NT High Income - TF

Schedule of Investments as of 2020-09-30 (Unaudited)

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

State Street Institutional US Government MoneyMarket Fund

2099-12-31 17,242,772 17,242,772

Bausch Health Cos Inc 6.13 04/15/2025 6.12 2025-04-15 7,530,000 7,716,368Sprint Capital Corp 8.75 03/15/2032 8.75 2032-03-15 4,875,000 7,140,949TransDigm Inc 5.50 11/15/2027 5.50 2027-11-15 6,575,000 6,331,396Freeport-McMoRan Inc 5.45 03/15/2043 5.45 2043-03-15 5,475,000 6,088,857Sprint Corp 7.88 09/15/2023 7.88 2023-09-15 4,440,000 5,095,455First Quantum Minerals Ltd 6.50 03/01/2024 6.50 2024-03-01 4,950,000 4,758,188LTF Merger Sub Inc 8.50 06/15/2023 8.50 2023-06-15 4,562,000 4,396,148Kraft Heinz Foods Co 4.38 06/01/2046 4.38 2046-06-01 3,825,000 3,938,482Goodyear Tire & Rubber Co/The 9.50 05/31/2025 9.50 2025-05-31 3,500,000 3,804,168Ford Motor Co 9.00 04/22/2025 9.00 2025-04-22 3,275,000 3,759,029Ford Motor Credit Co LLC 5.11 05/03/2029 5.11 2029-05-03 3,600,000 3,703,500Navient Corp 6.75 06/25/2025 6.75 2025-06-25 3,550,000 3,598,812Clarios Global LP / Clarios US Finance Co 8.5005/15/2027

8.50 2027-05-15 3,425,000 3,559,089

PetSmart Inc 7.13 03/15/2023 7.12 2023-03-15 3,500,000 3,535,000Golden Nugget Inc 6.75 10/15/2024 6.75 2024-10-15 4,200,000 3,512,250Altice France SA/France 7.38 05/01/2026 7.38 2026-05-01 3,250,000 3,409,088Bank of America Corp (pfd) 6.25% 03/05/2169Perpetual

6.25 2169-03-05 3,175,000 3,408,089

LTF MERGER SUB INC TERM LOAN 3.75 2022-06-10 3,706,391 3,389,791TransDigm Inc 6.25 03/15/2026 6.25 2026-03-15 3,200,000 3,359,376CSC Holdings LLC 5.75 01/15/2030 5.75 2030-01-15 3,025,000 3,218,494MGM Resorts International 6.00 03/15/2023 6.00 2023-03-15 3,035,000 3,154,215Bausch Health Cos Inc 9.00 12/15/2025 9.00 2025-12-15 2,825,000 3,080,098Occidental Petroleum Corp 6.45 09/15/2036 6.45 2036-09-15 3,575,000 3,045,525Golden Nugget Inc 8.75 10/01/2025 8.75 2025-10-01 3,825,000 3,024,141Mauser Packaging Solutions Holding Co 7.2504/15/2025

7.25 2025-04-15 3,200,000 3,016,000

Citgo Holding Inc 9.25 08/01/2024 9.25 2024-08-01 3,125,000 2,984,375L Brands Inc 6.75 07/01/2036 6.75 2036-07-01 3,000,000 2,945,625Tenet Healthcare Corp 6.13 10/01/2028 6.12 2028-10-01 2,975,000 2,902,484Tesla Inc 5.30 08/15/2025 5.30 2025-08-15 2,734,000 2,833,108ARD Finance SA 6.50 06/30/2027 6.50 2027-06-30 2,800,000 2,788,940Icahn Enterprises LP / Icahn Enterprises FinanceCorp 4.75 09/15/2024

4.75 2024-09-15 2,705,000 2,743,046

Constellium SE 6.63 03/01/2025 6.62 2025-03-01 2,665,000 2,731,625Mohegan Gaming & Entertainment 7.88 10/15/2024 7.88 2024-10-15 2,900,000 2,720,562Post Holdings Inc 5.75 03/01/2027 5.75 2027-03-01 2,575,000 2,714,217OneMain Finance Corp 7.13 03/15/2026 7.12 2026-03-15 2,400,000 2,684,292Carnival Corp 11.50 04/01/2023 11.50 2023-04-01 2,375,000 2,665,783Allied Universal Holdco LLC / Allied UniversalFinance Corp 9.75 07/15/2027

9.75 2027-07-15 2,400,000 2,611,824

Icahn Enterprises LP / Icahn Enterprises FinanceCorp 6.25 05/15/2026

6.25 2026-05-15 2,475,000 2,585,979

Caesars Entertainment Inc 8.13 07/01/2027 8.12 2027-07-01 2,425,000 2,573,665Embarq Corp 8.00 06/01/2036 8.00 2036-06-01 2,165,000 2,567,549

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Gray Television Inc 5.13 10/15/2024 5.12 2024-10-15 2,500,000 2,554,688FXI Holdings Inc 12.25 11/15/2026 12.25 2026-11-15 2,365,000 2,528,693TEGNA Inc 4.63 03/15/2028 4.62 2028-03-15 2,575,000 2,524,272Ford Motor Co 8.50 04/21/2023 8.50 2023-04-21 2,275,000 2,483,379Allied Universal Holdco LLC / Allied UniversalFinance Corp 6.63 07/15/2026

6.62 2026-07-15 2,225,000 2,372,406

Wynn Las Vegas LLC / Wynn Las Vegas CapitalCorp 5.25 05/15/2027

5.25 2027-05-15 2,525,000 2,371,922

Boyd Gaming Corp 6.00 08/15/2026 6.00 2026-08-15 2,250,000 2,328,322Altice France Holding SA 6.00 02/15/2028 6.00 2028-02-15 2,425,000 2,317,439Clear Channel Worldwide Holdings Inc 5.1308/15/2027

5.12 2027-08-15 2,375,000 2,283,562

Frontier Communications Corp 10.50 09/15/2022 10.50 2022-09-15 5,400,000 2,273,481Kraft Heinz Foods Co 4.88 10/01/2049 4.88 2049-10-01 2,150,000 2,271,510Altice France Holding SA 10.50 05/15/2027 10.50 2027-05-15 2,000,000 2,226,250Newell Brands Inc 5.88 04/01/2036 5.88 2036-04-01 1,925,000 2,223,414Newell Brands Inc 4.70 04/01/2026 4.70 2026-04-01 2,050,000 2,187,760Par Pharmaceutical Inc 7.50 04/01/2027 7.50 2027-04-01 2,083,000 2,185,046Altice France SA/France 8.13 02/01/2027 8.12 2027-02-01 2,000,000 2,181,710Ascent Resources Utica Holdings LLC / ARUFinance Corp 10.00 04/01/2022

10.00 2022-04-01 2,200,000 2,172,500

Staples Inc 10.75 04/15/2027 10.75 2027-04-15 2,700,000 2,168,438Hess Midstream Operations LP 5.63 02/15/2026 5.62 2026-02-15 2,106,000 2,149,394Boyd Gaming Corp 6.38 04/01/2026 6.38 2026-04-01 2,040,000 2,126,863HUB International Ltd 7.00 05/01/2026 7.00 2026-05-01 2,050,000 2,126,373ams AG 7.00 07/31/2025 7.00 2025-07-31 2,000,000 2,123,110Howmet Aerospace Inc 5.95 02/01/2037 5.95 2037-02-01 1,975,000 2,122,809Telecom Italia Capital SA 6.00 09/30/2034 6.00 2034-09-30 1,810,000 2,106,279Novelis Corp 4.75 01/30/2030 4.75 2030-01-30 2,150,000 2,102,668Plains All American Pipeline LP (pfd) 6.13%11/15/2168 Perpetual

6.12 2168-11-15 3,250,000 2,065,862

Freeport-McMoRan Inc 3.88 03/15/2023 3.88 2023-03-15 2,000,000 2,064,420Banff Merger Sub Inc 9.75 09/01/2026 9.75 2026-09-01 1,950,000 2,064,075Freeport-McMoRan Inc 4.25 03/01/2030 4.25 2030-03-01 2,000,000 2,051,880Vmed O2 UK Financing I PLC 4.25 01/31/2031 4.25 2031-01-31 2,000,000 2,043,750Acrisure LLC / Acrisure Finance Inc 7.0011/15/2025

7.00 2025-11-15 2,075,000 2,042,319

Enterprise Development Authority/The 12.0007/15/2024

12.00 2024-07-15 1,825,000 2,041,527

Icahn Enterprises LP / Icahn Enterprises FinanceCorp 5.25 05/15/2027

5.25 2027-05-15 1,950,000 2,037,604

Howmet Aerospace Inc 5.13 10/01/2024 5.12 2024-10-01 1,925,000 2,030,875TransDigm Inc 6.38 06/15/2026 6.38 2026-06-15 2,000,000 2,012,500Ally Financial Inc 8.00 11/01/2031 8.00 2031-11-01 1,450,000 1,989,468Diamond Sports Group LLC / Diamond SportsFinance Co 5.38 08/15/2026

5.38 2026-08-15 2,800,000 1,987,762

Tempo Acquisition LLC / Tempo AcquisitionFinance Corp 6.75 06/01/2025

6.75 2025-06-01 1,925,000 1,968,284

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

JPMorgan Chase & Co (pfd) 6.10% 04/01/2169Perpetual

6.10 2169-04-01 1,850,000 1,946,576

SS&C Technologies Inc 5.50 09/30/2027 5.50 2027-09-30 1,825,000 1,941,745Occidental Petroleum Corp 7.50 05/01/2031 7.50 2031-05-01 2,015,000 1,919,288Kraft Heinz Foods Co 5.20 07/15/2045 5.20 2045-07-15 1,750,000 1,915,126PriSo Acquisition Corp 9.00 05/15/2023 9.00 2023-05-15 1,975,000 1,905,875Centene Corp 4.75 01/15/2025 4.75 2025-01-15 1,850,000 1,903,742XPO Logistics Inc 6.25 05/01/2025 6.25 2025-05-01 1,775,000 1,893,703Hilton Domestic Operating Co Inc 5.13 05/01/2026 5.12 2026-05-01 1,825,000 1,879,403Hess Midstream Operations LP 5.13 06/15/2028 5.12 2028-06-15 1,875,000 1,872,469Apache Corp 5.10 09/01/2040 5.10 2040-09-01 2,075,000 1,869,108American Airlines Inc 11.75 07/15/2025 11.75 2025-07-15 1,925,000 1,860,984Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 5.88 04/15/2026

