08%, due 4/23/2029 | &nbsp;&nbsp; 1470839 |
| Valcour Packaging LLC |  |  |
| &nbsp;&nbsp; 600226 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (6M USD LIBOR + 3.75%), 7.98%, due 10/4/2028 | &nbsp;&nbsp; 495186<sup>(e)</sup> |
| &nbsp;&nbsp; 525000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.00%), 11.23%, due 10/4/2029 | &nbsp;&nbsp; 367500<sup>(e)</sup> |
|  |  | **5264366** |
| **Chemicals & Plastics 1.9%** | **Chemicals & Plastics 1.9%** | **Chemicals & Plastics 1.9%** |
| &nbsp;&nbsp; 879738 | Avient Corporation, Term Loan B, (3M CME Term SOFR + 3.25%), 7.93%, due 8/29/2029 | &nbsp;&nbsp; 881058 |
| &nbsp;&nbsp; 1007430 | Charter NEX US, Inc., Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 12/1/2027 | &nbsp;&nbsp; 1000771 |
| &nbsp;&nbsp; 1705000 | Ineos US Finance LLC, Term Loan B, (1M CME Term SOFR + 3.75%), 8.41%, due 11/8/2027 | &nbsp;&nbsp; 1701658<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1051337 | SCIH Salt Holdings, Inc., Term Loan B, (3M USD LIBOR + 4.00%), 8.83%, due 3/16/2027 | &nbsp;&nbsp; 1028996 |
| &nbsp;&nbsp; 900900 | Sparta U.S. HoldCo LLC, Term Loan, (1M USD LIBOR + 3.00%), 7.37%, due 8/2/2028 | &nbsp;&nbsp; 896774 |
| &nbsp;&nbsp; 2456670 | Starfruit Finco B.V., Term Loan B, (3M USD LIBOR + 2.75%), 7.53%, due 10/1/2025 | &nbsp;&nbsp; 2429032 |
| &nbsp;&nbsp; 680650 | W.R. Grace & Co.-Conn., Term Loan B, (3M USD LIBOR + 3.75%), 8.50%, due 9/22/2028 | &nbsp;&nbsp; 675790 |
|  |  | **8614079** |
| **Clothing - Textiles 0.8%** | **Clothing - Textiles 0.8%** | **Clothing - Textiles 0.8%** |
| S&S Holdings LLC |  |  |
| &nbsp;&nbsp; 1575925 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 5.00%), 9.46%, due 3/11/2028 | &nbsp;&nbsp; 1505670 |
| &nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 8.75%), 13.21%, due 3/9/2029 | &nbsp;&nbsp; 202500<sup>(e)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Clothing - Textiles – cont'd** | **Clothing - Textiles – cont'd** | **Clothing - Textiles – cont'd** |
| $1918312 | Varsity Brands, Inc., Term Loan B, (1M USD LIBOR + 3.50%), 8.07%, due 12/15/2024 | $1899129 |
|  |  | **3607299** |
| **Commercial Services 0.4%** | **Commercial Services 0.4%** | **Commercial Services 0.4%** |
| &nbsp;&nbsp; 330000 | &nbsp;&nbsp; Foundational Education Group, Inc., Second Lien Term Loan, (3M CME Term SOFR + 6.50%), <br> 11.34%, due 8/31/2029<br>| &nbsp;&nbsp; 272250 |
| &nbsp;&nbsp; 1810463 | R1 RCM, Inc., Term Loan B, (1M CME Term SOFR + 3.00%), 7.55%, due 6/21/2029 | &nbsp;&nbsp; 1808199 |
|  |  | **2080449** |
| **Communication Services 0.2%** | **Communication Services 0.2%** | **Communication Services 0.2%** |
| &nbsp;&nbsp; 821700 | &nbsp;&nbsp; Foundational Education Group, Inc., First Lien Term Loan, (3M CME Term SOFR + 3.75%), 8.59%, <br> due 8/31/2028<br>| **747747**<sup>(e)</sup> |
| **Conglomerate 0.0%**<sup>(j)</sup> | **Conglomerate 0.0%**<sup>(j)</sup> | **Conglomerate 0.0%**<sup>(j)</sup> |
| &nbsp;&nbsp; 92200 | Bright Bidco B.V., Term Loan, (3M CME Term SOFR + 9.00%), 13.68%, due 10/31/2027 | **79782** |
| **Containers & Glass Products 1.3%** | **Containers & Glass Products 1.3%** | **Containers & Glass Products 1.3%** |
| &nbsp;&nbsp; 791544 | Anchor Packaging, Inc., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 7/18/2026 | &nbsp;&nbsp; 761371 |
| &nbsp;&nbsp; 1494323 | BWAY Holding Company, Term Loan B, (1M USD LIBOR + 3.25%), 7.62%, due 4/3/2024 | &nbsp;&nbsp; 1479380 |
| &nbsp;&nbsp; 1306725 | &nbsp;&nbsp; Klockner-Pentaplast of America, Inc., Term Loan B, (6M CME Term SOFR + 4.75%), 8.26%, due <br> 2/12/2026<br>| &nbsp;&nbsp; 1156451 |
| &nbsp;&nbsp; 663276 | Spa Holdings 3 Oy, Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 2/4/2028 | &nbsp;&nbsp; 651668 |
| &nbsp;&nbsp; 664628 | TricorBraun Holdings, Inc., Term Loan, (1M USD LIBOR + 3.25%), 7.82%, due 3/3/2028 | &nbsp;&nbsp; 645221 |
| &nbsp;&nbsp; 1121421 | Trident TPI Holdings, Inc., Term Loan, (3M USD LIBOR + 4.00%), 8.73%, due 9/15/2028 | &nbsp;&nbsp; 1098791 |
|  |  | **5792882** |
| **Cosmetics - Toiletries 0.4%** | **Cosmetics - Toiletries 0.4%** | **Cosmetics - Toiletries 0.4%** |
| &nbsp;&nbsp; 1666263 | Sunshine Luxembourg VII SARL, Term Loan B3, (3M USD LIBOR + 3.75%), 8.48%, due 10/1/2026 | **1630855** |
| **Diversified Financial Services 0.4%** | **Diversified Financial Services 0.4%** | **Diversified Financial Services 0.4%** |
| &nbsp;&nbsp; 819630 | Eisner Advisory Group LLC, Term Loan, (1M CME Term SOFR + 5.25%), 9.93%, due 7/28/2028 | &nbsp;&nbsp; 803237<sup>(e)</sup> |
| &nbsp;&nbsp; 856350 | &nbsp;&nbsp; Superannuation and Investments US LLC, Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due <br> 12/1/2028<br>| &nbsp;&nbsp; 853318 |
|  |  | **1656555** |
| **Diversified Insurance 1.2%** | **Diversified Insurance 1.2%** | **Diversified Insurance 1.2%** |
| &nbsp;&nbsp; 3028413 | Gainwell Acquisition Corp., Term Loan B, (3M USD LIBOR + 4.00%), 8.73%, due 10/1/2027 | &nbsp;&nbsp; 2952461 |
| &nbsp;&nbsp; 2538012 | Hub International Limited, Term Loan B, (3M USD LIBOR + 3.25%), 7.95% – 8.06%, due 4/25/2025 | &nbsp;&nbsp; 2534611<sup>(g)</sup> |
|  |  | **5487072** |
| **Ecological Services & Equipment 0.3%** | **Ecological Services & Equipment 0.3%** | **Ecological Services & Equipment 0.3%** |
| &nbsp;&nbsp; 1391894 | Denali Water Solutions, Term Loan B, (3M USD LIBOR + 4.25%), 8.98%, due 3/27/2028 | **1217907**<sup>(e)</sup> |
| **Electric 0.1%** | **Electric 0.1%** | **Electric 0.1%** |
| &nbsp;&nbsp; 16735 | Generation Bridge Acquisition, LLC, Term Loan C, (3M USD LIBOR + 5.00%), 9.73%, due 12/1/2028 | &nbsp;&nbsp; 16656 |
| Generation Bridge II, LLC |  |  |
| &nbsp;&nbsp; 603659 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M CME Term SOFR + 5.00%), 9.68%, due 2/23/2029 | &nbsp;&nbsp; 602651 |
| &nbsp;&nbsp; 78356 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M CME Term SOFR + 5.00%), 9.68%, due 2/23/2029 | &nbsp;&nbsp; 78225 |
|  |  | **697532** |
| **Electric Utilities 0.2%** | **Electric Utilities 0.2%** | **Electric Utilities 0.2%** |
| &nbsp;&nbsp; 760397 | Generation Bridge Acquisition, LLC, Term Loan B, (3M USD LIBOR + 5.00%), 9.73%, due 12/1/2028 | **756831** |
| **Electronics - Electrical 8.5%** | **Electronics - Electrical 8.5%** | **Electronics - Electrical 8.5%** |
| &nbsp;&nbsp; 1004700 | Ahead DB Holdings, LLC, Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 10/18/2027 | &nbsp;&nbsp; 987118 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Electronics - Electrical – cont'd** | **Electronics - Electrical – cont'd** | **Electronics - Electrical – cont'd** |
| $581150 | &nbsp;&nbsp; AQA Acquisition Holding, Inc., First Lien Term Loan, (3M USD LIBOR + 4.25%), 8.98%, due <br> 3/3/2028<br>| $559357 |
| &nbsp;&nbsp; 2515537 | Cloudera, Inc., Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 10/8/2028 | &nbsp;&nbsp; 2411469 |
| &nbsp;&nbsp; 1736195 | CommScope, Inc., Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 4/6/2026 | &nbsp;&nbsp; 1697565 |
| Confluence Technologies, Inc |  |  |
| &nbsp;&nbsp; 890092 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 3.75%), 8.58%, due 7/31/2028 | &nbsp;&nbsp; 809984<sup>(e)(h)(i)</sup> |
| &nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.50%), 11.33%, due 7/30/2029 | &nbsp;&nbsp; 276800<sup>(e)</sup> |
| Epicor Software Corporation |  |  |
| &nbsp;&nbsp; 1768094 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.25%), 7.82%, due 7/30/2027 | &nbsp;&nbsp; 1734606 |
| &nbsp;&nbsp; 90000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 7.75%), 12.32%, due 7/31/2028 | &nbsp;&nbsp; 89644 |
| &nbsp;&nbsp; 1629208 | Finastra USA, Inc., First Lien Term Loan, (3M USD LIBOR + 3.50%), 8.33%, due 6/13/2024 | &nbsp;&nbsp; 1527383 |
| &nbsp;&nbsp; 842884 | Flexera Software LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.32%, due 3/3/2028 | &nbsp;&nbsp; 832348 |
| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; Go Daddy Operating Company, LLC, Term Loan B5, (1M CME Term SOFR + 3.25%), 7.81%, due <br> 11/9/2029<br>| &nbsp;&nbsp; 1002630 |
| &nbsp;&nbsp; 657283 | Hyland Software, Inc., Second Lien Term Loan, (1M USD LIBOR + 6.25%), 10.82%, due 7/7/2025 | &nbsp;&nbsp; 622539 |
| &nbsp;&nbsp; 781088 | IGT Holding IV AB, Term Loan B2, (3M USD LIBOR + 3.40%), 8.13%, due 3/31/2028 | &nbsp;&nbsp; 779135 |
| Imprivata, Inc. |  |  |
| &nbsp;&nbsp; 373350 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 12/1/2027 | &nbsp;&nbsp; 364416 |
| &nbsp;&nbsp; 1194000 | &nbsp;&nbsp;&nbsp; Term Loan, (1M SOFR + 4.25%), 8.81%, due 12/1/2027 | &nbsp;&nbsp; 1171015 |
| &nbsp;&nbsp; 2332525 | Ingram Micro, Inc., Term Loan B, (3M USD LIBOR + 3.50%), 8.23%, due 6/30/2028 | &nbsp;&nbsp; 2321842 |
| Ivanti Software, Inc. |  |  |
| &nbsp;&nbsp; 491250 | &nbsp;&nbsp;&nbsp; Term Loan B, (3M USD LIBOR + 4.00%), 8.73%, due 12/1/2027 | &nbsp;&nbsp; 403748 |
| &nbsp;&nbsp; 1313425 | &nbsp;&nbsp;&nbsp; Term Loan B, (3M USD LIBOR + 4.25%), 9.01%, due 12/1/2027 | &nbsp;&nbsp; 1083300 |
| Maverick Bidco, Inc. |  |  |
| &nbsp;&nbsp; 602413 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 3.75%), 8.58%, due 5/18/2028 | &nbsp;&nbsp; 571540 |
| &nbsp;&nbsp; 245000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.75%), 11.58%, due 5/18/2029 | &nbsp;&nbsp; 221725<sup>(e)</sup> |
| &nbsp;&nbsp; 3020417 | McAfee, LLC, Term Loan B, (1M CME Term SOFR + 3.75%), 8.18%, due 3/1/2029 | &nbsp;&nbsp; 2844870<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1219876 | Netsmart Technologies, Inc., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 10/1/2027 | &nbsp;&nbsp; 1207299 |
| Optiv Security, Inc. |  |  |
| &nbsp;&nbsp; 2308761 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3M USD LIBOR + 3.25%), 7.15%, due 2/1/2024 | &nbsp;&nbsp; 2245755 |
| &nbsp;&nbsp; 280000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.25%), 11.42%, due 1/31/2025 | &nbsp;&nbsp; 255326 |
| &nbsp;&nbsp; 1794710 | Polaris Newco LLC, Term Loan B, (3M USD LIBOR + 4.00%), 8.73%, due 6/2/2028 | &nbsp;&nbsp; 1703287<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 505000 | Proofpoint, Inc., Second Lien Term Loan, (3M USD LIBOR + 6.25%), 10.98%, due 8/31/2029 | &nbsp;&nbsp; 484800 |
| &nbsp;&nbsp; 1208028 | Rackspace Technology Global, Inc., Term Loan B, (3M USD LIBOR + 2.75%), 7.38%, due 2/15/2028 | &nbsp;&nbsp; 755646 |
| &nbsp;&nbsp; 500000 | RealPage, Inc., Second Lien Term Loan, (1M USD LIBOR + 6.50%), 11.07%, due 4/23/2029 | &nbsp;&nbsp; 479500 |
| Redstone Holdco 2 LP |  |  |
| &nbsp;&nbsp; 1668875 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 4.75%), 9.57%, due 4/27/2028 | &nbsp;&nbsp; 1344279 |
| &nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 4.75%), 12.56%, due 4/27/2029 | &nbsp;&nbsp; 270000 |
| &nbsp;&nbsp; 463579 | Riverbed Technology, Inc., Term Loan, (3M USD LIBOR + 6.00%), 10.54%, due 12/7/2026 | &nbsp;&nbsp; 199571 |
| &nbsp;&nbsp; 1423962 | S2P Acquisition Borrower, Inc., Term Loan, (1M CME Term SOFR + 4.00%), 8.66%, due 8/14/2026 | &nbsp;&nbsp; 1412399 |
| &nbsp;&nbsp; 1168200 | &nbsp;&nbsp; Storable, Inc., Term Loan B, (1M CME Term SOFR + 3.50%, 3M CME Term SOFR + 3.50%), 8.06% – <br> 8.29%, due 4/17/2028<br>| &nbsp;&nbsp; 1138119<sup>(g)</sup> |
| &nbsp;&nbsp; 1017450 | Token Buyer, Inc., Term Loan B, (3M CME Term SOFR + 6.00%), 10.73%, due 5/31/2029 | &nbsp;&nbsp; 951316<sup>(e)</sup> |
| Ultimate Software Group, Inc. (The) |  |  |
| &nbsp;&nbsp; 1421005 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 3.25%), 8.03%, due 5/4/2026 | &nbsp;&nbsp; 1396322 |
| &nbsp;&nbsp; 1565000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 5.25%), 10.03%, due 5/3/2027 | &nbsp;&nbsp; 1492055 |
| Vision Solutions, Inc. |  |  |
| &nbsp;&nbsp; 873771 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 4.00%), 8.82%, due 4/24/2028 | &nbsp;&nbsp; 765860 |
| &nbsp;&nbsp; 835000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.25%), 12.07%, due 4/23/2029 | &nbsp;&nbsp; 637906 |
|  |  | **39052474** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Entertainment 0.9%** | **Entertainment 0.9%** | **Entertainment 0.9%** |
| $997826 | 888 Acquisitions Limited, Term Loan B, (3M CME Term SOFR + 5.25%), 9.93%, due 7/1/2028 | $858130 |
| &nbsp;&nbsp; 2395000 | &nbsp;&nbsp; Formula One Holdings Limited., Term Loan B, (1M CME Term SOFR + 3.25%), 7.81%, due <br> 1/15/2030<br>| &nbsp;&nbsp; 2400485 |
| &nbsp;&nbsp; 990025 | Great Canadian Gaming Corporation, Term Loan, (3M USD LIBOR + 4.00%), 8.75%, due 11/1/2026 | &nbsp;&nbsp; 983224 |
|  |  | **4241839** |
| **Equipment Leasing 0.2%** | **Equipment Leasing 0.2%** | **Equipment Leasing 0.2%** |
| &nbsp;&nbsp; 1163350 | &nbsp;&nbsp; PECF USS Intermediate Holding III Corporation, Term Loan B, (1M USD LIBOR + 4.25%), 8.82%, due <br> 12/15/2028<br>| **991616** |
| **Financial Intermediaries 5.7%** | **Financial Intermediaries 5.7%** | **Financial Intermediaries 5.7%** |
| &nbsp;&nbsp; 1106000 | Apex Group Treasury LLC, Term Loan, (3M USD LIBOR + 3.75%), 8.26%, due 7/27/2028 | &nbsp;&nbsp; 1082498 |
| &nbsp;&nbsp; 972563 | AssuredPartners, Inc., Term Loan B4, (1M CME Term SOFR + 4.25%), 8.81%, due 2/12/2027 | &nbsp;&nbsp; 971755<sup>(h)(i)</sup> |
| Asurion LLC |  |  |
| &nbsp;&nbsp; 2785000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B3, (1M USD LIBOR + 5.25%), 9.82%, due 1/31/2028 | &nbsp;&nbsp; 2312942 |
| &nbsp;&nbsp; 1375000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan B4, (1M USD LIBOR + 5.25%), 9.82%, due 1/20/2029 | &nbsp;&nbsp; 1147273 |
| &nbsp;&nbsp; 2374322 | &nbsp;&nbsp; Blackstone Mortgage Trust, Inc., Term Loan B4, (1M CME Term SOFR + 3.50%), 8.06%, due <br> 5/9/2029<br>| &nbsp;&nbsp; 2344643<sup>(e)</sup> |
| &nbsp;&nbsp; 1146362 | Camelot U.S. Acquisition LLC, Term Loan B, (1M USD LIBOR + 3.00%), 7.52%, due 10/30/2026 | &nbsp;&nbsp; 1144574 |
| &nbsp;&nbsp; 2543625 | Citco Group Limited (The), Term Loan B, (3M CME Term SOFR + 3.50%), 8.17%, due 4/19/2028 | &nbsp;&nbsp; 2543625<sup>(e)</sup> |
| Edelman Financial Center, LLC |  |  |
| &nbsp;&nbsp; 710000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 6.75%), 11.32%, due 7/20/2026 | &nbsp;&nbsp; 665625 |
| &nbsp;&nbsp; 1410693 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.50%), 8.07%, due 4/7/2028 | &nbsp;&nbsp; 1380011 |
| &nbsp;&nbsp; 2423925 | Focus Financial Partners, LLC, Term Loan B5, (1M CME Term SOFR + 3.25%), 7.81%, due 6/30/2028 | &nbsp;&nbsp; 2421986 |
| &nbsp;&nbsp; 1396500 | Galaxy US Opco, Inc., Term Loan, (3M CME Term SOFR + 4.75%), 9.31%, due 4/29/2029 | &nbsp;&nbsp; 1269069 |
| &nbsp;&nbsp; 1153765 | GT Polaris, Inc., Term Loan, (3M USD LIBOR + 3.75%), 8.58%, due 9/24/2027 | &nbsp;&nbsp; 1092616 |
| &nbsp;&nbsp; 2130000 | Guggenheim Partners, LLC, Term Loan B, (3M CME Term SOFR + 3.25%), 7.83%, due 12/12/2029 | &nbsp;&nbsp; 2127870<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1071900 | Mediaocean LLC, Term Loan, (1M USD LIBOR + 3.50%), 8.07%, due 12/15/2028 | &nbsp;&nbsp; 1009933 |
| &nbsp;&nbsp; 1491263 | OEG Borrower, LLC, Term Loan, (3M CME Term SOFR + 5.00%), 9.60%, due 6/18/2029 | &nbsp;&nbsp; 1476350<sup>(e)</sup> |
| Sedgwick Claims Management Services, Inc. |  |  |
| &nbsp;&nbsp; 728575 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.75%), 8.32%, due 9/3/2026 | &nbsp;&nbsp; 727358 |
| &nbsp;&nbsp; 245913 | &nbsp;&nbsp;&nbsp; Term Loan B3, (1M USD LIBOR + 4.25%), 8.82%, due 9/3/2026 | &nbsp;&nbsp; 245809 |
| &nbsp;&nbsp; 2320000 | &nbsp;&nbsp; Starwood Property Trust, Inc., Term Loan B, (1M CME Term SOFR + 3.25%), 7.81%, due <br> 11/18/2027<br>| &nbsp;&nbsp; 2303574 |
|  |  | **26267511** |
| **Food Products 0.8%** | **Food Products 0.8%** | **Food Products 0.8%** |
| &nbsp;&nbsp; 2320000 | &nbsp;&nbsp; Nomad Foods Europe Midco Limited, Term Loan B, (3M CME Term SOFR + 3.75%), 8.23%, due <br> 11/12/2029<br>| &nbsp;&nbsp; 2324199 |
| &nbsp;&nbsp; 667317 | Sovos Brands Intermediate, Inc., Term Loan, (3M USD LIBOR + 3.50%), 8.33%, due 6/8/2028 | &nbsp;&nbsp; 654999 |
| &nbsp;&nbsp; 510900 | WOOF Holdings, Inc., First Lien Term Loan, (1M USD LIBOR + 3.75%), 8.26%, due 12/21/2027 | &nbsp;&nbsp; 485355<sup>(e)</sup> |
|  |  | **3464553** |
| **Health Care 9.4%** | **Health Care 9.4%** | **Health Care 9.4%** |
| &nbsp;&nbsp; 3510731 | Athenahealth, Inc., Term Loan B, (1M CME Term SOFR + 3.50%), 8.01%, due 2/15/2029 | &nbsp;&nbsp; 3320554 |
| &nbsp;&nbsp; 1811076 | &nbsp;&nbsp; Auris Luxembourg III S.a.r.l., Term Loan B2, (3M USD LIBOR + 3.75%, 6M USD LIBOR + 3.75%), <br> 8.50% – 8.68%, due 2/27/2026<br>| &nbsp;&nbsp; 1643171<sup>(g)</sup> |
| Aveanna Healthcare, LLC |  |  |
| &nbsp;&nbsp; 1019094 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.75%), 8.30%, due 7/17/2028 | &nbsp;&nbsp; 826740<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 905000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 7.00%), 11.55%, due 12/10/2029 | &nbsp;&nbsp; 579200<sup>(e)</sup> |
| &nbsp;&nbsp; 804813 | Bella Holding Company, LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.41%, due 5/10/2028 | &nbsp;&nbsp; 783018 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Health Care – cont'd** | **Health Care – cont'd** | **Health Care – cont'd** |
| Confluent Health, LLC |  |  |
| $1025038 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 11/30/2028 | $879821 |
| &nbsp;&nbsp; 160034 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 4.00%), 8.57%, due 11/30/2028 | &nbsp;&nbsp; 137362 |
| &nbsp;&nbsp; 1607850 | &nbsp;&nbsp; Confluent Medical Technologies, Inc., Term Loan, (3M CME Term SOFR + 3.75%), 8.33%, due <br> 2/16/2029<br>| &nbsp;&nbsp; 1555595<sup>(e)</sup> |
| &nbsp;&nbsp; 1980286 | Curium BidCo S.a r.l., Term Loan, (3M USD LIBOR + 4.25%), 8.98%, due 12/2/2027 | &nbsp;&nbsp; 1975335<sup>(e)</sup> |
| &nbsp;&nbsp; 1215813 | Electron BidCo, Inc., Term Loan, (1M USD LIBOR + 3.00%), 7.57%, due 11/1/2028 | &nbsp;&nbsp; 1207557 |
| Envision Healthcare Corporation |  |  |
| &nbsp;&nbsp; 1071686 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 3.75%), 8.33%, due 3/31/2027 | &nbsp;&nbsp; 262563 |
| &nbsp;&nbsp; 2278881 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 4.25%), 8.83%, due 3/31/2027 | &nbsp;&nbsp; 905855 |
| &nbsp;&nbsp; 413346 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 7.88%), 12.61%, due 3/31/2027 | &nbsp;&nbsp; 360644 |
| &nbsp;&nbsp; 515038 | Heartland Dental, LLC, First Lien Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 4/30/2025 | &nbsp;&nbsp; 492289<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1680000 | Impala Bidco 0 Limited, Term Loan, (1M SOFR + 4.60%), 8.90%, due 6/8/2028 | &nbsp;&nbsp; 1545600<sup>(e)</sup> |
| &nbsp;&nbsp; 842175 | Insulet Corporation, Term Loan B, (3M CME Term SOFR + 3.25%), 7.93%, due 5/4/2028 | &nbsp;&nbsp; 840600 |
| MedAssets Software Intermediate Holdings, Inc. |  |  |
| &nbsp;&nbsp; 1285538 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 4.00%), 8.57%, due 12/18/2028 | &nbsp;&nbsp; 1160198 |
| &nbsp;&nbsp; 860000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 6.75%), 11.32%, due 12/17/2029 | &nbsp;&nbsp; 588025 |
| &nbsp;&nbsp; 798950 | Medline Borrower, LP, Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 10/23/2028 | &nbsp;&nbsp; 774870 |
| &nbsp;&nbsp; 3158515 | MPH Acquisition Holdings LLC, Term Loan B, (3M USD LIBOR + 4.25%), 8.98%, due 9/1/2028 | &nbsp;&nbsp; 2834262 |
| National Mentor Holdings, Inc. |  |  |
| &nbsp;&nbsp; 588848 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.75%, 3M USD LIBOR + 3.75%), 8.32% – 8.48%, due 3/2/2028 | &nbsp;&nbsp; 429494<sup>(g)</sup> |
| &nbsp;&nbsp; 19242 | &nbsp;&nbsp;&nbsp; Term Loan C, (3M USD LIBOR + 3.75%), 8.48%, due 3/2/2028 | &nbsp;&nbsp; 14035 |
| &nbsp;&nbsp; 410000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.25%), 11.98%, due 3/2/2029 | &nbsp;&nbsp; 264450 |
| &nbsp;&nbsp; 1622298 | Navicure, Inc., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 10/22/2026 | &nbsp;&nbsp; 1609125 |
| &nbsp;&nbsp; 1220775 | &nbsp;&nbsp; Parexel International Corporation, First Lien Term Loan, (1M USD LIBOR + 3.25%), 7.82%, due <br> 11/15/2028<br>| &nbsp;&nbsp; 1209812 |
| &nbsp;&nbsp; 1608352 | &nbsp;&nbsp; Pearl Intermediate Parent LLC, Second Lien Term Loan, (1M USD LIBOR + 6.25%), 10.82%, due <br> 2/13/2026<br>| &nbsp;&nbsp; 1447517 |
| &nbsp;&nbsp; 1738752 | PetVet Care Centers, LLC, Term Loan B3, (1M USD LIBOR + 3.50%), 8.07%, due 2/14/2025 | &nbsp;&nbsp; 1647902<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 736875 | Project Ruby Ultimate Parent Corp., Term Loan, (1M USD LIBOR + 3.25%), 7.82%, due 3/10/2028 | &nbsp;&nbsp; 710281 |
| &nbsp;&nbsp; 428475 | Quantum Health, Inc., Term Loan, (1M USD LIBOR + 4.50%), 9.07%, due 12/22/2027 | &nbsp;&nbsp; 377058<sup>(e)</sup> |
| &nbsp;&nbsp; 849719 | &nbsp;&nbsp; RegionalCare Hospital Partners Holdings, Inc., Term Loan B, (3M USD LIBOR + 3.75%), 8.58%, due <br> 11/16/2025<br>| &nbsp;&nbsp; 824466 |
| &nbsp;&nbsp; 888288 | Sharp Midco LLC, Term Loan B, (3M USD LIBOR + 4.00%), 8.73%, due 12/31/2028 | &nbsp;&nbsp; 870522<sup>(e)</sup> |
| &nbsp;&nbsp; 215000 | &nbsp;&nbsp; Sound Inpatient Physicians, Second Lien Term Loan, (3M USD LIBOR + 6.75%), 11.58%, due <br> 6/26/2026<br>| &nbsp;&nbsp; 165550 |
| &nbsp;&nbsp; 1445277 | Southern Veterinary Partners, LLC, Term Loan, (1M USD LIBOR + 4.00%), 8.57%, due 10/5/2027 | &nbsp;&nbsp; 1393796 |
| Summit Behavioral Healthcare LLC |  |  |
| &nbsp;&nbsp; 1617775 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3M USD LIBOR + 4.75%), 9.45%, due 11/24/2028 | &nbsp;&nbsp; 1536886<sup>(e)</sup> |
| &nbsp;&nbsp; 360000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.75%), 12.45%, due 11/26/2029 | &nbsp;&nbsp; 316800<sup>(e)</sup> |
| &nbsp;&nbsp; 4108410 | Team Health Holdings, Inc., Term Loan B, (1M CME Term SOFR + 5.25%), 9.81%, due 3/2/2027 | &nbsp;&nbsp; 3399710 |
| Team Services Group |  |  |
| &nbsp;&nbsp; 1337431 | &nbsp;&nbsp;&nbsp; Term Loan, (6M USD LIBOR + 5.00%), 9.93%, due 12/20/2027 | &nbsp;&nbsp; 1297308 |
| &nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (6M USD LIBOR + 9.00%), 13.93%, due 12/18/2028 | &nbsp;&nbsp; 70500<sup>(e)</sup> |
| U.S. Anesthesia Partners, Inc. |  |  |
| &nbsp;&nbsp; 1247813 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 4.25%), 8.62%, due 10/1/2028 | &nbsp;&nbsp; 1188928 |
| &nbsp;&nbsp; 345000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 7.50%), 11.87%, due 10/1/2029 | &nbsp;&nbsp; 315675<sup>(e)</sup> |
| &nbsp;&nbsp; 1398051 | Verscend Holding Corp., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 8/27/2025 | &nbsp;&nbsp; 1394053 |
|  |  | **43157127** |

---

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 0.2%** | **Health Care Providers & Services 0.2%** | **Health Care Providers & Services 0.2%** |
| $975150 | &nbsp;&nbsp; AEA International Holdings (Lux) S.a.r.l., Term Loan B, (3M USD LIBOR + 3.75%), 8.50%, due <br> 9/7/2028<br>| **$971493**<sup>(e)</sup> |
| **Home Furnishings 0.2%** | **Home Furnishings 0.2%** | **Home Furnishings 0.2%** |
| &nbsp;&nbsp; 494737 | Hoffmaster Group, Inc., First Lien Term Loan, (3M USD LIBOR + 4.00%), 8.73%, due 11/21/2023 | &nbsp;&nbsp; 446500 |
| &nbsp;&nbsp; 341666 | Weber-Stephen Products LLC, Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 10/30/2027 | &nbsp;&nbsp; 298274 |
|  |  | **744774** |
| **Independent Power & Renewable Electricity Producers 0.3%** | **Independent Power & Renewable Electricity Producers 0.3%** | **Independent Power & Renewable Electricity Producers 0.3%** |
| Parkway Generation, LLC |  |  |
| &nbsp;&nbsp; 1077301 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M CME Term SOFR + 4.75%), 9.43%, due 2/18/2029 | &nbsp;&nbsp; 1061141 |
| &nbsp;&nbsp; 139986 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M CME Term SOFR + 4.75%), 9.43%, due 2/18/2029 | &nbsp;&nbsp; 137641 |
|  |  | **1198782** |
| **Industrial Equipment 5.7%** | **Industrial Equipment 5.7%** | **Industrial Equipment 5.7%** |
| Apex Tool Group, LLC |  |  |
| &nbsp;&nbsp; 1139275 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 5.25%), 9.83%, due 2/8/2029 | &nbsp;&nbsp; 993311 |
| &nbsp;&nbsp; 455000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M CME Term SOFR + 10.00%), 14.66%, due 2/8/2030 | &nbsp;&nbsp; 370065 |
| &nbsp;&nbsp; 1514475 | AZZ, Inc., Term Loan B, (1M CME Term SOFR + 4.25%), 8.91%, due 5/13/2029 | &nbsp;&nbsp; 1514202 |
| BCPE Empire Holdings, Inc. |  |  |
| &nbsp;&nbsp; 1346086 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 6/11/2026 | &nbsp;&nbsp; 1327295 |
| &nbsp;&nbsp; 648450 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 4.00%), 8.57%, due 6/11/2026 | &nbsp;&nbsp; 638924 |
| &nbsp;&nbsp; 1890000 | Chart Industries, Inc., Term Loan B, (USD LIBOR), due 12/7/2029 | &nbsp;&nbsp; 1890794<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1860297 | Circor International, Inc., Term Loan B, (1M USD LIBOR + 5.50%), 10.07%, due 12/20/2028 | &nbsp;&nbsp; 1827742 |
| &nbsp;&nbsp; 1722600 | CMBF LLC, Term Loan, (1M USD LIBOR + 6.00%), 10.46%, due 8/2/2028 | &nbsp;&nbsp; 1558953<sup>(e)</sup> |
| &nbsp;&nbsp; 814834 | Crosby US Acquisition Corp., Term Loan B, (3M USD LIBOR + 4.75%), 9.50%, due 6/26/2026 | &nbsp;&nbsp; 791921 |
| Engineered Machinery Holdings, Inc. |  |  |
| &nbsp;&nbsp; 1934480 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 3.75%), 8.48%, due 5/19/2028 | &nbsp;&nbsp; 1922738 |
| &nbsp;&nbsp; 330000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.00%), 10.73%, due 5/21/2029 | &nbsp;&nbsp; 298650 |
| &nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.50%), 11.23%, due 5/21/2029 | &nbsp;&nbsp; 451665 |
| Fluid-Flow Products, Inc. |  |  |
| &nbsp;&nbsp; 1119442 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 3.75%), 8.48%, due 3/31/2028 | &nbsp;&nbsp; 1092508 |
| &nbsp;&nbsp; 550000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.75%), 11.48%, due 3/29/2029 | &nbsp;&nbsp; 514250 |
| &nbsp;&nbsp; 2134650 | Gates Global LLC, Term Loan B4, (1M CME Term SOFR + 3.50%), 8.06%, due 11/16/2029 | &nbsp;&nbsp; 2134650 |
| &nbsp;&nbsp; 1389763 | Groupe Solmax, Inc., Term Loan, (3M USD LIBOR + 4.75%), 9.48%, due 5/29/2028 | &nbsp;&nbsp; 1158715 |
| &nbsp;&nbsp; 1022438 | Hayward Industries, Inc., Term Loan, (1M CME Term SOFR + 3.25%), 7.91%, due 5/30/2028 | &nbsp;&nbsp; 999433<sup>(e)</sup> |
| &nbsp;&nbsp; 1901050 | Madison IAQ LLC, Term Loan, (3M USD LIBOR + 3.25%), 7.99%, due 6/21/2028 | &nbsp;&nbsp; 1815902 |
| &nbsp;&nbsp; 1633961 | Pro Mach Group, Inc., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 8/31/2028 | &nbsp;&nbsp; 1627833 |
| &nbsp;&nbsp; 1394762 | Restaurant Technologies, Inc., Term Loan B, (3M CME Term SOFR + 4.25%), 8.83%, due 4/2/2029 | &nbsp;&nbsp; 1387035 |
| &nbsp;&nbsp; 537403 | SPX Flow, Inc., Term Loan, (1M CME Term SOFR + 4.50%), 9.16%, due 4/5/2029 | &nbsp;&nbsp; 517057 |
| &nbsp;&nbsp; 1121929 | Star US Bidco LLC, Term Loan B, (3M USD LIBOR + 4.25%), 8.98%, due 3/17/2027 | &nbsp;&nbsp; 1099490<sup>(e)</sup> |
|  |  | **25933133** |
| **Internet 0.3%** | **Internet 0.3%** | **Internet 0.3%** |
| &nbsp;&nbsp; 1301738 | WatchGuard Technologies Inc., Term Loan, (1M CME Term SOFR + 5.25%), 9.81%, due 7/2/2029 | **1262685** |
| **Leisure Goods - Activities - Movies 1.4%** | **Leisure Goods - Activities - Movies 1.4%** | **Leisure Goods - Activities - Movies 1.4%** |
| &nbsp;&nbsp; 347013 | Banijay Entertainment S.A.S, Term Loan, (1M USD LIBOR + 3.75%), 8.12%, due 3/1/2025 | &nbsp;&nbsp; 346364 |
| &nbsp;&nbsp; 743138 | Carnival Corporation, Term Loan B, (1M USD LIBOR + 3.00%), 7.57%, due 6/30/2025 | &nbsp;&nbsp; 730400 |
| &nbsp;&nbsp; 995000 | &nbsp;&nbsp; Creative Artists Agency, LLC, Term Loan B2, (1M CME Term SOFR + 4.25%), 8.81%, due <br> 11/27/2026<br>| &nbsp;&nbsp; 986294 |
| &nbsp;&nbsp; 361162 | Emerald Expositions Holding, Inc., Term Loan B, (1M USD LIBOR + 2.50%), 7.07%, due 5/22/2024 | &nbsp;&nbsp; 353668 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Leisure Goods - Activities - Movies – cont'd** | **Leisure Goods - Activities - Movies – cont'd** | **Leisure Goods - Activities - Movies – cont'd** |
| Motion Finco S.a.r.l. |  |  |
| $694363 | &nbsp;&nbsp;&nbsp; Term Loan B1, (3M USD LIBOR + 3.25%), 7.98%, due 11/12/2026 | $683655 |
| &nbsp;&nbsp; 93138 | &nbsp;&nbsp;&nbsp; Term Loan B2, (3M USD LIBOR + 3.25%), 7.98%, due 11/12/2026 | &nbsp;&nbsp; 91701 |
| &nbsp;&nbsp; 2181282 | Playtika Holding Corp., Term Loan, (1M USD LIBOR + 2.75%), 7.32%, due 3/13/2028 | &nbsp;&nbsp; 2159971<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1020773 | UFC Holdings, LLC, Term Loan B, (3M USD LIBOR + 2.75%), 7.57%, due 4/29/2026 | &nbsp;&nbsp; 1014710 |
|  |  | **6366763** |
| **Lodging & Casinos 2.4%** | **Lodging & Casinos 2.4%** | **Lodging & Casinos 2.4%** |
| &nbsp;&nbsp; 1120813 | Alterra Mountain Company, Term Loan, (1M USD LIBOR + 3.50%), 8.07%, due 8/17/2028 | &nbsp;&nbsp; 1116609 |
| &nbsp;&nbsp; 672500 | Aristocrat Technologies, Inc., Term Loan B, (3M CME Term SOFR + 2.25%), 6.93%, due 5/24/2029 | &nbsp;&nbsp; 671780 |
| &nbsp;&nbsp; 1675000 | Four Seasons Hotels Limited, Term Loan B, (1M CME Term SOFR + 3.25%), 7.91%, due 11/30/2029 | &nbsp;&nbsp; 1680863 |
| &nbsp;&nbsp; 3470000 | &nbsp;&nbsp; GVC Holdings (Gibraltar) Limited, Term Loan B2, (3M CME Term SOFR + 3.50%), 8.18%, due <br> 10/31/2029<br>| &nbsp;&nbsp; 3472603 |
| &nbsp;&nbsp; 1655850 | Scientific Games Holdings LP, Term Loan B, (3M CME Term SOFR + 3.50%), 8.10%, due 4/4/2029 | &nbsp;&nbsp; 1626691 |
| Stars Group Holdings B.V. (The) |  |  |
| &nbsp;&nbsp; 845000 | &nbsp;&nbsp;&nbsp; Term Loan, (USD LIBOR), due 7/21/2026 | &nbsp;&nbsp; 843082<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1491263 | &nbsp;&nbsp;&nbsp; Term Loan B, (3M CME Term SOFR + 3.25%), 8.09%, due 7/22/2028 | &nbsp;&nbsp; 1493320 |
|  |  | **10904948** |
| **Nonferrous Metals - Minerals 1.6%** | **Nonferrous Metals - Minerals 1.6%** | **Nonferrous Metals - Minerals 1.6%** |
| &nbsp;&nbsp; 3020128 | Covia Holdings Corporation, Term Loan, (3M USD LIBOR + 4.00%), 8.78%, due 7/31/2026 | &nbsp;&nbsp; 2965011<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1293744 | Ozark Holdings LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.13%, due 12/16/2027 | &nbsp;&nbsp; 1177307 |
| &nbsp;&nbsp; 3415697 | U.S. Silica Company, Term Loan B, (1M USD LIBOR + 4.00%), 8.63%, due 5/1/2025 | &nbsp;&nbsp; 3403367 |
|  |  | **7545685** |
| **Oil & Gas 4.0%** | **Oil & Gas 4.0%** | **Oil & Gas 4.0%** |
| &nbsp;&nbsp; 1953603 | AL GCX Holdings, LLC, Term Loan B, (3M CME Term SOFR + 3.75%), 8.53%, due 5/17/2029 | &nbsp;&nbsp; 1954013 |
| &nbsp;&nbsp; 1185437 | AL NGPL Holdings, LLC, Term Loan B, (3M USD LIBOR + 3.75%), 8.38%, due 4/14/2028 | &nbsp;&nbsp; 1185437 |
| &nbsp;&nbsp; 1974713 | &nbsp;&nbsp; BCP Renaissance Parent LLC, Term Loan B3, (1M CME Term SOFR + 3.50%), 8.06%, due <br> 10/31/2026<br>| &nbsp;&nbsp; 1969065 |
| &nbsp;&nbsp; 1281621 | Brazos Delaware II, LLC, Term Loan B, (1M USD LIBOR + 4.00%), 8.51%, due 5/21/2025 | &nbsp;&nbsp; 1281083 |
| &nbsp;&nbsp; 1681912 | CQP Holdco LP, Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 6/5/2028 | &nbsp;&nbsp; 1683594 |
| &nbsp;&nbsp; 1246760 | Freeport LNG Investments, LLLP, Term Loan B, (3M USD LIBOR + 3.50%), 8.31%, due 12/21/2028 | &nbsp;&nbsp; 1207798 |
| &nbsp;&nbsp; 1039500 | &nbsp;&nbsp; Medallion Midland Acquisition, LLC, Term Loan, (3M CME Term SOFR + 3.75%), 8.59%, due <br> 10/18/2028<br>| &nbsp;&nbsp; 1038201 |
| &nbsp;&nbsp; 1861140 | &nbsp;&nbsp; Oryx Midstream Services Permian Basin LLC, Term Loan B, (3M USD LIBOR + 3.25%), 7.92%, due <br> 10/5/2028<br>| &nbsp;&nbsp; 1854160<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 3061878 | Prairie ECI Acquiror LP, Term Loan B, (1M USD LIBOR + 4.75%), 9.32%, due 3/11/2026 | &nbsp;&nbsp; 3016379<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1782000 | &nbsp;&nbsp; TransMontaigne Operating Company L.P., Term Loan B, (1M USD LIBOR + 3.50%), 8.01% – 8.05%, <br> due 11/17/2028<br>| &nbsp;&nbsp; 1774480<sup>(g)</sup> |
| &nbsp;&nbsp; 1250309 | &nbsp;&nbsp; Waterbridge Midstream Operating LLC, Term Loan B, (3M USD LIBOR + 5.75%), 10.57%, due <br> 6/22/2026<br>| &nbsp;&nbsp; 1235856 |
|  |  | **18200066** |
| **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** |
| &nbsp;&nbsp; 1343000 | Reynolds Group Holdings, Inc., Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 9/24/2028 | &nbsp;&nbsp; 1336285 |
| &nbsp;&nbsp; 975150 | &nbsp;&nbsp; Ring Container Technologies Group, LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.07%, due <br> 8/12/2028<br>| &nbsp;&nbsp; 975150 |
|  |  | **2311435** |
| **Pipelines 0.3%** | **Pipelines 0.3%** | **Pipelines 0.3%** |
| &nbsp;&nbsp; 1600988 | &nbsp;&nbsp; M6 ETX Holdings II Midco LLC, Term Loan B, (3M CME Term SOFR + 4.50%), 9.16%, due <br> 9/19/2029<br>| **1598314** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Professional Services 0.3%** | **Professional Services 0.3%** | **Professional Services 0.3%** |
| $1346400 | Vaco Holdings, LLC, Term Loan, (3M CME Term SOFR + 5.00%), 9.73%, due 1/21/2029 | **$1320590** |
| **Property & Casualty Insurance 0.5%** | **Property & Casualty Insurance 0.5%** | **Property & Casualty Insurance 0.5%** |
| &nbsp;&nbsp; 878875 | Alliant Holdings Intermediate, LLC, Term Loan B4, (1M USD LIBOR + 3.50%), 8.01%, due 11/6/2027 | &nbsp;&nbsp; 876880 |
| &nbsp;&nbsp; 1382500 | Broadstreet Partners, Inc., Term Loan B2, (1M USD LIBOR + 3.25%), 7.82%, due 1/27/2027 | &nbsp;&nbsp; 1360034 |
|  |  | **2236914** |
| **Publishing 0.6%** | **Publishing 0.6%** | **Publishing 0.6%** |
| Ascend Learning, LLC |  |  |
| &nbsp;&nbsp; 2179861 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.50%), 8.07%, due 12/11/2028 | &nbsp;&nbsp; 2075293 |
| &nbsp;&nbsp; 725000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 5.75%), 10.32%, due 12/10/2029 | &nbsp;&nbsp; 626864 |
|  |  | **2702157** |
| **Radio & Television 0.2%** | **Radio & Television 0.2%** | **Radio & Television 0.2%** |
| &nbsp;&nbsp; 292032 | &nbsp;&nbsp; Diamond Sports Group, LLC, Second Lien Term Loan, (3M CME Term SOFR + 3.25%), 8.03%, due <br> 8/24/2026<br>| &nbsp;&nbsp; 22025 |
| &nbsp;&nbsp; 755000 | iHeartCommunications, Inc., Term Loan, (1M USD LIBOR + 3.00%), 7.57%, due 5/1/2026 | &nbsp;&nbsp; 742414 |
|  |  | **764439** |
| **Regional Malls 0.1%** | **Regional Malls 0.1%** | **Regional Malls 0.1%** |
| &nbsp;&nbsp; 400733 | &nbsp;&nbsp; Brookfield Property REIT, Inc., First Lien Term Loan B, (1M CME Term SOFR + 2.50%), 7.16%, due <br> 8/27/2025<br>| **398229** |
| **Retail 0.1%** | **Retail 0.1%** | **Retail 0.1%** |
| &nbsp;&nbsp; 630000 | &nbsp;&nbsp; LIDS Holdings, Inc., Term Loan, (1M CME Term SOFR + 5.50%, 3M CME Term SOFR + 5.50%), <br> 10.08%–10.15%, due 12/14/2026<br>| **592200**<sup>(e)(g)</sup> |
| **Retailers (except food & drug) 2.7%** | **Retailers (except food & drug) 2.7%** | **Retailers (except food & drug) 2.7%** |
| CNT Holdings I Corp. |  |  |
| &nbsp;&nbsp; 1545696 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 3.50%), 8.13%, due 11/8/2027 | &nbsp;&nbsp; 1524196 |
| &nbsp;&nbsp; 655000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 6.75%), 11.38%, due 11/6/2028 | &nbsp;&nbsp; 626069 |
| &nbsp;&nbsp; 860071 | EG America LLC, Term Loan, (3M USD LIBOR + 4.00%), 8.73%, due 2/7/2025 | &nbsp;&nbsp; 826881 |
| &nbsp;&nbsp; 884633 | EG Group Limited, Term Loan, (3M USD LIBOR), 8.98%, due 3/31/2026 | &nbsp;&nbsp; 851459 |
| &nbsp;&nbsp; 3247448 | Great Outdoors Group, LLC, Term Loan B1, (1M USD LIBOR + 3.75%), 8.32%, due 3/6/2028 | &nbsp;&nbsp; 3188182 |
| &nbsp;&nbsp; 1983758 | Les Schwab Tire Centers, Term Loan B, (3M USD LIBOR + 3.25%), 6.58%, due 11/2/2027 | &nbsp;&nbsp; 1976319<sup>(e)</sup> |
| &nbsp;&nbsp; 1036538 | &nbsp;&nbsp; Petco Health and Wellness Company, Inc., Term Loan B, (3M CME Term SOFR + 3.25%), 7.98%, <br> due 3/3/2028<br>| &nbsp;&nbsp; 1024773 |
| &nbsp;&nbsp; 2348594 | PetSmart, Inc., Term Loan B, (1M CME Term SOFR + 3.75%), 8.41%, due 2/11/2028 | &nbsp;&nbsp; 2329523 |
|  |  | **12347402** |
| **Software 1.2%** | **Software 1.2%** | **Software 1.2%** |
| &nbsp;&nbsp; 2405000 | CDK Global, Inc., Term Loan B, (3M CME Term SOFR + 4.50%), 9.08%, due 7/6/2029 | &nbsp;&nbsp; 2398242 |
| &nbsp;&nbsp; 495000 | Cloudera, Inc., Second Lien Term Loan, (1M USD LIBOR + 6.00%), 10.57%, due 10/8/2029 | &nbsp;&nbsp; 434362<sup>(e)</sup> |
| &nbsp;&nbsp; 1197900 | ConnectWise, LLC, Term Loan B, (1M USD LIBOR + 3.50%), 8.07%, due 9/29/2028 | &nbsp;&nbsp; 1151781 |
| Renaissance Holding Corp. |  |  |
| &nbsp;&nbsp; 480000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 7.00%), 11.57%, due 5/29/2026 | &nbsp;&nbsp; 455002 |
| &nbsp;&nbsp; 1164150 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 4.50%), 8.90%, due 3/30/2029 | &nbsp;&nbsp; 1145524 |
|  |  | **5584911** |
| **Specialty Retail 0.3%** | **Specialty Retail 0.3%** | **Specialty Retail 0.3%** |
| &nbsp;&nbsp; 1216927 | &nbsp;&nbsp; Fanatics Commerce Intermediate Holdco, LLC, Term Loan B, (1M USD LIBOR + 3.25%), 7.80%, due <br> 11/24/2028<br>| **1213374** |
| **Steel 0.5%** | **Steel 0.5%** | **Steel 0.5%** |
| &nbsp;&nbsp; 897750 | ChampionX Corporation, Term Loan B1, (1M CME Term SOFR + 3.25%), 7.75%, due 6/7/2029 | &nbsp;&nbsp; 895506 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Steel – cont'd** | **Steel – cont'd** | **Steel – cont'd** |
| $1257311 | &nbsp;&nbsp; TMS International Corp., Term Loan B2, (1M USD LIBOR + 2.75%, 3M USD LIBOR + 2.75%), 7.32% <br> – 7.58%, due 8/14/2024<br>| $1246837<sup>(g)</sup> |
|  |  | **2142343** |
| **Surface Transport 1.6%** | **Surface Transport 1.6%** | **Surface Transport 1.6%** |
| &nbsp;&nbsp; 1662438 | Avis Budget Car Rental, LLC, Term Loan C, (1M CME Term SOFR + 3.50%), 8.16%, due 3/16/2029 | &nbsp;&nbsp; 1658281 |
| Hertz Corporation, (The) |  |  |
| &nbsp;&nbsp; 1608117 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 3.25%), 7.82%, due 6/30/2028 | &nbsp;&nbsp; 1599707<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 307684 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M USD LIBOR + 3.25%), 7.82%, due 6/30/2028 | &nbsp;&nbsp; 306074<sup>(h)(i)</sup> |
| Kenan Advantage Group, Inc. |  |  |
| &nbsp;&nbsp; 1271562 | &nbsp;&nbsp;&nbsp; Term Loan B1, (1M USD LIBOR + 3.75%), 8.32%, due 3/24/2026 | &nbsp;&nbsp; 1254956 |
| &nbsp;&nbsp; 335000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 7.25%), 11.82%, due 9/1/2027 | &nbsp;&nbsp; 309038 |
| &nbsp;&nbsp; 2564448 | PAI Holdco, Inc., Term Loan B, (3M USD LIBOR + 3.75%), 8.58%, due 10/28/2027 | &nbsp;&nbsp; 2346470 |
|  |  | **7474526** |
| **Telecommunications 2.5%** | **Telecommunications 2.5%** | **Telecommunications 2.5%** |
| &nbsp;&nbsp; 427270 | CenturyLink, Inc., Term Loan B, (1M USD LIBOR + 2.25%), 6.82%, due 3/15/2027 | &nbsp;&nbsp; 412619 |
| &nbsp;&nbsp; 1175000 | Ciena Corporation, Term Loan B, (3M CME Term SOFR +2.50%), 6.98%, due 1/18/2030 | &nbsp;&nbsp; 1173531<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 1257300 | Cincinnati Bell, Inc., Term Loan B2, (1M CME Term SOFR + 3.25%), 7.91%, due 11/22/2028 | &nbsp;&nbsp; 1249970 |
| &nbsp;&nbsp; 1503877 | Connect Finco Sarl, Term Loan B, (1M CME Term SOFR + 3.50%), 8.07%, due 12/11/2026 | &nbsp;&nbsp; 1491350 |
| &nbsp;&nbsp; 1441292 | &nbsp;&nbsp; Consolidated Communications, Inc., Term Loan B, (1M USD LIBOR + 3.50%), 8.13%, due <br> 10/2/2027<br>| &nbsp;&nbsp; 1295102 |
| &nbsp;&nbsp; 1491354 | &nbsp;&nbsp; Frontier Communications Corp., First Lien Term Loan, (3M USD LIBOR + 3.75%), 8.50%, due <br> 5/1/2028<br>| &nbsp;&nbsp; 1459200 |
| GTT Communications, Inc. |  |  |
| &nbsp;&nbsp; 261043 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 7.00%), 11.66%, due 12/30/2027 | &nbsp;&nbsp; 205354<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 206954 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 9.00%), 13.54%, due 6/30/2028 | &nbsp;&nbsp; 93130<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 330000 | Telesat Canada, Term Loan B5, (3M USD LIBOR + 2.75%), 7.58%, due 12/7/2026 | &nbsp;&nbsp; 150645 |
| &nbsp;&nbsp; 1890500 | ViaSat, Inc., Term Loan, (1M CME Term SOFR + 4.50%), 9.18%, due 3/2/2029 | &nbsp;&nbsp; 1886360 |
| &nbsp;&nbsp; 918375 | Voyage Australia Pty Limited, Term Loan B, (3M USD LIBOR + 3.50%), 8.40%, due 7/20/2028 | &nbsp;&nbsp; 905747 |
| Zayo Group Holdings, Inc. |  |  |
| &nbsp;&nbsp; 615875 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.00%), 7.57%, due 3/9/2027 | &nbsp;&nbsp; 515413 |
| &nbsp;&nbsp; 803925 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M CME Term SOFR + 4.25%), 8.81%, due 3/9/2027 | &nbsp;&nbsp; 686480 |
|  |  | **11524901** |
| **Transportation 0.9%** | **Transportation 0.9%** | **Transportation 0.9%** |
| &nbsp;&nbsp; 893250 | &nbsp;&nbsp; ASP Dream Acquisition Co., LLC, Term Loan B, (1M CME Term SOFR + 4.25%), 8.91%, due <br> 12/15/2028<br>| &nbsp;&nbsp; 875385 |
| LaserShip, Inc. |  |  |
| &nbsp;&nbsp; 878875 | &nbsp;&nbsp;&nbsp; Term Loan, (3M USD LIBOR + 4.50%), 9.23%, due 5/7/2028 | &nbsp;&nbsp; 648996 |
| &nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.50%), 12.23%, due 5/7/2029 | &nbsp;&nbsp; 217000 |
| &nbsp;&nbsp; 1390000 | Latam Airlines Group S.A., Term Loan B, (3M CME Term SOFR + 9.50%), 14.28%, due 10/11/2027 | &nbsp;&nbsp; 1404776<sup>(e)</sup> |
| Worldwide Express Operations, LLC |  |  |
| &nbsp;&nbsp; 950400 | &nbsp;&nbsp;&nbsp; First Lien Term Loan, (3M USD LIBOR + 4.00%), 8.73%, due 7/26/2028 | &nbsp;&nbsp; 898575 |
| &nbsp;&nbsp; 320000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (3M USD LIBOR + 7.00%), 11.73%, due 7/26/2029 | &nbsp;&nbsp; 264000 |
|  |  | **4308732** |
| **Utilities 2.6%** | **Utilities 2.6%** | **Utilities 2.6%** |
| &nbsp;&nbsp; 255514 | APLP Holdings Limited Partnership, Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 5/14/2027 | &nbsp;&nbsp; 254954 |
| &nbsp;&nbsp; 1482425 | Artera Services, LLC, Term Loan, (3M USD LIBOR + 3.50%), 8.23%, due 3/6/2025 | &nbsp;&nbsp; 1235053 |
| &nbsp;&nbsp; 558056 | &nbsp;&nbsp; CPV Maryland Holding Company II, LLC, Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due <br> 5/11/2028<br>| &nbsp;&nbsp; 552827 |
| &nbsp;&nbsp; 513490 | Eastern Power, LLC, Term Loan B, (3M USD LIBOR + 3.75%), 8.48%, due 10/2/2025 | &nbsp;&nbsp; 453925 |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Utilities – cont'd** | **Utilities – cont'd** | **Utilities – cont'd** |
| $238248 | Edgewater Generation, L.L.C., Term Loan, (1M USD LIBOR + 3.75%), 8.32%, due 12/13/2025 | $226962 |
| &nbsp;&nbsp; 2841147 | Granite Generation LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.32%, due 11/9/2026 | &nbsp;&nbsp; 2764094<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 427786 | Kestrel Acquisition, LLC, Term Loan B, (1M USD LIBOR + 4.25%), 8.82%, due 6/2/2025 | &nbsp;&nbsp; 415757 |
| Lightstone Holdco LLC |  |  |
| &nbsp;&nbsp; 2077096 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M CME Term SOFR + 5.75%), 10.31%, due 1/29/2027 | &nbsp;&nbsp; 1838230<sup>(h)(i)</sup> |
| &nbsp;&nbsp; 117479 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M CME Term SOFR + 5.75%), 10.31%, due 1/29/2027 | &nbsp;&nbsp; 103969<sup>(h)(i)</sup> |
| Lonestar II Generation Holdings LLC |  |  |
| &nbsp;&nbsp; 1010956 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M USD LIBOR + 5.00%), 9.57%, due 4/20/2026 | &nbsp;&nbsp; 993476 |
| &nbsp;&nbsp; 167409 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M USD LIBOR + 5.00%), 9.57%, due 4/20/2026 | &nbsp;&nbsp; 164515 |
| &nbsp;&nbsp; 638106 | Nautilus Power, LLC, Term Loan B, (1M USD LIBOR + 4.25%), 8.82%, due 5/16/2024 | &nbsp;&nbsp; 469921 |
| &nbsp;&nbsp; 844313 | Osmose Utilities Services, Inc., Term Loan, (1M USD LIBOR + 3.25%), 7.82%, due 6/23/2028 | &nbsp;&nbsp; 811773 |
| USIC Holdings, Inc. |  |  |
| &nbsp;&nbsp; 1234375 | &nbsp;&nbsp;&nbsp; Term Loan, (1M USD LIBOR + 3.50%), 8.07%, due 5/12/2028 | &nbsp;&nbsp; 1197603 |
| &nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp; Second Lien Term Loan, (1M USD LIBOR + 6.50%), 11.07%, due 5/14/2029 | &nbsp;&nbsp; 234610 |
| &nbsp;&nbsp; 454125 | West Deptford Energy Holdings, LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.32%, due 8/3/2026 | &nbsp;&nbsp; 327978 |
|  |  | **12045647** |
| **Total Loan Assignments (Cost $410,468,205)** | **Total Loan Assignments (Cost $410,468,205)** | **394493704** |
| **Convertible Bonds 0.3%** | **Convertible Bonds 0.3%** | **Convertible Bonds 0.3%** |
| **Media 0.3%** | **Media 0.3%** | **Media 0.3%** |
| &nbsp;&nbsp; 1275000 | DISH Network Corp., 2.38%, due 3/15/2024 **(Cost $1,248,555)** | **1181288** |
| **Number of Shares** | **Number of Shares** |  |
| **Common Stocks 0.2%** | **Common Stocks 0.2%** | **Common Stocks 0.2%** |
| **Business Equipment & Services 0.1%** | **Business Equipment & Services 0.1%** | **Business Equipment & Services 0.1%** |
| &nbsp;&nbsp; 21820 | Brock Holdings III, Inc. | **196380**<sup>\*#(e)(f)</sup> |
| **IT Services 0.0%**<sup>(j)</sup> | **IT Services 0.0%**<sup>(j)</sup> | **IT Services 0.0%**<sup>(j)</sup> |
| &nbsp;&nbsp; 4020 | Riverbed Technology, Inc. | **40**<sup>\*(e)</sup> |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** |
| &nbsp;&nbsp; 39703 | Covia Holdings LLC | **502918**<sup>\*</sup> |
| **Media 0.0%**<sup>(j)</sup> | **Media 0.0%**<sup>(j)</sup> | **Media 0.0%**<sup>(j)</sup> |
| &nbsp;&nbsp; 17308 | iHeartMedia, Inc. Class A | **134137**<sup>\*</sup> |
| **Total Common Stocks (Cost $1,056,613)** | **Total Common Stocks (Cost $1,056,613)** | **833475** |

---

See Notes to Schedule of Investments

------

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

---

| | |
|:---|:---|
| **Number of Shares** | **Value** |
| **Short-Term Investments 3.3%** | **Short-Term Investments 3.3%** |
| **Investment Companies 3.3%** | **Investment Companies 3.3%** |
| 15252889<br> &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 4.18%<sup>(k)</sup>**(Cost $15,252,889)**<br>| **$15252889** |
| **Total Investments 98.8% (Cost $471,733,725)** | **452634303** |
| Other Assets Less Liabilities 1.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5627775<sup>(l)</sup> |
| **Net Assets 100.0%** | **$458262078** |

---

&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, 2023, these securities amounted to $38,489,990, which represents 8.4% of net assets of the Fund. 

(b) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically. 

(c) 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, 2023 amounted to $1,249,480, which represents 0.3% of net assets of the Fund. 

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

(e) Value determined using significant unobservable inputs.

(f) Security fair valued as of January 31, 2023 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2023 amounted to $710,959, which represents 0.2% of net assets of the Fund. 

(g) The stated interest rates represent the range of rates at January 31, 2023 of the underlying contracts within the Loan Assignment. 

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

(i) All or a portion of this security had not settled as of January 31, 2023 and thus may not have an interest rate in effect. Interest rates do not take effect until settlement. 

(j) Represents less than 0.05% of net assets of the Fund.

(k) Represents 7-day effective yield as of January 31, 2023.

(l) As of January 31, 2023, the value of unfunded loan commitments was $460,191 for the Fund (see Notes to Schedule of Investments). 

# These securities have been deemed by Management to be illiquid, and are subject to restrictions on resale. At January 31, 2023, these securities amounted to $710,959, 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** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Value as of** <br>**1/31/2023**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2023**<br>|
| Brock Holdings III, Inc. | 10/31/2017 | $403016 | $196380 | 0.1% |

---

See Notes to Schedule of Investments

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Acquisition**<br> **Date(s)**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Acquisition**<br> **Cost**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Value as of**<br> **1/31/2023**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Fair Value**<br> **Percentage**<br> **of Net Assets**<br> **as of**<br> **1/31/2023**<br>|
| Brock Holdings Notes 2022 | 10/31/2017 | $445282 | $514579 | 0.1% |
| **Total** |  | **$848298** | **$710959** | **0.2%** |

---

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 | $365007847 | 79.6% |
| Luxembourg | 12165635 | 2.6% |
| Canada | 9910189 | 2.2% |
| United Kingdom | 9524380 | 2.1% |
| Cayman Islands | 9491777 | 2.1% |
| France | 8551275 | 1.9% |
| Netherlands | 6270115 | 1.4% |
| Gibraltar | 3472603 | 0.7% |
| Jersey | 2282557 | 0.5% |
| Sweden | 1713060 | 0.4% |
| Denmark | 1643171 | 0.4% |
| Spain | 1601775 | 0.3% |
| Australia | 1577527 | 0.3% |
| Ireland | 1493320 | 0.3% |
| Chile | 1404776 | 0.3% |
| Germany | 805246 | 0.2% |
| Finland | 466161 | 0.1% |
| Short-Term Investments and Other Assets—Net | 21085129 | 4.6% |
|  | **$458262078** | **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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Asset-Backed Securities | $— | $11368723 | $— | $11368723 |
| Corporate Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Engineering & Construction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1057479 |
| &nbsp;&nbsp;&nbsp; Other Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28446745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28446745 |
| Total Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28989645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514579 | &nbsp;&nbsp;&nbsp;&nbsp; 29504224 |
| Loan Assignments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aerospace & Defense | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11433048 | &nbsp;&nbsp;&nbsp;&nbsp; 3211133 | &nbsp;&nbsp;&nbsp;&nbsp; 14644181 |
| &nbsp;&nbsp;&nbsp; Building Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6490413 | &nbsp;&nbsp;&nbsp;&nbsp; 1435097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7925510 |
| &nbsp;&nbsp;&nbsp; Business Equipment & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 30619140 | &nbsp;&nbsp;&nbsp;&nbsp; 3536068 | &nbsp;&nbsp;&nbsp;&nbsp; 34155208 |
| &nbsp;&nbsp;&nbsp; Cable & Satellite Television | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7063838 | &nbsp;&nbsp;&nbsp;&nbsp; 2509763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9573601 |
| &nbsp;&nbsp;&nbsp; Chemicals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3270292 | &nbsp;&nbsp;&nbsp;&nbsp; 1994074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5264366 |
| &nbsp;&nbsp;&nbsp; Clothing - Textiles | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3404799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3607299 |
| &nbsp;&nbsp;&nbsp; Communication Services | &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; 747747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747747 |
| &nbsp;&nbsp;&nbsp; Diversified Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 853318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1656555 |
| &nbsp;&nbsp;&nbsp; Ecological Services & Equipment | &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; 1217907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217907 |
| &nbsp;&nbsp;&nbsp; Electronics - Electrical | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 36792649 | &nbsp;&nbsp;&nbsp;&nbsp; 2259825 | &nbsp;&nbsp;&nbsp;&nbsp; 39052474 |
| &nbsp;&nbsp;&nbsp; Financial Intermediaries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19902893 | &nbsp;&nbsp;&nbsp;&nbsp; 6364618 | &nbsp;&nbsp;&nbsp;&nbsp; 26267511 |
| &nbsp;&nbsp;&nbsp; Food Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2979198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3464553 |
| &nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 34013956 | &nbsp;&nbsp;&nbsp;&nbsp; 9143171 | &nbsp;&nbsp;&nbsp;&nbsp; 43157127 |
| &nbsp;&nbsp;&nbsp; Health Care Providers & Services | &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; 971493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 971493 |
| &nbsp;&nbsp;&nbsp; Industrial Equipment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22275257 | &nbsp;&nbsp;&nbsp;&nbsp; 3657876 | &nbsp;&nbsp;&nbsp;&nbsp; 25933133 |
| &nbsp;&nbsp;&nbsp; Retail | &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; 592200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592200 |
| &nbsp;&nbsp;&nbsp; Retailers (except food & drug) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10371083 | &nbsp;&nbsp;&nbsp;&nbsp; 1976319 | &nbsp;&nbsp;&nbsp;&nbsp; 12347402 |
| &nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5150549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5584911 |
| &nbsp;&nbsp;&nbsp; Telecommunications | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10258240 | &nbsp;&nbsp;&nbsp;&nbsp; 1266661 | &nbsp;&nbsp;&nbsp;&nbsp; 11524901 |
| &nbsp;&nbsp;&nbsp; Transportation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3216347 | &nbsp;&nbsp;&nbsp;&nbsp; 1092385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4308732 |
| &nbsp;&nbsp;&nbsp; Other Loan Assignments<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 142496893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 142496893 |
| Total Loan Assignments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 350591913 | &nbsp;&nbsp; 43901791 | &nbsp;&nbsp; 394493704 |
| Convertible Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181288 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Business Equipment & Services | &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; 196380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196380 |
| &nbsp;&nbsp;&nbsp; IT Services | &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; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502918 |
| &nbsp;&nbsp;&nbsp; Other Common Stocks<sup>#</sup> <br>| &nbsp;&nbsp; 134137 | &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; 134137 |
| Total Common Stocks | &nbsp;&nbsp; 134137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833475 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15252889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15252889 |
| **Total Investments** | **$134137** | **$407887376** | **$44612790** | **$452634303** |

---

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

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

See Notes to Schedule of Investments

------

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of 11/1/2022**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales**  | **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2023**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2023**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Corporate Bonds<sup>(1)</sup> | $515 | $— | $— | $— | $— | $— | $— | $— | $515 | $— |
| Loan Assignments<sup>(2)</sup> | &nbsp;&nbsp; 41792 | &nbsp;&nbsp; 23 | &nbsp;&nbsp; (57) | &nbsp;&nbsp; 910 | &nbsp;&nbsp; 2845 | &nbsp;&nbsp; (2531) | &nbsp;&nbsp; 16121 | &nbsp;&nbsp; (15201) | &nbsp;&nbsp; 43902 | &nbsp;&nbsp; 794 |
| Common <br> Stocks<sup>(1)(2)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1) | &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; 196 | &nbsp;&nbsp;&nbsp;&nbsp; (1) |
| **Total** | **$42504** | **$23** | **$(57)** | **$909** | **$2845** | **$(2531)** | **$16121** | **$(15201)** | **$44613** | **$793** |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value** <br>**at** <br>**1/31/2023**<br>| &nbsp;&nbsp; **Valuation** <br>**approach**<br>| &nbsp;&nbsp; **Unobservable** <br>**input(s)**<br>| &nbsp;&nbsp; **Input value/** <br>**range**<br>| &nbsp;&nbsp; **Weighted** <br>**average**<sup>(a)</sup><br>| **Impact to** <br>**valuation** <br>**from** <br>**increase** <br>**in input**<sup>(b)</sup><br>|
| Common Stocks | $196380 | Market Approach | &nbsp;&nbsp; Enterprise value/ <br>EBITDA multiple<sup>(c)</sup> (EV/EBITDA)<br>| 11.0x | 11.0x | Increase |
| Corporate Bonds | &nbsp;&nbsp; 514479 | Market Approach | Transaction price | 100.00 | 100.00 | 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &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; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. |