5.88 2026-04-15 1,800,000 1,851,435

j2 Cloud Services LLC / j2 Cloud Co-Obligor Inc6.00 07/15/2025

6.00 2025-07-15 1,775,000 1,848,308

Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 4.25 11/15/2023

4.25 2023-11-15 1,855,000 1,841,282

Sunoco LP / Sunoco Finance Corp 4.88 01/15/2023 4.88 2023-01-15 1,825,000 1,840,777Cemex SAB de CV 5.45 11/19/2029 5.45 2029-11-19 1,800,000 1,824,750JBS USA LUX SA / JBS USA Finance Inc 5.7506/15/2025

5.75 2025-06-15 1,760,000 1,818,608

Pilgrim's Pride Corp 5.75 03/15/2025 5.75 2025-03-15 1,780,000 1,815,600Wynn Las Vegas LLC / Wynn Las Vegas CapitalCorp 5.50 03/01/2025

5.50 2025-03-01 1,875,000 1,803,516

Uniti Group LP / Uniti Fiber Holdings Inc / CSLCapital LLC 7.13 12/15/2024

7.12 2024-12-15 1,845,000 1,787,805

FelCor Lodging LP 6.00 06/01/2025 6.00 2025-06-01 1,805,000 1,784,504Centene Corp 4.25 12/15/2027 4.25 2027-12-15 1,700,000 1,782,866Hilcorp Energy I LP / Hilcorp Finance Co 6.2511/01/2028

6.25 2028-11-01 1,950,000 1,781,247

1011778 BC ULC / New Red Finance Inc 5.0010/15/2025

5.00 2025-10-15 1,733,000 1,779,886

Logan Merger Sub Inc 5.50 09/01/2027 5.50 2027-09-01 1,750,000 1,779,531Staples Inc 7.50 04/15/2026 7.50 2026-04-15 1,925,000 1,777,025Castle US Holding Corp 9.50 02/15/2028 9.50 2028-02-15 1,850,000 1,768,776Apache Corp 4.75 04/15/2043 4.75 2043-04-15 1,975,000 1,759,528Kraft Heinz Foods Co 6.50 02/09/2040 6.50 2040-02-09 1,375,000 1,749,630Occidental Petroleum Corp 5.55 03/15/2026 5.55 2026-03-15 1,925,000 1,746,610Altice Financing SA 7.50 05/15/2026 7.50 2026-05-15 1,645,000 1,743,338Reynolds Group Issuer Inc / Reynolds Group IssuerLLC / Reynolds Group Issuer Lu 7.00 07/15/2024

7.00 2024-07-15 1,698,000 1,728,564

SeaWorld Parks & Entertainment Inc 9.5008/01/2025

9.50 2025-08-01 1,650,000 1,707,717

Scientific Games International Inc 7.00 05/15/2028 7.00 2028-05-15 1,700,000 1,707,034Veritas US Inc / Veritas Bermuda Ltd 10.5002/01/2024

10.50 2024-02-01 1,800,000 1,699,281

Endo Dac / Endo Finance LLC / Endo Finco Inc9.50 07/31/2027

9.50 2027-07-31 1,620,000 1,695,938

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

CommScope Technologies LLC 6.00 06/15/2025 6.00 2025-06-15 1,661,000 1,685,749CNX Resources Corp 7.25 03/14/2027 7.25 2027-03-14 1,650,000 1,685,096Diversified Healthcare Trust 9.75 06/15/2025 9.75 2025-06-15 1,500,000 1,680,240CHS/Community Health Systems Inc 8.0003/15/2026

8.00 2026-03-15 1,700,000 1,670,909

Continental Resources Inc/OK 5.00 09/15/2022 5.00 2022-09-15 1,675,000 1,665,168Clearway Energy Operating LLC 5.75 10/15/2025 5.75 2025-10-15 1,575,000 1,661,790Kaiser Aluminum Corp 6.50 05/01/2025 6.50 2025-05-01 1,600,000 1,654,264NFP Corp 6.88 08/15/2028 6.88 2028-08-15 1,625,000 1,644,662Crestwood Midstream Partners LP / CrestwoodMidstream Finance Corp 6.25 04/01/2023

6.25 2023-04-01 1,670,000 1,636,959

XPO Logistics Inc 6.50 06/15/2022 6.50 2022-06-15 1,624,000 1,631,673Radian Group Inc 4.88 03/15/2027 4.88 2027-03-15 1,629,000 1,624,928Endo Dac / Endo Finance LLC / Endo Finco Inc6.00 06/30/2028

6.00 2028-06-30 2,206,000 1,623,616

OneMain Finance Corp 6.88 03/15/2025 6.88 2025-03-15 1,450,000 1,611,748Connect Finco SARL / Connect US Finco LLC 6.7510/01/2026

6.75 2026-10-01 1,600,000 1,607,520

Dell International LLC / EMC Corp 7.1306/15/2024

7.12 2024-06-15 1,532,000 1,595,272

Iron Mountain Inc 5.25 07/15/2030 5.25 2030-07-15 1,525,000 1,592,672Carnival Corp 10.50 02/01/2026 10.50 2026-02-01 1,425,000 1,580,859CCO Holdings LLC / CCO Holdings Capital Corp4.50 05/01/2032

4.50 2032-05-01 1,500,000 1,567,500

H&E Equipment Services Inc 5.63 09/01/2025 5.62 2025-09-01 1,500,000 1,565,625Midas Intermediate Holdco II LLC / MidasIntermediate Holdco II Finance Inc 7.88 10/01/2022

7.88 2022-10-01 1,925,000 1,564,062

NCR Corp 6.13 09/01/2029 6.12 2029-09-01 1,475,000 1,561,007Vericast Corp 8.38 08/15/2022 8.38 2022-08-15 1,600,000 1,559,000Kraft Heinz Foods Co 5.00 07/15/2035 5.00 2035-07-15 1,350,000 1,556,443PBF Logistics LP / PBF Logistics Finance Corp6.88 05/15/2023

6.88 2023-05-15 1,650,000 1,556,132

Ardagh Packaging Finance PLC / Ardagh HoldingsUSA Inc 5.25 08/15/2027

5.25 2027-08-15 1,525,000 1,555,500

Vistra Operations Co LLC 5.00 07/31/2027 5.00 2027-07-31 1,475,000 1,550,594Caesars Resort Collection LLC / CRC Finco Inc5.25 10/15/2025

5.25 2025-10-15 1,600,000 1,550,104

DISH DBS Corp 7.38 07/01/2028 7.38 2028-07-01 1,500,000 1,546,875APERGY CORPORATION 2020 TERM LOAN 6.00 2027-06-03 1,550,000 1,546,125Merlin Entertainments Ltd 5.75 06/15/2026 5.75 2026-06-15 1,600,000 1,529,696Calpine Corp 5.13 03/15/2028 5.12 2028-03-15 1,475,000 1,528,712Netflix Inc 6.38 05/15/2029 6.38 2029-05-15 1,225,000 1,508,281CSC Holdings LLC 6.50 02/01/2029 6.50 2029-02-01 1,350,000 1,507,781Credit Suisse Group AG 6.25 6.25 2168-12-18 1,400,000 1,504,072Trinseo Materials Operating SCA / TrinseoMaterials Finance Inc 5.38 09/01/2025

5.38 2025-09-01 1,500,000 1,496,250

Service Properties Trust 4.35 10/01/2024 4.35 2024-10-01 1,650,000 1,496,047Intelsat Jackson Holdings SA 9.75 07/15/2025 9.75 2025-07-15 2,275,000 1,493,765Griffon Corp 5.75 03/01/2028 5.75 2028-03-01 1,425,000 1,490,878

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Go Daddy Operating Co LLC / GD Finance Co Inc5.25 12/01/2027

5.25 2027-12-01 1,425,000 1,485,969

Global Aircraft Leasing Co Ltd 6.50 09/15/2024 6.50 2024-09-15 2,642,437 1,483,068CHS/Community Health Systems Inc 6.6302/15/2025

6.62 2025-02-15 1,525,000 1,478,945

NextEra Energy Operating Partners LP 3.8810/15/2026

3.88 2026-10-15 1,425,000 1,477,547

Digicel Group 0.5 Ltd 10.00 04/01/2024 10.00 2024-04-01 1,913,994 1,471,383Icahn Enterprises LP / Icahn Enterprises FinanceCorp 6.38 12/15/2025

6.38 2025-12-15 1,425,000 1,468,562

Park Intermediate Holdings LLC / PK DomesticProperty LLC / PK Finance Co-Issuer 7.5006/01/2025

7.50 2025-06-01 1,375,000 1,467,538

Cleveland-Cliffs Inc 5.88 06/01/2027 5.88 2027-06-01 1,575,000 1,466,719OneMain Finance Corp 6.63 01/15/2028 6.62 2028-01-15 1,315,000 1,461,609Navient Corp 7.25 09/25/2023 7.25 2023-09-25 1,400,000 1,451,625TransDigm Inc 6.50 05/15/2025 6.50 2025-05-15 1,450,000 1,448,188Brand Industrial Services Inc 8.50 07/15/2025 8.50 2025-07-15 1,525,000 1,444,938Presidio Holdings Inc 8.25 02/01/2028 8.25 2028-02-01 1,375,000 1,444,609CrownRock LP / CrownRock Finance Inc 5.6310/15/2025

5.62 2025-10-15 1,525,000 1,441,125

Bausch Health Cos Inc 5.00 01/30/2028 5.00 2028-01-30 1,475,000 1,434,438CITGO Petroleum Corp 7.00 06/15/2025 7.00 2025-06-15 1,450,000 1,432,781Park Aerospace Holdings Ltd 5.25 08/15/2022 5.25 2022-08-15 1,425,000 1,431,296Vodafone Group PLC 7.00 04/04/2079 7.00 2079-04-04 1,200,000 1,425,883Seven Generations Energy Ltd 5.38 09/30/2025 5.38 2025-09-30 1,500,000 1,424,078Patrick Industries Inc 7.50 10/15/2027 7.50 2027-10-15 1,300,000 1,413,750Townsquare Media Inc 6.50 04/01/2023 6.50 2023-04-01 1,536,000 1,412,959Uber Technologies Inc 8.00 11/01/2026 8.00 2026-11-01 1,325,000 1,412,450Altice Financing SA 5.00 01/15/2028 5.00 2028-01-15 1,450,000 1,410,219CNX Midstream Partners LP / CNX MidstreamFinance Corp 6.50 03/15/2026

6.50 2026-03-15 1,379,000 1,401,147

JBS USA LUX SA / JBS USA Food Co / JBS USAFinance Inc 5.50 01/15/2030

5.50 2030-01-15 1,275,000 1,391,344

Wyndham Destinations Inc 6.63 07/31/2026 6.62 2026-07-31 1,325,000 1,390,568Air Canada 7.75 04/15/2021 7.75 2021-04-15 1,375,000 1,381,016Dun & Bradstreet Corp/The 10.25 02/15/2027 10.25 2027-02-15 1,215,000 1,378,800Performance Food Group Inc 5.50 06/01/2024 5.50 2024-06-01 1,375,000 1,378,438MGM Resorts International 7.75 03/15/2022 7.75 2022-03-15 1,305,000 1,377,982Occidental Petroleum Corp 5.88 09/01/2025 5.88 2025-09-01 1,500,000 1,377,502Forestar Group Inc 8.00 04/15/2024 8.00 2024-04-15 1,300,000 1,372,988Cooke Omega Investments Inc / Alpha VesselCoHoldings Inc 8.50 12/15/2022

8.50 2022-12-15 1,325,000 1,372,720

Herbalife Nutrition Ltd / HLF Financing Inc 7.8809/01/2025

7.88 2025-09-01 1,275,000 1,370,625

Bombardier Inc 6.00 10/15/2022 6.00 2022-10-15 1,475,000 1,369,906WESCO Distribution Inc 7.13 06/15/2025 7.12 2025-06-15 1,250,000 1,363,281Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 4.88 02/01/2031

4.88 2031-02-01 1,400,000 1,358,420

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Ladder Capital Finance Holdings LLLP / LadderCapital Finance Corp 5.25 03/15/2022

5.25 2022-03-15 1,376,000 1,352,333

Bombardier Inc 7.88 04/15/2027 7.88 2027-04-15 1,775,000 1,348,947Hughes Satellite Systems Corp 5.25 08/01/2026 5.25 2026-08-01 1,250,000 1,333,400BMC East LLC 5.50 10/01/2024 5.50 2024-10-01 1,290,000 1,327,894Adient US LLC 9.00 04/15/2025 9.00 2025-04-15 1,200,000 1,325,250Harvest Midstream I LP 7.50 09/01/2028 7.50 2028-09-01 1,325,000 1,321,688EnLink Midstream Partners LP 4.85 07/15/2026 4.85 2026-07-15 1,525,000 1,321,199Bausch Health Americas Inc 8.50 01/31/2027 8.50 2027-01-31 1,200,000 1,320,198Gateway Casinos & Entertainment Ltd 8.2503/01/2024

8.25 2024-03-01 1,555,000 1,319,643

TRI Pointe Group Inc / TRI Pointe Homes Inc 5.8806/15/2024

5.88 2024-06-15 1,215,000 1,315,997

AmeriGas Partners LP / AmeriGas Finance Corp5.75 05/20/2027

5.75 2027-05-20 1,195,000 1,311,996

Viking Cruises Ltd 13.00 05/15/2025 13.00 2025-05-15 1,125,000 1,305,000Novelis Corp 5.88 09/30/2026 5.88 2026-09-30 1,265,000 1,301,369Air Methods Corp 8.00 05/15/2025 8.00 2025-05-15 1,650,000 1,301,264Winnebago Industries Inc 6.25 07/15/2028 6.25 2028-07-15 1,225,000 1,291,609Builders FirstSource Inc 6.75 06/01/2027 6.75 2027-06-01 1,202,000 1,289,145MPH Acquisition Holdings LLC 7.13 06/01/2024 7.12 2024-06-01 1,250,000 1,285,938DAE Funding LLC 5.00 08/01/2024 5.00 2024-08-01 1,275,000 1,284,562Iron Mountain Inc 4.50 02/15/2031 4.50 2031-02-15 1,275,000 1,284,422Calpine Corp 4.50 02/15/2028 4.50 2028-02-15 1,250,000 1,282,275Royal Caribbean Cruises Ltd 11.50 06/01/2025 11.50 2025-06-01 1,100,000 1,279,157Goldman Sachs Group Inc/The (pfd) 4.95%08/10/2169 Perpetual

4.95 2169-08-10 1,275,000 1,277,114

NOVA Chemicals Corp 5.25 06/01/2027 5.25 2027-06-01 1,350,000 1,272,375Chobani LLC / Chobani Finance Corp Inc 7.5004/15/2025

7.50 2025-04-15 1,225,000 1,270,184

iHeartCommunications Inc 5.25 08/15/2027 5.25 2027-08-15 1,300,000 1,269,697Golden Entertainment Inc 7.63 04/15/2026 7.62 2026-04-15 1,275,000 1,262,843Teva Pharmaceutical Finance Netherlands III BV7.13 01/31/2025

7.12 2025-01-31 1,200,000 1,262,376

EnLink Midstream LLC 5.38 06/01/2029 5.38 2029-06-01 1,550,000 1,259,375Univar Solutions USA Inc/Washington 5.1312/01/2027

5.12 2027-12-01 1,225,000 1,259,226

Southwestern Energy Co 6.45 01/23/2025 6.45 2025-01-23 1,292,000 1,256,832Olin Corp 9.50 06/01/2025 9.50 2025-06-01 1,075,000 1,254,364TransDigm Inc 7.50 03/15/2027 7.50 2027-03-15 1,200,000 1,248,000Level 3 Financing Inc 4.25 07/01/2028 4.25 2028-07-01 1,225,000 1,244,992KFC Holding Co/Pizza Hut Holdings LLC/TacoBell of America LLC 4.75 06/01/2027

4.75 2027-06-01 1,175,000 1,236,341

Carpenter Technology Corp 6.38 07/15/2028 6.38 2028-07-15 1,175,000 1,231,137NCR Corp 5.75 09/01/2027 5.75 2027-09-01 1,175,000 1,231,130Teva Pharmaceutical Finance Netherlands III BV4.10 10/01/2046

4.10 2046-10-01 1,475,000 1,230,445

Ahern Rentals Inc 7.38 05/15/2023 7.38 2023-05-15 2,298,000 1,226,558Ford Motor Credit Co LLC 5.88 08/02/2021 5.88 2021-08-02 1,200,000 1,224,750

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Polaris Intermediate Corp 8.50 12/01/2022 8.50 2022-12-01 1,200,000 1,222,500Outfront Media Capital LLC / Outfront MediaCapital Corp 5.00 08/15/2027

5.00 2027-08-15 1,250,000 1,220,862

Indigo Natural Resources LLC 6.88 02/15/2026 6.88 2026-02-15 1,250,000 1,219,725Werner FinCo LP / Werner FinCo Inc 8.7507/15/2025

8.75 2025-07-15 1,275,000 1,219,353

Sonic Automotive Inc 6.13 03/15/2027 6.12 2027-03-15 1,175,000 1,217,370United Airlines Holdings Inc 5.00 02/01/2024 5.00 2024-02-01 1,370,000 1,201,319EQM Midstream Partners LP 4.75 07/15/2023 4.75 2023-07-15 1,200,000 1,200,600Drax Finco PLC 6.63 11/01/2025 6.62 2025-11-01 1,150,000 1,198,875Genesis Energy LP / Genesis Energy Finance Corp7.75 02/01/2028

7.75 2028-02-01 1,375,000 1,195,961

Taseko Mines Ltd 8.75 06/15/2022 8.75 2022-06-15 1,250,000 1,195,019Freeport-McMoRan Inc 4.13 03/01/2028 4.12 2028-03-01 1,175,000 1,191,891F-Brasile SpA / F-Brasile US LLC 7.38 08/15/2026 7.38 2026-08-15 1,400,000 1,190,000Genworth Holdings Inc 7.63 09/24/2021 7.62 2021-09-24 1,185,000 1,188,028EQT Corp 8.75 02/01/2030 8.75 2030-02-01 1,000,000 1,182,820Western Midstream Operating LP 5.30 03/01/2048 5.30 2048-03-01 1,460,000 1,182,600L Brands Inc 6.63 10/01/2030 6.62 2030-10-01 1,150,000 1,173,000Science Applications International Corp 4.8804/01/2028