---

&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) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation.<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 High Income Bond Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Asset-Backed Securities 2.9%** | **Asset-Backed Securities 2.9%** | **Asset-Backed Securities 2.9%** |
| $1000000 | 37 Capital CLO Ltd., Ser. 2021-1A, Class E, (3M USD LIBOR + 7.20%), 11.99%, due 10/15/2034 | $895531<sup>(a)(b)</sup> |
| 500000 | AIG CLO Ltd., Ser. 2019-1A, Class ER, (3M CME Term SOFR + 6.70%), 11.33%, due 4/18/2035 | &nbsp;&nbsp; 450215<sup>(a)(b)</sup> |
| 1000000 | Apidos CLO XXXI, Ser. 2019-31A, Class DR, (3M USD LIBOR + 3.10%), 7.89%, due 4/15/2031 | &nbsp;&nbsp; 941347<sup>(a)(b)</sup> |
| 1000000 | Ballyrock CLO 23 Ltd., Ser. 2023-23A, Class C, (3M CME Term SOFR + 5.20%), due 4/25/2036 | &nbsp;&nbsp; 1000000<sup>(a)(b)(c)</sup> |
| 1000000 | Barings CLO Ltd., Ser. 2017-1A, Class E, (3M USD LIBOR + 6.00%), 10.79%, due 7/18/2029 | &nbsp;&nbsp; 909326<sup>(a)(b)</sup> |
| 1000000 | Bristol Park CLO Ltd., Ser. 2016-1A, Class ER, (3M USD LIBOR + 7.00%), 11.79%, due 4/15/2029 | &nbsp;&nbsp; 893719<sup>(a)(b)</sup> |
| 2000000 | Canyon Capital CLO Ltd., Ser. 2021-2A, Class D, (3M USD LIBOR + 3.35%), 8.14%, due 4/15/2034 | &nbsp;&nbsp; 1888919<sup>(a)(b)</sup> |
| 1350000 | &nbsp;&nbsp; Crown City CLO II, Ser. 2020-2A, Class DR, (3M CME Term SOFR + 7.11%), 11.75%, due <br> 4/20/2035<br>| &nbsp;&nbsp; 1188008<sup>(a)(b)</sup> |
| 1222200 | Galaxy XV CLO Ltd., Ser. 2013-15A, Class ER, (3M USD LIBOR + 6.65%), 11.44%, due 10/15/2030 | &nbsp;&nbsp; 1015765<sup>(a)(b)</sup> |
| 800000 | Galaxy XXII CLO Ltd., Ser. 2016-22A, Class DRR, (3M USD LIBOR + 3.35%), 8.14%, due 4/16/2034 | &nbsp;&nbsp; 757953<sup>(a)(b)</sup> |
| 1000000 | Galaxy XXVII CLO Ltd., Ser. 2018-27A, Class D, (3M USD LIBOR + 2.75%), 7.39%, due 5/16/2031 | &nbsp;&nbsp; 965029<sup>(a)(b)</sup> |
| 650000 | Gilbert Park CLO Ltd., Ser. 2017-1A, Class E, (3M USD LIBOR + 6.40%), 11.19%, due 10/15/2030 | &nbsp;&nbsp; 572755<sup>(a)(b)</sup> |
| 2000000 | KKR CLO Ltd., Ser. 23, Class D, (3M USD LIBOR + 3.10%), 7.91%, due 10/20/2031 | &nbsp;&nbsp; 1897322<sup>(a)(b)</sup> |
| 1500000 | &nbsp;&nbsp; Madison Park Funding XI Ltd., Ser. 2013-11A, Class DR, (3M USD LIBOR + 3.25%), 8.07%, due <br> 7/23/2029<br>| &nbsp;&nbsp; 1457858<sup>(a)(b)</sup> |
| 1350000 | &nbsp;&nbsp; Madison Park Funding XXIX Ltd., Ser. 2018-29A, Class D, (3M USD LIBOR + 3.00%), 7.79%, due <br> 10/18/2030<br>| &nbsp;&nbsp; 1277019<sup>(a)(b)</sup> |
| 2000000 | &nbsp;&nbsp; Morgan Stanley Eaton Vance CLO Ltd., Ser. 2022-17A, Class D, (3M CME Term SOFR + 4.95%), <br> 9.59%, due 7/20/2035<br>| &nbsp;&nbsp; 1901057<sup>(a)(b)</sup> |
| 750000 | OCP CLO Ltd., Ser. 2023-26A, Class D, (3M CME Term SOFR + 5.35%), due 4/17/2036 | &nbsp;&nbsp; 750000<sup>(a)(b)(c)</sup> |
| 2000000 | &nbsp;&nbsp; Octagon Investment Partners 39 Ltd., Ser. 2018-3A, Class D, (3M USD LIBOR + 2.95%), 7.76%, <br> due 10/20/2030<br>| &nbsp;&nbsp; 1852366<sup>(a)(b)</sup> |
| 600000 | Post CLO Ltd., Ser. 2018-1A, Class E, (3M USD LIBOR + 5.87%), 10.66%, due 4/16/2031 | &nbsp;&nbsp; 532240<sup>(a)(b)</sup> |
| 875000 | Sandstone Peak Ltd., Ser. 2021-1A, Class E, (3M USD LIBOR + 6.80%), 11.59%, due 10/15/2034 | &nbsp;&nbsp; 807914<sup>(a)(b)</sup> |
| 1000000 | &nbsp;&nbsp; Signal Peak CLO 10 Ltd., Ser. 2021-10A, Class D, (3M USD LIBOR + 3.20%), 8.02%, due <br> 1/24/2035<br>| &nbsp;&nbsp; 898563<sup>(a)(b)</sup> |
| 500000 | Voya CLO Ltd., Ser. 2019-2A, Class E, (3M USD LIBOR + 6.60%), 11.41%, due 7/20/2032 | &nbsp;&nbsp; 454968<sup>(a)(b)</sup> |
| **Total Asset-Backed Securities (Cost $23,868,960)** | **Total Asset-Backed Securities (Cost $23,868,960)** | **23307874** |
| **Corporate Bonds 88.2%** | **Corporate Bonds 88.2%** | **Corporate Bonds 88.2%** |
| **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** |
| 1705000 | Spirit AeroSystems, Inc., 9.38%, due 11/30/2029 | &nbsp;&nbsp; 1852943<sup>(a)</sup> |
|  | TransDigm, Inc. |  |
| 1120000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2026 | &nbsp;&nbsp; 1119605<sup>(a)</sup> |
| 2160000 | &nbsp;&nbsp;&nbsp; 6.38%, due 6/15/2026 | &nbsp;&nbsp; 2132968 |
| 1775000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/15/2027 | &nbsp;&nbsp; 1788818 |
|  |  | **6894334** |
| **Air Transportation 3.5%** | **Air Transportation 3.5%** | **Air Transportation 3.5%** |
|  | American Airlines, Inc./AAdvantage Loyalty IP Ltd. |  |
| 9673000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/20/2026 | &nbsp;&nbsp; 9482683<sup>(a)</sup> |
| 7180000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/20/2029 | &nbsp;&nbsp; 6944655<sup>(a)</sup> |
|  | Latam Airlines Group SA |  |
| 1240000 | &nbsp;&nbsp;&nbsp; 13.38%, due 10/15/2027 | &nbsp;&nbsp; 1329900<sup>(a)</sup> |
| 990000 | &nbsp;&nbsp;&nbsp; 13.38%, due 10/15/2029 | &nbsp;&nbsp; 1068745<sup>(a)</sup> |
|  | United Airlines, Inc. |  |
| 2650000 | &nbsp;&nbsp;&nbsp; 4.38%, due 4/15/2026 | &nbsp;&nbsp; 2515737<sup>(a)</sup> |
| 1755000 | &nbsp;&nbsp;&nbsp; 4.63%, due 4/15/2029 | &nbsp;&nbsp; 1600753<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Air Transportation – cont'd** | **Air Transportation – cont'd** | **Air Transportation – cont'd** | **Air Transportation – cont'd** |
|  |  | VistaJet Malta Finance PLC/XO Management Holding, Inc. |  |
| $| 2805000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/1/2027 | $2720850<sup>(a)</sup> |
|  | 2940000 | &nbsp;&nbsp;&nbsp; 6.38%, due 2/1/2030 | &nbsp;&nbsp; 2592786<sup>(a)</sup> |
|  |  |  | **28256109** |
| **Auto Loans 1.4%** | **Auto Loans 1.4%** | **Auto Loans 1.4%** | **Auto Loans 1.4%** |
|  |  | Ford Motor Credit Co. LLC |  |
|  | 1710000 | &nbsp;&nbsp;&nbsp; 4.06%, due 11/1/2024 | &nbsp;&nbsp; 1656116 |
|  | 1810000 | &nbsp;&nbsp;&nbsp; 4.39%, due 1/8/2026 | &nbsp;&nbsp; 1737292 |
|  | 2400000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/6/2026 | &nbsp;&nbsp; 2454192 |
|  | 1405000 | &nbsp;&nbsp;&nbsp; (SOFR + 2.95%), 7.26%, due 3/6/2026 | &nbsp;&nbsp; 1416213<sup>(b)</sup> |
|  | 1885000 | &nbsp;&nbsp;&nbsp; 4.13%, due 8/17/2027 | &nbsp;&nbsp; 1738498 |
|  | 1480000 | &nbsp;&nbsp;&nbsp; 7.35%, due 11/4/2027 | &nbsp;&nbsp; 1552150 |
|  | 925000 | &nbsp;&nbsp;&nbsp; 5.11%, due 5/3/2029 | &nbsp;&nbsp; 876629 |
|  |  |  | **11431090** |
| **Auto Parts & Equipment 0.7%** | **Auto Parts & Equipment 0.7%** | **Auto Parts & Equipment 0.7%** | **Auto Parts & Equipment 0.7%** |
|  | 1060000 | Adient Global Holdings Ltd., 4.88%, due 8/15/2026 | &nbsp;&nbsp; 1006374<sup>(a)</sup> |
|  | 945000 | Dana, Inc., 4.50%, due 2/15/2032 | &nbsp;&nbsp; 797117 |
|  |  | Goodyear Tire & Rubber Co. |  |
|  | 2055000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/31/2026 | &nbsp;&nbsp; 1988192 |
|  | 630000 | &nbsp;&nbsp;&nbsp; 5.25%, due 4/30/2031 | &nbsp;&nbsp; 538981 |
|  | 1130000 | IHO Verwaltungs GmbH, 6.38% Cash/7.13% PIK, due 5/15/2029 | &nbsp;&nbsp; 988693<sup>(a)(d)</sup> |
|  |  |  | **5319357** |
| **Automakers 0.9%** | **Automakers 0.9%** | **Automakers 0.9%** | **Automakers 0.9%** |
|  |  | Ford Motor Co. |  |
|  | 2075000 | &nbsp;&nbsp;&nbsp; 9.63%, due 4/22/2030 | &nbsp;&nbsp; 2442483 |
|  | 1342000 | &nbsp;&nbsp;&nbsp; 7.45%, due 7/16/2031 | &nbsp;&nbsp; 1439504 |
|  | 565000 | &nbsp;&nbsp;&nbsp; 5.29%, due 12/8/2046 | &nbsp;&nbsp; 465972 |
|  |  | Jaguar Land Rover Automotive PLC |  |
|  | 895000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2028 | &nbsp;&nbsp; 761115<sup>(a)</sup> |
|  | 2495000 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/15/2029 | &nbsp;&nbsp; 1989663<sup>(a)</sup> |
|  |  |  | **7098737** |
| **Banking 0.8%** | **Banking 0.8%** | **Banking 0.8%** | **Banking 0.8%** |
|  | 2190000 | Bank of America Corp., Ser. TT, 6.13%, due 4/27/2027 | &nbsp;&nbsp; 2192190<sup>(e)(f)</sup> |
|  | 2435000 | JPMorgan Chase & Co., Ser. HH, 4.60%, due 2/1/2025 | &nbsp;&nbsp; 2288900<sup>(e)(f)</sup> |
|  | 1110000 | PNC Financial Services Group, Inc., Ser. T, 3.40%, due 9/15/2026 | &nbsp;&nbsp; 946275<sup>(e)(f)</sup> |
|  | 860000 | Truist Financial Corp., Ser. P, 4.95%, due 9/1/2025 | &nbsp;&nbsp; 851400<sup>(e)(f)</sup> |
|  |  |  | **6278765** |
| **Brokerage 0.2%** | **Brokerage 0.2%** | **Brokerage 0.2%** | **Brokerage 0.2%** |
|  |  | LPL Holdings, Inc. |  |
|  | 850000 | &nbsp;&nbsp;&nbsp; 4.63%, due 11/15/2027 | &nbsp;&nbsp; 808894<sup>(a)</sup> |
|  | 815000 | &nbsp;&nbsp;&nbsp; 4.00%, due 3/15/2029 | &nbsp;&nbsp; 729425<sup>(a)</sup> |
|  |  |  | **1538319** |
| **Building & Construction 1.9%** | **Building & Construction 1.9%** | **Building & Construction 1.9%** | **Building & Construction 1.9%** |
|  |  | Global Infrastructure Solutions, Inc. |  |
|  | 5465000 | &nbsp;&nbsp;&nbsp; 5.63%, due 6/1/2029 | &nbsp;&nbsp; 4481300<sup>(a)</sup> |
|  | 1570000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/15/2032 | &nbsp;&nbsp; 1334736<sup>(a)</sup> |
|  | 2635000 | KB Home, 7.25%, due 7/15/2030 | &nbsp;&nbsp; 2630877 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Building & Construction – cont'd** | **Building & Construction – cont'd** | **Building & Construction – cont'd** | **Building & Construction – cont'd** |
|  |  | Mattamy Group Corp. |  |
| $| 570000 | &nbsp;&nbsp;&nbsp; 5.25%, due 12/15/2027 | $521550<sup>(a)</sup> |
|  | 1235000 | &nbsp;&nbsp;&nbsp; 4.63%, due 3/1/2030 | &nbsp;&nbsp; 1041587<sup>(a)</sup> |
|  | 1250000 | MDC Holdings, Inc., 2.50%, due 1/15/2031 | &nbsp;&nbsp; 954268 |
|  | 2540000 | Shea Homes LP/Shea Homes Funding Corp., 4.75%, due 2/15/2028 | &nbsp;&nbsp; 2263496 |
|  | 1020000 | Toll Brothers Finance Corp., 3.80%, due 11/1/2029 | &nbsp;&nbsp; 916265 |
|  | 905000 | Tri Pointe Homes, Inc., 5.25%, due 6/1/2027 | &nbsp;&nbsp; 851478 |
|  |  |  | **14995557** |
| **Building Materials 2.1%** | **Building Materials 2.1%** | **Building Materials 2.1%** | **Building Materials 2.1%** |
|  | 1955000 | Advanced Drainage Systems, Inc., 6.38%, due 6/15/2030 | &nbsp;&nbsp; 1942463<sup>(a)</sup> |
|  |  | Builders FirstSource, Inc. |  |
|  | 610000 | &nbsp;&nbsp;&nbsp; 5.00%, due 3/1/2030 | &nbsp;&nbsp; 568761<sup>(a)</sup> |
|  | 1750000 | &nbsp;&nbsp;&nbsp; 6.38%, due 6/15/2032 | &nbsp;&nbsp; 1713304<sup>(a)</sup> |
|  | 2895000 | Camelot Return Merger Sub, Inc., 8.75%, due 8/1/2028 | &nbsp;&nbsp; 2722024<sup>(a)</sup> |
|  | 2380000 | Cornerstone Building Brands, Inc., 6.13%, due 1/15/2029 | &nbsp;&nbsp; 1782906<sup>(a)</sup> |
|  |  | Jeld-Wen, Inc. |  |
|  | 2380000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/15/2025 | &nbsp;&nbsp; 2106300<sup>(a)</sup> |
|  | 2760000 | &nbsp;&nbsp;&nbsp; 4.88%, due 12/15/2027 | &nbsp;&nbsp; 2255168<sup>(a)</sup> |
|  | 610000 | Masonite Int'l Corp., 5.38%, due 2/1/2028 | &nbsp;&nbsp; 570972<sup>(a)</sup> |
|  | 1550000 | MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, due 2/1/2030 | &nbsp;&nbsp; 1288778<sup>(a)</sup> |
|  | 2395000 | Standard Industries, Inc., 4.38%, due 7/15/2030 | &nbsp;&nbsp; 2047416<sup>(a)</sup> |
|  |  |  | **16998092** |
| **Cable & Satellite Television 3.9%** | **Cable & Satellite Television 3.9%** | **Cable & Satellite Television 3.9%** | **Cable & Satellite Television 3.9%** |
|  |  | CCO Holdings LLC/CCO Holdings Capital Corp. |  |
|  | 6340000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2028 | &nbsp;&nbsp; 5919975<sup>(a)</sup> |
|  | 2055000 | &nbsp;&nbsp;&nbsp; 6.38%, due 9/1/2029 | &nbsp;&nbsp; 1983075<sup>(a)</sup> |
|  | 1830000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/1/2030 | &nbsp;&nbsp; 1599036<sup>(a)</sup> |
|  | 2660000 | &nbsp;&nbsp;&nbsp; 4.50%, due 8/15/2030 | &nbsp;&nbsp; 2272864<sup>(a)</sup> |
|  | 1775000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/1/2031 | &nbsp;&nbsp; 1478664<sup>(a)</sup> |
|  | 2300000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/1/2032 | &nbsp;&nbsp; 1903250 |
|  | 1150000 | &nbsp;&nbsp;&nbsp; 4.25%, due 1/15/2034 | &nbsp;&nbsp; 896482<sup>(a)</sup> |
|  |  | CSC Holdings LLC |  |
|  | 935000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/15/2027 | &nbsp;&nbsp; 823455<sup>(a)</sup> |
|  | 12555000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2030 | &nbsp;&nbsp; 7909650<sup>(a)</sup> |
|  | 1925000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/1/2030 | &nbsp;&nbsp; 1138257<sup>(a)</sup> |
|  | 1730000 | &nbsp;&nbsp;&nbsp; 5.00%, due 11/15/2031 | &nbsp;&nbsp; 1037844<sup>(a)</sup> |
|  |  | DISH DBS Corp. |  |
|  | 590000 | &nbsp;&nbsp;&nbsp; 5.25%, due 12/1/2026 | &nbsp;&nbsp; 508506<sup>(a)</sup> |
|  | 2675000 | &nbsp;&nbsp;&nbsp; 5.13%, due 6/1/2029 | &nbsp;&nbsp; 1701006 |
|  | 1225000 | DISH Network Corp., 11.75%, due 11/15/2027 | &nbsp;&nbsp; 1273020<sup>(a)</sup> |
|  | 1085000 | Radiate Holdco LLC/Radiate Finance, Inc., 6.50%, due 9/15/2028 | &nbsp;&nbsp; 565274<sup>(a)</sup> |
|  |  |  | **31010358** |
| **Chemicals 2.3%** | **Chemicals 2.3%** | **Chemicals 2.3%** | **Chemicals 2.3%** |
|  | 2645000 | Avient Corp., 7.13%, due 8/1/2030 | &nbsp;&nbsp; 2664702<sup>(a)</sup> |
|  | 710000 | Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, due 6/15/2027 | &nbsp;&nbsp; 670950<sup>(a)</sup> |
|  |  | NOVA Chemicals Corp. |  |
|  | 935000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/1/2024 | &nbsp;&nbsp; 920975<sup>(a)</sup> |
|  | 2445000 | &nbsp;&nbsp;&nbsp; 5.25%, due 6/1/2027 | &nbsp;&nbsp; 2274046<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Chemicals – cont'd** | **Chemicals – cont'd** | **Chemicals – cont'd** | **Chemicals – cont'd** |
|  |  | Olympus Water U.S. Holding Corp. |  |
| $| 1115000 | &nbsp;&nbsp;&nbsp; 7.13%, due 10/1/2027 | $1092700<sup>(a)</sup> |
|  | 1230000 | &nbsp;&nbsp;&nbsp; 4.25%, due 10/1/2028 | &nbsp;&nbsp; 1031739<sup>(a)</sup> |
|  | 1290000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/1/2029 | &nbsp;&nbsp; 1070661<sup>(a)</sup> |
|  | 1825000 | PMHC II, Inc., 9.00%, due 2/15/2030 | &nbsp;&nbsp; 1406462<sup>(a)</sup> |
|  | 2790000 | SCIH Salt Holdings, Inc., 6.63%, due 5/1/2029 | &nbsp;&nbsp; 2386008<sup>(a)</sup> |
|  | 870000 | SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, due 11/1/2026 | &nbsp;&nbsp; 797407<sup>(a)</sup> |
|  | 1605000 | Tronox, Inc., 4.63%, due 3/15/2029 | &nbsp;&nbsp; 1372275<sup>(a)</sup> |
|  |  | WR Grace Holdings LLC |  |
|  | 480000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/15/2027 | &nbsp;&nbsp; 445344<sup>(a)</sup> |
|  | 2650000 | &nbsp;&nbsp;&nbsp; 5.63%, due 8/15/2029 | &nbsp;&nbsp; 2208775<sup>(a)</sup> |
|  |  |  | **18342044** |
| **Consumer - Commercial Lease Financing 2.3%** | **Consumer - Commercial Lease Financing 2.3%** | **Consumer - Commercial Lease Financing 2.3%** | **Consumer - Commercial Lease Financing 2.3%** |
|  | 1142000 | AerCap Global Aviation Trust, 6.50%, due 6/15/2045 | &nbsp;&nbsp; 1116682<sup>(a)(e)</sup> |
|  | 1705000 | Ally Financial, Inc., 5.75%, due 11/20/2025 | &nbsp;&nbsp; 1694520 |
|  | 1310000 | Avolon Holdings Funding Ltd., 5.25%, due 5/15/2024 | &nbsp;&nbsp; 1294254<sup>(a)</sup> |
|  | 7622905 | Global Aircraft Leasing Co. Ltd., 6.50% Cash/7.25% PIK, due 9/15/2024 | &nbsp;&nbsp; 6956540<sup>(a)(d)</sup> |
|  | 820000 | OneMain Finance Corp., 3.88%, due 9/15/2028 | &nbsp;&nbsp; 688800 |
|  |  | Springleaf Finance Corp. |  |
|  | 3390000 | &nbsp;&nbsp;&nbsp; 7.13%, due 3/15/2026 | &nbsp;&nbsp; 3367812 |
|  | 1960000 | &nbsp;&nbsp;&nbsp; 6.63%, due 1/15/2028 | &nbsp;&nbsp; 1909569 |
|  | 1200000 | &nbsp;&nbsp;&nbsp; 5.38%, due 11/15/2029 | &nbsp;&nbsp; 1050720 |
|  |  |  | **18078897** |
| **Consumer-Commercial-Lease Financing 1.0%** | **Consumer-Commercial-Lease Financing 1.0%** | **Consumer-Commercial-Lease Financing 1.0%** | **Consumer-Commercial-Lease Financing 1.0%** |
|  | 7765000 | OneMain Finance Corp., 3.50%, due 1/15/2027 | &nbsp;&nbsp; 6753346 |
|  | 1580000 | Springleaf Finance Corp., 6.88%, due 3/15/2025 | &nbsp;&nbsp; 1575039 |
|  |  |  | **8328385** |
| **Department Stores 0.3%** | **Department Stores 0.3%** | **Department Stores 0.3%** | **Department Stores 0.3%** |
|  |  | Macy's Retail Holdings LLC |  |
|  | 965000 | &nbsp;&nbsp;&nbsp; 5.88%, due 4/1/2029 | &nbsp;&nbsp; 897464<sup>(a)</sup> |
|  | 1205000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/15/2030 | &nbsp;&nbsp; 1099888<sup>(a)</sup> |
|  | 845000 | NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, due 4/1/2026 | &nbsp;&nbsp; 806860<sup>(a)</sup> |
|  |  |  | **2804212** |
| **Diversified Capital Goods 0.9%** | **Diversified Capital Goods 0.9%** | **Diversified Capital Goods 0.9%** | **Diversified Capital Goods 0.9%** |
|  |  | Regal Rexnord Corp. |  |
|  | 2200000 | &nbsp;&nbsp;&nbsp; 6.05%, due 2/15/2026 | &nbsp;&nbsp; 2235693<sup>(a)</sup> |
|  | 2575000 | &nbsp;&nbsp;&nbsp; 6.05%, due 4/15/2028 | &nbsp;&nbsp; 2614180<sup>(a)</sup> |
|  | 3145000 | Resideo Funding, Inc., 4.00%, due 9/1/2029 | &nbsp;&nbsp; 2608243<sup>(a)</sup> |
|  |  |  | **7458116** |
| **Electric - Generation 3.0%** | **Electric - Generation 3.0%** | **Electric - Generation 3.0%** | **Electric - Generation 3.0%** |
|  |  | Calpine Corp. |  |
|  | 525000 | &nbsp;&nbsp;&nbsp; 5.13%, due 3/15/2028 | &nbsp;&nbsp; 475341<sup>(a)</sup> |
|  | 1710000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/1/2029 | &nbsp;&nbsp; 1486137<sup>(a)</sup> |
|  | 2034000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2031 | &nbsp;&nbsp; 1742953<sup>(a)</sup> |
|  | 2670000 | Leeward Renewable Energy Operations LLC, 4.25%, due 7/1/2029 | &nbsp;&nbsp; 2346137<sup>(a)</sup> |
|  |  | NRG Energy, Inc. |  |
|  | 1765000 | &nbsp;&nbsp;&nbsp; 5.25%, due 6/15/2029 | &nbsp;&nbsp; 1592912<sup>(a)</sup> |
|  | 1055000 | &nbsp;&nbsp;&nbsp; 3.63%, due 2/15/2031 | &nbsp;&nbsp; 835666<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Electric - Generation – cont'd** | **Electric - Generation – cont'd** | **Electric - Generation – cont'd** | **Electric - Generation – cont'd** |
| $| 2030000 | Sunnova Energy Corp., 5.88%, due 9/1/2026 | $1827000<sup>(a)</sup> |
|  | 1940000 | TransAlta Corp., 7.75%, due 11/15/2029 | &nbsp;&nbsp; 1994908 |
|  | 4145000 | Vistra Corp., 7.00%, due 12/15/2026 | &nbsp;&nbsp; 3875575<sup>(a)(e)(f)</sup> |
|  |  | Vistra Operations Co. LLC |  |
|  | 1455000 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2026 | &nbsp;&nbsp; 1417087<sup>(a)</sup> |
|  | 2165000 | &nbsp;&nbsp;&nbsp; 5.63%, due 2/15/2027 | &nbsp;&nbsp; 2090809<sup>(a)</sup> |
|  | 4645000 | &nbsp;&nbsp;&nbsp; 4.38%, due 5/1/2029 | &nbsp;&nbsp; 4084549<sup>(a)</sup> |
|  |  |  | **23769074** |
| **Electronics 0.7%** | **Electronics 0.7%** | **Electronics 0.7%** | **Electronics 0.7%** |
|  | 980000 | Amkor Technology, Inc., 6.63%, due 9/15/2027 | &nbsp;&nbsp; 984038<sup>(a)</sup> |
|  | 778000 | Clarios Global L.P., 6.75%, due 5/15/2025 | &nbsp;&nbsp; 782722<sup>(a)</sup> |
|  |  | Sensata Technologies BV |  |
|  | 2715000 | &nbsp;&nbsp;&nbsp; 4.00%, due 4/15/2029 | &nbsp;&nbsp; 2436713<sup>(a)</sup> |
|  | 1465000 | &nbsp;&nbsp;&nbsp; 5.88%, due 9/1/2030 | &nbsp;&nbsp; 1437531<sup>(a)</sup> |
|  |  |  | **5641004** |
| **Energy - Exploration & Production 5.5%** | **Energy - Exploration & Production 5.5%** | **Energy - Exploration & Production 5.5%** | **Energy - Exploration & Production 5.5%** |
|  |  | Ascent Resources Utica Holdings LLC/ARU Finance Corp. |  |
|  | 625000 | &nbsp;&nbsp;&nbsp; 7.00%, due 11/1/2026 | &nbsp;&nbsp; 595702<sup>(a)</sup> |
|  | 1134000 | &nbsp;&nbsp;&nbsp; 9.00%, due 11/1/2027 | &nbsp;&nbsp; 1397655<sup>(a)</sup> |
|  | 2550000 | &nbsp;&nbsp;&nbsp; 8.25%, due 12/31/2028 | &nbsp;&nbsp; 2497041<sup>(a)</sup> |
|  | 4640000 | &nbsp;&nbsp;&nbsp; 5.88%, due 6/30/2029 | &nbsp;&nbsp; 4084360<sup>(a)</sup> |
|  |  | Callon Petroleum Co. |  |
|  | 2110000 | &nbsp;&nbsp;&nbsp; 8.00%, due 8/1/2028 | &nbsp;&nbsp; 2108861<sup>(a)</sup> |
|  | 1490000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/15/2030 | &nbsp;&nbsp; 1441575<sup>(a)</sup> |
|  | 3675000 | Chesapeake Energy Corp., 6.75%, due 4/15/2029 | &nbsp;&nbsp; 3623734<sup>(a)</sup> |
|  |  | Comstock Resources, Inc. |  |
|  | 3065000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/1/2029 | &nbsp;&nbsp; 2827462<sup>(a)</sup> |
|  | 3800000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2030 | &nbsp;&nbsp; 3258500<sup>(a)</sup> |
|  | 1555000 | Crescent Energy Finance LLC, 9.25%, due 2/15/2028 | &nbsp;&nbsp; 1552590<sup>(a)(c)</sup> |
|  |  | Hilcorp Energy I L.P./Hilcorp Finance Co. |  |
|  | 955000 | &nbsp;&nbsp;&nbsp; 6.25%, due 11/1/2028 | &nbsp;&nbsp; 917287<sup>(a)</sup> |
|  | 967000 | &nbsp;&nbsp;&nbsp; 5.75%, due 2/1/2029 | &nbsp;&nbsp; 899310<sup>(a)</sup> |
|  | 1350000 | &nbsp;&nbsp;&nbsp; 6.00%, due 4/15/2030 | &nbsp;&nbsp; 1255032<sup>(a)</sup> |
|  | 1673000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2031 | &nbsp;&nbsp; 1547023<sup>(a)</sup> |
|  | 3455000 | Northern Oil and Gas, Inc., 8.13%, due 3/1/2028 | &nbsp;&nbsp; 3441456<sup>(a)</sup> |
|  |  | Occidental Petroleum Corp. |  |
|  | 2095000 | &nbsp;&nbsp;&nbsp; 6.13%, due 1/1/2031 | &nbsp;&nbsp; 2186531 |
|  | 3715000 | &nbsp;&nbsp;&nbsp; 7.50%, due 5/1/2031 | &nbsp;&nbsp; 4132937 |
|  | 2265000 | &nbsp;&nbsp;&nbsp; 6.20%, due 3/15/2040 | &nbsp;&nbsp; 2288691 |
|  | 1140000 | PDC Energy, Inc., 5.75%, due 5/15/2026 | &nbsp;&nbsp; 1102528 |
|  | 1810000 | Permian Resources Operating LLC, 5.88%, due 7/1/2029 | &nbsp;&nbsp; 1696518<sup>(a)</sup> |
|  | 1560000 | Rockcliff Energy II LLC, 5.50%, due 10/15/2029 | &nbsp;&nbsp; 1483935<sup>(a)</sup> |
|  |  |  | **44338728** |
| **Food - Wholesale 1.2%** | **Food - Wholesale 1.2%** | **Food - Wholesale 1.2%** | **Food - Wholesale 1.2%** |
|  |  | Performance Food Group, Inc. |  |
|  | 960000 | &nbsp;&nbsp;&nbsp; 6.88%, due 5/1/2025 | &nbsp;&nbsp; 967440<sup>(a)</sup> |
|  | 2715000 | &nbsp;&nbsp;&nbsp; 5.50%, due 10/15/2027 | &nbsp;&nbsp; 2613174<sup>(a)</sup> |
|  | 3015000 | Pilgrim's Pride Corp., 4.25%, due 4/15/2031 | &nbsp;&nbsp; 2615513<sup>(a)</sup> |
|  | 1405000 | TreeHouse Foods, Inc., 4.00%, due 9/1/2028 | &nbsp;&nbsp; 1171770 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Food - Wholesale – cont'd** | **Food - Wholesale – cont'd** | **Food - Wholesale – cont'd** | **Food - Wholesale – cont'd** |
|  |  | U.S. Foods, Inc. |  |
| $| 1065000 | &nbsp;&nbsp;&nbsp; 6.25%, due 4/15/2025 | $1066928<sup>(a)</sup> |
|  | 1220000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/15/2029 | &nbsp;&nbsp; 1116049<sup>(a)</sup> |
|  |  |  | **9550874** |
| **Food & Drug Retailers 0.3%** | **Food & Drug Retailers 0.3%** | **Food & Drug Retailers 0.3%** | **Food & Drug Retailers 0.3%** |
|  |  | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC |  |
|  | 335000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/15/2028 | &nbsp;&nbsp; 327462<sup>(a)</sup> |
|  | 1030000 | &nbsp;&nbsp;&nbsp; 3.50%, due 3/15/2029 | &nbsp;&nbsp; 888375<sup>(a)</sup> |
|  | 965000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/15/2030 | &nbsp;&nbsp; 887642<sup>(a)</sup> |
|  |  |  | **2103479** |
| **Forestry & Paper 0.3%** | **Forestry & Paper 0.3%** | **Forestry & Paper 0.3%** | **Forestry & Paper 0.3%** |
|  | 1970000 | Ahlstrom-Munksjo Holding 3 Oy, 4.88%, due 2/4/2028 | &nbsp;&nbsp; 1685022<sup>(a)</sup> |
|  | 1415000 | Glatfelter Corp., 4.75%, due 11/15/2029 | &nbsp;&nbsp; 990500<sup>(a)</sup> |
|  |  |  | **2675522** |
| **Gaming 1.5%** | **Gaming 1.5%** | **Gaming 1.5%** | **Gaming 1.5%** |
|  |  | Caesars Entertainment, Inc. |  |
|  | 685000 | &nbsp;&nbsp;&nbsp; 6.25%, due 7/1/2025 | &nbsp;&nbsp; 682361<sup>(a)</sup> |
|  | 1310000 | &nbsp;&nbsp;&nbsp; 7.00%, due 2/15/2030 | &nbsp;&nbsp; 1332925<sup>(a)(c)</sup> |
|  | 445000 | Churchill Downs, Inc., 5.50%, due 4/1/2027 | &nbsp;&nbsp; 431582<sup>(a)</sup> |
|  | 615000 | Everi Holdings, Inc., 5.00%, due 7/15/2029 | &nbsp;&nbsp; 556483<sup>(a)</sup> |
|  | 825000 | Golden Entertainment, Inc., 7.63%, due 4/15/2026 | &nbsp;&nbsp; 830156<sup>(a)</sup> |
|  | 1075000 | Midwest Gaming Borrower LLC, 4.88%, due 5/1/2029 | &nbsp;&nbsp; 940670<sup>(a)</sup> |
|  | 930000 | Penn Entertainment, Inc., 5.63%, due 1/15/2027 | &nbsp;&nbsp; 874200<sup>(a)</sup> |
|  | 2255000 | Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, due 11/1/2026 | &nbsp;&nbsp; 2097150<sup>(a)</sup> |
|  | 2130000 | SC Games Holdings L.P./U.S. FinCo LLC, 6.63%, due 3/1/2030 | &nbsp;&nbsp; 1897351<sup>(a)</sup> |
|  | 1689000 | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.50%, due 3/1/2025 | &nbsp;&nbsp; 1641307<sup>(a)</sup> |
|  | 1225000 | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.13%, due 10/1/2029 | &nbsp;&nbsp; 1093312<sup>(a)</sup> |
|  |  |  | **12377497** |
| **Gas Distribution 8.7%** | **Gas Distribution 8.7%** | **Gas Distribution 8.7%** | **Gas Distribution 8.7%** |
|  |  | Antero Midstream Partners L.P./Antero Midstream Finance Corp. |  |
|  | 915000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/15/2026 | &nbsp;&nbsp; 939019<sup>(a)</sup> |
|  | 1285000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/1/2027 | &nbsp;&nbsp; 1246450<sup>(a)</sup> |
|  |  | Buckeye Partners L.P. |  |
|  | 1435000 | &nbsp;&nbsp;&nbsp; 4.35%, due 10/15/2024 | &nbsp;&nbsp; 1388797 |
|  | 3045000 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/1/2028 | &nbsp;&nbsp; 2779317<sup>(a)</sup> |
|  | 2485000 | &nbsp;&nbsp;&nbsp; 5.85%, due 11/15/2043 | &nbsp;&nbsp; 1901025 |
|  | 2390000 | &nbsp;&nbsp;&nbsp; 5.60%, due 10/15/2044 | &nbsp;&nbsp; 1822590 |
|  |  | Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp. |  |
|  | 245000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/1/2025 | &nbsp;&nbsp; 241533 |
|  | 966000 | &nbsp;&nbsp;&nbsp; 5.63%, due 5/1/2027 | &nbsp;&nbsp; 923216<sup>(a)</sup> |
|  | 1335000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2029 | &nbsp;&nbsp; 1266471<sup>(a)</sup> |
|  | 1239000 | &nbsp;&nbsp;&nbsp; 8.00%, due 4/1/2029 | &nbsp;&nbsp; 1257542<sup>(a)</sup> |
|  | 4290000 | DCP Midstream LLC, 5.85%, due 5/21/2043 | &nbsp;&nbsp; 4236375<sup>(a)(e)</sup> |
|  | 915000 | DT Midstream, Inc., 4.13%, due 6/15/2029 | &nbsp;&nbsp; 802913<sup>(a)</sup> |
|  | 1780000 | EnLink Midstream LLC, 6.50%, due 9/1/2030 | &nbsp;&nbsp; 1813375<sup>(a)</sup> |
|  |  | EnLink Midstream Partners L.P. |  |
|  | 300000 | &nbsp;&nbsp;&nbsp; 5.60%, due 4/1/2044 | &nbsp;&nbsp; 251277 |
|  | 1005000 | &nbsp;&nbsp;&nbsp; 5.05%, due 4/1/2045 | &nbsp;&nbsp; 790078 |
|  | 942000 | &nbsp;&nbsp;&nbsp; 5.45%, due 6/1/2047 | &nbsp;&nbsp; 783594 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Gas Distribution – cont'd** | **Gas Distribution – cont'd** | **Gas Distribution – cont'd** | **Gas Distribution – cont'd** |
|  |  | EQM Midstream Partners L.P. |  |
| $| 865000 | &nbsp;&nbsp;&nbsp; 6.00%, due 7/1/2025 | $851601<sup>(a)</sup> |
|  | 925000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2027 | &nbsp;&nbsp; 924979<sup>(a)</sup> |
|  | 520000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/1/2027 | &nbsp;&nbsp; 510645<sup>(a)</sup> |
|  | 1610000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/15/2029 | &nbsp;&nbsp; 1412067<sup>(a)</sup> |
|  | 910000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2030 | &nbsp;&nbsp; 908863<sup>(a)</sup> |
|  |  | EQT Midstream Partners L.P. |  |
|  | 955000 | &nbsp;&nbsp;&nbsp; 4.13%, due 12/1/2026 | &nbsp;&nbsp; 863935 |
|  | 1222000 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/15/2028 | &nbsp;&nbsp; 1127295 |
|  |  | Genesis Energy L.P./Genesis Energy Finance Corp. |  |
|  | 1350000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2025 | &nbsp;&nbsp; 1326375 |
|  | 1630000 | &nbsp;&nbsp;&nbsp; 6.25%, due 5/15/2026 | &nbsp;&nbsp; 1557662 |
|  | 1285000 | &nbsp;&nbsp;&nbsp; 8.00%, due 1/15/2027 | &nbsp;&nbsp; 1268552 |
|  | 1600000 | &nbsp;&nbsp;&nbsp; 7.75%, due 2/1/2028 | &nbsp;&nbsp; 1546208 |
|  | 1085000 | &nbsp;&nbsp;&nbsp; 8.88%, due 4/15/2030 | &nbsp;&nbsp; 1102631 |
|  | 5670000 | Harvest Midstream I L.P., 7.50%, due 9/1/2028 | &nbsp;&nbsp; 5577863<sup>(a)</sup> |
|  | 3345000 | Howard Midstream Energy Partners LLC, 6.75%, due 1/15/2027 | &nbsp;&nbsp; 3261375<sup>(a)</sup> |
|  | 3985000 | ITT Holdings LLC, 6.50%, due 8/1/2029 | &nbsp;&nbsp; 3461969<sup>(a)</sup> |
|  | 1485000 | Kinetik Holdings L.P., 5.88%, due 6/15/2030 | &nbsp;&nbsp; 1410750<sup>(a)</sup> |
|  |  | New Fortress Energy, Inc. |  |
|  | 1940000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2025 | &nbsp;&nbsp; 1855873<sup>(a)</sup> |
|  | 5040000 | &nbsp;&nbsp;&nbsp; 6.50%, due 9/30/2026 | &nbsp;&nbsp; 4637606<sup>(a)</sup> |
|  | 2615000 | Solaris Midstream Holdings LLC, 7.63%, due 4/1/2026 | &nbsp;&nbsp; 2615000<sup>(a)</sup> |
|  |  | Summit Midstream Holdings LLC/Summit Midstream Finance Corp. |  |
|  | 1640000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2025 | &nbsp;&nbsp; 1410400 |
|  | 4620000 | &nbsp;&nbsp;&nbsp; 8.50%, due 10/15/2026 | &nbsp;&nbsp; 4498725<sup>(a)</sup> |
|  |  | Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp. |  |
|  | 740000 | &nbsp;&nbsp;&nbsp; 7.50%, due 10/1/2025 | &nbsp;&nbsp; 749129<sup>(a)</sup> |
|  | 645000 | &nbsp;&nbsp;&nbsp; 6.00%, due 3/1/2027 | &nbsp;&nbsp; 611526<sup>(a)</sup> |
|  | 1955000 | &nbsp;&nbsp;&nbsp; 5.50%, due 1/15/2028 | &nbsp;&nbsp; 1800330<sup>(a)</sup> |
|  | 1235000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/31/2030 | &nbsp;&nbsp; 1124813<sup>(a)</sup> |
|  | 1225000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/1/2031 | &nbsp;&nbsp; 1102500<sup>(a)</sup> |
|  |  |  | **69962244** |
| **Health Facilities 0.7%** | **Health Facilities 0.7%** | **Health Facilities 0.7%** | **Health Facilities 0.7%** |
|  |  | CHS/Community Health Systems, Inc. |  |
|  | 730000 | &nbsp;&nbsp;&nbsp; 5.63%, due 3/15/2027 | &nbsp;&nbsp; 646196<sup>(a)</sup> |
|  | 492000 | &nbsp;&nbsp;&nbsp; 8.00%, due 12/15/2027 | &nbsp;&nbsp; 463707<sup>(a)</sup> |
|  | 40000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/15/2029 | &nbsp;&nbsp; 35110<sup>(a)</sup> |
|  | 1765000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2030 | &nbsp;&nbsp; 1424214<sup>(a)</sup> |
|  | 675000 | Encompass Health Corp., 4.50%, due 2/1/2028 | &nbsp;&nbsp; 630079 |
|  |  | Tenet Healthcare Corp. |  |
|  | 1080000 | &nbsp;&nbsp;&nbsp; 4.63%, due 7/15/2024 | &nbsp;&nbsp; 1065150 |
|  | 1265000 | &nbsp;&nbsp;&nbsp; 6.13%, due 10/1/2028 | &nbsp;&nbsp; 1182876 |
|  |  |  | **5447332** |
| **Health Services 1.5%** | **Health Services 1.5%** | **Health Services 1.5%** | **Health Services 1.5%** |
|  | 325000 | AthenaHealth Group, Inc., 6.50%, due 2/15/2030 | &nbsp;&nbsp; 269266<sup>(a)</sup> |
|  |  | Consensus Cloud Solutions, Inc. |  |
|  | 765000 | &nbsp;&nbsp;&nbsp; 6.00%, due 10/15/2026 | &nbsp;&nbsp; 731067<sup>(a)</sup> |
|  | 3698000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2028 | &nbsp;&nbsp; 3462105<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Health Services – cont'd** | **Health Services – cont'd** | **Health Services – cont'd** | **Health Services – cont'd** |
|  |  | DaVita, Inc. |  |
| $| 75000 | &nbsp;&nbsp;&nbsp; 4.63%, due 6/1/2030 | $63188<sup>(a)</sup> |
|  | 4035000 | &nbsp;&nbsp;&nbsp; 3.75%, due 2/15/2031 | &nbsp;&nbsp; 3137212<sup>(a)</sup> |
|  | 2905000 | Envision Healthcare Corp., 8.75%, due 10/15/2026 | &nbsp;&nbsp; 782681<sup>(a)</sup> |
|  | 2580000 | Team Health Holdings, Inc., 6.38%, due 2/1/2025 | &nbsp;&nbsp; 1700086<sup>(a)</sup> |
|  | 1635000 | U.S. Acute Care Solutions LLC, 6.38%, due 3/1/2026 | &nbsp;&nbsp; 1479021<sup>(a)</sup> |
|  | 35000 | Verscend Escrow Corp., 9.75%, due 8/15/2026 | &nbsp;&nbsp; 35122<sup>(a)</sup> |
|  |  |  | **11659748** |
| **Hotels 0.2%** | **Hotels 0.2%** | **Hotels 0.2%** | **Hotels 0.2%** |
|  | 765000 | &nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 7.50%, due <br> 6/1/2025<br>| &nbsp;&nbsp; 775519<sup>(a)</sup> |
|  | 810000 | Wyndham Hotels & Resorts, Inc., 4.38%, due 8/15/2028 | &nbsp;&nbsp; 747067<sup>(a)</sup> |
|  |  |  | **1522586** |
| **Insurance Brokerage 2.2%** | **Insurance Brokerage 2.2%** | **Insurance Brokerage 2.2%** | **Insurance Brokerage 2.2%** |
|  | 6683000 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, due 10/15/2027 | &nbsp;&nbsp; 6250810<sup>(a)</sup> |
|  | 630000 | AmWINS Group, Inc., 4.88%, due 6/30/2029 | &nbsp;&nbsp; 552614<sup>(a)</sup> |
|  |  | AssuredPartners, Inc. |  |
|  | 2910000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/15/2025 | &nbsp;&nbsp; 2861549<sup>(a)</sup> |
|  | 2435000 | &nbsp;&nbsp;&nbsp; 5.63%, due 1/15/2029 | &nbsp;&nbsp; 2082850<sup>(a)</sup> |
|  | 3820000 | BroadStreet Partners, Inc., 5.88%, due 4/15/2029 | &nbsp;&nbsp; 3374244<sup>(a)</sup> |
|  | 1321000 | GTCR AP Finance, Inc., 8.00%, due 5/15/2027 | &nbsp;&nbsp; 1297103<sup>(a)</sup> |
|  | 1355000 | HUB Int'l Ltd., 7.00%, due 5/1/2026 | &nbsp;&nbsp; 1341491<sup>(a)</sup> |
|  |  |  | **17760661** |
| **Investments & Misc. Financial Services 0.5%** | **Investments & Misc. Financial Services 0.5%** | **Investments & Misc. Financial Services 0.5%** | **Investments & Misc. Financial Services 0.5%** |
|  | 950000 | Bank of New York Mellon Corp., Ser. H, 3.70%, due 3/20/2026 | &nbsp;&nbsp; 878124<sup>(e)(f)</sup> |
|  | 1380000 | CQP Holdco L.P./BIP-V Chinook Holdco LLC, 5.50%, due 6/15/2031 | &nbsp;&nbsp; 1256649<sup>(a)</sup> |
|  |  | MSCI, Inc. |  |
|  | 1890000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2029 | &nbsp;&nbsp; 1719900<sup>(a)</sup> |
|  | 550000 | &nbsp;&nbsp;&nbsp; 3.25%, due 8/15/2033 | &nbsp;&nbsp; 451000<sup>(a)</sup> |
|  |  |  | **4305673** |
| **Machinery 1.1%** | **Machinery 1.1%** | **Machinery 1.1%** | **Machinery 1.1%** |
|  | 25000 | Amsted Industries, Inc., 5.63%, due 7/1/2027 | &nbsp;&nbsp; 24568<sup>(a)</sup> |
|  |  | Chart Industries, Inc. |  |
|  | 4270000 | &nbsp;&nbsp;&nbsp; 7.50%, due 1/1/2030 | &nbsp;&nbsp; 4366075<sup>(a)</sup> |
|  | 880000 | &nbsp;&nbsp;&nbsp; 9.50%, due 1/1/2031 | &nbsp;&nbsp; 918271<sup>(a)</sup> |
|  | 760000 | Manitowoc Co., Inc., 9.00%, due 4/1/2026 | &nbsp;&nbsp; 747650<sup>(a)</sup> |
|  | 2540000 | SPX FLOW, Inc., 8.75%, due 4/1/2030 | &nbsp;&nbsp; 2090236<sup>(a)</sup> |
|  | 975000 | Terex Corp., 5.00%, due 5/15/2029 | &nbsp;&nbsp; 910407<sup>(a)</sup> |
|  |  |  | **9057207** |
| **Managed Care 1.7%** | **Managed Care 1.7%** | **Managed Care 1.7%** | **Managed Care 1.7%** |
|  |  | Centene Corp. |  |
|  | 3000000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/15/2029 | &nbsp;&nbsp; 2850180 |
|  | 1425000 | &nbsp;&nbsp;&nbsp; 3.38%, due 2/15/2030 | &nbsp;&nbsp; 1252746 |
|  | 830000 | HealthEquity, Inc., 4.50%, due 10/1/2029 | &nbsp;&nbsp; 743099<sup>(a)</sup> |
|  | 2840000 | Molina Healthcare, Inc., 3.88%, due 5/15/2032 | &nbsp;&nbsp; 2380999<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Managed Care – cont'd** | **Managed Care – cont'd** | **Managed Care – cont'd** | **Managed Care – cont'd** |
|  |  | MPH Acquisition Holdings LLC |  |
| $| 2080000 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2028 | $1726400<sup>(a)</sup> |
|  | 6790000 | &nbsp;&nbsp;&nbsp; 5.75%, due 11/1/2028 | &nbsp;&nbsp; 4931238<sup>(a)</sup> |
|  |  |  | **13884662** |
| **Media Content 1.3%** | **Media Content 1.3%** | **Media Content 1.3%** | **Media Content 1.3%** |
|  | 2725000 | Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, due 8/15/2026 | &nbsp;&nbsp; 200969<sup>(a)</sup> |
|  | 1370000 | iHeartCommunications, Inc., 6.38%, due 5/1/2026 | &nbsp;&nbsp; 1308898 |
|  |  | Sirius XM Radio, Inc. |  |
|  | 4165000 | &nbsp;&nbsp;&nbsp; 5.00%, due 8/1/2027 | &nbsp;&nbsp; 3941131<sup>(a)</sup> |
|  | 1205000 | &nbsp;&nbsp;&nbsp; 4.00%, due 7/15/2028 | &nbsp;&nbsp; 1072570<sup>(a)</sup> |
|  | 559000 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/1/2029 | &nbsp;&nbsp; 523867<sup>(a)</sup> |
|  | 1457000 | &nbsp;&nbsp;&nbsp; 4.13%, due 7/1/2030 | &nbsp;&nbsp; 1249567<sup>(a)</sup> |
|  | 1550000 | &nbsp;&nbsp;&nbsp; 3.88%, due 9/1/2031 | &nbsp;&nbsp; 1277789<sup>(a)</sup> |
|  | 505000 | WMG Acquisition Corp., 3.88%, due 7/15/2030 | &nbsp;&nbsp; 445158<sup>(a)</sup> |
|  |  |  | **10019949** |
| **Medical Products 1.3%** | **Medical Products 1.3%** | **Medical Products 1.3%** | **Medical Products 1.3%** |
|  | 3000000 | 180 Medical, Inc., 3.88%, due 10/15/2029 | &nbsp;&nbsp; 2658784<sup>(a)</sup> |
|  |  | Medline Borrower L.P. |  |
|  | 2560000 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/1/2029 | &nbsp;&nbsp; 2188839<sup>(a)</sup> |
|  | 6195000 | &nbsp;&nbsp;&nbsp; 5.25%, due 10/1/2029 | &nbsp;&nbsp; 5186982<sup>(a)</sup> |
|  |  |  | **10034605** |
| **Metals - Mining Excluding Steel 0.9%** | **Metals - Mining Excluding Steel 0.9%** | **Metals - Mining Excluding Steel 0.9%** | **Metals - Mining Excluding Steel 0.9%** |
|  |  | First Quantum Minerals Ltd. |  |
|  | 1385000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/1/2025 | &nbsp;&nbsp; 1363800<sup>(a)</sup> |
|  | 1100000 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/15/2027 | &nbsp;&nbsp; 1066312<sup>(a)</sup> |
|  | 535000 | FMG Resources August 2006 Pty Ltd., 4.38%, due 4/1/2031 | &nbsp;&nbsp; 470800<sup>(a)</sup> |
|  |  | Hudbay Minerals, Inc. |  |
|  | 2435000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2026 | &nbsp;&nbsp; 2243244<sup>(a)</sup> |
|  | 2290000 | &nbsp;&nbsp;&nbsp; 6.13%, due 4/1/2029 | &nbsp;&nbsp; 2114586<sup>(a)</sup> |
|  |  |  | **7258742** |
| **Oil Field Equipment & Services 0.5%** | **Oil Field Equipment & Services 0.5%** | **Oil Field Equipment & Services 0.5%** | **Oil Field Equipment & Services 0.5%** |
|  | 950000 | Nabors Industries Ltd., 7.25%, due 1/15/2026 | &nbsp;&nbsp; 923875<sup>(a)</sup> |
|  | 1995000 | Nabors Industries, Inc., 7.38%, due 5/15/2027 | &nbsp;&nbsp; 1997593<sup>(a)</sup> |
|  | 955000 | Transocean, Inc., 8.75%, due 2/15/2030 | &nbsp;&nbsp; 984605<sup>(a)</sup> |
|  |  |  | **3906073** |
| **Packaging 3.4%** | **Packaging 3.4%** | **Packaging 3.4%** | **Packaging 3.4%** |
|  |  | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC |  |
|  | 1965000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/15/2027 | &nbsp;&nbsp; 1959498<sup>(a)</sup> |
|  | 375000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/1/2029 | &nbsp;&nbsp; 310072<sup>(a)</sup> |
|  |  | Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. |  |
|  | 2800000 | &nbsp;&nbsp;&nbsp; 4.13%, due 8/15/2026 | &nbsp;&nbsp; 2555000<sup>(a)</sup> |
|  | 3745000 | &nbsp;&nbsp;&nbsp; 5.25%, due 8/15/2027 | &nbsp;&nbsp; 3066724<sup>(a)</sup> |
|  | 430000 | Ball Corp., 5.25%, due 7/1/2025 | &nbsp;&nbsp; 427897 |
|  | 1630000 | Berry Global Escrow Corp., 5.63%, due 7/15/2027 | &nbsp;&nbsp; 1601475<sup>(a)</sup> |
|  | 2285000 | BWAY Holding Co., 7.25%, due 4/15/2025 | &nbsp;&nbsp; 2230731<sup>(a)</sup> |
|  | 455000 | Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, due 9/30/2026 | &nbsp;&nbsp; 434822 |
|  | 2455000 | &nbsp;&nbsp; Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC, 6.00%, due <br> 9/15/2028<br>| &nbsp;&nbsp; 2168570<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Packaging – cont'd** | **Packaging – cont'd** | **Packaging – cont'd** | **Packaging – cont'd** |
| $| 3725000 | Mauser Packaging Solutions Holding Co., 7.88%, due 8/15/2026 | $3757594<sup>(a)(c)</sup> |
|  | 2950000 | Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc., 4.38%, due 10/15/2028 | &nbsp;&nbsp; 2621938<sup>(a)</sup> |
|  | 180000 | &nbsp;&nbsp; Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC/Reynolds Group Issuer, Inc., <br> 4.00%, due 10/15/2027<br>| &nbsp;&nbsp; 161550<sup>(a)</sup> |
|  | 1150000 | Sealed Air Corp., 6.13%, due 2/1/2028 | &nbsp;&nbsp; 1160235<sup>(a)</sup> |
|  | 665000 | Trident TPI Holdings, Inc., 9.25%, due 8/1/2024 | &nbsp;&nbsp; 649085<sup>(a)</sup> |
|  |  | Trivium Packaging Finance BV |  |
|  | 1335000 | &nbsp;&nbsp;&nbsp; 5.50%, due 8/15/2026 | &nbsp;&nbsp; 1281520<sup>(a)</sup> |
|  | 3135000 | &nbsp;&nbsp;&nbsp; 8.50%, due 8/15/2027 | &nbsp;&nbsp; 3015055<sup>(a)</sup> |
|  |  |  | **27401766** |
| **Personal & Household Products 0.7%** | **Personal & Household Products 0.7%** | **Personal & Household Products 0.7%** | **Personal & Household Products 0.7%** |
|  | 925000 | CD&R Smokey Buyer, Inc., 6.75%, due 7/15/2025 | &nbsp;&nbsp; 839437<sup>(a)</sup> |
|  |  | Coty, Inc. |  |
|  | 1745000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/15/2026 | &nbsp;&nbsp; 1670837<sup>(a)</sup> |
|  | 690000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2026 | &nbsp;&nbsp; 680202<sup>(a)</sup> |
|  | 1825000 | Diamond BC BV, 4.63%, due 10/1/2029 | &nbsp;&nbsp; 1535172<sup>(a)</sup> |
|  | 655000 | Energizer Holdings, Inc., 6.50%, due 12/31/2027 | &nbsp;&nbsp; 638789<sup>(a)</sup> |
|  |  |  | **5364437** |
| **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** | **Pharmaceuticals 0.6%** |
|  |  | Catalent Pharma Solutions, Inc. |  |
|  | 895000 | &nbsp;&nbsp;&nbsp; 3.13%, due 2/15/2029 | &nbsp;&nbsp; 740380<sup>(a)</sup> |
|  | 215000 | &nbsp;&nbsp;&nbsp; 3.50%, due 4/1/2030 | &nbsp;&nbsp; 177644<sup>(a)</sup> |
|  | 1700000 | Grifols Escrow Issuer SA, 4.75%, due 10/15/2028 | &nbsp;&nbsp; 1478354<sup>(a)</sup> |
|  | 2370000 | Organon & Co./Organon Foreign Debt Co-Issuer BV, 5.13%, due 4/30/2031 | &nbsp;&nbsp; 2139612<sup>(a)</sup> |
|  |  |  | **4535990** |
| **Printing & Publishing 0.3%** | **Printing & Publishing 0.3%** | **Printing & Publishing 0.3%** | **Printing & Publishing 0.3%** |
|  |  | McGraw-Hill Ed., Inc. |  |
|  | 1505000 | &nbsp;&nbsp;&nbsp; 5.75%, due 8/1/2028 | &nbsp;&nbsp; 1322345<sup>(a)</sup> |
|  | 1630000 | &nbsp;&nbsp;&nbsp; 8.00%, due 8/1/2029 | &nbsp;&nbsp; 1397725<sup>(a)</sup> |
|  |  |  | **2720070** |
| **Real Estate Development & Management 1.4%** | **Real Estate Development & Management 1.4%** | **Real Estate Development & Management 1.4%** | **Real Estate Development & Management 1.4%** |
|  |  | Realogy Group LLC/Realogy Co-Issuer Corp. |  |
|  | 4825000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2029 | &nbsp;&nbsp; 3751630<sup>(a)</sup> |
|  | 9790000 | &nbsp;&nbsp;&nbsp; 5.25%, due 4/15/2030 | &nbsp;&nbsp; 7342500<sup>(a)</sup> |
|  |  |  | **11094130** |
| **Real Estate Investment Trusts 3.6%** | **Real Estate Investment Trusts 3.6%** | **Real Estate Investment Trusts 3.6%** | **Real Estate Investment Trusts 3.6%** |
|  | 2325000 | American Finance Trust, Inc./American Finance Operating Partner L.P., 4.50%, due 9/30/2028 | &nbsp;&nbsp; 1766064<sup>(a)</sup> |
|  | 505000 | Blackstone Mortgage Trust, Inc., 3.75%, due 1/15/2027 | &nbsp;&nbsp; 445440<sup>(a)</sup> |
|  |  | EPR Properties |  |
|  | 860000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2025 | &nbsp;&nbsp; 829943 |
|  | 1070000 | &nbsp;&nbsp;&nbsp; 3.75%, due 8/15/2029 | &nbsp;&nbsp; 889191 |
|  | 1100000 | GLP Capital LP/GLP Financing II, Inc., 3.25%, due 1/15/2032 | &nbsp;&nbsp; 912031 |
|  |  | Hospitality Properties Trust |  |
|  | 2032000 | &nbsp;&nbsp;&nbsp; 4.35%, due 10/1/2024 | &nbsp;&nbsp; 1916176 |
|  | 1615000 | &nbsp;&nbsp;&nbsp; 3.95%, due 1/15/2028 | &nbsp;&nbsp; 1229919 |

---

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** |
|  |  | Iron Mountain, Inc. |  |
| $| 3351000 | &nbsp;&nbsp;&nbsp; 4.88%, due 9/15/2027 | $3155101<sup>(a)</sup> |
|  | 2759000 | &nbsp;&nbsp;&nbsp; 5.25%, due 3/15/2028 | &nbsp;&nbsp; 2623533<sup>(a)</sup> |
|  | 1305000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/15/2028 | &nbsp;&nbsp; 1199965<sup>(a)</sup> |
|  | 895000 | &nbsp;&nbsp;&nbsp; 4.88%, due 9/15/2029 | &nbsp;&nbsp; 808306<sup>(a)</sup> |
|  | 1000000 | &nbsp;&nbsp;&nbsp; 5.25%, due 7/15/2030 | &nbsp;&nbsp; 904940<sup>(a)</sup> |
|  |  | MPT Operating Partnership L.P./MPT Finance Corp. |  |
|  | 3330000 | &nbsp;&nbsp;&nbsp; 5.25%, due 8/1/2026 | &nbsp;&nbsp; 3029201 |
|  | 1285000 | &nbsp;&nbsp;&nbsp; 5.00%, due 10/15/2027 | &nbsp;&nbsp; 1086256 |
|  | 1985000 | RHP Hotel Properties L.P./RHP Finance Corp., 4.50%, due 2/15/2029 | &nbsp;&nbsp; 1764273<sup>(a)</sup> |
|  | 1430000 | RLJ Lodging Trust L.P., 4.00%, due 9/15/2029 | &nbsp;&nbsp; 1199341<sup>(a)</sup> |
|  | 1355000 | Starwood Property Trust, Inc., 3.75%, due 12/31/2024 | &nbsp;&nbsp; 1286806<sup>(a)</sup> |
|  | 1015000 | VICI Properties L.P./VICI Note Co., Inc., 4.13%, due 8/15/2030 | &nbsp;&nbsp; 907904<sup>(a)</sup> |
|  | 3040000 | XHR L.P., 6.38%, due 8/15/2025 | &nbsp;&nbsp; 2994631<sup>(a)</sup> |
|  |  |  | **28949021** |
| **Recreation & Travel 2.0%** | **Recreation & Travel 2.0%** | **Recreation & Travel 2.0%** | **Recreation & Travel 2.0%** |
|  |  | Carnival Corp. |  |
|  | 1125000 | &nbsp;&nbsp;&nbsp; 7.63%, due 3/1/2026 | &nbsp;&nbsp; 1023750<sup>(a)</sup> |
|  | 1490000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/1/2027 | &nbsp;&nbsp; 1236700<sup>(a)</sup> |
|  | 1200000 | &nbsp;&nbsp;&nbsp; 9.88%, due 8/1/2027 | &nbsp;&nbsp; 1233000<sup>(a)</sup> |
|  | 1955000 | Carnival Holdings Bermuda Ltd., 10.38%, due 5/1/2028 | &nbsp;&nbsp; 2111400<sup>(a)</sup> |
|  | 725000 | &nbsp;&nbsp; Cedar Fair L.P./Canada's Wonderland Co./Magnum Management Corp./Millennium Op, 6.50%, <br> due 10/1/2028<br>| &nbsp;&nbsp; 702608 |
|  | 1600000 | Lindblad Expeditions LLC, 6.75%, due 2/15/2027 | &nbsp;&nbsp; 1569440<sup>(a)</sup> |
|  | 218000 | Motion Bondco Designated Activity Co., 6.63%, due 11/15/2027 | &nbsp;&nbsp; 197286<sup>(a)</sup> |
|  |  | NCL Corp. Ltd. |  |
|  | 995000 | &nbsp;&nbsp;&nbsp; 3.63%, due 12/15/2024 | &nbsp;&nbsp; 934056<sup>(a)</sup> |
|  | 870000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/15/2026 | &nbsp;&nbsp; 752533<sup>(a)</sup> |
|  | 1265000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/15/2027 | &nbsp;&nbsp; 1176134<sup>(a)</sup> |
|  | 4870000 | Royal Caribbean Cruises Ltd., 5.50%, due 4/1/2028 | &nbsp;&nbsp; 4188200<sup>(a)</sup> |
|  | 1205000 | Six Flags Entertainment Corp., 5.50%, due 4/15/2027 | &nbsp;&nbsp; 1135785<sup>(a)</sup> |
|  |  |  | **16260892** |
| **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** |
|  |  | 1011778 BC ULC/New Red Finance, Inc. |  |
|  | 150000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/15/2029 | &nbsp;&nbsp; 131241<sup>(a)</sup> |
|  | 1620000 | &nbsp;&nbsp;&nbsp; 4.00%, due 10/15/2030 | &nbsp;&nbsp; 1379025<sup>(a)</sup> |
|  | 1995000 | Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc., 5.00%, due 2/1/2026 | &nbsp;&nbsp; 1838273<sup>(a)</sup> |
|  |  |  | **3348539** |
| **Software - Services 4.3%** | **Software - Services 4.3%** | **Software - Services 4.3%** | **Software - Services 4.3%** |
|  | 3360000 | Ahead DB Holdings LLC, 6.63%, due 5/1/2028 | &nbsp;&nbsp; 2839200<sup>(a)</sup> |
|  | 2155000 | Central Parent, Inc./Central Merger Sub, Inc., 7.25%, due 6/15/2029 | &nbsp;&nbsp; 2149382<sup>(a)</sup> |
|  | 5590000 | Endurance Int'l Group Holdings, Inc., 6.00%, due 2/15/2029 | &nbsp;&nbsp; 3972455<sup>(a)</sup> |
|  | 1080000 | Fair Isaac Corp., 5.25%, due 5/15/2026 | &nbsp;&nbsp; 1072170<sup>(a)</sup> |
|  |  | Gen Digital, Inc. |  |
|  | 1175000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/30/2027 | &nbsp;&nbsp; 1191509<sup>(a)</sup> |
|  | 985000 | &nbsp;&nbsp;&nbsp; 7.13%, due 9/30/2030 | &nbsp;&nbsp; 1000071<sup>(a)</sup> |
|  | 1500000 | Match Group, Inc., 5.63%, due 2/15/2029 | &nbsp;&nbsp; 1410160<sup>(a)</sup> |
|  | 4385000 | McAfee Corp., 7.38%, due 2/15/2030 | &nbsp;&nbsp; 3642169<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Software - Services – cont'd** | **Software - Services – cont'd** | **Software - Services – cont'd** | **Software - Services – cont'd** |
|  |  | Open Text Corp. |  |
| $| 750000 | &nbsp;&nbsp;&nbsp; 3.88%, due 2/15/2028 | $651720<sup>(a)</sup> |
|  | 935000 | &nbsp;&nbsp;&nbsp; 3.88%, due 12/1/2029 | &nbsp;&nbsp; 777593<sup>(a)</sup> |
|  | 1745000 | Open Text Holdings, Inc., 4.13%, due 12/1/2031 | &nbsp;&nbsp; 1417708<sup>(a)</sup> |
|  | 4685000 | Presidio Holdings, Inc., 8.25%, due 2/1/2028 | &nbsp;&nbsp; 4503456<sup>(a)</sup> |
|  |  | Rackspace Technology Global, Inc. |  |
|  | 1885000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/15/2028 | &nbsp;&nbsp; 1133356<sup>(a)</sup> |
|  | 9410000 | &nbsp;&nbsp;&nbsp; 5.38%, due 12/1/2028 | &nbsp;&nbsp; 3467020<sup>(a)</sup> |
|  | 3815000 | VM Consolidated, Inc., 5.50%, due 4/15/2029 | &nbsp;&nbsp; 3514569<sup>(a)</sup> |
|  | 1485000 | Ziff Davis, Inc., 4.63%, due 10/15/2030 | &nbsp;&nbsp; 1315799<sup>(a)</sup> |
|  |  |  | **34058337** |
| **Specialty Retail 0.5%** | **Specialty Retail 0.5%** | **Specialty Retail 0.5%** | **Specialty Retail 0.5%** |
|  | 395000 | Abercrombie & Fitch Management Co., 8.75%, due 7/15/2025 | &nbsp;&nbsp; 398950<sup>(a)</sup> |
|  | 205000 | Asbury Automotive Group, Inc., 4.63%, due 11/15/2029 | &nbsp;&nbsp; 180900<sup>(a)</sup> |
|  | 1845000 | Foot Locker, Inc., 4.00%, due 10/1/2029 | &nbsp;&nbsp; 1559911<sup>(a)</sup> |
|  | 1670000 | PetSmart, Inc./PetSmart Finance Corp., 7.75%, due 2/15/2029 | &nbsp;&nbsp; 1641177<sup>(a)</sup> |
|  |  |  | **3780938** |
| **Steel Producers - Products 1.0%** | **Steel Producers - Products 1.0%** | **Steel Producers - Products 1.0%** | **Steel Producers - Products 1.0%** |
|  |  | Allegheny Technologies, Inc. |  |
|  | 1275000 | &nbsp;&nbsp;&nbsp; 5.88%, due 12/1/2027 | &nbsp;&nbsp; 1230238 |
|  | 945000 | &nbsp;&nbsp;&nbsp; 4.88%, due 10/1/2029 | &nbsp;&nbsp; 864798 |
|  |  | Carpenter Technology Corp. |  |
|  | 75000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/15/2028 | &nbsp;&nbsp; 73875 |
|  | 2195000 | &nbsp;&nbsp;&nbsp; 7.63%, due 3/15/2030 | &nbsp;&nbsp; 2252948 |
|  | 5015000 | TMS Int'l Corp., 6.25%, due 4/15/2029 | &nbsp;&nbsp; 3766959<sup>(a)</sup> |
|  |  |  | **8188818** |
| **Support - Services 5.7%** | **Support - Services 5.7%** | **Support - Services 5.7%** | **Support - Services 5.7%** |
|  | 195000 | APi Escrow Corp., 4.75%, due 10/15/2029 | &nbsp;&nbsp; 173868<sup>(a)</sup> |
|  | 970000 | APi Group DE, Inc., 4.13%, due 7/15/2029 | &nbsp;&nbsp; 839681<sup>(a)</sup> |
|  |  | APX Group, Inc. |  |
|  | 2665000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2027 | &nbsp;&nbsp; 2611727<sup>(a)</sup> |
|  | 3880000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2029 | &nbsp;&nbsp; 3356454<sup>(a)</sup> |
|  | 4029000 | ASGN, Inc., 4.63%, due 5/15/2028 | &nbsp;&nbsp; 3675676<sup>(a)</sup> |
|  |  | Avis Budget Car Rental LLC/Avis Budget Finance, Inc. |  |
|  | 1400000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2027 | &nbsp;&nbsp; 1315912<sup>(a)</sup> |
|  | 2700000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/1/2029 | &nbsp;&nbsp; 2413800<sup>(a)</sup> |
|  | 3485000 | BCPE Empire Holdings, Inc., 7.63%, due 5/1/2027 | &nbsp;&nbsp; 3264678<sup>(a)</sup> |
|  |  | Garda World Security Corp. |  |
|  | 635000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/15/2027 | &nbsp;&nbsp; 577920<sup>(a)</sup> |
|  | 1455000 | &nbsp;&nbsp;&nbsp; 7.75%, due 2/15/2028 | &nbsp;&nbsp; 1475006<sup>(a)</sup> |
|  | 2150000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 1794605<sup>(a)</sup> |
|  | 2585000 | GYP Holdings III Corp., 4.63%, due 5/1/2029 | &nbsp;&nbsp; 2179608<sup>(a)</sup> |
|  |  | Hertz Corp. |  |
|  | 990000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/1/2026 | &nbsp;&nbsp; 881100<sup>(a)</sup> |
|  | 2095000 | &nbsp;&nbsp;&nbsp; 5.00%, due 12/1/2029 | &nbsp;&nbsp; 1712662<sup>(a)</sup> |
|  | 1105000 | Korn/Ferry Int'l, 4.63%, due 12/15/2027 | &nbsp;&nbsp; 1038700<sup>(a)</sup> |
|  | 600000 | PECF USS Intermediate Holding III Corp., 8.00%, due 11/15/2029 | &nbsp;&nbsp; 457500<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Support - Services – cont'd** | **Support - Services – cont'd** | **Support - Services – cont'd** | **Support - Services – cont'd** |
|  |  | Prime Security Services Borrower LLC/Prime Finance, Inc. |  |
| $| 3170000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2026 | $3106725<sup>(a)</sup> |
|  | 3540000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/15/2028 | &nbsp;&nbsp; 3357336<sup>(a)</sup> |
|  | 1015000 | SRS Distribution, Inc., 6.13%, due 7/1/2029 | &nbsp;&nbsp; 872809<sup>(a)</sup> |
|  | 3060000 | Summer BC Bidco B LLC, 5.50%, due 10/31/2026 | &nbsp;&nbsp; 2515055<sup>(a)</sup> |
|  |  | United Rentals N.A., Inc. |  |
|  | 1450000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/15/2030 | &nbsp;&nbsp; 1402875 |
|  | 925000 | &nbsp;&nbsp;&nbsp; 4.00%, due 7/15/2030 | &nbsp;&nbsp; 832630 |
|  | 2120000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/15/2032 | &nbsp;&nbsp; 1833122 |
|  | 1805000 | Univar Solutions USA, Inc., 5.13%, due 12/1/2027 | &nbsp;&nbsp; 1745306<sup>(a)</sup> |
|  | 1855000 | White Cap Parent LLC, 8.25% Cash/9.00% PIK, due 3/15/2026 | &nbsp;&nbsp; 1692687<sup>(a)(d)</sup> |
|  | 775000 | ZipRecruiter, Inc., 5.00%, due 1/15/2030 | &nbsp;&nbsp; 674250<sup>(a)</sup> |
|  |  |  | **45801692** |
| **Technology Hardware & Equipment 1.3%** | **Technology Hardware & Equipment 1.3%** | **Technology Hardware & Equipment 1.3%** | **Technology Hardware & Equipment 1.3%** |
|  | 1030000 | Ciena Corp. Co., 4.00%, due 1/31/2030 | &nbsp;&nbsp; 901250<sup>(a)</sup> |
|  | 190000 | CommScope Finance LLC, 8.25%, due 3/1/2027 | &nbsp;&nbsp; 161604<sup>(a)</sup> |
|  |  | CommScope Technologies LLC |  |
|  | 469000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/15/2025 | &nbsp;&nbsp; 444157<sup>(a)</sup> |
|  | 6150000 | &nbsp;&nbsp;&nbsp; 5.00%, due 3/15/2027 | &nbsp;&nbsp; 4695387<sup>(a)</sup> |
|  | 1160000 | CommScope, Inc., 4.75%, due 9/1/2029 | &nbsp;&nbsp; 965538<sup>(a)</sup> |
|  | 3645000 | Imola Merger Corp., 4.75%, due 5/15/2029 | &nbsp;&nbsp; 3171150<sup>(a)</sup> |
|  |  |  | **10339086** |
| **Telecom - Wireless 0.9%** | **Telecom - Wireless 0.9%** | **Telecom - Wireless 0.9%** | **Telecom - Wireless 0.9%** |
|  |  | Sprint Capital Corp. |  |
|  | 1845000 | &nbsp;&nbsp;&nbsp; 6.88%, due 11/15/2028 | &nbsp;&nbsp; 1973849 |
|  | 1250000 | &nbsp;&nbsp;&nbsp; 8.75%, due 3/15/2032 | &nbsp;&nbsp; 1543750 |
|  |  | Sprint LLC |  |
|  | 420000 | &nbsp;&nbsp;&nbsp; 7.13%, due 6/15/2024 | &nbsp;&nbsp; 428888 |
|  | 345000 | &nbsp;&nbsp;&nbsp; 7.63%, due 2/15/2025 | &nbsp;&nbsp; 358091 |
|  |  | T-Mobile USA, Inc. |  |
|  | 1190000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/1/2028 | &nbsp;&nbsp; 1178720 |
|  | 1665000 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/15/2029 | &nbsp;&nbsp; 1517532 |
|  |  |  | **7000830** |
| **Telecom - Wireline Integrated & Services 5.6%** | **Telecom - Wireline Integrated & Services 5.6%** | **Telecom - Wireline Integrated & Services 5.6%** | **Telecom - Wireline Integrated & Services 5.6%** |
|  | 4795000 | Altice France Holding SA, 6.00%, due 2/15/2028 | &nbsp;&nbsp; 3235241<sup>(a)</sup> |
|  | 3785000 | Altice France SA, 5.50%, due 1/15/2028 | &nbsp;&nbsp; 3143518<sup>(a)</sup> |
|  | 1950000 | Cablevision Lightpath LLC, 5.63%, due 9/15/2028 | &nbsp;&nbsp; 1496625<sup>(a)</sup> |
|  |  | Consolidated Communications, Inc. |  |
|  | 1165000 | &nbsp;&nbsp;&nbsp; 5.00%, due 10/1/2028 | &nbsp;&nbsp; 873980<sup>(a)</sup> |
|  | 1825000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2028 | &nbsp;&nbsp; 1486725<sup>(a)</sup> |
|  |  | Frontier Communications Corp. |  |
|  | 1065000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/1/2028 | &nbsp;&nbsp; 968245<sup>(a)</sup> |
|  | 2540000 | &nbsp;&nbsp;&nbsp; 5.88%, due 11/1/2029 | &nbsp;&nbsp; 2070760 |
|  | 1915000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/15/2030 | &nbsp;&nbsp; 1573038<sup>(a)</sup> |
|  | 2090000 | &nbsp;&nbsp;&nbsp; 8.75%, due 5/15/2030 | &nbsp;&nbsp; 2165762<sup>(a)</sup> |
|  |  | Iliad Holding SASU |  |
|  | 1050000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2026 | &nbsp;&nbsp; 994303<sup>(a)</sup> |
|  | 910000 | &nbsp;&nbsp;&nbsp; 7.00%, due 10/15/2028 | &nbsp;&nbsp; 854654<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Telecom - Wireline Integrated & Services – cont'd** | **Telecom - Wireline Integrated & Services – cont'd** | **Telecom - Wireline Integrated & Services – cont'd** |
|  | Level 3 Financing, Inc. |  |
| 9359000 | &nbsp;&nbsp;&nbsp; 4.63%, due 9/15/2027 | $7928079<sup>(a)</sup> |
| 1225000 | &nbsp;&nbsp;&nbsp; 3.63%, due 1/15/2029 | &nbsp;&nbsp; 911400<sup>(a)</sup> |
| 3515000 | &nbsp;&nbsp;&nbsp; 3.75%, due 7/15/2029 | &nbsp;&nbsp; 2569606<sup>(a)</sup> |
| 4030000 | Lumen Technologies, Inc., 4.50%, due 1/15/2029 | &nbsp;&nbsp; 2710175<sup>(a)</sup> |
|  | Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. |  |
| 2255000 | &nbsp;&nbsp;&nbsp; 4.75%, due 4/30/2027 | &nbsp;&nbsp; 2046572<sup>(a)</sup> |
| 1190000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/15/2028 | &nbsp;&nbsp; 982381<sup>(a)</sup> |
| 920000 | &nbsp;&nbsp;&nbsp; 10.75%, due 6/1/2028 | &nbsp;&nbsp; 860205<sup>(a)</sup> |
|  | Telecom Italia Capital SA |  |
| 1010000 | &nbsp;&nbsp;&nbsp; 6.38%, due 11/15/2033 | &nbsp;&nbsp; 858732 |
| 860000 | &nbsp;&nbsp;&nbsp; 7.20%, due 7/18/2036 | &nbsp;&nbsp; 730604 |
| 4840000 | Uniti Group L.P./Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, due 2/15/2029 | &nbsp;&nbsp; 3363800<sup>(a)</sup> |
| 3230000 | Vmed O2 UK Financing I PLC, 4.75%, due 7/15/2031 | &nbsp;&nbsp; 2745585<sup>(a)</sup> |
| 765000 | Zayo Group Holdings, Inc., 6.13%, due 3/1/2028 | &nbsp;&nbsp; 525937<sup>(a)</sup> |
|  |  | **45095927** |
| **Theaters & Entertainment 0.3%** | **Theaters & Entertainment 0.3%** | **Theaters & Entertainment 0.3%** |
|  | Live Nation Entertainment, Inc. |  |
| 520000 | &nbsp;&nbsp;&nbsp; 5.63%, due 3/15/2026 | &nbsp;&nbsp; 504525<sup>(a)</sup> |
| 2005000 | &nbsp;&nbsp;&nbsp; 6.50%, due 5/15/2027 | &nbsp;&nbsp; 2016103<sup>(a)</sup> |
|  |  | **2520628** |
| **Total Corporate Bonds (Cost $764,407,567)** | **Total Corporate Bonds (Cost $764,407,567)** | **706569133** |
| **Loan Assignments**<sup>(b)</sup> **4.4%** | **Loan Assignments**<sup>(b)</sup> **4.4%** | **Loan Assignments**<sup>(b)</sup> **4.4%** |
| **Business Equipment & Services 0.1%** | **Business Equipment & Services 0.1%** | **Business Equipment & Services 0.1%** |
| 1432421 | Cyxtera DC Holdings, Inc., Term Loan B, (3M USD LIBOR + 3.00%), 7.82%, due 5/1/2024 | &nbsp;&nbsp; 1163584 |
| 19206 | &nbsp;&nbsp; Service Logic Acquisition, Inc., Term Loan, (2M USD LIBOR + 4.00%, 3M USD LIBOR + 4.00%), <br> 8.49% – 8.83%, due 10/29/2027<br>| &nbsp;&nbsp; 18702<sup>(g)</sup> |
|  |  | **1182286** |
| **Chemicals & Plastics 0.2%** | **Chemicals & Plastics 0.2%** | **Chemicals & Plastics 0.2%** |
| 1428746 | Ineos US Finance LLC, Term Loan B, (3M USD LIBOR), due 4/1/2024 | **1430275**<sup>(h)(i)</sup> |
| **Containers & Glass Products 0.3%** | **Containers & Glass Products 0.3%** | **Containers & Glass Products 0.3%** |
| 1023503 | BWAY Holding Company, Term Loan B, (1M USD LIBOR + 3.25%), 7.62%, due 4/3/2024 | &nbsp;&nbsp; 1013268 |
| 1432460 | Trident TPI Holdings, Inc., Term Loan B1, (3M USD LIBOR + 3.25%), 7.98%, due 10/17/2024 | &nbsp;&nbsp; 1426201 |
|  |  | **2439469** |
| **Distribution - Wholesale 0.3%** | **Distribution - Wholesale 0.3%** | **Distribution - Wholesale 0.3%** |
| 2040000 | Dealer Tire Financial, LLC, Term Loan B2, (1M CME Term SOFR + 4.50%), 9.06%, due 12/14/2027 | **2039368** |
| **Diversified Insurance 0.3%** | **Diversified Insurance 0.3%** | **Diversified Insurance 0.3%** |
| 2438235 | Gainwell Acquisition Corp., Term Loan B, (3M USD LIBOR + 4.00%), 8.73%, due 10/1/2027 | **2377084** |
| **Financial Intermediaries 0.4%** | **Financial Intermediaries 0.4%** | **Financial Intermediaries 0.4%** |
| 1129214 | Asurion LLC, Term Loan B7, (1M USD LIBOR + 3.00%), 7.57%, due 11/3/2024 | &nbsp;&nbsp; 1116330 |
| 2009912 | Starwood Property Trust, Inc., Term Loan B2, (1M USD LIBOR + 3.25%), 7.82%, due 7/26/2026 | &nbsp;&nbsp; 1994837<sup>(j)</sup> |
|  |  | **3111167** |
| **Health Care 1.2%** | **Health Care 1.2%** | **Health Care 1.2%** |
| 5885000 | &nbsp;&nbsp; Parexel Int'l Corporation, Second Lien Term Loan, (1M USD LIBOR + 6.50%), 11.07%, due <br> 11/15/2029<br>| &nbsp;&nbsp; 5531900 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Health Care – cont'd** | **Health Care – cont'd** | **Health Care – cont'd** | **Health Care – cont'd** |
| $| 1010000 | &nbsp;&nbsp; RegionalCare Hospital Partners Holdings, Inc., Term Loan B, (3M USD LIBOR + 3.75%), 8.58%, due <br> 11/16/2025<br>| $979983 |
|  | 2059353 | Team Health Holdings, Inc., Term Loan B, (1M CME Term SOFR + 5.25%), 9.81%, due 3/2/2027 | &nbsp;&nbsp; 1704114 |
|  | 1432727 | Verscend Holding Corp., Term Loan B, (1M USD LIBOR + 4.00%), 8.57%, due 8/27/2025 | &nbsp;&nbsp; 1428630 |
|  |  |  | **9644627** |
| **Lodging & Casinos 0.3%** | **Lodging & Casinos 0.3%** | **Lodging & Casinos 0.3%** | **Lodging & Casinos 0.3%** |
|  | 2020000 | &nbsp;&nbsp; GVC Holdings (Gibraltar) Limited, Term Loan B2, (3M CME Term SOFR + 3.50%), 8.18%, due <br> 10/31/2029<br>| **2021515**<sup>(h)(i)</sup> |
| **Nonferrous Metals - Minerals 0.3%** | **Nonferrous Metals - Minerals 0.3%** | **Nonferrous Metals - Minerals 0.3%** | **Nonferrous Metals - Minerals 0.3%** |
|  | 2362984 | U.S. Silica Company, Term Loan B, (1M USD LIBOR + 4.00%), 8.63%, due 5/1/2025 | **2354453** |
| **Oil & Gas 0.4%** | **Oil & Gas 0.4%** | **Oil & Gas 0.4%** | **Oil & Gas 0.4%** |
|  | 1300000 | Prairie ECI Acquiror LP, Term Loan B, (1M USD LIBOR + 4.75%), 9.32%, due 3/11/2026 | &nbsp;&nbsp; 1280682 |
|  | 2096247 | &nbsp;&nbsp; Waterbridge Midstream Operating LLC, Term Loan B, (3M USD LIBOR + 5.75%), 10.57%, due <br> 6/22/2026<br>| &nbsp;&nbsp; 2072014<sup>(h)(i)</sup> |
|  |  |  | **3352696** |
| **Retailers (except food & drug) 0.3%** | **Retailers (except food & drug) 0.3%** | **Retailers (except food & drug) 0.3%** | **Retailers (except food & drug) 0.3%** |
|  | 2423138 | Great Outdoors Group, LLC, Term Loan B1, (1M USD LIBOR + 3.75%), 8.32%, due 3/6/2028 | **2378916** |
| **Utilities 0.3%** | **Utilities 0.3%** | **Utilities 0.3%** | **Utilities 0.3%** |
|  |  | Lightstone Holdco LLC |  |
|  | 2789375 | &nbsp;&nbsp;&nbsp; Term Loan B, (1M CME Term SOFR + 5.75%), 10.31%, due 1/29/2027 | &nbsp;&nbsp; 2468596 |
|  | 157763 | &nbsp;&nbsp;&nbsp; Term Loan C, (1M CME Term SOFR + 5.75%), 10.31%, due 1/29/2027 | &nbsp;&nbsp; 139621 |
|  |  |  | **2608217** |
| **Total Loan Assignments (Cost $35,830,405)** | **Total Loan Assignments (Cost $35,830,405)** | **Total Loan Assignments (Cost $35,830,405)** | **34940073** |
| **Convertible Bonds 0.4%** | **Convertible Bonds 0.4%** | **Convertible Bonds 0.4%** | **Convertible Bonds 0.4%** |
| **Cable & Satellite Television 0.4%** | **Cable & Satellite Television 0.4%** | **Cable & Satellite Television 0.4%** | **Cable & Satellite Television 0.4%** |
|  | 4410000 | DISH Network Corp., 3.38%, due 8/15/2026 **(Cost $4,109,052)** | **2885429** |

---

See Notes to Schedule of Investments

------

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

---

| | |
|:---|:---|
| **Number of Shares** | **Value** |
| **Short-Term Investments 4.0%** | **Short-Term Investments 4.0%** |
| **Investment Companies 4.0%** | **Investment Companies 4.0%** |
| 32497850<br> &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, 4.18%<sup>(k)</sup> <br> **(Cost $32,497,850)**<br>| **$32497850** |
| **Total Investments 99.9% (Cost $860,713,834)** | **800200359** |
| Other Assets Less Liabilities 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457761<sup>(l)</sup> |
| **Net Assets 100.0%** | **$800658120** |

---

&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, 2023, these securities amounted to $602,275,845, which represents 75.2% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(c) When-issued security. Total value of all such securities at January 31, 2023 amounted to $8,393,109, which represents 1.1% of net assets of the Fund.

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

&nbsp;&nbsp;&nbsp;&nbsp;(e) 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;(f) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer.

&nbsp;&nbsp;&nbsp;&nbsp;(g) The stated interest rates represent the range of rates at January 31, 2023 of the underlying contracts within the Loan Assignment.