4.88 2028-04-01 1,150,000 1,169,562

Big River Steel LLC / BRS Finance Corp 6.6301/31/2029

6.62 2029-01-31 1,150,000 1,164,979

Weekley Homes LLC / Weekley Finance Corp 4.8809/15/2028

4.88 2028-09-15 1,150,000 1,164,375

CCO Holdings LLC / CCO Holdings Capital Corp5.38 05/01/2025

5.38 2025-05-01 1,125,000 1,158,750

Brookfield Residential Properties Inc / BrookfieldResidential US Corp 6.38 05/15/2025

6.38 2025-05-15 1,150,000 1,154,192

TerraForm Power Operating LLC 5.00 01/31/2028 5.00 2028-01-31 1,050,000 1,151,378WPX Energy Inc 5.88 06/15/2028 5.88 2028-06-15 1,100,000 1,150,897Meritage Homes Corp 7.00 04/01/2022 7.00 2022-04-01 1,065,000 1,143,293Citigroup Inc (pfd) 4.70% 07/30/2169 Perpetual 4.70 2169-07-30 1,175,000 1,137,547Graham Holdings Co 5.75 06/01/2026 5.75 2026-06-01 1,075,000 1,135,264XPO Logistics Inc 6.13 09/01/2023 6.12 2023-09-01 1,100,000 1,124,805CCO Holdings LLC / CCO Holdings Capital Corp5.50 05/01/2026

5.50 2026-05-01 1,075,000 1,122,198

Denbury Inc 63,724 1,121,541EQT Corp 3.90 10/01/2027 3.90 2027-10-01 1,225,000 1,118,578Bombardier Inc 7.50 12/01/2024 7.50 2024-12-01 1,450,000 1,116,500Clearway Energy Operating LLC 4.75 03/15/2028 4.75 2028-03-15 1,075,000 1,116,323IAMGOLD Corp 5.75 10/15/2028 5.75 2028-10-15 1,150,000 1,112,625Citigroup Inc (pfd) 6.25% 02/15/2169 Perpetual 6.25 2169-02-15 1,000,000 1,111,535Navistar International Corp 6.63 11/01/2025 6.62 2025-11-01 1,075,000 1,105,234Acrisure LLC / Acrisure Finance Inc 8.1302/15/2024

8.12 2024-02-15 1,050,000 1,102,232

Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 5.00 01/15/2028

5.00 2028-01-15 1,125,000 1,099,688

Innophos Holdings Inc 9.38 02/15/2028 9.38 2028-02-15 1,025,000 1,093,547

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

American Airlines Group Inc 5.00 06/01/2022 5.00 2022-06-01 1,600,000 1,092,000Century Communities Inc 6.75 06/01/2027 6.75 2027-06-01 1,025,000 1,089,478Centene Corp 4.75 05/15/2022 4.75 2022-05-15 1,075,000 1,088,975Mineral Resources Ltd 8.13 05/01/2027 8.12 2027-05-01 1,000,000 1,088,115CIT Group Inc 5.00 08/01/2023 5.00 2023-08-01 1,045,000 1,086,147Carnival Corp 9.88 08/01/2027 9.88 2027-08-01 1,025,000 1,085,977ASGN Inc 4.63 05/15/2028 4.62 2028-05-15 1,075,000 1,081,246Clear Channel International BV 6.63 08/01/2025 6.62 2025-08-01 1,050,000 1,077,248Ortho-Clinical Diagnostics Inc / Ortho-ClinicalDiagnostics SA 7.25 02/01/2028

7.25 2028-02-01 1,025,000 1,067,922

US Foods Inc 5.88 06/15/2024 5.88 2024-06-15 1,050,000 1,059,502Spectrum Brands Inc 5.75 07/15/2025 5.75 2025-07-15 1,025,000 1,059,338Endeavor Energy Resources LP / EER Finance Inc5.75 01/30/2028

5.75 2028-01-30 1,050,000 1,057,219

Midcontinent Communications / MidcontinentFinance Corp 5.38 08/15/2027

5.38 2027-08-15 1,025,000 1,056,836

Alcoa Nederland Holding BV 6.13 05/15/2028 6.12 2028-05-15 1,000,000 1,055,625AerCap Ireland Capital DAC / AerCap GlobalAviation Trust 6.50 07/15/2025

6.50 2025-07-15 975,000 1,053,872

Fairstone Financial Inc 7.88 07/15/2024 7.88 2024-07-15 1,025,000 1,053,720Freeport-McMoRan Inc 4.63 08/01/2030 4.62 2030-08-01 1,000,000 1,053,225Albertsons Cos Inc / Safeway Inc / New AlbertsonsLP / Albertsons LLC 4.63 01/15/2027

4.62 2027-01-15 1,025,000 1,049,851

Nexstar Broadcasting Inc 4.75 11/01/2028 4.75 2028-11-01 1,025,000 1,048,062Wynn Macau Ltd 5.63 08/26/2028 5.62 2028-08-26 1,075,000 1,045,438Arconic Corp 6.00 05/15/2025 6.00 2025-05-15 975,000 1,043,055Trivium Packaging Finance BV 5.50 08/15/2026 5.50 2026-08-15 1,000,000 1,037,975Summit Midstream Holdings LLC / SummitMidstream Finance Corp 5.50 08/15/2022

5.50 2022-08-15 1,475,000 1,037,685

TopBuild Corp 5.63 05/01/2026 5.62 2026-05-01 1,000,000 1,036,060OCI NV 6.63 04/15/2023 6.62 2023-04-15 1,000,000 1,035,250Wynn Resorts Finance LLC / Wynn Resorts CapitalCorp 7.75 04/15/2025

7.75 2025-04-15 975,000 1,033,792

Bausch Health Cos Inc 7.00 01/15/2028 7.00 2028-01-15 975,000 1,032,710Open Text Holdings Inc 4.13 02/15/2030 4.12 2030-02-15 1,000,000 1,030,280Park Intermediate Holdings LLC / PK DomesticProperty LLC / PK Finance Co-Issuer 5.8810/01/2028

5.88 2028-10-01 1,025,000 1,030,125

Cheniere Energy Inc 4.63 10/15/2028 4.62 2028-10-15 1,000,000 1,028,125Univision Communications Inc 6.63 06/01/2027 6.62 2027-06-01 1,050,000 1,027,688Edgewell Personal Care Co 5.50 06/01/2028 5.50 2028-06-01 975,000 1,027,275Royal Bank of Scotland Group PLC 8.63 8.62 2169-09-30 1,000,000 1,027,220Occidental Petroleum Corp 7.88 09/15/2031 7.88 2031-09-15 1,050,000 1,023,094Vine Oil & Gas LP / Vine Oil & Gas Finance Corp8.75 04/15/2023

8.75 2023-04-15 1,500,000 1,020,000

Murphy Oil Corp 6.88 08/15/2024 6.88 2024-08-15 1,100,000 1,019,562Caesars Entertainment Inc 6.25 07/01/2025 6.25 2025-07-01 975,000 1,017,661Calpine Corp 5.25 06/01/2026 5.25 2026-06-01 975,000 1,015,896Melco Resorts Finance Ltd 5.25 04/26/2026 5.25 2026-04-26 1,000,000 1,015,311

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Ford Motor Credit Co LLC 4.69 06/09/2025 4.69 2025-06-09 1,000,000 1,014,900Ziggo Bond Co BV 6.00 01/15/2027 6.00 2027-01-15 975,000 1,010,344Ford Motor Credit Co LLC 5.13 06/16/2025 5.12 2025-06-16 975,000 1,006,688Navient Corp 5.00 10/26/2020 5.00 2020-10-26 1,005,000 1,006,447CHS/Community Health Systems Inc 9.8806/30/2023

9.88 2023-06-30 1,290,000 1,004,452

Intelsat Jackson Holdings SA 8.50 10/15/2024 8.50 2024-10-15 1,550,000 1,003,470Univision Communications Inc 5.13 02/15/2025 5.12 2025-02-15 1,050,000 996,844Virgin Media Finance PLC 5.00 07/15/2030 5.00 2030-07-15 1,000,000 996,250Centene Corp 3.00 10/15/2030 3.00 2030-10-15 975,000 994,500Sabre GLBL Inc 9.25 04/15/2025 9.25 2025-04-15 900,000 992,200Talen Energy Supply LLC 10.50 01/15/2026 10.50 2026-01-15 1,300,000 991,776Live Nation Entertainment Inc 5.63 03/15/2026 5.62 2026-03-15 1,025,000 991,688Rite Aid Corp 8.00 11/15/2026 8.00 2026-11-15 988,000 989,852GCI LLC 4.75 10/15/2028 4.75 2028-10-15 975,000 989,635Wynn Macau Ltd 5.50 01/15/2026 5.50 2026-01-15 1,000,000 987,375WR Grace & Co-Conn 4.88 06/15/2027 4.88 2027-06-15 950,000 982,846STL Holding Co LLC 7.50 02/15/2026 7.50 2026-02-15 975,000 981,094New Enterprise Stone & Lime Co Inc 6.2503/15/2026

6.25 2026-03-15 950,000 980,281

Greif Inc 6.50 03/01/2027 6.50 2027-03-01 944,000 979,735CenturyLink Inc 5.13 12/15/2026 5.12 2026-12-15 950,000 977,403CHS/Community Health Systems Inc 6.8802/01/2022

6.88 2022-02-01 1,094,000 977,079

Nationstar Mortgage Holdings Inc 5.50 08/15/2028 5.50 2028-08-15 975,000 975,609CENGAGE LEARNING ACQUISITIONS TERMLOAN B

5.25 2023-06-07 1,159,858 973,040

CHS/Community Health Systems Inc 8.6301/15/2024

8.62 2024-01-15 975,000 971,953

Everi Payments Inc 7.50 12/15/2025 7.50 2025-12-15 987,000 970,858Sensata Technologies UK Financing Co PLC 6.2502/15/2026

6.25 2026-02-15 925,000 970,672

Freeport-McMoRan Inc 5.00 09/01/2027 5.00 2027-09-01 925,000 968,512TPC Group Inc 10.50 08/01/2024 10.50 2024-08-01 1,150,000 968,277Barclays Bank PLC 7.63 11/21/2022 7.62 2022-11-21 880,000 968,275Tenneco Inc 5.00 07/15/2026 5.00 2026-07-15 1,300,000 966,102Hunt Cos Inc 6.25 02/15/2026 6.25 2026-02-15 1,000,000 962,905Suburban Propane Partners LP/Suburban EnergyFinance Corp 5.75 03/01/2025

5.75 2025-03-01 944,000 959,439

Diebold Nixdorf Inc 8.50 04/15/2024 8.50 2024-04-15 1,050,000 958,545Sirius XM Radio Inc 4.63 07/15/2024 4.62 2024-07-15 925,000 957,953Titan Acquisition Ltd / Titan Co-Borrower LLC7.75 04/15/2026

7.75 2026-04-15 950,000 947,625

Citigroup Inc (pfd) 5.90% 08/15/2169 Perpetual 5.90 2169-08-15 925,000 947,616MEG Energy Corp 7.13 02/01/2027 7.12 2027-02-01 1,050,000 944,296Genworth Mortgage Holdings Inc 6.50 08/15/2025 6.50 2025-08-15 900,000 942,480Rockies Express Pipeline LLC 6.88 04/15/2040 6.88 2040-04-15 900,000 941,157Xerox Holdings Corp 5.00 08/15/2025 5.00 2025-08-15 950,000 940,044Tronox Finance PLC 5.75 10/01/2025 5.75 2025-10-01 950,000 939,213

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Royal Caribbean Cruises Ltd 5.25 11/15/2022 5.25 2022-11-15 1,050,000 938,931Tenet Healthcare Corp 4.63 07/15/2024 4.62 2024-07-15 931,000 934,258Continental Resources Inc/OK 4.50 04/15/2023 4.50 2023-04-15 975,000 931,359Solera LLC / Solera Finance Inc 10.50 03/01/2024 10.50 2024-03-01 890,000 931,162Veritas US Inc / Veritas Bermuda Ltd 7.5009/01/2025

7.50 2025-09-01 900,000 929,250

AG Issuer LLC 6.25 03/01/2028 6.25 2028-03-01 925,000 922,688Antero Midstream Partners LP / Antero MidstreamFinance Corp 5.38 09/15/2024

5.38 2024-09-15 1,075,000 921,812

Allen Media LLC / Allen Media Co-Issuer Inc 10.5002/15/2028

10.50 2028-02-15 950,000 918,978

Lions Gate Capital Holdings LLC 6.38 02/01/2024 6.38 2024-02-01 925,000 918,631Energizer Holdings Inc 6.38 07/15/2026 6.38 2026-07-15 850,000 914,451Antero Midstream Partners LP / Antero MidstreamFinance Corp 5.75 03/01/2027

5.75 2027-03-01 1,100,000 913,000

Greystar Real Estate Partners LLC 5.75 12/01/2025 5.75 2025-12-01 900,000 911,250Sirius XM Radio Inc 3.88 08/01/2022 3.88 2022-08-01 900,000 910,688HCA Inc 7.69 06/15/2025 7.69 2025-06-15 770,000 907,557Clear Channel Worldwide Holdings Inc 9.2502/15/2024

9.25 2024-02-15 933,000 906,881

Sinclair Television Group Inc 5.50 03/01/2030 5.50 2030-03-01 975,000 905,960Tenet Healthcare Corp 5.13 05/01/2025 5.12 2025-05-01 900,000 902,025Navient Corp 6.75 06/15/2026 6.75 2026-06-15 900,000 901,688KAR Auction Services Inc 5.13 06/01/2025 5.12 2025-06-01 900,000 901,107Archrock Partners LP / Archrock Partners FinanceCorp 6.25 04/01/2028

6.25 2028-04-01 950,000 897,750

Western Global Airlines LLC 10.38 08/15/2025 10.38 2025-08-15 875,000 896,875Camelot Finance SA 4.50 11/01/2026 4.50 2026-11-01 875,000 896,735FirstCash Inc 4.63 09/01/2028 4.62 2028-09-01 875,000 896,328Viking Cruises Ltd 5.88 09/15/2027 5.88 2027-09-15 1,150,000 896,281Sirius XM Radio Inc 5.50 07/01/2029 5.50 2029-07-01 825,000 888,587Spirit AeroSystems Inc 7.50 04/15/2025 7.50 2025-04-15 875,000 887,582Mattamy Group Corp 4.63 03/01/2030 4.62 2030-03-01 875,000 887,530ChampionX Corp 6.38 05/01/2026 6.38 2026-05-01 925,000 886,844Goldman Sachs Group Inc/The (pfd) 4.17%11/10/2168 Perpetual

4.17 2168-11-10 900,000 885,645

ESH Hospitality Inc 4.63 10/01/2027 4.62 2027-10-01 900,000 884,268EQM Midstream Partners LP 5.50 07/15/2028 5.50 2028-07-15 875,000 883,032Telesat Canada / Telesat LLC 6.50 10/15/2027 6.50 2027-10-15 875,000 882,525Apache Corp 4.25 01/15/2030 4.25 2030-01-15 975,000 880,547Freeport-McMoRan Inc 4.38 08/01/2028 4.38 2028-08-01 850,000 880,456DCP Midstream Operating LP 5.38 07/15/2025 5.38 2025-07-15 850,000 878,543Navient Corp 5.88 10/25/2024 5.88 2024-10-25 880,000 877,254Occidental Petroleum Corp 8.88 07/15/2030 8.88 2030-07-15 850,000 877,094Range Resources Corp 9.25 02/01/2026 9.25 2026-02-01 850,000 874,837PG&E Corp 5.00 07/01/2028 5.00 2028-07-01 900,000 874,192Barclays PLC 8.00 8.00 2169-09-15 820,000 873,721TerraForm Power Operating LLC 4.25 01/31/2023 4.25 2023-01-31 850,000 873,188CenturyLink Inc 7.50 04/01/2024 7.50 2024-04-01 775,000 868,659

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Parsley Energy LLC / Parsley Finance Corp 5.2508/15/2025

5.25 2025-08-15 875,000 868,438

AssuredPartners Inc 7.00 08/15/2025 7.00 2025-08-15 850,000 868,415Prime Security Services Borrower LLC / PrimeFinance Inc 3.38 08/31/2027

3.38 2027-08-31 900,000 866,812

CHS/Community Health Systems Inc 8.1306/30/2024

8.12 2024-06-30 1,183,000 866,548

CITGO HOLDING INC. 2019 TERM LOAN 8.00 2023-08-01 918,063 865,563Cemex SAB de CV 7.38 06/05/2027 7.38 2027-06-05 800,000 865,516Maxim Crane Works Holdings Capital LLC 10.1308/01/2024

10.12 2024-08-01 850,000 863,902

DCP Midstream Operating LP 5.13 05/15/2029 5.12 2029-05-15 875,000 863,354Holly Energy Partners LP / Holly Energy FinanceCorp 5.00 02/01/2028

5.00 2028-02-01 875,000 859,141

Jacobs Entertainment Inc 7.88 02/01/2024 7.88 2024-02-01 875,000 857,041PACIFIC GAS + ELECTRIC COMPANY 2020TERM LOAN

5.50 2025-06-23 872,813 856,809

CONSOLIDATED ENERGY FIN S A TERMLOAN B 1

2.75 2025-05-07 929,691 855,316

Lithia Motors Inc 4.63 12/15/2027 4.62 2027-12-15 825,000 853,875Avient Corp 5.75 05/15/2025 5.75 2025-05-15 800,000 849,000ALLEN MEDIA LLC 2020 TERM LOAN B 5.65 2027-02-10 869,692 845,640Verscend Escrow Corp 9.75 08/15/2026 9.75 2026-08-15 775,000 844,587USA Compression Partners LP / USA CompressionFinance Corp 6.88 04/01/2026

6.88 2026-04-01 850,000 844,156

Berry Global Inc 4.88 07/15/2026 4.88 2026-07-15 800,000 839,836Meritage Homes Corp 6.00 06/01/2025 6.00 2025-06-01 750,000 839,141LCPR Senior Secured Financing DAC 6.7510/15/2027

6.75 2027-10-15 800,000 837,000

NCL Corp Ltd 10.25 02/01/2026 10.25 2026-02-01 800,000 836,000Nationstar Mortgage Holdings Inc 9.13 07/15/2026 9.12 2026-07-15 775,000 832,400Melco Resorts Finance Ltd 5.63 07/17/2027 5.62 2027-07-17 800,000 831,778Oxford Finance LLC / Oxford Finance Co-Issuer IIInc 6.38 12/15/2022

6.38 2022-12-15 850,000 831,738

L Brands Inc 7.50 06/15/2029 7.50 2029-06-15 793,000 830,025Clearway Energy Operating LLC 5.00 09/15/2026 5.00 2026-09-15 795,000 829,630NMI Holdings Inc 7.38 06/01/2025 7.38 2025-06-01 775,000 829,401OCI NV 5.25 11/01/2024 5.25 2024-11-01 800,000 827,860UPC Holding BV 5.50 01/15/2028 5.50 2028-01-15 800,000 827,500Mercer International Inc 6.50 02/01/2024 6.50 2024-02-01 822,000 827,051EQM Midstream Partners LP 6.00 07/01/2025 6.00 2025-07-01 800,000 826,000Ziggo BV 5.50 01/15/2027 5.50 2027-01-15 787,000 825,835UFC HOLDINGS, LLC TERM LOAN 4.25 2026-04-29 837,163 824,869Uber Technologies Inc 6.25 01/15/2028 6.25 2028-01-15 800,000 822,500Studio City Finance Ltd 6.00 07/15/2025 6.00 2025-07-15 800,000 821,840eG Global Finance PLC 6.75 02/07/2025 6.75 2025-02-07 800,000 820,500TransDigm Inc 8.00 12/15/2025 8.00 2025-12-15 750,000 816,375Jefferies Finance LLC / JFIN Co-Issuer Corp 6.2506/03/2026