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

&nbsp;&nbsp;&nbsp;&nbsp;(i) All or a portion of this security had not settled as of January 31, 2023 and thus may not have an interest rate in effect. Interest rates do not take effect until settlement.

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

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

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 | $674760820 | 84.3% |
| Cayman Islands | 26613357 | 3.3% |
| Canada | 21484284 | 2.7% |
| United Kingdom | 8352433 | 1.0% |
| Switzerland | 5313636 | 0.7% |
| France | 4992475 | 0.6% |
| Luxembourg | 4665516 | 0.6% |
| Netherlands | 4296575 | 0.5% |
| Zambia | 2430112 | 0.3% |
| Ireland | 2410936 | 0.3% |
| Chile | 2398645 | 0.3% |
| Gibraltar | 2021515 | 0.3% |
| Jersey | 1750000 | 0.2% |
| Finland | 1685022 | 0.2% |
| Italy | 1589336 | 0.2% |
| Spain | 1478354 | 0.2% |
| Germany | 988693 | 0.1% |
| Australia | 470800 | 0.1% |
| Short-Term Investments and Other Assets—Net | 32955611 | 4.1% |
|  | **$800658120** | **100.0%** |

---

See Notes to Schedule of Investments

------

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

Derivative Instruments

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

At January 31, 2023, 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** |
| JPM | iBoxx USD Liquid High <br> Yield Index<br>| USD | 4056258 | 3/20/2023 | 4.31% | —% | SOFR | T/3M | $56258 | $(20606) | $35652 |
| **Total** |  |  |  |  |  |  |  |  | **$56258** | **$(20606)** | **$35652** |

---

&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, 2023.

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Asset-Backed Securities | $— | $23307874 | $— | $23307874 |
| Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 706569133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 706569133 |
| Loan Assignments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Financial Intermediaries | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116330 | &nbsp;&nbsp; 1994837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3111167 |
| &nbsp;&nbsp;&nbsp; Other Loan Assignments<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31828906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31828906 |
| Total Loan Assignments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32945236 | &nbsp;&nbsp; 1994837 | &nbsp;&nbsp;&nbsp;&nbsp; 34940073 |
| Convertible Bonds<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2885429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2885429 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32497850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32497850 |
| **Total Investments** | **$—** | **$798205522** | **$1994837** | **$800200359** |

---

&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. <br> (a) The following is a reconciliation between the beginning and ending balances of investments in which 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 11/1/2022**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales**  | **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2023**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2023**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Loan Assignments<sup>(1)</sup> | $— | $— | $— | $(13) | $2013 | $(5) | $— | $— | $1995 | $(13) |
| **Total** | **$—** | **$—** | **$—** | **$(13)** | **$2013** | **$(5)** | **$—** | **$—** | **$1995** | **$(13)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. |

---

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 derivatives as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $— | $35652 | $— | $35652 |
| **Total** | **$—** | **$35652** | **$—** | **$35652** |

---

^ 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) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 97.5%** | **Municipal Notes 97.5%** | **Municipal Notes 97.5%** |
| **Alabama 1.8%** | **Alabama 1.8%** | **Alabama 1.8%** |
| $700000 | &nbsp;&nbsp; Black Belt Energy Gas Dist. (Alabama Gas Prepay Gas Supply Rev. Proj. Number 5), (LOC: Morgan <br> Stanley), Ser. 2020-A-1, 4.00%, due 10/1/2049 Putable 10/1/2026<br>| $702025 |
| 300000 | &nbsp;&nbsp; Black Belt Energy Gas Dist. (Alabama Gas Prepay Gas Supply Rev. Proj. Number 7), (LOC: Goldman <br> Sachs Group, Inc.), Ser. 2021-C-1, 4.00%, due 12/1/2026<br>| &nbsp;&nbsp; 301603 |
| 500000 | &nbsp;&nbsp; Sumter Co. Ind. Dev. Au.(Green Bond-Enviva, Inc.), Ser. 2022, 6.00%, due 7/15/2052 Putable <br> 7/15/2032<br>| &nbsp;&nbsp; 458382 |
|  |  | **1462010** |
| **American Samoa 1.0%** | **American Samoa 1.0%** | **American Samoa 1.0%** |
| 750000 | American Samoa Econ. Dev. Au. Gen. Rev., 5.00%, due 9/1/2038 | **754317**<sup>(a)</sup> |
| **Arizona 3.8%** | **Arizona 3.8%** | **Arizona 3.8%** |
| 500000 | &nbsp;&nbsp; Maricopa Co. Ind. Dev. Au. Ed. Ref. Rev. (Paradise Sch. Proj. Paragon Management, Inc.), Ser. 2016, <br> 5.00%, due 7/1/2036<br>| &nbsp;&nbsp; 504189<sup>(a)</sup> |
| 1500000 | &nbsp;&nbsp; Maricopa Co. Ind. Dev. Au. Exempt Fac. Rev. (Commercial Metals Co. Proj.), Ser. 2022, 4.00%, due <br> 10/15/2047<br>| &nbsp;&nbsp; 1267761<sup>(a)</sup> |
| 250000 | Navajo Nation Ref. Rev., Ser. 2015-A, 5.00%, due 12/1/2025 | &nbsp;&nbsp; 256532<sup>(a)</sup> |
| 500000 | Phoenix Ind. Dev. Au. Ed. Ref. Rev. (Great Hearts Academies), Ser. 2016-A, 5.00%, due 7/1/2046 | &nbsp;&nbsp; 505430 |
| 500000 | &nbsp;&nbsp; Pima Co. Ind. Dev. Au. Ed. Ref. Rev. (American Leadership Academy Proj.), Ser. 2015, 5.38%, due <br> 6/15/2035<br>| &nbsp;&nbsp; 507791<sup>(a)</sup> |
|  |  | **3041703** |
| **Arkansas 1.2%** | **Arkansas 1.2%** | **Arkansas 1.2%** |
| 990000 | &nbsp;&nbsp; Batesville Pub. Facs. Board Hosp. Rev. Ref. (White River Hlth. Sys. Inc.), Ser. 2020, 3.00%, due <br> 6/1/2028<br>| **961846** |
| **California 8.5%** | **California 8.5%** | **California 8.5%** |
| 390000 | California Co. Tobacco Securitization Agcy. Ref. Rev., Ser. 2020-B-1, 5.00%, due 6/1/2049 | &nbsp;&nbsp; 400322 |
|  | California HFA Muni. Cert. |  |
| 948753 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 4.25%, due 1/15/2035 | &nbsp;&nbsp; 948067 |
| 486567 | &nbsp;&nbsp;&nbsp; Ser. 2021-1-A, 3.50%, due 11/20/2035 | &nbsp;&nbsp; 471436 |
| 250000 | &nbsp;&nbsp; California Muni. Fin. Au. Charter Sch. Lease Rev. (Santa Rosa Academy Proj.), Ser. 2015, 5.13%, due <br> 7/1/2035<br>| &nbsp;&nbsp; 251707<sup>(a)</sup> |
|  | California Muni. Fin. Au. Charter Sch. Rev. (John Adams Academics Proj.) |  |
| 315000 | &nbsp;&nbsp;&nbsp; Ser. 2015-A, 4.50%, due 10/1/2025 | &nbsp;&nbsp; 314513 |
| 400000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.00%, due 10/1/2049 | &nbsp;&nbsp; 376422<sup>(a)</sup> |
| 500000 | &nbsp;&nbsp; California Muni. Fin. Au. Charter Sch. Rev. (Palmdale Aerospace Academy Proj.), Ser. 2016, 5.00%, <br> due 7/1/2031<br>| &nbsp;&nbsp; 503406<sup>(a)</sup> |
| 400000 | California Muni. Fin. Au. Rev. (Baptist Univ.), Ser. 2015-A, 5.00%, due 11/1/2030 | &nbsp;&nbsp; 408717<sup>(a)</sup> |
| 470000 | &nbsp;&nbsp; California St. Poll. Ctrl. Fin. Au. Solid Waste Disp. Rev. (Aemerage Redak Svcs. So. California LLC <br> Proj.), Ser. 2016, 7.00%, due 12/1/2027<br>| &nbsp;&nbsp; 47000<sup>(a)(b)</sup> |
| 250000 | &nbsp;&nbsp; California St. Poll. Ctrl. Fin. Au. Solid Waste Disp. Rev. (Calplant I Green Bond Proj.), Ser. 2019, <br> 7.50%, due 12/1/2039<br>| &nbsp;&nbsp; 6181<sup>(a)(b)</sup> |
| 250000 | &nbsp;&nbsp; California St. Poll. Ctrl. Fin. Au. Solid Waste Disp. Rev. (Green Bond-Rialto Bioenergy Fac. LLC, Proj.), <br> Ser. 2019, 7.50%, due 12/1/2040<br>| &nbsp;&nbsp; 167392<sup>(a)</sup> |
| 500000 | &nbsp;&nbsp; California St. Sch. Fin. Au. Charter Sch. Rev. (Downtown College Prep-Oblig. Group), Ser. 2016, <br> 4.75%, due 6/1/2036<br>| &nbsp;&nbsp; 485070<sup>(a)</sup> |
| 600000 | California St. Sch. Fin. Au. Charter Sch. Rev. (Rocketship Ed.), Ser. 2016-A, 5.00%, due 6/1/2031 | &nbsp;&nbsp; 604681<sup>(a)</sup> |
| 400000 | California Statewide CDA Rev. Ref. (Lancer Ed. Std. Hsg. Proj.), Ser. 2016-A, 5.00%, due 6/1/2036 | &nbsp;&nbsp; 400823<sup>(a)</sup> |
| 55000 | &nbsp;&nbsp; California Statewide CDA Spec. Tax Rev. Ref. (Comm. Facs. Dist. Number 2007-01 Orinda Wilder <br> Proj.), Ser. 2015, 4.50%, due 9/1/2025<br>| &nbsp;&nbsp; 56669 |
| 5000000 | &nbsp;&nbsp; Golden St. Tobacco Securitization Corp. Tobacco Settlement Rev. Ref., Ser. 2021-B-2, 0.00%, due <br> 6/1/2066<br>| &nbsp;&nbsp; 629527 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **California – cont'd** | **California – cont'd** | **California – cont'd** | **California – cont'd** |
| $| 600000 | Kern Comm. College Dist. No. 1 G.O., Ser. 2022-D, 5.25%, due 8/1/2040 | $702365 |
|  |  |  | **6774298** |
| **Colorado 4.5%** | **Colorado 4.5%** | **Colorado 4.5%** | **Colorado 4.5%** |
|  | 391000 | Crystal Crossing Metro. Dist. Ref. G.O., Ser. 2016, 4.50%, due 12/1/2026 | &nbsp;&nbsp; 388258 |
|  | 1140000 | Denver Hlth. & Hosp. Au. Healthcare Rev. Ref., Ser. 2019-A, 4.00%, due 12/1/2040 | &nbsp;&nbsp; 1027745 |
|  | 500000 | Littleton Village Metro. Dist. Number 2 Ref. G.O., Ser. 2015, 5.38%, due 12/1/2045 | &nbsp;&nbsp; 498891 |
|  |  | Park Creek Metro. Dist. Ref. Tax Allocation Rev. (Sr. Ltd. Prop. Tax Supported) |  |
|  | 250000 | &nbsp;&nbsp;&nbsp; Ser. 2015-A, 5.00%, due 12/1/2034 | &nbsp;&nbsp; 262056 |
|  | 175000 | &nbsp;&nbsp;&nbsp; Ser. 2015-A, 5.00%, due 12/1/2035 | &nbsp;&nbsp; 182956 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2015-A, 5.00%, due 12/1/2045 | &nbsp;&nbsp; 515761 |
|  | 800000 | Pueblo Urban Tax Increment Rev. Au. (Evraz Proj.), Ser. 2021-A, 4.75%, due 12/1/2045 | &nbsp;&nbsp; 672131<sup>(a)</sup> |
|  |  |  | **3547798** |
| **Florida 3.2%** | **Florida 3.2%** | **Florida 3.2%** | **Florida 3.2%** |
|  | 200000 | &nbsp;&nbsp; Cap. Trust Agcy. Sr. Living Rev. (H-Bay Ministries, Inc. Superior Residences-Third Tier), Ser. 2018-C, <br> 7.50%, due 7/1/2053<br>| &nbsp;&nbsp; 6000<sup>(a)(b)</sup> |
|  | 500000 | &nbsp;&nbsp; Cap. Trust Agcy. Sr. Living Rev. (Wonderful Foundations Sch. Proj.), Ser. 2020-A-1, 5.00%, due <br> 1/1/2055<br>| &nbsp;&nbsp; 414595<sup>(a)</sup> |
|  | 650000 | Florida Dev. Fin. Corp. Ed. Facs. Rev. Ref. (Pepin Academies, Inc.), Ser. 2016-A, 5.00%, due 7/1/2036 | &nbsp;&nbsp; 600809 |
|  | 450000 | &nbsp;&nbsp; Florida St. Dev. Fin. Corp. Ed. Facs. Rev. (Renaissance Charter Sch., Inc. Proj.), Ser. 2015-A, 6.00%, <br> due 6/15/2035<br>| &nbsp;&nbsp; 457395<sup>(a)</sup> |
|  | 130000 | Florida St. Hsg. Fin. Corp. Rev., Ser. 2015-1, (GNMA/FNMA/FHLMC Insured), 3.75%, due 7/1/2035 | &nbsp;&nbsp; 128626 |
|  |  | Miami Beach Hlth. Fac. Au. (Mount Sinai Med. Ctr. of Florida) |  |
|  | 140000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, 4.00%, due 11/15/2038 | &nbsp;&nbsp; 138276 |
|  | 15000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, 4.00%, due 11/15/2039 | &nbsp;&nbsp; 14697 |
|  | 965000 | Village Comm. Dev. Dist. Number 13 Spec. Assessment Rev., Ser. 2019, 3.70%, due 5/1/2050 | &nbsp;&nbsp; 752925 |
|  |  |  | **2513323** |
| **Georgia 3.0%** | **Georgia 3.0%** | **Georgia 3.0%** | **Georgia 3.0%** |
|  | 1400000 | Main Street Natural Gas, Inc. Gas Supply Rev., Ser. 2022, 4.00%, due 8/1/2052 Putable 11/1/2027 | &nbsp;&nbsp; 1349349<sup>(a)</sup> |
|  | 1000000 | &nbsp;&nbsp; Muni. Elec. Au. of Georgia Rev. (Plant Vogtle Units 3&4 Proj. M Bonds), Ser. 2023-A, 5.50%, due <br> 7/1/2064<br>| &nbsp;&nbsp; 1049084 |
|  |  |  | **2398433** |
| **Guam 1.1%** | **Guam 1.1%** | **Guam 1.1%** | **Guam 1.1%** |
|  | 500000 | A.B. Won Pat Int'l Arpt. Au. Rev. Ref., Ser. 2023-A, 5.38%, due 10/1/2043 | &nbsp;&nbsp; 506294<sup>(c)</sup> |
|  | 350000 | Guam Pwr. Au. Rev., Ser. 2022-A, 5.00%, due 10/1/2034 | &nbsp;&nbsp; 391353 |
|  |  |  | **897647** |
| **Hawaii 0.3%** | **Hawaii 0.3%** | **Hawaii 0.3%** | **Hawaii 0.3%** |
|  | 250000 | Hawaii St. Dept. of Budget & Fin. Spec. Purp. Rev. Ref., Ser. 2015-A, 5.00%, due 1/1/2035 | **236658**<sup>(a)</sup> |
| **Illinois 10.2%** | **Illinois 10.2%** | **Illinois 10.2%** | **Illinois 10.2%** |
|  |  | Chicago G.O. |  |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.00%, due 1/1/2044 | &nbsp;&nbsp; 1003758 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.50%, due 1/1/2049 | &nbsp;&nbsp; 519722 |
|  | 700000 | &nbsp;&nbsp;&nbsp; Ser. 2023-A, 5.50%, due 1/1/2043 | &nbsp;&nbsp; 741559 |
|  | 200000 | Chicago O'Hare Int'l Arpt. Rev. Ref., Ser. 2015-A, 5.00%, due 1/1/2028 | &nbsp;&nbsp; 207066 |
|  | 500000 | Chicago O'Hare Int'l Arpt. Spec. Fac. Rev. (Trips Obligated Group), Ser. 2018, 5.00%, due 7/1/2048 | &nbsp;&nbsp; 501201 |
|  | 500000 | Chicago Ref. G.O., Ser. 2021-A, 4.00%, due 1/1/2035 | &nbsp;&nbsp; 489905 |
|  | 155000 | Chicago Wastewater Rev. (Second Lien Proj.), Ser. 2014, 5.00%, due 11/1/2027 | &nbsp;&nbsp; 159789 |
|  | 500000 | Chicago Wastewater Transmission Rev. Ref. (Second Lien), Ser. 2008-C, 5.00%, due 1/1/2039 | &nbsp;&nbsp; 505447 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Illinois – cont'd** | **Illinois – cont'd** | **Illinois – cont'd** | **Illinois – cont'd** |
| $| 400000 | &nbsp;&nbsp; Illinois Fin. Au. Charter Sch. Rev. (Intrinsic Sch.-Belmont Sch. Proj.), Ser. 2015-A, 5.75%, due <br> 12/1/2035<br>| $413874<sup>(a)</sup> |
|  | 425000 | &nbsp;&nbsp; Illinois Fin. Au. Rev. Ref. (Rosalind Franklin Univ. of Medicine & Science), Ser. 2017-A, 5.00%, due <br> 8/1/2047<br>| &nbsp;&nbsp; 428471 |
|  |  | Illinois St. G.O. |  |
|  | 600000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.75%, due 5/1/2045 | &nbsp;&nbsp; 644218 |
|  | 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 3/1/2046 | &nbsp;&nbsp; 2056126 |
|  | 500000 | &nbsp;&nbsp; Upper Illinois River Valley Dev. Au. Rev. Ref. (Cambridge Lakes Learning Ctr.), Ser. 2017-A, 5.25%, due <br> 12/1/2047<br>| &nbsp;&nbsp; 455453<sup>(a)</sup> |
|  |  |  | **8126589** |
| **Indiana 0.5%** | **Indiana 0.5%** | **Indiana 0.5%** | **Indiana 0.5%** |
|  | 500000 | Indiana St. Fin. Au. Rev. (Greencroft Oblig. Group), Ser. 2021, 4.00%, due 11/15/2043 | **392073** |
| **Kansas 0.2%** | **Kansas 0.2%** | **Kansas 0.2%** | **Kansas 0.2%** |
|  | 195000 | &nbsp;&nbsp; Goddard Kansas Sales Tax Spec. Oblig. Rev. (Olympic Park Star Bond Proj.), Ser. 2019, 3.60%, due <br> 6/1/2030<br>| **185542** |
| **Kentucky 2.5%** | **Kentucky 2.5%** | **Kentucky 2.5%** | **Kentucky 2.5%** |
|  | 405000 | &nbsp;&nbsp; Kentucky Econ. Dev. Fin. Au. (Sr. Next Generation Information Hwy. Proj.), Ser. 2015-A, 4.00%, due <br> 7/1/2029<br>| &nbsp;&nbsp; 403450 |
|  | 435000 | &nbsp;&nbsp; Kentucky Econ. Dev. Fin. Au. Rev. Ref. (Owensboro Hlth., Inc. Obligated Group), Ser. 2017-A, (AGM <br> Insured), 4.00%, due 6/1/2037<br>| &nbsp;&nbsp; 425489 |
|  | 1000000 | Kentucky Muni. Pwr. Agcy. Pwr. Sys. Rev. Ref. (Prairie St. Proj.), Ser. 2019-A, 4.00%, due 9/1/2045 | &nbsp;&nbsp; 955864 |
|  | 200000 | &nbsp;&nbsp; Kentucky St. Pub. Energy Au. Gas Supply Rev., (Morgan Stanley), Ser. 2018-A, 4.00%, due 4/1/2048 <br> Putable 4/1/2024<br>| &nbsp;&nbsp; 200425 |
|  |  |  | **1985228** |
| **Louisiana 0.8%** | **Louisiana 0.8%** | **Louisiana 0.8%** | **Louisiana 0.8%** |
|  | 400000 | &nbsp;&nbsp; Louisiana Local Gov't Env. Facs. & Comm. Dev. Au. Rev. Ref. (Westside Habilitation Ctr. Proj.), <br> Ser. 2017-A, 5.75%, due 2/1/2032<br>| &nbsp;&nbsp; 391243<sup>(a)</sup> |
|  | 289390 | &nbsp;&nbsp; Louisiana St. Local Gov't Env. Facs. & Comm. Dev. Au. Rev. (Lafourche Parish Gomesa Proj.), Ser. 2019, <br> 3.95%, due 11/1/2043<br>| &nbsp;&nbsp; 256235<sup>(a)</sup> |
|  |  |  | **647478** |
| **Maine 0.7%** | **Maine 0.7%** | **Maine 0.7%** | **Maine 0.7%** |
|  | 500000 | Maine St. Fin. Au. (Green Bond-Go Lab Madison, LLC Proj.), Ser. 2021, 8.00%, due 12/1/2051 | &nbsp;&nbsp; 350109<sup>(a)</sup> |
|  | 200000 | &nbsp;&nbsp; Maine St. Fin. Au. Solid Waste Disp. Rev. (Casella Waste Sys. Proj.), Ser. 2015, 5.13%, due 8/1/2035 <br> Putable 8/1/2025<br>| &nbsp;&nbsp; 201512<sup>(a)</sup> |
|  |  |  | **551621** |
| **Maryland 1.5%** | **Maryland 1.5%** | **Maryland 1.5%** | **Maryland 1.5%** |
|  |  | Baltimore Spec. Oblig. Ref. Rev. Sr. Lien (Harbor Point Proj.) |  |
|  | 250000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 3.63%, due 6/1/2046 | &nbsp;&nbsp; 199797<sup>(a)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 5.00%, due 6/1/2051 | &nbsp;&nbsp; 194987 |
|  | 1000000 | Maryland St. Hsg. & Comm. Dev. Administration Dept. Rev., Ser. 2020-D, 1.95%, due 9/1/2035 | &nbsp;&nbsp; 788492 |
|  |  |  | **1183276** |
| **Michigan 3.5%** | **Michigan 3.5%** | **Michigan 3.5%** | **Michigan 3.5%** |
|  | 1050000 | Detroit Social Bonds G.O., Ser. 2021-A, 4.00%, due 4/1/2042 | &nbsp;&nbsp; 920043 |
|  | 1500000 | &nbsp;&nbsp; Michigan St. Strategic Fund Ltd. Oblig. Rev. (Green Bond-Recycled Board Machine Proj.), Ser. 2021, <br> 4.00%, due 10/1/2061 Putable 10/1/2026<br>| &nbsp;&nbsp; 1484324 |
|  | 400000 | Summit Academy Pub. Sch. Academy Ref. Rev., Ser. 2005, 6.38%, due 11/1/2035 | &nbsp;&nbsp; 364024 |
|  |  |  | **2768391** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Minnesota 0.9%** | **Minnesota 0.9%** | **Minnesota 0.9%** |
| $500000 | &nbsp;&nbsp; St. Paul Hsg. & Redev. Au. Charter Sch. Lease Rev. (Academia Cesar Chavez Sch. Proj.), Ser. 2015-A, <br> 5.25%, due 7/1/2050<br>| $433603 |
| 300000 | &nbsp;&nbsp; St. Paul Hsg. & Redev. Au. Charter Sch. Lease Rev. (Twin Cities Academy Proj.), Ser. 2015-A, 5.00%, <br> due 7/1/2035<br>| &nbsp;&nbsp; 294549 |
|  |  | **728152** |
| **Mississippi 0.3%** | **Mississippi 0.3%** | **Mississippi 0.3%** |
| 300000 | Mississippi Dev. Bank Spec. Oblig. (Jackson Co. Gomesa Proj.), Ser. 2021, 3.63%, due 11/1/2036 | **273291**<sup>(a)</sup> |
| **Montana 1.0%** | **Montana 1.0%** | **Montana 1.0%** |
| 1000000 | Gallatin Co. IDR (Bozeman Fiber Proj.), Ser. 2021-A, 4.00%, due 10/15/2051 | **774729**<sup>(a)</sup> |
| **Nevada 0.6%** | **Nevada 0.6%** | **Nevada 0.6%** |
| 500000 | &nbsp;&nbsp; Director of the St. of Nevada Dept. of Bus. & Ind. Rev. (Somerset Academy), Ser. 2015-A, 5.13%, due <br> 12/15/2045<br>| **494986**<sup>(a)</sup> |
| **New Hampshire 0.8%** | **New Hampshire 0.8%** | **New Hampshire 0.8%** |
| 750000 | National Fin. Au. Rev. (Green Bond), Ser. 2020-B, 3.75%, due 7/1/2045 Putable 7/2/2040 | **604092**<sup>(a)</sup> |
| **New Jersey 0.3%** | **New Jersey 0.3%** | **New Jersey 0.3%** |
| 250000 | &nbsp;&nbsp; New Jersey Econ. Dev. Au. Spec. Fac. Rev. Ref. (Port Newark Container Term. LLC Proj.), Ser. 2017, <br> 5.00%, due 10/1/2047<br>| **251118** |
| **New Mexico 0.7%** | **New Mexico 0.7%** | **New Mexico 0.7%** |
| 670000 | Winrock Town Ctr. Tax Increment Dev. Dist. Number 1 (Sr. Lien), Ser. 2022, 4.25%, due 5/1/2040 | **569680**<sup>(a)</sup> |
| **New York 7.1%** | **New York 7.1%** | **New York 7.1%** |
| 1000000 | New York St. Thruway Au. Rev. Ref. (Bidding Group4), Ser. 2022-A, 5.00%, due 3/15/2046 | &nbsp;&nbsp; 1104517 |
| 1000000 | &nbsp;&nbsp; New York St. Trans. Dev. Corp. Fac. Rev. (Empire St. Thruway Svc. Areas Proj.), Ser. 2021, 4.00%, due <br> 4/30/2053<br>| &nbsp;&nbsp; 854637 |
| 500000 | &nbsp;&nbsp; New York St. Trans. Dev. Corp. Spec. Fac. Rev. (Delta Airlines, Inc.-LaGuardia Arpt. Term. C&D Redev.), <br> Ser. 2018, 5.00%, due 1/1/2028<br>| &nbsp;&nbsp; 523745 |
| 200000 | &nbsp;&nbsp; New York St. Trans. Dev. Corp. Spec. Fac. Rev. Ref. (American Airlines, Inc., John F Kennedy Int'l Arpt. <br> Proj.), Ser. 2021, 3.00%, due 8/1/2031<br>| &nbsp;&nbsp; 184536 |
| 750000 | &nbsp;&nbsp; Suffolk Tobacco Asset Securitization Corp. Ref. (Tobacco Settle Asset Backed Sub. Bonds), <br> Ser. 2021-B-1, 4.00%, due 6/1/2050<br>| &nbsp;&nbsp; 742578 |
| 500000 | &nbsp;&nbsp; Westchester Co. Local Dev. Corp. Rev. (Purchase Sr. Learning Comm., Inc. Proj.), Ser. 2021-A, 5.00%, <br> due 7/1/2056<br>| &nbsp;&nbsp; 386054<sup>(a)</sup> |
| 1500000 | &nbsp;&nbsp; Westchester Co. Local Dev. Corp. Rev. Ref. (Kendal on Hudson Proj.), Ser. 2022-B, 5.00%, due <br> 1/1/2051<br>| &nbsp;&nbsp; 1454941 |
| 420000 | &nbsp;&nbsp; Yonkers Econ. Dev. Corp. Ed. Rev. (Charter Sch. of Ed. Excellence Proj.), Ser. 2019-A, 5.00%, due <br> 10/15/2039<br>| &nbsp;&nbsp; 402523 |
|  |  | **5653531** |
| **Ohio 10.8%** | **Ohio 10.8%** | **Ohio 10.8%** |
| 450000 | Akron Bath Copley Jt. Twp. Hosp. Dist. (Summa Hlth. Sys. Oblig.), Ser. 2020, 4.00%, due 11/15/2035 | &nbsp;&nbsp; 441687 |
| 3500000 | Buckeye Tobacco Settlement Fin. Au. Asset-Backed Sr. Ref. Rev., Ser. 2020-B-2, 5.00%, due 6/1/2055 | &nbsp;&nbsp; 3337311 |
| 740000 | &nbsp;&nbsp; Cleveland-Cuyahoga Co. Port Au. Tax Increment Fin. Rev. Ref. (Sr.-Flats East Bank Proj.), Ser. 2021-A, <br> 4.00%, due 12/1/2055<br>| &nbsp;&nbsp; 625998<sup>(a)</sup> |
| 500000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. (Ohio Valley Elec. Corp. Proj.), Ser. 2009-B, 1.38%, due 2/1/2026 Putable <br> 11/1/2024<br>| &nbsp;&nbsp; 475648 |
| 500000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Exempt Facs. Rev. (AMG Vanadium LLC), Ser. 2019-D, 5.00%, due <br> 7/1/2049<br>| &nbsp;&nbsp; 455020<sup>(a)</sup> |
| 1000000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Exempt Facs. Rev. (Pratt Paper LLC Proj.), Ser. 2017, 4.50%, due <br> 1/15/2048<br>| &nbsp;&nbsp; 944112<sup>(a)</sup> |
| 1500000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Rev. (Ohio Valley Elec. Corp. Proj.), Ser. 2014-B, 2.60%, due 6/1/2041 <br> Putable 10/1/2029<br>| &nbsp;&nbsp; 1377108 |

---

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** |
| $| 750000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Rev. Ref. (Ohio Valley Elec. Corp. Proj.), Ser. 2019-A, 3.25%, due <br> 9/1/2029<br>| $696640 |
|  | 365000 | So. Ohio Port Exempt Fac. Au. Rev., (PureCycle Proj.), Ser. 2020-A, 7.00%, due 12/1/2042 | &nbsp;&nbsp; 265208<sup>(a)</sup> |
|  |  |  | **8618732** |
| **Oregon 0.7%** | **Oregon 0.7%** | **Oregon 0.7%** | **Oregon 0.7%** |
|  | 750000 | Yamhill Co. Hosp. Au. Ref. Rev. (Friends View), Ser. 2021-A, 5.00%, due 11/15/2051 | **582685** |
| **Other 0.4%** | **Other 0.4%** | **Other 0.4%** | **Other 0.4%** |
|  | 300000 | &nbsp;&nbsp; JPMorgan Chase Putters/Drivers Trust Var. Sts. Rev. (Putters), (LOC: JP Morgan Chase Bank N.A.), <br> Ser. 2019, 1.88%, due 3/20/2024<br>| **300000**<sup>(a)(d)</sup> |
| **Pennsylvania 1.1%** | **Pennsylvania 1.1%** | **Pennsylvania 1.1%** | **Pennsylvania 1.1%** |
|  | 750000 | Pennsylvania Econ. Dev. Fin. Au. Rev. (Bridges Finco LP), Ser. 2016-C, 5.00%, due 12/31/2038 | &nbsp;&nbsp; 757776 |
|  | 400000 | &nbsp;&nbsp; Pennsylvania Econ. Dev. Fin. Au. Rev. Ref. (Tapestry Moon Sr. Hsg. Proj.), Ser. 2018-A, 6.75%, due <br> 12/1/2053<br>| &nbsp;&nbsp; 152500<sup>(a)(b)</sup> |
|  |  |  | **910276** |
| **Puerto Rico 6.0%** | **Puerto Rico 6.0%** | **Puerto Rico 6.0%** | **Puerto Rico 6.0%** |
|  |  | Puerto Rico Commonwealth G.O. (Restructured) |  |
|  | 32273 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 5.25%, due 7/1/2023 | &nbsp;&nbsp; 32427 |
|  | 19325 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 0.00%, due 7/1/2024 | &nbsp;&nbsp; 18099 |
|  | 64367 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 5.38%, due 7/1/2025 | &nbsp;&nbsp; 65846 |
|  | 63784 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 5.63%, due 7/1/2027 | &nbsp;&nbsp; 66807 |
|  | 62750 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 5.63%, due 7/1/2029 | &nbsp;&nbsp; 66714 |
|  | 60948 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 5.75%, due 7/1/2031 | &nbsp;&nbsp; 66100 |
|  | 74376 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 0.00%, due 7/1/2033 | &nbsp;&nbsp; 43074 |
|  | 57794 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 4.00%, due 7/1/2033 | &nbsp;&nbsp; 54037 |
|  | 51950 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 4.00%, due 7/1/2035 | &nbsp;&nbsp; 47186 |
|  | 44586 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 4.00%, due 7/1/2037 | &nbsp;&nbsp; 39454 |
|  | 60620 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 4.00%, due 7/1/2041 | &nbsp;&nbsp; 52129 |
|  | 813045 | &nbsp;&nbsp;&nbsp; Ser. 2021-A-1, 4.00%, due 7/1/2046 | &nbsp;&nbsp; 677926 |
|  | 2500000 | Puerto Rico Elec. Pwr. Au. Pwr. Rev., Ser. 2012-A, 5.00%, due 7/1/2042 | &nbsp;&nbsp; 1743750<sup>(b)</sup> |
|  |  | Puerto Rico Ind. Tourist Ed. Med. & Env. Ctrl. Fac. Rev. (Hosp. Auxilio Mutuo Oblig. Group Proj.) |  |
|  | 550000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 5.00%, due 7/1/2030 | &nbsp;&nbsp; 619456 |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 5.00%, due 7/1/2034 | &nbsp;&nbsp; 112157 |
|  | 4000000 | Puerto Rico Sales Tax Fin. Corp. Sales Tax Rev., Ser.2018-A-1, 0.00%, due 7/1/2046 | &nbsp;&nbsp; 1098428 |
|  |  |  | **4803590** |
| **South Carolina 2.0%** | **South Carolina 2.0%** | **South Carolina 2.0%** | **South Carolina 2.0%** |
|  | 500000 | Lancaster Co. Assessment Rev. Ref. (Walnut Creek Imp. Dist.), Ser. 2016-A-1, 5.00%, due 12/1/2031 | &nbsp;&nbsp; 501018 |
|  | 150000 | &nbsp;&nbsp; South Carolina Jobs Econ. Dev. Au. Econ. Dev. Rev. (River Park Sr. Living Proj.), Ser. 2017-A, 7.75%, <br> due 10/1/2057<br>| &nbsp;&nbsp; 164055 |
|  | 500000 | &nbsp;&nbsp; South Carolina Jobs Econ. Dev. Au. Solid Waste Disp. Rev. (Green Bond-Jasper Pellets LLC, Proj.), <br> Ser. 2018-A, 7.00%, due 11/1/2038<br>| &nbsp;&nbsp; 475000<sup>(a)(b)</sup> |
|  | 500000 | &nbsp;&nbsp; South Carolina Jobs Econ. Dev. Au. Solid Waste Disp. Rev. (RePower South Berkeley LLC Proj.), <br> Ser. 2017, 6.25%, due 2/1/2045<br>| &nbsp;&nbsp; 200000<sup>(a)(b)</sup> |
|  | 300000 | &nbsp;&nbsp; South Carolina St. Jobs Econ. Dev. Au. Solid Waste Disp. Rev. (AMT-Green Bond-Last Step <br> Recycling LLC Proj.), Ser. 2021-A, 6.50%, due 6/1/2051<br>| &nbsp;&nbsp; 220188<sup>(a)</sup> |
|  |  |  | **1560261** |
| **Texas 10.5%** | **Texas 10.5%** | **Texas 10.5%** | **Texas 10.5%** |
|  | 750000 | Anson Ed. Facs. Corp. Ed. Rev. (Arlington Classics Academy), Ser. 2016-A, 5.00%, due 8/15/2045 | &nbsp;&nbsp; 761170 |
|  | 400000 | Fort Bend Co. Ind. Dev. Corp. Rev. (NRG Energy, Inc.), Ser. 2012-A, 4.75%, due 5/1/2038 | &nbsp;&nbsp; 399983 |
|  | 750000 | Hale Ctr. Ed. Fac. Corp. Rev. Ref. (Wayland Baptist Univ. Proj.), Ser. 2022, 5.00%, due 3/1/2033 | &nbsp;&nbsp; 817299 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Texas – cont'd** | **Texas – cont'd** | **Texas – cont'd** | **Texas – cont'd** |
|  |  | Hidalgo Co. Reg. Mobility Au. Toll & Vehicle Registration Jr. Lien Ref. |  |
| $| 750000 | &nbsp;&nbsp;&nbsp; Ser. 2022-B, 4.00%, due 12/1/2037 | $714927 |
|  | 755000 | &nbsp;&nbsp;&nbsp; Ser. 2022-B, 4.00%, due 12/1/2039 | &nbsp;&nbsp; 710658 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-B, 4.00%, due 12/1/2040 | &nbsp;&nbsp; 935021 |
|  |  | Houston Arpt. Sys. Rev. (United Airlines, Inc. Terminal Imp. Proj.) |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; Ser. 2015-B-1, 5.00%, due 7/15/2030 | &nbsp;&nbsp; 406873 |
|  | 750000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B-1, 4.00%, due 7/15/2041 | &nbsp;&nbsp; 673396 |
|  | 294782 | &nbsp;&nbsp; Mission Econ. Dev. Corp. Wtr. Supply Rev. (Green Bond-Env. Wtr. Minerals Proj.), Ser. 2015, 7.75%, <br> due 1/1/2045<br>| &nbsp;&nbsp; 5896<sup>(a)(b)</sup> |
|  | 500000 | New Hope Cultural Ed. Facs. Fin. Corp. Rev. (Beta Academy), Ser. 2019, 5.00%, due 8/15/2049 | &nbsp;&nbsp; 468615<sup>(a)</sup> |
|  | 500000 | &nbsp;&nbsp; New Hope Cultural Ed. Facs. Fin. Corp. Sr. Living Rev. (Cardinal Bay, Inc. Village On The Park Carriage), <br> Ser. 2016-C, 5.50%, due 7/1/2046<br>| &nbsp;&nbsp; 225000 |
|  | 500000 | &nbsp;&nbsp; New Hope Cultural Ed. Facs. Fin. Corp. Std. Hsg. Rev. (NCCD-College Sta. Properties LLC), <br> Ser. 2015-A, 5.00%, due 7/1/2047<br>| &nbsp;&nbsp; 425000<sup>(b)</sup> |
|  | 300000 | &nbsp;&nbsp; Port Beaumont Navigation Dist. Dock & Wharf Fac. Rev. Ref. (Jefferson Gulf Coast Energy Proj.), <br> Ser. 2020-A, 3.63%, due 1/1/2035<br>| &nbsp;&nbsp; 246229<sup>(a)</sup> |
|  | 500000 | &nbsp;&nbsp; Texas St. Private Activity Bond Surface Trans. Corp. Rev. (Sr. Lien-Blueridge Trans. Group LLC), <br> Ser. 2016, 5.00%, due 12/31/2040<br>| &nbsp;&nbsp; 505555 |
|  | 1000000 | &nbsp;&nbsp; Texas St. Private Activity Bond Surface Trans. Corp. Sr. Lien Rev. Ref. (Sr. North Tarrant Express <br> Managed Lanes Proj.), Ser. 2019-A, 5.00%, due 12/31/2030<br>| &nbsp;&nbsp; 1086680 |
|  |  |  | **8382302** |
| **Utah 2.2%** | **Utah 2.2%** | **Utah 2.2%** | **Utah 2.2%** |
|  | 750000 | &nbsp;&nbsp; Mida Mountain Village Pub. Infrastructure Dist. Spec. Assessment (Mountain Village Assessment Area <br> Number 2), Ser. 2021, 4.00%, due 8/1/2050<br>| &nbsp;&nbsp; 559008<sup>(a)</sup> |
|  |  | Utah Infrastructure Agcy. Telecommunication Rev. |  |
|  | 600000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 4.00%, due 10/15/2036 | &nbsp;&nbsp; 537820 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 3.00%, due 10/15/2045 | &nbsp;&nbsp; 656706 |
|  |  |  | **1753534** |
| **Vermont 0.9%** | **Vermont 0.9%** | **Vermont 0.9%** | **Vermont 0.9%** |
|  | 500000 | &nbsp;&nbsp; Vermont Econ. Dev. Au. Solid Waste Disp. Rev. (Casella Waste Sys., Inc.), Ser. 2013, 4.63%, due <br> 4/1/2036 Putable 4/3/2028<br>| &nbsp;&nbsp; 493308<sup>(a)</sup> |
|  | 190000 | Vermont Std. Assist. Corp. Ed. Loan Rev., Ser. 2015-A, 4.13%, due 6/15/2028 | &nbsp;&nbsp; 190477 |
|  |  |  | **683785** |
| **Virginia 0.8%** | **Virginia 0.8%** | **Virginia 0.8%** | **Virginia 0.8%** |
|  | 395000 | &nbsp;&nbsp; Embrey Mill Comm. Dev Au. Spec. Assessment Rev., Ser. 2015, 5.30%, due 3/1/2035 Pre-Refunded <br> 3/1/2025<br>| &nbsp;&nbsp; 417119 |
|  | 200000 | &nbsp;&nbsp; Virginia College Bldg. Au. Ed. Facs. Rev. (Green Bonds-Marymount Univ. Proj.), Ser. 2015-B, 5.25%, <br> due 7/1/2035<br>| &nbsp;&nbsp; 202838<sup>(a)</sup> |
|  |  |  | **619957** |
| **Wisconsin 2.1%** | **Wisconsin 2.1%** | **Wisconsin 2.1%** | **Wisconsin 2.1%** |
|  | 300000 | Pub. Fin. Au. Ed. Rev. (Resh Triangle High Sch. Proj.), Ser. 2015-A, 5.38%, due 7/1/2035 | &nbsp;&nbsp; 303329<sup>(a)</sup> |
|  | 500000 | Pub. Fin. Au. Hosp. Rev. (Carson Valley Med. Ctr.), Ser. 2021-A, 4.00%, due 12/1/2051 | &nbsp;&nbsp; 400266 |
|  | 411673 | Pub. Fin. Au. Rev. (Goodwill Industries of So. Nevada Proj.), Ser. 2015-A, 5.50%, due 12/1/2038 | &nbsp;&nbsp; 384516 |
|  | 500000 | &nbsp;&nbsp; Pub. Fin. Spec. Fac. Au. Rev. (Sky Harbour Cap. LLC Aviation Fac. Proj.), Ser. 2021, 4.00%, due <br> 7/1/2041<br>| &nbsp;&nbsp; 398110 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Wisconsin – cont'd** | **Wisconsin – cont'd** | **Wisconsin – cont'd** | **Wisconsin – cont'd** |
| $| 200000 | St. Croix Chippewa Indians of Wisconsin Ref., Ser. 2021, 5.00%, due 9/30/2041 | $154871<sup>(a)</sup> |
|  |  |  | **1641092** |
| **Total Investments 97.5% (Cost $86,479,162)** | **Total Investments 97.5% (Cost $86,479,162)** | **Total Investments 97.5% (Cost $86,479,162)** | **77634024** |
| Other Assets Less Liabilities 2.5% | Other Assets Less Liabilities 2.5% | Other Assets Less Liabilities 2.5% | &nbsp;&nbsp;&nbsp;&nbsp; 1993858 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **Net Assets 100.0%** | **$79627882** |

---

&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, 2023, these securities amounted to $21,121,292, which represents 26.5% of net assets of the Fund.

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

&nbsp;&nbsp;&nbsp;&nbsp;(c) When-issued security. Total value of all such securities at January 31, 2023 amounted to $506,294, which represents 0.6% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(d) 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, 2023.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal High 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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes<sup>#</sup> <br>| $— | $77634024 | $— | $77634024 |
| **Total Investments** | **$—** | **$77634024** | **$—** | **$77634024** |

---

&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 Municipal Impact Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 95.9%** | **Municipal Notes 95.9%** | **Municipal Notes 95.9%** |
| **Alabama 1.1%** | **Alabama 1.1%** | **Alabama 1.1%** |
| $565000 | Fort Payne City G.O. (Sch. Warrants), Ser. 2018-B, (AGM Insured), 5.00%, due 5/1/2027 | $627788 |
| 250000 | &nbsp;&nbsp; Sumter Co. Ind. Dev. Au.(Green Bond-Enviva, Inc.), Ser. 2022, 6.00%, due 7/15/2052 Putable <br> 7/15/2032<br>| &nbsp;&nbsp; 229191 |
|  |  | **856979** |
| **Arkansas 1.2%** | **Arkansas 1.2%** | **Arkansas 1.2%** |
| 550000 | &nbsp;&nbsp; Benton Washington Reg. Pub. Wtr. Au. Rev. Green Bond, Ser. 2022, (BAM Insured), 4.00%, due <br> 10/1/2033<br>| &nbsp;&nbsp; 591096 |
| 315000 | Russellville City Wtr. & Swr. Rev., Ser. 2018, (AGM Insured), 4.00%, due 7/1/2028 | &nbsp;&nbsp; 328204 |
|  |  | **919300** |
| **California 1.8%** | **California 1.8%** | **California 1.8%** |
| 250000 | California HFA Rev. (833 Bryant Apt.), Ser. 2020-N, 5.00%, due 4/1/2027 | &nbsp;&nbsp; 275681 |
| 1000000 | Glendale City Wtr. Rev. Ref., Ser. 2020, 2.00%, due 2/1/2033 | &nbsp;&nbsp; 914161 |
| 200000 | &nbsp;&nbsp; San Diego Assoc. of Gov't Cap. Grant Receipts Rev. (Green Bond Mid-Coast Corridor Transit Proj.), <br> Ser. 2019-A, 5.00%, due 11/15/2024<br>| &nbsp;&nbsp; 204265 |
|  |  | **1394107** |
| **Colorado 2.1%** | **Colorado 2.1%** | **Colorado 2.1%** |
| 200000 | Pueblo Urban Tax Increment Rev. Au. (Evraz Proj.), Ser. 2021-A, 4.75%, due 12/1/2045 | &nbsp;&nbsp; 168033<sup>(a)</sup> |
| 1500000 | &nbsp;&nbsp; Univ. of Colorado Enterprise Sys. Rev. Ref. (Univ. Enterprise Green Bond), Ser. 2021-C-3B, 2.00%, due <br> 6/1/2051 Putable 10/15/2026<br>| &nbsp;&nbsp; 1460643 |
|  |  | **1628676** |
| **Florida 2.2%** | **Florida 2.2%** | **Florida 2.2%** |
| 1225000 | Miami-Dade Co. (Bldg. Better Comm. Prog.), Ser. 2015-D-REMK, 5.00%, due 7/1/2026 | &nbsp;&nbsp; 1338677 |
| 275000 | Tampa Wtr. & Wastewater Sys. Rev., Ser. 2020-A, 5.00%, due 10/1/2033 | &nbsp;&nbsp; 325514 |
|  |  | **1664191** |
| **Georgia 1.4%** | **Georgia 1.4%** | **Georgia 1.4%** |
| 1000000 | Metropolitan Atlanta Rapid Transit Au. Sales Tax Rev. Ref., Ser. 2016-B, 5.00%, due 7/1/2035 | **1076459** |
| **Illinois 3.6%** | **Illinois 3.6%** | **Illinois 3.6%** |
| 1000000 | &nbsp;&nbsp; Cook Co. Comm. Cons. Sch. Dist. # 21 G.O. (Wheeling Sch. Bldg.), Ser. 2019-A, (AGM Insured), <br> 4.00%, due 12/1/2035<br>| &nbsp;&nbsp; 1044443 |
|  | Sales Tax Securitization Corp. Sr. Lien Rev. Ref. (Social Bonds) |  |
| 650000 | &nbsp;&nbsp;&nbsp; Ser. 2023-A, 5.00%, due 1/1/2033 | &nbsp;&nbsp; 732665<sup>(b)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2023-A, 4.00%, due 1/1/2042 | &nbsp;&nbsp; 980421<sup>(b)</sup> |
|  |  | **2757529** |
| **Indiana 5.2%** | **Indiana 5.2%** | **Indiana 5.2%** |
|  | Anderson Sch. Bldg. Corp. (First Mtge.) |  |
| 850000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 1/15/2024 | &nbsp;&nbsp; 868892 |
| 895000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 1/15/2026 | &nbsp;&nbsp; 960480 |
|  | West Central Conservancy Dist. Savage Rev. Ref. |  |
| 660000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2029 | &nbsp;&nbsp; 727940 |
| 410000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2030 | &nbsp;&nbsp; 456178 |
| 900000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 1/1/2032 | &nbsp;&nbsp; 992271 |
|  |  | **4005761** |
| **Iowa 1.6%** | **Iowa 1.6%** | **Iowa 1.6%** |
| 1000000 | Iowa St. Board Regents Hosp. Rev. (Univ. of Iowa Hosp. & Clinics), Ser. 2022-A, 5.00%, due 9/1/2032 | **1211883** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Kentucky 8.1%** | **Kentucky 8.1%** | **Kentucky 8.1%** |
|  | Breathitt Co. Sch. Dist. Fin. Corp. Rev. |  |
| $210000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 2.00%, due 4/1/2027 | $202569 |
| 835000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 2.00%, due 4/1/2029 | &nbsp;&nbsp; 786834 |
|  | Daviess Co. Sch. Dist. Fin. Corp. Rev. |  |
| 775000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 12/1/2027 | &nbsp;&nbsp; 863950 |
| 900000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 2.00%, due 12/1/2031 | &nbsp;&nbsp; 822068 |
|  | Green Co. Sch. Dist. Fin. Corp. |  |
| 525000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 2.00%, due 10/1/2024 | &nbsp;&nbsp; 516556 |
| 335000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 2.00%, due 10/1/2025 | &nbsp;&nbsp; 329241 |
| 650000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 2.00%, due 10/1/2026 | &nbsp;&nbsp; 634780 |
|  | Lewis Co. Sch. Dist. Fin. Corp. Rev. |  |
| 460000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, 2.00%, due 8/1/2024 | &nbsp;&nbsp; 453186 |
| 585000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, 2.00%, due 8/1/2025 | &nbsp;&nbsp; 572445 |
| 1000000 | Logan-Todd Reg. Wtr. Commission Rev. Ref., Ser. 2016-A, (AGM Insured), 5.00%, due 7/1/2028 | &nbsp;&nbsp; 1083182 |
|  |  | **6264811** |
| **Louisiana 3.5%** | **Louisiana 3.5%** | **Louisiana 3.5%** |
| 1220000 | Louisiana Pub. Facs. Au. Rev. Ref. (Hurricane Rec. Prog.), Ser. 2014, 5.00%, due 6/1/2024 | &nbsp;&nbsp; 1260250 |
|  | Natchitoches Parish Sch. Dist. G.O. # 9 |  |
| 505000 | &nbsp;&nbsp;&nbsp; Ser. 2018, (AGM Insured), 5.00%, due 3/1/2027 | &nbsp;&nbsp; 554223 |
| 755000 | &nbsp;&nbsp;&nbsp; Ser. 2018, (AGM Insured), 5.00%, due 3/1/2028 | &nbsp;&nbsp; 844399 |
|  |  | **2658872** |
| **Maine 0.3%** | **Maine 0.3%** | **Maine 0.3%** |
| 300000 | Maine St. Fin. Au. (Green Bond-Go Lab Madison, LLC Proj.), Ser. 2021, 8.00%, due 12/1/2051 | **210065**<sup>(a)</sup> |
| **Massachusetts 0.6%** | **Massachusetts 0.6%** | **Massachusetts 0.6%** |
| 500000 | Massachusetts HFA Rev., Ser. 2020-C-2, (HUD Section 8 Insured), 0.50%, due 6/1/2023 | **495811** |
| **Michigan 13.4%** | **Michigan 13.4%** | **Michigan 13.4%** |
| 500000 | City of Detroit MI G.O., Ser. 2021-A, 4.00%, due 4/1/2040 | &nbsp;&nbsp; 447424 |
| 1000000 | Dearborn G.O. (Swr.), Ser. 2018, 4.00%, due 4/1/2033 | &nbsp;&nbsp; 1072180 |
|  | Fowlerville Comm. Sch. Dist. Ref. G.O. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 3.00%, due 5/1/2029 | &nbsp;&nbsp; 1033413 |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 4.00%, due 5/1/2033 | &nbsp;&nbsp; 1097314 |
|  | Kent Hosp. Fin. Au. Rev. (Mary Free Bed Rehabilitation Hosp.) |  |
| 105000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 4/1/2028 | &nbsp;&nbsp; 114429 |
| 915000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 4.00%, due 4/1/2033 | &nbsp;&nbsp; 952117 |
| 500000 | Livonia Pub. Sch. Dist. G.O., Ser. 2016, (AGM Insured), 5.00%, due 5/1/2028 | &nbsp;&nbsp; 540722 |
| 750000 | Michigan St. Hsg. Dev. Au. Rev. (Non Ace), Ser. 2016-B, 2.50%, due 12/1/2026 | &nbsp;&nbsp; 740592 |
| 290000 | Michigan St. Hsg. Dev. Au. Rev. Ref., Ser. 2018-B, 3.15%, due 4/1/2028 | &nbsp;&nbsp; 295885 |
| 1000000 | Michigan St. Hsg. Dev. Au. Single Family Mtge. Rev. (Non Ace), Ser. 2018-C, 2.90%, due 12/1/2024 | &nbsp;&nbsp; 999972 |
| 1000000 | &nbsp;&nbsp; Michigan St. Strategic Fund Ltd. Oblig. Rev. (Green Bond-Recycled Board Machine Proj.), Ser. 2021, <br> 4.00%, due 10/1/2061 Putable 10/1/2026<br>| &nbsp;&nbsp; 989550 |
|  | Trenton Pub. Sch. Dist. G.O. (Sch. Bldg. & Site) |  |
| 785000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 5/1/2036 | &nbsp;&nbsp; 874542 |
| 1025000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 5/1/2039 | &nbsp;&nbsp; 1123373 |
|  |  | **10281513** |
| **Minnesota 1.9%** | **Minnesota 1.9%** | **Minnesota 1.9%** |
|  | Duluth Econ. Dev. Au. Rev. Ref. (ST. Luke's Hosp. of Duluth) |  |
| 310000 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, 5.00%, due 6/15/2027 | &nbsp;&nbsp; 326749 |
| 410000 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, 5.00%, due 6/15/2028 | &nbsp;&nbsp; 436851 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Minnesota – cont'd** | **Minnesota – cont'd** | **Minnesota – cont'd** | **Minnesota – cont'd** |
| $| 500000 | Minnesota Rural Wtr. Fin. Au. (Pub. Proj. Construction Notes), Ser. 2022, 2.63%, due 12/1/2023 | $496733 |
|  | 210000 | &nbsp;&nbsp; St. Paul Hsg. & Redev. Au. Charter Sch. Lease Rev. (Metro Deaf Sch. Proj.), Ser. 2018-A, 5.00%, due <br> 6/15/2038<br>| &nbsp;&nbsp; 206889<sup>(a)</sup> |
|  |  |  | **1467222** |
| **Mississippi 0.7%** | **Mississippi 0.7%** | **Mississippi 0.7%** | **Mississippi 0.7%** |
|  | 440000 | West Rankin Utils. Au. Rev., Ser. 2018, (AGM Insured), 5.00%, due 1/1/2043 Pre-Refunded 1/1/2028 | **498756** |
| **Missouri 3.7%** | **Missouri 3.7%** | **Missouri 3.7%** | **Missouri 3.7%** |
|  | 1000000 | &nbsp;&nbsp; Bi- St. Dev. Agcy. of the Missouri-Illinois Metro. Dist. Rev. Ref. (Combined Lien Mass Transit Sales Tax <br> Appropriation), Ser. 2019, 4.00%, due 10/1/2036<br>| &nbsp;&nbsp; 1041735 |
|  |  | Missouri St. Env. Imp. & Energy Res. Au. Wtr. PCR |  |
|  | 660000 | &nbsp;&nbsp;&nbsp; Ser. 2018-A, 5.00%, due 7/1/2029 | &nbsp;&nbsp; 753899 |
|  | 510000 | &nbsp;&nbsp;&nbsp; Ser. 2018-A, 5.00%, due 1/1/2030 | &nbsp;&nbsp; 582280 |
|  | 500000 | &nbsp;&nbsp; Missouri St. Hlth. & Ed. Fac. Au. (St. Louis Collage of Pharmacy Proj.), Ser. 2013, 5.00%, due <br> 5/1/2023<br>| &nbsp;&nbsp; 502480 |
|  |  |  | **2880394** |
| **New Jersey 3.0%** | **New Jersey 3.0%** | **New Jersey 3.0%** | **New Jersey 3.0%** |
|  | 485000 | New Jersey St. Econ. Dev. Au. Rev. (Social Bonds), Ser. 2021-QQQ, 5.00%, due 6/15/2025 | &nbsp;&nbsp; 510311 |
|  | 650000 | New Jersey St. Hsg. & Mtge. Fin. Agcy. Multi-Family Rev. Ref., Ser. 2017-A, 2.60%, due 11/1/2024 | &nbsp;&nbsp; 650349 |
|  | 570000 | New Jersey St. Trans. Trust Fund Au. Rev. Ref., Ser. 2021-A, 5.00%, due 6/15/2031 | &nbsp;&nbsp; 662412 |
|  | 575000 | Newark Board of Ed. G.O. (Sustainability Bonds), Ser. 2021, (BAM Insured), 3.00%, due 7/15/2038 | &nbsp;&nbsp; 507976 |
|  |  |  | **2331048** |
| **New York 10.9%** | **New York 10.9%** | **New York 10.9%** | **New York 10.9%** |
|  | 250000 | Buffalo Swr. Au. Env. Impact Rev. (Green Bond), Ser. 2021, (BAM Insured), 1.75%, due 6/15/2049 | &nbsp;&nbsp; 183203<sup>(c)</sup> |
|  | 200000 | Build NYC Res. Corp. Rev. (New Dawn Charter Sch. Proj.), Ser. 2019, 5.75%, due 2/1/2049 | &nbsp;&nbsp; 201693<sup>(a)</sup> |
|  |  | Metro. Trans. Au. Rev. |  |
|  | 1315000 | &nbsp;&nbsp;&nbsp; Ser. 2008-B-3, 5.00%, due 11/15/2023 | &nbsp;&nbsp; 1332287 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2016-B, 5.00%, due 11/15/2025 | &nbsp;&nbsp; 1051326 |
|  | 200000 | Metro. Trans. Au. Rev. (Green Bond), Ser. 2017-B, 5.00%, due 11/15/2023 | &nbsp;&nbsp; 202623 |
|  | 150000 | &nbsp;&nbsp; Nassau Co. Local Econ. Assist. Corp. Rev. (Catholic Hlth. Svcs. of Long Island Obligated Group Proj.), <br> Ser. 2014, 5.00%, due 7/1/2027<br>| &nbsp;&nbsp; 154435 |
|  |  | New York City Hsg. Dev. Corp. Multi-Family Hsg. Rev. (Sustainable Dev. Bonds) |  |
|  | 1060000 | &nbsp;&nbsp;&nbsp; Ser. 2020-A-3, 1.13%, due 5/1/2060 Putable 11/1/2024 | &nbsp;&nbsp; 1019289 |
|  | 825000 | &nbsp;&nbsp;&nbsp; Ser. 2021-F-1, 1.05%, due 5/1/2028 | &nbsp;&nbsp; 727613 |
|  | 1090000 | &nbsp;&nbsp;&nbsp; Ser. 2021-F-1, 1.25%, due 5/1/2029 | &nbsp;&nbsp; 939768 |
|  | 500000 | &nbsp;&nbsp; New York City Hsg. Dev. Corp. Rev., Ser. 2020-C, (HUD Section 8, Fannie Mae Insured), 2.15%, due <br> 8/1/2035<br>| &nbsp;&nbsp; 407255 |
|  | 185000 | New York St. HFA Rev. (Affordable Hsg.), Ser. 2018-I, 2.65%, due 5/1/2023 | &nbsp;&nbsp; 184927 |
|  | 1545000 | New York St. HFA Rev. Ref. (Affordable Hsg.), Ser. 2020-H, 2.45%, due 11/1/2044 | &nbsp;&nbsp; 1125925 |
|  | 350000 | &nbsp;&nbsp; New York St. Hsg. Fin. Agcy. Rev. (Climate Bond Certified/ Sustainability Bonds), Ser. 2019-P, 1.55%, <br> due 11/1/2023<br>| &nbsp;&nbsp; 346327 |
|  | 500000 | &nbsp;&nbsp; New York St. Pwr. Au. Rev. (Green Transmission Proj. - Green Bond), Ser. 2022-A, (AGM Insured), <br> 5.00%, due 11/15/2024<br>| &nbsp;&nbsp; 524789 |
|  |  |  | **8401460** |
| **North Carolina 1.1%** | **North Carolina 1.1%** | **North Carolina 1.1%** | **North Carolina 1.1%** |
|  | 900000 | &nbsp;&nbsp; North Carolina HFA Homeownership Ref. Rev., Ser. 2020-45, (GNMA/FNMA/FHLMC Insured), 2.20%, <br> due 7/1/2040<br>| &nbsp;&nbsp; 670270 |
|  | 175000 | Scotland Co. Rev., Ser. 2018, 5.00%, due 12/1/2026 | &nbsp;&nbsp; 190563 |
|  |  |  | **860833** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **North Dakota 0.6%** | **North Dakota 0.6%** | **North Dakota 0.6%** |
| $190000 | Cass Co. Jt. Wtr. Res. Dist., Ser. 2021-A, 0.48%, due 5/1/2024 | $182597 |
| 300000 | City of Larimore ND G.O., Ser. 2021, 0.85%, due 5/1/2024 | &nbsp;&nbsp; 289013 |
|  |  | **471610** |
| **Ohio 2.8%** | **Ohio 2.8%** | **Ohio 2.8%** |
| 520000 | Akron Bath Copley Jt. Twp. Hosp. Dist. (Summa Hlth. Sys. Oblig.), Ser. 2020, 4.00%, due 11/15/2036 | &nbsp;&nbsp; 504165 |
| 1000000 | &nbsp;&nbsp; American Muni. Pwr. Ohio, Inc. Rev. (Comb. Hydroelectric Proj.), Ser. 2021-A-2, 1.00%, due <br> 2/15/2048 Putable 8/15/2024<br>| &nbsp;&nbsp; 966481 |
| 400000 | Cuyahoga Metro. Hsg. Au. Rev., Ser. 2021, (2045 Initiative Proj.), 2.00%, due 12/1/2031 | &nbsp;&nbsp; 365296 |
| 250000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Exempt Facs. Rev. (AMG Vanadium LLC), Ser. 2019-D, 5.00%, due <br> 7/1/2049<br>| &nbsp;&nbsp; 227510<sup>(a)</sup> |
| 125000 | So. Ohio Port Exempt Fac. Au. Rev., (PureCycle Proj.), Ser. 2020-A, 7.00%, due 12/1/2042 | &nbsp;&nbsp; 90825<sup>(a)</sup> |
|  |  | **2154277** |
| **Oklahoma 2.1%** | **Oklahoma 2.1%** | **Oklahoma 2.1%** |
| 870000 | Johnston Co. Ed. Fac. Au. Lease Rev. (Tishomingo Pub. Sch. Proj.), Ser. 2022, 4.00%, due 9/1/2030 | &nbsp;&nbsp; 951099 |
| 650000 | Lincoln Co. Ed. Facs. Au. Ed. Facs. Lease Rev. (Stroud Pub. Sch. Proj.), Ser. 2016, 5.00%, due 9/1/2027 | &nbsp;&nbsp; 699719 |
|  |  | **1650818** |
| **Pennsylvania 3.5%** | **Pennsylvania 3.5%** | **Pennsylvania 3.5%** |
|  | Allegheny Co. Sanitary Au. Rev. |  |
| 290000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 6/1/2030 | &nbsp;&nbsp; 330453 |
| 565000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 6/1/2032 | &nbsp;&nbsp; 642649 |
|  | Pennsylvania St. Hsg. Fin. Agcy. Single Family Mtge. Rev. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2018-127B, 2.85%, due 4/1/2026 | &nbsp;&nbsp; 996700 |
| 750000 | &nbsp;&nbsp;&nbsp; Ser. 2019-131A, 1.75%, due 4/1/2025 | &nbsp;&nbsp; 731017 |
|  |  | **2700819** |
| **Puerto Rico 0.6%** | **Puerto Rico 0.6%** | **Puerto Rico 0.6%** |
|  | Puerto Rico Ind. Tourist Ed. Med. & Env. Ctrl. Fac. Rev. (Hosp. Auxilio Mutuo Oblig. Group Proj.) |  |
| 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 5.00%, due 7/1/2035 | &nbsp;&nbsp; 110599 |
| 200000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2036 | &nbsp;&nbsp; 193909 |
| 200000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2038 | &nbsp;&nbsp; 187503 |
|  |  | **492011** |
| **South Carolina 2.7%** | **South Carolina 2.7%** | **South Carolina 2.7%** |
|  | Dillon Co. Sch. Fac. Corp. Cert. of Participation Ref. |  |
| 1175000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.00%, due 12/1/2026 | &nbsp;&nbsp; 1279499 |
| 445000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.00%, due 12/1/2027 | &nbsp;&nbsp; 493505 |
| 175000 | &nbsp;&nbsp; South Carolina Jobs Econ. Dev. Au. Solid Waste Disp. Rev. (Green Bond-Jasper Pellets LLC, Proj.), <br> Ser. 2018-A, 7.00%, due 11/1/2038<br>| &nbsp;&nbsp; 166250<sup>(a)(d)</sup> |
| 150000 | &nbsp;&nbsp; South Carolina St. Jobs Econ. Dev. Au. Solid Waste Disp. Rev. (AMT-Green Bond-Last Step <br> Recycling LLC Proj.), Ser. 2021-A, 6.50%, due 6/1/2051<br>| &nbsp;&nbsp; 110094<sup>(a)</sup> |
|  |  | **2049348** |
| **Tennessee 1.9%** | **Tennessee 1.9%** | **Tennessee 1.9%** |
|  | Tennessee Hsg. Dev. Agcy. Residential Fin. Prog. Rev. |  |
| 490000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 3.25%, due 7/1/2032 | &nbsp;&nbsp; 485967 |
| 1070000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1, 1.80%, due 1/1/2031 | &nbsp;&nbsp; 944278 |
|  |  | **1430245** |
| **Texas 6.3%** | **Texas 6.3%** | **Texas 6.3%** |
| 625000 | &nbsp;&nbsp; Hidalgo Co. Reg. Mobility Au. Rev. Toll & Vehicle Registration Jr. Lien Ref., Ser. 2022-B, 4.00%, due <br> 12/1/2038<br>| &nbsp;&nbsp; 592020 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Texas – cont'd** | **Texas – cont'd** | **Texas – cont'd** | **Texas – cont'd** |
| $| 500000 | &nbsp;&nbsp; New Caney Independent Sch. Dist., Ser. 2018, (PSF-GTD Insured), 1.25%, due 2/15/2050 Putable <br> 8/15/2024<br>| $486412 |
|  | 1350000 | San Antonio Wtr. Sys. Jr. Lien Rev. Ref., Ser. 2019-C, 5.00%, due 5/15/2034 | &nbsp;&nbsp; 1555414 |
|  | 1015000 | Weslaco G.O. Ref., Ser. 2017, (AGM Insured), 5.00%, due 8/15/2027 | &nbsp;&nbsp; 1132956 |
|  | 1000000 | Ysleta Independent Sch. Dist. G.O. (Sch. Bldg.), Ser. 2017, (PSF-GTD Insured), 5.00%, due 8/15/2041 | &nbsp;&nbsp; 1071037 |
|  |  |  | **4837839** |
| **Virginia 1.7%** | **Virginia 1.7%** | **Virginia 1.7%** | **Virginia 1.7%** |
|  | 1510000 | Virginia St. Hsg. Dev. Au., Ser. 2019 E, 2.90%, due 12/1/2038 | **1331797** |
| **Washington 2.1%** | **Washington 2.1%** | **Washington 2.1%** | **Washington 2.1%** |
|  | 1000000 | Discovery Clean Wtr. Alliance Swr. Rev., Ser. 2022, 5.00%, due 12/1/2037 | &nbsp;&nbsp; 1157626 |
|  | 487965 | Washington St. Hsg. Fin. Commission, Ser. 2021-A-1, 3.50%, due 12/20/2035 | &nbsp;&nbsp; 459849 |
|  |  |  | **1617475** |
| **West Virginia 4.2%** | **West Virginia 4.2%** | **West Virginia 4.2%** | **West Virginia 4.2%** |
|  | 500000 | &nbsp;&nbsp; West Virginia Hosp. Fin. Au. Rev. (Impt. West Virginia Univ. Hlth. Sys. Obligated Group), Ser. 2018-A, <br> 5.00%, due 6/1/2052<br>| &nbsp;&nbsp; 508119 |
|  | 700000 | West Virginia Hosp. Fin. Au. Rev. (West Virginia Univ. Hlth. Sys.), Ser. 2017-A, 5.00%, due 6/1/2035 | &nbsp;&nbsp; 737278 |
|  | 600000 | &nbsp;&nbsp; West Virginia Hosp. Fin. Au. Rev. Ref. (Cabell Huntington Hosp. Obligated Group), Ser. 2018-A, <br> 5.00%, due 1/1/2035<br>| &nbsp;&nbsp; 637190 |
|  | 275000 | &nbsp;&nbsp; West Virginia Hsg. Dev. Fund Rev. (Hsg. Fin.), Ser. 2018-A, (HUD Section 8 Insured), 2.65%, due <br> 11/1/2024<br>| &nbsp;&nbsp; 274727 |
|  | 990000 | West Virginia Wtr. Dev. Au. Rev. Ref. (Loan Prog.), Ser. 2018-A-IV, 5.00%, due 11/1/2036 | &nbsp;&nbsp; 1095860 |
|  |  |  | **3253174** |
| **Total Investments 95.9% (Cost $77,537,295)** | **Total Investments 95.9% (Cost $77,537,295)** | **Total Investments 95.9% (Cost $77,537,295)** | **73855083** |
| Other Assets Less Liabilities 4.1% | Other Assets Less Liabilities 4.1% | Other Assets Less Liabilities 4.1% | &nbsp;&nbsp;&nbsp;&nbsp; 3194758 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **Net Assets 100.0%** | **$77049841** |

---

&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, 2023, these securities amounted to $1,381,359, which represents 1.8% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(b) When-issued security. Total value of all such securities at January 31, 2023 amounted to $1,713,086, which represents 2.2% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) 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, 2023.