6.25 2026-06-03 800,000 816,000

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Fortress Transportation and Infrastructure InvestorsLLC 6.50 10/01/2025

6.50 2025-10-01 825,000 813,570

Altice France SA/France 5.50 01/15/2028 5.50 2028-01-15 800,000 811,000HAT Holdings I LLC / HAT Holdings II LLC 5.2507/15/2024

5.25 2024-07-15 775,000 809,139

Century Communities Inc 5.88 07/15/2025 5.88 2025-07-15 775,000 808,437Summit Materials LLC / Summit Materials FinanceCorp 5.25 01/15/2029

5.25 2029-01-15 775,000 808,422

Occidental Petroleum Corp 8.50 07/15/2027 8.50 2027-07-15 800,000 807,668Gray Television Inc 5.88 07/15/2026 5.88 2026-07-15 775,000 805,516MGIC Investment Corp 5.25 08/15/2028 5.25 2028-08-15 775,000 803,346Fortress Transportation and Infrastructure InvestorsLLC 9.75 08/01/2027

9.75 2027-08-01 750,000 802,031

Nabors Industries Inc 5.75 02/01/2025 5.75 2025-02-01 2,350,000 801,691Energy Transfer Operating LP (pfd) 6.25%02/15/2169 Perpetual

6.25 2169-02-15 1,225,000 801,450

Baffinland Iron Mines Corp / Baffinland Iron MinesLP 8.75 07/15/2026

8.75 2026-07-15 775,000 800,044

Sunoco LP / Sunoco Finance Corp 6.00 04/15/2027 6.00 2027-04-15 775,000 797,766CommScope Inc 5.50 03/01/2024 5.50 2024-03-01 775,000 797,425Melco Resorts Finance Ltd 5.38 12/04/2029 5.38 2029-12-04 800,000 796,719CenturyLink Inc 6.75 12/01/2023 6.75 2023-12-01 725,000 796,594Algeco Global Finance Plc 8.00 02/15/2023 8.00 2023-02-15 800,000 796,492Refinitiv US Holdings Inc 8.25 11/15/2026 8.25 2026-11-15 725,000 795,688Entegris Inc 4.63 02/10/2026 4.62 2026-02-10 775,000 794,228Ford Motor Credit Co LLC 4.13 08/04/2025 4.13 2025-08-04 800,000 793,832First Quantum Minerals Ltd 7.50 04/01/2025 7.50 2025-04-01 800,000 792,288Algeco Global Finance 2 PLC 10.00 08/15/2023 10.00 2023-08-15 800,000 792,000Parkland Corp/Canada 5.88 07/15/2027 5.88 2027-07-15 750,000 789,844Qorvo Inc 3.38 04/01/2031 3.38 2031-04-01 775,000 789,725GATEWAY CASINOS ENTMT LTD TERMLOAN B 1

3.25 2025-03-13 867,270 789,649

ON Semiconductor Corp 3.88 09/01/2028 3.88 2028-09-01 775,000 787,361Open Text Corp 3.88 02/15/2028 3.88 2028-02-15 775,000 785,292Adams Homes Inc 7.50 02/15/2025 7.50 2025-02-15 775,000 785,172Downstream Development Authority of the QuapawTribe of Oklahoma 10.50 02/15/2023

10.50 2023-02-15 850,000 785,098

Ferrellgas LP / Ferrellgas Finance Corp 6.5005/01/2021

6.50 2021-05-01 855,000 783,287

Telesat Canada / Telesat LLC 4.88 06/01/2027 4.88 2027-06-01 775,000 780,561Western Midstream Operating LP 4.50 03/01/2028 4.50 2028-03-01 825,000 779,625Williams Scotsman International Inc 4.6308/15/2028

4.62 2028-08-15 775,000 779,584

iHeartCommunications Inc 4.75 01/15/2028 4.75 2028-01-15 825,000 778,913Cenovus Energy Inc 6.75 11/15/2039 6.75 2039-11-15 775,000 778,826XHR LP 6.38 08/15/2025 6.38 2025-08-15 775,000 776,453NCR Corp 5.00 10/01/2028 5.00 2028-10-01 775,000 775,484Refinitiv US Holdings Inc 6.25 05/15/2026 6.25 2026-05-15 725,000 775,297TransDigm Inc 6.50 07/15/2024 6.50 2024-07-15 775,000 774,954

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

PGT Innovations Inc 6.75 08/01/2026 6.75 2026-08-01 725,000 774,706Howard Hughes Corp/The 5.38 08/01/2028 5.38 2028-08-01 775,000 774,380CDW LLC / CDW Finance Corp 4.13 05/01/2025 4.12 2025-05-01 750,000 773,411Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd8.00 09/20/2025

8.00 2025-09-20 725,000 769,058

Gap Inc/The 8.63 05/15/2025 8.62 2025-05-15 700,000 767,812Nathan's Famous Inc 6.63 11/01/2025 6.62 2025-11-01 750,000 765,000Iron Mountain Inc 4.88 09/15/2029 4.88 2029-09-15 750,000 763,875Genworth Holdings Inc 4.90 08/15/2023 4.90 2023-08-15 825,000 761,578Tallgrass Energy Partners LP / Tallgrass EnergyFinance Corp 4.75 10/01/2023

4.75 2023-10-01 800,000 760,492

JPMorgan Chase & Co (pfd) 4.60% 08/01/2169Perpetual

4.60 2169-08-01 775,000 760,469

Flex Acquisition Co Inc 7.88 07/15/2026 7.88 2026-07-15 750,000 759,375Churchill Downs Inc 5.50 04/01/2027 5.50 2027-04-01 725,000 758,433Owens-Brockway Glass Container Inc 5.8808/15/2023

5.88 2023-08-15 720,000 757,800

Cenovus Energy Inc 3.00 08/15/2022 3.00 2022-08-15 775,000 757,063EQM Midstream Partners LP 6.50 07/15/2048 6.50 2048-07-15 800,000 754,748Lamar Media Corp 4.00 02/15/2030 4.00 2030-02-15 750,000 751,406Calpine Corp 4.63 02/01/2029 4.62 2029-02-01 750,000 750,469KB Home 7.00 12/15/2021 7.00 2021-12-15 715,000 750,164IRB Holding Corp 7.00 06/15/2025 7.00 2025-06-15 700,000 747,618Tenet Healthcare Corp 7.00 08/01/2025 7.00 2025-08-01 725,000 747,602Acadia Healthcare Co Inc 5.50 07/01/2028 5.50 2028-07-01 725,000 747,031Bausch Health Cos Inc 6.25 02/15/2029 6.25 2029-02-15 725,000 746,750Bank of America Corp (pfd) 5.13% 12/20/2167Perpetual

5.12 2168-12-20 725,000 746,714

Allegheny Technologies Inc 5.88 12/01/2027 5.88 2027-12-01 775,000 746,189CommScope Inc 7.13 07/01/2028 7.12 2028-07-01 725,000 745,894Trident TPI Holdings Inc 9.25 08/01/2024 9.25 2024-08-01 700,000 744,835JPMorgan Chase & Co (pfd) 5.24% 04/30/2020Perpetual

3.68 2169-10-30 775,000 743,605

Royal Caribbean Cruises Ltd 9.13 06/15/2023 9.12 2023-06-15 700,000 742,875Occidental Petroleum Corp 6.38 09/01/2028 6.38 2028-09-01 800,000 742,060Vine Oil & Gas LP / Vine Oil & Gas Finance Corp9.75 04/15/2023

9.75 2023-04-15 1,075,000 741,750

Schweitzer-Mauduit International Inc 6.8810/01/2026

6.88 2026-10-01 700,000 740,992

WESCO Distribution Inc 7.25 06/15/2028 7.25 2028-06-15 675,000 740,529Xerox Holdings Corp 5.50 08/15/2028 5.50 2028-08-15 750,000 740,325Ortho-Clinical Diagnostics Inc / Ortho-ClinicalDiagnostics SA 7.38 06/01/2025

7.38 2025-06-01 725,000 737,234

iHeartCommunications Inc 6.38 05/01/2026 6.38 2026-05-01 700,000 730,555VistaJet Malta Finance PLC / XO ManagementHolding Inc 10.50 06/01/2024

10.50 2024-06-01 775,000 729,042

Wabash National Corp 5.50 10/01/2025 5.50 2025-10-01 725,000 727,643SPCM SA 4.88 09/15/2025 4.88 2025-09-15 700,000 726,663PG&E Corp 5.25 07/01/2030 5.25 2030-07-01 750,000 726,562

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Comstock Resources Inc 9.75 08/15/2026 9.75 2026-08-15 700,000 718,952TerraForm Power Operating LLC 4.75 01/15/2030 4.75 2030-01-15 675,000 718,679West Street Merger Sub Inc 6.38 09/01/2025 6.38 2025-09-01 700,000 715,603GOLDEN NUGGET, INC. 2017 INCREMENTALTERM LOAN B

3.25 2023-10-04 795,760 714,843

Ashton Woods USA LLC / Ashton Woods FinanceCo 6.75 08/01/2025

6.75 2025-08-01 700,000 713,052

Albertsons Cos Inc / Safeway Inc / New AlbertsonsLP / Albertsons LLC 3.50 02/15/2023

3.50 2023-02-15 700,000 712,425

Legacy LifePoint Health LLC 6.75 04/15/2025 6.75 2025-04-15 675,000 712,125STAPLES INC TERM LOAN 5.22 2026-04-12 763,125 711,851Clarios Global LP 6.75 05/15/2025 6.75 2025-05-15 675,000 711,497Hexion Holdings Corp 69,388 711,227CCO Holdings LLC / CCO Holdings Capital Corp4.50 08/15/2030

4.50 2030-08-15 675,000 709,628

Cornerstone Building Brands Inc 6.13 01/15/2029 6.12 2029-01-15 700,000 709,188T-Mobile USA Inc 6.00 04/15/2024 6.00 2024-04-15 693,000 708,378CommScope Technologies LLC 5.00 03/15/2027 5.00 2027-03-15 735,000 706,978Pike Corp 5.50 09/01/2028 5.50 2028-09-01 700,000 706,520Brookfield Residential Properties Inc / BrookfieldResidential US Corp 4.88 02/15/2030

4.88 2030-02-15 750,000 702,712

Husky III Holding Ltd 13.00 02/15/2025 13.00 2025-02-15 675,000 700,734Bausch Health Cos Inc 7.25 05/30/2029 7.25 2029-05-30 650,000 700,658Jagged Peak Energy LLC 5.88 05/01/2026 5.88 2026-05-01 700,000 698,576Qorvo Inc 4.38 10/15/2029 4.38 2029-10-15 650,000 691,743Viking Cruises Ltd 6.25 05/15/2025 6.25 2025-05-15 875,000 690,064Beacon Roofing Supply Inc 4.88 11/01/2025 4.88 2025-11-01 700,000 687,270Installed Building Products Inc 5.75 02/01/2028 5.75 2028-02-01 650,000 686,439Intelligent Packaging Ltd Finco Inc / IntelligentPackaging Ltd Co-Issuer LLC 6.00 09/15/2028

6.00 2028-09-15 675,000 685,749

Taylor Morrison Communities Inc 5.75 01/15/2028 5.75 2028-01-15 625,000 685,266Kraft Heinz Foods Co 5.00 06/04/2042 5.00 2042-06-04 625,000 684,531Tenet Healthcare Corp 6.75 06/15/2023 6.75 2023-06-15 650,000 683,150KB Home 6.88 06/15/2027 6.88 2027-06-15 575,000 680,547Newmark Group Inc 6.13 11/15/2023 6.12 2023-11-15 650,000 677,526Boyne USA Inc 7.25 05/01/2025 7.25 2025-05-01 646,000 677,425Microchip Technology Inc 4.25 09/01/2025 4.25 2025-09-01 650,000 675,148Shea Homes LP / Shea Homes Funding Corp 4.7502/15/2028

4.75 2028-02-15 675,000 674,895

Cinemark USA Inc 5.13 12/15/2022 5.12 2022-12-15 754,000 672,474Radian Group Inc 4.50 10/01/2024 4.50 2024-10-01 675,000 671,760Kraft Heinz Foods Co 6.88 01/26/2039 6.88 2039-01-26 500,000 670,288QVC Inc 4.75 02/15/2027 4.75 2027-02-15 650,000 668,775Uber Technologies Inc 7.50 09/15/2027 7.50 2027-09-15 625,000 667,969Royal Bank of Scotland Group PLC 8.00 8.00 2169-09-30 600,000 667,332EnPro Industries Inc 5.75 10/15/2026 5.75 2026-10-15 625,000 661,600NRG Energy Inc 7.25 05/15/2026 7.25 2026-05-15 620,000 661,010Mattel Inc 6.75 12/31/2025 6.75 2025-12-31 625,000 660,000Delta Air Lines Inc 7.00 05/01/2025 7.00 2025-05-01 600,000 659,601

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Consolidated Energy Finance SA 6.50 05/15/2026 6.50 2026-05-15 750,000 659,528Abercrombie & Fitch Management Co 8.7507/15/2025

8.75 2025-07-15 625,000 659,312

Cascades Inc/Cascades USA Inc 5.38 01/15/2028 5.38 2028-01-15 625,000 658,203Cornerstone Chemical Co 6.75 08/15/2024 6.75 2024-08-15 700,000 657,562Nokia of America Corp 6.45 03/15/2029 6.45 2029-03-15 606,000 657,510ESH Hospitality Inc 5.25 05/01/2025 5.25 2025-05-01 650,000 657,459Tms International Holding Corp 7.25 08/15/2025 7.25 2025-08-15 700,000 657,125Covanta Holding Corp 5.00 09/01/2030 5.00 2030-09-01 650,000 656,8581011778 BC ULC / New Red Finance Inc 4.0010/15/2030

4.00 2030-10-15 650,000 656,636

Precision Drilling Corp 5.25 11/15/2024 5.25 2024-11-15 975,000 656,297US Concrete Inc 6.38 06/01/2024 6.38 2024-06-01 633,000 653,968Icahn Enterprises LP / Icahn Enterprises FinanceCorp 6.25 02/01/2022

6.25 2022-02-01 645,000 653,253

IAA Inc 5.50 06/15/2027 5.50 2027-06-15 625,000 651,953Flex Acquisition Co Inc 6.88 01/15/2025 6.88 2025-01-15 650,000 651,625IRB Holding Corp 6.75 02/15/2026 6.75 2026-02-15 650,000 651,219Tronox Inc 6.50 04/15/2026 6.50 2026-04-15 650,000 651,219JPMorgan Chase & Co (pfd) 6.13% 10/30/2169Perpetual

6.12 2169-10-30 625,000 650,501

Fly Leasing Ltd 5.25 10/15/2024 5.25 2024-10-15 800,000 648,000Beazer Homes USA Inc 6.75 03/15/2025 6.75 2025-03-15 625,000 647,591Park Aerospace Holdings Ltd 3.63 03/15/2021 3.62 2021-03-15 650,000 647,334USA Compression Partners LP / USA CompressionFinance Corp 6.88 09/01/2027

6.88 2027-09-01 650,000 645,652

Univision Communications Inc 9.50 05/01/2025 9.50 2025-05-01 600,000 645,000JELD-WEN Inc 6.25 05/15/2025 6.25 2025-05-15 600,000 642,000JBS Investments II GmbH 7.00 01/15/2026 7.00 2026-01-15 600,000 641,478Windstream Escrow LLC / Windstream EscrowFinance Corp 7.75 08/15/2028

7.75 2028-08-15 650,000 640,250

Titan International Inc 6.50 11/30/2023 6.50 2023-11-30 850,000 638,907Calpine Corp 5.00 02/01/2031 5.00 2031-02-01 625,000 638,234OneMain Finance Corp 8.88 06/01/2025 8.88 2025-06-01 575,000 637,876Vertical Holdco GmbH 7.63 07/15/2028 7.62 2028-07-15 600,000 635,250Transocean Guardian Ltd 5.88 01/15/2024 5.88 2024-01-15 975,000 633,750Black Knight InfoServ LLC 3.63 09/01/2028 3.62 2028-09-01 625,000 632,812eG Global Finance PLC 8.50 10/30/2025 8.50 2025-10-30 600,000 632,625CALIFORNIA RESOURCES CORP 2017 1STLIEN TERM LOAN

5.75 2022-12-31 1,675,000 629,984

Murphy Oil Corp 6.38 12/01/2042 6.38 2042-12-01 750,000 626,670JBS Investments II GmbH 5.75 01/15/2028 5.75 2028-01-15 600,000 626,250Select Medical Corp 6.25 08/15/2026 6.25 2026-08-15 600,000 624,924Vertical US Newco Inc 5.25 07/15/2027 5.25 2027-07-15 600,000 624,684Service Properties Trust 5.00 08/15/2022 5.00 2022-08-15 625,000 624,362Cleveland-Cliffs Inc 5.75 03/01/2025 5.75 2025-03-01 669,000 623,842L Brands Inc 6.88 11/01/2035 6.88 2035-11-01 630,000 621,923Hudbay Minerals Inc 6.13 04/01/2029 6.12 2029-04-01 625,000 621,094Shelf Drilling Holdings Ltd 8.25 02/15/2025 8.25 2025-02-15 1,550,000 620,000

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

MGM China Holdings Ltd 5.38 05/15/2024 5.38 2024-05-15 600,000 619,863Level 3 Financing Inc 5.38 05/01/2025 5.38 2025-05-01 600,000 619,200Delta Air Lines Inc / SkyMiles IP Ltd 4.5010/20/2025

4.50 2025-10-20 600,000 616,269

PBF Holding Co LLC / PBF Finance Corp 9.2505/15/2025

9.25 2025-05-15 600,000 615,867

Ally Financial Inc 3.88 05/21/2024 3.88 2024-05-21 575,000 613,391UniCredit SpA 5.46 06/30/2035 5.46 2035-06-30 600,000 612,473Carlson Travel Inc 11.50 12/15/2026 11.50 2026-12-15 1,000,000 612,410CSC Holdings LLC 4.13 12/01/2030 4.12 2030-12-01 600,000 612,150Melco Resorts Finance Ltd 5.75 07/21/2028 5.75 2028-07-21 600,000 611,875Tenet Healthcare Corp 4.88 01/01/2026 4.88 2026-01-01 600,000 609,744Hilton Domestic Operating Co Inc 5.75 05/01/2028 5.75 2028-05-01 575,000 609,141Acadia Healthcare Co Inc 5.00 04/15/2029 5.00 2029-04-15 600,000 606,750Ford Motor Credit Co LLC 4.14 02/15/2023 4.14 2023-02-15 600,000 606,732Atotech Alpha 2 BV 8.75 06/01/2023 8.75 2023-06-01 600,000 606,687Ford Motor Credit Co LLC 5.75 02/01/2021 5.75 2021-02-01 600,000 606,222Rattler Midstream LP 5.63 07/15/2025 5.62 2025-07-15 600,000 605,940TransDigm UK Holdings PLC 6.88 05/15/2026 6.88 2026-05-15 600,000 604,815Garda World Security Corp 4.63 02/15/2027 4.62 2027-02-15 600,000 604,500IQVIA Inc 5.00 05/15/2027 5.00 2027-05-15 575,000 604,058Cemex SAB de CV 5.20 09/17/2030 5.20 2030-09-17 600,000 603,690Moss Creek Resources Holdings Inc 7.5001/15/2026