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

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes<sup>#</sup> <br>| $— | $73855083 | $— | $73855083 |
| **Total Investments** | **$—** | **$73855083** | **$—** | **$73855083** |

---

&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 Municipal Intermediate Bond Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Municipal Notes 96.9%** | **Municipal Notes 96.9%** | **Municipal Notes 96.9%** |
| **Alabama 2.4%** | **Alabama 2.4%** | **Alabama 2.4%** |
| $1380000 | &nbsp;&nbsp; Black Belt Energy Gas Dist. (Alabama Gas Prepay Gas Supply Rev. Proj. Number 5), (LOC: Morgan <br> Stanley), Ser. 2020-A-1, 4.00%, due 10/1/2049 Putable 10/1/2026<br>| $1383992 |
| 295000 | &nbsp;&nbsp; Black Belt Energy Gas Dist. (Alabama Gas Prepay Gas Supply Rev. Proj. Number 7), (LOC: Goldman <br> Sachs Group, Inc.), Ser. 2021-C-1, 4.00%, due 10/1/2052 Putable 12/1/2026<br>| &nbsp;&nbsp; 295494 |
| 1500000 | &nbsp;&nbsp; Lower Alabama Gas Dist. Rev. (Gas Proj. 2), (LOC: Goldman Sachs Group, Inc.), Ser. 2020, 4.00%, <br> due 12/1/2050 Putable 12/1/2025<br>| &nbsp;&nbsp; 1506790 |
| 1200000 | Wilsonville IDB PCR Rev. Ref. (Alabama Pwr. Co.), Ser. 2005-D, 1.30%, due 1/1/2024 | &nbsp;&nbsp; 1200000<sup>(a)</sup> |
|  |  | **4386276** |
| **Arizona 0.8%** | **Arizona 0.8%** | **Arizona 0.8%** |
| 500000 | &nbsp;&nbsp; Maricopa Co. Ind. Dev. Au. Rev. (Banner Hlth. Obligated Group), Ser. 2017-C, 5.00%, due 1/1/2048 <br> Putable 10/18/2024<br>| &nbsp;&nbsp; 519680 |
| 950000 | &nbsp;&nbsp; Maricopa Co. Ind. Dev. Au. Sr. Living Fac. Rev. Ref. (Christian Care Retirement Apts., Inc. Proj.), <br> Ser. 2016-A, 5.00%, due 1/1/2024<br>| &nbsp;&nbsp; 968161 |
|  |  | **1487841** |
| **Arkansas 0.7%** | **Arkansas 0.7%** | **Arkansas 0.7%** |
| 535000 | Hot Springs Waterworks Rev. Ref., Ser.2023, (BAM Insured), 5.00%, due 10/1/2038 | &nbsp;&nbsp; 583763 |
| 855000 | Mountain Home AR Sales & Use Tax Rev., Ser. 2021-B, 2.00%, due 9/1/2038 | &nbsp;&nbsp; 659137 |
|  |  | **1242900** |
| **California 2.7%** | **California 2.7%** | **California 2.7%** |
|  | California HFA Muni. Cert. |  |
| 1616634 | &nbsp;&nbsp;&nbsp; Ser. 2019-2, Class A, 4.00%, due 3/20/2033 | &nbsp;&nbsp; 1638458 |
| 486567 | &nbsp;&nbsp;&nbsp; Ser. 2021-1-A, 3.50%, due 11/20/2035 | &nbsp;&nbsp; 471436 |
| 100000 | &nbsp;&nbsp; California Statewide Communities Dev. Au. Rev. (Henry Mayo Newhall Mem. Hosp.), Ser. 2014-A, <br> (AGM Insured), 5.00%, due 10/1/2028 Pre-Refunded 10/1/2024<br>| &nbsp;&nbsp; 104406 |
| 1665000 | &nbsp;&nbsp; Contra Costa Co. Redev. Agcy. Successor Agcy. Tax Allocation Ref., Ser. 2017-A, (BAM Insured), <br> 5.00%, due 8/1/2032<br>| &nbsp;&nbsp; 1851075 |
|  | Fresno Joint Pwr. Fin. Au. Lease Rev. Ref. (Master Lease Proj.) |  |
| 110000 | &nbsp;&nbsp;&nbsp; Ser. 2017-A, (AGM Insured), 5.00%, due 4/1/2027 | &nbsp;&nbsp; 122827 |
| 410000 | &nbsp;&nbsp;&nbsp; Ser. 2017-A, (AGM Insured), 5.00%, due 4/1/2032 | &nbsp;&nbsp; 454695 |
| 165000 | &nbsp;&nbsp; San Marcos Unified Sch. Dist. G.O. Cap. Appreciation (Election 2010), Ser. 2012-B, 0.00%, due <br> 8/1/2027<br>| &nbsp;&nbsp; 147742 |
| 180000 | Santa Monica-Malibu Unified Sch. Dist. G.O., Ser. 2019-E, 3.00%, due 8/1/2034 | &nbsp;&nbsp; 179961 |
|  |  | **4970600** |
| **Colorado 1.0%** | **Colorado 1.0%** | **Colorado 1.0%** |
| 945000 | &nbsp;&nbsp; Colorado St. Ed. & Cultural Facs. Au. Rev. Ref. (Alexander Dawson Sch. Proj.), Ser. 2016, 5.00%, due <br> 5/15/2025<br>| &nbsp;&nbsp; 989829 |
| 400000 | &nbsp;&nbsp; Colorado St. Hlth. Facs. Au. Hosp. Rev. Ref. (Commonspirit Hlth.), Ser. 2019-A-2, 4.00%, due <br> 8/1/2049<br>| &nbsp;&nbsp; 376113 |
| 440000 | Denver Hlth. & Hosp. Au. Healthcare Rev. Ref., Ser. 2019-A, 4.00%, due 12/1/2037 | &nbsp;&nbsp; 406022 |
|  |  | **1771964** |
| **Connecticut 1.5%** | **Connecticut 1.5%** | **Connecticut 1.5%** |
| 1725000 | Connecticut St. G.O., Ser. 2020-C, 4.00%, due 6/1/2037 | &nbsp;&nbsp; 1793626 |
| 400000 | Connecticut St. G.O. Ref., Ser. 2019-B, 5.00%, due 2/15/2029 | &nbsp;&nbsp; 460771 |
| 430000 | Meriden City G.O., Ser. 2020-B, 3.00%, due 7/1/2031 | &nbsp;&nbsp; 436954 |
|  |  | **2691351** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Delaware 0.7%** | **Delaware 0.7%** | **Delaware 0.7%** |
|  | Delaware St. Hlth. Facs. Au. Rev. (Beebe Med. Ctr.) |  |
| $610000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 6/1/2027 | $657876 |
| 500000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 6/1/2028 | &nbsp;&nbsp; 546460 |
|  |  | **1204336** |
| **District of Columbia 0.7%** | **District of Columbia 0.7%** | **District of Columbia 0.7%** |
|  | Washington Convention & Sports Au. Rev. |  |
| 785000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 10/1/2027 | &nbsp;&nbsp; 880180 |
| 310000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 10/1/2028 | &nbsp;&nbsp; 354960 |
|  |  | **1235140** |
| **Florida 5.8%** | **Florida 5.8%** | **Florida 5.8%** |
| 700000 | Cape Coral Spec. Obligation Ref. Rev., Ser. 2015, 4.00%, due 10/1/2030 | &nbsp;&nbsp; 731563 |
| 1000000 | CityPlace Comm. Dev. Dist. Spec. Assessment Ref. Rev., Ser. 2012, 5.00%, due 5/1/2026 | &nbsp;&nbsp; 1037688 |
| 825000 | &nbsp;&nbsp; Escambia Co. Florida Env. Imp. Rev. Ref. (Int'l Paper Co. Proj.), Ser. 2019-B, 2.00%, due 11/1/2033 <br> Putable 10/1/2024<br>| &nbsp;&nbsp; 798933 |
| 2655000 | Gainesville Utils. Sys. Rev., (LOC: Barclays Bank PLC), Ser. 2012-B, 1.25%, due 10/1/2042 | &nbsp;&nbsp; 2655000<sup>(a)</sup> |
| 2000000 | Miami-Dade Co. G.O. Ref., Ser. 2015-B, 4.00%, due 7/1/2032 | &nbsp;&nbsp; 2045124 |
| 1550000 | &nbsp;&nbsp; Miami-Dade Co. Hsg. Fin. Au. Rev. (Platform II LLC), Ser. 2021, 0.25%, due 8/1/2024 Putable <br> 8/1/2023<br>| &nbsp;&nbsp; 1521786 |
| 480000 | Village Comm. Dev. Dist. Number 13 Spec. Assessment Rev., Ser. 2019, 3.00%, due 5/1/2029 | &nbsp;&nbsp; 442633 |
|  | Wildwood Utils. Dependent Dist. Rev. (Sr.-South Sumter Utils. Proj.) |  |
| 350000 | &nbsp;&nbsp;&nbsp; Ser. 2021, (BAM Insured), 5.00%, due 10/1/2034 | &nbsp;&nbsp; 412553 |
| 300000 | &nbsp;&nbsp;&nbsp; Ser. 2021, (BAM Insured), 5.00%, due 10/1/2035 | &nbsp;&nbsp; 349553 |
| 250000 | &nbsp;&nbsp;&nbsp; Ser. 2021, (BAM Insured), 5.00%, due 10/1/2036 | &nbsp;&nbsp; 288440 |
| 300000 | &nbsp;&nbsp;&nbsp; Ser. 2021, (BAM Insured), 5.00%, due 10/1/2037 | &nbsp;&nbsp; 341408 |
|  |  | **10624681** |
| **Georgia 2.6%** | **Georgia 2.6%** | **Georgia 2.6%** |
| 2500000 | &nbsp;&nbsp; Monroe Co. Dev. Au. PCR Rev. (Georgia Pwr. Co. Plant-Scherer Proj.), Ser. 2009, 1.00%, due <br> 7/1/2049 Putable 8/21/2026<br>| &nbsp;&nbsp; 2241380 |
|  | Muni. Elec. Au. of Georgia (Plant Vogtle Units 3&4 Proj. M Bonds) |  |
| 500000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.00%, due 1/1/2032 | &nbsp;&nbsp; 552673 |
| 100000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.00%, due 1/1/2033 | &nbsp;&nbsp; 110067 |
| 1000000 | &nbsp;&nbsp; Muni. Elec. Au. of Georgia Rev. (Plant Vogtle Units 3&4 Proj. M Bonds), Ser. 2023-A, 5.50%, due <br> 7/1/2064<br>| &nbsp;&nbsp; 1049084 |
| 850000 | &nbsp;&nbsp; Savannah Econ. Dev. Au. Rev. Ref. (Int'l Paper Co. Proj.), Ser. 2019-A, 2.00%, due 11/1/2033 Putable <br> 10/1/2024<br>| &nbsp;&nbsp; 823143 |
|  |  | **4776347** |
| **Illinois 12.4%** | **Illinois 12.4%** | **Illinois 12.4%** |
| 470000 | &nbsp;&nbsp; Bureau Co. Township High Sch. Dist. No. 502 G.O., Ser. 2017-A, (BAM Insured), 5.00%, due <br> 12/1/2033 Pre-Refunded 12/1/2027<br>| &nbsp;&nbsp; 531723 |
| 700000 | Chicago G.O., Ser. 2023-A, 5.50%, due 1/1/2043 | &nbsp;&nbsp; 741559 |
|  | Chicago Ref. G.O. |  |
| 200000 | &nbsp;&nbsp;&nbsp; Ser. 2020-A, 5.00%, due 1/1/2026 | &nbsp;&nbsp; 207053 |
| 955000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 4.00%, due 1/1/2035 | &nbsp;&nbsp; 935719 |
|  | Illinois Fin. Au. Rev. |  |
| 835000 | &nbsp;&nbsp;&nbsp; Ser. 2018 (Gov't Prog.-Brookfield Lagrange Park Sch. Dist. No. 95 Proj.), 4.00%, due 12/1/2038 | &nbsp;&nbsp; 849847 |
| 1065000 | &nbsp;&nbsp;&nbsp; Ser. 2018, (BAM Insured) (Gov't Prog.-E Prairie Sch. Dist. No. 73 Proj.), 5.00%, due 12/1/2029 | &nbsp;&nbsp; 1204771 |
| 20000 | &nbsp;&nbsp;&nbsp; Ser. 2018, (BAM Insured) (Gov't Prog.-E Prairie Sch. Dist. No. 73 Proj.), 4.00%, due 12/1/2042 | &nbsp;&nbsp; 20171 |
|  | Illinois St. Fin. Au. Rev. (Downers Grove Comm. High Sch. Dist. No. 99 Proj.) |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 4.00%, due 12/15/2030 | &nbsp;&nbsp; 1089191 |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 4.00%, due 12/15/2031 | &nbsp;&nbsp; 1085210 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Illinois – cont'd** | **Illinois – cont'd** | **Illinois – cont'd** | **Illinois – cont'd** |
|  |  | Illinois St. G.O. |  |
| $| 2945000 | &nbsp;&nbsp;&nbsp; Ser. 2017-D, 5.00%, due 11/1/2027 | $3173721 |
|  | 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2017-D, 5.00%, due 11/1/2028 | &nbsp;&nbsp; 2145166 |
|  | 1800000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.75%, due 5/1/2045 | &nbsp;&nbsp; 1932653 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 4.00%, due 3/1/2039 | &nbsp;&nbsp; 482458 |
|  | 1750000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 5.00%, due 3/1/2046 | &nbsp;&nbsp; 1799110 |
|  |  | Peoria Co. Sch. Dist. No. 150 G.O. Ref. |  |
|  | 395000 | &nbsp;&nbsp;&nbsp; Ser. 2020-A, (AGM Insured), 4.00%, due 12/1/2026 | &nbsp;&nbsp; 418272 |
|  | 1140000 | &nbsp;&nbsp;&nbsp; Ser. 2020-A, (AGM Insured), 4.00%, due 12/1/2027 | &nbsp;&nbsp; 1212470 |
|  | 955000 | &nbsp;&nbsp;&nbsp; Ser. 2020-A, (AGM Insured), 4.00%, due 12/1/2028 | &nbsp;&nbsp; 1017290 |
|  | 500000 | Sales Tax Securitization Corp. Rev. Ref., Ser. 2017-A, 5.00%, due 1/1/2028 | &nbsp;&nbsp; 552980 |
|  | 530000 | Sales Tax Securitization Corp. Rev. Ref. Second Lien, Ser. 2020-A, 5.00%, due 1/1/2026 | &nbsp;&nbsp; 565734 |
|  | 1000000 | Sales Tax Securitization Corp. Sr. Lien Rev. Ref. (Social Bonds), Ser. 2023-A, 4.00%, due 1/1/2042 | &nbsp;&nbsp; 980421<sup>(b)</sup> |
|  |  | Springfield G.O. |  |
|  | 950000 | &nbsp;&nbsp;&nbsp; Ser. 2014, 4.25%, due 12/1/2027 | &nbsp;&nbsp; 984251 |
|  | 680000 | &nbsp;&nbsp;&nbsp; Ser. 2014, 5.00%, due 12/1/2028 | &nbsp;&nbsp; 709460 |
|  |  |  | **22639230** |
| **Indiana 1.5%** | **Indiana 1.5%** | **Indiana 1.5%** | **Indiana 1.5%** |
|  | 375000 | &nbsp;&nbsp; Indiana Fin. Au. Midwestern Disaster Relief Rev. (Ohio Valley Elec. Corp. Proj.), Ser. 2012-B, 3.00%, <br> due 11/1/2030<br>| &nbsp;&nbsp; 336872 |
|  | 500000 | Indiana St. Fin. Au. Rev. (Greencroft Oblig. Group), Ser. 2021, 4.00%, due 11/15/2043 | &nbsp;&nbsp; 392073 |
|  |  | Indiana St. Hsg. & CDA Single Family Mtge. Rev. |  |
|  | 795000 | &nbsp;&nbsp;&nbsp; Ser. 2019-B, (GNMA/FNMA/FHLMC Insured), 2.40%, due 7/1/2034 | &nbsp;&nbsp; 735230 |
|  | 295000 | &nbsp;&nbsp;&nbsp; Ser. 2020-B-1, (GNMA Insured), 1.60%, due 1/1/2031 | &nbsp;&nbsp; 256293 |
|  | 550000 | &nbsp;&nbsp;&nbsp; Ser. 2020-B-1, (GNMA Insured), 1.75%, due 7/1/2032 | &nbsp;&nbsp; 465294 |
|  | 505000 | Indiana St. Muni. Pwr. Agcy. Ref. Rev., Ser. 2016-C, 5.00%, due 1/1/2027 | &nbsp;&nbsp; 545973 |
|  |  |  | **2731735** |
| **Iowa 1.5%** | **Iowa 1.5%** | **Iowa 1.5%** | **Iowa 1.5%** |
|  | 1050000 | &nbsp;&nbsp; Iowa Higher Ed. Loan Au. Rev. (Private College Des Moines Univ. Proj.), Ser. 2020, 5.00%, due <br> 10/1/2027<br>| &nbsp;&nbsp; 1119212 |
|  | 1205000 | &nbsp;&nbsp; Iowa St. Fin. Au. Single Family Mtge. Rev., Ser. 2021-B, (GNMA/FNMA/FHLMC Insured), 1.85%, due <br> 7/1/2032<br>| &nbsp;&nbsp; 1037657 |
|  | 640000 | &nbsp;&nbsp; Iowa St. Fin. Au. Single Family Mtge. Rev. (Non Ace-Mtge.-Backed Sec. Prog.), Ser. 2017-C, <br> (GNMA/FNMA/FHLMC Insured), 2.30%, due 1/1/2026<br>| &nbsp;&nbsp; 629824 |
|  |  |  | **2786693** |
| **Kansas 0.8%** | **Kansas 0.8%** | **Kansas 0.8%** | **Kansas 0.8%** |
|  |  | Wichita City Sales Tax. Spec. Oblig. Rev. (River Dist. Stadium Star Bond Proj.) |  |
|  | 305000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 9/1/2025 | &nbsp;&nbsp; 323826 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 9/1/2027 | &nbsp;&nbsp; 1118694 |
|  |  |  | **1442520** |
| **Kentucky 0.8%** | **Kentucky 0.8%** | **Kentucky 0.8%** | **Kentucky 0.8%** |
|  | 1470000 | &nbsp;&nbsp; Laurel Co. Judicial Ctr. Pub. Properties Corp. Ref. Rev. (Justice Center Proj.), Ser. 2015, 4.00%, due <br> 3/1/2024<br>| **1486073** |
| **Louisiana 0.4%** | **Louisiana 0.4%** | **Louisiana 0.4%** | **Louisiana 0.4%** |
|  | 750000 | &nbsp;&nbsp; St. John the Baptist Parish LA Rev. Ref. (Marathon Oil Corp. Proj.), Subser. 2017-B-2, 2.38%, due <br> 6/1/2037 Putable 7/1/2026<br>| **709619** |
| **Maryland 0.9%** | **Maryland 0.9%** | **Maryland 0.9%** | **Maryland 0.9%** |
|  | 250000 | Baltimore Spec. Oblig. Ref. Rev. Sr. Lien (Harbor Point Proj.), Ser. 2019-A, 3.63%, due 6/1/2046 | &nbsp;&nbsp; 199797<sup>(c)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Maryland – cont'd** | **Maryland – cont'd** | **Maryland – cont'd** | **Maryland – cont'd** |
| $| 1825000 | Maryland St. Hsg. & Comm. Dev. Administration Dept. Rev., Ser. 2020-D, 1.95%, due 9/1/2035 | $1438998 |
|  |  |  | **1638795** |
| **Massachusetts 0.7%** | **Massachusetts 0.7%** | **Massachusetts 0.7%** | **Massachusetts 0.7%** |
|  | 1200000 | Massachusetts Dev. Fin. Agcy. Rev. Ref., Ser. 2021-G, 5.00%, due 7/1/2050 | **1245159** |
| **Michigan 1.8%** | **Michigan 1.8%** | **Michigan 1.8%** | **Michigan 1.8%** |
|  | 1000000 | &nbsp;&nbsp; Detroit Downtown Dev. Au. Tax Increment Rev. Ref. (Catalyst Dev. Proj.), Ser. 2018-A, (AGM <br> Insured), 5.00%, due 7/1/2029<br>| &nbsp;&nbsp; 1030057 |
|  | 730000 | Michigan St. Hsg. Dev. Au. Rev., Ser. 2016-B, 2.30%, due 6/1/2025 | &nbsp;&nbsp; 721079 |
|  |  | Walled Lake Cons. Sch. Dist. |  |
|  | 650000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.00%, due 5/1/2032 | &nbsp;&nbsp; 765294 |
|  | 675000 | &nbsp;&nbsp;&nbsp; Ser. 2020, 5.00%, due 5/1/2033 | &nbsp;&nbsp; 794000 |
|  |  |  | **3310430** |
| **Minnesota 0.3%** | **Minnesota 0.3%** | **Minnesota 0.3%** | **Minnesota 0.3%** |
|  | 500000 | &nbsp;&nbsp; St. Paul Hsg. & Redev. Au. Hlth. Care Rev. Ref. (Fairview Hlth. Svcs. Obligated Group), Ser. 2017-A, <br> 4.00%, due 11/15/2043<br>| **485288** |
| **Mississippi 2.1%** | **Mississippi 2.1%** | **Mississippi 2.1%** | **Mississippi 2.1%** |
|  | 1250000 | Mississippi Dev. Bank Spec. Oblig. (Madison Co. Hwy. Proj.), Ser. 2013-C, 5.00%, due 1/1/2027 | &nbsp;&nbsp; 1361124 |
|  | 325000 | Mississippi St. G.O. Ref., Ser. 2015-C, 5.00%, due 10/1/2026 | &nbsp;&nbsp; 348844 |
|  | 2100000 | &nbsp;&nbsp; Warren Co. Gulf Opportunity Zone Rev. Ref. (Int'l Paper Co. Proj.), Ser. 2018, 2.90%, due 9/1/2032 <br> Putable 9/1/2023<br>| &nbsp;&nbsp; 2096709 |
|  |  |  | **3806677** |
| **Missouri 0.6%** | **Missouri 0.6%** | **Missouri 0.6%** | **Missouri 0.6%** |
|  | 100000 | &nbsp;&nbsp; Missouri St. Hlth. & Ed. Facs. Au. Hlth. Fac. Rev. (St. Louis Univ.), Ser. 2008-B1, (LOC: Deutsche Bank <br> AG), 1.25%, due 10/1/2035<br>| &nbsp;&nbsp; 100000<sup>(a)</sup> |
|  | 500000 | &nbsp;&nbsp; Missouri St. Hlth. & Ed. Facs. Au. Hlth. Fac. Rev. Ref. (SSM Hlth. Care Oblig.), Ser. 2018-C, 5.00%, <br> due 6/1/2036 Putable 6/1/2023<br>| &nbsp;&nbsp; 500645 |
|  |  | &nbsp;&nbsp; Missouri St. Hsg. Dev. Commission Single Family Mtge. Rev. (Non-AMT Spec. Homeownership Loan <br> Prog.)<br>|  |
|  | 245000 | &nbsp;&nbsp;&nbsp; Ser. 2014-A, (GNMA/FNMA/FHLMC Insured), 3.80%, due 11/1/2034 | &nbsp;&nbsp; 241079 |
|  | 285000 | &nbsp;&nbsp;&nbsp; Ser. 2014-A, (GNMA/FNMA/FHLMC Insured), 4.00%, due 11/1/2039 | &nbsp;&nbsp; 284355 |
|  |  |  | **1126079** |
| **Nebraska 2.4%** | **Nebraska 2.4%** | **Nebraska 2.4%** | **Nebraska 2.4%** |
|  | 4340000 | Central Plains Energy Proj. Rev., Ser.2018, 5.00%, due 3/1/2050 Putable 1/1/2024 | **4387444** |
| **Nevada 0.3%** | **Nevada 0.3%** | **Nevada 0.3%** | **Nevada 0.3%** |
|  | 500000 | Clark Co. Sch. Dist. G.O., Ser. 2020-A, (AGM Insured), 5.00%, due 6/15/2028 | **568213** |
| **New Jersey 3.8%** | **New Jersey 3.8%** | **New Jersey 3.8%** | **New Jersey 3.8%** |
|  | 1025000 | New Jersey Econ. Dev. Au. Rev. (Portal North Bridge Proj.), Ser. 2022-A, 5.00%, due 11/1/2029 | &nbsp;&nbsp; 1167825 |
|  | 1130000 | &nbsp;&nbsp; New Jersey Hlth. Care Fac. Fin. Au. Rev. (Inspira Hlth. Obligated Group), Ser. 2017-A, 5.00%, due <br> 7/1/2029<br>| &nbsp;&nbsp; 1220913 |
|  | 1500000 | &nbsp;&nbsp; New Jersey Hlth. Care Facs. Fin. Au. Contract Rev. Ref. (Hosp. Asset Trans. Prog.), Ser. 2017, 5.00%, <br> due 10/1/2028<br>| &nbsp;&nbsp; 1654758 |
|  | 600000 | New Jersey St. Trans. Trust Fund Au., Ser. 2019-BB, 5.00%, due 6/15/2029 | &nbsp;&nbsp; 673834 |
|  |  | New Jersey St. Trans. Trust Fund Au. Trans. Sys. Rev. Ref. |  |
|  | 645000 | &nbsp;&nbsp;&nbsp; Ser. 2018-A, 5.00%, due 12/15/2032 | &nbsp;&nbsp; 716835 |
|  | 200000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 5.00%, due 12/15/2028 | &nbsp;&nbsp; 225286 |
|  | 180000 | New Jersey St. Turnpike. Au. Rev., Ser. 2021-A, 4.00%, due 1/1/2051 | &nbsp;&nbsp; 177431 |
|  | 750000 | Newark G.O., Ser. 2020-A, (AGM Insured), 5.00%, due 10/1/2027 | &nbsp;&nbsp; 833556 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **New Jersey – cont'd** | **New Jersey – cont'd** | **New Jersey – cont'd** | **New Jersey – cont'd** |
| $| 295000 | Union Co. Imp. Au. Rev. (Correctional Fac. Proj.), Ser. 2013, 4.00%, due 6/15/2023 | $296674 |
|  |  |  | **6967112** |
| **New York 15.0%** | **New York 15.0%** | **New York 15.0%** | **New York 15.0%** |
|  | 140000 | &nbsp;&nbsp; Albany Cap. Res. Corp. Ref. Rev. (Albany College of Pharmacy & Hlth. Sciences), Ser. 2014-A, <br> 5.00%, due 12/1/2026<br>| &nbsp;&nbsp; 143592 |
|  | 410000 | &nbsp;&nbsp; Broome Co. Local Dev. Corp. Rev. (Good Shepherd Village at Endwell, Inc. Proj.), Ser. 2021, 4.00%, <br> due 1/1/2047<br>| &nbsp;&nbsp; 310745 |
|  |  | Dutchess Co. Local Dev. Corp. Rev. Ref. (Culinary Institute of America Proj.) |  |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 5.00%, due 7/1/2033 | &nbsp;&nbsp; 109472 |
|  | 150000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2035 | &nbsp;&nbsp; 148658 |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2036 | &nbsp;&nbsp; 97652 |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2037 | &nbsp;&nbsp; 96387 |
|  | 320000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2039 | &nbsp;&nbsp; 303410 |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021, 4.00%, due 7/1/2040 | &nbsp;&nbsp; 93811 |
|  | 10000 | Long Beach, G.O., Ser. 2014-A, (BAM Insured), 4.00%, due 11/15/2023 | &nbsp;&nbsp; 10101 |
|  | 520000 | Long Island Pwr. Au. Elec. Sys. Gen. Rev., Ser. 2020-A, 5.00%, due 9/1/2033 | &nbsp;&nbsp; 611610 |
|  | 3000000 | Metro. Trans. Au. Rev., Ser. 2020-A-1, 5.00%, due 2/1/2023 | &nbsp;&nbsp; 3000000 |
|  | 100000 | Metro. Trans. Au. Rev. (Green Bond), Ser. 2020-E, 4.00%, due 11/15/2045 | &nbsp;&nbsp; 91160 |
|  | 825000 | Monroe Co. G.O. (Pub. Imp.), Ser. 2019-A, (BAM Insured), 4.00%, due 6/1/2028 | &nbsp;&nbsp; 872005 |
|  | 500000 | New Paltz Central Sch. Dist. G.O., Ser. 2019, 4.00%, due 2/15/2029 | &nbsp;&nbsp; 534416 |
|  | 900000 | New York City Hlth. & Hosp. Corp. Hlth. Sys. Rev., Ser. 2021-A, 5.00%, due 2/15/2028 | &nbsp;&nbsp; 1018917 |
|  | 2475000 | &nbsp;&nbsp; New York City Hsg. Dev. Corp. Rev., Ser. 2020-C, (HUD Section 8, Fannie Mae Insured), 2.15%, due <br> 8/1/2035<br>| &nbsp;&nbsp; 2015915 |
|  |  | New York City Muni. Wtr. Fin. Au. Wtr. & Swr. Sys. Rev. (Second Gen. Resolution Rev. Bonds) |  |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2008-BB-1, 1.60%, due 6/15/2036 | &nbsp;&nbsp; 100000<sup>(a)</sup> |
|  | 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2013-AA-2, 1.25%, due 6/15/2050 | &nbsp;&nbsp; 2000000<sup>(a)</sup> |
|  |  | New York City Transitional Fin. Au. Rev. (Future Tax Secured) |  |
|  | 100000 | &nbsp;&nbsp;&nbsp; Ser. 2015-C, 5.00%, due 11/1/2027 | &nbsp;&nbsp; 105752 |
|  | 1800000 | &nbsp;&nbsp;&nbsp; Subser. 2016-A-1, 4.00%, due 5/1/2031 | &nbsp;&nbsp; 1882548 |
|  |  | New York City Trust for Cultural Res. Rev. Ref. (Carnegie Hall) |  |
|  | 310000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 5.00%, due 12/1/2037 | &nbsp;&nbsp; 347698 |
|  | 625000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 5.00%, due 12/1/2038 | &nbsp;&nbsp; 700169 |
|  | 300000 | &nbsp;&nbsp;&nbsp; Ser. 2019, 5.00%, due 12/1/2039 | &nbsp;&nbsp; 334674 |
|  |  | New York G.O. |  |
|  | 65000 | &nbsp;&nbsp;&nbsp; Ser. 2018 E-1, 5.00%, due 3/1/2031 | &nbsp;&nbsp; 73616 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; Subser. 2018-F-1, 5.00%, due 4/1/2034 | &nbsp;&nbsp; 1124648 |
|  |  | New York Liberty Dev. Corp. Ref. Rev. Green Bonds (4 World Trade Ctr. Proj.) |  |
|  | 150000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 2.50%, due 11/15/2036 | &nbsp;&nbsp; 123537 |
|  | 1850000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 2.75%, due 11/15/2041 | &nbsp;&nbsp; 1472245 |
|  | 260000 | New York St. Bridge Au. Rev., Ser. 2021-A, 4.00%, due 1/1/2051 | &nbsp;&nbsp; 254705 |
|  | 800000 | New York St. Dorm. Au. Personal Income Tax Rev., Ser. 2014-C, 5.00%, due 3/15/2025 | &nbsp;&nbsp; 824144 |
|  | 500000 | &nbsp;&nbsp; Oneida Co. Local Dev. Corp. Rev. Ref. (Mohawk Valley Hlth. Sys. Proj.), Ser. 2019-A, (AGM Insured), <br> 4.00%, due 12/1/2049<br>| &nbsp;&nbsp; 476751 |
|  | 420000 | Onondaga Civic Dev. Corp. (Le Moyne Collage Proj.), Ser. 2021, 5.00%, due 7/1/2034 | &nbsp;&nbsp; 449713 |
|  |  | Onondaga Civic Dev. Corp. Ref. (Le Moyne Collage Proj.) |  |
|  | 300000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 4.00%, due 7/1/2034 | &nbsp;&nbsp; 301036 |
|  | 300000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 4.00%, due 7/1/2036 | &nbsp;&nbsp; 292656 |
|  | 450000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 4.00%, due 7/1/2039 | &nbsp;&nbsp; 424663 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2022, 4.00%, due 7/1/2042 | &nbsp;&nbsp; 458474 |
|  | 500000 | &nbsp;&nbsp; Suffolk Tobacco Asset Securitization Corp. Ref. (Tobacco Settle Asset Backed Sub. Bonds), <br> Ser. 2021-B-1, 4.00%, due 6/1/2050<br>| &nbsp;&nbsp; 495052 |

---

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** |
| $| 2500000 | Triborough Bridge & Tunnel Au. Rev., Ser. 2021-A-2, 2.00%, due 5/15/2045 Putable 5/15/2024 | $2462590 |
|  | 2000000 | Triborough Bridge & Tunnel Au. Rev. Ref., Ser. 2021-A-1, 5.00%, due 5/15/2051 | &nbsp;&nbsp; 2176044 |
|  | 500000 | &nbsp;&nbsp; Westchester Co. Local Dev. Corp. Rev. Ref. (Kendal on Hudson Proj.), Ser. 2022-B, 5.00%, due <br> 1/1/2041<br>| &nbsp;&nbsp; 500495 |
|  | 450000 | &nbsp;&nbsp; Yonkers Econ. Dev. Corp. Ed. Rev. (Charter Sch. of Ed. Excellence Proj.), Ser. 2019-A, 5.00%, due <br> 10/15/2049<br>| &nbsp;&nbsp; 418661 |
|  |  |  | **27257722** |
| **North Carolina 1.1%** | **North Carolina 1.1%** | **North Carolina 1.1%** | **North Carolina 1.1%** |
|  | 2000000 | North Carolina St. Turnpike Au., Ser. 2020, 5.00%, due 2/1/2024 | **2046763** |
| **Ohio 2.9%** | **Ohio 2.9%** | **Ohio 2.9%** | **Ohio 2.9%** |
|  | 400000 | &nbsp;&nbsp; Allen Co. Hosp. Facs. Rev. (Catholic Hlth.), Ser.2010-C, (LOC: Bank of Montreal), 1.16%, due <br> 6/1/2034<br>| &nbsp;&nbsp; 400000<sup>(a)</sup> |
|  | 3445000 | &nbsp;&nbsp; Buckeye Tobacco Settlement Fin. Au. Asset-Backed Sr. Ref. Rev., Ser. 2020-B-2, 5.00%, due <br> 6/1/2055<br>| &nbsp;&nbsp; 3284868 |
|  | 500000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. (Ohio Valley Elec. Corp. Proj.), Ser. 2009-B, 1.38%, due 2/1/2026 <br> Putable 11/1/2024<br>| &nbsp;&nbsp; 475648 |
|  | 1000000 | &nbsp;&nbsp; Ohio St. Air Quality Dev. Au. Rev. (American Elec. Pwr. Co. Proj.), Ser. 2014-A, 2.40%, due <br> 12/1/2038 Putable 10/1/2029<br>| &nbsp;&nbsp; 909777 |
|  | 250000 | &nbsp;&nbsp; Port Au. of Greater Cincinnati Dev. Rev. (Convention Ctr. Hotel Acquisition and Demolition Proj.), <br> Ser. 2020-A, 3.00%, due 5/1/2023<br>| &nbsp;&nbsp; 249608 |
|  |  |  | **5319901** |
| **Oklahoma 0.9%** | **Oklahoma 0.9%** | **Oklahoma 0.9%** | **Oklahoma 0.9%** |
|  | 1500000 | &nbsp;&nbsp; Weatherford Ind. Trust Ed. Fac. Lease Rev. (Weatherford Pub. Sch. Proj.), Ser. 2019, 5.00%, due <br> 3/1/2033<br>| **1676114** |
| **Pennsylvania 9.6%** | **Pennsylvania 9.6%** | **Pennsylvania 9.6%** | **Pennsylvania 9.6%** |
|  | 2615000 | &nbsp;&nbsp; Allegheny Co. Hosp. Dev. Au. Rev. Ref. (Univ. Pittsburgh Med. Ctr.), Ser. 2019-A, 5.00%, due <br> 7/15/2029<br>| &nbsp;&nbsp; 2997509 |
|  |  | Lackawanna Co. Ind. Dev. Au. Rev. Ref. (Univ. of Scranton) |  |
|  | 940000 | &nbsp;&nbsp;&nbsp; Ser. 2017, 5.00%, due 11/1/2028 | &nbsp;&nbsp; 1027887 |
|  | 565000 | &nbsp;&nbsp;&nbsp; Ser. 2017, 5.00%, due 11/1/2029 | &nbsp;&nbsp; 617386 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2017, 5.00%, due 11/1/2030 | &nbsp;&nbsp; 546170 |
|  |  | Luzerne Co. G.O. Ref |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; Ser. 2017-A, (AGM Insured), 5.00%, due 12/15/2025 | &nbsp;&nbsp; 427769 |
|  | 150000 | &nbsp;&nbsp;&nbsp; Ser. 2017-A, (AGM Insured), 5.00%, due 12/15/2027 | &nbsp;&nbsp; 166478 |
|  | 200000 | &nbsp;&nbsp;&nbsp; Ser. 2017-B, (AGM Insured), 5.00%, due 12/15/2025 | &nbsp;&nbsp; 213884 |
|  | 70000 | &nbsp;&nbsp;&nbsp; Ser. 2017-B, (AGM Insured), 5.00%, due 12/15/2026 | &nbsp;&nbsp; 76099 |
|  |  | Luzerne Co. Ind. Dev. Au. Lease Rev. Ref. Gtd. |  |
|  | 350000 | &nbsp;&nbsp;&nbsp; Ser. 2017, (AGM Insured), 5.00%, due 12/15/2025 | &nbsp;&nbsp; 374297 |
|  | 525000 | &nbsp;&nbsp;&nbsp; Ser. 2017, (AGM Insured), 5.00%, due 12/15/2026 | &nbsp;&nbsp; 563106 |
|  | 250000 | &nbsp;&nbsp;&nbsp; Ser. 2017, (AGM Insured), 5.00%, due 12/15/2027 | &nbsp;&nbsp; 267499 |
|  | 1025000 | Pennsylvania St. G.O., Ser. 2015, 5.00%, due 3/15/2029 | &nbsp;&nbsp; 1080574 |
|  | 3420000 | Pennsylvania St. Turnpike Commission Oil Franchise Tax Rev. Ref., Ser.2021-B, 5.00%, due 12/1/2046 | &nbsp;&nbsp; 3696370 |
|  | 2065000 | Pennsylvania St. Turnpike Commission Rev. Ref., Ser. 2016, 5.00%, due 6/1/2027 | &nbsp;&nbsp; 2207472 |
|  | 400000 | Pennsylvania St. Turnpike Commission Turnpike Rev., Subser. 2019-A, 5.00%, due 12/1/2033 | &nbsp;&nbsp; 448414 |
|  | 1690000 | Philadelphia City Wtr. & Wastewater Rev. Ref., Ser. 2020-A, 5.00%, due 11/1/2039 | &nbsp;&nbsp; 1874162 |
|  | 750000 | Southeastern Trans. Au. Rev. Ref., Ser. 2017, 5.00%, due 3/1/2028 | &nbsp;&nbsp; 836403 |
|  |  |  | **17421479** |
| **Puerto Rico 1.2%** | **Puerto Rico 1.2%** | **Puerto Rico 1.2%** | **Puerto Rico 1.2%** |
|  | 800000 | &nbsp;&nbsp; Puerto Rico Ind. Tourist Ed. Med. & Env. Ctrl. Fac. Rev. (Hosp. Auxilio Mutuo Oblig. Group Proj.), <br> Ser. 2021, 5.00%, due 7/1/2029<br>| &nbsp;&nbsp; 889354 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Puerto Rico – cont'd** | **Puerto Rico – cont'd** | **Puerto Rico – cont'd** | **Puerto Rico – cont'd** |
| $| 1391000 | Puerto Rico Sales Tax Fin. Corp. Sales Tax Rev., Ser. 2018-A-1, 5.00%, due 7/1/2058 | $1370481 |
|  |  |  | **2259835** |
| **South Carolina 2.8%** | **South Carolina 2.8%** | **South Carolina 2.8%** | **South Carolina 2.8%** |
|  | 1975000 | South Carolina St. Hsg. Fin. & Dev. Au. Mtge. Rev., Ser. 2021 A, 1.85%, due 7/1/2036 | &nbsp;&nbsp; 1549701 |
|  |  | South Carolina St. Pub. Svc. Au. Oblig. Rev. Ref. |  |
|  | 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2014-C, 5.00%, due 12/1/2028 | &nbsp;&nbsp; 2076511 |
|  | 1200000 | &nbsp;&nbsp;&nbsp; Ser. 2022-E, 5.25%, due 12/1/2033 | &nbsp;&nbsp; 1404413 |
|  |  |  | **5030625** |
| **Tennessee 2.1%** | **Tennessee 2.1%** | **Tennessee 2.1%** | **Tennessee 2.1%** |
|  | 700000 | &nbsp;&nbsp; Greeneville Hlth. & Ed. Facs. Board Hosp. Rev. Ref. (Ballad Hlth. Obligated Group), Ser. 2018-A, <br> 5.00%, due 7/1/2032<br>| &nbsp;&nbsp; 704278 |
|  | 1230000 | Tennessee Hsg. Dev. Agcy. Residential Fin. Prog. Rev., Ser. 2019-2, 3.00%, due 7/1/2039 | &nbsp;&nbsp; 1159139 |
|  |  | Tennessee St. Energy Acquisition Corp. Gas Rev. (Goldman Sachs Group, Inc.) |  |
|  | 445000 | &nbsp;&nbsp;&nbsp; Ser. 2017-A, 4.00%, due 5/1/2048 Putable 5/1/2023 | &nbsp;&nbsp; 445465 |
|  | 1500000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 4.00%, due 11/1/2049 Putable 11/1/2025 | &nbsp;&nbsp; 1507171 |
|  |  |  | **3816053** |
| **Texas 3.8%** | **Texas 3.8%** | **Texas 3.8%** | **Texas 3.8%** |
|  | 590000 | Central Texas Reg. Mobility Au. Sr. Lien Ref. Rev., Ser. 2020-A, 5.00%, due 1/1/2027 | &nbsp;&nbsp; 641533 |
|  | 2450000 | Dallas Co. G.O. (Cert. Oblig.), Ser. 2016, 5.00%, due 8/15/2023 | &nbsp;&nbsp; 2483672 |
|  | 750000 | Hidalgo Co. Reg. Mobility Au. Rev., Ser. 2022-B, 4.00%, due 12/1/2041 | &nbsp;&nbsp; 696575 |
|  | 250000 | La Joya Independent Sch. Dist. Ref. G.O., Ser. 2013, (PSF-GTD Insured), 5.00%, due 2/15/2033 | &nbsp;&nbsp; 280047 |
|  | 900000 | Laredo Independent Sch. Dist. G.O. (Sch. Bldg.), Ser. 2013, 5.00%, due 8/1/2027 | &nbsp;&nbsp; 912221 |
|  | 125000 | &nbsp;&nbsp; New Hope Cultural Ed. Facs. Fin. Corp. Std. Hsg. Rev. (Collegiate Hsg. College Sta. I LLC), <br> Ser. 2014-A, (AGM Insured), 4.00%, due 4/1/2023<br>| &nbsp;&nbsp; 125237 |
|  | 290000 | &nbsp;&nbsp; Pampa Independent Sch. Dist. G.O. Ref., Ser. 2016, (PSF-GTD Insured), 5.00%, due 8/15/2032 <br> Pre-Refunded 8/15/2025<br>| &nbsp;&nbsp; 308338 |
|  | 710000 | &nbsp;&nbsp; Prosper Independent Sch. Dist. G.O. (Sch. Bldg.), Ser. 2019, (PSF-GTD Insured), 5.00%, due <br> 2/15/2030<br>| &nbsp;&nbsp; 815747 |
|  | 700000 | &nbsp;&nbsp; Tender Option Bond Trust Receipts/CTFS Various St. (Floaters), Ser. 2021, (LOC: Deutsche Bank A.G.), <br> 1.96%, due 1/1/2061<br>| &nbsp;&nbsp; 700000<sup>(a)(c)</sup> |
|  |  |  | **6963370** |
| **Utah 4.4%** | **Utah 4.4%** | **Utah 4.4%** | **Utah 4.4%** |
|  |  | Midvale Redev. Agcy. Tax Increment & Sales Tax Rev. |  |
|  | 660000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 5/1/2032 | &nbsp;&nbsp; 733923 |
|  | 380000 | &nbsp;&nbsp;&nbsp; Ser. 2018, 5.00%, due 5/1/2034 | &nbsp;&nbsp; 420157 |
|  | 1250000 | Univ. of Utah (Green Bond), Ser. 2023-A, 5.00%, due 8/1/2036 | &nbsp;&nbsp; 1473563<sup>(b)</sup> |
|  |  | Utah Infrastructure Agcy. Telecommunication Rev. |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; Ser. 2019-A, 4.00%, due 10/15/2036 | &nbsp;&nbsp; 179273 |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 4.00%, due 10/15/2038 | &nbsp;&nbsp; 435316 |
|  | 100000 | Utah St. G.O., Ser. 2020-B, 3.00%, due 7/1/2030 | &nbsp;&nbsp; 103786 |
|  | 3175000 | Utah St. Transit Au. Sales Tax Rev. Ref., Ser.2007, (NATL Insured), 5.00%, due 6/15/2031 | &nbsp;&nbsp; 3743083 |
|  | 945000 | &nbsp;&nbsp; Weber Co. Spec. Assessment (Summit Mountain Assessment Area), Ser. 2013, 5.50%, due <br> 1/15/2028<br>| &nbsp;&nbsp; 947311 |
|  |  |  | **8036412** |
| **Virginia 0.6%** | **Virginia 0.6%** | **Virginia 0.6%** | **Virginia 0.6%** |
|  | 1115000 | Virginia St. Hsg. Dev. Au., Ser. 2021, ((GNMA/FNMA/FHLMC Insured), 1.05%, due 12/1/2027 | **985631** |
| **Washington 1.2%** | **Washington 1.2%** | **Washington 1.2%** | **Washington 1.2%** |
|  | 85000 | North Thurston Pub. Sch. G.O., Ser. 2016, 4.00%, due 12/1/2028 | &nbsp;&nbsp; 89918 |
|  | 1000000 | Washington St. G.O., Ser. 2022-C, 5.00%, due 2/1/2037 | &nbsp;&nbsp; 1162412 |

---

See Notes to Schedule of Investments

------

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

---

| | | | |
|:---|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Principal Amount** | **Value** |
| **Washington – cont'd** | **Washington – cont'd** | **Washington – cont'd** | **Washington – cont'd** |
| $| 800000 | Whitman Co. Sch. Dist. No. 267 Pullman G.O., Ser. 2016, 4.00%, due 12/1/2029 | $845555 |
|  |  |  | **2097885** |
| **West Virginia 0.4%** | **West Virginia 0.4%** | **West Virginia 0.4%** | **West Virginia 0.4%** |
|  | 700000 | &nbsp;&nbsp; West Virginia Hosp. Fin. Au. Rev. Ref. (Cabell Huntington Hosp. Obligated Group), Ser. 2018-A, <br> 5.00%, due 1/1/2029<br>| **752961** |
| **Wisconsin 1.7%** | **Wisconsin 1.7%** | **Wisconsin 1.7%** | **Wisconsin 1.7%** |
|  | 500000 | Pub. Fin. Au. Hosp. Rev. (Carson Valley Med. Ctr.), Ser. 2021-A, 4.00%, due 12/1/2051 | &nbsp;&nbsp; 400266 |
|  | 500000 | &nbsp;&nbsp; Pub. Fin. Au. Sr. Rev. (Wonderful Foundations Charter Sch. Portfolio Proj.), Ser. 2020-A-1, 5.00%, <br> due 1/1/2055<br>| &nbsp;&nbsp; 414595<sup>(c)</sup> |
|  | 480000 | &nbsp;&nbsp; Wisconsin St. Hlth. & Ed. Facs. Au. Rev. Ref. (Ascension Health Credit Group), Ser. 2016-A, 4.00%, <br> due 11/15/2039<br>| &nbsp;&nbsp; 482208 |
|  |  | Wisconsin St. Hsg. & Econ. Dev. Au. Home Ownership Rev. |  |
|  | 675000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 1.25%, due 3/1/2028 | &nbsp;&nbsp; 605361 |
|  | 720000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 1.35%, due 9/1/2028 | &nbsp;&nbsp; 642591 |
|  | 700000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, 1.45%, due 3/1/2029 | &nbsp;&nbsp; 622320 |
|  |  |  | **3167341** |
| **Total Investments 96.9% (Cost $183,752,468)** | **Total Investments 96.9% (Cost $183,752,468)** | **Total Investments 96.9% (Cost $183,752,468)** | **176554595** |
| Other Assets Less Liabilities 3.1% | Other Assets Less Liabilities 3.1% | Other Assets Less Liabilities 3.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5728943 |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **Net Assets 100.0%** | **$182283538** |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(b) When-issued security. Total value of all such securities at January 31, 2023 amounted to $2,453,984, which represents 1.3% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) 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, 2023, these securities amounted to $1,314,392, which represents 0.7% of net assets of the Fund.

See Notes to Schedule of Investments

------

Schedule of Investments Municipal Intermediate 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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Municipal Notes<sup>#</sup> <br>| $— | $176554595 | $— | $176554595 |
| **Total Investments** | **$—** | **$176554595** | **$—** | **$176554595** |

---

&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 Short Duration Bond Fund^ (Unaudited) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Mortgage-Backed Securities 26.4%** | **Mortgage-Backed Securities 26.4%** | **Mortgage-Backed Securities 26.4%** |
| **Collateralized Mortgage Obligations 10.7%** | **Collateralized Mortgage Obligations 10.7%** | **Collateralized Mortgage Obligations 10.7%** |
| $3531 | Angel Oak Mortgage Trust I LLC, Ser. 2019-1, Class A1, 3.92%, due 11/25/2048 | $3512<sup>(a)(b)</sup> |
| 1041611 | COLT Mortgage Loan Trust, Ser. 2021-5, Class A1, 1.73%, due 11/26/2066 | &nbsp;&nbsp; 899795<sup>(a)(b)</sup> |
|  | Connecticut Avenue Securities Trust |  |
| 16744 | &nbsp;&nbsp;&nbsp; Ser. 2019-R02, Class 1M2, (1M USD LIBOR + 2.30%), 6.81%, due 8/25/2031 | &nbsp;&nbsp; 16744<sup>(a)(c)</sup> |
| 251868 | &nbsp;&nbsp;&nbsp; Ser. 2021-R01, Class 1M2, (SOFR30A + 1.55%), 5.86%, due 10/25/2041 | &nbsp;&nbsp; 248024<sup>(a)(c)</sup> |
| 550000 | &nbsp;&nbsp;&nbsp; Ser. 2021-R03, Class 1M2, (SOFR30A + 1.65%), 5.96%, due 12/25/2041 | &nbsp;&nbsp; 528752<sup>(a)(c)</sup> |
| 1700000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R01, Class 1M2, (SOFR30A + 1.90%), 6.21%, due 12/25/2041 | &nbsp;&nbsp; 1656830<sup>(a)(c)</sup> |
| 625000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R04, Class 1M2, (SOFR30A + 3.10%), 7.41%, due 3/25/2042 | &nbsp;&nbsp; 627326<sup>(a)(c)</sup> |
| 725000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R03, Class 1M2, (SOFR30A + 3.50%), 7.81%, due 3/25/2042 | &nbsp;&nbsp; 734962<sup>(a)(c)</sup> |
| 245669 | &nbsp;&nbsp;&nbsp; Ser. 2022-R07, Class 1M1, (SOFR30A + 2.95%), 7.26%, due 6/25/2042 | &nbsp;&nbsp; 250737<sup>(a)(c)</sup> |
| 495000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R07, Class 1M2, (SOFR30A + 4.65%), 8.96%, due 6/25/2042 | &nbsp;&nbsp; 524928<sup>(a)(c)</sup> |
| 1560474 | &nbsp;&nbsp;&nbsp; Ser. 2022-R08, Class 1M1, (SOFR30A + 2.55%), 6.86%, due 7/25/2042 | &nbsp;&nbsp; 1577194<sup>(a)(c)</sup> |
| 79000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R08, Class 1M2, (SOFR30A + 3.60%), 7.91%, due 7/25/2042 | &nbsp;&nbsp; 80674<sup>(a)(c)</sup> |
| 435000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R08, Class 1B1, (SOFR30A + 5.60%), 9.91%, due 7/25/2042 | &nbsp;&nbsp; 444754<sup>(a)(c)</sup> |
| 861500 | &nbsp;&nbsp;&nbsp; Ser. 2023-R01, Class 1M1, (SOFR30A + 2.40%), 6.71%, due 12/25/2042 | &nbsp;&nbsp; 864725<sup>(a)(c)</sup> |
| 763922 | Ellington Financial Mortgage Trust, Ser. 2022-1, Class A1, 2.21%, due 1/25/2067 | &nbsp;&nbsp; 669414<sup>(a)(b)</sup> |
|  | Fannie Mae Connecticut Avenue Securities |  |
| 471904 | &nbsp;&nbsp;&nbsp; Ser. 2016-C01, Class 2M2, (1M USD LIBOR + 6.95%), 11.46%, due 8/25/2028 | &nbsp;&nbsp; 500365<sup>(c)</sup> |
| 140638 | &nbsp;&nbsp;&nbsp; Ser. 2016-C03, Class 1M2, (1M USD LIBOR + 5.30%), 9.81%, due 10/25/2028 | &nbsp;&nbsp; 145681<sup>(c)</sup> |
| 555268 | &nbsp;&nbsp;&nbsp; Ser. 2017-C06, Class 2M2, (1M USD LIBOR + 2.80%), 7.31%, due 2/25/2030 | &nbsp;&nbsp; 561507<sup>(c)</sup> |
| 477135 | &nbsp;&nbsp;&nbsp; Ser. 2018-C01, Class 1M2, (1M USD LIBOR + 2.25%), 6.76%, due 7/25/2030 | &nbsp;&nbsp; 478326<sup>(c)</sup> |
| 689970 | &nbsp;&nbsp;&nbsp; Ser. 2018-C02, Class 2M2, (1M USD LIBOR + 2.20%), 6.71%, due 8/25/2030 | &nbsp;&nbsp; 691692<sup>(c)</sup> |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes |  |
| 548095 | &nbsp;&nbsp;&nbsp; Ser. 2017-DNA1, Class M2, (1M USD LIBOR + 3.25%), 7.76%, due 7/25/2029 | &nbsp;&nbsp; 565199<sup>(c)</sup> |
| 649893 | &nbsp;&nbsp;&nbsp; Ser. 2017-HQA3, Class M2, (1M USD LIBOR + 2.35%), 6.86%, due 4/25/2030 | &nbsp;&nbsp; 657164<sup>(c)</sup> |
| 179014 | &nbsp;&nbsp;&nbsp; Ser. 2019-CS03, Class M1, (1M USD LIBOR + 0.00%), 4.51%, due 10/25/2032 | &nbsp;&nbsp; 178565<sup>(a)(c)</sup> |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes Real Estate Mortgage Investment Conduits |  |
| 550000 | &nbsp;&nbsp;&nbsp; Ser. 2021-DNA6, Class M2, (SOFR30A + 1.50%), 5.81%, due 10/25/2041 | &nbsp;&nbsp; 526651<sup>(a)(c)</sup> |
| 785000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA2, Class M1B, (SOFR30A + 2.40%), 6.71%, due 2/25/2042 | &nbsp;&nbsp; 770830<sup>(a)(c)</sup> |
| 408000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA2, Class M2, (SOFR30A + 3.75%), 8.06%, due 2/25/2042 | &nbsp;&nbsp; 396276<sup>(a)(c)</sup> |
| 469000 | &nbsp;&nbsp;&nbsp; Ser. 2022-HQA1, Class M2, (SOFR30A + 5.25%), 9.56%, due 3/25/2042 | &nbsp;&nbsp; 467335<sup>(a)(c)</sup> |
| 333000 | &nbsp;&nbsp;&nbsp; Ser. 2022-HQA3, Class M1B, (SOFR30A + 3.55%), 7.86%, due 8/25/2042 | &nbsp;&nbsp; 333362<sup>(a)(c)</sup> |
| 426688 | GCAT Trust, Ser. 2021-NQM5, Class A1, 1.26%, due 7/25/2066 | &nbsp;&nbsp; 345483<sup>(a)(b)</sup> |
| 28923 | &nbsp;&nbsp; Harborview Mortgage Loan Trust, Ser. 2004-4, Class 3A, (1M USD LIBOR + 1.13%), 5.49%, due <br> 6/19/2034<br>| &nbsp;&nbsp; 26613<sup>(c)</sup> |
| 251442 | New Residential Mortgage Loan Trust, Ser. 2019-NQM5, Class A1, 2.71%, due 11/25/2059 | &nbsp;&nbsp; 233638<sup>(a)(b)</sup> |
| 444079 | SG Residential Mortgage Trust, Ser. 2021-2, Class A1, 1.74%, due 12/25/2061 | &nbsp;&nbsp; 368498<sup>(a)(b)</sup> |
| 932876 | Towd Point Mortgage Trust, Ser. 2022-4, Class A1, 3.75%, due 9/25/2062 | &nbsp;&nbsp; 886846<sup>(a)</sup> |
|  | Verus Securitization Trust |  |
| 377923 | &nbsp;&nbsp;&nbsp; Ser. 2021-3, Class A3, 1.44%, due 6/25/2066 | &nbsp;&nbsp; 316363<sup>(a)(b)</sup> |
| 411059 | &nbsp;&nbsp;&nbsp; Ser. 2021-6, Class A3, 1.89%, due 10/25/2066 | &nbsp;&nbsp; 346009<sup>(a)(b)</sup> |
| 342706 | &nbsp;&nbsp;&nbsp; Ser. 2022-7, Class A1, 5.15%, due 7/25/2067 | &nbsp;&nbsp; 341288<sup>(a)(d)</sup> |
|  |  | **18266062** |
| **Commercial Mortgage-Backed 12.3%** | **Commercial Mortgage-Backed 12.3%** | **Commercial Mortgage-Backed 12.3%** |
| 807442 | BANK, Ser. 2020-BN30, Class A1, 0.45%, due 12/15/2053 | &nbsp;&nbsp; 751772 |
|  | BBCMS Mortgage Trust |  |
| 454083 | &nbsp;&nbsp;&nbsp; Ser. 2020-C7, Class A1, 1.08%, due 4/15/2053 | &nbsp;&nbsp; 434058 |
| 4413132 | &nbsp;&nbsp;&nbsp; Ser. 2021-C11, Class XA, 1.38%, due 9/15/2054 | &nbsp;&nbsp; 338893<sup>(b)(e)</sup> |
| 1882710 | &nbsp;&nbsp;&nbsp; Ser. 2022-C17, Class XA, 1.15%, due 9/15/2055 | &nbsp;&nbsp; 153456<sup>(b)(e)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Short Duration 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** |
| $662000 | BB-UBS Trust, Ser. 2012-SHOW, Class A, 3.43%, due 11/5/2036 | $618999<sup>(a)</sup> |
|  | Benchmark Mortgage Trust |  |
| 145438 | &nbsp;&nbsp;&nbsp; Ser. 2019-B12, Class A2, 3.00%, due 8/15/2052 | &nbsp;&nbsp; 139747 |
| 325000 | &nbsp;&nbsp;&nbsp; Ser. 2019-B12, Class AS, 3.42%, due 8/15/2052 | &nbsp;&nbsp; 288723 |
| 7443735 | &nbsp;&nbsp;&nbsp; Ser. 2021-B30, Class XA, 0.81%, due 11/15/2054 | &nbsp;&nbsp; 387997<sup>(b)(e)</sup> |
| 244000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class D, 2.25%, due 12/15/2054 | &nbsp;&nbsp; 135490<sup>(a)</sup> |
| 104000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class E, 2.25%, due 12/15/2054 | &nbsp;&nbsp; 52359<sup>(a)</sup> |
| 300000 | &nbsp;&nbsp;&nbsp; Ser. 2019-B10, Class B, 4.18%, due 3/15/2062 | &nbsp;&nbsp; 267330<sup>(b)</sup> |
| 228000 | BPR Trust, Ser. 2022-OANA, Class D, (1M CME Term SOFR + 3.70%), 8.17%, due 4/15/2037 | &nbsp;&nbsp; 220294<sup>(a)(c)</sup> |
|  | BX Commercial Mortgage Trust |  |
| 100000 | &nbsp;&nbsp;&nbsp; Ser. 2021-VOLT, Class A, (1M USD LIBOR + 0.70%), 5.16%, due 9/15/2036 | &nbsp;&nbsp; 97465<sup>(a)(c)</sup> |
| 1640000 | &nbsp;&nbsp;&nbsp; Ser. 2021-VOLT, Class D, (1M USD LIBOR + 1.65%), 6.11%, due 9/15/2036 | &nbsp;&nbsp; 1575854<sup>(a)(c)</sup> |
| 233750 | &nbsp;&nbsp;&nbsp; Ser. 2019-XL, Class D, (1M CME Term SOFR + 1.56%), 6.04%, due 10/15/2036 | &nbsp;&nbsp; 229347<sup>(a)(c)</sup> |
| 471000 | BX Trust, Ser. 2019-OC11, Class D, 3.94%, due 12/9/2041 | &nbsp;&nbsp; 393639<sup>(a)(b)</sup> |
|  | CAMB Commercial Mortgage Trust |  |
| 1429000 | &nbsp;&nbsp;&nbsp; Ser. 2019-LIFE, Class D, (1M USD LIBOR + 1.75%), 6.21%, due 12/15/2037 | &nbsp;&nbsp; 1405235<sup>(a)(c)</sup> |
| 595000 | &nbsp;&nbsp;&nbsp; Ser. 2019-LIFE, Class E, (1M USD LIBOR + 2.15%), 6.61%, due 12/15/2037 | &nbsp;&nbsp; 581576<sup>(a)(c)</sup> |
| 140000 | &nbsp;&nbsp;&nbsp; Ser. 2019-LIFE, Class F, (1M USD LIBOR + 2.55%), 7.01%, due 12/15/2037 | &nbsp;&nbsp; 135789<sup>(a)(c)</sup> |
| 700000 | CD Mortgage Trust, Ser. 2016-CD2, Class A4, 3.53%, due 11/10/2049 | &nbsp;&nbsp; 663965<sup>(b)</sup> |
|  | Citigroup Commercial Mortgage Trust |  |
| 503666 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC27, Class AAB, 2.94%, due 2/10/2048 | &nbsp;&nbsp; 492163 |
| 660000 | &nbsp;&nbsp;&nbsp; Ser. 2015-P1, Class A5, 3.72%, due 9/15/2048 | &nbsp;&nbsp; 636782 |
| 295219 | &nbsp;&nbsp;&nbsp; Ser. 2016-P4, Class AAB, 2.78%, due 7/10/2049 | &nbsp;&nbsp; 283412 |
|  | Commercial Mortgage Trust |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2012-CR4, Class AM, 3.25%, due 10/15/2045 | &nbsp;&nbsp; 920000 |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS2, Class A5, 3.96%, due 3/10/2047 | &nbsp;&nbsp; 982579 |
| 1358776 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS3, Class XA, 1.06%, due 6/10/2047 | &nbsp;&nbsp; 12434<sup>(b)(e)</sup> |
| 335204 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR19, Class ASB, 3.50%, due 8/10/2047 | &nbsp;&nbsp; 329067 |
| 4672282 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS6, Class XA, 0.84%, due 12/10/2047 | &nbsp;&nbsp; 53872<sup>(b)(e)</sup> |
| 475000 | &nbsp;&nbsp;&nbsp; Ser. 2016-COR1, Class AM, 3.49%, due 10/10/2049 | &nbsp;&nbsp; 441046 |
| 327403 | &nbsp;&nbsp;&nbsp; Ser. 2015-PC1, Class ASB, 3.61%, due 7/10/2050 | &nbsp;&nbsp; 320248 |
| 182009 | &nbsp;&nbsp;&nbsp; Ser. 2013-CR11, Class ASB, 3.66%, due 8/10/2050 | &nbsp;&nbsp; 181035 |
|  | CSAIL Commercial Mortgage Trust |  |
| 6336040 | &nbsp;&nbsp;&nbsp; Ser. 2016-C5, Class XA, 0.90%, due 11/15/2048 | &nbsp;&nbsp; 127780<sup>(b)(e)</sup> |
| 544682 | &nbsp;&nbsp;&nbsp; Ser. 2016-C5, Class ASB, 3.53%, due 11/15/2048 | &nbsp;&nbsp; 529546 |
| 640000 | Eleven Madison Mortgage Trust, Ser. 2015-11MD, Class A, 3.55%, due 9/10/2035 | &nbsp;&nbsp; 599580<sup>(a)(b)</sup> |
| 1535000 | Freddie Mac Multiclass Certificates, Ser. 2020-RR02, Class CX, 1.27%, due 3/27/2029 | &nbsp;&nbsp; 97250<sup>(b)(e)</sup> |
|  | Freddie Mac Multifamily Structured Pass Through Certificates |  |
| 5461762 | &nbsp;&nbsp;&nbsp; Ser. KW03, Class X1, 0.83%, due 6/25/2027 | &nbsp;&nbsp; 135864<sup>(b)(e)</sup> |
| 3409962 | &nbsp;&nbsp;&nbsp; Ser. K095, Class X1, 0.95%, due 6/25/2029 | &nbsp;&nbsp; 165228<sup>(b)(e)</sup> |
| 5274775 | &nbsp;&nbsp;&nbsp; Ser. K096, Class X1, 1.13%, due 7/25/2029 | &nbsp;&nbsp; 306374<sup>(b)(e)</sup> |
| 4100000 | &nbsp;&nbsp;&nbsp; Ser. K098, Class XAM, 1.39%, due 8/25/2029 | &nbsp;&nbsp; 311692<sup>(b)(e)</sup> |
| 132000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, Ser. 2022-ECI, Class A, (1M CME Term SOFR + 2.19%), <br> 6.67%, due 8/15/2039<br>| &nbsp;&nbsp; 132165<sup>(a)(c)</sup> |
|  | GS Mortgage Securities Trust |  |
| 101214 | &nbsp;&nbsp;&nbsp; Ser. 2010-C1, Class B, 5.15%, due 8/10/2043 | &nbsp;&nbsp; 100154<sup>(a)</sup> |
| 59924224 | &nbsp;&nbsp;&nbsp; Ser. 2013-GC13, Class XA, 0.06%, due 7/10/2046 | &nbsp;&nbsp; 617<sup>(b)(e)</sup> |
| 100000 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC18, Class AS, 4.38%, due 1/10/2047 | &nbsp;&nbsp; 96176 |
| 439198 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC34, Class AAB, 3.28%, due 10/10/2048 | &nbsp;&nbsp; 425221 |
| 500000 | &nbsp;&nbsp;&nbsp; Ser. 2017-GS5, Class A4, 3.67%, due 3/10/2050 | &nbsp;&nbsp; 475038 |
| 14877465 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC30, Class XA, 0.73%, due 5/10/2050 | &nbsp;&nbsp; 198306<sup>(b)(e)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Short Duration 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** |
| $| 400000 | Hilton USA Trust, Ser. 2016-HHV, Class D, 4.19%, due 11/5/2038 | $362749<sup>(a)(b)</sup> |
|  | 400000 | Hudson Yards Mortgage Trust, Ser. 2016-10HY, Class A, 2.84%, due 8/10/2038 | &nbsp;&nbsp; 360952<sup>(a)</sup> |
|  | 252000 | &nbsp;&nbsp; ILPT Commercial Mortgage Trust, Ser. 2022-LPF2, Class A, (1M CME Term SOFR + 2.25%), 6.72%, <br> due 10/15/2039<br>| &nbsp;&nbsp; 251842<sup>(a)(c)</sup> |
|  | 403000 | &nbsp;&nbsp; INTOWN STAY Mortgage Trust, Ser. 2022-STAY, Class A, (1M CME Term SOFR + 2.49%), 6.97%, <br> due 8/15/2039<br>| &nbsp;&nbsp; 405018<sup>(a)(c)</sup> |
|  | 356000 | &nbsp;&nbsp; J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser. 2022-OPO, Class D, 3.45%, due <br> 1/5/2039<br>| &nbsp;&nbsp; 264072<sup>(a)(b)</sup> |
|  | 152000 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2017-C33, Class C, 4.56%, due <br> 5/15/2050<br>| &nbsp;&nbsp; 133791<sup>(b)</sup> |
|  | 1025000 | &nbsp;&nbsp; NYO Commercial Mortgage Trust, Ser. 2021-1290, Class D, (1M USD LIBOR + 2.55%), 7.01%, due <br> 11/15/2038<br>| &nbsp;&nbsp; 886053<sup>(a)(c)</sup> |
|  | 135000 | &nbsp;&nbsp; ONE Park Mortgage Trust, Ser. 2021-PARK, Class E, (1M CME Term SOFR + 1.86%), 6.34%, due <br> 3/15/2036<br>| &nbsp;&nbsp; 123585<sup>(a)(c)</sup> |
|  |  | Taubman Centers Commercial Mortgage Trust |  |
|  | 185000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DPM, Class A, (1M CME Term SOFR + 2.19%), 6.66%, due 5/15/2037 | &nbsp;&nbsp; 180959<sup>(a)(c)</sup> |
|  | 216000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DPM, Class B, (1M CME Term SOFR + 2.93%), 7.41%, due 5/15/2037 | &nbsp;&nbsp; 208416<sup>(a)(c)</sup> |
|  | 181000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DPM, Class C, (1M CME Term SOFR + 3.78%), 8.26%, due 5/15/2037 | &nbsp;&nbsp; 173026<sup>(a)(c)</sup> |
|  |  | Wells Fargo Commercial Mortgage Trust |  |
|  | 270000 | &nbsp;&nbsp;&nbsp; Ser. 2014-LC18, Class A5, 3.41%, due 12/15/2047 | &nbsp;&nbsp; 259624 |
|  | 3831320 | &nbsp;&nbsp;&nbsp; Ser. 2019-C52, Class XA, 1.60%, due 8/15/2052 | &nbsp;&nbsp; 270982<sup>(b)(e)</sup> |
|  |  |  | **21106686** |
| **Fannie Mae 1.7%** | **Fannie Mae 1.7%** | **Fannie Mae 1.7%** | **Fannie Mae 1.7%** |
|  |  | Pass-Through Certificates |  |
|  | 93311 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2039 - 5/1/2044 | &nbsp;&nbsp; 94357 |
|  | 1075428 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/1/2052 | &nbsp;&nbsp; 1093033 |
|  | 1681325 | &nbsp;&nbsp;&nbsp; 6.00%, due 11/1/2052 - 12/1/2052 | &nbsp;&nbsp; 1728996 |
|  |  |  | **2916386** |
| **Freddie Mac 1.7%** | **Freddie Mac 1.7%** | **Freddie Mac 1.7%** | **Freddie Mac 1.7%** |
|  |  | Pass-Through Certificates |  |
|  | 70653 | &nbsp;&nbsp;&nbsp; 4.50%, due 11/1/2039 | &nbsp;&nbsp; 71877 |
|  | 1668521 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2052 - 10/1/2052 | &nbsp;&nbsp; 1702288 |
|  | 1059576 | &nbsp;&nbsp;&nbsp; 6.00%, due 10/1/2052 | &nbsp;&nbsp; 1088480 |
|  |  |  | **2862645** |
| **Total Mortgage-Backed Securities (Cost $48,538,055)** | **Total Mortgage-Backed Securities (Cost $48,538,055)** | **Total Mortgage-Backed Securities (Cost $48,538,055)** | **45151779** |
| **Asset-Backed Securities 16.7%** | **Asset-Backed Securities 16.7%** | **Asset-Backed Securities 16.7%** | **Asset-Backed Securities 16.7%** |
|  | 875000 | 37 Capital CLO I Ltd., Ser. 2021-1A, Class A, (3M USD LIBOR + 1.20%), 5.99%, due 10/15/2034 | &nbsp;&nbsp; 860360<sup>(a)(c)</sup> |
|  | 1450000 | AM Capital Funding LLC, Ser. 2018-1, Class A, 4.98%, due 12/15/2023 | &nbsp;&nbsp; 1440944<sup>(a)</sup> |
|  | 917585 | Aqua Finance Trust, Ser. 2021-A, Class A, 1.54%, due 7/17/2046 | &nbsp;&nbsp; 823953<sup>(a)</sup> |
|  |  | Avis Budget Rental Car Funding AESOP LLC |  |
|  | 500000 | &nbsp;&nbsp;&nbsp; Ser. 2020-2A, Class B, 2.96%, due 2/20/2027 | &nbsp;&nbsp; 461057<sup>(a)</sup> |
|  | 485000 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.90%, due 2/20/2028 | &nbsp;&nbsp; 420126<sup>(a)</sup> |
|  | 255500 | Beacon Container Finance II LLC, Ser. 2021-1A, Class A, 2.25%, due 10/22/2046 | &nbsp;&nbsp; 223896<sup>(a)</sup> |
|  | 1140000 | Crown Castle Towers LLC, 3.66%, due 5/15/2025 | &nbsp;&nbsp; 1096493<sup>(a)</sup> |
|  | 1000000 | Dryden 64 CLO Ltd., Ser. 2018-64A, Class D, (3M USD LIBOR + 2.65%), 7.44%, due 4/18/2031 | &nbsp;&nbsp; 968240<sup>(a)(c)</sup> |
|  | 435000 | &nbsp;&nbsp; Fort Washington CLO Ltd., Ser. 2021-2A, Class A, (3M USD LIBOR + 1.22%), 6.03%, due <br> 10/20/2034<br>| &nbsp;&nbsp; 424881<sup>(a)(c)</sup> |
|  | 3100000 | &nbsp;&nbsp; Gulf Stream Meridian 3 Ltd., Ser. 2021-IIIA, Class A1, (3M USD LIBOR + 1.32%), 6.11%, due <br> 4/15/2034<br>| &nbsp;&nbsp; 3066306<sup>(a)(c)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | |
|:---|:---|
| **Principal Amount** | **Principal Amount** |
| **Asset-Backed Securities – cont'd** | **Asset-Backed Securities – cont'd** |
|  | Hilton Grand Vacations Trust |
| $242469 | &nbsp;&nbsp;&nbsp; Ser. 2018-AA, Class A, 3.54%, due 2/25/2032<br> $234717<sup>(a)</sup> |
| 156135 | &nbsp;&nbsp;&nbsp; Ser. 2022-2A, Class A, 4.30%, due 1/25/2037<br> &nbsp;&nbsp; 152047<sup>(a)</sup> |
| 324211 | &nbsp;&nbsp;&nbsp; Ser. 2022-2A, Class B, 4.74%, due 1/25/2037<br> &nbsp;&nbsp; 315797<sup>(a)</sup> |
| 431814 | JPMorgan Chase Bank NA, Ser. 2021-3, Class B, 0.76%, due 2/26/2029<br> &nbsp;&nbsp; 410169<sup>(a)</sup> |
| 337000 | MetroNet Infrastructure Issuer LLC, Ser. 2022-1A, Class A2, 6.35%, due 10/20/2052<br> &nbsp;&nbsp; 327502<sup>(a)</sup> |
|  | MVW LLC |
| 428336 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class A, 1.43%, due 5/20/2039<br> &nbsp;&nbsp; 386015<sup>(a)</sup> |
| 303887 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.83%, due 5/20/2039<br> &nbsp;&nbsp; 274272<sup>(a)</sup> |
| 121160 | &nbsp;&nbsp;&nbsp; Ser. 2021-1WA, Class B, 1.44%, due 1/22/2041<br> &nbsp;&nbsp; 110630<sup>(a)</sup> |
| 315634 | Navient Private Ed. Refi Loan Trust, Ser. 2021-EA, Class A, 0.97%, due 12/16/2069<br> &nbsp;&nbsp; 273525<sup>(a)</sup> |
|  | Navient Student Loan Trust |
| 304578 | &nbsp;&nbsp;&nbsp; Ser. 2021-BA, Class A, 0.94%, due 7/15/2069<br> &nbsp;&nbsp; 266087<sup>(a)</sup> |
| 159116 | &nbsp;&nbsp;&nbsp; Ser. 2021-CA, Class A, 1.06%, due 10/15/2069<br> &nbsp;&nbsp; 139529<sup>(a)</sup> |
| 348730 | &nbsp;&nbsp;&nbsp; Ser. 2021-FA, Class A, 1.11%, due 2/18/2070<br> &nbsp;&nbsp; 298212<sup>(a)</sup> |
| 1200000 | Oaktree CLO Ltd., Ser. 2022-3A, Class A2, (3M CME Term SOFR + 2.30%), 6.96%, due 7/15/2035<br> &nbsp;&nbsp; 1196011<sup>(a)(c)</sup> |
| 1000000 | &nbsp;&nbsp; Octagon Investment Partners 43 Ltd., Ser. 2019-1A, Class D, (3M USD LIBOR + 3.90%), 8.72%, <br> due 10/25/2032<br>&nbsp;&nbsp; 971300<sup>(a)(c)</sup> |
|  | OneMain Financial Issuance Trust |
| 382270 | &nbsp;&nbsp;&nbsp; Ser. 2020-1A, Class A, 3.84%, due 5/14/2032<br> &nbsp;&nbsp; 379848<sup>(a)</sup> |
| 422000 | &nbsp;&nbsp;&nbsp; Ser. 2022-2A, Class A, 4.89%, due 10/14/2034<br> &nbsp;&nbsp; 416247<sup>(a)</sup> |
| 1000000 | &nbsp;&nbsp; Park Blue CLO Ltd., Ser. 2022-1A, Class A1, (3M CME Term SOFR + 2.45%), 2.45%, due <br> 10/20/2034<br>&nbsp;&nbsp; 996567<sup>(a)(c)</sup> |
|  | PFS Financing Corp. |
| 960000 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, Class A, 0.71%, due 4/15/2026<br> &nbsp;&nbsp; 909222<sup>(a)</sup> |
| 300000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, Class A, 0.77%, due 8/15/2026<br> &nbsp;&nbsp; 280504<sup>(a)</sup> |
| 673000 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, Class A, 2.47%, due 2/15/2027<br> &nbsp;&nbsp; 639844<sup>(a)</sup> |
|  | Prestige Auto Receivables Trust |
| 580000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class D, 2.08%, due 2/15/2028<br> &nbsp;&nbsp; 524054<sup>(a)</sup> |
| 252000 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class B, 6.55%, due 7/17/2028<br> &nbsp;&nbsp; 253892<sup>(a)</sup> |
| 410000 | SBA Tower Trust, Ser. 2014-2A, Class C, 3.87%, due 10/15/2049<br> &nbsp;&nbsp; 397543<sup>(a)</sup> |
|  | Sierra Timeshare Receivables Funding LLC |
| 206043 | &nbsp;&nbsp;&nbsp; Ser. 2019-1A, Class C, 3.77%, due 1/20/2036<br> &nbsp;&nbsp; 197994<sup>(a)</sup> |
| 70921 | &nbsp;&nbsp;&nbsp; Ser. 2019-2A, Class A, 2.59%, due 5/20/2036<br> &nbsp;&nbsp; 68681<sup>(a)</sup> |
| 82559 | &nbsp;&nbsp;&nbsp; Ser. 2020-2A, Class C, 3.51%, due 7/20/2037<br> &nbsp;&nbsp; 78339<sup>(a)</sup> |
| 228256 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class A, 3.05%, due 10/20/2038<br> &nbsp;&nbsp; 217644<sup>(a)</sup> |
| 304936 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class C, 3.94%, due 10/20/2038<br> &nbsp;&nbsp; 291149<sup>(a)</sup> |
| 179954 | &nbsp;&nbsp;&nbsp; Ser. 2022-2A, Class B, 5.04%, due 6/20/2040<br> &nbsp;&nbsp; 177783<sup>(a)</sup> |
| 1000000 | Signal Peak CLO 8 Ltd., Ser. 2020-8A, Class A, (3M USD LIBOR + 1.27%), 6.08%, due 4/20/2033<br> &nbsp;&nbsp; 985645<sup>(a)(c)</sup> |
|  | SoFi Professional Loan Program Trust |
| 289883 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, Class AFX, 1.03%, due 8/17/2043<br> &nbsp;&nbsp; 246505<sup>(a)</sup> |
| 490000 | &nbsp;&nbsp;&nbsp; Ser. 2018-C, Class BFX, 4.13%, due 1/25/2048<br> &nbsp;&nbsp; 463930<sup>(a)</sup> |
| 1200000 | &nbsp;&nbsp; Storm King Park CLO Ltd., Ser. 2022-1A, Class A1, (3M CME Term SOFR + 2.05%), 5.66%, due <br> 10/15/2035<br>&nbsp;&nbsp; 1196748<sup>(a)(c)</sup> |
| 193050 | Taco Bell Funding LLC, Ser. 2021-1A, Class A2I, 1.95%, due 8/25/2051<br> &nbsp;&nbsp; 168629<sup>(a)</sup> |
| 442430 | TAL Advantage VII LLC, Ser. 2020-1A, Class A, 2.05%, due 9/20/2045<br> &nbsp;&nbsp; 394149<sup>(a)</sup> |
| 500000 | TICP CLO VII Ltd., Ser. 2017-7A, Class DR, (3M USD LIBOR + 3.20%), 7.99%, due 4/15/2033<br> &nbsp;&nbsp; 463351<sup>(a)(c)</sup> |
| 739000 | T-Mobile U.S. Trust, Ser. 2022-1A, Class A, 4.91%, due 5/22/2028<br> &nbsp;&nbsp; 741641<sup>(a)</sup> |
|  | Vantage Data Centers Issuer LLC |
| 230000 | &nbsp;&nbsp;&nbsp; Ser. 2018-2A, Class A2, 4.20%, due 11/15/2043<br> &nbsp;&nbsp; 225110<sup>(a)</sup> |
| 888567 | &nbsp;&nbsp;&nbsp; Ser. 2019-1A, Class A2, 3.19%, due 7/15/2044<br> &nbsp;&nbsp; 851213<sup>(a)</sup> |

---

See Notes to Schedule of Investments

------

Schedule of Investments Short Duration 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** |
| $| 1000000 | Voya CLO Ltd., Ser. 2016-2A, Class CR, (3M USD LIBOR + 4.00%), 8.80%, due 7/19/2028 | $951158<sup>(a)(c)</sup> |
|  | 875000 | Whitebox CLO III Ltd., Ser. 2021-3A, Class A1, (3M USD LIBOR + 1.22%), 6.01%, due 10/15/2034 | &nbsp;&nbsp; 858506<sup>(a)(c)</sup> |
| **Total Asset-Backed Securities (Cost $29,279,470)** | **Total Asset-Backed Securities (Cost $29,279,470)** | **Total Asset-Backed Securities (Cost $29,279,470)** | **28517965** |
| **Corporate Bonds 47.9%** | **Corporate Bonds 47.9%** | **Corporate Bonds 47.9%** | **Corporate Bonds 47.9%** |
| **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** | **Aerospace & Defense 1.1%** |
|  | 2025000 | Boeing Co., 2.70%, due 2/1/2027 | **1872301** |
| **Agriculture 1.4%** | **Agriculture 1.4%** | **Agriculture 1.4%** | **Agriculture 1.4%** |
|  | 465000 | BAT Capital Corp., 2.26%, due 3/25/2028 | &nbsp;&nbsp; 399821 |
|  | 1935000 | Philip Morris Int'l, Inc., 5.13%, due 11/17/2027 | &nbsp;&nbsp; 1977634 |
|  |  |  | **2377455** |
| **Airlines 1.6%** | **Airlines 1.6%** | **Airlines 1.6%** | **Airlines 1.6%** |
|  |  | American Airlines, Inc./AAdvantage Loyalty IP Ltd. |  |
|  | 580000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/20/2026 | &nbsp;&nbsp; 568588<sup>(a)</sup> |
|  | 1745000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/20/2029 | &nbsp;&nbsp; 1687803<sup>(a)</sup> |
|  | 110000 | Delta Air Lines, Inc., 7.00%, due 5/1/2025 | &nbsp;&nbsp; 113203<sup>(a)</sup> |
|  | 426247 | Delta Air Lines, Inc./SkyMiles IP Ltd., 4.50%, due 10/20/2025 | &nbsp;&nbsp; 421158<sup>(a)</sup> |
|  |  |  | **2790752** |
| **Auto Manufacturers 1.9%** | **Auto Manufacturers 1.9%** | **Auto Manufacturers 1.9%** | **Auto Manufacturers 1.9%** |
|  |  | Ford Motor Credit Co. LLC |  |
|  | 400000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/6/2026 | &nbsp;&nbsp; 409032 |
|  | 545000 | &nbsp;&nbsp;&nbsp; 7.35%, due 11/4/2027 | &nbsp;&nbsp; 571569 |
|  | 320000 | &nbsp;&nbsp;&nbsp; 2.90%, due 2/10/2029 | &nbsp;&nbsp; 266931 |
|  |  | General Motors Financial Co., Inc. |  |
|  | 490000 | &nbsp;&nbsp;&nbsp; 3.80%, due 4/7/2025 | &nbsp;&nbsp; 475945 |
|  | 620000 | &nbsp;&nbsp;&nbsp; 2.70%, due 8/20/2027 | &nbsp;&nbsp; 556687 |
|  | 1010000 | Volkswagen Group of America Finance LLC, 3.35%, due 5/13/2025 | &nbsp;&nbsp; 972710<sup>(a)</sup> |
|  |  |  | **3252874** |
| **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** | **Auto Parts & Equipment 0.1%** |
|  | 255000 | Goodyear Tire & Rubber Co., 5.00%, due 5/31/2026 | **246710** |
| **Banks 14.6%** | **Banks 14.6%** | **Banks 14.6%** | **Banks 14.6%** |
|  |  | Banco Santander SA |  |
|  | 450000 | &nbsp;&nbsp;&nbsp; 2.75%, due 5/28/2025 | &nbsp;&nbsp; 424301 |
|  | 1440000 | &nbsp;&nbsp;&nbsp; 5.15%, due 8/18/2025 | &nbsp;&nbsp; 1440538 |
|  |  | Bank of America Corp. |  |
|  | 425000 | &nbsp;&nbsp;&nbsp; Ser. L, 3.95%, due 4/21/2025 | &nbsp;&nbsp; 417915 |
|  | 1000000 | &nbsp;&nbsp;&nbsp; 3.84%, due 4/25/2025 | &nbsp;&nbsp; 982052<sup>(f)</sup> |
|  | 1980000 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/2/2026 | &nbsp;&nbsp; 1915279<sup>(f)</sup> |
|  | 1075000 | BNP Paribas SA, 3.80%, due 1/10/2024 | &nbsp;&nbsp; 1061806<sup>(a)</sup> |
|  |  | Citigroup, Inc. |  |
|  | 1175000 | &nbsp;&nbsp;&nbsp; 3.35%, due 4/24/2025 | &nbsp;&nbsp; 1149616<sup>(f)</sup> |
|  | 1400000 | &nbsp;&nbsp;&nbsp; 2.01%, due 1/25/2026 | &nbsp;&nbsp; 1316793<sup>(f)</sup> |
|  |  | Goldman Sachs Group, Inc. |  |
|  | 780000 | &nbsp;&nbsp;&nbsp; 0.66%, due 9/10/2024 | &nbsp;&nbsp; 756877<sup>(f)</sup> |
|  | 2230000 | &nbsp;&nbsp;&nbsp; 1.95%, due 10/21/2027 | &nbsp;&nbsp; 1996140<sup>(f)</sup> |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
|  | JPMorgan Chase & Co. |  |
| 1100000 | &nbsp;&nbsp;&nbsp; 2.30%, due 10/15/2025 | $1047081<sup>(f)</sup> |
| 1225000 | &nbsp;&nbsp;&nbsp; 4.08%, due 4/26/2026 | &nbsp;&nbsp; 1203298<sup>(f)</sup> |
| 1985000 | &nbsp;&nbsp;&nbsp; 1.47%, due 9/22/2027 | &nbsp;&nbsp; 1758513<sup>(f)</sup> |
|  | Morgan Stanley |  |
| 385000 | &nbsp;&nbsp;&nbsp; 3.62%, due 4/17/2025 | &nbsp;&nbsp; 378037<sup>(f)</sup> |
| 1560000 | &nbsp;&nbsp;&nbsp; 0.79%, due 5/30/2025 | &nbsp;&nbsp; 1464750<sup>(f)</sup> |
| 2265000 | &nbsp;&nbsp;&nbsp; 1.59%, due 5/4/2027 | &nbsp;&nbsp; 2033993<sup>(f)</sup> |
| 2035000 | Royal Bank of Canada, 3.38%, due 4/14/2025 | &nbsp;&nbsp; 1983950 |
| 1485000 | U.S. Bancorp, 5.73%, due 10/21/2026 | &nbsp;&nbsp; 1525817<sup>(f)</sup> |
| 2115000 | Wells Fargo & Co., 3.91%, due 4/25/2026 | &nbsp;&nbsp; 2066291<sup>(f)</sup> |
|  |  | **24923047** |
| **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** |
| 470000 | Jeld-Wen, Inc., 4.63%, due 12/15/2025 | **415950**<sup>(a)</sup> |
| **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** |
| 180000 | Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.75%, due 7/15/2027 | **169130**<sup>(a)</sup> |
| **Cosmetics - Personal Care 0.2%** | **Cosmetics - Personal Care 0.2%** | **Cosmetics - Personal Care 0.2%** |
| 400000 | GSK Consumer Healthcare Capital U.S. LLC, 3.02%, due 3/24/2024 | **390865** |
| **Diversified Financial Services 2.3%** | **Diversified Financial Services 2.3%** | **Diversified Financial Services 2.3%** |
|  | AerCap Ireland Capital Designated Activity Co./AerCap Global Aviation Trust |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.50%, due 9/15/2023 | &nbsp;&nbsp; 198898 |
| 460000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/15/2025 | &nbsp;&nbsp; 468418 |
| 1000000 | American Express Co., 3.95%, due 8/1/2025 | &nbsp;&nbsp; 984644 |
| 1040000 | Capital One Financial Corp., 4.17%, due 5/9/2025 | &nbsp;&nbsp; 1023054<sup>(f)</sup> |
| 175000 | GTP Acquisition Partners I LLC, Ser. 2015-2, 3.48%, due 6/16/2025 | &nbsp;&nbsp; 164363<sup>(a)</sup> |
| 600000 | OneMain Finance Corp., 3.50%, due 1/15/2027 | &nbsp;&nbsp; 521830 |
| 620000 | Springleaf Finance Corp., 6.88%, due 3/15/2025 | &nbsp;&nbsp; 618053 |
|  |  | **3979260** |
| **Electric 1.4%** | **Electric 1.4%** | **Electric 1.4%** |
| 2135000 | Dominion Energy, Inc., Ser. D, 2.85%, due 8/15/2026 | &nbsp;&nbsp; 1999108 |
| 495000 | Duke Energy Corp., 2.65%, due 9/1/2026 | &nbsp;&nbsp; 462871 |
|  |  | **2461979** |
| **Energy - Alternate Sources 0.2%** | **Energy - Alternate Sources 0.2%** | **Energy - Alternate Sources 0.2%** |
| 470000 | Sunnova Energy Corp., 5.88%, due 9/1/2026 | **423000**<sup>(a)</sup> |
| **Entertainment 0.7%** | **Entertainment 0.7%** | **Entertainment 0.7%** |
| 1295000 | Warnermedia Holdings, Inc., 3.76%, due 3/15/2027 | **1213696**<sup>(a)</sup> |
| **Food 0.5%** | **Food 0.5%** | **Food 0.5%** |
| 1030000 | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 2.50%, due 1/15/2027 | **917606**<sup>(a)</sup> |
| **Healthcare - Products 1.0%** | **Healthcare - Products 1.0%** | **Healthcare - Products 1.0%** |
| 1670000 | GE HealthCare Technologies, Inc., 5.55%, due 11/15/2024 | **1684271**<sup>(a)</sup> |
| **Healthcare - Services 0.9%** | **Healthcare - Services 0.9%** | **Healthcare - Services 0.9%** |
| 445000 | Select Medical Corp., 6.25%, due 8/15/2026 | &nbsp;&nbsp; 434622<sup>(a)</sup> |
| 1100000 | UnitedHealth Group, Inc., 3.70%, due 5/15/2027 | &nbsp;&nbsp; 1081662 |
|  |  | **1516284** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** |
| $150000 | Tri Pointe Homes, Inc., 5.25%, due 6/1/2027 | **$141129** |
| **Insurance 0.4%** | **Insurance 0.4%** | **Insurance 0.4%** |
| 785000 | Jackson National Life Global Funding, 1.75%, due 1/12/2025 | **734323**<sup>(a)</sup> |
| **Internet 0.1%** | **Internet 0.1%** | **Internet 0.1%** |
| 130000 | Gen Digital, Inc., 6.75%, due 9/30/2027 | **131826**<sup>(a)</sup> |
| **Leisure Time 0.5%** | **Leisure Time 0.5%** | **Leisure Time 0.5%** |
| 400000 | Carnival Corp., 10.50%, due 2/1/2026 | &nbsp;&nbsp; 418364<sup>(a)</sup> |
| 290000 | Lindblad Expeditions LLC, 6.75%, due 2/15/2027 | &nbsp;&nbsp; 284461<sup>(a)</sup> |
| 230000 | Royal Caribbean Cruises Ltd., 4.25%, due 7/1/2026 | &nbsp;&nbsp; 199525<sup>(a)</sup> |
|  |  | **902350** |
| **Media 1.7%** | **Media 1.7%** | **Media 1.7%** |
|  | Comcast Corp. |  |
| 1140000 | &nbsp;&nbsp;&nbsp; 5.25%, due 11/7/2025 | &nbsp;&nbsp; 1164413 |
| 800000 | &nbsp;&nbsp;&nbsp; 4.15%, due 10/15/2028 | &nbsp;&nbsp; 792757 |
| 940000 | Fox Corp., 3.05%, due 4/7/2025 | &nbsp;&nbsp; 905730 |
|  |  | **2862900** |
| **Oil & Gas 0.7%** | **Oil & Gas 0.7%** | **Oil & Gas 0.7%** |
| 460000 | Ascent Resources Utica Holdings LLC/ARU Finance Corp., 7.00%, due 11/1/2026 | &nbsp;&nbsp; 438436<sup>(a)</sup> |
| 630000 | Callon Petroleum Co., 6.38%, due 7/1/2026 | &nbsp;&nbsp; 606785 |
| 170000 | Northern Oil and Gas, Inc., 8.13%, due 3/1/2028 | &nbsp;&nbsp; 169334<sup>(a)</sup> |
| 75000 | PDC Energy, Inc., 5.75%, due 5/15/2026 | &nbsp;&nbsp; 72535 |
|  |  | **1287090** |
| **Packaging & Containers 1.1%** | **Packaging & Containers 1.1%** | **Packaging & Containers 1.1%** |
| 355000 | Mauser Packaging Solutions Holding Co., 7.88%, due 8/15/2026 | &nbsp;&nbsp; 358106<sup>(a)(g)</sup> |
| 1540000 | Sonoco Products Co., 1.80%, due 2/1/2025 | &nbsp;&nbsp; 1442982 |
|  |  | **1801088** |
| **Pharmaceuticals 2.2%** | **Pharmaceuticals 2.2%** | **Pharmaceuticals 2.2%** |
| 1000000 | AbbVie, Inc., 2.95%, due 11/21/2026 | &nbsp;&nbsp; 946330 |
| 1885000 | CVS Health Corp., 3.63%, due 4/1/2027 | &nbsp;&nbsp; 1821977 |
| 1065000 | Viatris, Inc., 1.65%, due 6/22/2025 | &nbsp;&nbsp; 978878 |
|  |  | **3747185** |
| **Pipelines 4.1%** | **Pipelines 4.1%** | **Pipelines 4.1%** |
| 290000 | Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.63%, due 12/15/2025 | &nbsp;&nbsp; 294531<sup>(a)</sup> |
| 1910000 | Energy Transfer L.P., 4.20%, due 4/15/2027 | &nbsp;&nbsp; 1845560 |
|  | EQM Midstream Partners L.P. |  |
| 333000 | &nbsp;&nbsp;&nbsp; 6.00%, due 7/1/2025 | &nbsp;&nbsp; 327842<sup>(a)</sup> |
| 180000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2027 | &nbsp;&nbsp; 179996<sup>(a)</sup> |
| 710000 | Genesis Energy L.P./Genesis Energy Finance Corp., 6.50%, due 10/1/2025 | &nbsp;&nbsp; 697575 |
| 1760000 | Kinder Morgan, Inc., 4.30%, due 3/1/2028 | &nbsp;&nbsp; 1725205 |
| 540000 | MPLX L.P., 4.88%, due 6/1/2025 | &nbsp;&nbsp; 538588 |
|  | New Fortress Energy, Inc. |  |
| 360000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2025 | &nbsp;&nbsp; 344389<sup>(a)</sup> |
| 365000 | &nbsp;&nbsp;&nbsp; 6.50%, due 9/30/2026 | &nbsp;&nbsp; 335858<sup>(a)</sup> |
| 230000 | Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 8.50%, due 10/15/2026 | &nbsp;&nbsp; 223963<sup>(a)</sup> |
| 460000 | Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp., 6.00%, due 3/1/2027 | &nbsp;&nbsp; 436127<sup>(a)</sup> |
|  |  | **6949634** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Real Estate Investment Trusts 1.5%** | **Real Estate Investment Trusts 1.5%** | **Real Estate Investment Trusts 1.5%** |
|  | American Tower Corp. |  |
| $870000 | &nbsp;&nbsp;&nbsp; 1.60%, due 4/15/2026 | $786256 |
| 1635000 | &nbsp;&nbsp;&nbsp; 1.45%, due 9/15/2026 | &nbsp;&nbsp; 1448622 |
| 190000 | MPT Operating Partnership L.P./MPT Finance Corp., 5.25%, due 8/1/2026 | &nbsp;&nbsp; 172837 |
| 100000 | VICI Properties L.P./VICI Note Co., Inc., 4.63%, due 6/15/2025 | &nbsp;&nbsp; 96780<sup>(a)</sup> |
|  |  | **2504495** |
| **Retail 0.5%** | **Retail 0.5%** | **Retail 0.5%** |
| 900000 | Lowe's Cos., Inc., 1.70%, due 9/15/2028 | **775803** |
| **Semiconductors 1.6%** | **Semiconductors 1.6%** | **Semiconductors 1.6%** |
| 750000 | Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, due 1/15/2027 | &nbsp;&nbsp; 722658 |
| 2170000 | Marvell Technology, Inc., 1.65%, due 4/15/2026 | &nbsp;&nbsp; 1953800 |
|  |  | **2676458** |
| **Software 1.9%** | **Software 1.9%** | **Software 1.9%** |
| 460000 | Infor, Inc., 1.45%, due 7/15/2023 | &nbsp;&nbsp; 450198<sup>(a)</sup> |
|  | Oracle Corp. |  |
| 422000 | &nbsp;&nbsp;&nbsp; 5.80%, due 11/10/2025 | &nbsp;&nbsp; 433800 |
| 2550000 | &nbsp;&nbsp;&nbsp; 1.65%, due 3/25/2026 | &nbsp;&nbsp; 2325602 |
|  |  | **3209600** |
| **Telecommunications 3.3%** | **Telecommunications 3.3%** | **Telecommunications 3.3%** |
|  | AT&T, Inc. |  |
| 1675000 | &nbsp;&nbsp;&nbsp; 1.70%, due 3/25/2026 | &nbsp;&nbsp; 1537342 |
| 1270000 | &nbsp;&nbsp;&nbsp; 1.65%, due 2/1/2028 | &nbsp;&nbsp; 1113301 |
| 410000 | Level 3 Financing, Inc., 3.63%, due 1/15/2029 | &nbsp;&nbsp; 305040<sup>(a)</sup> |
|  | T-Mobile USA, Inc. |  |
| 1150000 | &nbsp;&nbsp;&nbsp; 2.25%, due 2/15/2026 | &nbsp;&nbsp; 1065803 |
| 1010000 | &nbsp;&nbsp;&nbsp; 3.75%, due 4/15/2027 | &nbsp;&nbsp; 971496 |
| 815000 | Verizon Communications, Inc., 1.45%, due 3/20/2026 | &nbsp;&nbsp; 742226 |
|  |  | **5735208** |
| **Total Corporate Bonds (Cost $85,073,897)** | **Total Corporate Bonds (Cost $85,073,897)** | **82094269** |
| **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** |
| **Media 0.1%** | **Media 0.1%** | **Media 0.1%** |
| 210000 | DISH Network Corp., 2.38%, due 3/15/2024 **(Cost $194,500)** | **194565** |

---

See Notes to Schedule of Investments

------

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

---

| | |
|:---|:---|
| **Number of Shares** | **Value** |
| **Short-Term Investments 7.5%** | **Short-Term Investments 7.5%** |
| **Investment Companies 7.5%** | **Investment Companies 7.5%** |
| 12772965<br> &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 4.18%<sup>(h)</sup>**(Cost $12,772,965)**<br>| **$12772965** |
| **Total Investments 98.6% (Cost $175,858,887)** | **168731543** |
| Other Assets Less Liabilities 1.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2440097<sup>(i)</sup> |
| **Net Assets 100.0%** | **$171171640** |

---

&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, 2023, these securities amounted to $68,629,103, which represents 40.1% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(b) 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(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, 2023.

&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) 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;(g) When-issued security. Total value of all such securities at January 31, 2023 amounted to $358,106, which represents 0.2% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

See Notes to Schedule of Investments

------

Schedule of Investments Short Duration 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 | $136069063 | 79.5% |
| Cayman Islands | 11742325 | 6.9% |
| Canada | 1983950 | 1.1% |
| Spain | 1864839 | 1.1% |
| Jersey | 1196748 | 0.7% |
| France | 1061806 | 0.6% |
| Germany | 972710 | 0.6% |
| Ireland | 667316 | 0.4% |
| United Kingdom | 399821 | 0.2% |
| Short-Term Investments and Other Assets—Net | 15213062 | 8.9% |
|  | **$171171640** | **100.0%** |

---

See Notes to Schedule of Investments

------

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

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2023, 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>|
| 3/2023 | 448 | U.S. Treasury Note, 2 Year | $92130501 | $240509 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | **$92251704** | **$240712** |

---

&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>|
| 3/2023 | &nbsp;&nbsp; 43 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp; $(4924172) | &nbsp;&nbsp; $(83984) |
| 3/2023 | 313 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp; (34192805) | &nbsp;&nbsp; (294266) |
| 3/2023 | &nbsp;&nbsp; 11 | U.S. Treasury Ultra Bond | &nbsp;&nbsp;&nbsp;&nbsp; (1559250) | &nbsp;&nbsp;&nbsp;&nbsp; (10094) |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | **$(40676227)** | **$(388344)** |
| **Total Futures** | **Total Futures** | **Total Futures** |  | **$(147632)** |

---

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Mortgage-Backed Securities<sup>#</sup> <br>| $— | $45151779 | $— | $45151779 |
| Asset-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28517965 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28517965 |
| Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 82094269 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 82094269 |
| Convertible Bonds<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194565 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194565 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12772965 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12772965 |
| **Total Investments** | **$—** | **$168731543** | **$—** | **$168731543** |

---

&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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $240712 | $— | $— | $240712 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp; (388344) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (388344) |
| **Total** | **$(147632)** | **$—** | **$—** | **$(147632)** |

---

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

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

^ 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) <br>January 31, 2023

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

---

| | | |
|:---|:---|:---|
| **Principal Amount**<sup>(a)</sup> | **Principal Amount**<sup>(a)</sup> | **Value** |
| **U.S. Treasury Obligations 4.5%** | **U.S. Treasury Obligations 4.5%** | **U.S. Treasury Obligations 4.5%** |
| $53070000 | U.S. Treasury Bills, 4.50%, due 4/13/2023 | $52596518<sup>(b)</sup> |
|  | U.S. Treasury Bonds |  |
| 2880000 | &nbsp;&nbsp;&nbsp; 2.38%, due 11/15/2049 | &nbsp;&nbsp; 2239987 |
| 11650000 | &nbsp;&nbsp;&nbsp; 1.88%, due 2/15/2051 | &nbsp;&nbsp; 8026213<sup>(c)</sup> |
| 8815000 | &nbsp;&nbsp;&nbsp; 2.25%, due 2/15/2052 | &nbsp;&nbsp; 6622957<sup>(c)</sup> |
| 8545000 | &nbsp;&nbsp;&nbsp; 3.00%, due 8/15/2052 | &nbsp;&nbsp; 7560990 |
| 13079977 | U.S. Treasury Inflation-Indexed Bonds, 0.13%, due 2/15/2052 | &nbsp;&nbsp; 9017520<sup>(d)</sup> |
|  | U.S. Treasury Inflation-Indexed Notes |  |
| 5402052 | &nbsp;&nbsp;&nbsp; 1.63%, due 10/15/2027 | &nbsp;&nbsp; 5472321<sup>(d)</sup> |
| 1251233 | &nbsp;&nbsp;&nbsp; 0.13%, due 1/15/2032 | &nbsp;&nbsp; 1129690<sup>(d)</sup> |
| 28358296 | &nbsp;&nbsp;&nbsp; 0.63%, due 7/15/2032 | &nbsp;&nbsp; 26819083<sup>(d)</sup> |
| **Total U.S. Treasury Obligations (Cost $127,908,407)** | **Total U.S. Treasury Obligations (Cost $127,908,407)** | **119485279** |
| **U.S. Government Agency Securities 0.1%** | **U.S. Government Agency Securities 0.1%** | **U.S. Government Agency Securities 0.1%** |
| 2030000 | Federal National Mortgage Association, 5.63%, due 7/15/2037 **(Cost $2,835,428)** | **2411821** |
| **Mortgage-Backed Securities 47.0%** | **Mortgage-Backed Securities 47.0%** | **Mortgage-Backed Securities 47.0%** |
| **Collateralized Mortgage Obligations 9.6%** | **Collateralized Mortgage Obligations 9.6%** | **Collateralized Mortgage Obligations 9.6%** |
|  | Connecticut Avenue Securities Trust |  |
| 7055805 | &nbsp;&nbsp;&nbsp; Ser. 2019-R04, Class 2B1, (1M USD LIBOR + 5.25%), 9.76%, due 6/25/2039 | &nbsp;&nbsp; 7329218<sup>(e)(f)</sup> |
| 4808615 | &nbsp;&nbsp;&nbsp; Ser. 2019-R05, Class 1B1, (1M USD LIBOR + 4.10%), 8.61%, due 7/25/2039 | &nbsp;&nbsp; 4878083<sup>(e)(f)</sup> |
| 30582 | &nbsp;&nbsp;&nbsp; Ser. 2019-R06, Class 2M2, (1M USD LIBOR + 2.10%), 6.61%, due 9/25/2039 | &nbsp;&nbsp; 30582<sup>(e)(f)</sup> |
| 5000000 | &nbsp;&nbsp;&nbsp; Ser. 2020-R02, Class 2B1, (1M USD LIBOR + 3.00%), 7.51%, due 1/25/2040 | &nbsp;&nbsp; 4675000<sup>(e)(f)</sup> |
| 8504000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R01, Class 1M2, (SOFR30A + 1.90%), 6.21%, due 12/25/2041 | &nbsp;&nbsp; 8288047<sup>(e)(f)</sup> |
| 4726000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R04, Class 1M2, (SOFR30A + 3.10%), 7.41%, due 3/25/2042 | &nbsp;&nbsp; 4743590<sup>(e)(f)</sup> |
| 11745000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R03, Class 1M2, (SOFR30A + 3.50%), 7.81%, due 3/25/2042 | &nbsp;&nbsp; 11906383<sup>(e)(f)</sup> |
| 4307052 | &nbsp;&nbsp;&nbsp; Ser. 2022-R07, Class 1M1, (SOFR30A + 2.95%), 7.26%, due 6/25/2042 | &nbsp;&nbsp; 4395906<sup>(e)(f)</sup> |
| 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-R08, Class 1B1, (SOFR30A + 5.60%), 9.91%, due 7/25/2042 | &nbsp;&nbsp; 2044845<sup>(e)(f)</sup> |
|  | Fannie Mae Connecticut Avenue Securities |  |
| 4983530 | &nbsp;&nbsp;&nbsp; Ser. 2017-C06, Class 2M2, (1M USD LIBOR + 2.80%), 7.31%, due 2/25/2030 | &nbsp;&nbsp; 5039524<sup>(f)</sup> |
| 1283360 | &nbsp;&nbsp;&nbsp; Ser. 2017-C07, Class 1M2, (1M USD LIBOR + 2.40%), 6.91%, due 5/25/2030 | &nbsp;&nbsp; 1289768<sup>(f)</sup> |
| 6043096 | &nbsp;&nbsp;&nbsp; Ser. 2018-C01, Class 1M2, (1M USD LIBOR + 2.25%), 6.76%, due 7/25/2030 | &nbsp;&nbsp; 6058179<sup>(f)</sup> |
| 2344512 | &nbsp;&nbsp;&nbsp; Ser. 2018-C02, Class 2M2, (1M USD LIBOR + 2.20%), 6.71%, due 8/25/2030 | &nbsp;&nbsp; 2350365<sup>(f)</sup> |
| 404922 | &nbsp;&nbsp;&nbsp; Ser. 2018-C04, Class 2M2, (1M USD LIBOR + 2.55%), 7.06%, due 12/25/2030 | &nbsp;&nbsp; 407469<sup>(f)</sup> |
| 2391021 | &nbsp;&nbsp;&nbsp; Ser. 2018-C05, Class 1M2, (1M USD LIBOR + 2.35%), 6.86%, due 1/25/2031 | &nbsp;&nbsp; 2412073<sup>(f)</sup> |
|  | Fannie Mae Interest Strip |  |
| 6670662 | &nbsp;&nbsp;&nbsp; Ser. 413, Class C26, 4.00%, due 10/25/2041 | &nbsp;&nbsp; 1186070<sup>(g)</sup> |
| 8639250 | &nbsp;&nbsp;&nbsp; Ser. 418, Class C24, 4.00%, due 8/25/2043 | &nbsp;&nbsp; 1602956<sup>(g)</sup> |
|  | Fannie Mae Real Estate Mortgage Investment Conduits |  |
| 590318 | &nbsp;&nbsp;&nbsp; Ser. 2012-96, Class PS, (6.70% - 1M USD LIBOR), 2.19%, due 7/25/2041 | &nbsp;&nbsp; 3560<sup>(f)(g)</sup> |
| 6370757 | &nbsp;&nbsp;&nbsp; Ser. 2019-49, Class DS, (6.15% - 1M USD LIBOR), 1.64%, due 6/25/2043 | &nbsp;&nbsp; 793100<sup>(f)(g)</sup> |
| 7649824 | &nbsp;&nbsp;&nbsp; Ser. 2018-18, Class ST, (6.10% - 1M USD LIBOR), 1.59%, due 12/25/2044 | &nbsp;&nbsp; 881732<sup>(f)(g)</sup> |
| 4153178 | &nbsp;&nbsp;&nbsp; Ser. 2016-8, Class SB, (6.10% - 1M USD LIBOR), 1.59%, due 3/25/2046 | &nbsp;&nbsp; 433841<sup>(f)(g)</sup> |
| 3540686 | &nbsp;&nbsp;&nbsp; Ser. 2016-31, Class HS, (6.00% - 1M USD LIBOR), 1.49%, due 6/25/2046 | &nbsp;&nbsp; 434458<sup>(f)(g)</sup> |
| 4052432 | &nbsp;&nbsp;&nbsp; Ser. 2016-67, Class KS, (6.00% - 1M USD LIBOR), 1.49%, due 9/25/2046 | &nbsp;&nbsp; 496426<sup>(f)(g)</sup> |
| 6973564 | &nbsp;&nbsp;&nbsp; Ser. 2016-62, Class SA, (6.00% - 1M USD LIBOR), 1.49%, due 9/25/2046 | &nbsp;&nbsp; 866999<sup>(f)(g)</sup> |
| 8362047 | &nbsp;&nbsp;&nbsp; Ser. 2019-33, Class SN, (6.10% - 1M USD LIBOR), 1.59%, due 7/25/2049 | &nbsp;&nbsp; 896866<sup>(f)(g)</sup> |
| 15171444 | &nbsp;&nbsp;&nbsp; Ser. 2021-76, Class AI, 3.50%, due 11/25/2051 | &nbsp;&nbsp; 2578827<sup>(g)</sup> |

---

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** |
|  |  | Freddie Mac Real Estate Mortgage Investment Conduits |  |
| $| 4748555 | &nbsp;&nbsp;&nbsp; Ser. 4117, Class IO, 4.00%, due 10/15/2042 | $821962<sup>(g)</sup> |
|  | 6399717 | &nbsp;&nbsp;&nbsp; Ser. 4150, Class SP, (6.15% - 1M USD LIBOR), 1.69%, due 1/15/2043 | &nbsp;&nbsp; 811790<sup>(f)(g)</sup> |
|  | 3125916 | &nbsp;&nbsp;&nbsp; Ser. 4456, Class SA, (6.15% - 1M USD LIBOR), 1.69%, due 3/15/2045 | &nbsp;&nbsp; 372179<sup>(f)(g)</sup> |
|  | 2841866 | &nbsp;&nbsp;&nbsp; Ser. 4627, Class SA, (6.00% - 1M USD LIBOR), 1.54%, due 10/15/2046 | &nbsp;&nbsp; 378694<sup>(f)(g)</sup> |
|  | 5349150 | &nbsp;&nbsp;&nbsp; Ser. 4994, Class LI, 4.00%, due 12/25/2048 | &nbsp;&nbsp; 992787<sup>(g)</sup> |
|  | 4182758 | &nbsp;&nbsp;&nbsp; Ser. 4953, Class BI, 4.50%, due 2/25/2050 | &nbsp;&nbsp; 688712<sup>(g)</sup> |
|  | 20005318 | &nbsp;&nbsp;&nbsp; Ser. 5142, Class CI, 2.50%, due 9/25/2051 | &nbsp;&nbsp; 2377396<sup>(g)</sup> |
|  |  | Freddie Mac Structured Agency Credit Risk Debt Notes |  |
|  | 3417872 | &nbsp;&nbsp;&nbsp; Ser. 2018-DNA1, Class M2, (1M USD LIBOR + 1.80%), 6.31%, due 7/25/2030 | &nbsp;&nbsp; 3400801<sup>(f)</sup> |
|  | 11047144 | &nbsp;&nbsp;&nbsp; Ser. 2018-HQA1, Class M2, (1M USD LIBOR + 2.30%), 6.81%, due 9/25/2030 | &nbsp;&nbsp; 11129900<sup>(f)</sup> |
|  | 5000000 | &nbsp;&nbsp;&nbsp; Ser. 2019-HQA1, Class B1, (1M USD LIBOR + 4.40%), 8.91%, due 2/25/2049 | &nbsp;&nbsp; 5248831<sup>(e)(f)</sup> |
|  | 13232000 | &nbsp;&nbsp;&nbsp; Ser. 2019-DNA2, Class B1, (1M USD LIBOR + 4.35%), 8.86%, due 3/25/2049 | &nbsp;&nbsp; 13824529<sup>(e)(f)</sup> |
|  | 14840000 | &nbsp;&nbsp;&nbsp; Ser. 2019-HQA2, Class B1, (1M USD LIBOR + 4.10%), 8.61%, due 4/25/2049 | &nbsp;&nbsp; 15333262<sup>(e)(f)</sup> |
|  |  | &nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes Real Estate Mortgage Investment <br> Conduits<br>|  |
|  | 3380200 | &nbsp;&nbsp;&nbsp; Ser. 2021-DNA7, Class M2, (SOFR30A + 1.80%), 6.11%, due 11/25/2041 | &nbsp;&nbsp; 3255572<sup>(e)(f)</sup> |
|  | 8054000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA2, Class M2, (SOFR30A + 3.75%), 8.06%, due 2/25/2042 | &nbsp;&nbsp; 7822567<sup>(e)(f)</sup> |
|  | 10100000 | &nbsp;&nbsp;&nbsp; Ser. 2022-HQA1, Class M2, (SOFR30A + 5.25%), 9.56%, due 3/25/2042 | &nbsp;&nbsp; 10064150<sup>(e)(f)</sup> |
|  | 5496000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA3, Class M1B, (SOFR30A + 2.90%), 7.21%, due 4/25/2042 | &nbsp;&nbsp; 5513960<sup>(e)(f)</sup> |
|  | 5000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA5, Class M1B, (SOFR30A + 4.50%), 8.81%, due 6/25/2042 | &nbsp;&nbsp; 5307841<sup>(e)(f)</sup> |
|  | 9447000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DNA6, Class M1B, (SOFR30A + 3.70%), 8.01%, due 9/25/2042 | &nbsp;&nbsp; 9735553<sup>(e)(f)</sup> |
|  |  | Government National Mortgage Association |  |
|  | 1794717 | &nbsp;&nbsp;&nbsp; Ser. 2013-186, Class SA, (6.10% - 1M USD LIBOR), 1.64%, due 12/16/2043 | &nbsp;&nbsp; 203060<sup>(f)(g)</sup> |
|  | 10661535 | &nbsp;&nbsp;&nbsp; Ser. 2015-144, Class HS, (6.20% - 1M USD LIBOR), 1.71%, due 10/20/2045 | &nbsp;&nbsp; 1234669<sup>(f)(g)</sup> |
|  | 5141123 | &nbsp;&nbsp;&nbsp; Ser. 2015-187, Class AI, 4.50%, due 12/20/2045 | &nbsp;&nbsp; 945937<sup>(g)</sup> |
|  | 7071399 | &nbsp;&nbsp;&nbsp; Ser. 2017-112, Class KS, (6.20% - 1M USD LIBOR), 1.71%, due 7/20/2047 | &nbsp;&nbsp; 838341<sup>(f)(g)</sup> |
|  | 9570589 | &nbsp;&nbsp;&nbsp; Ser. 2020-151, Class MI, 2.50%, due 10/20/2050 | &nbsp;&nbsp; 1283231<sup>(g)</sup> |
|  | 15974815 | &nbsp;&nbsp;&nbsp; Ser. 2021-30, Class DI, 2.50%, due 2/20/2051 | &nbsp;&nbsp; 2130944<sup>(g)</sup> |
|  | 11120314 | &nbsp;&nbsp;&nbsp; Ser. 2021-196, Class IO, 2.50%, due 11/20/2051 | &nbsp;&nbsp; 1571999<sup>(g)</sup> |
|  | 219756 | &nbsp;&nbsp; JP Morgan Alternative Loan Trust, Ser. 2006-A5, Class 1A1, (1M USD LIBOR + 0.32%), <br> 4.83%, due 10/25/2036<br>| &nbsp;&nbsp; 193158<sup>(f)</sup> |
|  | 8492287 | Onslow Bay Mortgage Loan Trust, Ser. 2021-NQM4, Class A1, 1.96%, due 10/25/2061 | &nbsp;&nbsp; 7108286<sup>(e)(h)</sup> |
|  | 12064012 | SG Residential Mortgage Trust, Ser. 2021-2, Class A1, 1.74%, due 12/25/2061 | &nbsp;&nbsp; 10010751<sup>(e)(h)</sup> |
|  | 23883117 | Starwood Mortgage Residential Trust, Ser. 2021-5, Class A1, 1.92%, due 9/25/2066 | &nbsp;&nbsp; 20350322<sup>(e)(h)</sup> |
|  | 6783180 | Towd Point Mortgage Trust, Ser. 2022-4, Class A1, 3.75%, due 9/25/2062 | &nbsp;&nbsp; 6448485<sup>(e)</sup> |
|  |  | Verus Securitization Trust |  |
|  | 24162032 | &nbsp;&nbsp;&nbsp; Ser. 2021-6, Class A1, 1.63%, due 10/25/2066 | &nbsp;&nbsp; 20438370<sup>(e)(h)</sup> |
|  | 6213713 | &nbsp;&nbsp;&nbsp; Ser. 2021-6, Class A3, 1.89%, due 10/25/2066 | &nbsp;&nbsp; 5230392<sup>(e)(h)</sup> |
|  | 3315269 | &nbsp;&nbsp;&nbsp; Ser. 2022-4, Class A3, 4.74%, due 4/25/2067 | &nbsp;&nbsp; 3182044<sup>(e)(h)</sup> |
|  |  |  | **254274342** |
| **Commercial Mortgage-Backed 4.2%** | **Commercial Mortgage-Backed 4.2%** | **Commercial Mortgage-Backed 4.2%** | **Commercial Mortgage-Backed 4.2%** |
|  |  | BBCMS Mortgage Trust |  |
|  | 93880444 | &nbsp;&nbsp;&nbsp; Ser. 2021-C11, Class XA, 1.38%, due 9/15/2054 | &nbsp;&nbsp; 7209267<sup>(g)(h)</sup> |
|  | 33046362 | &nbsp;&nbsp;&nbsp; Ser. 2022-C17, Class XA, 1.15%, due 9/15/2055 | &nbsp;&nbsp; 2693540<sup>(g)(h)</sup> |
|  |  | Benchmark Mortgage Trust |  |
|  | 3085000 | &nbsp;&nbsp;&nbsp; Ser. 2020-B16, Class C, 3.53%, due 2/15/2053 | &nbsp;&nbsp; 2441242<sup>(h)</sup> |
|  | 47366047 | &nbsp;&nbsp;&nbsp; Ser. 2021-B30, Class XA, 0.81%, due 11/15/2054 | &nbsp;&nbsp; 2468908<sup>(g)(h)</sup> |
|  | 600000 | &nbsp;&nbsp;&nbsp; Ser. 2021-B31, Class E, 2.25%, due 12/15/2054 | &nbsp;&nbsp; 302071<sup>(e)</sup> |
|  | 8573000 | &nbsp;&nbsp; BPR Trust, Ser. 2022-OANA, Class D, (1M CME Term SOFR + 3.70%), 8.17%, due <br> 4/15/2037<br>| &nbsp;&nbsp; 8283231<sup>(e)(f)</sup> |

---

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** |
| $9875000 | &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser. 2021-VOLT, Class D, (1M USD LIBOR + 1.65%), <br> 6.11%, due 9/15/2036<br>| $9488757<sup>(e)(f)</sup> |
| 9351000 | BX Trust, Ser. 2019-OC11, Class D, 3.94%, due 12/9/2041 | &nbsp;&nbsp; 7815119<sup>(e)(h)</sup> |
|  | CAMB Commercial Mortgage Trust |  |
| 1620000 | &nbsp;&nbsp;&nbsp; Ser. 2019-LIFE, Class E, (1M USD LIBOR + 2.15%), 6.61%, due 12/15/2037 | &nbsp;&nbsp; 1583450<sup>(e)(f)</sup> |
| 3730000 | &nbsp;&nbsp;&nbsp; Ser. 2019-LIFE, Class F, (1M USD LIBOR + 2.55%), 7.01%, due 12/15/2037 | &nbsp;&nbsp; 3617813<sup>(e)(f)</sup> |
|  | Citigroup Commercial Mortgage Trust |  |
| 45636816 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC25, Class XA, 0.94%, due 10/10/2047 | &nbsp;&nbsp; 534558<sup>(g)(h)</sup> |
| 24450530 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC27, Class XA, 1.31%, due 2/10/2048 | &nbsp;&nbsp; 475541<sup>(g)(h)</sup> |
|  | Commercial Mortgage Trust |  |
| 6200000 | &nbsp;&nbsp;&nbsp; Ser. 2012-CR4, Class AM, 3.25%, due 10/15/2045 | &nbsp;&nbsp; 5704002 |
| 28953385 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR16, Class XA, 0.95%, due 4/10/2047 | &nbsp;&nbsp; 243087<sup>(g)(h)</sup> |
| 26280302 | &nbsp;&nbsp;&nbsp; Ser. 2014-CR17, Class XA, 0.95%, due 5/10/2047 | &nbsp;&nbsp; 215504<sup>(g)(h)</sup> |
| 38505496 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS3, Class XA, 1.06%, due 6/10/2047 | &nbsp;&nbsp; 352371<sup>(g)(h)</sup> |
| 39830310 | &nbsp;&nbsp;&nbsp; Ser. 2014-UBS6, Class XA, 0.84%, due 12/10/2047 | &nbsp;&nbsp; 459247<sup>(g)(h)</sup> |
|  | CSAIL Commercial Mortgage Trust |  |
| 1860000 | &nbsp;&nbsp;&nbsp; Ser. 2018-C14, Class C, 4.92%, due 11/15/2051 | &nbsp;&nbsp; 1592319<sup>(h)</sup> |
| 30999760 | &nbsp;&nbsp;&nbsp; Ser. 2015-C2, Class XA, 0.72%, due 6/15/2057 | &nbsp;&nbsp; 374245<sup>(g)(h)</sup> |
|  | Freddie Mac Multiclass Certificates |  |
| 61820000 | &nbsp;&nbsp;&nbsp; Ser. 2020-RR03, Class X1, 1.71%, due 7/27/2028 | &nbsp;&nbsp; 4731666<sup>(g)</sup> |
| 27400000 | &nbsp;&nbsp;&nbsp; Ser. 2020-RR02, Class DX, 1.82%, due 9/27/2028 | &nbsp;&nbsp; 2292265<sup>(g)(h)</sup> |
| 65436000 | &nbsp;&nbsp;&nbsp; Ser. 2020-RR04, Class X, 2.13%, due 2/27/2029 | &nbsp;&nbsp; 6504109<sup>(g)(h)</sup> |
| 18835000 | &nbsp;&nbsp;&nbsp; Ser. 2020-RR02, Class CX, 1.27%, due 3/27/2029 | &nbsp;&nbsp; 1193291<sup>(g)(h)</sup> |
|  | Freddie Mac Multifamily Structured Pass Through Certificates |  |
| 70984000 | &nbsp;&nbsp;&nbsp; Ser. K083, Class XAM, 0.05%, due 10/25/2028 | &nbsp;&nbsp; 354721<sup>(g)(h)</sup> |
| 77922000 | &nbsp;&nbsp;&nbsp; Ser. K085, Class XAM, 0.06%, due 10/25/2028 | &nbsp;&nbsp; 415877<sup>(g)(h)</sup> |
| 2231000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, Ser. 2022-ECI, Class A, (1M CME Term SOFR + <br> 2.19%), 6.67%, due 8/15/2039<br>| &nbsp;&nbsp; 2233790<sup>(e)(f)</sup> |
|  | GS Mortgage Securities Trust |  |
| 47848322 | &nbsp;&nbsp;&nbsp; Ser. 2014-GC18, Class XA, 1.02%, due 1/10/2047 | &nbsp;&nbsp; 296569<sup>(g)(h)</sup> |
| 41823028 | &nbsp;&nbsp;&nbsp; Ser. 2015-GC30, Class XA, 0.73%, due 5/10/2050 | &nbsp;&nbsp; 557472<sup>(g)(h)</sup> |
| 1534500 | Hilton USA Trust, Ser. 2016-HHV, Class C, 4.19%, due 11/5/2038 | &nbsp;&nbsp; 1417510<sup>(e)(h)</sup> |
| 2691058 | Hudson Yards Mortgage Trust, Ser. 2016-10HY, Class C, 2.98%, due 8/10/2038 | &nbsp;&nbsp; 2335302<sup>(e)(h)</sup> |
| 6840000 | &nbsp;&nbsp; INTOWN STAY Mortgage Trust, Ser. 2022-STAY, Class A, (1M CME Term SOFR + 2.49%), <br> 6.97%, due 8/15/2039<br>| &nbsp;&nbsp; 6874245<sup>(e)(f)</sup> |
| 6838000 | &nbsp;&nbsp; J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser. 2022-OPO, Class D, <br> 3.45%, due 1/5/2039<br>| &nbsp;&nbsp; 5072254<sup>(e)(h)</sup> |
| 1693000 | Manhattan West Mortgage Trust, Ser. 2020-1MW, Class C, 2.34%, due 9/10/2039 | &nbsp;&nbsp; 1437172<sup>(e)(h)</sup> |
| 2614000 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2017-C33, Class C, 4.56%, <br> due 5/15/2050<br>| &nbsp;&nbsp; 2300857<sup>(h)</sup> |
| 3422000 | &nbsp;&nbsp; NYO Commercial Mortgage Trust, Ser. 2021-1290, Class D, (1M USD LIBOR + 2.55%), <br> 7.01%, due 11/15/2038<br>| &nbsp;&nbsp; 2958121<sup>(e)(f)</sup> |
| 2432000 | &nbsp;&nbsp; ONE Park Mortgage Trust, Ser. 2021-PARK, Class E, (1M CME Term SOFR + 1.86%), <br> 6.34%, due 3/15/2036<br>| &nbsp;&nbsp; 2226354<sup>(e)(f)</sup> |
|  | Taubman Centers Commercial Mortgage Trust |  |
| 5764000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DPM, Class B, (1M CME Term SOFR + 2.93%), 7.41%, due 5/15/2037 | &nbsp;&nbsp; 5561623<sup>(e)(f)</sup> |
| 3832000 | &nbsp;&nbsp;&nbsp; Ser. 2022-DPM, Class C, (1M CME Term SOFR + 3.78%), 8.26%, due 5/15/2037 | &nbsp;&nbsp; 3663172<sup>(e)(f)</sup> |
| 1410000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Ser. 2015-NXS4, Class C, 4.69%, due <br> 12/15/2048<br>| &nbsp;&nbsp; 1288352<sup>(h)</sup> |

---

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** |
|  |  | WF-RBS Commercial Mortgage Trust |  |
| $| 102868000 | &nbsp;&nbsp;&nbsp; Ser. 2013-C14, Class XB, 0.11%, due 6/15/2046 | $65085<sup>(g)(h)</sup> |
|  | 27664255 | &nbsp;&nbsp;&nbsp; Ser. 2014-C21, Class XA, 1.00%, due 8/15/2047 | &nbsp;&nbsp; 341991<sup>(g)(h)</sup> |
|  | 49809897 | &nbsp;&nbsp;&nbsp; Ser. 2014-C25, Class XA, 0.79%, due 11/15/2047 | &nbsp;&nbsp; 550449<sup>(g)(h)</sup> |
|  | 14035077 | &nbsp;&nbsp;&nbsp; Ser. 2014-C22, Class XA, 0.78%, due 9/15/2057 | &nbsp;&nbsp; 124954<sup>(g)(h)</sup> |
|  |  |  | **110651473** |
| **Fannie Mae 6.4%** | **Fannie Mae 6.4%** | **Fannie Mae 6.4%** | **Fannie Mae 6.4%** |
|  |  | Pass-Through Certificates |  |
|  | 48052411 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/1/2051 - 5/1/2052 | &nbsp;&nbsp; 42225470 |
|  | 39116482 | &nbsp;&nbsp;&nbsp; 3.00%, due 6/1/2050 - 6/1/2052 | &nbsp;&nbsp; 35683176 |
|  | 26385795 | &nbsp;&nbsp;&nbsp; 3.50%, due 5/1/2051 - 6/1/2052 | &nbsp;&nbsp; 24770434 |
|  | 14034082 | &nbsp;&nbsp;&nbsp; 4.00%, due 5/1/2052 - 7/1/2052 | &nbsp;&nbsp; 13560540 |
|  | 28282531 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2052 - 11/1/2052 | &nbsp;&nbsp; 27940791<sup>(i)</sup> |
|  | 20311545 | &nbsp;&nbsp;&nbsp; 5.00%, due 8/1/2052 - 1/1/2053 | &nbsp;&nbsp; 20407286<sup>(i)</sup> |
|  | 6437240 | &nbsp;&nbsp;&nbsp; 5.50%, due 12/1/2052 - 1/1/2053 | &nbsp;&nbsp; 6543847 |
|  |  |  | **171131544** |
| **Freddie Mac 3.8%** | **Freddie Mac 3.8%** | **Freddie Mac 3.8%** | **Freddie Mac 3.8%** |
|  |  | Pass-Through Certificates |  |
|  | 13661129 | &nbsp;&nbsp;&nbsp; 2.50%, due 5/1/2051 - 4/1/2052 | &nbsp;&nbsp; 11986221 |
|  | 19567349 | &nbsp;&nbsp;&nbsp; 3.00%, due 12/1/2051 - 5/1/2052 | &nbsp;&nbsp; 17805270 |
|  | 20205173 | &nbsp;&nbsp;&nbsp; 3.50%, due 5/1/2052 - 2/1/2053 | &nbsp;&nbsp; 18951717<sup>(i)</sup> |
|  | 20954060 | &nbsp;&nbsp;&nbsp; 4.00%, due 4/1/2052 - 12/1/2052 | &nbsp;&nbsp; 20249913 |
|  | 15136669 | &nbsp;&nbsp;&nbsp; 4.50%, due 7/1/2052 - 8/1/2052 | &nbsp;&nbsp; 14950687 |
|  | 7311074 | &nbsp;&nbsp;&nbsp; 5.00%, due 11/1/2052 | &nbsp;&nbsp; 7340138 |
|  | 10420220 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/1/2052 - 2/1/2053 | &nbsp;&nbsp; 10592466 |
|  |  |  | **101876412** |
| **Ginnie Mae 4.0%** | **Ginnie Mae 4.0%** | **Ginnie Mae 4.0%** | **Ginnie Mae 4.0%** |
|  |  | Pass-Through Certificates |  |
|  | 347 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/15/2032 | &nbsp;&nbsp; 370 |
|  | 33445000 | &nbsp;&nbsp;&nbsp; 4.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 33204614<sup>(i)(j)</sup> |
|  | 51695000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 52046364<sup>(i)(j)</sup> |
|  | 20960000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 21298963<sup>(i)(j)</sup> |
|  |  |  | **106550311** |
| **Uniform Mortgage-Backed Securities 19.0%** | **Uniform Mortgage-Backed Securities 19.0%** | **Uniform Mortgage-Backed Securities 19.0%** | **Uniform Mortgage-Backed Securities 19.0%** |
|  |  | Pass-Through Certificates |  |
|  | 58085000 | &nbsp;&nbsp;&nbsp; 3.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 54469352<sup>(i)(j)</sup> |
|  | 114760000 | &nbsp;&nbsp;&nbsp; 4.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 110815125<sup>(i)(j)</sup> |
|  | 164375000 | &nbsp;&nbsp;&nbsp; 4.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 162320313<sup>(i)(j)</sup> |
|  | 105300000 | &nbsp;&nbsp;&nbsp; 5.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 105686648<sup>(i)(j)</sup> |
|  | 67250000 | &nbsp;&nbsp;&nbsp; 5.50%, TBA, 30 Year Maturity | &nbsp;&nbsp; 68337558<sup>(i)(j)</sup> |
|  | 2405000 | &nbsp;&nbsp;&nbsp; 6.00%, TBA, 30 Year Maturity | &nbsp;&nbsp; 2469728<sup>(j)</sup> |
|  |  |  | **504098724** |
| **Total Mortgage-Backed Securities (Cost $1,306,522,611)** | **Total Mortgage-Backed Securities (Cost $1,306,522,611)** | **Total Mortgage-Backed Securities (Cost $1,306,522,611)** | **1248582806** |
| **Asset-Backed Securities 8.5%** | **Asset-Backed Securities 8.5%** | **Asset-Backed Securities 8.5%** | **Asset-Backed Securities 8.5%** |
|  | 1650000 | &nbsp;&nbsp; 37 Capital CLO Ltd., Ser. 2021-1A, Class E, (3M USD LIBOR + 7.20%), 11.99%, due <br> 10/15/2034<br>| &nbsp;&nbsp; 1477626<sup>(e)(f)</sup> |
|  | 1000000 | &nbsp;&nbsp; AB BSL CLO, Ser. 2020-1A, Class DR, (3M CME Term SOFR + 3.45%), 8.08%, due <br> 1/15/2035<br>| &nbsp;&nbsp; 957547<sup>(e)(f)</sup> |

---

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** |
|  | AIG CLO LLC |  |
| $1500000 | &nbsp;&nbsp;&nbsp; Ser. 2020-1A, Class DR, (3M USD LIBOR + 3.00%), 7.79%, due 4/15/2034 | $1389721<sup>(e)(f)</sup> |
| 3000000 | &nbsp;&nbsp;&nbsp; Ser. 2020-1A, Class ER, (3M USD LIBOR + 6.30%), 11.09%, due 4/15/2034 | &nbsp;&nbsp; 2735899<sup>(e)(f)</sup> |
| 1050000 | &nbsp;&nbsp; AIMCO CLO 10 Ltd., Ser. 2019-10A, Class DR, (3M USD LIBOR + 2.90%), 7.72%, due <br> 7/22/2032<br>| &nbsp;&nbsp; 983878<sup>(e)(f)</sup> |
| 1100000 | &nbsp;&nbsp; AIMCO CLO Ltd., Ser. 2018-AA, Class E, (3M USD LIBOR + 5.15%), 9.94%, due <br> 4/17/2031<br>| &nbsp;&nbsp; 975343<sup>(e)(f)</sup> |
| 550000 | &nbsp;&nbsp; Alinea CLO Ltd., Ser. 2018-1A, Class E, (3M USD LIBOR + 6.00%), 10.81%, due <br> 7/20/2031<br>| &nbsp;&nbsp; 476313<sup>(e)(f)</sup> |
| 9980000 | AM Capital Funding LLC, Ser. 2018-1, Class A, 4.98%, due 12/15/2023 | &nbsp;&nbsp; 9917670<sup>(e)</sup> |
| 1942000 | &nbsp;&nbsp; Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Class A2, 5.30%, due <br> 6/21/2028<br>| &nbsp;&nbsp; 1930979<sup>(e)</sup> |
|  | Apidos CLO XXVIII |  |
| 500000 | &nbsp;&nbsp;&nbsp; Ser. 2017-28A, Class C, (3M USD LIBOR + 2.50%), 7.31%, due 1/20/2031 | &nbsp;&nbsp; 448930<sup>(e)(f)</sup> |
| 500000 | &nbsp;&nbsp;&nbsp; Ser. 2017-28A, Class D, (3M USD LIBOR + 5.50%), 10.31%, due 1/20/2031 | &nbsp;&nbsp; 440653<sup>(e)(f)</sup> |
| 747262 | Apollo Aviation Securitization Asset Trust, Ser. 2020-1A, Class A, 3.35%, due 1/16/2040 | &nbsp;&nbsp; 605342<sup>(e)</sup> |
|  | Ares LIII CLO Ltd. |  |
| 4750000 | &nbsp;&nbsp;&nbsp; Ser. 2019-53A, Class D, (3M USD LIBOR + 3.75%), 8.57%, due 4/24/2031 | &nbsp;&nbsp; 4606730<sup>(e)(f)</sup> |
| 1700000 | &nbsp;&nbsp;&nbsp; Ser. 2019-53A, Class E, (3M USD LIBOR + 6.85%), 11.67%, due 4/24/2031 | &nbsp;&nbsp; 1573083<sup>(e)(f)</sup> |
| 2000000 | &nbsp;&nbsp; Ares XLV CLO Ltd., Ser. 2017-45A, Class E, (3M USD LIBOR + 6.10%), 10.89%, due <br> 10/15/2030<br>| &nbsp;&nbsp; 1666458<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Ares XXVII CLO Ltd., Ser. 2013-2A, Class ER2, (3M USD LIBOR + 6.75%), 11.55%, due <br> 10/28/2034<br>| &nbsp;&nbsp; 913623<sup>(e)(f)</sup> |
|  | Assurant CLO II Ltd. |  |
| 250000 | &nbsp;&nbsp;&nbsp; Ser. 2018-2A, Class D, (3M USD LIBOR + 2.85%), 7.66%, due 4/20/2031 | &nbsp;&nbsp; 227141<sup>(e)(f)</sup> |
| 1500000 | &nbsp;&nbsp;&nbsp; Ser. 2018-2A, Class E, (3M USD LIBOR + 5.60%), 10.41%, due 4/20/2031 | &nbsp;&nbsp; 1246554<sup>(e)(f)</sup> |
|  | Avis Budget Rental Car Funding AESOP LLC |  |
| 847000 | &nbsp;&nbsp;&nbsp; Ser. 2022-3A, Class B, 5.31%, due 2/20/2027 | &nbsp;&nbsp; 834037<sup>(e)</sup> |
| 4988000 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.90%, due 2/20/2028 | &nbsp;&nbsp; 4320805<sup>(e)</sup> |
| 1300000 | &nbsp;&nbsp; Ballyrock CLO 19 Ltd., Ser. 2022-19A, Class C, (3M CME Term SOFR + 3.50%), 8.14%, <br> due 4/20/2035<br>| &nbsp;&nbsp; 1242338<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Battalion CLO XXI Ltd., Ser. 2021-21A, Class D, (3M USD LIBOR + 3.30%), 8.09%, due <br> 7/15/2034<br>| &nbsp;&nbsp; 887249<sup>(e)(f)</sup> |
| 4375000 | Beacon Container Finance II LLC, Ser. 2021-1A, Class A, 2.25%, due 10/22/2046 | &nbsp;&nbsp; 3833844<sup>(e)</sup> |
| 3000000 | &nbsp;&nbsp; Benefit Street Partners CLO XII Ltd., Ser. 2017-12A, Class D, (3M USD LIBOR + 6.41%), <br> 11.20%, due 10/15/2030<br>| &nbsp;&nbsp; 2550506<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Benefit Street Partners CLO XXII Ltd., Ser. 2020-22A, Class DR, (3M CME Term SOFR + <br> 3.35%), 7.99%, due 4/20/2035<br>| &nbsp;&nbsp; 908112<sup>(e)(f)</sup> |
| 700000 | &nbsp;&nbsp; BlueMountain CLO XXV Ltd., Ser. 2019-25A, Class D1R, (3M USD LIBOR + 3.30%), <br> 8.09%, due 7/15/2036<br>| &nbsp;&nbsp; 664851<sup>(e)(f)</sup> |
| 2000000 | &nbsp;&nbsp; BlueMountain CLO XXXIII Ltd., Ser. 2021-33A, Class E, (3M USD LIBOR + 6.83%), <br> 11.51%, due 11/20/2034<br>| &nbsp;&nbsp; 1839859<sup>(e)(f)</sup> |
|  | Canyon Capital CLO Ltd. |  |
| 650000 | &nbsp;&nbsp;&nbsp; Ser. 2014-1A, Class DR, (3M USD LIBOR + 5.50%), 10.30%, due 1/30/2031 | &nbsp;&nbsp; 532407<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class E, (3M USD LIBOR + 6.41%), 11.20%, due 4/15/2034 | &nbsp;&nbsp; 889465<sup>(e)(f)</sup> |
| 553588 | Capital One Prime Auto Receivables Trust, Ser. 2022-1, Class A2, 2.71%, due 6/16/2025 | &nbsp;&nbsp; 546798 |
|  | Carbone CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2017-1A, Class C, (3M USD LIBOR + 2.60%), 7.41%, due 1/20/2031 | &nbsp;&nbsp; 914624<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2017-1A, Class D, (3M USD LIBOR + 5.90%), 10.71%, due 1/20/2031 | &nbsp;&nbsp; 895066<sup>(e)(f)</sup> |
| 1120000 | &nbsp;&nbsp; CARLYLE U.S. CLO Ltd., Ser. 2017-5A, Class D, (3M USD LIBOR + 5.30%), 10.11%, due <br> 1/20/2030<br>| &nbsp;&nbsp; 943670<sup>(e)(f)</sup> |

---

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** |
|  | CIFC Funding III Ltd. |  |
| $2350000 | &nbsp;&nbsp;&nbsp; Ser. 2019-3A, Class DR, (3M USD LIBOR + 6.80%), 11.59%, due 10/16/2034 | $2199126<sup>(e)(f)</sup> |
| 750000 | &nbsp;&nbsp;&nbsp; Ser. 2020-3A, Class ER, (3M USD LIBOR + 6.50%), 11.31%, due 10/20/2034 | &nbsp;&nbsp; 689592<sup>(e)(f)</sup> |
| 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-3A, Class D, (3M USD LIBOR + 3.00%), 7.79%, due 7/15/2036 | &nbsp;&nbsp; 1882664<sup>(e)(f)</sup> |
| 386784 | &nbsp;&nbsp; Citigroup Mortgage Loan Trust, Inc., Ser. 2006-AMC1, Class A2B, (1M USD LIBOR + <br> 0.32%), 4.83%, due 9/25/2036<br>| &nbsp;&nbsp; 342014<sup>(f)</sup> |
|  | Crown City CLO III |  |
| 3000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class C, (3M USD LIBOR + 3.30%), 8.11%, due 7/20/2034 | &nbsp;&nbsp; 2699320<sup>(e)(f)</sup> |
| 3000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class D, (3M USD LIBOR + 6.75%), 11.56%, due 7/20/2034 | &nbsp;&nbsp; 2688932<sup>(e)(f)</sup> |
| 101000 | DLLAD LLC, Ser. 2023-1A, Class A2, 5.19%, due 4/20/2026 | &nbsp;&nbsp; 100995<sup>(e)(k)</sup> |
| 89278 | DLLMT LLC, Ser. 2021-1A, Class A2, 0.60%, due 3/20/2024 | &nbsp;&nbsp; 88413<sup>(e)</sup> |
| 159519 | DLLST LLC, Ser. 2022-1A, Class A2, 2.79%, due 1/22/2024 | &nbsp;&nbsp; 158298<sup>(e)</sup> |
| 3650000 | &nbsp;&nbsp; Dryden 36 Senior Loan Fund, Ser. 2014-36A, Class ER2, (3M USD LIBOR + 6.88%), <br> 11.67%, due 4/15/2029<br>| &nbsp;&nbsp; 3364163<sup>(e)(f)</sup> |
| 250000 | &nbsp;&nbsp; Dryden 45 Senior Loan Fund, Ser. 2016-45A, Class ER, (3M USD LIBOR + 5.85%), <br> 10.64%, due 10/15/2030<br>| &nbsp;&nbsp; 216044<sup>(e)(f)</sup> |
| 850000 | &nbsp;&nbsp; Dryden 49 Senior Loan Fund, Ser. 2017-49A, Class E, (3M USD LIBOR + 6.30%), <br> 11.09%, due 7/18/2030<br>| &nbsp;&nbsp; 749027<sup>(e)(f)</sup> |
|  | Dryden 53 CLO Ltd. |  |
| 300000 | &nbsp;&nbsp;&nbsp; Ser. 2017-53A, Class D, (3M USD LIBOR + 2.40%), 7.19%, due 1/15/2031 | &nbsp;&nbsp; 275834<sup>(e)(f)</sup> |
| 750000 | &nbsp;&nbsp;&nbsp; Ser. 2017-53A, Class E, (3M USD LIBOR + 5.30%), 10.09%, due 1/15/2031 | &nbsp;&nbsp; 631631<sup>(e)(f)</sup> |
| 2350000 | &nbsp;&nbsp; Dryden 54 Senior Loan Fund, Ser. 2017-54A, Class E, (3M USD LIBOR + 6.20%), <br> 11.00%, due 10/19/2029<br>| &nbsp;&nbsp; 2060282<sup>(e)(f)</sup> |
|  | Eaton Vance CLO Ltd. |  |
| 850000 | &nbsp;&nbsp;&nbsp; Ser. 2015-1A, Class DR, (3M USD LIBOR + 2.50%), 7.31%, due 1/20/2030 | &nbsp;&nbsp; 762052<sup>(e)(f)</sup> |
| 900000 | &nbsp;&nbsp;&nbsp; Ser. 2015-1A, Class ER, (3M USD LIBOR + 5.60%), 10.41%, due 1/20/2030 | &nbsp;&nbsp; 757601<sup>(e)(f)</sup> |
| 750000 | &nbsp;&nbsp;&nbsp; Ser. 2018-1A, Class E, (3M USD LIBOR + 6.00%), 10.79%, due 10/15/2030 | &nbsp;&nbsp; 650011<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Elmwood CLO VI Ltd., Ser. 2020-3A, Class ER, (3M USD LIBOR + 6.50%), 11.31%, due <br> 10/20/2034<br>| &nbsp;&nbsp; 925088<sup>(e)(f)</sup> |
|  | Elmwood CLO VII Ltd. |  |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-5A, Class D, (3M USD LIBOR + 3.05%), 7.86%, due 1/20/2035 | &nbsp;&nbsp; 953520<sup>(e)(f)</sup> |
| 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-5A, Class E, (3M USD LIBOR + 6.35%), 11.16%, due 1/20/2035 | &nbsp;&nbsp; 1834084<sup>(e)(f)</sup> |
|  | Flatiron CLO Ltd. |  |
| 700000 | &nbsp;&nbsp;&nbsp; Ser. 2017-1A, Class ER, (3M USD LIBOR + 5.90%), 10.51%, due 5/15/2030 | &nbsp;&nbsp; 643540<sup>(e)(f)</sup> |
| 2150000 | &nbsp;&nbsp;&nbsp; Ser. 2018-1A, Class E, (3M CME Term SOFR + 5.41%), 10.07%, due 4/17/2031 | &nbsp;&nbsp; 1951801<sup>(e)(f)</sup> |
|  | Ford Credit Auto Lease Trust |  |
| 133057 | &nbsp;&nbsp;&nbsp; Ser. 2021-B, Class A2, 0.24%, due 4/15/2024 | &nbsp;&nbsp; 132805 |
| 330000 | &nbsp;&nbsp;&nbsp; Ser. 2023-A, Class A2A, 5.19%, due 6/15/2025 | &nbsp;&nbsp; 329793 |
| 2500000 | &nbsp;&nbsp; Fort Washington CLO Ltd., Ser. 2019-1A, Class ER, (3M USD LIBOR + 6.75%), 11.56%, <br> due 10/20/2032<br>| &nbsp;&nbsp; 2215660<sup>(e)(f)</sup> |
| 307094 | Foundation Finance Trust, Ser. 2019-1A, Class A, 3.86%, due 11/15/2034 | &nbsp;&nbsp; 301423<sup>(e)</sup> |
| 2225000 | &nbsp;&nbsp; Galaxy XV CLO Ltd., Ser. 2013-15A, Class ER, (3M USD LIBOR + 6.65%), 11.44%, due <br> 10/15/2030<br>| &nbsp;&nbsp; 1849188<sup>(e)(f)</sup> |
| 1600000 | &nbsp;&nbsp; Galaxy XVIII CLO Ltd., Ser. 2018-28A, Class E, (3M USD LIBOR + 6.00%), 10.79%, due <br> 7/15/2031<br>| &nbsp;&nbsp; 1425807<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Galaxy XXV CLO Ltd., Ser. 2018-25A, Class E, (3M USD LIBOR + 5.95%), 10.77%, due <br> 10/25/2031<br>| &nbsp;&nbsp; 896858<sup>(e)(f)</sup> |
| 250000 | &nbsp;&nbsp; Galaxy XXVII CLO Ltd., Ser. 2018-27A, Class E, (3M USD LIBOR + 5.78%), 10.42%, due <br> 5/16/2031<br>| &nbsp;&nbsp; 221379<sup>(e)(f)</sup> |
| 304333 | &nbsp;&nbsp; Gedesco Trade Receivables Designated Activity Co., Ser. 2020-1, Class A, (1M EURIBOR + <br> 1.15%), 3.15%, due 1/24/2026<br>| &nbsp;&nbsp; 330856<sup>(f)(l)</sup> |
| $1550000 | &nbsp;&nbsp; Generate CLO 2 Ltd., Ser. 2A, Class DR, (3M USD LIBOR + 2.60%), 7.42%, due <br> 1/22/2031<br>| &nbsp;&nbsp; 1432810<sup>(e)(f)</sup> |

---

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** |
| $1600000 | &nbsp;&nbsp; Gilbert Park CLO Ltd., Ser. 2017-1A, Class E, (3M USD LIBOR + 6.40%), 11.19%, due <br> 10/15/2030<br>| $1409859<sup>(e)(f)</sup> |
|  | GM Financial Consumer Automobile Receivables Trust |  |
| 70820 | &nbsp;&nbsp;&nbsp; Ser. 2021-4, Class A2, 0.28%, due 11/18/2024 | &nbsp;&nbsp; 70166 |
| 281174 | &nbsp;&nbsp;&nbsp; Ser. 2022-1, Class A2, 0.76%, due 2/18/2025 | &nbsp;&nbsp; 277710 |
| 129798 | &nbsp;&nbsp;&nbsp; Ser. 2022-2, Class A2, 2.52%, due 5/16/2025 | &nbsp;&nbsp; 128325 |
| 310000 | &nbsp;&nbsp;&nbsp; Ser. 2023-1, Class A2A, 5.19%, due 3/16/2026 | &nbsp;&nbsp; 310401 |
| 241799 | &nbsp;&nbsp; GreatAmerica Leasing Receivables Funding LLC, Ser. 2021-2, Class A2, 0.38%, due <br> 3/15/2024<br>| &nbsp;&nbsp; 238136<sup>(e)</sup> |
| 2500000 | &nbsp;&nbsp; Gulf Stream Meridian 5 Ltd., Ser. 2021-5A, Class D, (3M USD LIBOR + 6.33%), 11.12%, <br> due 7/15/2034<br>| &nbsp;&nbsp; 2239217<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Gulf Stream Meridian 6 Ltd., Ser. 2021-6A, Class D, (3M USD LIBOR + 6.36%), 11.15%, <br> due 1/15/2037<br>| &nbsp;&nbsp; 893935<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; HalseyPoint CLO 4 Ltd., Ser. 2021-4A, Class E, (3M USD LIBOR + 6.71%), 11.52%, due <br> 4/20/2034<br>| &nbsp;&nbsp; 900836<sup>(e)(f)</sup> |
| 2298738 | Hilton Grand Vacations Trust, Ser. 2022-1D, Class D, 6.79%, due 6/20/2034 | &nbsp;&nbsp; 2214868<sup>(e)</sup> |
| 275984 | Honda Auto Receivables Owner Trust, Ser. 2021-4, Class A2, 0.39%, due 5/21/2024 | &nbsp;&nbsp; 272963 |
| 215000 | Hyundai Auto Lease Securitization Trust, Ser. 2023-A, Class A2A, 5.20%, due 4/15/2025 | &nbsp;&nbsp; 214870<sup>(e)</sup> |
|  | Hyundai Auto Receivables Trust |  |
| 323659 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, Class A2A, 1.81%, due 2/18/2025 | &nbsp;&nbsp; 319639 |
| 534000 | &nbsp;&nbsp;&nbsp; Ser. 2022-C, Class A2A, 5.35%, due 11/17/2025 | &nbsp;&nbsp; 534843 |
| 1250000 | &nbsp;&nbsp; Jay Park CLO Ltd., Ser. 2016-1A, Class DR, (3M USD LIBOR + 5.20%), 10.01%, due <br> 10/20/2027<br>| &nbsp;&nbsp; 1139373<sup>(e)(f)</sup> |
| 352000 | John Deere Owner Trust, Ser. 2022-C, Class A2, 4.98%, due 8/15/2025 | &nbsp;&nbsp; 351758 |
| 5500000 | KKR CLO 25 Ltd., Ser. 25, Class DR, (3M USD LIBOR + 3.40%), 8.19%, due 7/15/2034 | &nbsp;&nbsp; 5215626<sup>(e)(f)</sup> |
| 326685 | Kubota Credit Owner Trust, Ser. 2022-1A, Class A2, 2.34%, due 4/15/2025 | &nbsp;&nbsp; 321088<sup>(e)</sup> |
| 3000000 | &nbsp;&nbsp; Madison Park Funding XXXV Ltd., Ser. 2019-35A, Class ER, (3M USD LIBOR + 6.10%), <br> 10.91%, due 4/20/2032<br>| &nbsp;&nbsp; 2753799<sup>(e)(f)</sup> |
|  | Magnetite CLO Ltd. |  |
| 3000000 | &nbsp;&nbsp;&nbsp; Ser. 2019-22A, Class DR, (3M USD LIBOR + 3.10%), 7.89%, due 4/15/2031 | &nbsp;&nbsp; 2839099<sup>(e)(f)</sup> |
| 250000 | &nbsp;&nbsp;&nbsp; Ser. 2018-20A, Class D, (3M USD LIBOR + 2.50%), 7.31%, due 4/20/2031 | &nbsp;&nbsp; 235869<sup>(e)(f)</sup> |
| 250000 | &nbsp;&nbsp;&nbsp; Ser. 2018-20A, Class E, (3M USD LIBOR + 5.35%), 10.16%, due 4/20/2031 | &nbsp;&nbsp; 223426<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2020-28A, Class ER, (3M USD LIBOR + 6.15%), 10.96%, due 1/20/2035 | &nbsp;&nbsp; 917504<sup>(e)(f)</sup> |
| 500000 | &nbsp;&nbsp; Marble Point CLO XI Ltd., Ser. 2017-2A, Class D, (3M USD LIBOR + 2.80%), 7.59%, due <br> 12/18/2030<br>| &nbsp;&nbsp; 431680<sup>(e)(f)</sup> |
| 47538 | Mercedes-Benz Auto Lease Trust, Ser. 2021-B, Class A2, 0.22%, due 1/16/2024 | &nbsp;&nbsp; 47444 |
| 470000 | Mercedes-Benz Auto Receivables Trust, Ser. 2023-1, Class A2, 5.09%, due 1/15/2026 | &nbsp;&nbsp; 470201 |
| 4958000 | MetroNet Infrastructure Issuer LLC, Ser. 2022-1A, Class A2, 6.35%, due 10/20/2052 | &nbsp;&nbsp; 4818261<sup>(e)</sup> |
|  | MMAF Equipment Finance LLC |  |
| 56643 | &nbsp;&nbsp;&nbsp; Ser. 2021-A, Class A2, 0.30%, due 4/15/2024 | &nbsp;&nbsp; 56590<sup>(e)</sup> |
| 297000 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, Class A2, 2.77%, due 2/13/2025 | &nbsp;&nbsp; 292431<sup>(e)</sup> |
|  | Morgan Stanley Eaton Vance CLO Ltd. |  |
| 2000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class E, (3M USD LIBOR + 6.75%), 11.57%, due 10/20/2034 | &nbsp;&nbsp; 1791744<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2022-16A, Class D1, (3M CME Term SOFR + 3.25%), 7.88%, due 4/15/2035 | &nbsp;&nbsp; 919014<sup>(e)(f)</sup> |
|  | MVW LLC |  |
| 3114117 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class B, 1.83%, due 5/20/2039 | &nbsp;&nbsp; 2810640<sup>(e)</sup> |
| 4457951 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class B, 4.40%, due 11/21/2039 | &nbsp;&nbsp; 4285996<sup>(e)</sup> |
| 14553815 | Navient Student Loan Trust, Ser. 2021-FA, Class A, 1.11%, due 2/18/2070 | &nbsp;&nbsp; 12445514<sup>(e)</sup> |
| 665000 | Nissan Auto Lease Trust, Ser. 2023-A, Class A2A, 5.10%, due 3/17/2025 | &nbsp;&nbsp; 664422 |

---

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** |
|  | OCP CLO Ltd. |
| $2000000 | &nbsp;&nbsp;&nbsp; Ser. 2017-13A, Class DR, (3M USD LIBOR + 6.50%), 11.29%, due 7/15/2030<br> $1750463<sup>(e)(f)</sup> |
| 3800000 | &nbsp;&nbsp;&nbsp; Ser. 2017-14A, Class C, (3M USD LIBOR + 2.60%), 7.28%, due 11/20/2030<br> &nbsp;&nbsp; 3397852<sup>(e)(f)</sup> |
| 1800000 | &nbsp;&nbsp;&nbsp; Ser. 2017-14A, Class D, (3M USD LIBOR + 5.80%), 10.48%, due 11/20/2030<br> &nbsp;&nbsp; 1617270<sup>(e)(f)</sup> |
| 1250000 | &nbsp;&nbsp; OHA Credit Funding 3 Ltd., Ser. 2019-3A, Class DR, (3M USD LIBOR + 2.90%), 7.71%, <br> due 7/2/2035<br>&nbsp;&nbsp; 1181425<sup>(e)(f)</sup> |
|  | OHA Credit Funding 6 Ltd. |
| 2500000 | &nbsp;&nbsp;&nbsp; Ser. 2020-6A, Class DR, (3M USD LIBOR + 3.15%), 7.96%, due 7/20/2034<br> &nbsp;&nbsp; 2396355<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2020-6A, Class ER, (3M USD LIBOR + 6.25%), 11.06%, due 7/20/2034<br> &nbsp;&nbsp; 912973<sup>(e)(f)</sup> |
| 750000 | &nbsp;&nbsp; OHA Credit Partners XV Ltd., Ser. 2017-15A, Class D, (3M USD LIBOR + 2.45%), 7.26%, <br> due 1/20/2030<br>&nbsp;&nbsp; 700949<sup>(e)(f)</sup> |
| 7274000 | OneMain Financial Issuance Trust, Ser. 2022-2A, Class A, 4.89%, due 10/14/2034<br> &nbsp;&nbsp; 7174834<sup>(e)</sup> |
|  | Palmer Square CLO Ltd. |
| 700000 | &nbsp;&nbsp;&nbsp; Ser. 2014-1A, Class DR2, (3M USD LIBOR + 5.70%), 10.49%, due 1/17/2031<br> &nbsp;&nbsp; 625247<sup>(e)(f)</sup> |
| 1600000 | &nbsp;&nbsp;&nbsp; Ser. 2018-1A, Class D, (3M USD LIBOR + 5.15%), 9.94%, due 4/18/2031<br> &nbsp;&nbsp; 1445629<sup>(e)(f)</sup> |
| 3500000 | &nbsp;&nbsp;&nbsp; Ser. 2015-1A, Class DR4, (3M USD LIBOR + 6.50%), 11.18%, due 5/21/2034<br> &nbsp;&nbsp; 3226493<sup>(e)(f)</sup> |
| 2000000 | Parallel Ltd., Ser. 2020-1A, Class DR, (3M USD LIBOR + 6.50%), 11.31%, due 7/20/2034<br> &nbsp;&nbsp; 1802537<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Post CLO Ltd., Ser. 2022-1A, Class D, (3M CME Term SOFR + 3.20%), 7.84%, due <br> 4/20/2035<br>&nbsp;&nbsp; 922863<sup>(e)(f)</sup> |
| 300000 | &nbsp;&nbsp; PPM CLO 3 Ltd., Ser. 2019-3A, Class DR, (3M USD LIBOR + 3.10%), 7.89%, due <br> 4/17/2034<br>&nbsp;&nbsp; 282023<sup>(e)(f)</sup> |
|  | Prestige Auto Receivables Trust |
| 4855000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class D, 2.08%, due 2/15/2028<br> &nbsp;&nbsp; 4386690<sup>(e)</sup> |
| 3798000 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class B, 6.55%, due 7/17/2028<br> &nbsp;&nbsp; 3826513<sup>(e)</sup> |
| 1000000 | &nbsp;&nbsp; Riserva CLO Ltd., Ser. 2016-3A, Class ERR, (3M USD LIBOR + 6.50%), 11.29%, due <br> 1/18/2034<br>&nbsp;&nbsp; 899805<sup>(e)(f)</sup> |
|  | Sandstone Peak Ltd. |
| 1500000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class D, (3M USD LIBOR + 3.55%), 8.34%, due 10/15/2034<br> &nbsp;&nbsp; 1439082<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; Ser. 2021-1A, Class E, (3M USD LIBOR + 6.80%), 11.59%, due 10/15/2034<br> &nbsp;&nbsp; 923330<sup>(e)(f)</sup> |
| 103796 | Santander Retail Auto Lease Trust, Ser. 2022-B, Class A2, 2.84%, due 5/20/2025<br> &nbsp;&nbsp; 102280<sup>(e)</sup> |
| 102320 | &nbsp;&nbsp; Securitized Asset Backed Receivables LLC Trust, Ser. 2004-DO1, Class M1, (1M USD <br> LIBOR + 0.98%), 5.48%, due 7/25/2034<br>&nbsp;&nbsp; 104133<sup>(f)</sup> |
|  | Sierra Timeshare Receivables Funding LLC |
| 1171733 | &nbsp;&nbsp;&nbsp; Ser. 2019-3A, Class D, 4.18%, due 8/20/2036<br> &nbsp;&nbsp; 1114315<sup>(e)</sup> |
| 612383 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class C, 1.95%, due 9/20/2038<br> &nbsp;&nbsp; 566023<sup>(e)</sup> |
| 1570212 | &nbsp;&nbsp;&nbsp; Ser. 2021-2A, Class D, 3.23%, due 9/20/2038<br> &nbsp;&nbsp; 1428602<sup>(e)</sup> |
| 3381040 | &nbsp;&nbsp;&nbsp; Ser. 2022-1A, Class D, 6.00%, due 10/20/2038<br> &nbsp;&nbsp; 3226909<sup>(e)</sup> |
| 3250000 | &nbsp;&nbsp; Signal Peak CLO 7 Ltd., Ser. 2019-1A, Class D, (3M USD LIBOR + 3.85%), 8.65%, due <br> 4/30/2032<br>&nbsp;&nbsp; 2893787<sup>(e)(f)</sup> |
| 1597000 | SoFi Professional Loan Program Trust, Ser. 2020-A, Class BFX, 3.12%, due 5/15/2046<br> &nbsp;&nbsp; 1305494<sup>(e)</sup> |
| 1000000 | &nbsp;&nbsp; Symphony CLO XXI Ltd., Ser. 2019-21A, Class DR, (3M USD LIBOR + 3.30%), 8.09%, <br> due 7/15/2032<br>&nbsp;&nbsp; 920591<sup>(e)(f)</sup> |
| 11374110 | Taco Bell Funding LLC, Ser. 2021-1A, Class A2I, 1.95%, due 8/25/2051<br> &nbsp;&nbsp; 9935285<sup>(e)</sup> |
| 133090 | Tesla Auto Lease Trust, Ser. 2021-A, Class A2, 0.36%, due 3/20/2025<br> &nbsp;&nbsp; 132319<sup>(e)</sup> |
| 1150000 | &nbsp;&nbsp; TICP CLO V Ltd., Ser. 2016-5A, Class ER, (3M USD LIBOR + 5.75%), 10.54%, due <br> 7/17/2031<br>&nbsp;&nbsp; 1006426<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; TICP CLO X Ltd., Ser. 2018-10A, Class E, (3M USD LIBOR + 5.50%), 10.31%, due <br> 4/20/2031<br>&nbsp;&nbsp; 899048<sup>(e)(f)</sup> |
| 1150000 | &nbsp;&nbsp; TICP CLO XIII Ltd., Ser. 2019-13A, Class ER, (3M USD LIBOR + 6.20%), 10.99%, due <br> 4/15/2034<br>&nbsp;&nbsp; 1049919<sup>(e)(f)</sup> |

---

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** |
|  | Toyota Auto Receivables Owner Trust |  |
| $135626 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, Class A2, 0.74%, due 10/15/2024 | $133823 |
| 177031 | &nbsp;&nbsp;&nbsp; Ser. 2022-B, Class A2A, 2.35%, due 1/15/2025 | &nbsp;&nbsp; 175096 |
| 225000 | &nbsp;&nbsp;&nbsp; Ser. 2023-A, Class A2, 5.05%, due 1/15/2026 | &nbsp;&nbsp; 224963 |
| 327000 | &nbsp;&nbsp;&nbsp; Ser. 2022-D, Class A2A, 5.27%, due 1/15/2026 | &nbsp;&nbsp; 327618 |
| 166908 | Toyota Lease Owner Trust, Ser. 2022-A, Class A2, 1.73%, due 7/22/2024 | &nbsp;&nbsp; 164101<sup>(e)</sup> |
| 1300000 | &nbsp;&nbsp; TRESTLES CLO II Ltd., Ser. 2018-2A, Class D, (3M USD LIBOR + 5.75%), 10.57%, due <br> 7/25/2031<br>| &nbsp;&nbsp; 1136608<sup>(e)(f)</sup> |
| 1200000 | &nbsp;&nbsp; TRESTLES CLO Ltd., Ser. 2017-1A, Class DR, (3M USD LIBOR + 6.25%), 11.07%, due <br> 4/25/2032<br>| &nbsp;&nbsp; 1067165<sup>(e)(f)</sup> |
| 1000000 | &nbsp;&nbsp; Trinitas CLO X Ltd., Ser. 2019-10A, Class DR, (3M CME Term SOFR + 3.60%), 8.23%, <br> due 1/15/2035<br>| &nbsp;&nbsp; 900231<sup>(e)(f)</sup> |
| 1500000 | &nbsp;&nbsp; Trinitas CLO XVI Ltd., Ser. 2021-16A, Class D, (3M USD LIBOR + 3.30%), 8.11%, due <br> 7/20/2034<br>| &nbsp;&nbsp; 1425036<sup>(e)(f)</sup> |
| 8213000 | Vantage Data Centers Issuer LLC, Ser. 2021-1A, Class A2, 2.17%, due 10/15/2046 | &nbsp;&nbsp; 7241525<sup>(e)</sup> |
| 4000000 | &nbsp;&nbsp; Verde CLO Ltd., Ser. 2019-1A, Class DR, (3M USD LIBOR + 3.25%), 8.04%, due <br> 4/15/2032<br>| &nbsp;&nbsp; 3743979<sup>(e)(f)</sup> |
| 337000 | &nbsp;&nbsp; Verizon Master Trust, Ser. 2022-7, Class A1B, (SOFR30A + 0.85%), 5.13%, due <br> 11/22/2027<br>| &nbsp;&nbsp; 337647<sup>(f)</sup> |
| 173191 | Volkswagen Auto Lease Trust, Ser. 2022-A, Class A2, 3.02%, due 10/21/2024 | &nbsp;&nbsp; 170938 |
| 370814 | Volkswagen Auto Loan Enhanced Trust, Ser. 2021-1, Class A2, 0.49%, due 10/21/2024 | &nbsp;&nbsp; 367300 |
|  | Voya CLO Ltd. |  |
| 250000 | &nbsp;&nbsp;&nbsp; Ser. 2018-3A, Class E, (3M USD LIBOR + 5.75%), 10.54%, due 10/15/2031 | &nbsp;&nbsp; 209917<sup>(e)(f)</sup> |
| 350000 | &nbsp;&nbsp;&nbsp; Ser. 2016-3A, Class DR, (3M USD LIBOR + 6.08%), 10.87%, due 10/18/2031 | &nbsp;&nbsp; 275557<sup>(e)(f)</sup> |
| 1500000 | &nbsp;&nbsp; Whitebox CLO III Ltd., Ser. 2021-3A, Class E, (3M USD LIBOR + 6.85%), 11.64%, due <br> 10/15/2034<br>| &nbsp;&nbsp; 1370602<sup>(e)(f)</sup> |
|  | World Omni Auto Receivables Trust |  |
| 72053 | &nbsp;&nbsp;&nbsp; Ser. 2021-C, Class A2, 0.22%, due 9/16/2024 | &nbsp;&nbsp; 71816 |
| 65121 | &nbsp;&nbsp;&nbsp; Ser. 2022-A, Class A2, 1.15%, due 4/15/2025 | &nbsp;&nbsp; 64328 |
| 187920 | &nbsp;&nbsp;&nbsp; Ser. 2022-B, Class A2A, 2.77%, due 10/15/2025 | &nbsp;&nbsp; 185587 |
| 260429 | &nbsp;&nbsp; World Omni Automobile Lease Securitization Trust, Ser. 2022-A, Class A2, 2.63%, due <br> 10/15/2024<br>| &nbsp;&nbsp; 257236 |
| **Total Asset-Backed Securities (Cost $245,186,669)** | **Total Asset-Backed Securities (Cost $245,186,669)** | **226643516** |
| **Corporate Bonds 52.0%** | **Corporate Bonds 52.0%** | **Corporate Bonds 52.0%** |
| **ABS Automobile 0.0%**<sup>(m)</sup> | **ABS Automobile 0.0%**<sup>(m)</sup> | **ABS Automobile 0.0%**<sup>(m)</sup> |
|  | AA Bond Co. Ltd. |  |
| 335000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/31/2026 | &nbsp;&nbsp; 344859<sup>(e)</sup> |
| 150000 | &nbsp;&nbsp;&nbsp; 6.50%, due 1/31/2026 | &nbsp;&nbsp; 154415<sup>(l)</sup> |
| 360000 | RAC Bond Co. PLC, 5.25%, due 11/4/2027 | &nbsp;&nbsp; 362709<sup>(l)</sup> |
|  |  | **861983** |
| **Advertising 0.1%** | **Advertising 0.1%** | **Advertising 0.1%** |
| $890000 | Cars.com, Inc., 6.38%, due 11/1/2028 | &nbsp;&nbsp; 825048<sup>(e)</sup> |
| 773000 | Clear Channel Worldwide Holdings, Inc., 5.13%, due 8/15/2027 | &nbsp;&nbsp; 701084<sup>(e)</sup> |
|  |  | **1526132** |
| **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** | **Aerospace & Defense 0.9%** |
|  | Boeing Co. |  |
| 355000 | &nbsp;&nbsp;&nbsp; 1.17%, due 2/4/2023 | &nbsp;&nbsp; 354940 |
| 9325000 | &nbsp;&nbsp;&nbsp; 5.81%, due 5/1/2050 | &nbsp;&nbsp; 9519878<sup>(n)</sup> |
| 3830000 | Lockheed Martin Corp., 5.70%, due 11/15/2054 | &nbsp;&nbsp; 4349833 |
| 1000000 | Rolls-Royce PLC, 5.75%, due 10/15/2027 | &nbsp;&nbsp; 1174110<sup>(l)</sup> |