7.50 2026-01-15 1,000,000 603,560

Realogy Group LLC / Realogy Co-Issuer Corp 7.6306/15/2025

7.62 2025-06-15 575,000 603,184

ArcelorMittal SA 7.25 10/15/2039 7.25 2039-10-15 475,000 602,232Avantor Inc 6.00 10/01/2024 6.00 2024-10-01 575,000 601,594Ford Motor Credit Co LLC 3.34 03/18/2021 3.34 2021-03-18 600,000 601,080Sotheby's 7.38 10/15/2027 7.38 2027-10-15 600,000 601,014CommScope Inc 8.25 03/01/2027 8.25 2027-03-01 575,000 598,722Qualitytech LP / QTS Finance Corp 4.7511/15/2025

4.75 2025-11-15 575,000 598,486

Ford Motor Credit Co LLC 4.54 08/01/2026 4.54 2026-08-01 600,000 598,428Hilton Domestic Operating Co Inc 5.38 05/01/2025 5.38 2025-05-01 575,000 597,874Gray Television Inc 7.00 05/15/2027 7.00 2027-05-15 550,000 596,963Adient Global Holdings Ltd 4.88 08/15/2026 4.88 2026-08-15 625,000 596,484Minerals Technologies Inc 5.00 07/01/2028 5.00 2028-07-01 575,000 596,442Sinclair Television Group Inc 5.88 03/15/2026 5.88 2026-03-15 600,000 593,136ViaSat Inc 5.63 04/15/2027 5.62 2027-04-15 575,000 592,609Nielsen Finance LLC / Nielsen Finance Co 5.6310/01/2028

5.62 2028-10-01 575,000 592,250

Ford Motor Credit Co LLC 3.37 11/17/2023 3.37 2023-11-17 600,000 592,125GCI LLC 6.63 06/15/2024 6.62 2024-06-15 550,000 591,305Quebecor Media Inc 5.75 01/15/2023 5.75 2023-01-15 550,000 591,250Navistar International Corp 9.50 05/01/2025 9.50 2025-05-01 525,000 590,641Delta Air Lines Inc 3.63 03/15/2022 3.62 2022-03-15 600,000 590,282Beazer Homes USA Inc 7.25 10/15/2029 7.25 2029-10-15 550,000 590,235TTM Technologies Inc 5.63 10/01/2025 5.62 2025-10-01 575,000 588,596

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Ritchie Bros Auctioneers Inc 5.38 01/15/2025 5.38 2025-01-15 570,000 587,812Summit Materials LLC / Summit Materials FinanceCorp 6.50 03/15/2027

6.50 2027-03-15 550,000 587,708

Nationstar Mortgage Holdings Inc 6.00 01/15/2027 6.00 2027-01-15 575,000 587,121PTC Inc 3.63 02/15/2025 3.62 2025-02-15 575,000 584,703Kronos Acquisition Holdings Inc 9.00 08/15/2023 9.00 2023-08-15 575,000 584,344Presidio Holdings Inc 4.88 02/01/2027 4.88 2027-02-01 575,000 583,723Wynn Macau Ltd 5.50 10/01/2027 5.50 2027-10-01 600,000 583,500Mercer International Inc 7.38 01/15/2025 7.38 2025-01-15 575,000 583,266Switch Ltd 3.75 09/15/2028 3.75 2028-09-15 575,000 582,188Diebold Nixdorf Inc 9.38 07/15/2025 9.38 2025-07-15 550,000 581,625Tenet Healthcare Corp 4.63 06/15/2028 4.62 2028-06-15 575,000 580,922Frontier Communications Corp 8.50 04/01/2026 8.50 2026-04-01 575,000 580,750Tenet Healthcare Corp 4.63 09/01/2024 4.62 2024-09-01 575,000 580,210Hertz Corp/The 6.00 01/15/2028 6.00 2028-01-15 1,275,000 579,328Churchill Downs Inc 4.75 01/15/2028 4.75 2028-01-15 575,000 579,206Tallgrass Energy Partners LP / Tallgrass EnergyFinance Corp 7.50 10/01/2025

7.50 2025-10-01 575,000 578,407

US Concrete Inc 5.13 03/01/2029 5.12 2029-03-01 575,000 578,234Occidental Petroleum Corp 6.95 07/01/2024 6.95 2024-07-01 595,000 578,108MGM Resorts International 6.75 05/01/2025 6.75 2025-05-01 550,000 577,283Shea Homes LP / Shea Homes Funding Corp 4.7504/01/2029

4.75 2029-04-01 575,000 574,641

NextEra Energy Operating Partners LP 4.2509/15/2024

4.25 2024-09-15 550,000 574,062

Ford Motor Credit Co LLC 3.82 11/02/2027 3.81 2027-11-02 600,000 572,616TransMontaigne Partners LP / TLP Finance Corp6.13 02/15/2026

6.12 2026-02-15 550,000 571,208

Michaels Stores Inc 4.75 10/01/2027 4.75 2027-10-01 575,000 571,047FTS International Inc 6.25 05/01/2022 6.25 2022-05-01 1,655,000 570,975Envision Healthcare Corp 8.75 10/15/2026 8.75 2026-10-15 1,225,000 567,861Navient Corp 6.13 03/25/2024 6.12 2024-03-25 560,000 567,344Cedar Fair LP / Canada's Wonderland Co /Magnum Management Corp / Millennium Op 5.5005/01/2025

5.50 2025-05-01 550,000 565,812

Ensign Drilling Inc 9.25 04/15/2024 9.25 2024-04-15 1,475,000 565,095Consolidated Communications Inc 6.50 10/01/2028 6.50 2028-10-01 550,000 562,375Dealer Tire LLC / DT Issuer LLC 8.00 02/01/2028 8.00 2028-02-01 550,000 562,375Kraton Polymers LLC / Kraton Polymers CapitalCorp 7.00 04/15/2025

7.00 2025-04-15 550,000 562,031

MGM Growth Properties Operating Partnership LP /MGP Finance Co-Issuer Inc 4.63 06/15/2025

4.62 2025-06-15 550,000 561,550

Kaiser Aluminum Corp 4.63 03/01/2028 4.62 2028-03-01 600,000 560,514Diamond Sports Group LLC / Diamond SportsFinance Co 6.63 08/15/2027

6.62 2027-08-15 1,075,000 560,344

Howard Hughes Corp/The 5.38 03/15/2025 5.38 2025-03-15 550,000 560,230CDK Global Inc 5.25 05/15/2029 5.25 2029-05-15 525,000 559,618Scientific Games International Inc 7.25 11/15/2029 7.25 2029-11-15 550,000 559,180Western Midstream Operating LP 5.45 04/01/2044 5.45 2044-04-01 650,000 556,969

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Murphy Oil Corp 5.75 08/15/2025 5.75 2025-08-15 635,000 555,612Coeur Mining Inc 5.88 06/01/2024 5.88 2024-06-01 550,000 550,630Vericast Corp 9.25 03/01/2021 9.25 2021-03-01 544,000 549,780Videotron Ltd 5.00 07/15/2022 5.00 2022-07-15 525,000 549,281Kennedy-Wilson Inc 5.88 04/01/2024 5.88 2024-04-01 550,000 547,938Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 5.50 03/01/2030

5.50 2030-03-01 550,000 547,767

GEMS MENASA Cayman Ltd / GEMS EducationDelaware LLC 7.13 07/31/2026

7.12 2026-07-31 550,000 545,875

Prestige Brands Inc 5.13 01/15/2028 5.12 2028-01-15 525,000 543,375Olin Corp 5.63 08/01/2029 5.62 2029-08-01 550,000 542,435Picasso Finance Sub Inc 6.13 06/15/2025 6.12 2025-06-15 500,000 539,295EW Scripps Co/The 5.13 05/15/2025 5.12 2025-05-15 550,000 539,000Targa Resources Partners LP / Targa ResourcesPartners Finance Corp 6.88 01/15/2029

6.88 2029-01-15 500,000 537,662

WMG Acquisition Corp 3.00 02/15/2031 3.00 2031-02-15 550,000 536,112Constellium SE 5.63 06/15/2028 5.62 2028-06-15 525,000 535,828Exela Intermediate LLC / Exela Finance Inc 10.0007/15/2023

10.00 2023-07-15 1,725,000 534,750

Delta Air Lines Inc 3.80 04/19/2023 3.80 2023-04-19 550,000 532,408MPT Operating Partnership LP / MPT Finance Corp5.50 05/01/2024

5.50 2024-05-01 525,000 532,384

Boxer Parent Co Inc 9.13 03/01/2026 9.12 2026-03-01 500,000 531,875Qorvo Inc 5.50 07/15/2026 5.50 2026-07-15 500,000 531,140Netflix Inc 5.38 11/15/2029 5.38 2029-11-15 450,000 530,955Cleveland-Cliffs Inc 9.88 10/17/2025 9.88 2025-10-17 475,000 530,812Ashton Woods USA LLC / Ashton Woods FinanceCo 6.63 01/15/2028

6.62 2028-01-15 525,000 528,938

Eagle Intermediate Global Holding BV/Ruyi USFinance LLC 7.50 05/01/2025

7.50 2025-05-01 750,000 528,750

Comstock Resources Inc 7.50 05/15/2025 7.50 2025-05-15 550,000 526,625Energy Transfer Operating LP (pfd) 6.25%02/15/2169 Perpetual

6.25 2169-02-15 770,000 524,713

Matthews International Corp 5.25 12/01/2025 5.25 2025-12-01 550,000 521,755