---

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** |
| **Aerospace & Defense – cont'd** | **Aerospace & Defense – cont'd** | **Aerospace & Defense – cont'd** |
|  | TransDigm, Inc. |  |
| $1605000 | &nbsp;&nbsp;&nbsp; 6.25%, due 3/15/2026 | $1604435<sup>(e)</sup> |
| 4230000 | &nbsp;&nbsp;&nbsp; 7.50%, due 3/15/2027 | &nbsp;&nbsp; 4262931 |
| 3555000 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/15/2027 | &nbsp;&nbsp; 3394939 |
|  |  | **24661066** |
| **Agriculture 0.0%**<sup>(m)</sup> | **Agriculture 0.0%**<sup>(m)</sup> | **Agriculture 0.0%**<sup>(m)</sup> |
| 1015000 | MHP SA, 7.75%, due 5/10/2024 | **501288**<sup>(e)</sup> |
| **Air Transportation 1.4%** | **Air Transportation 1.4%** | **Air Transportation 1.4%** |
|  | American Airlines, Inc./AAdvantage Loyalty IP Ltd. |  |
| 10385000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/20/2026 | &nbsp;&nbsp; 10180674<sup>(e)</sup> |
| 10800000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/20/2029 | &nbsp;&nbsp; 10445999<sup>(e)</sup> |
| 3770000 | Delta Air Lines, Inc., 3.75%, due 10/28/2029 | &nbsp;&nbsp; 3336073 |
|  | Deutsche Lufthansa AG |  |
| 1100000 | &nbsp;&nbsp;&nbsp; 3.00%, due 5/29/2026 | &nbsp;&nbsp; 1115775<sup>(l)</sup> |
| 500000 | &nbsp;&nbsp;&nbsp; 3.75%, due 2/11/2028 | &nbsp;&nbsp; 492771<sup>(l)</sup> |
| 900000 | International Consolidated Airlines Group SA, 3.75%, due 3/25/2029 | &nbsp;&nbsp; 820653<sup>(l)</sup> |
|  | Latam Airlines Group SA |  |
| $1315000 | &nbsp;&nbsp;&nbsp; 13.38%, due 10/15/2027 | &nbsp;&nbsp; 1410338<sup>(e)</sup> |
| 1310000 | &nbsp;&nbsp;&nbsp; 13.38%, due 10/15/2029 | &nbsp;&nbsp; 1414197<sup>(e)</sup> |
| 2865000 | United Airlines, Inc., 4.38%, due 4/15/2026 | &nbsp;&nbsp; 2719845<sup>(e)</sup> |
|  | VistaJet Malta Finance PLC/XO Management Holding, Inc. |  |
| 2870000 | &nbsp;&nbsp;&nbsp; 7.88%, due 5/1/2027 | &nbsp;&nbsp; 2783900<sup>(e)</sup> |
| 2775000 | &nbsp;&nbsp;&nbsp; 6.38%, due 2/1/2030 | &nbsp;&nbsp; 2447273<sup>(e)</sup> |
|  |  | **37167498** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| 2422052 | United Airlines Pass Through Trust, Ser. 2020-1, Class A, 5.88%, due 10/15/2027 | **2450838** |
| **Auto Loans 0.4%** | **Auto Loans 0.4%** | **Auto Loans 0.4%** |
|  | Ford Motor Credit Co. LLC |  |
| 680000 | &nbsp;&nbsp;&nbsp; 4.06%, due 11/1/2024 | &nbsp;&nbsp; 658572 |
| 700000 | &nbsp;&nbsp;&nbsp; 5.13%, due 6/16/2025 | &nbsp;&nbsp; 688009 |
| 740000 | &nbsp;&nbsp;&nbsp; 3.38%, due 11/13/2025 | &nbsp;&nbsp; 689125 |
| 170000 | &nbsp;&nbsp;&nbsp; 4.39%, due 1/8/2026 | &nbsp;&nbsp; 163171 |
| 2830000 | &nbsp;&nbsp;&nbsp; 6.95%, due 3/6/2026 | &nbsp;&nbsp; 2893901 |
| 100000 | &nbsp;&nbsp;&nbsp; 4.13%, due 8/17/2027 | &nbsp;&nbsp; 92228 |
| 1150000 | &nbsp;&nbsp;&nbsp; 7.35%, due 11/4/2027 | &nbsp;&nbsp; 1206063 |
| 675000 | &nbsp;&nbsp;&nbsp; 2.90%, due 2/16/2028 | &nbsp;&nbsp; 580565 |
| 685000 | &nbsp;&nbsp;&nbsp; 2.90%, due 2/10/2029 | &nbsp;&nbsp; 571399 |
| 1510000 | &nbsp;&nbsp;&nbsp; 5.11%, due 5/3/2029 | &nbsp;&nbsp; 1431038 |
| 1875000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/13/2030 | &nbsp;&nbsp; 1637137 |
| 1265000 | &nbsp;&nbsp;&nbsp; 3.63%, due 6/17/2031 | &nbsp;&nbsp; 1052178 |
|  |  | **11663386** |
| **Auto Manufacturers 0.4%** | **Auto Manufacturers 0.4%** | **Auto Manufacturers 0.4%** |
| 6585000 | General Motors Co., 5.15%, due 4/1/2038 | &nbsp;&nbsp; 5973686 |
| 2825000 | General Motors Financial Co., Inc., 3.80%, due 4/7/2025 | &nbsp;&nbsp; 2743968 |
| 500000 | General Motors Financial of Canada Ltd., 1.75%, due 4/15/2026 | &nbsp;&nbsp; 337947 |
|  | Toyota Motor Credit Corp. |  |
| $755000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.65%), 4.97%, due 12/29/2023 | &nbsp;&nbsp; 756225<sup>(f)</sup> |
| 500000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.62%), 4.94%, due 3/22/2024 | &nbsp;&nbsp; 501155<sup>(f)</sup> |

---

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 Manufacturers – cont'd** | **Auto Manufacturers – cont'd** | **Auto Manufacturers – cont'd** |
|  | Volkswagen Group of America Finance LLC |  |
| $250000 | &nbsp;&nbsp;&nbsp; 3.13%, due 5/12/2023 | $248749<sup>(e)</sup> |
| 1055000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.95%), 5.21%, due 6/7/2024 | &nbsp;&nbsp; 1054026<sup>(e)(f)</sup> |
| 200000 | Volkswagen Int'l Finance NV, 3.88%, due 6/17/2029 | &nbsp;&nbsp; 189503<sup>(l)(o)(p)</sup> |
|  |  | **11805259** |
| **Auto Parts & Equipment 0.4%** | **Auto Parts & Equipment 0.4%** | **Auto Parts & Equipment 0.4%** |
| 1100000 | Adient Global Holdings Ltd., 3.50%, due 8/15/2024 | &nbsp;&nbsp; 1164063<sup>(l)</sup> |
|  | Faurecia SE |  |
| 300000 | &nbsp;&nbsp;&nbsp; 2.63%, due 6/15/2025 | &nbsp;&nbsp; 308207<sup>(l)</sup> |
| 380000 | &nbsp;&nbsp;&nbsp; 2.38%, due 6/15/2027 | &nbsp;&nbsp; 353810<sup>(l)</sup> |
| 180000 | &nbsp;&nbsp;&nbsp; 3.75%, due 6/15/2028 | &nbsp;&nbsp; 172696<sup>(l)</sup> |
|  | Goodyear Tire & Rubber Co. |  |
| $1550000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/31/2026 | &nbsp;&nbsp; 1499610 |
| 3795000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/15/2029 | &nbsp;&nbsp; 3343129 |
| 1070000 | IHO Verwaltungs GmbH, 3.88% Cash/4.63% PIK, due 5/15/2027 | &nbsp;&nbsp; 1019869<sup>(l)(q)</sup> |
| 1500000 | Schaeffler AG, 3.38%, due 10/12/2028 | &nbsp;&nbsp; 1469751<sup>(l)</sup> |
| 1700000 | ZF Europe Finance BV, 3.00%, due 10/23/2029 | &nbsp;&nbsp; 1517417<sup>(l)</sup> |
| 600000 | ZF Finance GmbH, 3.75%, due 9/21/2028 | &nbsp;&nbsp; 575532<sup>(l)</sup> |
|  |  | **11424084** |
| **Automakers 0.4%** | **Automakers 0.4%** | **Automakers 0.4%** |
|  | Ford Motor Co. |  |
| $1260000 | &nbsp;&nbsp;&nbsp; 9.63%, due 4/22/2030 | &nbsp;&nbsp; 1483146 |
| 715000 | &nbsp;&nbsp;&nbsp; 3.25%, due 2/12/2032 | &nbsp;&nbsp; 567472 |
| 1760000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/15/2043 | &nbsp;&nbsp; 1373879 |
| 5060000 | &nbsp;&nbsp;&nbsp; 5.29%, due 12/8/2046 | &nbsp;&nbsp; 4173134 |
|  | Jaguar Land Rover Automotive PLC |  |
| 2225000 | &nbsp;&nbsp;&nbsp; 7.75%, due 10/15/2025 | &nbsp;&nbsp; 2191625<sup>(e)</sup> |
| 375000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/15/2026 | &nbsp;&nbsp; 375393<sup>(l)</sup> |
| 1450000 | &nbsp;&nbsp;&nbsp; 4.50%, due 7/15/2028 | &nbsp;&nbsp; 1275985<sup>(l)</sup> |
|  |  | **11440634** |
| **Banking 0.3%** | **Banking 0.3%** | **Banking 0.3%** |
| $1840000 | Bank of America Corp., Ser. TT, 6.13%, due 4/27/2027 | &nbsp;&nbsp; 1841840<sup>(o)(p)</sup> |
| 1860000 | JPMorgan Chase & Co., Ser. HH, 4.60%, due 2/1/2025 | &nbsp;&nbsp; 1748400<sup>(o)(p)</sup> |
| 5253000 | PNC Financial Services Group, Inc., Ser. T, 3.40%, due 9/15/2026 | &nbsp;&nbsp; 4478183<sup>(o)(p)</sup> |
|  |  | **8068423** |
| **Banks 9.4%** | **Banks 9.4%** | **Banks 9.4%** |
| 5000000 | ABN AMRO Bank NV, 3.32%, due 3/13/2037 | &nbsp;&nbsp; 3887767<sup>(e)(o)</sup> |
| 300000 | AMCO - Asset Management Co. SpA, 0.75%, due 4/20/2028 | &nbsp;&nbsp; 268378<sup>(l)</sup> |
| $1600000 | Banco Bilbao Vizcaya Argentaria SA, Ser. 9, 6.50%, due 3/5/2025 | &nbsp;&nbsp; 1566016<sup>(o)(p)</sup> |
|  | Banco Bradesco SA |  |
| 200000 | &nbsp;&nbsp;&nbsp; 3.20%, due 1/27/2025 | &nbsp;&nbsp; 191763<sup>(e)</sup> |
| 256000 | &nbsp;&nbsp;&nbsp; 4.38%, due 3/18/2027 | &nbsp;&nbsp; 246791<sup>(e)</sup> |
| 200000 | Banco de Bogota SA, 6.25%, due 5/12/2026 | &nbsp;&nbsp; 198519<sup>(l)</sup> |
| 90000 | Banco de Credito del Peru S.A., 2.70%, due 1/11/2025 | &nbsp;&nbsp; 86009<sup>(e)</sup> |
| 1900000 | Banco do Brasil SA, 6.25%, due 4/15/2024 | &nbsp;&nbsp; 1723555<sup>(l)(o)(p)</sup> |
| 200000 | &nbsp;&nbsp; Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa, 4.13%, due <br> 6/6/2024<br>| &nbsp;&nbsp; 197321<sup>(l)</sup> |
| 150000 | &nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, <br> 5.38%, due 4/17/2025<br>| &nbsp;&nbsp; 150330<sup>(e)</sup> |

---

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** |
|  | Banco Santander SA |  |
| $2600000 | &nbsp;&nbsp;&nbsp; 7.50%, due 2/8/2024 | $2580500<sup>(l)(o)(p)</sup> |
| 4400000 | &nbsp;&nbsp;&nbsp; 5.15%, due 8/18/2025 | &nbsp;&nbsp; 4401643 |
| 200000 | &nbsp;&nbsp;&nbsp; 3.63%, due 3/21/2029 | &nbsp;&nbsp; 158996<sup>(l)(o)(p)</sup> |
| $211000 | Banco Votorantim SA, 4.50%, due 9/24/2024 | &nbsp;&nbsp; 205710<sup>(e)</sup> |
| 200000 | Bancolombia SA, 3.00%, due 1/29/2025 | &nbsp;&nbsp; 189734 |
| 200000 | Bangkok Bank PCL, 4.30%, due 6/15/2027 | &nbsp;&nbsp; 196903<sup>(e)</sup> |
|  | Bank of America Corp. |  |
| 993000 | &nbsp;&nbsp;&nbsp; Ser. MM, 4.30%, due 1/28/2025 | &nbsp;&nbsp; 924731<sup>(o)(p)</sup> |
| 4405000 | &nbsp;&nbsp;&nbsp; 1.84%, due 2/4/2025 | &nbsp;&nbsp; 4251643<sup>(o)</sup> |
| 3265000 | &nbsp;&nbsp;&nbsp; Ser. RR, 4.38%, due 1/27/2027 | &nbsp;&nbsp; 2963314<sup>(o)(p)</sup> |
| 1090000 | &nbsp;&nbsp;&nbsp; Ser. FF, 5.88%, due 3/15/2028 | &nbsp;&nbsp; 1043675<sup>(o)(p)</sup> |
| 5765000 | &nbsp;&nbsp;&nbsp; 4.95%, due 7/22/2028 | &nbsp;&nbsp; 5774888<sup>(o)</sup> |
| 7975000 | &nbsp;&nbsp;&nbsp; 5.02%, due 7/22/2033 | &nbsp;&nbsp; 7970185<sup>(o)</sup> |
| 10265000 | &nbsp;&nbsp;&nbsp; 2.48%, due 9/21/2036 | &nbsp;&nbsp; 8008447<sup>(o)</sup> |
|  | Bank of New York Mellon Corp. |  |
| 260000 | &nbsp;&nbsp;&nbsp; Ser. J, (SOFR + 0.20%), 4.52%, due 10/25/2024 | &nbsp;&nbsp; 257948<sup>(f)</sup> |
| 6675000 | &nbsp;&nbsp;&nbsp; Ser. I, 3.75%, due 12/20/2026 | &nbsp;&nbsp; 5799240<sup>(o)(p)</sup> |
| 200000 | &nbsp;&nbsp; Banque Federative du Credit Mutuel SA, Ser. 99, (EUAMDB10 + 0.10%, Cap 8.00%, <br> Floor 0.00%), 0.96%, due 2/25/2024<br>| &nbsp;&nbsp; 169650<sup>(f)(p)</sup> |
| 140000 | Barclays Bank PLC, (3M EURIBOR + 0.71%), 2.76%, due 3/15/2023 | &nbsp;&nbsp; 119420<sup>(f)(l)(p)</sup> |
|  | Barclays PLC |  |
| $6960000 | &nbsp;&nbsp;&nbsp; 4.38%, due 3/15/2028 | &nbsp;&nbsp; 5657286<sup>(o)(p)</sup> |
| 5815000 | &nbsp;&nbsp;&nbsp; 5.50%, due 8/9/2028 | &nbsp;&nbsp; 5854316<sup>(o)</sup> |
| 1100000 | &nbsp;&nbsp;&nbsp; 8.00%, due 3/15/2029 | &nbsp;&nbsp; 1104565<sup>(o)(p)</sup> |
| 200000 | BBK BSC, 5.50%, due 7/9/2024 | &nbsp;&nbsp; 197976<sup>(l)</sup> |
|  | BNP Paribas SA |  |
| 4840000 | &nbsp;&nbsp;&nbsp; 4.63%, due 1/12/2027 | &nbsp;&nbsp; 4235000<sup>(e)(o)(p)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 0.25%, due 4/13/2027 | &nbsp;&nbsp; 192338<sup>(l)(o)</sup> |
| $1345000 | &nbsp;&nbsp;&nbsp; 9.25%, due 11/17/2027 | &nbsp;&nbsp; 1460670<sup>(e)(o)(p)</sup> |
| 1285000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/25/2030 | &nbsp;&nbsp; 1068379<sup>(e)(o)(p)</sup> |
| 1965000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/25/2031 | &nbsp;&nbsp; 1607387<sup>(e)(o)(p)</sup> |
| 6260000 | BPCE SA, 3.65%, due 1/14/2037 | &nbsp;&nbsp; 5011518<sup>(e)(o)</sup> |
|  | Citigroup, Inc. |  |
| 1595000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 1.10%), 5.75%, due 5/17/2024 | &nbsp;&nbsp; 1597909<sup>(f)</sup> |
| 1320000 | &nbsp;&nbsp;&nbsp; Ser. U, 5.00%, due 9/12/2024 | &nbsp;&nbsp; 1260600<sup>(o)(p)</sup> |
| 865000 | &nbsp;&nbsp;&nbsp; Ser. V, 4.70%, due 1/30/2025 | &nbsp;&nbsp; 790329<sup>(o)(p)</sup> |
| 480000 | &nbsp;&nbsp;&nbsp; Ser. W, 4.00%, due 12/10/2025 | &nbsp;&nbsp; 444068<sup>(o)(p)</sup> |
| 2580000 | &nbsp;&nbsp;&nbsp; 3.29%, due 3/17/2026 | &nbsp;&nbsp; 2483544<sup>(o)</sup> |
| 3140000 | &nbsp;&nbsp;&nbsp; Ser. Y, 4.15%, due 11/15/2026 | &nbsp;&nbsp; 2794600<sup>(o)(p)</sup> |
|  | Citizens Financial Group, Inc. |  |
| 2400000 | &nbsp;&nbsp;&nbsp; Ser. B, 6.00%, due 7/6/2023 | &nbsp;&nbsp; 2302495<sup>(o)(p)</sup> |
| 1203000 | &nbsp;&nbsp;&nbsp; Ser. C, 6.38%, due 4/6/2024 | &nbsp;&nbsp; 1152354<sup>(o)(p)</sup> |
| 1400000 | Commerzbank AG, 7.00%, due 4/9/2025 | &nbsp;&nbsp; 1377250<sup>(l)(o)(p)</sup> |

---

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** |
|  | Credit Suisse Group AG |
| 100000 | &nbsp;&nbsp;&nbsp; (3M EURIBOR + 1.00%), 3.29%, due 1/16/2026<br> $100079<sup>(f)(l)</sup> |
| $1003000 | &nbsp;&nbsp;&nbsp; 6.38%, due 8/21/2026<br> &nbsp;&nbsp; 812430<sup>(e)(o)(p)</sup> |
| 3180000 | &nbsp;&nbsp;&nbsp; 5.25%, due 2/11/2027<br> &nbsp;&nbsp; 2385000<sup>(e)(o)(p)</sup> |
| 100000 | &nbsp;&nbsp;&nbsp; 0.65%, due 1/14/2028<br> &nbsp;&nbsp; 85663<sup>(l)(o)</sup> |
| $870000 | &nbsp;&nbsp;&nbsp; 5.10%, due 1/24/2030<br> &nbsp;&nbsp; 611175<sup>(e)(o)(p)</sup> |
| 5500000 | &nbsp;&nbsp;&nbsp; 4.50%, due 9/3/2030<br> &nbsp;&nbsp; 3685000<sup>(e)(o)(p)</sup> |
| 6875000 | &nbsp;&nbsp;&nbsp; 3.09%, due 5/14/2032<br> &nbsp;&nbsp; 5197540<sup>(e)(o)</sup> |
| 3635000 | &nbsp;&nbsp;&nbsp; 9.02%, due 11/15/2033<br> &nbsp;&nbsp; 4082726<sup>(e)(o)</sup> |
| 200000 | Development Bank of Kazakhstan JSC, 5.75%, due 5/12/2025<br> &nbsp;&nbsp; 200250<sup>(e)</sup> |
| 200000 | Development Bank of Mongolia LLC, 7.25%, due 10/23/2023<br> &nbsp;&nbsp; 193632<sup>(l)</sup> |
| 200000 | Dexia Credit Local SA, 0.63%, due 1/17/2026<br> &nbsp;&nbsp; 202455<sup>(l)</sup> |
|  | DIB Sukuk Ltd. |
| $200000 | &nbsp;&nbsp;&nbsp; 3.63%, due 2/6/2023<br> &nbsp;&nbsp; 199588<sup>(l)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 2.95%, due 1/16/2026<br> &nbsp;&nbsp; 189013<sup>(l)</sup> |
| 200000 | Emirates Development Bank PJSC, 3.52%, due 3/6/2024<br> &nbsp;&nbsp; 196210<sup>(l)</sup> |
| 2035000 | Emirates NBD PJSC, 6.13%, due 3/20/2025<br> &nbsp;&nbsp; 2034634<sup>(l)(o)(p)</sup> |
| 1793000 | Fifth Third Bancorp, Ser. H, 5.10%, due 6/30/2023<br> &nbsp;&nbsp; 1752026<sup>(o)(p)</sup> |
|  | Goldman Sachs Group, Inc. |
| 1570000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 1.60%), 6.33%, due 11/29/2023<br> &nbsp;&nbsp; 1586481<sup>(f)</sup> |
| 509000 | &nbsp;&nbsp;&nbsp; Ser. Q, 5.50%, due 8/10/2024<br> &nbsp;&nbsp; 503910<sup>(o)(p)</sup> |
| 4405000 | &nbsp;&nbsp;&nbsp; 1.76%, due 1/24/2025<br> &nbsp;&nbsp; 4240914<sup>(o)</sup> |
| 736000 | &nbsp;&nbsp;&nbsp; Ser. R, 4.95%, due 2/10/2025<br> &nbsp;&nbsp; 706234<sup>(o)(p)</sup> |
| 1415000 | &nbsp;&nbsp;&nbsp; Ser. U, 3.65%, due 8/10/2026<br> &nbsp;&nbsp; 1230484<sup>(o)(p)</sup> |
| 2635000 | &nbsp;&nbsp;&nbsp; Ser. V, 4.13%, due 11/10/2026<br> &nbsp;&nbsp; 2343777<sup>(o)(p)</sup> |
| 1400000 | Grupo Aval Ltd., 4.38%, due 2/4/2030<br> &nbsp;&nbsp; 1160460<sup>(e)</sup> |
| 200000 | Hana Bank, 3.25%, due 3/30/2027<br> &nbsp;&nbsp; 188462<sup>(e)</sup> |
|  | HSBC Holdings PLC |
| 1510000 | &nbsp;&nbsp;&nbsp; 4.00%, due 3/9/2026<br> &nbsp;&nbsp; 1353715<sup>(o)(p)</sup> |
| 10535000 | &nbsp;&nbsp;&nbsp; 6.00%, due 5/22/2027<br> &nbsp;&nbsp; 10117814<sup>(o)(p)</sup> |
| 1170000 | &nbsp;&nbsp;&nbsp; 4.70%, due 3/9/2031<br> &nbsp;&nbsp; 991867<sup>(o)(p)</sup> |
|  | Huntington Bancshares, Inc. |
| 1643000 | &nbsp;&nbsp;&nbsp; Ser. E, 5.70%, due 4/15/2023<br> &nbsp;&nbsp; 1600977<sup>(o)(p)</sup> |
| 1633000 | &nbsp;&nbsp;&nbsp; Ser. F, 5.63%, due 7/15/2030<br> &nbsp;&nbsp; 1603934<sup>(o)(p)</sup> |
|  | ING Groep NV |
| 803000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/16/2025<br> &nbsp;&nbsp; 784989<sup>(o)(p)</sup> |
| 2895000 | &nbsp;&nbsp;&nbsp; 5.75%, due 11/16/2026<br> &nbsp;&nbsp; 2739336<sup>(o)(p)</sup> |
| 4892000 | &nbsp;&nbsp;&nbsp; 3.88%, due 5/16/2027<br> &nbsp;&nbsp; 3969369<sup>(o)(p)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 0.25%, due 2/18/2029<br> &nbsp;&nbsp; 178796<sup>(l)(o)</sup> |
| $4015000 | Intesa Sanpaolo SpA, 8.25%, due 11/21/2033<br> &nbsp;&nbsp; 4392106<sup>(e)(o)</sup> |
|  | JPMorgan Chase & Co. |
| 861000 | &nbsp;&nbsp;&nbsp; Ser. CC, (3M USD LIBOR + 2.58%), 7.39%, due 5/1/2023<br> &nbsp;&nbsp; 856695<sup>(f)(p)</sup> |
| 1426000 | &nbsp;&nbsp;&nbsp; Ser. FF, 5.00%, due 8/1/2024<br> &nbsp;&nbsp; 1386785<sup>(o)(p)</sup> |
| 1496000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.58%), 4.90%, due 6/23/2025<br> &nbsp;&nbsp; 1482915<sup>(f)</sup> |
| 3385000 | &nbsp;&nbsp;&nbsp; 1.56%, due 12/10/2025<br> &nbsp;&nbsp; 3170685<sup>(o)</sup> |
| 1390000 | &nbsp;&nbsp;&nbsp; Ser. KK, 3.65%, due 6/1/2026<br> &nbsp;&nbsp; 1266637<sup>(o)(p)</sup> |
| 6420000 | &nbsp;&nbsp;&nbsp; 2.18%, due 6/1/2028<br> &nbsp;&nbsp; 5756451<sup>(o)</sup> |

---

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** |
| **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** | **Banks – cont'd** |
|  |  | KFW |  |
| EUR | 224000 | &nbsp;&nbsp;&nbsp; 0.00%, due 6/15/2026 | $222084<sup>(l)</sup> |
| EUR | 114000 | &nbsp;&nbsp;&nbsp; 0.01%, due 5/5/2027 | &nbsp;&nbsp; 110335<sup>(l)</sup> |
| EUR | 82000 | &nbsp;&nbsp;&nbsp; 1.25%, due 6/30/2027 | &nbsp;&nbsp; 83501<sup>(l)</sup> |
| EUR | 39000 | &nbsp;&nbsp;&nbsp; 0.75%, due 1/15/2029 | &nbsp;&nbsp; 37700<sup>(l)</sup> |
| EUR | 124000 | &nbsp;&nbsp;&nbsp; 0.00%, due 9/15/2031 | &nbsp;&nbsp; 105904<sup>(l)</sup> |
| EUR | 223000 | Landsbankinn HF, 0.50%, due 5/20/2024 | &nbsp;&nbsp; 229952<sup>(l)</sup> |
|  |  | Lloyds Banking Group PLC |  |
| $| 1345000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/27/2024 | &nbsp;&nbsp; 1335034<sup>(o)(p)</sup> |
|  | 2070000 | &nbsp;&nbsp;&nbsp; 7.50%, due 9/27/2025 | &nbsp;&nbsp; 2049817<sup>(o)(p)</sup> |
|  |  | M&T Bank Corp. |  |
|  | 665000 | &nbsp;&nbsp;&nbsp; Ser. G, 5.00%, due 8/1/2024 | &nbsp;&nbsp; 635366<sup>(o)(p)</sup> |
|  | 3685000 | &nbsp;&nbsp;&nbsp; Ser. I, 3.50%, due 9/1/2026 | &nbsp;&nbsp; 3095400<sup>(o)(p)</sup> |
|  | 200000 | Mashreqbank PSC, 4.25%, due 2/26/2024 | &nbsp;&nbsp; 196949<sup>(l)</sup> |
|  |  | Morgan Stanley |  |
|  | 1609000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.63%), 4.95%, due 1/24/2025 | &nbsp;&nbsp; 1599941<sup>(f)</sup> |
|  | 10265000 | &nbsp;&nbsp;&nbsp; 2.48%, due 9/16/2036 | &nbsp;&nbsp; 7957066<sup>(o)</sup> |
|  | 2365000 | &nbsp;&nbsp;&nbsp; 5.95%, due 1/19/2038 | &nbsp;&nbsp; 2416852<sup>(o)</sup> |
| EUR | 200000 | Nationale-Nederlanden Bank NV, 1.00%, due 9/25/2028 | &nbsp;&nbsp; 195027<sup>(l)</sup> |
|  |  | NatWest Group PLC |  |
| $| 2000000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/29/2025 | &nbsp;&nbsp; 1910000<sup>(o)(p)</sup> |
|  | 3215000 | &nbsp;&nbsp;&nbsp; 4.60%, due 6/28/2031 | &nbsp;&nbsp; 2463494<sup>(o)(p)</sup> |
|  | 10880000 | &nbsp;&nbsp;&nbsp; 3.03%, due 11/28/2035 | &nbsp;&nbsp; 8651558<sup>(o)</sup> |
|  | 3400000 | Nordea Bank Abp, 3.75%, due 3/1/2029 | &nbsp;&nbsp; 2689423<sup>(e)(o)(p)</sup> |
|  | 200000 | Philippine National Bank, 3.28%, due 9/27/2024 | &nbsp;&nbsp; 191530<sup>(l)</sup> |
|  | 1690000 | Royal Bank of Canada, 3.38%, due 4/14/2025 | &nbsp;&nbsp; 1647605 |
|  | 3400000 | Skandinaviska Enskilda Banken AB, 5.13%, due 5/13/2025 | &nbsp;&nbsp; 3221500<sup>(l)(o)(p)</sup> |
|  | 1110000 | Societe Generale SA, 4.75%, due 5/26/2026 | &nbsp;&nbsp; 987456<sup>(e)(o)(p)</sup> |
|  | 3975000 | Standard Chartered PLC, 4.30%, due 8/19/2028 | &nbsp;&nbsp; 3404190<sup>(e)(o)(p)</sup> |
|  | 5470000 | SVB Financial Group, Ser. D, 4.25%, due 11/15/2026 | &nbsp;&nbsp; 4367248<sup>(o)(p)</sup> |
|  | 1040000 | Truist Bank, (SOFR + 0.20%), 4.52%, due 1/17/2024 | &nbsp;&nbsp; 1037322<sup>(f)</sup> |
|  | 4040000 | Truist Financial Corp., Ser. Q, 5.10%, due 3/1/2030 | &nbsp;&nbsp; 3914748<sup>(o)(p)</sup> |
|  | 4975000 | U.S. Bancorp, 3.70%, due 1/15/2027 | &nbsp;&nbsp; 4346906<sup>(o)(p)</sup> |
|  |  | UBS Group AG |  |
|  | 1555000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/12/2027 | &nbsp;&nbsp; 1397789<sup>(e)(o)(p)</sup> |
|  | 5900000 | &nbsp;&nbsp;&nbsp; 4.70%, due 8/5/2027 | &nbsp;&nbsp; 5823447<sup>(e)(o)</sup> |
|  | 825000 | &nbsp;&nbsp;&nbsp; 4.38%, due 2/10/2031 | &nbsp;&nbsp; 676418<sup>(e)(o)(p)</sup> |
|  | 3551000 | UBS Group Funding AG, 6.88%, due 8/7/2025 | &nbsp;&nbsp; 3522592<sup>(l)(o)(p)</sup> |
|  |  | UniCredit SpA |  |
|  | 589000 | &nbsp;&nbsp;&nbsp; 8.00%, due 6/3/2024 | &nbsp;&nbsp; 580901<sup>(l)(o)(p)</sup> |
| EUR | 250000 | &nbsp;&nbsp;&nbsp; 3.88%, due 6/3/2027 | &nbsp;&nbsp; 214033<sup>(l)(o)(p)</sup> |
|  |  | Wells Fargo & Co. |  |
| $| 1375000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/24/2024 | &nbsp;&nbsp; 1359857 |
|  | 1257000 | &nbsp;&nbsp;&nbsp; Ser. S, 5.90%, due 6/15/2024 | &nbsp;&nbsp; 1230289<sup>(o)(p)</sup> |
|  | 2765000 | &nbsp;&nbsp;&nbsp; Ser. BB, 3.90%, due 3/15/2026 | &nbsp;&nbsp; 2548984<sup>(o)(p)</sup> |
|  |  | Westpac Banking Corp. |  |
| EUR | 200000 | &nbsp;&nbsp;&nbsp; 0.38%, due 4/2/2026 | &nbsp;&nbsp; 198357<sup>(l)</sup> |
| $| 6085000 | &nbsp;&nbsp;&nbsp; 3.02%, due 11/18/2036 | &nbsp;&nbsp; 4753480<sup>(o)</sup> |
|  |  |  | **251076929** |
| **Beverage 0.0%**<sup>(m)</sup> | **Beverage 0.0%**<sup>(m)</sup> | **Beverage 0.0%**<sup>(m)</sup> | **Beverage 0.0%**<sup>(m)</sup> |
| GBP | 325000 | Premier Foods Finance PLC, 3.50%, due 10/15/2026 | **358241**<sup>(l)</sup> |

---

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** |
| **Beverages 0.4%** | **Beverages 0.4%** | **Beverages 0.4%** |
| $5995000 | Constellation Brands, Inc., 2.25%, due 8/1/2031 | $4946368 |
| 6985000 | Molson Coors Beverage Co., 4.20%, due 7/15/2046 | &nbsp;&nbsp; 5849502 |
|  |  | **10795870** |
| **Biotechnology 0.1%** | **Biotechnology 0.1%** | **Biotechnology 0.1%** |
| 5510000 | Amgen, Inc., 2.77%, due 9/1/2053 | **3571988** |
| **Building & Construction 0.2%** | **Building & Construction 0.2%** | **Building & Construction 0.2%** |
|  | KB Home |  |
| 1315000 | &nbsp;&nbsp;&nbsp; 7.25%, due 7/15/2030 | &nbsp;&nbsp; 1312942 |
| 560000 | &nbsp;&nbsp;&nbsp; 4.00%, due 6/15/2031 | &nbsp;&nbsp; 466950 |
| 469000 | Maison Finco PLC, 6.00%, due 10/31/2027 | &nbsp;&nbsp; 437365<sup>(l)</sup> |
| $2675000 | Shea Homes LP/Shea Homes Funding Corp., 4.75%, due 2/15/2028 | &nbsp;&nbsp; 2383799 |
|  |  | **4601056** |
| **Building Materials 0.6%** | **Building Materials 0.6%** | **Building Materials 0.6%** |
|  | Builders FirstSource, Inc. |  |
| 680000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/1/2032 | &nbsp;&nbsp; 584968<sup>(e)</sup> |
| 677000 | &nbsp;&nbsp;&nbsp; 6.38%, due 6/15/2032 | &nbsp;&nbsp; 662804<sup>(e)</sup> |
| 1415000 | Camelot Return Merger Sub, Inc., 8.75%, due 8/1/2028 | &nbsp;&nbsp; 1330454<sup>(e)</sup> |
| 1785000 | Cornerstone Building Brands, Inc., 6.13%, due 1/15/2029 | &nbsp;&nbsp; 1337179<sup>(e)</sup> |
|  | Jeld-Wen, Inc. |  |
| 65000 | &nbsp;&nbsp;&nbsp; 6.25%, due 5/15/2025 | &nbsp;&nbsp; 62273<sup>(e)</sup> |
| 4855000 | &nbsp;&nbsp;&nbsp; 4.88%, due 12/15/2027 | &nbsp;&nbsp; 3966972<sup>(e)</sup> |
|  | Masonite Int'l Corp. |  |
| 1100000 | &nbsp;&nbsp;&nbsp; 5.38%, due 2/1/2028 | &nbsp;&nbsp; 1029622<sup>(e)</sup> |
| 3060000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/15/2030 | &nbsp;&nbsp; 2525808<sup>(e)</sup> |
|  | Standard Industries, Inc. |  |
| 610000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/15/2028 | &nbsp;&nbsp; 571662<sup>(e)</sup> |
| 3445000 | &nbsp;&nbsp;&nbsp; 4.38%, due 7/15/2030 | &nbsp;&nbsp; 2945030<sup>(e)</sup> |
| 730000 | &nbsp;&nbsp;&nbsp; 3.38%, due 1/15/2031 | &nbsp;&nbsp; 579779<sup>(e)</sup> |
|  |  | **15596551** |
| **Cable & Satellite Television 1.1%** | **Cable & Satellite Television 1.1%** | **Cable & Satellite Television 1.1%** |
|  | CCO Holdings LLC/CCO Holdings Capital Corp. |  |
| 1730000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2028 | &nbsp;&nbsp; 1615388<sup>(e)</sup> |
| 1645000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/1/2030 | &nbsp;&nbsp; 1437385<sup>(e)</sup> |
| 3800000 | &nbsp;&nbsp;&nbsp; 4.50%, due 8/15/2030 | &nbsp;&nbsp; 3246948<sup>(e)</sup> |
| 1890000 | &nbsp;&nbsp;&nbsp; 4.25%, due 2/1/2031 | &nbsp;&nbsp; 1574465<sup>(e)</sup> |
| 4305000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/1/2032 | &nbsp;&nbsp; 3659250<sup>(e)</sup> |
| 680000 | &nbsp;&nbsp;&nbsp; 4.50%, due 5/1/2032 | &nbsp;&nbsp; 562700 |
| 700000 | &nbsp;&nbsp;&nbsp; 4.50%, due 6/1/2033 | &nbsp;&nbsp; 568750<sup>(e)</sup> |
| 1315000 | &nbsp;&nbsp;&nbsp; 4.25%, due 1/15/2034 | &nbsp;&nbsp; 1025108<sup>(e)</sup> |
|  | CSC Holdings LLC |  |
| 2475000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/1/2028 | &nbsp;&nbsp; 1809868<sup>(e)</sup> |
| 1160000 | &nbsp;&nbsp;&nbsp; 6.50%, due 2/1/2029 | &nbsp;&nbsp; 1003609<sup>(e)</sup> |
| 9095000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2030 | &nbsp;&nbsp; 5729850<sup>(e)</sup> |
| 1835000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/1/2030 | &nbsp;&nbsp; 1085040<sup>(e)</sup> |
| 2275000 | DISH DBS Corp., 5.13%, due 6/1/2029 | &nbsp;&nbsp; 1446650 |
|  | Radiate Holdco LLC/Radiate Finance, Inc. |  |
| 2155000 | &nbsp;&nbsp;&nbsp; 4.50%, due 9/15/2026 | &nbsp;&nbsp; 1650234<sup>(e)</sup> |
| 1010000 | &nbsp;&nbsp;&nbsp; 6.50%, due 9/15/2028 | &nbsp;&nbsp; 526200<sup>(e)</sup> |

---

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** |
| **Cable & Satellite Television – cont'd** | **Cable & Satellite Television – cont'd** | **Cable & Satellite Television – cont'd** |
|  | United Group BV |  |
| 1280000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2027 | $1108672<sup>(l)</sup> |
| 690000 | &nbsp;&nbsp;&nbsp; 3.63%, due 2/15/2028 | &nbsp;&nbsp; 591937<sup>(l)</sup> |
|  |  | **28642054** |
| **Chemicals 1.3%** | **Chemicals 1.3%** | **Chemicals 1.3%** |
| 200000 | Ashland Services BV, 2.00%, due 1/30/2028 | &nbsp;&nbsp; 190486<sup>(l)</sup> |
| $1345000 | Avient Corp., 7.13%, due 8/1/2030 | &nbsp;&nbsp; 1355018<sup>(e)</sup> |
| 570000 | Axalta Coating Systems LLC, 3.38%, due 2/15/2029 | &nbsp;&nbsp; 490200<sup>(e)</sup> |
| 96000 | Braskem Finance Ltd., 6.45%, due 2/3/2024 | &nbsp;&nbsp; 96711 |
| 2605000 | H.B. Fuller Co., 4.25%, due 10/15/2028 | &nbsp;&nbsp; 2305425 |
|  | INEOS Finance PLC |  |
| 1595000 | &nbsp;&nbsp;&nbsp; 3.38%, due 3/31/2026 | &nbsp;&nbsp; 1578681<sup>(l)</sup> |
| 280000 | &nbsp;&nbsp;&nbsp; 2.88%, due 5/1/2026 | &nbsp;&nbsp; 273560<sup>(l)</sup> |
| 2705000 | INEOS Quattro Finance 1 PLC, 3.75%, due 7/15/2026 | &nbsp;&nbsp; 2612013<sup>(l)</sup> |
| $5175000 | INEOS Quattro Finance 2 PLC, 3.38%, due 1/15/2026 | &nbsp;&nbsp; 4749822<sup>(e)</sup> |
| 815000 | Kronos Int'l, Inc., 3.75%, due 9/15/2025 | &nbsp;&nbsp; 796514<sup>(l)</sup> |
| $200000 | MEGlobal Canada ULC, 5.00%, due 5/18/2025 | &nbsp;&nbsp; 198184<sup>(e)</sup> |
|  | NOVA Chemicals Corp. |  |
| 3030000 | &nbsp;&nbsp;&nbsp; 4.88%, due 6/1/2024 | &nbsp;&nbsp; 2984550<sup>(e)</sup> |
| 4319000 | &nbsp;&nbsp;&nbsp; 5.25%, due 6/1/2027 | &nbsp;&nbsp; 4017016<sup>(e)</sup> |
|  | Olympus Water U.S. Holding Corp. |  |
| 2200000 | &nbsp;&nbsp;&nbsp; 4.25%, due 10/1/2028 | &nbsp;&nbsp; 1845387<sup>(e)</sup> |
| 900000 | &nbsp;&nbsp;&nbsp; 6.25%, due 10/1/2029 | &nbsp;&nbsp; 746973<sup>(e)</sup> |
| 200000 | Orbia Advance Corp. SAB de CV, 1.88%, due 5/11/2026 | &nbsp;&nbsp; 177061<sup>(l)</sup> |
| 200000 | Sasol Financing USA LLC, 5.88%, due 3/27/2024 | &nbsp;&nbsp; 197940 |
| 745000 | SGL Carbon SE, 4.63%, due 9/30/2024 | &nbsp;&nbsp; 806187<sup>(l)</sup> |
| $4680000 | Tronox, Inc., 4.63%, due 3/15/2029 | &nbsp;&nbsp; 4001400<sup>(e)</sup> |
| 200000 | Unigel Luxembourg SA, 8.75%, due 10/1/2026 | &nbsp;&nbsp; 202052<sup>(e)</sup> |
| 5470000 | WR Grace Holdings LLC, 5.63%, due 8/15/2029 | &nbsp;&nbsp; 4559245<sup>(e)</sup> |
|  |  | **34184425** |
| **Commercial Services 0.1%** | **Commercial Services 0.1%** | **Commercial Services 0.1%** |
| 100000 | Autostrade per l'Italia SpA, 2.00%, due 12/4/2028 | &nbsp;&nbsp; 93801<sup>(l)</sup> |
| $200000 | Bidvest Group UK PLC, 3.63%, due 9/23/2026 | &nbsp;&nbsp; 183160<sup>(e)</sup> |
| 247000 | CMHI Finance BVI Co. Ltd., 4.00%, due 6/1/2027 | &nbsp;&nbsp; 242092<sup>(l)</sup> |
| 200000 | DP World Crescent Ltd., 3.91%, due 5/31/2023 | &nbsp;&nbsp; 198850<sup>(l)</sup> |
| 2055000 | Georgetown University, Ser. 20A, 2.94%, due 4/1/2050 | &nbsp;&nbsp; 1433673 |
| 200000 | Korea Expressway Corp., 1.13%, due 5/17/2026 | &nbsp;&nbsp; 176402<sup>(e)</sup> |
|  |  | **2327978** |
| **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** |
| 5425000 | Apple, Inc., 2.55%, due 8/20/2060 | **3561204** |
| **Consumer - Commercial Lease Financing 1.1%** | **Consumer - Commercial Lease Financing 1.1%** | **Consumer - Commercial Lease Financing 1.1%** |
| 1722000 | AerCap Global Aviation Trust, 6.50%, due 6/15/2045 | &nbsp;&nbsp; 1683823<sup>(e)(o)</sup> |
| 615000 | Ally Financial, Inc., 5.75%, due 11/20/2025 | &nbsp;&nbsp; 611220 |
| 9066000 | Global Aircraft Leasing Co. Ltd., 6.50% Cash/7.25% PIK, due 9/15/2024 | &nbsp;&nbsp; 8273485<sup>(e)(q)</sup> |
| 1476000 | LeasePlan Corp. NV, 7.38%, due 5/29/2024 | &nbsp;&nbsp; 1607330<sup>(l)(o)(p)</sup> |
|  | OneMain Finance Corp. |  |
| $2680000 | &nbsp;&nbsp;&nbsp; 3.50%, due 1/15/2027 | &nbsp;&nbsp; 2330839 |
| 3880000 | &nbsp;&nbsp;&nbsp; 3.88%, due 9/15/2028 | &nbsp;&nbsp; 3259200<sup>(i)</sup> |
| 1310000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/15/2030 | &nbsp;&nbsp; 1044646 |

---

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** |
| **Consumer - Commercial Lease Financing – cont'd** | **Consumer - Commercial Lease Financing – cont'd** | **Consumer - Commercial Lease Financing – cont'd** |
|  | Springleaf Finance Corp. |  |
| $4205000 | &nbsp;&nbsp;&nbsp; 6.88%, due 3/15/2025 | $4191796 |
| 5035000 | &nbsp;&nbsp;&nbsp; 7.13%, due 3/15/2026 | &nbsp;&nbsp; 5002046 |
|  |  | **28004385** |
| **Cosmetics - Personal Care 0.0%**<sup>(m)</sup> | **Cosmetics - Personal Care 0.0%**<sup>(m)</sup> | **Cosmetics - Personal Care 0.0%**<sup>(m)</sup> |
| 900000 | Natura Cosmeticos SA, 4.13%, due 5/3/2028 | **742643**<sup>(e)</sup> |
| **Discount Stores 0.0%**<sup>(m)</sup> | **Discount Stores 0.0%**<sup>(m)</sup> | **Discount Stores 0.0%**<sup>(m)</sup> |
| 468000 | B&M European Value Retail SA, 3.63%, due 7/15/2025 | **548797**<sup>(l)</sup> |
| **Diversified Financial Services 1.0%** | **Diversified Financial Services 1.0%** | **Diversified Financial Services 1.0%** |
| $6700000 | &nbsp;&nbsp; AerCap Ireland Capital Designated Activity Co./AerCap Global Aviation Trust, 3.30%, <br> due 1/30/2032<br>| &nbsp;&nbsp; 5625381 |
|  | Ally Financial, Inc. |  |
| 2065000 | &nbsp;&nbsp;&nbsp; Ser. B, 4.70%, due 5/15/2026 | &nbsp;&nbsp; 1698463<sup>(o)(p)</sup> |
| 2060000 | &nbsp;&nbsp;&nbsp; Ser. C, 4.70%, due 5/15/2028 | &nbsp;&nbsp; 1581050<sup>(o)(p)</sup> |
|  | American Express Co. |  |
| 765000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.93%), 5.18%, due 3/4/2025 | &nbsp;&nbsp; 767378<sup>(f)</sup> |
| 3330000 | &nbsp;&nbsp;&nbsp; Ser. D, 3.55%, due 9/15/2026 | &nbsp;&nbsp; 2946383<sup>(o)(p)</sup> |
|  | Banco BTG Pactual SA |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/10/2025 | &nbsp;&nbsp; 192600<sup>(e)</sup> |
| 256000 | &nbsp;&nbsp;&nbsp; 2.75%, due 1/11/2026 | &nbsp;&nbsp; 233216<sup>(e)</sup> |
| 495000 | Blackstone Holdings Finance Co. LLC, 4.75%, due 2/15/2023 | &nbsp;&nbsp; 494883<sup>(e)</sup> |
|  | Capital One Financial Corp. |  |
| 250000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.69%), 4.96%, due 12/6/2024 | &nbsp;&nbsp; 247509<sup>(f)</sup> |
| 4790000 | &nbsp;&nbsp;&nbsp; Ser. M, 3.95%, due 9/1/2026 | &nbsp;&nbsp; 4157426<sup>(o)(p)</sup> |
| 5557000 | Charles Schwab Corp., Ser. H, 4.00%, due 12/1/2030 | &nbsp;&nbsp; 4780409<sup>(o)(p)</sup> |
| 4476000 | Discover Financial Services, Ser. C, 5.50%, due 10/30/2027 | &nbsp;&nbsp; 3938880<sup>(o)(p)</sup> |
| 150000 | Fondo MIVIVIENDA S.A., 4.63%, due 4/12/2027 | &nbsp;&nbsp; 145633<sup>(e)</sup> |
| 200000 | SURA Asset Management SA, 4.88%, due 4/17/2024 | &nbsp;&nbsp; 198364<sup>(l)</sup> |
|  |  | **27007575** |
| **Electric 1.3%** | **Electric 1.3%** | **Electric 1.3%** |
| 200000 | Adani Green Energy Ltd., 4.38%, due 9/8/2024 | &nbsp;&nbsp; 158055<sup>(e)</sup> |
| 100000 | AusNet Services Holdings Pty. Ltd., 1.63%, due 3/11/2081 | &nbsp;&nbsp; 92272<sup>(l)(o)</sup> |
| $234000 | China Huadian Overseas Development 2018 Ltd., 3.38%, due 6/23/2025 | &nbsp;&nbsp; 223587<sup>(l)(o)(p)</sup> |
| 6300000 | CMS Energy Corp., 3.75%, due 12/1/2050 | &nbsp;&nbsp; 5141619<sup>(o)</sup> |
| 600000 | Comision Federal de Electricidad, 4.75%, due 2/23/2027 | &nbsp;&nbsp; 577920<sup>(l)</sup> |
|  | Dominion Energy, Inc. |  |
| 595000 | &nbsp;&nbsp;&nbsp; Ser. D, (3M USD LIBOR + 0.53%), 5.30%, due 9/15/2023 | &nbsp;&nbsp; 595731<sup>(f)</sup> |
| 1350000 | &nbsp;&nbsp;&nbsp; Ser. C, 4.35%, due 1/15/2027 | &nbsp;&nbsp; 1208250<sup>(o)(p)</sup> |
| 525000 | Duke Energy Corp., (SOFR + 0.25%), 4.54%, due 6/10/2023 | &nbsp;&nbsp; 524445<sup>(f)</sup> |
| 8220000 | Edison Int'l, Ser. B, 5.00%, due 12/15/2026 | &nbsp;&nbsp; 7308320<sup>(o)(p)</sup> |
| 200000 | EnBW Energie Baden-Wuerttemberg AG, 1.38%, due 8/31/2081 | &nbsp;&nbsp; 170986<sup>(l)(o)</sup> |
| $760000 | Florida Power & Light Co., (SOFR + 0.25%), 4.37%, due 5/10/2023 | &nbsp;&nbsp; 759225<sup>(f)</sup> |
| 126380 | Genneia SA, 8.75%, due 9/2/2027 | &nbsp;&nbsp; 121892<sup>(e)</sup> |
| 280000 | Mississippi Power Co., Ser. A, (SOFR + 0.30%), 4.62%, due 6/28/2024 | &nbsp;&nbsp; 276398<sup>(f)</sup> |
|  | National Rural Utilities Cooperative Finance Corp. |  |
| 425000 | &nbsp;&nbsp;&nbsp; Ser. D, (SOFR + 0.40%), 4.49%, due 8/7/2023 | &nbsp;&nbsp; 424813<sup>(f)</sup> |
| 975000 | &nbsp;&nbsp;&nbsp; Ser. D, (SOFR + 0.33%), 4.65%, due 10/18/2024 | &nbsp;&nbsp; 963515<sup>(f)</sup> |
| 710000 | NextEra Energy Capital Holdings, Inc., (SOFR + 0.40%), 4.47%, due 11/3/2023 | &nbsp;&nbsp; 709006<sup>(f)</sup> |
| 8460000 | Pacific Gas and Electric Co., 4.30%, due 3/15/2045 | &nbsp;&nbsp; 6446430 |

---

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** |
| **Electric – cont'd** | **Electric – cont'd** | **Electric – cont'd** |
| $1009000 | PPL Electric Utilities Corp., (SOFR + 0.33%), 4.65%, due 6/24/2024 | $997299<sup>(f)</sup> |
|  | Southern Co. |  |
| 7615000 | &nbsp;&nbsp;&nbsp; Ser. B, 4.00%, due 1/15/2051 | &nbsp;&nbsp; 7244378<sup>(o)</sup> |
| 320000 | &nbsp;&nbsp;&nbsp; 1.88%, due 9/15/2081 | &nbsp;&nbsp; 282033<sup>(o)</sup> |
|  |  | **34226174** |
| **Electric - Generation 1.6%** | **Electric - Generation 1.6%** | **Electric - Generation 1.6%** |
|  | Calpine Corp. |  |
| $5785000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/15/2028 | &nbsp;&nbsp; 5338168<sup>(e)</sup> |
| 455000 | &nbsp;&nbsp;&nbsp; 5.13%, due 3/15/2028 | &nbsp;&nbsp; 411962<sup>(e)</sup> |
| 4570000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/1/2029 | &nbsp;&nbsp; 3971723<sup>(e)</sup> |
| 5511000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2031 | &nbsp;&nbsp; 4722425<sup>(e)</sup> |
| 685000 | &nbsp;&nbsp;&nbsp; 3.75%, due 3/1/2031 | &nbsp;&nbsp; 571056<sup>(e)</sup> |
| 1465000 | Leeward Renewable Energy Operations LLC, 4.25%, due 7/1/2029 | &nbsp;&nbsp; 1287300<sup>(e)</sup> |
|  | NRG Energy, Inc. |  |
| 2550000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2028 | &nbsp;&nbsp; 2443652 |
| 1230000 | &nbsp;&nbsp;&nbsp; 3.38%, due 2/15/2029 | &nbsp;&nbsp; 1016880<sup>(e)</sup> |
| 605000 | &nbsp;&nbsp;&nbsp; 5.25%, due 6/15/2029 | &nbsp;&nbsp; 546013<sup>(e)</sup> |
| 7930000 | &nbsp;&nbsp;&nbsp; 3.63%, due 2/15/2031 | &nbsp;&nbsp; 6281353<sup>(e)</sup> |
| 695000 | &nbsp;&nbsp;&nbsp; 3.88%, due 2/15/2032 | &nbsp;&nbsp; 540990<sup>(e)</sup> |
| 4125000 | Sunnova Energy Corp., 5.88%, due 9/1/2026 | &nbsp;&nbsp; 3712500<sup>(e)</sup> |
| 2910000 | Vistra Corp., 7.00%, due 12/15/2026 | &nbsp;&nbsp; 2720850<sup>(e)(o)(p)</sup> |
|  | Vistra Operations Co. LLC |  |
| 650000 | &nbsp;&nbsp;&nbsp; 5.50%, due 9/1/2026 | &nbsp;&nbsp; 633063<sup>(e)</sup> |
| 4940000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/31/2027 | &nbsp;&nbsp; 4648935<sup>(e)</sup> |
| 3520000 | &nbsp;&nbsp;&nbsp; 4.38%, due 5/1/2029 | &nbsp;&nbsp; 3095288<sup>(e)</sup> |
|  |  | **41942158** |
| **Electric - Integrated 0.1%** | **Electric - Integrated 0.1%** | **Electric - Integrated 0.1%** |
|  | Electricite de France SA |  |
| 1100000 | &nbsp;&nbsp;&nbsp; 4.00%, due 7/4/2024 | &nbsp;&nbsp; 1148533<sup>(l)(o)(p)</sup> |
| 1400000 | &nbsp;&nbsp;&nbsp; 2.63%, due 12/1/2027 | &nbsp;&nbsp; 1246983<sup>(l)(o)(p)</sup> |
|  |  | **2395516** |
| **Electric-Distr/Trans 0.0%**<sup>(m)</sup> | **Electric-Distr/Trans 0.0%**<sup>(m)</sup> | **Electric-Distr/Trans 0.0%**<sup>(m)</sup> |
| 695000 | Centrica PLC, 5.25%, due 4/10/2075 | **807648**<sup>(l)(o)</sup> |
| **Electronics 0.1%** | **Electronics 0.1%** | **Electronics 0.1%** |
| 1795000 | Panther BF Aggregator 2 L.P./Panther Finance Co., Inc., 4.38%, due 5/15/2026 | &nbsp;&nbsp; 1858035<sup>(l)</sup> |
|  | Sensata Technologies BV |  |
| $535000 | &nbsp;&nbsp;&nbsp; 4.00%, due 4/15/2029 | &nbsp;&nbsp; 480163<sup>(e)</sup> |
| 1535000 | &nbsp;&nbsp;&nbsp; 5.88%, due 9/1/2030 | &nbsp;&nbsp; 1506219<sup>(e)</sup> |
|  |  | **3844417** |
| **Energy - Alternate Sources 0.0%**<sup>(m)</sup> | **Energy - Alternate Sources 0.0%**<sup>(m)</sup> | **Energy - Alternate Sources 0.0%**<sup>(m)</sup> |
| 610000 | FS Luxembourg S.a.r.l., 10.00%, due 12/15/2025 | &nbsp;&nbsp; 616073<sup>(e)</sup> |
| 200000 | Greenko Wind Projects Mauritius, Ltd., 5.50%, due 4/6/2025 | &nbsp;&nbsp; 188548<sup>(e)</sup> |
|  |  | **804621** |
| **Energy - Exploration & Production 1.3%** | **Energy - Exploration & Production 1.3%** | **Energy - Exploration & Production 1.3%** |
|  | Ascent Resources Utica Holdings LLC/ARU Finance Corp. |  |
| 1150000 | &nbsp;&nbsp;&nbsp; 7.00%, due 11/1/2026 | &nbsp;&nbsp; 1096091<sup>(e)</sup> |
| 3625000 | &nbsp;&nbsp;&nbsp; 8.25%, due 12/31/2028 | &nbsp;&nbsp; 3549715<sup>(e)</sup> |
| 2860000 | &nbsp;&nbsp;&nbsp; 5.88%, due 6/30/2029 | &nbsp;&nbsp; 2517515<sup>(e)</sup> |

---

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** |
| **Energy - Exploration & Production – cont'd** | **Energy - Exploration & Production – cont'd** | **Energy - Exploration & Production – cont'd** | **Energy - Exploration & Production – cont'd** |
|  |  | Callon Petroleum Co. |  |
| $| 1320000 | &nbsp;&nbsp;&nbsp; 8.00%, due 8/1/2028 | $1319287<sup>(e)</sup> |
|  | 1395000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/15/2030 | &nbsp;&nbsp; 1349662<sup>(e)</sup> |
|  |  | Comstock Resources, Inc. |  |
|  | 4903000 | &nbsp;&nbsp;&nbsp; 6.75%, due 3/1/2029 | &nbsp;&nbsp; 4523017<sup>(e)</sup> |
|  | 625000 | &nbsp;&nbsp;&nbsp; 5.88%, due 1/15/2030 | &nbsp;&nbsp; 535938<sup>(e)</sup> |
|  |  | Hilcorp Energy I L.P./Hilcorp Finance Co. |  |
|  | 510000 | &nbsp;&nbsp;&nbsp; 6.25%, due 11/1/2028 | &nbsp;&nbsp; 489860<sup>(e)</sup> |
|  | 851000 | &nbsp;&nbsp;&nbsp; 5.75%, due 2/1/2029 | &nbsp;&nbsp; 791430<sup>(e)</sup> |
|  | 938000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/1/2031 | &nbsp;&nbsp; 867369<sup>(e)</sup> |
|  | 2735000 | Northern Oil and Gas, Inc., 8.13%, due 3/1/2028 | &nbsp;&nbsp; 2724279<sup>(e)</sup> |
|  |  | Occidental Petroleum Corp. |  |
|  | 2180000 | &nbsp;&nbsp;&nbsp; 5.88%, due 9/1/2025 | &nbsp;&nbsp; 2206585 |
|  | 1545000 | &nbsp;&nbsp;&nbsp; 5.50%, due 12/1/2025 | &nbsp;&nbsp; 1555413 |
|  | 620000 | &nbsp;&nbsp;&nbsp; 5.55%, due 3/15/2026 | &nbsp;&nbsp; 626231 |
|  | 1245000 | &nbsp;&nbsp;&nbsp; 8.88%, due 7/15/2030 | &nbsp;&nbsp; 1465987 |
|  | 785000 | &nbsp;&nbsp;&nbsp; 6.13%, due 1/1/2031 | &nbsp;&nbsp; 819297 |
|  | 1595000 | &nbsp;&nbsp;&nbsp; 6.60%, due 3/15/2046 | &nbsp;&nbsp; 1698468 |
|  | 1310000 | PDC Energy, Inc., 5.75%, due 5/15/2026 | &nbsp;&nbsp; 1266940 |
|  | 685000 | Rockcliff Energy II LLC, 5.50%, due 10/15/2029 | &nbsp;&nbsp; 651600<sup>(e)</sup> |
|  |  | Southwestern Energy Co. |  |
|  | 1165000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/15/2030 | &nbsp;&nbsp; 1084906 |
|  | 3630000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/1/2032 | &nbsp;&nbsp; 3199918 |
|  |  |  | **34339508** |
| **Engineering & Construction 0.0%**<sup>(m)</sup> | **Engineering & Construction 0.0%**<sup>(m)</sup> | **Engineering & Construction 0.0%**<sup>(m)</sup> | **Engineering & Construction 0.0%**<sup>(m)</sup> |
|  | 200000 | IHS Holding Ltd., 5.63%, due 11/29/2026 | **168900**<sup>(e)</sup> |
| **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** | **Entertainment 0.4%** |
|  | 710000 | Cedar Fair L.P., 5.25%, due 7/15/2029 | &nbsp;&nbsp; 650822 |
|  | 1385000 | Live Nation Entertainment, Inc., 4.88%, due 11/1/2024 | &nbsp;&nbsp; 1345047<sup>(e)</sup> |
|  | 1160000 | Six Flags Entertainment Corp., 4.88%, due 7/31/2024 | &nbsp;&nbsp; 1135350<sup>(e)</sup> |
|  |  | Warnermedia Holdings, Inc. |  |
|  | 355000 | &nbsp;&nbsp;&nbsp; (SOFR + 1.78%), 6.09%, due 3/15/2024 | &nbsp;&nbsp; 356071<sup>(e)(f)</sup> |
|  | 7935000 | &nbsp;&nbsp;&nbsp; 5.14%, due 3/15/2052 | &nbsp;&nbsp; 6590498<sup>(e)</sup> |
|  |  |  | **10077788** |
| **Food 0.3%** | **Food 0.3%** | **Food 0.3%** | **Food 0.3%** |
|  | 200000 | Cencosud SA, 4.38%, due 7/17/2027 | &nbsp;&nbsp; 192980<sup>(l)</sup> |
|  | 276000 | JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.13%, due 2/1/2028 | &nbsp;&nbsp; 269990<sup>(e)</sup> |
|  | 204000 | JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 2.50%, due 1/15/2027 | &nbsp;&nbsp; 181739<sup>(e)</sup> |
|  | 410000 | Kraft Heinz Foods Co., 3.88%, due 5/15/2027 | &nbsp;&nbsp; 399424 |
|  |  | Sysco Corp. |  |
|  | 4228000 | &nbsp;&nbsp;&nbsp; 6.60%, due 4/1/2050 | &nbsp;&nbsp; 4901879<sup>(n)</sup> |
|  | 3415000 | &nbsp;&nbsp;&nbsp; 3.15%, due 12/14/2051 | &nbsp;&nbsp; 2456828 |
|  |  |  | **8402840** |
| **Food - Wholesale 0.3%** | **Food - Wholesale 0.3%** | **Food - Wholesale 0.3%** | **Food - Wholesale 0.3%** |
|  | 1880000 | Performance Food Group, Inc., 5.50%, due 10/15/2027 | &nbsp;&nbsp; 1809491<sup>(e)</sup> |
|  |  | Pilgrim's Pride Corp. |  |
|  | 2280000 | &nbsp;&nbsp;&nbsp; 4.25%, due 4/15/2031 | &nbsp;&nbsp; 1977900<sup>(e)</sup> |
|  | 5980000 | &nbsp;&nbsp;&nbsp; 3.50%, due 3/1/2032 | &nbsp;&nbsp; 4873102<sup>(e)</sup> |
|  |  |  | **8660493** |

---

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 & Drug Retailers 0.1%** | **Food & Drug Retailers 0.1%** | **Food & Drug Retailers 0.1%** |
|  | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC |  |
| $290000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/15/2028 | $283475<sup>(e)</sup> |
| 795000 | &nbsp;&nbsp;&nbsp; 3.50%, due 3/15/2029 | &nbsp;&nbsp; 685687<sup>(e)</sup> |
| 740000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/15/2030 | &nbsp;&nbsp; 680679<sup>(e)</sup> |
| 445000 | Bellis Finco PLC, 4.00%, due 2/16/2027 | &nbsp;&nbsp; 396740<sup>(l)</sup> |
|  | eG Global Finance PLC |  |
| 412000 | &nbsp;&nbsp;&nbsp; 3.63%, due 2/7/2024 | &nbsp;&nbsp; 427464<sup>(l)</sup> |
| 1000000 | &nbsp;&nbsp;&nbsp; 4.38%, due 2/7/2025 | &nbsp;&nbsp; 966546<sup>(l)</sup> |
|  |  | **3440591** |
| **Forestry & Paper 0.1%** | **Forestry & Paper 0.1%** | **Forestry & Paper 0.1%** |
| 1505000 | Ahlstrom-Munksjo Holding 3 Oy, 3.63%, due 2/4/2028 | &nbsp;&nbsp; 1425266<sup>(l)</sup> |
| 600000 | Sappi Papier Holding GmbH, 3.63%, due 3/15/2028 | &nbsp;&nbsp; 577191<sup>(l)</sup> |
| 617000 | WEPA Hygieneprodukte GmbH, 2.88%, due 12/15/2027 | &nbsp;&nbsp; 560591<sup>(l)</sup> |
|  |  | **2563048** |
| **Gaming 1.0%** | **Gaming 1.0%** | **Gaming 1.0%** |
| 985000 | Allwyn International AS, 3.88%, due 2/15/2027 | &nbsp;&nbsp; 999065<sup>(l)</sup> |
|  | Caesars Entertainment, Inc. |  |
| $1775000 | &nbsp;&nbsp;&nbsp; 6.25%, due 7/1/2025 | &nbsp;&nbsp; 1768163<sup>(e)</sup> |
| 3067000 | &nbsp;&nbsp;&nbsp; 8.13%, due 7/1/2027 | &nbsp;&nbsp; 3113005<sup>(e)</sup> |
| 2725000 | &nbsp;&nbsp;&nbsp; 4.63%, due 10/15/2029 | &nbsp;&nbsp; 2329875<sup>(e)</sup> |
| 1220000 | Churchill Downs, Inc., 5.50%, due 4/1/2027 | &nbsp;&nbsp; 1183212<sup>(e)</sup> |
| 902000 | Cirsa Finance Int'l S.a.r.l., 4.75%, due 5/22/2025 | &nbsp;&nbsp; 931089<sup>(l)</sup> |
| 416000 | LHMC Finco 2 S.a.r.l., 7.25% Cash/8.00% PIK, due 10/2/2025 | &nbsp;&nbsp; 415993<sup>(l)(q)</sup> |
| 855000 | Playtech PLC, 4.25%, due 3/7/2026 | &nbsp;&nbsp; 892333<sup>(l)</sup> |
|  | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. |  |
| $9466000 | &nbsp;&nbsp;&nbsp; 5.50%, due 3/1/2025 | &nbsp;&nbsp; 9198703<sup>(e)</sup> |
| 4900000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2027 | &nbsp;&nbsp; 4628932<sup>(e)</sup> |
|  |  | **25460370** |
| **Gas 0.1%** | **Gas 0.1%** | **Gas 0.1%** |
| 420000 | Atmos Energy Corp., (3M USD LIBOR + 0.38%), 5.10%, due 3/9/2023 | &nbsp;&nbsp; 419977<sup>(f)</sup> |
| 200000 | Beijing Gas Singapore Capital Corp., 1.88%, due 1/18/2025 | &nbsp;&nbsp; 187876<sup>(l)</sup> |
| 603000 | CenterPoint Energy Resources Corp., (3M USD LIBOR + 0.50%), 5.28%, due 3/2/2023 | &nbsp;&nbsp; 603162<sup>(f)</sup> |
| 265000 | Southern California Gas Co., (3M USD LIBOR + 0.35%), 5.10%, due 9/14/2023 | &nbsp;&nbsp; 264445<sup>(f)</sup> |
|  |  | **1475460** |
| **Gas Distribution 2.3%** | **Gas Distribution 2.3%** | **Gas Distribution 2.3%** |
|  | Buckeye Partners L.P. |  |
| 1720000 | &nbsp;&nbsp;&nbsp; 4.13%, due 3/1/2025 | &nbsp;&nbsp; 1634000<sup>(e)</sup> |
| 500000 | &nbsp;&nbsp;&nbsp; 5.85%, due 11/15/2043 | &nbsp;&nbsp; 382500 |
| 2570000 | &nbsp;&nbsp;&nbsp; 5.60%, due 10/15/2044 | &nbsp;&nbsp; 1959856 |
| 1630000 | DCP Midstream LLC, 5.85%, due 5/21/2043 | &nbsp;&nbsp; 1609625<sup>(e)(o)</sup> |
| 3535000 | DT Midstream, Inc., 4.13%, due 6/15/2029 | &nbsp;&nbsp; 3101963<sup>(e)</sup> |
|  | EQM Midstream Partners L.P. |  |
| 465000 | &nbsp;&nbsp;&nbsp; 6.00%, due 7/1/2025 | &nbsp;&nbsp; 457797<sup>(e)</sup> |
| 535000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2027 | &nbsp;&nbsp; 534988<sup>(e)</sup> |
| 720000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/1/2027 | &nbsp;&nbsp; 707047<sup>(e)</sup> |
| 805000 | &nbsp;&nbsp;&nbsp; 4.50%, due 1/15/2029 | &nbsp;&nbsp; 706033<sup>(e)</sup> |
| 595000 | &nbsp;&nbsp;&nbsp; 7.50%, due 6/1/2030 | &nbsp;&nbsp; 594256<sup>(e)</sup> |
| 1030000 | &nbsp;&nbsp;&nbsp; 4.75%, due 1/15/2031 | &nbsp;&nbsp; 871197<sup>(e)</sup> |
| 4940000 | EQT Midstream Partners L.P., 5.50%, due 7/15/2028 | &nbsp;&nbsp; 4557150 |

---

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** |
| **Gas Distribution – cont'd** | **Gas Distribution – cont'd** | **Gas Distribution – cont'd** | **Gas Distribution – cont'd** |
|  |  | Genesis Energy L.P./Genesis Energy Finance Corp. |  |
| $| 705000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2025 | $692663 |
|  | 3145000 | &nbsp;&nbsp;&nbsp; 6.25%, due 5/15/2026 | &nbsp;&nbsp; 3005428 |
|  | 1335000 | &nbsp;&nbsp;&nbsp; 8.00%, due 1/15/2027 | &nbsp;&nbsp; 1317912 |
|  | 1660000 | &nbsp;&nbsp;&nbsp; 7.75%, due 2/1/2028 | &nbsp;&nbsp; 1604191 |
|  | 4230000 | Harvest Midstream I L.P., 7.50%, due 9/1/2028 | &nbsp;&nbsp; 4161263<sup>(e)</sup> |
|  | 2215000 | ITT Holdings LLC, 6.50%, due 8/1/2029 | &nbsp;&nbsp; 1924281<sup>(e)</sup> |
|  | 1200000 | Kinetik Holdings L.P., 5.88%, due 6/15/2030 | &nbsp;&nbsp; 1140000<sup>(e)</sup> |
|  |  | New Fortress Energy, Inc. |  |
|  | 2630000 | &nbsp;&nbsp;&nbsp; 6.75%, due 9/15/2025 | &nbsp;&nbsp; 2515952<sup>(e)</sup> |
|  | 4515000 | &nbsp;&nbsp;&nbsp; 6.50%, due 9/30/2026 | &nbsp;&nbsp; 4154522<sup>(e)</sup> |
|  | 2240000 | NuStar Logistics L.P., 5.75%, due 10/1/2025 | &nbsp;&nbsp; 2216502 |
|  | 2275000 | Solaris Midstream Holdings LLC, 7.63%, due 4/1/2026 | &nbsp;&nbsp; 2275000<sup>(e)</sup> |
|  |  | Summit Midstream Holdings LLC/Summit Midstream Finance Corp. |  |
|  | 530000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2025 | &nbsp;&nbsp; 455800 |
|  | 4330000 | &nbsp;&nbsp;&nbsp; 8.50%, due 10/15/2026 | &nbsp;&nbsp; 4216338<sup>(e)</sup> |
|  |  | Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp. |  |
|  | 3575000 | &nbsp;&nbsp;&nbsp; 7.50%, due 10/1/2025 | &nbsp;&nbsp; 3619101<sup>(e)</sup> |
|  | 1935000 | &nbsp;&nbsp;&nbsp; 6.00%, due 3/1/2027 | &nbsp;&nbsp; 1834579<sup>(e)</sup> |
|  | 1990000 | &nbsp;&nbsp;&nbsp; 5.50%, due 1/15/2028 | &nbsp;&nbsp; 1832561<sup>(e)</sup> |
|  | 3980000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/31/2030 | &nbsp;&nbsp; 3624905<sup>(e)</sup> |
|  | 1150000 | &nbsp;&nbsp;&nbsp; 6.00%, due 9/1/2031 | &nbsp;&nbsp; 1035000<sup>(e)</sup> |
|  | 1790000 | Western Midstream Operating L.P., 4.30%, due 2/1/2030 | &nbsp;&nbsp; 1639210<sup>(n)</sup> |
|  |  |  | **60381620** |
| **Health Facilities 0.3%** | **Health Facilities 0.3%** | **Health Facilities 0.3%** | **Health Facilities 0.3%** |
|  |  | CHS/Community Health Systems, Inc. |  |
|  | 680000 | &nbsp;&nbsp;&nbsp; 5.63%, due 3/15/2027 | &nbsp;&nbsp; 601936<sup>(e)</sup> |
|  | 2509000 | &nbsp;&nbsp;&nbsp; 8.00%, due 12/15/2027 | &nbsp;&nbsp; 2364716<sup>(e)</sup> |
|  | 980000 | &nbsp;&nbsp;&nbsp; 5.25%, due 5/15/2030 | &nbsp;&nbsp; 790782<sup>(e)</sup> |
|  | 1210000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/15/2031 | &nbsp;&nbsp; 925641<sup>(e)</sup> |
|  | 4200000 | Tenet Healthcare Corp., 6.13%, due 10/1/2028 | &nbsp;&nbsp; 3927336<sup>(e)</sup> |
|  |  |  | **8610411** |
| **Health Services 0.2%** | **Health Services 0.2%** | **Health Services 0.2%** | **Health Services 0.2%** |
|  |  | DaVita, Inc. |  |
|  | 1700000 | &nbsp;&nbsp;&nbsp; 4.63%, due 6/1/2030 | &nbsp;&nbsp; 1432250<sup>(e)</sup> |
|  | 1650000 | &nbsp;&nbsp;&nbsp; 3.75%, due 2/15/2031 | &nbsp;&nbsp; 1282875<sup>(e)</sup> |
|  | 1245000 | Envision Healthcare Corp., 8.75%, due 10/15/2026 | &nbsp;&nbsp; 335435<sup>(e)</sup> |
|  | 1300000 | Team Health Holdings, Inc., 6.38%, due 2/1/2025 | &nbsp;&nbsp; 856632<sup>(i)</sup> |
|  |  |  | **3907192** |
| **Healthcare - Products 0.1%** | **Healthcare - Products 0.1%** | **Healthcare - Products 0.1%** | **Healthcare - Products 0.1%** |
|  | 590000 | Baxter Int'l, Inc., (SOFR + 0.44%), 4.65%, due 11/29/2024 | &nbsp;&nbsp; 580554<sup>(f)</sup> |
|  |  | Thermo Fisher Scientific, Inc. |  |
|  | 300000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.35%), 4.67%, due 4/18/2023 | &nbsp;&nbsp; 299988<sup>(f)</sup> |
|  | 700000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.39%), 4.71%, due 10/18/2023 | &nbsp;&nbsp; 698686<sup>(f)</sup> |
|  |  |  | **1579228** |
| **Healthcare - Services 0.4%** | **Healthcare - Services 0.4%** | **Healthcare - Services 0.4%** | **Healthcare - Services 0.4%** |
|  | 2125000 | Ascension Health, Ser. B, 3.11%, due 11/15/2039 | &nbsp;&nbsp; 1715897 |
|  | 2055000 | CommonSpirit Health, 4.19%, due 10/1/2049 | &nbsp;&nbsp; 1718982 |

---

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** |
|  | HCA, Inc. |  |
| $585000 | &nbsp;&nbsp;&nbsp; 5.63%, due 9/1/2028 | $595356 |
| 580000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/1/2029 | &nbsp;&nbsp; 596571 |
| 2125000 | Mount Sinai Hospitals Group, Inc., Ser. 2019, 3.74%, due 7/1/2049 | &nbsp;&nbsp; 1664669 |
|  | Roche Holdings, Inc. |  |
| 945000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.56%), 4.85%, due 3/10/2025 | &nbsp;&nbsp; 945095<sup>(e)(f)</sup> |
| 5035000 | &nbsp;&nbsp;&nbsp; 2.61%, due 12/13/2051 | &nbsp;&nbsp; 3544072<sup>(e)</sup> |
|  |  | **10780642** |
| **Holding Companies - Diversified 0.0%**<sup>(m)</sup> | **Holding Companies - Diversified 0.0%**<sup>(m)</sup> | **Holding Companies - Diversified 0.0%**<sup>(m)</sup> |
| 200000 | Alfa S.A., 5.25%, due 3/25/2024 | &nbsp;&nbsp; 198596<sup>(l)</sup> |
| 200000 | KOC Holding AS, 5.25%, due 3/15/2023 | &nbsp;&nbsp; 199336<sup>(l)</sup> |
|  |  | **397932** |
| **Home Builders 0.1%** | **Home Builders 0.1%** | **Home Builders 0.1%** |
| 630000 | Taylor Morrison Communities, Inc., 5.88%, due 6/15/2027 | &nbsp;&nbsp; 619258<sup>(e)</sup> |
| 755000 | Toll Brothers Finance Corp., 4.35%, due 2/15/2028 | &nbsp;&nbsp; 709940 |
|  |  | **1329198** |
| **Hotels 0.1%** | **Hotels 0.1%** | **Hotels 0.1%** |
| 2040000 | Wyndham Hotels & Resorts, Inc., 4.38%, due 8/15/2028 | **1881503**<sup>(e)</sup> |
| **Insurance 0.3%** | **Insurance 0.3%** | **Insurance 0.3%** |
| 200000 | AIA Group Ltd., 5.63%, due 10/25/2027 | &nbsp;&nbsp; 208254<sup>(e)</sup> |
| 210000 | Athene Global Funding, 0.83%, due 1/8/2027 | &nbsp;&nbsp; 197054<sup>(l)</sup> |
| $3210000 | Corebridge Financial, Inc., 4.35%, due 4/5/2042 | &nbsp;&nbsp; 2785517<sup>(e)</sup> |
|  | Liberty Mutual Group, Inc. |  |
| 200000 | &nbsp;&nbsp;&nbsp; 4.63%, due 12/2/2030 | &nbsp;&nbsp; 216017<sup>(e)</sup> |
| $2305000 | &nbsp;&nbsp;&nbsp; 4.13%, due 12/15/2051 | &nbsp;&nbsp; 1970775<sup>(e)(o)</sup> |
| 421000 | Protective Life Global Funding, (SOFR + 0.98%), 5.30%, due 3/28/2025 | &nbsp;&nbsp; 421347<sup>(e)(f)</sup> |
| 1550000 | Prudential Financial, Inc., 5.13%, due 3/1/2052 | &nbsp;&nbsp; 1445995<sup>(o)</sup> |
|  |  | **7244959** |
| **Insurance Brokerage 0.6%** | **Insurance Brokerage 0.6%** | **Insurance Brokerage 0.6%** |
| 4655000 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, due 10/15/2027 | &nbsp;&nbsp; 4353961<sup>(e)</sup> |
| 540000 | AmWINS Group, Inc., 4.88%, due 6/30/2029 | &nbsp;&nbsp; 473669<sup>(e)</sup> |
|  | AssuredPartners, Inc. |  |
| 4555000 | &nbsp;&nbsp;&nbsp; 7.00%, due 8/15/2025 | &nbsp;&nbsp; 4479159<sup>(e)</sup> |
| 1965000 | &nbsp;&nbsp;&nbsp; 5.63%, due 1/15/2029 | &nbsp;&nbsp; 1680822<sup>(e)</sup> |
| 1995000 | GTCR AP Finance, Inc., 8.00%, due 5/15/2027 | &nbsp;&nbsp; 1958910<sup>(e)</sup> |
| 1695000 | HUB Int'l Ltd., 7.00%, due 5/1/2026 | &nbsp;&nbsp; 1678101<sup>(e)</sup> |
|  |  | **14624622** |
| **Integrated Energy 0.0%**<sup>(m)</sup> | **Integrated Energy 0.0%**<sup>(m)</sup> | **Integrated Energy 0.0%**<sup>(m)</sup> |
| 520000 | Repsol Int'l Finance BV, 4.25%, due 9/11/2028 | **514433**<sup>(l)(o)(p)</sup> |
| **Internet 0.0%**<sup>(m)</sup> | **Internet 0.0%**<sup>(m)</sup> | **Internet 0.0%**<sup>(m)</sup> |
|  | Netflix, Inc. |  |
| $390000 | &nbsp;&nbsp;&nbsp; 5.88%, due 11/15/2028 | &nbsp;&nbsp; 404597 |
| 380000 | &nbsp;&nbsp;&nbsp; 6.38%, due 5/15/2029 | &nbsp;&nbsp; 407178 |
| 220000 | United Group BV, 3.13%, due 2/15/2026 | &nbsp;&nbsp; 205518<sup>(l)</sup> |
|  |  | **1017293** |
| **Investment Companies 0.0%**<sup>(m)</sup> | **Investment Companies 0.0%**<sup>(m)</sup> | **Investment Companies 0.0%**<sup>(m)</sup> |
| $255000 | CNCBINV 1 BVI Ltd., 1.75%, due 11/17/2024 | &nbsp;&nbsp; 238825<sup>(l)</sup> |

---

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** |
| **Investment Companies – cont'd** | **Investment Companies – cont'd** | **Investment Companies – cont'd** |
| $200000 | Huarong Finance 2019 Co. Ltd., 3.25%, due 11/13/2024 | $187715<sup>(l)</sup> |
| 200000 | Suramericana SA, 5.50%, due 4/29/2026 | &nbsp;&nbsp; 194568<sup>(l)</sup> |
|  |  | **621108** |
| **Investments & Misc. Financial Services 0.3%** | **Investments & Misc. Financial Services 0.3%** | **Investments & Misc. Financial Services 0.3%** |
| 495000 | Bank of New York Mellon Corp., Ser. H, 3.70%, due 3/20/2026 | &nbsp;&nbsp; 457549<sup>(o)(p)</sup> |
| 2180000 | CQP Holdco L.P./BIP-V Chinook Holdco LLC, 5.50%, due 6/15/2031 | &nbsp;&nbsp; 1985141<sup>(e)</sup> |
|  | Encore Capital Group, Inc. |  |
| 715000 | &nbsp;&nbsp;&nbsp; 5.38%, due 2/15/2026 | &nbsp;&nbsp; 797256<sup>(l)</sup> |
| 1041000 | &nbsp;&nbsp;&nbsp; 4.25%, due 6/1/2028 | &nbsp;&nbsp; 1006496<sup>(l)</sup> |
|  | Intrum AB |  |
| 1490000 | &nbsp;&nbsp;&nbsp; 3.50%, due 7/15/2026 | &nbsp;&nbsp; 1421195<sup>(l)</sup> |
| 1110000 | &nbsp;&nbsp;&nbsp; 3.00%, due 9/15/2027 | &nbsp;&nbsp; 1004325<sup>(l)</sup> |
|  | MSCI, Inc. |  |
| $650000 | &nbsp;&nbsp;&nbsp; 3.63%, due 9/1/2030 | &nbsp;&nbsp; 565770<sup>(e)</sup> |
| 660000 | &nbsp;&nbsp;&nbsp; 3.63%, due 11/1/2031 | &nbsp;&nbsp; 564101<sup>(e)</sup> |
| 690000 | &nbsp;&nbsp;&nbsp; 3.25%, due 8/15/2033 | &nbsp;&nbsp; 565800<sup>(e)</sup> |
|  |  | **8367633** |
| **Iron - Steel 0.2%** | **Iron - Steel 0.2%** | **Iron - Steel 0.2%** |
|  | CSN Islands XI Corp. |  |
| 200000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/28/2028 | &nbsp;&nbsp; 199732<sup>(l)</sup> |
| 3010000 | &nbsp;&nbsp;&nbsp; 6.75%, due 1/28/2028 | &nbsp;&nbsp; 3005961<sup>(e)</sup> |
|  | Metinvest BV |  |
| 425000 | &nbsp;&nbsp;&nbsp; 7.65%, due 10/1/2027 | &nbsp;&nbsp; 219725<sup>(e)</sup> |
| 2140000 | &nbsp;&nbsp;&nbsp; 7.75%, due 10/17/2029 | &nbsp;&nbsp; 1046007<sup>(e)</sup> |
| 1070000 | Periama Holdings LLC, 5.95%, due 4/19/2026 | &nbsp;&nbsp; 1027368<sup>(l)</sup> |
| 200000 | POSCO, 4.38%, due 8/4/2025 | &nbsp;&nbsp; 194820<sup>(e)</sup> |
|  |  | **5693613** |
| **Leisure Time 0.0%**<sup>(m)</sup> | **Leisure Time 0.0%**<sup>(m)</sup> | **Leisure Time 0.0%**<sup>(m)</sup> |
| 122000 | Pinnacle Bidco PLC, 5.50%, due 2/15/2025 | **121230**<sup>(l)</sup> |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| $2120000 | Melco Resorts Finance Ltd., 5.63%, due 7/17/2027 | &nbsp;&nbsp; 1929563<sup>(e)</sup> |
| 200000 | Studio City Finance Ltd., 6.00%, due 7/15/2025 | &nbsp;&nbsp; 188499<sup>(l)</sup> |
| 1565000 | Wynn Macau Ltd., 5.50%, due 1/15/2026 | &nbsp;&nbsp; 1458527<sup>(e)</sup> |
|  |  | **3576589** |
| **Machinery 0.3%** | **Machinery 0.3%** | **Machinery 0.3%** |
|  | Chart Industries, Inc. |  |
| 2625000 | &nbsp;&nbsp;&nbsp; 7.50%, due 1/1/2030 | &nbsp;&nbsp; 2684062<sup>(e)</sup> |
| 945000 | &nbsp;&nbsp;&nbsp; 9.50%, due 1/1/2031 | &nbsp;&nbsp; 986098<sup>(e)</sup> |
| 2115000 | SPX FLOW, Inc., 8.75%, due 4/1/2030 | &nbsp;&nbsp; 1740492<sup>(e)</sup> |
| 3585000 | Terex Corp., 5.00%, due 5/15/2029 | &nbsp;&nbsp; 3347494<sup>(e)</sup> |
|  |  | **8758146** |
| **Machinery - Construction & Mining 0.0%**<sup>(m)</sup> | **Machinery - Construction & Mining 0.0%**<sup>(m)</sup> | **Machinery - Construction & Mining 0.0%**<sup>(m)</sup> |
| 549000 | Caterpillar Financial Services Corp., (SOFR + 0.27%), 4.56%, due 9/13/2024 | **547545**<sup>(f)</sup> |

---

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** |
| **Machinery - Diversified 0.1%** | **Machinery - Diversified 0.1%** | **Machinery - Diversified 0.1%** |
|  | John Deere Capital Corp. |  |
| $709000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.12%), 4.44%, due 7/10/2023 | $708320<sup>(f)</sup> |
| 436000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.20%), 4.52%, due 10/11/2024 | &nbsp;&nbsp; 433713<sup>(f)</sup> |
| 138000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.56%), 4.80%, due 3/7/2025 | &nbsp;&nbsp; 137936<sup>(f)</sup> |
|  |  | **1279969** |
| **Managed Care 0.6%** | **Managed Care 0.6%** | **Managed Care 0.6%** |
|  | Centene Corp. |  |
| 660000 | &nbsp;&nbsp;&nbsp; 2.45%, due 7/15/2028 | &nbsp;&nbsp; 571724 |
| 1785000 | &nbsp;&nbsp;&nbsp; 3.38%, due 2/15/2030 | &nbsp;&nbsp; 1569229 |
| 655000 | &nbsp;&nbsp;&nbsp; 3.00%, due 10/15/2030 | &nbsp;&nbsp; 560025 |
| 690000 | &nbsp;&nbsp;&nbsp; 2.50%, due 3/1/2031 | &nbsp;&nbsp; 564090 |
| 690000 | &nbsp;&nbsp;&nbsp; 2.63%, due 8/1/2031 | &nbsp;&nbsp; 565080 |
|  | Molina Healthcare, Inc. |  |
| 1235000 | &nbsp;&nbsp;&nbsp; 3.88%, due 11/15/2030 | &nbsp;&nbsp; 1062261<sup>(e)</sup> |
| 2725000 | &nbsp;&nbsp;&nbsp; 3.88%, due 5/15/2032 | &nbsp;&nbsp; 2284585<sup>(e)</sup> |
| 12535000 | MPH Acquisition Holdings LLC, 5.75%, due 11/1/2028 | &nbsp;&nbsp; 9103544<sup>(e)</sup> |
|  |  | **16280538** |
| **Media 1.2%** | **Media 1.2%** | **Media 1.2%** |
| 7020000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital, <br> 4.80%, due 3/1/2050<br>| &nbsp;&nbsp; 5527920 |
|  | Comcast Corp. |  |
| 775000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 0.63%), 5.42%, due 4/15/2024 | &nbsp;&nbsp; 776863<sup>(f)</sup> |
| 16360000 | &nbsp;&nbsp;&nbsp; 2.94%, due 11/1/2056 | &nbsp;&nbsp; 11164450 |
| 6585000 | Discovery Communications LLC, 4.65%, due 5/15/2050 | &nbsp;&nbsp; 5142454 |
| 2675000 | DISH DBS Corp., 7.38%, due 7/1/2028 | &nbsp;&nbsp; 1921011 |
| 2300000 | Paramount Global, 6.38%, due 3/30/2062 | &nbsp;&nbsp; 2006681<sup>(o)</sup> |
| 6935000 | ViacomCBS, Inc., 4.20%, due 5/19/2032 | &nbsp;&nbsp; 5953250 |
| 700000 | Walt Disney Co., 3.06%, due 3/30/2027 | &nbsp;&nbsp; 498473 |
|  |  | **32991102** |
| **Media Content 0.4%** | **Media Content 0.4%** | **Media Content 0.4%** |
| $1255000 | AMC Networks, Inc., 4.25%, due 2/15/2029 | &nbsp;&nbsp; 773394 |
| 2965000 | Lions Gate Capital Holdings LLC, 5.50%, due 4/15/2029 | &nbsp;&nbsp; 1927250<sup>(e)</sup> |
|  | Sirius XM Radio, Inc. |  |
| 2445000 | &nbsp;&nbsp;&nbsp; 3.13%, due 9/1/2026 | &nbsp;&nbsp; 2200562<sup>(e)</sup> |
| 420000 | &nbsp;&nbsp;&nbsp; 5.00%, due 8/1/2027 | &nbsp;&nbsp; 397425<sup>(e)</sup> |
| 1525000 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/1/2029 | &nbsp;&nbsp; 1429154<sup>(e)</sup> |
| 3890000 | &nbsp;&nbsp;&nbsp; 4.13%, due 7/1/2030 | &nbsp;&nbsp; 3336180<sup>(e)</sup> |
| 1245000 | &nbsp;&nbsp;&nbsp; 3.88%, due 9/1/2031 | &nbsp;&nbsp; 1026353<sup>(e)</sup> |
|  |  | **11090318** |
| **Medical Products 0.2%** | **Medical Products 0.2%** | **Medical Products 0.2%** |
| 5170000 | Medline Borrower L.P., 3.88%, due 4/1/2029 | **4420428**<sup>(e)</sup> |
| **Metals - Mining Excluding Steel 0.7%** | **Metals - Mining Excluding Steel 0.7%** | **Metals - Mining Excluding Steel 0.7%** |
|  | First Quantum Minerals Ltd. |  |
| 305000 | &nbsp;&nbsp;&nbsp; 7.50%, due 4/1/2025 | &nbsp;&nbsp; 300332<sup>(e)</sup> |
| 1880000 | &nbsp;&nbsp;&nbsp; 6.88%, due 3/1/2026 | &nbsp;&nbsp; 1828206<sup>(e)</sup> |
| 2825000 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/15/2027 | &nbsp;&nbsp; 2738484<sup>(e)</sup> |

---

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** |
| **Metals - Mining Excluding Steel – cont'd** | **Metals - Mining Excluding Steel – cont'd** | **Metals - Mining Excluding Steel – cont'd** | **Metals - Mining Excluding Steel – cont'd** |
|  |  | FMG Resources August 2006 Pty Ltd. |  |
| $| 1770000 | &nbsp;&nbsp;&nbsp; 5.88%, due 4/15/2030 | $1728582<sup>(e)</sup> |
|  | 1215000 | &nbsp;&nbsp;&nbsp; 4.38%, due 4/1/2031 | &nbsp;&nbsp; 1069200<sup>(e)</sup> |
|  | 915000 | &nbsp;&nbsp;&nbsp; 6.13%, due 4/15/2032 | &nbsp;&nbsp; 892125<sup>(e)</sup> |
|  |  | Hudbay Minerals, Inc. |  |
|  | 4440000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/1/2026 | &nbsp;&nbsp; 4090350<sup>(e)</sup> |
|  | 1565000 | &nbsp;&nbsp;&nbsp; 6.13%, due 4/1/2029 | &nbsp;&nbsp; 1445121<sup>(e)</sup> |
|  | 4035000 | Novelis Corp., 3.88%, due 8/15/2031 | &nbsp;&nbsp; 3405540<sup>(e)</sup> |
|  |  |  | **17497940** |
| **Mining 0.1%** | **Mining 0.1%** | **Mining 0.1%** | **Mining 0.1%** |
|  | 200000 | Chinalco Capital Holdings Ltd., 2.13%, due 6/3/2026 | &nbsp;&nbsp; 181928<sup>(l)</sup> |
|  | 3025000 | Codelco, Inc., 3.15%, due 1/14/2030 | &nbsp;&nbsp; 2723164<sup>(e)</sup> |
|  | 200000 | Endeavour Mining PLC, 5.00%, due 10/14/2026 | &nbsp;&nbsp; 177500<sup>(e)</sup> |
|  | 214000 | Stillwater Mining Co., 4.00%, due 11/16/2026 | &nbsp;&nbsp; 196987<sup>(e)</sup> |
|  | 442000 | Volcan Cia Minera SAA, 4.38%, due 2/11/2026 | &nbsp;&nbsp; 390569<sup>(e)</sup> |
|  |  |  | **3670148** |
| **Miscellaneous Manufacturer 0.1%** | **Miscellaneous Manufacturer 0.1%** | **Miscellaneous Manufacturer 0.1%** | **Miscellaneous Manufacturer 0.1%** |
|  |  | General Electric Co. |  |
|  | 1115000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 1.00%), 5.77%, due 3/15/2023 | &nbsp;&nbsp; 1115926<sup>(f)</sup> |
|  | 240000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 1.00%), 5.79%, due 4/15/2023 | &nbsp;&nbsp; 240046<sup>(f)</sup> |
|  |  | Siemens Financieringsmaatschappij NV |  |
|  | 240000 | &nbsp;&nbsp;&nbsp; 0.40%, due 3/11/2023 | &nbsp;&nbsp; 238912<sup>(e)(i)</sup> |
|  | 592000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.43%), 4.72%, due 3/11/2024 | &nbsp;&nbsp; 591870<sup>(e)(f)</sup> |
|  |  |  | **2186754** |
| **Multi-National 0.0%**<sup>(m)</sup> | **Multi-National 0.0%**<sup>(m)</sup> | **Multi-National 0.0%**<sup>(m)</sup> | **Multi-National 0.0%**<sup>(m)</sup> |
|  | 200000 | Africa Finance Corp., 3.88%, due 4/13/2024 | &nbsp;&nbsp; 194447<sup>(l)</sup> |
|  | 200000 | African Export-Import Bank, 2.63%, due 5/17/2026 | &nbsp;&nbsp; 181427<sup>(l)</sup> |
|  | 200000 | Banque Ouest Africaine de Developpement, 5.00%, due 7/27/2027 | &nbsp;&nbsp; 190473<sup>(l)</sup> |
|  | 200000 | Central American Bank for Economic Integration, 5.00%, due 2/9/2026 | &nbsp;&nbsp; 199960<sup>(e)(i)</sup> |
|  | 287000 | Corp. Andina de Fomento, 2.25%, due 2/8/2027 | &nbsp;&nbsp; 261612 |
|  |  |  | **1027919** |
| **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** |
|  | 4384000 | CDW LLC/CDW Finance Corp., 3.57%, due 12/1/2031 | **3765637** |
| **Oil & Gas 0.9%** | **Oil & Gas 0.9%** | **Oil & Gas 0.9%** | **Oil & Gas 0.9%** |
|  | 10165000 | BP Capital PLC, 4.88%, due 3/22/2030 | &nbsp;&nbsp; 9491569<sup>(o)(p)</sup> |
|  | 700000 | CrownRock L.P./CrownRock Finance, Inc., 5.63%, due 10/15/2025 | &nbsp;&nbsp; 682500<sup>(e)</sup> |
|  |  | Ecopetrol SA |  |
|  | 89000 | &nbsp;&nbsp;&nbsp; 5.88%, due 9/18/2023 | &nbsp;&nbsp; 88982 |
|  | 200000 | &nbsp;&nbsp;&nbsp; 4.13%, due 1/16/2025 | &nbsp;&nbsp; 193745 |
|  | 800000 | &nbsp;&nbsp;&nbsp; 8.88%, due 1/13/2033 | &nbsp;&nbsp; 820560 |
|  | 1215000 | &nbsp;&nbsp;&nbsp; 5.88%, due 5/28/2045 | &nbsp;&nbsp; 869173 |
|  | 200000 | Geopark Ltd., 5.50%, due 1/17/2027 | &nbsp;&nbsp; 177528<sup>(l)</sup> |
|  | 174800 | Hunt Oil Co. of Peru LLC Sucursal Del Peru, 6.38%, due 6/1/2028 | &nbsp;&nbsp; 167821<sup>(l)</sup> |
|  |  | KazMunayGas National Co. JSC |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; 4.75%, due 4/24/2025 | &nbsp;&nbsp; 196165<sup>(l)</sup> |
|  | 1345000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/19/2047 | &nbsp;&nbsp; 1068863<sup>(e)</sup> |
|  | 420000 | Korea National Oil Corp., 1.75%, due 4/18/2025 | &nbsp;&nbsp; 391049<sup>(e)</sup> |

---

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** |
|  | Leviathan Bond Ltd. |  |
| $148000 | &nbsp;&nbsp;&nbsp; 5.75%, due 6/30/2023 | $147660<sup>(l)</sup> |
| 106000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/30/2025 | &nbsp;&nbsp; 105199<sup>(l)</sup> |
| 1215000 | Medco Bell Pte Ltd., 6.38%, due 1/30/2027 | &nbsp;&nbsp; 1166287<sup>(e)</sup> |
| 955000 | Pertamina Persero PT, 6.45%, due 5/30/2044 | &nbsp;&nbsp; 993402<sup>(e)</sup> |
| 200000 | Petrobras Global Finance BV, 6.00%, due 1/27/2028 | &nbsp;&nbsp; 199967 |
|  | Petroleos Mexicanos |  |
| 36000 | &nbsp;&nbsp;&nbsp; 6.88%, due 10/16/2025 | &nbsp;&nbsp; 36056 |
| 14000 | &nbsp;&nbsp;&nbsp; 6.49%, due 1/23/2027 | &nbsp;&nbsp; 13146 |
| 287000 | &nbsp;&nbsp;&nbsp; 6.50%, due 3/13/2027 | &nbsp;&nbsp; 270924 |
| 222000 | &nbsp;&nbsp;&nbsp; 4.75%, due 2/26/2029 | &nbsp;&nbsp; 204068<sup>(l)</sup> |
| $1875000 | &nbsp;&nbsp;&nbsp; 6.35%, due 2/12/2048 | &nbsp;&nbsp; 1232625 |
| 4480000 | &nbsp;&nbsp;&nbsp; 7.69%, due 1/23/2050 | &nbsp;&nbsp; 3344773 |
| 600000 | Qatar Energy, 1.38%, due 9/12/2026 | &nbsp;&nbsp; 539384<sup>(l)</sup> |
|  | Sinopec Group Overseas Development 2018 Ltd. |  |
| 200000 | &nbsp;&nbsp;&nbsp; 2.15%, due 5/13/2025 | &nbsp;&nbsp; 187308<sup>(e)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 1.45%, due 1/8/2026 | &nbsp;&nbsp; 182761<sup>(e)</sup> |
| 214000 | Tengizchevroil Finance Co. Int'l Ltd., 2.63%, due 8/15/2025 | &nbsp;&nbsp; 191418<sup>(e)</sup> |
| 190000 | Tullow Oil PLC, 10.25%, due 5/15/2026 | &nbsp;&nbsp; 163875<sup>(e)</sup> |
| 102500 | YPF SA, 8.50%, due 3/23/2025 | &nbsp;&nbsp; 97375<sup>(e)</sup> |
|  |  | **23224183** |
| **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** |
|  | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC |  |
| 1255000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/15/2027 | &nbsp;&nbsp; 1251486<sup>(e)</sup> |
| 105000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/1/2029 | &nbsp;&nbsp; 86820<sup>(e)</sup> |
|  | Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. |  |
| 695000 | &nbsp;&nbsp;&nbsp; 4.75%, due 7/15/2027 | &nbsp;&nbsp; 667933<sup>(l)</sup> |
| $1585000 | &nbsp;&nbsp;&nbsp; 5.25%, due 8/15/2027 | &nbsp;&nbsp; 1297933<sup>(e)</sup> |
|  | Ball Corp. |  |
| 680000 | &nbsp;&nbsp;&nbsp; 2.88%, due 8/15/2030 | &nbsp;&nbsp; 557460 |
| 685000 | &nbsp;&nbsp;&nbsp; 3.13%, due 9/15/2031 | &nbsp;&nbsp; 560096 |
| 350000 | BWAY Holding Co., 7.25%, due 4/15/2025 | &nbsp;&nbsp; 341688<sup>(e)</sup> |
| 590000 | &nbsp;&nbsp; Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC, 6.00%, due <br> 9/15/2028<br>| &nbsp;&nbsp; 521164<sup>(e)</sup> |
| 3180000 | Mauser Packaging Solutions Holding Co., 7.88%, due 8/15/2026 | &nbsp;&nbsp; 3207825<sup>(e)(k)</sup> |
| 2665000 | &nbsp;&nbsp; Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc., 4.38%, due <br> 10/15/2028<br>| &nbsp;&nbsp; 2368632<sup>(e)</sup> |
| 110000 | &nbsp;&nbsp; Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC/Reynolds Group <br> Issuer, Inc., 4.00%, due 10/15/2027<br>| &nbsp;&nbsp; 98725<sup>(e)</sup> |
| 2525000 | Trivium Packaging Finance BV, 5.50%, due 8/15/2026 | &nbsp;&nbsp; 2423849<sup>(e)</sup> |
|  |  | **13383611** |
| **Packaging & Containers 0.0%**<sup>(m)</sup> | **Packaging & Containers 0.0%**<sup>(m)</sup> | **Packaging & Containers 0.0%**<sup>(m)</sup> |
| 225000 | Kleopatra Holdings 2 SCA, 6.50%, due 9/1/2026 | **137881**<sup>(l)</sup> |
| **Personal & Household Products 0.2%** | **Personal & Household Products 0.2%** | **Personal & Household Products 0.2%** |
| $2305000 | CD&R Smokey Buyer, Inc., 6.75%, due 7/15/2025 | &nbsp;&nbsp; 2091788<sup>(e)</sup> |
|  | Coty, Inc. |  |
| 705000 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/15/2026 | &nbsp;&nbsp; 719806<sup>(l)</sup> |
| $700000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/15/2026 | &nbsp;&nbsp; 670250<sup>(e)</sup> |
| 325000 | &nbsp;&nbsp;&nbsp; 6.50%, due 4/15/2026 | &nbsp;&nbsp; 320385<sup>(e)</sup> |

---

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** |
| **Personal & Household Products – cont'd** | **Personal & Household Products – cont'd** | **Personal & Household Products – cont'd** |
| $2790000 | Diamond BC BV, 4.63%, due 10/1/2029 | $2346920<sup>(e)</sup> |
|  |  | **6149149** |
| **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** |
| 3273000 | AbbVie, Inc., 3.80%, due 3/15/2025 | &nbsp;&nbsp; 3210159 |
|  | Catalent Pharma Solutions, Inc. |  |
| 705000 | &nbsp;&nbsp;&nbsp; 3.13%, due 2/15/2029 | &nbsp;&nbsp; 583204<sup>(e)</sup> |
| 165000 | &nbsp;&nbsp;&nbsp; 3.50%, due 4/1/2030 | &nbsp;&nbsp; 136331<sup>(e)</sup> |
| 895000 | Cheplapharm Arzneimittel GmbH, 4.38%, due 1/15/2028 | &nbsp;&nbsp; 889475<sup>(l)</sup> |
| $245000 | Cigna Corp., (3M USD LIBOR + 0.89%), 5.68%, due 7/15/2023 | &nbsp;&nbsp; 245607<sup>(f)</sup> |
| 10050000 | CVS Health Corp., 5.05%, due 3/25/2048 | &nbsp;&nbsp; 9554712 |
|  | Gruenenthal GmbH |  |
| 720000 | &nbsp;&nbsp;&nbsp; 3.63%, due 11/15/2026 | &nbsp;&nbsp; 720527<sup>(l)</sup> |
| 125000 | &nbsp;&nbsp;&nbsp; 4.13%, due 5/15/2028 | &nbsp;&nbsp; 123660<sup>(l)</sup> |
| $5120000 | Merck & Co., Inc., 2.90%, due 12/10/2061 | &nbsp;&nbsp; 3564379 |
|  | Teva Pharmaceutical Finance Netherlands II BV |  |
| 1020000 | &nbsp;&nbsp;&nbsp; 1.88%, due 3/31/2027 | &nbsp;&nbsp; 928860<sup>(l)</sup> |
| 2515000 | &nbsp;&nbsp;&nbsp; 1.63%, due 10/15/2028 | &nbsp;&nbsp; 2110278<sup>(l)</sup> |
| $6380000 | Upjohn, Inc., 4.00%, due 6/22/2050 | &nbsp;&nbsp; 4422275 |
| 635000 | Zoetis, Inc., 3.25%, due 2/1/2023 | &nbsp;&nbsp; 635000 |
|  |  | **27124467** |
| **Pipelines 1.1%** | **Pipelines 1.1%** | **Pipelines 1.1%** |
|  | Enbridge, Inc. |  |
| 510000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.63%), 4.79%, due 2/16/2024 | &nbsp;&nbsp; 508217<sup>(f)</sup> |
| 2251000 | &nbsp;&nbsp;&nbsp; 2.50%, due 2/14/2025 | &nbsp;&nbsp; 2141873 |
| 11110000 | Energy Transfer L.P., Ser. B, 6.63%, due 2/15/2028 | &nbsp;&nbsp; 9278850<sup>(o)(p)</sup> |
| 6985000 | Enterprise Products Operating LLC, 4.20%, due 1/31/2050 | &nbsp;&nbsp; 5958595 |
| 7505000 | Kinder Morgan, Inc., 5.55%, due 6/1/2045 | &nbsp;&nbsp; 7313380 |
| 4285000 | Plains All American Pipeline L.P./PAA Finance Corp., 3.55%, due 12/15/2029 | &nbsp;&nbsp; 3853911 |
| 600000 | Southern Gas Corridor CJSC, 6.88%, due 3/24/2026 | &nbsp;&nbsp; 618342<sup>(l)</sup> |
|  | Targa Resources Partners L.P./Targa Resources Partners Finance Corp. |  |
| 170000 | &nbsp;&nbsp;&nbsp; 6.50%, due 7/15/2027 | &nbsp;&nbsp; 174012 |
| 185000 | &nbsp;&nbsp;&nbsp; 5.00%, due 1/15/2028 | &nbsp;&nbsp; 180438 |
| 165000 | &nbsp;&nbsp;&nbsp; 6.88%, due 1/15/2029 | &nbsp;&nbsp; 169453 |
|  |  | **30197071** |
| **Printing & Publishing 0.1%** | **Printing & Publishing 0.1%** | **Printing & Publishing 0.1%** |
|  | McGraw-Hill Ed., Inc. |  |
| 1145000 | &nbsp;&nbsp;&nbsp; 5.75%, due 8/1/2028 | &nbsp;&nbsp; 1006037<sup>(e)</sup> |
| 1445000 | &nbsp;&nbsp;&nbsp; 8.00%, due 8/1/2029 | &nbsp;&nbsp; 1239087<sup>(e)</sup> |
|  |  | **2245124** |
| **Real Estate 0.1%** | **Real Estate 0.1%** | **Real Estate 0.1%** |
| 200000 | Aroundtown SA, 0.38%, due 4/15/2027 | &nbsp;&nbsp; 160516<sup>(l)</sup> |
| $1305000 | Country Garden Holdings Co. Ltd., 4.80%, due 8/6/2030 | &nbsp;&nbsp; 788641<sup>(l)</sup> |
| 250000 | Flamingo Lux II SCA, 5.00%, due 3/31/2029 | &nbsp;&nbsp; 216899<sup>(l)</sup> |
| 100000 | Grand City Properties SA, 2.50%, due 7/24/2023 | &nbsp;&nbsp; 52641<sup>(l)(o)(p)</sup> |
| 120000 | Samhallsbyggnadsbolaget i Norden AB, 2.63%, due 12/14/2025 | &nbsp;&nbsp; 50487<sup>(l)(o)(p)</sup> |
|  |  | **1269184** |

---

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 Development & Management 0.4%** | **Real Estate Development & Management 0.4%** | **Real Estate Development & Management 0.4%** |
|  | Realogy Group LLC/Realogy Co-Issuer Corp. |  |
| $6546000 | &nbsp;&nbsp;&nbsp; 5.75%, due 1/15/2029 | $5089777<sup>(e)</sup> |
| 6030000 | &nbsp;&nbsp;&nbsp; 5.25%, due 4/15/2030 | &nbsp;&nbsp; 4522500<sup>(e)</sup> |
| 634000 | Samhallsbyggnadsbolaget i Norden AB, 1.00%, due 8/12/2027 | &nbsp;&nbsp; 500252<sup>(l)</sup> |
| 800000 | Vivion Investments S.a.r.l., 3.00%, due 8/8/2024 | &nbsp;&nbsp; 730492<sup>(l)</sup> |
|  |  | **10843021** |
| **Real Estate Investment Trusts 1.9%** | **Real Estate Investment Trusts 1.9%** | **Real Estate Investment Trusts 1.9%** |
| $1762000 | American Tower Corp., 2.40%, due 3/15/2025 | &nbsp;&nbsp; 1670780 |
| 219000 | Digital Dutch Finco BV, 1.25%, due 2/1/2031 | &nbsp;&nbsp; 184639<sup>(l)</sup> |
| $3125000 | EPR Properties, 3.75%, due 8/15/2029 | &nbsp;&nbsp; 2596937 |
| 650000 | Iron Mountain Information Management Services, Inc., 5.00%, due 7/15/2032 | &nbsp;&nbsp; 563551<sup>(e)</sup> |
|  | Iron Mountain, Inc. |  |
| 1660000 | &nbsp;&nbsp;&nbsp; 4.88%, due 9/15/2027 | &nbsp;&nbsp; 1562956<sup>(e)</sup> |
| 4505000 | &nbsp;&nbsp;&nbsp; 5.25%, due 3/15/2028 | &nbsp;&nbsp; 4283804<sup>(e)</sup> |
| 3710000 | &nbsp;&nbsp;&nbsp; 5.00%, due 7/15/2028 | &nbsp;&nbsp; 3411394<sup>(e)</sup> |
| 2935000 | &nbsp;&nbsp;&nbsp; 4.88%, due 9/15/2029 | &nbsp;&nbsp; 2650701<sup>(e)</sup> |
| 805000 | &nbsp;&nbsp;&nbsp; 5.25%, due 7/15/2030 | &nbsp;&nbsp; 728477<sup>(e)</sup> |
| 670000 | &nbsp;&nbsp;&nbsp; 4.50%, due 2/15/2031 | &nbsp;&nbsp; 574116<sup>(e)</sup> |
| 5560000 | &nbsp;&nbsp;&nbsp; 5.63%, due 7/15/2032 | &nbsp;&nbsp; 5003637<sup>(e)</sup> |
|  | MPT Operating Partnership L.P./MPT Finance Corp. |  |
| 1440000 | &nbsp;&nbsp;&nbsp; 5.25%, due 8/1/2026 | &nbsp;&nbsp; 1309925 |
| 3705000 | &nbsp;&nbsp;&nbsp; 4.63%, due 8/1/2029 | &nbsp;&nbsp; 2880637 |
| 2540000 | &nbsp;&nbsp;&nbsp; 3.50%, due 3/15/2031 | &nbsp;&nbsp; 1778020 |
| 5030000 | RHP Hotel Properties L.P./RHP Finance Corp., 4.75%, due 10/15/2027 | &nbsp;&nbsp; 4711219 |
| 2445000 | RLJ Lodging Trust L.P., 3.75%, due 7/1/2026 | &nbsp;&nbsp; 2233434<sup>(e)</sup> |
| 925000 | Simon Property Group L.P., (SOFR + 0.43%), 4.75%, due 1/11/2024 | &nbsp;&nbsp; 919345<sup>(f)</sup> |
|  | Starwood Property Trust, Inc. |  |
| 2305000 | &nbsp;&nbsp;&nbsp; 5.50%, due 11/1/2023 | &nbsp;&nbsp; 2290581<sup>(e)</sup> |
| 665000 | &nbsp;&nbsp;&nbsp; 3.75%, due 12/31/2024 | &nbsp;&nbsp; 631532<sup>(e)</sup> |
| 3495000 | &nbsp;&nbsp;&nbsp; 4.75%, due 3/15/2025 | &nbsp;&nbsp; 3349720 |
|  | Trust F/1401 |  |
| 200000 | &nbsp;&nbsp;&nbsp; 5.25%, due 12/15/2024 | &nbsp;&nbsp; 197250<sup>(l)</sup> |
| 200000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/30/2026 | &nbsp;&nbsp; 195040<sup>(e)</sup> |
| 100000 | Unibail-Rodamco-Westfield SE, 2.13%, due 7/25/2023 | &nbsp;&nbsp; 99822<sup>(l)(o)(p)</sup> |
| $1315000 | Uniti Group L.P./Uniti Group Finance, Inc./CSL Capital LLC, 6.00%, due 1/15/2030 | &nbsp;&nbsp; 871638<sup>(e)</sup> |
| 1085000 | VICI Properties L.P./VICI Note Co., Inc., 4.25%, due 12/1/2026 | &nbsp;&nbsp; 1023970<sup>(e)</sup> |
| 3595000 | XHR L.P., 6.38%, due 8/15/2025 | &nbsp;&nbsp; 3541348<sup>(e)</sup> |
|  |  | **49264473** |
| **Recreation & Travel 1.0%** | **Recreation & Travel 1.0%** | **Recreation & Travel 1.0%** |
|  | Carnival Corp. |  |
| 2920000 | &nbsp;&nbsp;&nbsp; 7.63%, due 3/1/2026 | &nbsp;&nbsp; 2657200<sup>(e)</sup> |
| 1510000 | &nbsp;&nbsp;&nbsp; 5.75%, due 3/1/2027 | &nbsp;&nbsp; 1253300<sup>(e)</sup> |
| 3755000 | &nbsp;&nbsp;&nbsp; 9.88%, due 8/1/2027 | &nbsp;&nbsp; 3858263<sup>(e)</sup> |
| 645000 | &nbsp;&nbsp;&nbsp; 4.00%, due 8/1/2028 | &nbsp;&nbsp; 557267<sup>(e)</sup> |
| 1505000 | Carnival Holdings Bermuda Ltd., 10.38%, due 5/1/2028 | &nbsp;&nbsp; 1625400<sup>(e)</sup> |
|  | Cedar Fair L.P./Canada's Wonderland Co./Magnum Management Corp./Millennium Op |  |
| 1225000 | &nbsp;&nbsp;&nbsp; 5.50%, due 5/1/2025 | &nbsp;&nbsp; 1216079<sup>(e)</sup> |
| 2395000 | &nbsp;&nbsp;&nbsp; 5.38%, due 4/15/2027 | &nbsp;&nbsp; 2317163 |
| 495000 | Motion Bondco Designated Activity Co., 4.50%, due 11/15/2027 | &nbsp;&nbsp; 467460<sup>(l)</sup> |
| 190000 | Motion Finco S.a.r.l., 7.00%, due 5/15/2025 | &nbsp;&nbsp; 208909<sup>(l)</sup> |

---

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** |
| **Recreation & Travel – cont'd** | **Recreation & Travel – cont'd** | **Recreation & Travel – cont'd** | **Recreation & Travel – cont'd** |
|  |  | NCL Corp. Ltd. |  |
| $| 2075000 | &nbsp;&nbsp;&nbsp; 3.63%, due 12/15/2024 | $1947906<sup>(e)</sup> |
|  | 440000 | &nbsp;&nbsp;&nbsp; 5.88%, due 3/15/2026 | &nbsp;&nbsp; 380591<sup>(e)</sup> |
|  | 1053000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/15/2027 | &nbsp;&nbsp; 979027<sup>(e)</sup> |
| GBP | 1000000 | Pinnacle Bidco PLC, 6.38%, due 2/15/2025 | &nbsp;&nbsp; 1118811<sup>(l)</sup> |
|  |  | Royal Caribbean Cruises Ltd. |  |
| $| 2715000 | &nbsp;&nbsp;&nbsp; 5.50%, due 8/31/2026 | &nbsp;&nbsp; 2429820<sup>(e)</sup> |
|  | 4395000 | &nbsp;&nbsp;&nbsp; 5.50%, due 4/1/2028 | &nbsp;&nbsp; 3779700<sup>(e)</sup> |
|  | 1530000 | SeaWorld Parks & Entertainment, Inc., 5.25%, due 8/15/2029 | &nbsp;&nbsp; 1382833<sup>(e)</sup> |
|  | 1130000 | Six Flags Entertainment Corp., 5.50%, due 4/15/2027 | &nbsp;&nbsp; 1065093<sup>(e)</sup> |
|  |  |  | **27244822** |
| **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** |
|  | 2825000 | 1011778 BC ULC/New Red Finance, Inc., 4.00%, due 10/15/2030 | **2404781**<sup>(e)</sup> |
| **Retail 0.2%** | **Retail 0.2%** | **Retail 0.2%** | **Retail 0.2%** |
|  | 215000 | Alsea SAB de CV, 7.75%, due 12/14/2026 | &nbsp;&nbsp; 217150<sup>(e)</sup> |
|  | 4275000 | Lowe's Cos, Inc., 4.45%, due 4/1/2062 | &nbsp;&nbsp; 3609065 |
|  | 250000 | Starbucks Corp., (SOFR + 0.42%), 4.55%, due 2/14/2024 | &nbsp;&nbsp; 249390<sup>(f)</sup> |
|  | 850000 | Walmart, Inc., 2.55%, due 4/11/2023 | &nbsp;&nbsp; 846733 |
|  |  |  | **4922338** |
| **Semiconductors 0.6%** | **Semiconductors 0.6%** | **Semiconductors 0.6%** | **Semiconductors 0.6%** |
|  |  | Analog Devices, Inc. |  |
|  | 964000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.25%), 4.57%, due 10/1/2024 | &nbsp;&nbsp; 952215<sup>(f)</sup> |
|  | 1950000 | &nbsp;&nbsp;&nbsp; 2.95%, due 10/1/2051 | &nbsp;&nbsp; 1434889 |
|  |  | Broadcom, Inc. |  |
|  | 8555000 | &nbsp;&nbsp;&nbsp; 3.14%, due 11/15/2035 | &nbsp;&nbsp; 6641728<sup>(e)</sup> |
|  | 6365000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/15/2041 | &nbsp;&nbsp; 4865019<sup>(e)</sup> |
|  | 410000 | NVIDIA Corp., 0.31%, due 6/15/2023 | &nbsp;&nbsp; 403300<sup>(i)</sup> |
|  |  | SK Hynix, Inc. |  |
|  | 200000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/17/2026 | &nbsp;&nbsp; 202114<sup>(e)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 6.38%, due 1/17/2028 | &nbsp;&nbsp; 203039<sup>(e)</sup> |
|  |  |  | **14702304** |
| **Software 0.4%** | **Software 0.4%** | **Software 0.4%** | **Software 0.4%** |
|  |  | Oracle Corp. |  |
|  | 190000 | &nbsp;&nbsp;&nbsp; 2.63%, due 2/15/2023 | &nbsp;&nbsp; 189826 |
|  | 8350000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/15/2047 | &nbsp;&nbsp; 6622690 |
|  | 4960000 | &nbsp;&nbsp;&nbsp; 3.95%, due 3/25/2051 | &nbsp;&nbsp; 3855171 |
|  |  |  | **10667687** |
| **Software - Services 0.4%** | **Software - Services 0.4%** | **Software - Services 0.4%** | **Software - Services 0.4%** |
|  | 975000 | Endurance Int'l Group Holdings, Inc., 6.00%, due 2/15/2029 | &nbsp;&nbsp; 692870<sup>(e)</sup> |
|  | 3965000 | McAfee Corp., 7.38%, due 2/15/2030 | &nbsp;&nbsp; 3293318<sup>(e)</sup> |
|  | 1260000 | Open Text Holdings, Inc., 4.13%, due 12/1/2031 | &nbsp;&nbsp; 1023674<sup>(e)</sup> |
|  |  | Presidio Holdings, Inc. |  |
|  | 1485000 | &nbsp;&nbsp;&nbsp; 4.88%, due 2/1/2027 | &nbsp;&nbsp; 1380434<sup>(e)</sup> |
|  | 2570000 | &nbsp;&nbsp;&nbsp; 8.25%, due 2/1/2028 | &nbsp;&nbsp; 2470413<sup>(e)</sup> |
|  | 1030000 | Ziff Davis, Inc., 4.63%, due 10/15/2030 | &nbsp;&nbsp; 912642<sup>(e)</sup> |
|  |  |  | **9773351** |
| **Specialty Retail 0.3%** | **Specialty Retail 0.3%** | **Specialty Retail 0.3%** | **Specialty Retail 0.3%** |
| EUR | 610000 | Afflelou SAS, 4.25%, due 5/19/2026 | &nbsp;&nbsp; 608166<sup>(l)</sup> |

---

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** |
| **Specialty Retail – cont'd** | **Specialty Retail – cont'd** | **Specialty Retail – cont'd** |
|  | Asbury Automotive Group, Inc. |  |
| $250000 | &nbsp;&nbsp;&nbsp; 4.63%, due 11/15/2029 | $220610<sup>(e)</sup> |
| 1555000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/15/2032 | &nbsp;&nbsp; 1341110<sup>(e)</sup> |
| 455000 | BK LC Lux Finco1 S.a.r.l., 5.25%, due 4/30/2029 | &nbsp;&nbsp; 434982<sup>(l)</sup> |
|  | Dufry One BV |  |
| 955000 | &nbsp;&nbsp;&nbsp; 2.00%, due 2/15/2027 | &nbsp;&nbsp; 887166<sup>(l)</sup> |
| 863000 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/15/2028 | &nbsp;&nbsp; 811783<sup>(l)</sup> |
| $1815000 | Hanesbrands, Inc., 4.88%, due 5/15/2026 | &nbsp;&nbsp; 1690219<sup>(e)</sup> |
| 852000 | Maxeda DIY Holding BV, 5.88%, due 10/1/2026 | &nbsp;&nbsp; 713275<sup>(l)</sup> |
|  |  | **6707311** |
| **Steel Producers - Products 0.1%** | **Steel Producers - Products 0.1%** | **Steel Producers - Products 0.1%** |
|  | Carpenter Technology Corp. |  |
| $149000 | &nbsp;&nbsp;&nbsp; 6.38%, due 7/15/2028 | &nbsp;&nbsp; 146765 |
| 1710000 | &nbsp;&nbsp;&nbsp; 7.63%, due 3/15/2030 | &nbsp;&nbsp; 1755144 |
|  |  | **1901909** |
| **Support - Services 2.3%** | **Support - Services 2.3%** | **Support - Services 2.3%** |
| 2102000 | ADT Corp., 4.88%, due 7/15/2032 | &nbsp;&nbsp; 1875741<sup>(e)</sup> |
|  | Allied Universal Holdco LLC/Allied Universal Finance Corp. |  |
| 1930000 | &nbsp;&nbsp;&nbsp; 6.63%, due 7/15/2026 | &nbsp;&nbsp; 1858108<sup>(e)</sup> |
| 2380000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 1914948<sup>(e)</sup> |
|  | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l. |  |
| 1210000 | &nbsp;&nbsp;&nbsp; 4.63%, due 6/1/2028 | &nbsp;&nbsp; 1043673<sup>(e)</sup> |
| 1340000 | &nbsp;&nbsp;&nbsp; 4.63%, due 6/1/2028 | &nbsp;&nbsp; 1150832<sup>(e)</sup> |
|  | APX Group, Inc. |  |
| 1355000 | &nbsp;&nbsp;&nbsp; 6.75%, due 2/15/2027 | &nbsp;&nbsp; 1327914<sup>(e)</sup> |
| 2185000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2029 | &nbsp;&nbsp; 1890168<sup>(e)</sup> |
| 1170000 | Aramark Int'l Finance S.a.r.l., 3.13%, due 4/1/2025 | &nbsp;&nbsp; 1223103<sup>(l)</sup> |
|  | Aramark Services, Inc. |  |
| $2675000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/1/2025 | &nbsp;&nbsp; 2634875<sup>(e)</sup> |
| 2210000 | &nbsp;&nbsp;&nbsp; 5.00%, due 2/1/2028 | &nbsp;&nbsp; 2082925<sup>(e)</sup> |
| 2810000 | ASGN, Inc., 4.63%, due 5/15/2028 | &nbsp;&nbsp; 2563577<sup>(e)</sup> |
|  | Avis Budget Car Rental LLC/Avis Budget Finance, Inc. |  |
| 3500000 | &nbsp;&nbsp;&nbsp; 5.75%, due 7/15/2027 | &nbsp;&nbsp; 3289781<sup>(e)</sup> |
| 2450000 | &nbsp;&nbsp;&nbsp; 5.38%, due 3/1/2029 | &nbsp;&nbsp; 2190300<sup>(e)</sup> |
| 721000 | BCP V Modular Services Finance II PLC, 6.13%, due 11/30/2028 | &nbsp;&nbsp; 765690<sup>(l)</sup> |
| $2345000 | Beacon Roofing Supply, Inc., 4.50%, due 11/15/2026 | &nbsp;&nbsp; 2235418<sup>(e)</sup> |
|  | Garda World Security Corp. |  |
| 1215000 | &nbsp;&nbsp;&nbsp; 4.63%, due 2/15/2027 | &nbsp;&nbsp; 1105784<sup>(e)</sup> |
| 595000 | &nbsp;&nbsp;&nbsp; 7.75%, due 2/15/2028 | &nbsp;&nbsp; 603181<sup>(e)</sup> |
| 1985000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/1/2029 | &nbsp;&nbsp; 1656880<sup>(e)</sup> |
| 2575000 | GW B-CR Security Corp., 9.50%, due 11/1/2027 | &nbsp;&nbsp; 2543040<sup>(e)</sup> |
| 1235000 | IAA Spinco, Inc., 5.50%, due 6/15/2027 | &nbsp;&nbsp; 1239631<sup>(e)</sup> |
| 500000 | Kapla Holding SAS, 3.38%, due 12/15/2026 | &nbsp;&nbsp; 487951<sup>(l)</sup> |
| 892000 | Loxam SAS, 5.75%, due 7/15/2027 | &nbsp;&nbsp; 870369<sup>(l)</sup> |
| $1145000 | PECF USS Intermediate Holding III Corp., 8.00%, due 11/15/2029 | &nbsp;&nbsp; 873063<sup>(e)</sup> |
|  | Prime Security Services Borrower LLC/Prime Finance, Inc. |  |
| 2280000 | &nbsp;&nbsp;&nbsp; 5.25%, due 4/15/2024 | &nbsp;&nbsp; 2256488<sup>(e)</sup> |
| 5100000 | &nbsp;&nbsp;&nbsp; 5.75%, due 4/15/2026 | &nbsp;&nbsp; 4998201<sup>(e)</sup> |
| 1535000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/15/2028 | &nbsp;&nbsp; 1455794<sup>(e)</sup> |
| 1660000 | Summer BC Bidco B LLC, 5.50%, due 10/31/2026 | &nbsp;&nbsp; 1364376<sup>(e)</sup> |

---

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** |
| **Support - Services – cont'd** | **Support - Services – cont'd** | **Support - Services – cont'd** |
| 996131 | Techem Verwaltungsgesellschaft 674 mbH, 6.00%, due 7/30/2026 | $1032912<sup>(l)</sup> |
| 500000 | Techem Verwaltungsgesellschaft 675 mbH, 2.00%, due 7/15/2025 | &nbsp;&nbsp; 503117<sup>(l)</sup> |
|  | United Rentals N.A., Inc. |  |
| $3015000 | &nbsp;&nbsp;&nbsp; 6.00%, due 12/15/2029 | &nbsp;&nbsp; 3060225<sup>(e)</sup> |
| 1115000 | &nbsp;&nbsp;&nbsp; 5.25%, due 1/15/2030 | &nbsp;&nbsp; 1078763 |
| 1245000 | &nbsp;&nbsp;&nbsp; 3.88%, due 2/15/2031 | &nbsp;&nbsp; 1095684 |
| 1720000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/15/2032 | &nbsp;&nbsp; 1487250 |
|  | Verisure Holding AB |  |
| 1965000 | &nbsp;&nbsp;&nbsp; 3.88%, due 7/15/2026 | &nbsp;&nbsp; 1977239<sup>(l)</sup> |
| 1095000 | &nbsp;&nbsp;&nbsp; 3.25%, due 2/15/2027 | &nbsp;&nbsp; 1051554<sup>(l)</sup> |
| $1435000 | White Cap Parent LLC, 8.25% Cash/9.00% PIK, due 3/15/2026 | &nbsp;&nbsp; 1309438<sup>(e)(q)</sup> |
|  |  | **60097993** |
| **Technology Hardware & Equipment 0.4%** | **Technology Hardware & Equipment 0.4%** | **Technology Hardware & Equipment 0.4%** |
| 2395000 | CommScope Finance LLC, 8.25%, due 3/1/2027 | &nbsp;&nbsp; 2037067<sup>(e)</sup> |
|  | CommScope Technologies LLC |  |
| 641000 | &nbsp;&nbsp;&nbsp; 6.00%, due 6/15/2025 | &nbsp;&nbsp; 607046<sup>(e)</sup> |
| 2215000 | &nbsp;&nbsp;&nbsp; 5.00%, due 3/15/2027 | &nbsp;&nbsp; 1691103<sup>(e)</sup> |
|  | CommScope, Inc. |  |
| 2485000 | &nbsp;&nbsp;&nbsp; 7.13%, due 7/1/2028 | &nbsp;&nbsp; 1946628<sup>(e)</sup> |
| 2055000 | &nbsp;&nbsp;&nbsp; 4.75%, due 9/1/2029 | &nbsp;&nbsp; 1710500<sup>(e)</sup> |
| 1750000 | Imola Merger Corp., 4.75%, due 5/15/2029 | &nbsp;&nbsp; 1522500<sup>(e)</sup> |
|  |  | **9514844** |
| **Telecom - Wireless 0.2%** | **Telecom - Wireless 0.2%** | **Telecom - Wireless 0.2%** |
| 470000 | Sprint Capital Corp., 8.75%, due 3/15/2032 | &nbsp;&nbsp; 580450 |
| 180000 | Sprint LLC, 7.63%, due 2/15/2025 | &nbsp;&nbsp; 186830 |
|  | T-Mobile USA, Inc. |  |
| 2455000 | &nbsp;&nbsp;&nbsp; 2.25%, due 2/15/2026 | &nbsp;&nbsp; 2275258 |
| 1150000 | &nbsp;&nbsp;&nbsp; 3.38%, due 4/15/2029 | &nbsp;&nbsp; 1048146 |
|  |  | **4090684** |
| **Telecom - Wireline Integrated & Services 2.2%** | **Telecom - Wireline Integrated & Services 2.2%** | **Telecom - Wireline Integrated & Services 2.2%** |
| 2780000 | Altice Financing SA, 4.25%, due 8/15/2029 | &nbsp;&nbsp; 2439101<sup>(l)</sup> |
| 380000 | Altice Finco SA, 4.75%, due 1/15/2028 | &nbsp;&nbsp; 316543<sup>(l)</sup> |
|  | Altice France Holding SA |  |
| 600000 | &nbsp;&nbsp;&nbsp; 8.00%, due 5/15/2027 | &nbsp;&nbsp; 530765<sup>(l)</sup> |
| 394000 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/15/2028 | &nbsp;&nbsp; 288268<sup>(l)</sup> |
| $8355000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/15/2028 | &nbsp;&nbsp; 5637214<sup>(e)</sup> |
|  | Altice France SA |  |
| 3155000 | &nbsp;&nbsp;&nbsp; 5.50%, due 1/15/2028 | &nbsp;&nbsp; 2620291<sup>(e)</sup> |
| 2785000 | &nbsp;&nbsp;&nbsp; 4.13%, due 1/15/2029 | &nbsp;&nbsp; 2376395<sup>(l)</sup> |
|  | Consolidated Communications, Inc. |  |
| $910000 | &nbsp;&nbsp;&nbsp; 5.00%, due 10/1/2028 | &nbsp;&nbsp; 682679<sup>(e)</sup> |
| 1645000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/1/2028 | &nbsp;&nbsp; 1340089<sup>(e)</sup> |
| 510000 | DKT Finance ApS, 7.00%, due 6/17/2023 | &nbsp;&nbsp; 554132<sup>(l)</sup> |
| 809000 | eircom Finance Designated Activity Co., 3.50%, due 5/15/2026 | &nbsp;&nbsp; 812969<sup>(l)</sup> |

---

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** |
| **Telecom - Wireline Integrated & Services – cont'd** | **Telecom - Wireline Integrated & Services – cont'd** | **Telecom - Wireline Integrated & Services – cont'd** |
|  | Frontier Communications Corp. |  |
| $1550000 | &nbsp;&nbsp;&nbsp; 5.88%, due 10/15/2027 | $1480126<sup>(e)</sup> |
| 1205000 | &nbsp;&nbsp;&nbsp; 5.00%, due 5/1/2028 | &nbsp;&nbsp; 1095526<sup>(e)</sup> |
| 1790000 | &nbsp;&nbsp;&nbsp; 6.75%, due 5/1/2029 | &nbsp;&nbsp; 1534925<sup>(e)</sup> |
| 2740000 | &nbsp;&nbsp;&nbsp; 5.88%, due 11/1/2029 | &nbsp;&nbsp; 2233812 |
| 1200000 | &nbsp;&nbsp;&nbsp; 6.00%, due 1/15/2030 | &nbsp;&nbsp; 985716<sup>(e)</sup> |
| 1100000 | &nbsp;&nbsp;&nbsp; 8.75%, due 5/15/2030 | &nbsp;&nbsp; 1139875<sup>(e)</sup> |
|  | Iliad Holding SASU |  |
| 555000 | &nbsp;&nbsp;&nbsp; 6.50%, due 10/15/2026 | &nbsp;&nbsp; 525560<sup>(e)</sup> |
| 1299000 | &nbsp;&nbsp;&nbsp; 5.63%, due 10/15/2028 | &nbsp;&nbsp; 1314897<sup>(l)</sup> |
| $495000 | &nbsp;&nbsp;&nbsp; 7.00%, due 10/15/2028 | &nbsp;&nbsp; 464894<sup>(e)</sup> |
|  | Level 3 Financing, Inc. |  |
| 2725000 | &nbsp;&nbsp;&nbsp; 4.63%, due 9/15/2027 | &nbsp;&nbsp; 2308368<sup>(e)</sup> |
| 1940000 | &nbsp;&nbsp;&nbsp; 3.63%, due 1/15/2029 | &nbsp;&nbsp; 1443360<sup>(e)</sup> |
| 585000 | &nbsp;&nbsp;&nbsp; 3.75%, due 7/15/2029 | &nbsp;&nbsp; 427658<sup>(e)</sup> |
|  | Lorca Telecom Bondco SA |  |
| 380000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/18/2027 | &nbsp;&nbsp; 378224<sup>(e)</sup> |
| 4045000 | &nbsp;&nbsp;&nbsp; 4.00%, due 9/18/2027 | &nbsp;&nbsp; 4030629<sup>(l)</sup> |
|  | Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. |  |
| $2465000 | &nbsp;&nbsp;&nbsp; 4.75%, due 4/30/2027 | &nbsp;&nbsp; 2237161<sup>(e)</sup> |
| 2020000 | &nbsp;&nbsp;&nbsp; 6.00%, due 2/15/2028 | &nbsp;&nbsp; 1667571<sup>(e)</sup> |
| 860000 | PLT VII Finance S.a.r.l., 4.63%, due 1/5/2026 | &nbsp;&nbsp; 890848<sup>(l)</sup> |
| $7580000 | Uniti Group L.P./Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, due 2/15/2029 | &nbsp;&nbsp; 5268100<sup>(e)</sup> |
| 660000 | Virgin Media Finance PLC, 5.00%, due 7/15/2030 | &nbsp;&nbsp; 553997<sup>(e)</sup> |
|  | Virgin Media Secured Finance PLC |  |
| 358000 | &nbsp;&nbsp;&nbsp; 5.00%, due 4/15/2027 | &nbsp;&nbsp; 404677<sup>(l)</sup> |
| $2600000 | &nbsp;&nbsp;&nbsp; 5.50%, due 5/15/2029 | &nbsp;&nbsp; 2411994<sup>(e)</sup> |
| 2310000 | Virgin Media Vendor Financing Notes III Designated Activity Co., 4.88%, due 7/15/2028 | &nbsp;&nbsp; 2381729<sup>(l)</sup> |
| $3950000 | Virgin Media Vendor Financing Notes IV Designated Activity Co., 5.00%, due 7/15/2028 | &nbsp;&nbsp; 3585020<sup>(e)</sup> |
| 1380000 | Zayo Group Holdings, Inc., 6.13%, due 3/1/2028 | &nbsp;&nbsp; 948750<sup>(e)</sup> |
| 1887000 | Ziggo Bond Co. BV, 3.38%, due 2/28/2030 | &nbsp;&nbsp; 1585584<sup>(l)</sup> |
|  |  | **58897447** |
| **Telecommunications 2.0%** | **Telecommunications 2.0%** | **Telecommunications 2.0%** |
| 200000 | Altice France SA, 3.38%, due 1/15/2028 | &nbsp;&nbsp; 170304<sup>(l)</sup> |
|  | AT&T, Inc. |  |
| $1000000 | &nbsp;&nbsp;&nbsp; (3M USD LIBOR + 0.89%), 5.54%, due 2/15/2023 | &nbsp;&nbsp; 1000290<sup>(f)</sup> |
| 465000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.64%), 4.96%, due 3/25/2024 | &nbsp;&nbsp; 465023<sup>(f)</sup> |
| 700000 | &nbsp;&nbsp;&nbsp; 4.00%, due 11/25/2025 | &nbsp;&nbsp; 518938 |
| $8117000 | &nbsp;&nbsp;&nbsp; 4.50%, due 3/9/2048 | &nbsp;&nbsp; 7124363 |
| 2635000 | &nbsp;&nbsp;&nbsp; 3.65%, due 6/1/2051 | &nbsp;&nbsp; 2027191 |
| 8140000 | &nbsp;&nbsp;&nbsp; 3.50%, due 9/15/2053 | &nbsp;&nbsp; 6006877 |
| 500000 | Bell Telephone Co. of Canada or Bell Canada, 2.20%, due 5/29/2028 | &nbsp;&nbsp; 336297 |
| $920000 | C&W Senior Financing Designated Activity Co., 6.88%, due 9/15/2027 | &nbsp;&nbsp; 875178<sup>(e)</sup> |
| 2240000 | Oztel Holdings SPC Ltd., 6.63%, due 4/24/2028 | &nbsp;&nbsp; 2317728<sup>(e)</sup> |
|  | Rogers Communications, Inc. |  |
| 535000 | &nbsp;&nbsp;&nbsp; 3.00%, due 3/15/2023 | &nbsp;&nbsp; 533926 |
| 2867000 | &nbsp;&nbsp;&nbsp; 3.80%, due 3/15/2032 | &nbsp;&nbsp; 2580658<sup>(e)</sup> |
| 8380000 | &nbsp;&nbsp;&nbsp; 4.55%, due 3/15/2052 | &nbsp;&nbsp; 7044062<sup>(e)</sup> |
| 110000 | SoftBank Group Corp., 5.00%, due 4/15/2028 | &nbsp;&nbsp; 109050<sup>(l)</sup> |

---

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** |
|  | T-Mobile USA, Inc. |  |
| $4505000 | &nbsp;&nbsp;&nbsp; 4.50%, due 4/15/2050 | $3978463 |
| 8955000 | &nbsp;&nbsp;&nbsp; 3.40%, due 10/15/2052 | &nbsp;&nbsp; 6536290 |
|  | Verizon Communications, Inc. |  |
| 865000 | &nbsp;&nbsp;&nbsp; (SOFR + 0.50%), 4.82%, due 3/22/2024 | &nbsp;&nbsp; 863135<sup>(f)</sup> |
| 8555000 | &nbsp;&nbsp;&nbsp; 2.36%, due 3/15/2032 | &nbsp;&nbsp; 7047649 |
| 5405000 | &nbsp;&nbsp;&nbsp; 2.99%, due 10/30/2056 | &nbsp;&nbsp; 3597471 |
| 250000 | VF Ukraine PAT via VFU Funding PLC, 6.20%, due 2/11/2025 | &nbsp;&nbsp; 140325<sup>(l)</sup> |
|  |  | **53273218** |
| **Theaters & Entertainment 0.2%** | **Theaters & Entertainment 0.2%** | **Theaters & Entertainment 0.2%** |
|  | Live Nation Entertainment, Inc. |  |
| 2330000 | &nbsp;&nbsp;&nbsp; 5.63%, due 3/15/2026 | &nbsp;&nbsp; 2260659<sup>(e)</sup> |
| 3660000 | &nbsp;&nbsp;&nbsp; 6.50%, due 5/15/2027 | &nbsp;&nbsp; 3680269<sup>(e)</sup> |
|  |  | **5940928** |
| **Transportation 0.0%**<sup>(m)</sup> | **Transportation 0.0%**<sup>(m)</sup> | **Transportation 0.0%**<sup>(m)</sup> |
| 680918 | MV24 Capital BV, 6.75%, due 6/1/2034 | &nbsp;&nbsp; 649596<sup>(e)</sup> |
| 155639 | Reseau Ferre France, 2.45%, due 2/28/2023 | &nbsp;&nbsp; 169495<sup>(d)</sup> |
| $220000 | Union Pacific Corp., 2.75%, due 4/15/2023 | &nbsp;&nbsp; 218983 |
|  |  | **1038074** |
| **Transportation Infrastructure - Services 0.1%** | **Transportation Infrastructure - Services 0.1%** | **Transportation Infrastructure - Services 0.1%** |
| 401000 | Autostrade per l'Italia SpA, 1.88%, due 9/26/2029 | &nbsp;&nbsp; 365791<sup>(l)</sup> |
| 640000 | CMA CGM SA, 7.50%, due 1/15/2026 | &nbsp;&nbsp; 721994<sup>(l)</sup> |
| 505000 | National Express Group PLC, 4.25%, due 11/26/2025 | &nbsp;&nbsp; 551103<sup>(l)(o)(p)</sup> |
|  |  | **1638888** |
| **Water 0.0%**<sup>(m)</sup> | **Water 0.0%**<sup>(m)</sup> | **Water 0.0%**<sup>(m)</sup> |
| 250000 | Thames Water Utilities Finance PLC, 1.25%, due 1/31/2032 | &nbsp;&nbsp; 210284<sup>(l)</sup> |
| 200000 | Veolia Environnement SA, 2.50%, due 1/20/2029 | &nbsp;&nbsp; 176654<sup>(l)(o)(p)</sup> |
|  |  | **386938** |
| **Total Corporate Bonds (Cost $1,547,990,510)** | **Total Corporate Bonds (Cost $1,547,990,510)** | **1382407150** |
| **Loan Assignments**<sup>(f)</sup> **0.0%**<sup>(m)</sup> | **Loan Assignments**<sup>(f)</sup> **0.0%**<sup>(m)</sup> | **Loan Assignments**<sup>(f)</sup> **0.0%**<sup>(m)</sup> |
| **Health Care 0.0%**<sup>(m)</sup> | **Health Care 0.0%**<sup>(m)</sup> | **Health Care 0.0%**<sup>(m)</sup> |
| $96347 | &nbsp;&nbsp; Aveanna Healthcare, LLC, Term Loan B, (1M USD LIBOR + 3.75%), 8.30%, due <br> 7/17/2028<br>| &nbsp;&nbsp; 78162<sup>(i)</sup> |
| 619397 | &nbsp;&nbsp; Envision Healthcare Corporation, Term Loan, (3M CME Term SOFR + 3.75%), 8.33%, <br> due 3/31/2027<br>| &nbsp;&nbsp; 151752<sup>(i)</sup> |
|  |  | **229914** |
| **Telecommunications 0.0%**<sup>(m)</sup> | **Telecommunications 0.0%**<sup>(m)</sup> | **Telecommunications 0.0%**<sup>(m)</sup> |
|  | GTT Communications, Inc. |  |
| 214900 | &nbsp;&nbsp;&nbsp; Term Loan, (1M CME Term SOFR + 7.00%), 11.66%, due 12/30/2027 | &nbsp;&nbsp; 169055 |
| 170372 | &nbsp;&nbsp;&nbsp; Term Loan, (3M CME Term SOFR + 9.00%), 13.54%, due 6/30/2028 | &nbsp;&nbsp; 76667<sup>(r)</sup> |
|  |  | **245722** |
| **Utilities 0.0%**<sup>(m)</sup> | **Utilities 0.0%**<sup>(m)</sup> | **Utilities 0.0%**<sup>(m)</sup> |
| 707892 | Nautilus Power, LLC, Term Loan B, (1M USD LIBOR + 4.25%), 8.82%, due 5/16/2024 | **521313** |
| **Total Loan Assignments (Cost $1,766,992)** | **Total Loan Assignments (Cost $1,766,992)** | **996949** |

---

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 4.8%** | **Foreign Government Securities 4.8%** | **Foreign Government Securities 4.8%** |
| $5100000 | 1MDB Global Investments Ltd., 4.40%, due 3/9/2023 | $5006954<sup>(l)</sup> |
| 206000 | Airport Authority Hong Kong, 1.75%, due 1/12/2027 | &nbsp;&nbsp; 188216<sup>(e)</sup> |
|  | Angolan Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/9/2028 | &nbsp;&nbsp; 189097<sup>(l)</sup> |
| 1280000 | &nbsp;&nbsp;&nbsp; 8.00%, due 11/26/2029 | &nbsp;&nbsp; 1186509<sup>(e)</sup> |
| 2755000 | &nbsp;&nbsp;&nbsp; 9.38%, due 5/8/2048 | &nbsp;&nbsp; 2452115<sup>(e)</sup> |
|  | Argentine Republic Government International Bond |  |
| 175982 | &nbsp;&nbsp;&nbsp; 1.00%, due 7/9/2029 | &nbsp;&nbsp; 59953 |
| 195940 | &nbsp;&nbsp;&nbsp; 0.50%, due 7/9/2030 | &nbsp;&nbsp; 69859<sup>(n)</sup> |
| 200000 | Bahamas Government International Bond, 6.00%, due 11/21/2028 | &nbsp;&nbsp; 162437<sup>(l)</sup> |
| 500000 | Bermuda Government International Bond, 3.72%, due 1/25/2027 | &nbsp;&nbsp; 481875<sup>(l)</sup> |
| 207459 | Brazil Loan Trust 1, 5.48%, due 7/24/2023 | &nbsp;&nbsp; 206680<sup>(l)</sup> |
|  | Brazil Notas do Tesouro Nacional |  |
| 6083000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2025 | &nbsp;&nbsp; 1144066 |
| 9105000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2029 | &nbsp;&nbsp; 1585740 |
| 3760000 | &nbsp;&nbsp;&nbsp; Ser. F, 10.00%, due 1/1/2031 | &nbsp;&nbsp; 635246 |
|  | Bundesrepublik Deutschland Bundesanleihe |  |
| 177000 | &nbsp;&nbsp;&nbsp; 0.50%, due 2/15/2028 | &nbsp;&nbsp; 176700<sup>(l)</sup> |
| 121000 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/15/2030 | &nbsp;&nbsp; 112718<sup>(l)</sup> |
| 40566 | &nbsp;&nbsp;&nbsp; 0.00%, due 8/15/2031 | &nbsp;&nbsp; 36556<sup>(l)</sup> |
| 1061218 | &nbsp;&nbsp;&nbsp; Ser. G, 0.00%, due 8/15/2031 | &nbsp;&nbsp; 956767<sup>(l)</sup> |
| 147110 | &nbsp;&nbsp;&nbsp; 1.70%, due 8/15/2032 | &nbsp;&nbsp; 152735<sup>(l)</sup> |
| 136900 | &nbsp;&nbsp;&nbsp; 2.50%, due 8/15/2046 | &nbsp;&nbsp; 156635<sup>(l)</sup> |
| $400000 | Chile Government International Bond, 2.75%, due 1/31/2027 | &nbsp;&nbsp; 374449 |
|  | Colombia Government International Bond |  |
| 100000 | &nbsp;&nbsp;&nbsp; 3.88%, due 3/22/2026 | &nbsp;&nbsp; 104384 |
| $750000 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/25/2027 | &nbsp;&nbsp; 678437 |
| 1105000 | &nbsp;&nbsp;&nbsp; 3.00%, due 1/30/2030 | &nbsp;&nbsp; 860382 |
| 1005000 | &nbsp;&nbsp;&nbsp; 5.00%, due 6/15/2045 | &nbsp;&nbsp; 704270 |
|  | Colombian TES |  |
| 4064100000 | &nbsp;&nbsp;&nbsp; Ser. B, 6.00%, due 4/28/2028 | &nbsp;&nbsp; 673677 |
| 8337100000 | &nbsp;&nbsp;&nbsp; Ser. B, 7.00%, due 6/30/2032 | &nbsp;&nbsp; 1274998 |
| 7220600000 | &nbsp;&nbsp;&nbsp; Ser. B, 7.25%, due 10/18/2034 | &nbsp;&nbsp; 1075578 |
|  | Dominican Republic International Bond |  |
| $350000 | &nbsp;&nbsp;&nbsp; 8.63%, due 4/20/2027 | &nbsp;&nbsp; 369242<sup>(l)</sup> |
| 4380000 | &nbsp;&nbsp;&nbsp; 6.85%, due 1/27/2045 | &nbsp;&nbsp; 3989390<sup>(e)</sup> |
|  | Ecuador Government International Bond |  |
| 1020000 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/31/2030 | &nbsp;&nbsp; 676997<sup>(e)(n)</sup> |
| 175503 | &nbsp;&nbsp;&nbsp; 5.50%, due 7/31/2030 | &nbsp;&nbsp; 116485<sup>(l)(n)</sup> |
| 1400000 | &nbsp;&nbsp;&nbsp; 2.50%, due 7/31/2035 | &nbsp;&nbsp; 678765<sup>(e)(n)</sup> |
|  | Egypt Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 5.75%, due 5/29/2024 | &nbsp;&nbsp; 188249<sup>(l)</sup> |
| 450000 | &nbsp;&nbsp;&nbsp; 4.75%, due 4/11/2025 | &nbsp;&nbsp; 435373<sup>(l)</sup> |
| $755000 | &nbsp;&nbsp;&nbsp; 5.88%, due 2/16/2031 | &nbsp;&nbsp; 537394<sup>(e)</sup> |
| 3140000 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2047 | &nbsp;&nbsp; 2210227<sup>(e)</sup> |
| 485000 | El Salvador Government International Bond, 9.50%, due 7/15/2052 | &nbsp;&nbsp; 253351<sup>(e)</sup> |
| 170000 | Estonia Government International Bond, 4.00%, due 10/12/2032 | &nbsp;&nbsp; 191341<sup>(l)</sup> |

---

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** |
|  | European Union |  |
| 434000 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/6/2026 | $428276<sup>(l)</sup> |
| 350000 | &nbsp;&nbsp;&nbsp; 2.00%, due 10/4/2027 | &nbsp;&nbsp; 367155<sup>(l)</sup> |
| 190000 | &nbsp;&nbsp;&nbsp; 1.63%, due 12/4/2029 | &nbsp;&nbsp; 191377<sup>(l)</sup> |
| 158000 | &nbsp;&nbsp;&nbsp; 2.75%, due 12/4/2037 | &nbsp;&nbsp; 163840<sup>(l)</sup> |
| 58733 | &nbsp;&nbsp;&nbsp; 1.25%, due 2/4/2043 | &nbsp;&nbsp; 45901<sup>(l)</sup> |
| 126000 | &nbsp;&nbsp;&nbsp; 3.00%, due 3/4/2053 | &nbsp;&nbsp; 134110<sup>(l)</sup> |
|  | French Republic Government Bond OAT |  |
| 174000 | &nbsp;&nbsp;&nbsp; 0.50%, due 5/25/2025 | &nbsp;&nbsp; 179979<sup>(l)</sup> |
| 475000 | &nbsp;&nbsp;&nbsp; 0.00%, due 2/25/2026 | &nbsp;&nbsp; 476327<sup>(l)</sup> |
| 115513 | &nbsp;&nbsp;&nbsp; 1.00%, due 5/25/2027 | &nbsp;&nbsp; 117679<sup>(l)</sup> |
| 85300 | &nbsp;&nbsp;&nbsp; 0.75%, due 2/25/2028 | &nbsp;&nbsp; 84767<sup>(l)</sup> |
| 127000 | &nbsp;&nbsp;&nbsp; 0.75%, due 5/25/2028 | &nbsp;&nbsp; 125731<sup>(l)</sup> |
| 571704 | &nbsp;&nbsp;&nbsp; 1.50%, due 5/25/2031 | &nbsp;&nbsp; 571858<sup>(l)</sup> |
| 143000 | &nbsp;&nbsp;&nbsp; 0.00%, due 11/25/2031 | &nbsp;&nbsp; 123181<sup>(l)</sup> |
| 391503 | &nbsp;&nbsp;&nbsp; 2.00%, due 11/25/2032 | &nbsp;&nbsp; 398479<sup>(l)</sup> |
| 447142 | &nbsp;&nbsp;&nbsp; 1.25%, due 5/25/2038 | &nbsp;&nbsp; 381922<sup>(l)</sup> |
| 120000 | &nbsp;&nbsp;&nbsp; 1.50%, due 5/25/2050 | &nbsp;&nbsp; 94296<sup>(l)</sup> |
| 58847 | &nbsp;&nbsp;&nbsp; 0.75%, due 5/25/2052 | &nbsp;&nbsp; 36396<sup>(l)</sup> |
| 47300 | &nbsp;&nbsp;&nbsp; 1.75%, due 5/25/2066 | &nbsp;&nbsp; 36974<sup>(l)</sup> |
| $200000 | Ghana Government International Bond, 6.38%, due 2/11/2027 | &nbsp;&nbsp; 69659<sup>(l)(s)</sup> |
| 220000 | Hellenic Republic Government Bond, 4.25%, due 6/15/2033 | &nbsp;&nbsp; 238408<sup>(l)</sup> |
| $200000 | Hong Kong Government International Bond, 4.50%, due 1/11/2028 | &nbsp;&nbsp; 204004<sup>(l)</sup> |
| 1742700000 | Hungary Government Bond, 3.25%, due 10/22/2031 | &nbsp;&nbsp; 3440249 |
| 81000 | Hungary Government International Bond, 5.00%, due 2/22/2027 | &nbsp;&nbsp; 89578<sup>(l)</sup> |
|  | Indonesia Government International Bond |  |
| 100000 | &nbsp;&nbsp;&nbsp; 1.75%, due 4/24/2025 | &nbsp;&nbsp; 104397 |
| $4110000 | &nbsp;&nbsp;&nbsp; 4.63%, due 4/15/2043 | &nbsp;&nbsp; 3853984<sup>(e)</sup> |
|  | Indonesia Treasury Bond |  |
| 14549000000 | &nbsp;&nbsp;&nbsp; 6.13%, due 5/15/2028 | &nbsp;&nbsp; 955852 |
| 54478000000 | &nbsp;&nbsp;&nbsp; 8.25%, due 5/15/2029 | &nbsp;&nbsp; 3940733 |
| 26460000000 | &nbsp;&nbsp;&nbsp; 7.00%, due 9/15/2030 | &nbsp;&nbsp; 1798680 |
| 50000 | Ireland Government Bond, 3.00%, due 10/18/2043 | &nbsp;&nbsp; 54098<sup>(l)</sup> |
|  | Italy Buoni Poliennali Del Tesoro |  |
| 664000 | &nbsp;&nbsp;&nbsp; 1.75%, due 5/30/2024 | &nbsp;&nbsp; 708766<sup>(l)</sup> |
| 933000 | &nbsp;&nbsp;&nbsp; 1.45%, due 11/15/2024 | &nbsp;&nbsp; 985463<sup>(l)</sup> |
| 556920 | &nbsp;&nbsp;&nbsp; 1.40%, due 5/26/2025 | &nbsp;&nbsp; 594885<sup>(d)(l)</sup> |
| 224000 | &nbsp;&nbsp;&nbsp; 1.85%, due 7/1/2025 | &nbsp;&nbsp; 235897<sup>(l)</sup> |
| 423000 | &nbsp;&nbsp;&nbsp; 0.00%, due 4/1/2026 | &nbsp;&nbsp; 413582<sup>(l)</sup> |
| 88000 | &nbsp;&nbsp;&nbsp; 1.60%, due 6/1/2026 | &nbsp;&nbsp; 90382<sup>(l)</sup> |
| 337000 | &nbsp;&nbsp;&nbsp; 0.00%, due 8/1/2026 | &nbsp;&nbsp; 325818<sup>(l)</sup> |
| 142000 | &nbsp;&nbsp;&nbsp; 2.05%, due 8/1/2027 | &nbsp;&nbsp; 145295<sup>(l)</sup> |
| 440000 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/1/2037 | &nbsp;&nbsp; 465719<sup>(l)</sup> |
|  | Ivory Coast Government International Bond |  |
| 600000 | &nbsp;&nbsp;&nbsp; 5.25%, due 3/22/2030 | &nbsp;&nbsp; 551408<sup>(l)</sup> |
| $226839 | &nbsp;&nbsp;&nbsp; 5.75%, due 12/31/2032 | &nbsp;&nbsp; 208431<sup>(l)(n)</sup> |
| 3715000 | &nbsp;&nbsp;&nbsp; 6.13%, due 6/15/2033 | &nbsp;&nbsp; 3295481<sup>(e)</sup> |
| 100000 | Kazakhstan Government International Bond, 0.60%, due 9/30/2026 | &nbsp;&nbsp; 95506<sup>(l)</sup> |
| $200000 | Kenya Government International Bond, 7.00%, due 5/22/2027 | &nbsp;&nbsp; 180196<sup>(l)</sup> |

---

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** |
|  | Kingdom of Belgium Government Bond |  |
| 102000 | &nbsp;&nbsp;&nbsp; Ser. 97, 3.00%, due 6/22/2033 | $111811<sup>(l)</sup> |
| 172097 | &nbsp;&nbsp;&nbsp; Ser. 84, 1.45%, due 6/22/2037 | &nbsp;&nbsp; 152332<sup>(l)</sup> |
| 63778 | &nbsp;&nbsp;&nbsp; Ser. 90, 0.40%, due 6/22/2040 | &nbsp;&nbsp; 44238<sup>(l)</sup> |
| 122000 | Lithuania Government International Bond, 2.13%, due 6/1/2032 | &nbsp;&nbsp; 116438<sup>(l)</sup> |
|  | Mexican Bonos |  |
| 55639100 | &nbsp;&nbsp;&nbsp; Ser. M20, 8.50%, due 5/31/2029 | &nbsp;&nbsp; 2928200 |
| 56380000 | &nbsp;&nbsp;&nbsp; Ser. M, 7.75%, due 5/29/2031 | &nbsp;&nbsp; 2830482 |
|  | Mexico Government International Bond |  |
| $4250000 | &nbsp;&nbsp;&nbsp; 3.50%, due 2/12/2034 | &nbsp;&nbsp; 3571536 |
| 4240000 | &nbsp;&nbsp;&nbsp; 4.40%, due 2/12/2052 | &nbsp;&nbsp; 3307336 |
| 1155000 | Mongolia Government International Bond, 5.13%, due 4/7/2026 | &nbsp;&nbsp; 1077038<sup>(e)</sup> |
|  | Netherlands Government Bond |  |
| 263397 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/15/2030 | &nbsp;&nbsp; 238204<sup>(l)</sup> |
| 255658 | &nbsp;&nbsp;&nbsp; 0.00%, due 7/15/2031 | &nbsp;&nbsp; 225271<sup>(l)</sup> |
| 350633 | &nbsp;&nbsp;&nbsp; 4.00%, due 1/15/2037 | &nbsp;&nbsp; 441690<sup>(l)</sup> |
|  | Oman Government International Bond |  |
| $1810000 | &nbsp;&nbsp;&nbsp; 6.25%, due 1/25/2031 | &nbsp;&nbsp; 1873205<sup>(e)</sup> |
| 2765000 | &nbsp;&nbsp;&nbsp; 7.00%, due 1/25/2051 | &nbsp;&nbsp; 2797903<sup>(e)</sup> |
|  | Panama Government International Bond |  |
| 100000 | &nbsp;&nbsp;&nbsp; 8.88%, due 9/30/2027 | &nbsp;&nbsp; 116130 |
| 1835000 | &nbsp;&nbsp;&nbsp; 2.25%, due 9/29/2032 | &nbsp;&nbsp; 1403851 |
| 2475000 | &nbsp;&nbsp;&nbsp; 3.30%, due 1/19/2033 | &nbsp;&nbsp; 2064633 |
| 1775000 | Paraguay Government International Bond, 4.95%, due 4/28/2031 | &nbsp;&nbsp; 1722502<sup>(e)</sup> |
| 28985000 | Peru Government Bond, 6.15%, due 8/12/2032 | &nbsp;&nbsp; 6588602 |
| $200000 | Perusahaan Penerbit SBSN Indonesia III, 4.40%, due 6/6/2027 | &nbsp;&nbsp; 199485<sup>(l)</sup> |
|  | Peruvian Government International Bond |  |
| 200000 | &nbsp;&nbsp;&nbsp; 7.35%, due 7/21/2025 | &nbsp;&nbsp; 210473 |
| 1995000 | &nbsp;&nbsp;&nbsp; 3.00%, due 1/15/2034 | &nbsp;&nbsp; 1619360 |
| 12139000 | &nbsp;&nbsp;&nbsp; 6.90%, due 8/12/2037 | &nbsp;&nbsp; 2802416<sup>(i)(l)</sup> |
|  | Portugal Obrigacoes do Tesouro OT |  |
| 163500 | &nbsp;&nbsp;&nbsp; 1.95%, due 6/15/2029 | &nbsp;&nbsp; 168572<sup>(l)</sup> |
| 295000 | &nbsp;&nbsp;&nbsp; 0.30%, due 10/17/2031 | &nbsp;&nbsp; 253059<sup>(l)</sup> |
| 748000 | &nbsp;&nbsp;&nbsp; 1.65%, due 7/16/2032 | &nbsp;&nbsp; 713553<sup>(l)</sup> |
| 220000 | &nbsp;&nbsp;&nbsp; 3.50%, due 6/18/2038 | &nbsp;&nbsp; 238125<sup>(l)</sup> |
| $203578 | Provincia de Cordoba, 6.88%, due 12/10/2025 | &nbsp;&nbsp; 175387<sup>(l)</sup> |
|  | Qatar Government International Bond |  |
| 370000 | &nbsp;&nbsp;&nbsp; 3.88%, due 4/23/2023 | &nbsp;&nbsp; 368683<sup>(l)</sup> |
| 1440000 | &nbsp;&nbsp;&nbsp; 4.40%, due 4/16/2050 | &nbsp;&nbsp; 1359547<sup>(e)</sup> |
| 353000 | Republic of Austria Government Bond, 0.90%, due 2/20/2032 | &nbsp;&nbsp; 325003<sup>(l)</sup> |
| $160000 | Republic of Poland Government International Bond, 5.50%, due 11/16/2027 | &nbsp;&nbsp; 165773 |
|  | Republic of South Africa Government Bond |  |
| 30320014 | &nbsp;&nbsp;&nbsp; 8.00%, due 1/31/2030 | &nbsp;&nbsp; 1597821 |
| 21213555 | &nbsp;&nbsp;&nbsp; 8.25%, due 3/31/2032 | &nbsp;&nbsp; 1072634 |
| 21901358 | &nbsp;&nbsp;&nbsp; 8.50%, due 1/31/2037 | &nbsp;&nbsp; 1022638 |
|  | Republic of South Africa Government International Bond |  |
| $1830000 | &nbsp;&nbsp;&nbsp; 5.65%, due 9/27/2047 | &nbsp;&nbsp; 1395613 |
| 1055000 | &nbsp;&nbsp;&nbsp; 5.75%, due 9/30/2049 | &nbsp;&nbsp; 803256 |
|  | Romania Government Bond |  |
| 10550000 | &nbsp;&nbsp;&nbsp; 4.85%, due 7/25/2029 | &nbsp;&nbsp; 2017494<sup>(i)</sup> |
| 20420000 | &nbsp;&nbsp;&nbsp; 8.25%, due 9/29/2032 | &nbsp;&nbsp; 4744007<sup>(i)</sup> |

---

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** |
|  |  | Romanian Government International Bond |  |
| EUR | 50000 | &nbsp;&nbsp;&nbsp; 2.75%, due 2/26/2026 | $51740<sup>(l)</sup> |
| $| 234000 | &nbsp;&nbsp;&nbsp; 3.00%, due 2/27/2027 | &nbsp;&nbsp; 211821<sup>(l)</sup> |
| EUR | 166000 | &nbsp;&nbsp;&nbsp; 2.88%, due 5/26/2028 | &nbsp;&nbsp; 160080<sup>(l)</sup> |
| EUR | 153000 | &nbsp;&nbsp;&nbsp; 1.75%, due 7/13/2030 | &nbsp;&nbsp; 121717<sup>(l)</sup> |
| $| 3210000 | &nbsp;&nbsp;&nbsp; 3.00%, due 2/14/2031 | &nbsp;&nbsp; 2639293<sup>(l)</sup> |
| EUR | 221000 | &nbsp;&nbsp;&nbsp; 2.00%, due 1/28/2032 | &nbsp;&nbsp; 170891<sup>(l)</sup> |
| $| 1280000 | &nbsp;&nbsp;&nbsp; 3.63%, due 3/27/2032 | &nbsp;&nbsp; 1075802<sup>(e)</sup> |
| EUR | 249000 | &nbsp;&nbsp;&nbsp; 3.88%, due 10/29/2035 | &nbsp;&nbsp; 211823<sup>(l)</sup> |
| $| 1370000 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/14/2051 | &nbsp;&nbsp; 958510<sup>(e)</sup> |
|  | 2666000 | &nbsp;&nbsp;&nbsp; 4.00%, due 2/14/2051 | &nbsp;&nbsp; 1863795<sup>(l)</sup> |
|  |  | Saudi Government International Bond |  |
|  | 1645000 | &nbsp;&nbsp;&nbsp; 3.25%, due 11/17/2051 | &nbsp;&nbsp; 1200850<sup>(e)</sup> |
|  | 1265000 | &nbsp;&nbsp;&nbsp; 3.75%, due 1/21/2055 | &nbsp;&nbsp; 1001146<sup>(e)</sup> |
| EUR | 250000 | Serbia International Bond, 3.13%, due 5/15/2027 | &nbsp;&nbsp; 242799<sup>(l)</sup> |
|  |  | Spain Government Bond |  |
| EUR | 206000 | &nbsp;&nbsp;&nbsp; 2.75%, due 10/31/2024 | &nbsp;&nbsp; 223879<sup>(l)</sup> |
| EUR | 448000 | &nbsp;&nbsp;&nbsp; 1.45%, due 10/31/2027 | &nbsp;&nbsp; 456385<sup>(l)</sup> |
| EUR | 110000 | &nbsp;&nbsp;&nbsp; 3.15%, due 4/30/2033 | &nbsp;&nbsp; 117459<sup>(k)(l)</sup> |
| EUR | 66000 | &nbsp;&nbsp;&nbsp; 0.85%, due 7/30/2037 | &nbsp;&nbsp; 49787<sup>(l)</sup> |
| EUR | 175000 | &nbsp;&nbsp;&nbsp; 0.85%, due 7/30/2037 | &nbsp;&nbsp; 132010<sup>(l)</sup> |
| EUR | 29000 | &nbsp;&nbsp;&nbsp; 1.00%, due 7/30/2042 | &nbsp;&nbsp; 20227<sup>(l)</sup> |
|  |  | Sri Lanka Government International Bond |  |
| $| 302000 | &nbsp;&nbsp;&nbsp; 6.85%, due 3/14/2024 | &nbsp;&nbsp; 102487<sup>(l)(s)</sup> |
|  | 200000 | &nbsp;&nbsp;&nbsp; 6.35%, due 6/28/2024 | &nbsp;&nbsp; 67840<sup>(l)(s)</sup> |
| EUR | 185000 | State of North Rhine-Westphalia Germany, 1.65%, due 2/22/2038 | &nbsp;&nbsp; 167718<sup>(l)</sup> |
|  |  | Turkey Government Bond |  |
| TRY | 17685476 | &nbsp;&nbsp;&nbsp; 1.50%, due 6/18/2025 | &nbsp;&nbsp; 1228912<sup>(d)</sup> |
| TRY | 42108111 | &nbsp;&nbsp;&nbsp; 11.70%, due 11/13/2030 | &nbsp;&nbsp; 2695385 |
|  |  | Ukraine Government International Bond |  |
| $| 200000 | &nbsp;&nbsp;&nbsp; 8.99%, due 2/1/2026 | &nbsp;&nbsp; 45078<sup>(l)</sup> |
|  | 4140000 | &nbsp;&nbsp;&nbsp; 7.25%, due 3/15/2035 | &nbsp;&nbsp; 823860<sup>(e)</sup> |
|  | 1230000 | Uruguay Government International Bond, 5.10%, due 6/18/2050 | &nbsp;&nbsp; 1240972 |
|  | 1295300 | Venezuela Government International Bond, 8.25%, due 10/13/2024 | &nbsp;&nbsp; 113339<sup>(l)(s)</sup> |
| **Total Foreign Government Securities (Cost $152,508,002)** | **Total Foreign Government Securities (Cost $152,508,002)** | **Total Foreign Government Securities (Cost $152,508,002)** | **127618472** |
| **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** |
| **Cable & Satellite Television 0.1%** | **Cable & Satellite Television 0.1%** | **Cable & Satellite Television 0.1%** | **Cable & Satellite Television 0.1%** |
|  | 2505000 | DISH Network Corp., 2.38%, due 3/15/2024 | &nbsp;&nbsp; 2320882 |
|  | 1310000 | DISH Network Corp., 3.38%, due 8/15/2026 | &nbsp;&nbsp; 857123 |
| **Total Convertible Bonds (Cost $3,665,031)** | **Total Convertible Bonds (Cost $3,665,031)** | **Total Convertible Bonds (Cost $3,665,031)** | **3178005** |
| **Municipal Notes 1.2%** | **Municipal Notes 1.2%** | **Municipal Notes 1.2%** | **Municipal Notes 1.2%** |
| **California 0.4%** | **California 0.4%** | **California 0.4%** | **California 0.4%** |
|  | 1370000 | &nbsp;&nbsp; Bay Area Toll Au. Toll Bridge Rev. (Build America Bonds), Ser. 2010-S-1, 7.04%, due <br> 4/1/2050<br>| &nbsp;&nbsp; 1808839 |
|  | 1370000 | California St. G.O. (Build America Bonds), Ser. 2010, 7.63%, due 3/1/2040 | &nbsp;&nbsp; 1815075 |
|  | 2055000 | California St. Univ. Ref. Rev., Ser. 2020-B, 2.98%, due 11/1/2051 | &nbsp;&nbsp; 1539902 |
|  | 2120000 | &nbsp;&nbsp; Foothill-Eastern Trans. Corridor Agcy. Toll Road Rev. Ref., Ser. 2019-A, (AGM Insured), <br> 3.92%, due 1/15/2053<br>| &nbsp;&nbsp; 1701384 |

---

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** |
| **California – cont'd** | **California – cont'd** | **California – cont'd** |
| 1105000 | &nbsp;&nbsp; Los Angeles Comm. College Dist. G.O. (Build America Bonds), Ser. 2010-E, 6.75%, due <br> 8/1/2049<br>| $1461668 |
| 1710000 | Univ. of California Regents Med. Ctr. Pooled Rev., Ser. 2020-N, 3.01%, due 5/15/2050 | &nbsp;&nbsp; 1262257 |
|  |  | **9589125** |
| **Massachusetts 0.0%**<sup>(m)</sup> | **Massachusetts 0.0%**<sup>(m)</sup> | **Massachusetts 0.0%**<sup>(m)</sup> |
| 1060000 | Massachusetts St. Ed. Fin. Au. Rev. Ref., Ser. 2018-A, 4.08%, due 7/1/2027 | **1028776** |
| **Michigan 0.0%**<sup>(m)</sup> | **Michigan 0.0%**<sup>(m)</sup> | **Michigan 0.0%**<sup>(m)</sup> |
| 1770000 | &nbsp;&nbsp; Michigan Fin. Au. Hosp. Rev. Ref. (Trinity Hlth. Credit Group), Ser. 2019-T, 3.38%, due <br> 12/1/2040<br>| **1501764** |
| **Nevada 0.1%** | **Nevada 0.1%** | **Nevada 0.1%** |
| 2055000 | &nbsp;&nbsp; Clark Co. Nevada G.O. (Las Vegas Convention and Visitors Au.), Ser. 2019-D, 3.23%, <br> due 7/1/2044<br>| **1585910** |
| **New Jersey 0.0%**<sup>(m)</sup> | **New Jersey 0.0%**<sup>(m)</sup> | **New Jersey 0.0%**<sup>(m)</sup> |
| 695000 | Atlantic City G.O. Ref., Ser. 2018, 4.29%, due 9/1/2026 | &nbsp;&nbsp; 675955 |
| 545000 | &nbsp;&nbsp; New Jersey St. Hsg. & Mtge. Fin. Agcy. Rev. Ref. (Single Family Hsg.), Ser. 2018-B, <br> 3.80%, due 10/1/2032<br>| &nbsp;&nbsp; 529052 |
|  |  | **1205007** |
| **New York 0.1%** | **New York 0.1%** | **New York 0.1%** |
| 2740000 | &nbsp;&nbsp; New York St. Dorm. Au. Rev. Non St. Supported Debt Ref. (New York Univ.), Ser. 2020-B, <br> 2.69%, due 7/1/2040<br>| **2065378** |
| **Ohio 0.2%** | **Ohio 0.2%** | **Ohio 0.2%** |
| 2055000 | Highland Local Sch. Dist. G.O. Ref., Ser. 2020, 3.19%, due 12/1/2049 | &nbsp;&nbsp; 1568115 |
| 2055000 | &nbsp;&nbsp; JobsOhio Beverage Sys. Statewide Liquor Profits Rev. Ref., Ser. 2020-A, 2.83%, due <br> 1/1/2038<br>| &nbsp;&nbsp; 1678799 |
| 2230000 | &nbsp;&nbsp; Ohio St. Turnpike Commission Junior Lien Rev. Ref. (Infrastructure Proj.), Ser. 2020-A, <br> 3.22%, due 2/15/2048<br>| &nbsp;&nbsp; 1682031 |
| 2055000 | Ohio Univ. Gen. Receipt Athens Ref. Rev., Ser. 2020, 2.91%, due 12/1/2043 | &nbsp;&nbsp; 1512638 |
|  |  | **6441583** |
| **Pennsylvania 0.1%** | **Pennsylvania 0.1%** | **Pennsylvania 0.1%** |
| 2055000 | Commonwealth Fin. Au. Rev. Ref., Ser. 2020-C, 3.53%, due 6/1/2042 | **1683512** |
| **Texas 0.2%** | **Texas 0.2%** | **Texas 0.2%** |
| 1710000 | Dallas Area Rapid Transit Sales Tax Rev. Ref., Ser. 2020-C, 2.82%, due 12/1/2042 | &nbsp;&nbsp; 1309610 |
| 2055000 | &nbsp;&nbsp; Grand Parkway Trans. Corp. Sys. Sub. Tier Toll Rev. Ref., Ser. 2020-B, 3.24%, due <br> 10/1/2052<br>| &nbsp;&nbsp; 1602256 |
| 1410000 | &nbsp;&nbsp; Texas St. Private Activity Bond Surface Trans. Corp. Sr. Lien Rev. Ref. (North Tarrant <br> Express Managed Lanes Proj.), Ser. 2019-B, 3.92%, due 12/31/2049<br>| &nbsp;&nbsp; 1146250 |
| 2125000 | &nbsp;&nbsp; Texas St. Trans. Commission Central Texas Turnpike Sys. First Tier Rev. Ref., Ser. 2020-C, <br> 3.03%, due 8/15/2041<br>| &nbsp;&nbsp; 1601728 |
|  |  | **5659844** |
| **Utah 0.1%** | **Utah 0.1%** | **Utah 0.1%** |
| 2055000 | Utah St. Transit Au. Sales Tax Rev. Ref., Ser. 2020, 2.77%, due 12/15/2038 | **1624397** |
| **Total Municipal Notes (Cost $41,635,417)** | **Total Municipal Notes (Cost $41,635,417)** | **32385296** |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Closed-End Funds 0.1%** | **Closed-End Funds 0.1%** | **Closed-End Funds 0.1%** |
| **Investment Companies**<sup>(t)</sup> **0.1%** | **Investment Companies**<sup>(t)</sup> **0.1%** | **Investment Companies**<sup>(t)</sup> **0.1%** |
| 1973605 | Neuberger Berman Global Monthly Income Fund Ltd. **(Cost $2,363,561)** | **$1781072** |
| **Exchange-Traded Funds 2.8%** | **Exchange-Traded Funds 2.8%** | **Exchange-Traded Funds 2.8%** |
| 92836 | iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 7086172 |
| 608331 | iShares iBoxx $ Investment Grade Corporate Bond ETF | &nbsp;&nbsp; 67445658 |
| **Total Exchange-Traded Funds (Cost $69,163,692)** | **Total Exchange-Traded Funds (Cost $69,163,692)** | **74531830** |
| **Short-Term Investments 1.1%** | **Short-Term Investments 1.1%** | **Short-Term Investments 1.1%** |
| **Commercial Paper 0.1%** | **Commercial Paper 0.1%** | **Commercial Paper 0.1%** |
| 875000 | BP Capital Markets PLC, 4.80%, due 3/27/2023 | &nbsp;&nbsp; 868801<sup>(u)</sup> |
| 545000 | Oracle Corp., 4.78%, due 2/22/2023 | &nbsp;&nbsp; 543428<sup>(u)</sup> |
| 565000 | Oracle Corp., 4.88%, due 3/3/2023 | &nbsp;&nbsp; 562697<sup>(u)</sup> |
|  |  | **1974926** |
| **Investment Companies 1.0%** | **Investment Companies 1.0%** | **Investment Companies 1.0%** |
| 26099239 | State Street Institutional U.S. Government Money Market Fund Premier Class, 4.18%<sup>(u)</sup> <br>| **26099239** |
| **Total Short-Term Investments (Cost $28,074,320)** | **Total Short-Term Investments (Cost $28,074,320)** | **28074165** |
| **Total Investments 122.2% (Cost $3,529,620,640)** | **Total Investments 122.2% (Cost $3,529,620,640)** | **3248096361** |
| Liabilities Less Other Assets (22.2)% | Liabilities Less Other Assets (22.2)% | &nbsp;&nbsp;&nbsp;&nbsp; (589329053)<sup>(v)</sup> |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **$2658767308** |

---

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(c) All or a portion of the security is pledged as collateral for futures.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Index-linked bond whose principal amount adjusts according to a government retail price index.

&nbsp;&nbsp;&nbsp;&nbsp;(e) 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, 2023, these securities amounted to $1,174,724,568, which represents 44.2% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically.

&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;(h) 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(i) All or a portion of this security was purchased on a delayed delivery basis.

&nbsp;&nbsp;&nbsp;&nbsp;(j) 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, 2023 amounted to $610,648,665, which represents 23.0% of net assets of the Fund.

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;(k) When-issued security. Total value of all such securities at January 31, 2023 amounted to $3,426,279, which represents 0.1% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(l) 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, 2023 amounted to $144,018,050, which represents 5.4% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(n) 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, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(o) 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;(p) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer.

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(u) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

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 | $2617092710 | 98.4% |
| Cayman Islands | 124910096 | 4.7% |
| United Kingdom | 86464290 | 3.3% |
| Canada | 37188179 | 1.4% |
| Switzerland | 35309981 | 1.3% |
| France | 31616362 | 1.2% |
| Netherlands | 20896614 | 0.8% |
| Mexico | 19649814 | 0.7% |
| Germany | 17666372 | 0.7% |
| Spain | 15561277 | 0.6% |
| Romania | 14226973 | 0.5% |
| Luxembourg | 13239346 | 0.5% |
| Indonesia | 13012820 | 0.5% |
| Brazil | 12078102 | 0.5% |
| Peru | 12010883 | 0.5% |
| Italy | 9880817 | 0.4% |
| Colombia | 9463359 | 0.4% |
| Sweden | 9226552 | 0.3% |
| Australia | 8734016 | 0.3% |
| Ireland | 8507127 | 0.3% |
| South Africa | 7047240 | 0.3% |
| Oman | 6988836 | 0.3% |
| Chile | 6115128 | 0.2% |
| Malaysia | 5006954 | 0.2% |
| Zambia | 4867022 | 0.2% |
| Panama | 4459792 | 0.2% |
| Dominican Republic | 4358632 | 0.2% |
| Turkey | 4123633 | 0.2% |
| Finland | 4114689 | 0.2% |
| Cote D'Ivoire | 4055320 | 0.2% |
| Angola | 3827721 | 0.1% |
| Hungary | 3529827 | 0.1% |
| Egypt | 3371243 | 0.1% |
| Israel | 3291997 | 0.1% |
| United Arab Emirates | 3015244 | 0.1% |
| Ukraine | 2776283 | 0.1% |
| Hong Kong | 2768862 | 0.1% |
| Supranational | 2358578 | 0.1% |
| Qatar | 2267614 | 0.1% |
| Saudi Arabia | 2201996 | 0.1% |
| China | 2181908 | 0.1% |
| Kazakhstan | 1752202 | 0.1% |
| Paraguay | 1722502 | 0.1% |
| Macau | 1647026 | 0.1% |
| Ecuador | 1472247 | 0.1% |
| India | 1373971 | 0.1% |
| Other countries, each representing less than 0.05% of net assets of the Fund | 12590039 | 0.0% |

---

See Notes to Schedule of Investments

------

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

---

| | | |
|:---|:---|:---|
| **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>|
| Short-Term Investments and Other Liabilities—Net | $(561254888) | (21.1)% |
|  | **$2658767308** | **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, 2023, 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>|
| 3/2023 | 676 | Euro-Bobl | &nbsp;&nbsp; $86205367 | $(148515) |
| 3/2023 | &nbsp;&nbsp; 22 | Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3272366 | &nbsp;&nbsp;&nbsp;&nbsp; (44667) |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | Euro-Buxl Bond, 30 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 782748 | &nbsp;&nbsp;&nbsp;&nbsp; (87233) |
| 3/2023 | 722 | Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp; 83001633 | &nbsp;&nbsp;&nbsp;&nbsp; (87607) |
| 3/2023 | 109 | Long Gilt | &nbsp;&nbsp;&nbsp;&nbsp; 14044116 | &nbsp;&nbsp;&nbsp;&nbsp; 57432 |
| 3/2023 | 532 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp; 109404969 | &nbsp;&nbsp; (152457) |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5144 |
| 6/2023 | &nbsp;&nbsp; 40 | Euro, 90 Day | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9491500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450) |
| 12/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | Euribor Interest Rate, 3 Months | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2362676 | &nbsp;&nbsp;&nbsp;&nbsp; (41094) |
| 3/2024 | &nbsp;&nbsp; 20 | ICE SONIA Index, 3 Months | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5909664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | **$314912008** | **$(498214)** |

---

&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>|
| 3/2023 | &nbsp;&nbsp;&nbsp; 293 | Euro-Bobl | &nbsp;&nbsp; $(37364161) | &nbsp;&nbsp;&nbsp;&nbsp; $639748 |
| 3/2023 | &nbsp;&nbsp;&nbsp; 176 | Euro-BTP | &nbsp;&nbsp;&nbsp;&nbsp; (21835545) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341669 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | Euro-BTP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4612561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6523 |
| 3/2023 | &nbsp;&nbsp;&nbsp; 223 | Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp; (33169891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902239 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | Euro-Buxl Bond, 30 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9706078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16087 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 | Euro-Oat | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1143856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39333 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 | Euro-Schatz | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1034646) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10498 |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | Government of Canada Bond, 5 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1105227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8110) |
| 3/2023 | &nbsp;&nbsp;&nbsp; 107 | Long Gilt | &nbsp;&nbsp;&nbsp;&nbsp; (13786426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47289 |
| 3/2023 | &nbsp;&nbsp;&nbsp; 315 | U.S. Treasury Long Bond | &nbsp;&nbsp;&nbsp;&nbsp; (40910625) | &nbsp;&nbsp; (1220071) |
| 3/2023 | &nbsp;&nbsp;&nbsp; 702 | U.S. Treasury Note, 10 Year | &nbsp;&nbsp;&nbsp;&nbsp; (80389969) | &nbsp;&nbsp; (1218158) |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | U.S. Treasury Note, 2 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9871125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9154) |
| 3/2023 | 1623 | U.S. Treasury Note, 5 Year | &nbsp;&nbsp; (177300071) | &nbsp;&nbsp; (1482798) |
| 3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | U.S. Treasury Note, Ultra 10 Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8847828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47109) |
| 3/2023 | &nbsp;&nbsp;&nbsp; 803 | U.S. Treasury Ultra Bond | &nbsp;&nbsp; (113825250) | &nbsp;&nbsp; (1769251) |
| 12/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | Euro, 90 Day | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9672000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7300) |
| **Total Short Positions** | **Total Short Positions** | **Total Short Positions** | **$(564575259)** | **$(3758565)** |

---

See Notes to Schedule of Investments

------

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

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

---

| |
|:---|
| **Options on exchange-traded futures contracts** |
| **Long Positions:** |

---

&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>|
| 3/2023 | 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Call Options Exercise Price EUR 95.5 on <br> Euro, 90 Day Futures<br>| $545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $31 |
| **Total Long Positions** | **Total Long Positions** | **Total Long Positions** | **$545** | **$31** |
| **Total Futures** | **Total Futures** | **Total Futures** |  | **$(4256748)** |

---

At January 31, 2023 the Fund had securities pledged in the amount of $12,008,252 to cover collateral requirements on open futures.

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

At January 31, 2023, 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>|
| BRL | 5592944 | USD | 1023299 | GSI | &nbsp;&nbsp; 2/2/2023 | $78476 |
| BRL | 8205113 | USD | 1609067 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 7290 |
| BRL | 523755 | USD | 96746 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6430 |
| BRL | 320936 | USD | 59219 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4003 |
| BRL | 1767478 | USD | 328193 | JPM | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp; 19990 |
| BRL | 2934359 | USD | 550597 | CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 24659 |
| BRL | 841227 | USD | 154136 | CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 10779 |
| BRL | 968694 | USD | 179397 | GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp; 10507 |
| BRL | 8205113 | USD | 1580883 | GSI | &nbsp;&nbsp; 5/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9608 |
| CLP | 5400000000 | USD | 6333568 | &nbsp;&nbsp; TD | &nbsp;&nbsp; 2/8/2023 | 443559 |
| CLP | 765967 | USD | 943 | CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| CLP | 941346375 | USD | 1153264 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 27989 |
| CLP | 571952212 | USD | 642066 | MS | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 75651 |
| COP | 3017244265 | USD | 624064 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 21232 |
| COP | 2634235179 | USD | 545184 | JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 18199 |
| CZK | 1561136 | EUR | 63490 | CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1993 |
| DKK | 6278370 | USD | 912912 | CITI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9530 |
| EUR | 473999 | HUF | 187753760 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2146 |
| EUR | 1767440 | RON | 8682415 | CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4126 |
| EUR | 1685790 | USD | 1825137 | CITI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 7570 |
| EUR | 553441 | USD | 598303 | CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3414 |
| EUR | 763067 | USD | 808332 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp; 21297 |
| EUR | 154406 | USD | 166221 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1654 |
| EUR | 110238 | USD | 119119 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735 |
| EUR | 442730 | USD | 480762 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
| EUR | 110914 | USD | 120130 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
| EUR | 357864 | USD | 388508 | JPM | &nbsp;&nbsp; 3/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1274 |
| EUR | 7403437 | USD | 7998955 | CITI | 4/20/2023 | &nbsp;&nbsp; 88258 |
| EUR | 1212535 | USD | 1310069 | CITI | 4/20/2023 | &nbsp;&nbsp; 14455 |
| EUR | 2645517 | USD | 2857039 | GSI | 4/20/2023 | &nbsp;&nbsp; 32816 |

---

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>|
| EUR | 4162619 | USD | 4533833 | GSI | 4/20/2023 | $13242 |
| USD | 185170 | EUR | 170000 | JPM | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| USD | 95967 | EUR | 88122 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| GBP | 2065395 | USD | 2519377 | CITI | 4/20/2023 | &nbsp;&nbsp; 31196 |
| GBP | 720245 | USD | 877401 | GSI | 4/20/2023 | &nbsp;&nbsp; 12036 |
| GBP | 954082 | USD | 1167142 | GSI | 4/20/2023 | &nbsp;&nbsp; 11062 |
| GBP | 233176 | USD | 285312 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
| HUF | 567205046 | EUR | 1309142 | CITI | 3/16/2023 | 127391 |
| HUF | 567205047 | EUR | 1335163 | CITI | 3/16/2023 | &nbsp;&nbsp; 99026 |
| HUF | 221960513 | EUR | 550054 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 8694 |
| HUF | 221960513 | EUR | 553278 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 5179 |
| IDR | 99491000000 | USD | 6374359 | &nbsp;&nbsp; TD | &nbsp;&nbsp; 2/8/2023 | 253154 |
| IDR | 10075927971 | USD | 646597 | CITI | 3/15/2023 | &nbsp;&nbsp; 24647 |
| IDR | 13701511143 | USD | 908058 | CITI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4718 |
| IDR | 10956172037 | USD | 729051 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
| USD | 548658 | ILS | 1845318 | CITI | 3/16/2023 | &nbsp;&nbsp; 13240 |
| USD | 670906 | ILS | 2275714 | GSI | 3/16/2023 | &nbsp;&nbsp; 10609 |
| USD | 429721 | ILS | 1468220 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3718 |
| USD | 197500 | ILS | 671878 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 |
| KRW | 834882312 | USD | 637385 | GSI | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; 39867 |
| KRW | 850031686 | USD | 653620 | GSI | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; 35920 |
| KRW | 361243696 | USD | 263138 | JPM | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; 29901 |
| KRW | 319471722 | USD | 232697 | JPM | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp; 26457 |
| MXN | 129500000 | USD | 6631526 | JPM | &nbsp;&nbsp; 2/8/2023 | 238485 |
| MXN | 12992099 | USD | 643738 | CITI | 3/15/2023 | &nbsp;&nbsp; 41153 |
| MXN | 2075786 | USD | 102937 | MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6490 |
| MXN | 2702534 | USD | 136260 | MS | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 6207 |
| PEN | 3783901 | USD | 978410 | BCB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2174 |
| PEN | 4023507 | USD | 1038789 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 3888 |
| PEN | 400319 | USD | 103543 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| USD | 1205855 | PEN | 4603833 | CITI | 3/16/2023 | &nbsp;&nbsp; 12789 |
| USD | 217639 | PEN | 839780 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| PLN | 4941444 | EUR | 1042647 | MS | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
| RON | 1096138 | EUR | 220364 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |
| RON | 1082627 | EUR | 217730 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2374 |
| RON | 4468598 | EUR | 898213 | JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 10319 |
| RON | 8701101 | EUR | 1751972 | SCB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp; 16826 |
| SGD | 884164 | USD | 669070 | JPM | 2/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 4267 |
| THB | 15244050 | USD | 453463 | GSI | 3/15/2023 | &nbsp;&nbsp; 10285 |
| THB | 30760975 | USD | 891270 | JPM | 3/15/2023 | &nbsp;&nbsp; 44526 |
| TRY | 13875926 | USD | 721990 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| TRY | 2549813 | USD | 131014 | JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1676 |
| TWD | 47593210 | USD | 1615695 | CITI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 1907 |
| UYU | 13763760 | USD | 340856 | GSI | &nbsp;&nbsp; 4/5/2023 | &nbsp;&nbsp; 11158 |
| UYU | 12046745 | USD | 297634 | GSI | &nbsp;&nbsp; 4/5/2023 | &nbsp;&nbsp; 10467 |
| UYU | 10503382 | USD | 265841 | JPM | &nbsp;&nbsp; 4/5/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2788 |

---

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 | 516925 | ZAR | 8933054 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5407 |
| USD | 482406 | ZAR | 8276226 | JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8499 |
| USD | 168481 | ZAR | 2902218 | JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2296 |
| ZAR | 17526078 | USD | 995023 | BCB | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8542 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** |  | **$2161198** |
| USD | 62937 | BRL | 320936 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285) |
| USD | 102711 | BRL | 523755 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465) |
| USD | 1096806 | BRL | 5592944 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4969) |
| USD | 1606166 | BRL | 8205113 | GSI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10191) |
| USD | 346612 | BRL | 1767478 | JPM | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1570) |
| USD | 175979 | BRL | 949814 | CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10224) |
| USD | 726126 | BRL | 3815581 | CITI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21886) |
| USD | 107267 | BRL | 566092 | GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3711) |
| USD | 518339 | BRL | 2735492 | GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17931) |
| USD | 652800 | BRL | 3526608 | GSI | &nbsp;&nbsp; 3/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38561) |
| USD | 6708075 | CLP | 5400000000 | CITI | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69052) |
| USD | 15382 | CLP | 13149040 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1118) |
| USD | 664238 | CLP | 559011928 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37241) |
| USD | 1143781 | CLP | 941903586 | SCB | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38171) |
| USD | 938 | CLP | 765967 | CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18) |
| CNH | 4528511 | USD | 675673 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3592) |
| USD | 1343419 | CNH | 9058833 | JPM | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1011) |
| USD | 78183 | COP | 377616224 | JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2578) |
| EUR | 39970 | CZK | 960622 | CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242) |
| EUR | 2314179 | HUF | 943323292 | CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62595) |
| EUR | 1080539 | PLN | 5155845 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8600) |
| EUR | 317368 | RON | 1577182 | CITI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3266) |
| EUR | 683940 | RON | 3395204 | GSI | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6225) |
| EUR | 340752 | RON | 1693663 | JPM | &nbsp;&nbsp; 2/9/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3567) |
| USD | 1599047 | EUR | 1515790 | CITI | &nbsp;&nbsp; 2/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48845) |
| USD | 19375 | EUR | 17883 | CITI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69) |
| USD | 839244 | EUR | 774876 | GSI | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3224) |
| USD | 263529 | EUR | 243489 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1199) |
| USD | 387803 | EUR | 357864 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1277) |
| USD | 705113 | EUR | 652562 | JPM | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4371) |
| USD | 1828472 | EUR | 1685790 | CITI | &nbsp;&nbsp; 3/2/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7561) |
| USD | 527501 | EUR | 483997 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1197) |
| USD | 729461 | EUR | 670546 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3016) |
| USD | 922014 | EUR | 869555 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27852) |
| USD | 1546555 | EUR | 1464431 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53130) |
| USD | 3027824 | EUR | 2867179 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (104165) |
| USD | 74578484 | EUR | 70505055 | GSI | 4/20/2023 | (2438365) |
| USD | 467 | GBP | 393 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18) |
| USD | 331040 | GBP | 268383 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388) |
| USD | 3557947 | GBP | 2993743 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (139051) |
| USD | 14454325 | GBP | 12164001 | GSI | 4/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (567101) |

---

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>|
| ILS | 5319411 | USD | 1558802 | CITI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp; $(15378) |
| ILS | 941793 | USD | 277795 | JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4535) |
| USD | 674943 | KRW | 836024923 | JPM | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3235) |
| USD | 1162047 | KRW | 1530590577 | JPM | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79558) |
| USD | 669687 | KRW | 826340090 | GSI | 2/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (977) |
| MXN | 2294896 | USD | 121438 | CITI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460) |
| USD | 6853665 | MXN | 129500000 | CITI | &nbsp;&nbsp; 2/8/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16346) |
| USD | 1050497 | MXN | 20052762 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6603) |
| MYR | 4892329 | USD | 1156368 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4717) |
| USD | 131524 | PEN | 507640 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29) |
| USD | 517638 | PHP | 28430252 | CITI | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1904) |
| USD | 677305 | PHP | 37188809 | CITI | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2293) |
| PLN | 5233573 | EUR | 1109920 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5541) |
| RON | 8682415 | EUR | 1756072 | CITI | &nbsp;&nbsp; 4/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4516) |
| THB | 17017168 | USD | 528828 | GSI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5307) |
| USD | 741007 | THB | 24172752 | MS | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2652) |
| USD | 1284847 | TRY | 25857549 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60757) |
| USD | 1454070 | TRY | 29245712 | GSI | 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67851) |
| USD | 1629939 | TWD | 47957854 | CITI | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57) |
| USD | 1609162 | TWD | 47957854 | JPM | &nbsp;&nbsp; 7/6/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20834) |
| ZAR | 86127 | USD | 5045 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114) |
| ZAR | 10228320 | USD | 588134 | GSI | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2447) |
| ZAR | 10069469 | USD | 593061 | JPM | 3/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16471) |
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** |  | **$(4070480)** |
| **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** |  | **$(1909282)** |

---

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

At January 31, 2023, 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, 0.50%, 4/15/2024 | $3000443 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $443 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.25%, 1/15/2025 | &nbsp;&nbsp; 5839492 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 14492 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 4/15/2026 | &nbsp;&nbsp; 8563105 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 63105 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.63%, 10/15/2027 | &nbsp;&nbsp; 8563371 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 63371 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.88%, 1/15/2029 | &nbsp;&nbsp; 4840247 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 90247 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 1/15/2030 | &nbsp;&nbsp; 1312957 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 27957 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 1/15/2031 | &nbsp;&nbsp; 5661558 | 02/28/2023 | &nbsp;&nbsp; 136558 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.63%, 7/15/2032 | &nbsp;&nbsp; 3088216 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 88216 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.75%, 2/15/2042 | &nbsp;&nbsp; 3275823 | 02/28/2023 | &nbsp;&nbsp; 120822 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 1.00%, 2/15/2048 | &nbsp;&nbsp; 1652319 | 02/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 77319 |
| GSI | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 2/15/2051 | &nbsp;&nbsp; 2978120 | 02/28/2023 | &nbsp;&nbsp; 128120 |
| **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **$810650** |

---

See Notes to Schedule of Investments

------

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

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

At January 31, 2023, 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 <br>Ser. 38 V.1<br>| EUR | 18240000 | 5.00%<br> 3M | 12/20/2027 | &nbsp;&nbsp;&nbsp; $64064 | &nbsp;&nbsp;&nbsp; $(725541) | $(118427) | $(779904) |
| ICE CC | CDX North <br> America High Yield <br> Index, Ser. 39 V.1<br>| USD | 56910000 | 5.00%<br> 3M | 12/20/2027 | (1095043) | &nbsp;&nbsp;&nbsp;&nbsp; (471860) | &nbsp;&nbsp; (339879) | (1906782) |
| ICE CC | Turkey <br> Government <br> International <br> Bond, Senior <br> Securities<br>| USD | 10000000 | 1.00%<br> 3M | 12/20/2027 | 1629186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83495 | &nbsp;&nbsp;&nbsp; (11944) | 1700737 |
| **Total** |  |  |  |  |  | **$598207** | **$(1113906)** | **$(470250)** | **$(985949)** |

---

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

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

**Centrally Cleared Credit Default Swaps — Sell 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>**Received** <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 | Republic of South <br> Africa Government <br> International <br> Bond. Senior <br> Securities<br>| USD | 10000000 | 1.00%<br> 3M | 12/20/2027 | $(617029) | $(30551) | $11944 | $(635636) |

---

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

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

At January 31, 2023, the Fund had outstanding interest rate swaps as follows:

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Clearinghouse** | &nbsp;&nbsp; **Notional** <br>**Amount** | &nbsp;&nbsp; **Notional** <br>**Amount** | **Fund** <br>**Receives/** <br>**Pays** <br>**Floating** <br>**Rate**<br>| &nbsp;&nbsp; **Floating** <br>**Rate Index**<br>| &nbsp;&nbsp; **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 | CAD | 29996000 | Receive | 3M CDOR | 2.67% | 6M/6M | 2/17/2027 | $695292 | $99876 | $795168 |
| CME | CAD | 29996000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 3M CDOR | 2.67% | 6M/6M | 2/17/2027 | (695284) | (99877) | (795161) |
| LCH | EUR | &nbsp;&nbsp; 1125000 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 1D EUROSTR | 2.14% | &nbsp;&nbsp; 1Y/1Y | 9/16/2024 | &nbsp;&nbsp; (19538) | &nbsp;&nbsp;&nbsp; 3923 | &nbsp;&nbsp; (15615) |
| LCH | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 206577 | Receive | 6M EURIBOR | 0.05% | 6M/1Y | 4/13/2031 | &nbsp;&nbsp;&nbsp; 45757 | &nbsp;&nbsp;&nbsp; 1306 | &nbsp;&nbsp;&nbsp; 47063 |
| LCH | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 404461 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 6M EURIBOR | 2.22% | 6M/1Y | 8/30/2032 | &nbsp;&nbsp; (23485) | &nbsp;&nbsp;&nbsp; 2226 | &nbsp;&nbsp; (21259) |
| LCH | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 244000 | Receive | 1D EUROSTR | 2.72% | &nbsp;&nbsp; 1Y/1Y | 10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp; (2476) | &nbsp;&nbsp; (1119) | &nbsp;&nbsp;&nbsp;&nbsp; (3595) |
| LCH | PLN | 17094237 | &nbsp;&nbsp;&nbsp;&nbsp; Pay | 6M WIBOR | 6.35% | 1Y/6M | 1/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (3250) | &nbsp;&nbsp;&nbsp;&nbsp; (415) | &nbsp;&nbsp;&nbsp;&nbsp; (3665) |

---

See Notes to Schedule of Investments

------

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Clearinghouse** | &nbsp;&nbsp; **Notional**<br> **Amount** | &nbsp;&nbsp; **Notional**<br> **Amount** | **Fund**<br> **Receives/**<br> **Pays**<br> **Floating**<br> **Rate**<br>| &nbsp;&nbsp; **Floating**<br> **Rate Index**<br>| &nbsp;&nbsp; **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 | PLN | &nbsp;&nbsp; 7305836 | Receive | 6M WIBOR | 5.37% | 6M/1Y | 1/26/2028 | &nbsp;&nbsp;&nbsp; $4350 | &nbsp;&nbsp;&nbsp;&nbsp; $450 | &nbsp;&nbsp;&nbsp; $4800 |
| **Total** |  |  |  |  |  |  |  | **$1366** | **$6370** | **$7736** |

---

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

At January 31, 2023, 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 | 1600000 | Receive | FRCPXTOB | 0.95% | T/T | 4/15/2024 | $199373 | $(33214) | $166159 |
| LCH | EUR | 1600000 | Pay | CPTFEMU | 1.15% | T/T | 4/15/2024 | (270548) | &nbsp;&nbsp;&nbsp; 40336 | (230212) |
| LCH | EUR | &nbsp;&nbsp; 500000 | Receive | CPTFEMU | 3.58% | T/T | 9/23/2025 | &nbsp;&nbsp;&nbsp; 14982 | &nbsp;&nbsp; (19469) | &nbsp;&nbsp;&nbsp;&nbsp; (4487) |
| LCH | EUR | &nbsp;&nbsp; 670000 | Receive | CPTFEMU | 1.42% | T/T | 4/15/2031 | &nbsp;&nbsp; 150325 | &nbsp;&nbsp; (20777) | &nbsp;&nbsp; 129548 |
| **Total** |  |  |  |  |  |  |  | **$94132** | **$(33124)** | **$61008** |

---

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

At January 31, 2023, 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 <br> Yield Corp. Bond ETF<br>| USD | 75404749 | 3/20/2023 | 4.31% | —% | SOFR | T/T | $859749 | $(383977) | $475772 |
| **Total** |  |  |  |  |  |  |  |  | **$859749** | **$(383977)** | **$475772** |

---

&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, 2023.

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| U.S. Treasury Obligations | $— | $119485279 | $— | $119485279 |
| U.S. Government Agency Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2411821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2411821 |
| Mortgage-Backed Securities<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1248582806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1248582806 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 226643516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 226643516 |
| Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1382407150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1382407150 |
| Loan Assignments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Telecommunications | &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; 169055 | &nbsp;&nbsp; 76667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245722 |

---

See Notes to Schedule of Investments

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| &nbsp;&nbsp;&nbsp; Other Loan Assignments<sup>#</sup> <br>| $— | $751227 | $— | $751227 |
| Total Loan Assignments | &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; 920282 | &nbsp;&nbsp; 76667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996949 |
| Foreign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 127618472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 127618472 |
| Convertible Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3178005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3178005 |
| Municipal Notes<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32385296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32385296 |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 1781072 | &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; 1781072 |
| Exchange-Traded Funds | &nbsp;&nbsp; 74531830 | &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; 74531830 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28074165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28074165 |
| **Total Investments** | **$76312902** | **$3171706792** | **$76667** | **$3248096361** |

---

&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 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 11/1/2022**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales**  | **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2023**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2023**<br>|
| **Investments in** <br>**Securities:** <br>|  |  |  |  |  |  |  |  |  |  |
| Loan Assignments<sup>(1)</sup> | $520 | $— | $(42) | $(37) | $170 | $(534) | $— | $— | $77 | $(94) |
| **Total** | **$520** | **$—** | **$(42)** | **$(37)** | **$170** | **$(534)** | **$—** | **$—** | **$77** | **$(94)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) Securities categorized as Level 3 were valued using a single quotation obtained from a dealer. The <br> Fund does not have access to unobservable inputs and therefore cannot disclose such inputs used in <br> formulating such quotation. |

---

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, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | $2067226 | $— | $— | $2067226 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp; (6323974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (6323974) |
| Forward FX Contracts<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2161198 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2161198 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (4070480) | &nbsp;&nbsp; — | &nbsp;&nbsp; (4070480) |
| Bond Forwards<sup>@</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810650 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 810650 |
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3319247 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3319247 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (4396316) | &nbsp;&nbsp; — | &nbsp;&nbsp; (4396316) |
| **Total** | **$(4256748)** | **$(2175701)** | **$—** | **$(6432449)** |

---

&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.

See Notes to Schedule of Investments

------

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value at** <br>**October 31,** <br>**2022**<br>| **Purchase** <br>**Cost**<br>| **Sales** <br>**Proceeds/** <br>**Return of** <br>**Capital**<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>**2023**<br>| **Value at** <br>**January 31,** <br>**2023**<br>|
| **Strategic Income** |  |  |  |  |  |  |  |  |
| Neuberger Berman Global <br> Monthly Income Fund Ltd.<br>| $1706550 | $— | $— | $74522 | $— | $38953 | 1973605 | $1781072 |
| **Sub-total for** <br>**affiliates held** <br>**as of 1/31/23**<sup>(c)</sup><br>| **$1706550** | **$—** | **$—** | **$74522** | **$—** | **$38953** |  | **$1781072** |

---

&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 Neuberger Berman Investment Advisers LLC.

&nbsp;&nbsp;&nbsp;&nbsp;(c) At January 31, 2023, the value of this security amounted to 0.1% of the net assets of the 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, 2023

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 Berman Core Bond Fund ("Core Bond"), Neuberger Berman Emerging Markets Debt Fund ("Emerging Markets Debt"), Neuberger Berman Floating Rate Income Fund ("Floating Rate Income"), Neuberger Berman High Income Bond Fund ("High Income"), Neuberger Berman Municipal High Income Fund ("Municipal High Income"), Neuberger Berman Municipal Impact Fund ("Municipal Impact"), Neuberger Berman Municipal Intermediate Bond Fund ("Municipal Intermediate Bond"), Neuberger Berman Short Duration Bond Fund ("Short Duration") and Neuberger Berman Strategic Income Fund ("Strategic Income") (each individually a "Fund", and collectively, the "Funds") are carried at the value that Management believes each 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.

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 equity securities, closed-end funds and exchange-traded funds ("ETFs"), for which market quotations are 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 which 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 <br>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").

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports.

------

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

*Convertible Bonds*. Inputs used to value convertible bonds generally include underlying stock data, conversion rates, credit specific details, relevant listed bond and preferred stock prices and 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.

*U.S. Government Agency Securities*. Inputs used to value U.S. Government Agency securities generally include obtaining benchmark quotes 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).

*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.

*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.

*Commercial Paper*. The value of commercial paper generally includes inputs from quoted prices or similar assets, constant maturity curves using coupon, currency, issuer, sector, issuer country, credit rating information, and yield curves using money market rates (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).

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). <br>

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).

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports.

------

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

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 ("NAV") 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 each of the Funds 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, as amended, 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 any and all Fund investments. Inputs and assumptions considered in determining the fair value of a security based on Level 2 or Level 3 inputs may include, but are not limited to, the type of the 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 and/or pricing services; information obtained from the issuer and/or 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 ("NYSE") 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 as of which a Fund's share price is calculated. ICE utilizes benchmark spread and yield curves and evaluates available market 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 as of which a Fund's share price is calculated, Management has determined on the basis of 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 are 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 next trades.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports.

------

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

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, 2023, the value of unfunded loan commitments was $460,191 for Floating Rate Income, pursuant to the following loan agreements:

---

| | | |
|:---|:---|:---|
| **Floating Rate Income** | **Floating Rate Income** | **Floating Rate Income** |
| **Borrower** | &nbsp;&nbsp; **Principal** <br>**Amount**<br>| **Value** |
| Athenahealth, Inc., Term Loan DD, (3M USD LIBOR + 3.50%), 3.50%, due 2/15/2029<sup>(a)</sup> <br>| $430202 | $406897 |
| Confluent Health, LLC, Term Loan DD, (1M USD LIBOR + 4.00%), 8.57%, due 11/30/2028<sup>(a)</sup> <br>| 62090 | 53294 |

---

&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, 2023.

**Other matters:** 

**Coronavirus:** The outbreak of the novel coronavirus in many countries has, among other things, disrupted global travel and supply chains, and adversely impacted global commercial activity, the transportation industry and commodity prices in the energy sector. The impact of this virus has negatively affected and may continue to affect the economies of many nations, individual companies and the global securities and commodities markets, including liquidity and volatility. The development and fluidity of this situation precludes any prediction as to its ultimate impact, which may have a continued adverse effect on global economic and market conditions. Such conditions (which may be across industries, sectors or geographies) have impacted and may continue to impact certain issuers of the securities held by the Funds and in turn, may impact the financial performance of the Funds.

**Russia's Invasion of Ukraine:**Russia's invasion of Ukraine, and corresponding events in late February 2022, have had, and could continue to have, severe adverse effects on regional and global economic markets for securities and commodities. Following Russia's actions, various governments, including the United States, have issued broad-ranging economic sanctions against Russia. The current events have had, and could continue to have, an adverse effect on global markets performance and liquidity, thereby negatively affecting the value of a Fund's investments beyond any direct exposure to Russian or Ukrainian issuers. The duration of ongoing hostilities and the vast array of sanctions and related events cannot be predicted. Those events present material uncertainty and risk with respect to markets globally and the performance of a Fund and its investments or operations could be negatively impacted.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports.

------

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

Legend

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

---

| | |
|:---|:---|
| **Benchmarks:** | **Benchmarks:** |
| CDOR | = Canadian Dollar Offered Rate |
| CETIP | &nbsp;&nbsp;&nbsp; = Overnight Brazil Interbank Deposit <br> Rate<br>|
| CLICP | = Sinacofi Chile Interbank Rate Average |
| CME Term <br> SOFR<br>| &nbsp;&nbsp;&nbsp; = CME Group, Inc. Term Secured <br> Overnight Financing Rate<br>|
| CPTFEMU | &nbsp;&nbsp;&nbsp; = Eurostat Eurozone Harmonised Indices <br> of Consumer Prices Ex Tobacco <br> Unrevised Series NSA<br>|
| EUAMDB10 | = EUR ICE Swap Rate – 10 Year |
| EURIBOR | = Euro Interbank Offered Rate |
| EUROSTR | = Euro Short Term Rate |
| FRCPXTOB | &nbsp;&nbsp;&nbsp; = France Consumer Price Index Ex <br> Tobacco<br>|
| IBRCOL | &nbsp;&nbsp;&nbsp; = Colombia Overnight Interbank <br> Reference Rate<br>|
| JIBAR | = Johannesburg Interbank Average Rate |
| LIBOR | = London Interbank Offered Rate |
| PRIBOR | = Prague Interbank Offered Rate |
| SOFR | = Secured Overnight Financing Rate |
| SOFR30A | &nbsp;&nbsp;&nbsp; = 30 Day Average Secured Overnight <br> Financing Rate<br>|
| TELBOR | = Tel Aviv Interbank Offer Rate |
| THOR | = Thai Overnight Repurchase Rate |
| TIIE | &nbsp;&nbsp;&nbsp; = Mexican Interbank Equilibrium Interest <br> Rate<br>|
| WIBOR | &nbsp;&nbsp;&nbsp; = Poland Warsaw Interbank Offered <br> Rate<br>|
| **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 |
| SSB | = State Street Bank and Trust Company |
| TD | = TD Securities |
| **Index Periods/Payment Frequencies:** | **Index Periods/Payment Frequencies:** |
| 1D | = 1 Day |
| 28D | = 28 Days |
| 1M | = 1 Month |
| 2M | = 2 Months |

---

---

| | |
|:---|:---|
| **Index Periods/Payment Frequencies: (cont'd)** | **Index Periods/Payment Frequencies: (cont'd)** |
| 3M | = 3 Months |
| 6M | = 6 Months |
| 1Y | = 1 Year |
| T | = Termination |
| **Non-Deliverable Forward Contracts:** | **Non-Deliverable Forward Contracts:** |
| BRL | = Brazilian Real |
| CLP | = Chilean Peso |
| CNY<sup>(a)</sup> | = Chinese Yuan Renminbi |
| COP | = Colombian Peso |
| EGP | = Egyptian Pound |
| GHS | = Ghanaian Cedi |
| IDR | = Indonesian Rupiah |
| KRW | = South Korean Won |
| MYR | = Malaysian Ringgit |
| PEN | = Peruvian Nuevo Sol |
| PHP | = Philippine Peso |
| TWD | = Taiwan Dollar |
| **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 |

---

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

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| BRL | = Brazilian Real |
| CAD | = Canadian Dollar |
| CLP | = Chilean Peso |
| CNH | = Chinese Yuan Renminbi |
| CNY | = Chinese Yuan Renminbi |
| COP | = Colombian Peso |
| CZK | = Czech Koruna |
| DKK | = Denmark Krone |
| DOP | = Dominican Peso |
| EGP | = Egyptian Pound |
| EUR | = Euro |
| GBP | = Pound Sterling |
| GHS | = Ghanaian Cedi |
| HUF | = Hungarian Forint |
| IDR | = Indonesian Rupiah |
| ILS | = Israel Shekel |
| KRW | = South Korean Won |
| MXN | = Mexican Peso |
| MYR | = Malaysia Ringgit |
| PEN | = Peruvian Nuevo Sol |
| PHP | = Philippine Peso |
| PLN | = Polish Zloty |
| RON | = Romanian New Leu |
| RSD | = Serbia Dinar |
| SGD | = Singapore Dollar |

---

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports.

------

---

| | |
|:---|:---|
| **Currency Abbreviations: (cont'd)** | **Currency Abbreviations: (cont'd)** |
| THB | = Thai Baht |
| TRY | = Turkish Lira |
| TWD | = Taiwan Dollar |
| UGX | = Ugandan Shilling |

---

---

| | |
|:---|:---|
| **Currency Abbreviations: (cont'd)** | **Currency Abbreviations: (cont'd)** |
| USD | = United States Dollar |
| UYU | = Uruguayan Peso |
| ZAR | = South African Rand |
| ZMW | = Zambian Kwacha |

---

&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 shareholder reports.

------

## 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 Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000007831

- **c. LEI of Series:** 5493006SVFTTZGZOFH76

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $170943849.80

**Total Liabilities:** $1299981.14

**Net Assets:** $169643868.66

**Delayed Delivery Securities:** $355000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21.00000000 | **1-Year:** -5182.00000000 | **5-Year:** -18208.00000000 | **10-Year:** -12108.00000000 | **30-Year:** -7982.00000000

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

- **3-Month:** -1.00000000 | **1-Year:** -629.00000000 | **5-Year:** -3537.00000000 | **10-Year:** -1208.00000000 | **30-Year:** -264.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089976 | 1.19%                | 0.27%                | 1.48%                |
| Class ID C000069659 | 1.24%                | 0.51%                | 1.52%                |
| Class ID C000089975 | 1.10%                | 0.48%                | 1.54%                |
| Class ID C000021321 | 1.26%                | 0.34%                | 1.55%                |
| Class ID C000021320 | 1.22%                | 0.35%                | 1.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-278671.36              | $2676459.77                                |
| Month 2  | $-930916.02              | $939617.27                                 |
| Month 3  | $-290404.31              | $2770620.60                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                         | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $333362.44    | 0.20%             | 2042-08-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B12 Mortgage Trust                               | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145438 | PA      | $139746.46    | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792757.49    | 0.47%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                           | Taco Bell Funding LLC                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193050 | PA      | $168629.18    | 0.10%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                  | SBA Tower Trust                                                 | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $397543.38    | 0.23%             | 2049-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC34                          | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    439198 | PA      | $425221.15    | 0.25%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    917586 | PA      | $823952.80    | 0.49%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS5                           | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475037.75    | 0.28%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                   | ILPT Commercial Mortgage Trust 2022-LPF2                        | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $251842.35    | 0.15%             | 2039-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates    | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3409962 | PA      | $165228.36    | 0.10%             | 2029-06-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                    | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $123584.62    | 0.07%             | 2036-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-1W LLC                                                 | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121160 | PA      | $110630.33    | 0.07%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                              | Callon Petroleum Co                                             | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    630000 | PA      | $606785.45    | 0.36%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates              | Freddie Mac Multiclass Certificates Series 2015-P001            | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535000 | PA      | $97249.93     | 0.06%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                         | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408000 | PA      | $396276.04    | 0.23%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp    | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $436127.32    | 0.26%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                         | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $526651.02    | 0.31%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1684271.25   | 0.99%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                   | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246709.95    | 0.15%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-PC1 Mortgage Trust                                    | CUSIP: 12593GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327403 | PA      | $320247.68    | 0.19%             | 2050-07-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                    | NYO Commercial Mortgage Trust 2021-1290                         | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $886053.05    | 0.52%             | 2038-11-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-6                               | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411059 | PA      | $346008.64    | 0.20%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $444753.87    | 0.26%             | 2042-07-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-2 LLC                                                  | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428336 | PA      | $386015.10    | 0.23%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946330.12    | 0.56%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1065803.21   | 0.63%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $971495.87    | 0.57%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 31416NC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40283 | PA      | $40937.77     | 0.02%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2019-C52                  | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3831319 | PA      | $270982.33    | 0.16%             | 2052-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                         | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $972710.56    | 0.57%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS6 Mortgage Trust                                   | CUSIP: 12592PBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4672282 | PA      | $53871.88     | 0.03%             | 2047-12-10      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO VII Ltd                                                | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463350.65    | 0.27%             | 2033-04-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 10YR ULTRA FUT MAR23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $201.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2019-2 Receivables Funding LLC                 | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70921 | PA      | $68681.15     | 0.04%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1821977.55   | 1.07%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417915.06    | 0.25%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes            | CUSIP: 3137G0RL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649893 | PA      | $657163.88    | 0.39%             | 2030-04-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VOLT                          | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97465.35     | 0.06%             | 2036-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $393639.29    | 0.23%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2022-2                             | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324211 | PA      | $315796.74    | 0.19%             | 2037-01-25      | Fixed         | 4.74%                 | 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        |    255500 | PA      | $223896.46    | 0.13%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                   | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $418364.00    | 0.25%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2033992.51   | 1.20%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                         | Northern Oil and Gas Inc                                        | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169333.60    | 0.10%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM              | CUSIP: 87666YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $208416.13    | 0.12%             | 2037-05-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                         | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785000 | PA      | $770830.20    | 0.45%             | 2042-02-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes            | CUSIP: 3137G0WC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179014 | PA      | $178564.90    | 0.11%             | 2032-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431814 | PA      | $410169.47    | 0.24%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2022-AGSS                     | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $132165.09    | 0.08%             | 2039-08-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE4 Mortgage Trust                                  | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920000.40    | 0.54%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                          | GSK Consumer Healthcare Capital US LLC                          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390864.72    | 0.23%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315634 | PA      | $273524.63    | 0.16%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131826.50    | 0.08%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2016-10HY Mortgage Trust                           | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $360952.28    | 0.21%             | 2038-08-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                   | CAMB Commercial Mortgage Trust 2019-LIFE                        | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429000 | PA      | $1405235.16   | 0.83%             | 2037-12-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2016-COR1 Mortgage Trust                                   | CUSIP: 12594MBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $441045.58    | 0.26%             | 2049-10-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    426247 | PA      | $421158.15    | 0.25%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70653 | PA      | $71877.54     | 0.04%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1537342.49   | 0.91%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    861500 | PA      | $864725.42    | 0.51%             | 2042-12-25      | Floating      | 6.71%                 | 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        |   5461762 | PA      | $135863.51    | 0.08%             | 2027-06-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                             | Whitebox CLO III Ltd                                            | CUSIP: 96467HAA4<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $858506.25    | 0.51%             | 2034-10-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R03                    | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $734961.94    | 0.43%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1845560.27   | 1.09%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2020-C7                                    | CUSIP: 05492VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454083 | PA      | $434057.47    | 0.26%             | 2053-04-15      | Fixed         | 1.08%                 | 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        |    763922 | PA      | $669413.58    | 0.39%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 3138WAHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18813 | PA      | $18954.00     | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C5 Commercial Mortgage Trust                         | CUSIP: 12636LBA7<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |   6336040 | PA      | $127779.56    | 0.08%             | 2048-11-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251868 | PA      | $248023.89    | 0.15%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-3                               | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377923 | PA      | $316362.65    | 0.19%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-2                         | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422000 | PA      | $416246.92    | 0.25%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                              | Sunnova Energy Corp                                             | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $423000.00    | 0.25%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 8 Ltd                                           | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985645.00    | 0.58%             | 2033-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates    | CUSIP: 3137FNBA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5274775 | PA      | $306373.67    | 0.18%             | 2029-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2015-P1                     | CUSIP: 17324DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $636781.86    | 0.38%             | 2048-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                               | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194565.00    | 0.11%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VOLT                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1575854.35   | 0.93%             | 2036-09-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $978877.75    | 0.58%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-c                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159116 | PA      | $139529.11    | 0.08%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2020-2 Receivables Funding LLC                 | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82559 | PA      | $78339.46     | 0.05%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC18                          | CUSIP: 36252RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96176.44     | 0.06%             | 2047-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1164412.89   | 0.69%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                              | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1442981.72   | 0.85%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                        | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $420126.35    | 0.25%             | 2028-02-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1440000 | PA      | $1440537.80   | 0.85%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33     | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $133791.24    | 0.08%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 10YR NOTE (CBT)MAR23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -43 | NC      | $-84072.96    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                           | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358106.25    | 0.21%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-CCRE19 Mortgage Trust                                 | CUSIP: 12592GBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335204 | PA      | $329066.58    | 0.19%             | 2047-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                          | Crown Castle Towers LLC                                         | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1096492.81   | 0.65%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838600 | PA      | $861476.14    | 0.51%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $775803.34    | 0.46%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B31 Mortgage Trust                               | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $135489.69    | 0.08%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes            | CUSIP: 3137G0MD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548095 | PA      | $565199.20    | 0.33%             | 2029-07-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                   | CAMB Commercial Mortgage Trust 2019-LIFE                        | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $135789.23    | 0.08%             | 2037-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1560474 | PA      | $1577194.13   | 0.93%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $627326.25    | 0.37%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                             | Eleven Madison Trust 2015-11MD Mortgage Trust                   | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $599579.58    | 0.35%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1872301.21   | 1.10%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM              | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $180959.03    | 0.11%             | 2037-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                  | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1075000 | PA      | $1061805.87   | 0.63%             | 2024-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                            | TAL Advantage VII LLC                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442430 | PA      | $394148.94    | 0.23%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B12 Mortgage Trust                               | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $288723.11    | 0.17%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                 | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              |  | US        |    190000 | PA      | $172837.30    | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                        | Infor Inc                                                       | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450198.39    | 0.27%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-5 Mortgage Loan Trust                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041611 | PA      | $899795.10    | 0.53%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2019-NQM5                   | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251442 | PA      | $233638.53    | 0.14%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| AM Capital Funding, LLC                          | AM Capital Funding LLC                                          | CUSIP: 00166AAA5<br>LEI: 549300VEZWL2JF9NXH87 | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1440944.03   | 0.85%             | 2023-12-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-P4                     | CUSIP: 29429EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295218 | PA      | $283411.96    | 0.17%             | 2049-07-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2018-A                             | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242469 | PA      | $234716.68    | 0.14%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    230000 | PA      | $199525.00    | 0.12%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2022-2 Receivables Funding LLC                 | CUSIP: 82650TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179954 | PA      | $177783.36    | 0.10%             | 2040-06-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1525817.50   | 0.90%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821136 | PA      | $837416.67    | 0.49%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79000 | PA      | $80674.31     | 0.05%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    465000 | PA      | $399820.35    | 0.24%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B31 Mortgage Trust                               | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $52359.03     | 0.03%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO                              | Fort Washington CLO 2021-2 LTD                                  | CUSIP: 34918RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $424881.03    | 0.25%             | 2034-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689970 | PA      | $691692.07    | 0.41%             | 2030-08-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2016-CD2 Mortgage Trust                                      | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $663965.40    | 0.39%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE11 Mortgage Trust                                 | CUSIP: 12626LAC6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    182009 | PA      | $181035.08    | 0.11%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc          | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |   1030000 | PA      | $917606.40    | 0.54%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                   | PDC Energy Inc                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72534.75     | 0.04%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                          | New Fortress Energy Inc                                         | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $335858.35    | 0.20%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC             | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                     | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289883 | PA      | $246504.51    | 0.15%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                     | JELD-WEN Inc                                                    | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    470000 | PA      | $415950.00    | 0.25%             | 2025-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                        | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284461.00    | 0.17%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                  | Oaktree CLO 2022-3 Ltd                                          | CUSIP: 67401RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1196010.60   | 0.71%             | 2035-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                | CUSIP: 3132DWFJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1059576 | PA      | $1088479.75   | 0.64%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-B                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304578 | PA      | $266087.22    | 0.16%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                     | BB-UBS Trust 2012-SHOW                                          | CUSIP: 05538UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662000 | PA      | $618999.33    | 0.36%             | 2036-11-05      | Fixed         | 3.43%                 | 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        |    156135 | PA      | $152046.59    | 0.09%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                       | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    333000 | PA      | $327841.83    | 0.19%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982051.93    | 0.58%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2014-LC18                 | CUSIP: 94989AAU9<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $259623.77    | 0.15%             | 2047-12-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $198897.86    | 0.12%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    785000 | PA      | $734323.01    | 0.43%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $424300.56    | 0.25%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1977634.24   | 1.17%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2022-4                                | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932876 | PA      | $886846.14    | 0.52%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                              | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337000 | PA      | $327501.82    | 0.19%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-OANA                                             | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $220293.55    | 0.13%             | 2037-04-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1745000 | PA      | $1687802.69   | 0.99%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                      | Gulf Stream Meridian 3 Ltd                                      | CUSIP: 402512AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3066305.79   | 1.81%             | 2034-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378036.61    | 0.22%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1915279.19   | 1.13%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC             | Sofi Professional Loan Program 2018-C Trust                     | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $463930.33    | 0.27%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust I LLC 2019-1                           | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3531 | PA      | $3511.83      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2010-C1                            | CUSIP: 36249KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101214 | PA      | $100154.30    | 0.06%             | 2043-08-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                              | SG Residential Mortgage Trust 2021-2                            | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444079 | PA      | $368498.28    | 0.22%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 30711XCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140638 | PA      | $145681.15    | 0.09%             | 2028-10-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $264071.72    | 0.16%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B10 Mortgage Trust                               | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $267330.42    | 0.16%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    620000 | PA      | $556687.17    | 0.33%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GTP ACQUISITION PARTNERS                         | GTP Acquisition Partners I LLC                                  | CUSIP: 36246MAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164362.75    | 0.10%             | 2025-06-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS3 Mortgage Trust                                   | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358776 | PA      | $12434.43     | 0.01%             | 2047-06-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $528751.69    | 0.31%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2035000 | PA      | $1983950.17   | 1.17%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1953799.95   | 1.15%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984644.32    | 0.58%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                        | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $461057.15    | 0.27%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1081661.64   | 0.64%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC30                          | CUSIP: 36250GAR6<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |  14877465 | PA      | $198306.20    | 0.12%             | 2050-05-10      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM              | CUSIP: 87666YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $173025.61    | 0.10%             | 2037-05-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    460000 | PA      | $468418.12    | 0.28%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                          | Broadcom Corp / Broadcom Cayman Finance Ltd                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    750000 | PA      | $722657.81    | 0.43%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2325602.09   | 1.37%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2022-C17                                   | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882710 | PA      | $153455.76    | 0.09%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1316793.28   | 0.78%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                      | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1023053.69   | 0.60%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                             | Tri Pointe Homes Inc                                            | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141129.00    | 0.08%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL             | BX Commercial Mortgage Trust 2019-XL                            | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233750 | PA      | $229347.44    | 0.14%             | 2036-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2020-BNK30                                                 | CUSIP: 06541UBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807442 | PA      | $751771.80    | 0.44%             | 2053-12-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113202.69    | 0.07%             | 2025-05-01      | Fixed         | 7.00%                 | 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        |   7448307 | NS      | $7448307.00   | 4.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                | CUSIP: 3132DPAU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847385 | PA      | $864871.01    | 0.51%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1047081.19   | 0.62%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                             | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    445000 | PA      | $434622.60    | 0.26%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                         | Blue Racer Midstream LLC / Blue Racer Finance Corp              | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $294531.25    | 0.17%             | 2025-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1635000 | PA      | $1448622.02   | 0.85%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2013-GC13                          | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |  59924224 | PA      | $617.22       | 0.00%             | 2046-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075428 | PA      | $1093032.62   | 0.64%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1758512.53   | 1.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                   | CAMB Commercial Mortgage Trust 2019-LIFE                        | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $581575.61    | 0.34%             | 2037-12-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                         | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469000 | PA      | $467335.28    | 0.28%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                              | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $280503.69    | 0.17%             | 2026-08-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                              | CUSIP: 69335PEF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673000 | PA      | $639843.91    | 0.38%             | 2027-02-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1203298.05   | 0.71%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    580000 | PA      | $568588.44    | 0.34%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 2YR NOTE (CBT) MAR23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       412 | NC      | $240336.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2022-1                          | CUSIP: 74113RAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252000 | PA      | $253891.89    | 0.15%             | 2028-07-17      | Fixed         | 6.55%                 | 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        |   4100000 | PA      | $311692.25    | 0.18%             | 2029-08-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $305040.00    | 0.18%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 5YR NOTE (CBT) MAR23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -332 | NC      | $-318921.69   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618053.20    | 0.36%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 30711XYX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477135 | PA      | $478325.54    | 0.28%             | 2030-07-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538588.07    | 0.32%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                               | 37 Capital CLO I                                                | CUSIP: 88430TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $860359.50    | 0.51%             | 2034-10-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842725 | PA      | $867520.32    | 0.51%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                 | CUSIP: 3138WBTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34215 | PA      | $34465.55     | 0.02%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                          | New Fortress Energy Inc                                         | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $344388.89    | 0.20%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-2 LLC                                                  | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303887 | PA      | $274272.47    | 0.16%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                | Park Blue CLO 2022-1 Ltd                                        | CUSIP: 70016WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996566.60    | 0.59%             | 2034-10-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    320000 | PA      | $266930.91    | 0.16%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                 | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $697575.00    | 0.41%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2019-1 Receivables Funding LLC                 | CUSIP: 82653EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206043 | PA      | $197993.68    | 0.12%             | 2036-01-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1996139.52   | 1.18%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 64 CLO Ltd                                               | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968240.50    | 0.57%             | 2031-04-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1113300.54   | 0.66%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555268 | PA      | $561506.81    | 0.33%             | 2030-02-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    815000 | PA      | $742224.72    | 0.44%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    545000 | PA      | $571568.75    | 0.34%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475944.88    | 0.28%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc            | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169130.04    | 0.10%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-A                         | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382270 | PA      | $379847.71    | 0.22%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                        | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471904 | PA      | $500365.47    | 0.29%             | 2028-08-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2022-1 Receivables Funding LLC                 | CUSIP: 82652TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304936 | PA      | $291149.12    | 0.17%             | 2038-10-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY                                 | INTOWN 2022-STAY Mortgage Trust                                 | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $405017.66    | 0.24%             | 2039-08-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C11                                   | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4413132 | PA      | $338893.26    | 0.20%             | 2054-09-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-F                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348730 | PA      | $298212.00    | 0.18%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Comm 2014-UBS2 Mortgage Trust                                   | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982578.50    | 0.58%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R07                    | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245669 | PA      | $250737.38    | 0.15%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1725204.80   | 1.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $438436.33    | 0.26%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                         | Summit Midstream Holdings LLC / Summit Midstream Finance Corp   | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $223962.50    | 0.13%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $521829.68    | 0.31%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2021-NQM5 Trust                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426688 | PA      | $345482.57    | 0.20%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                 | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $225110.36    | 0.13%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B30 Mortgage Trust                               | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7443735 | PA      | $387997.22    | 0.23%             | 2054-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                 | Hilton USA Trust 2016-HHV                                       | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $362748.96    | 0.21%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1999107.68   | 1.18%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409032.00    | 0.24%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $96779.87     | 0.06%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    870000 | PA      | $786255.36    | 0.46%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    940000 | PA      | $905729.54    | 0.53%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1464750.38   | 0.86%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                              | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $909221.57    | 0.54%             | 2026-04-15      | Fixed         | 0.71%                 | 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        |   5324658 | NS      | $5324658.43   | 3.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2022-1 Receivables Funding LLC                 | CUSIP: 82652TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228256 | PA      | $217643.77    | 0.13%             | 2038-10-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                   | HarborView Mortgage Loan Trust 2004-4                           | CUSIP: 41161PEM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28923 | PA      | $26612.65     | 0.02%             | 2034-06-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888567 | PA      | $851212.72    | 0.50%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2021-1                          | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $524053.61    | 0.31%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-2 Ltd                                             | CUSIP: 92911UAQ1<br>LEI: 549300LKPCV27FMG5J85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $951158.40    | 0.56%             | 2028-07-19      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                     | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    780000 | PA      | $756876.76    | 0.45%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R02                    | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16744 | PA      | $16744.35     | 0.01%             | 2031-08-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R07                    | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495000 | PA      | $524927.90    | 0.31%             | 2042-06-25      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    422000 | PA      | $433799.47    | 0.26%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C5 Commercial Mortgage Trust                         | CUSIP: 12636LAZ3<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    544682 | PA      | $529546.35    | 0.31%             | 2048-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                         | Storm King Park CLO LTD                                         | CUSIP: 86217RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1196748.24   | 0.71%             | 2035-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1149616.49   | 0.68%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43, Ltd.             | Octagon Investment Partners 43 Ltd                              | CUSIP: 67573LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971300.00    | 0.57%             | 2032-10-25      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2022-7                               | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342706 | PA      | $341287.55    | 0.20%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US ULTRA BOND CBT MAR23                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -11 | NC      | $-10112.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    495000 | PA      | $462870.96    | 0.27%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1213696.02   | 0.72%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1656829.69   | 0.98%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2015-GC27                   | CUSIP: 17323CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503666 | PA      | $492162.47    | 0.29%             | 2048-02-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                         | T-Mobile US Trust 2022-1                                        | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739000 | PA      | $741641.26    | 0.44%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179995.99    | 0.11%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2066291.36   | 1.22%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

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

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer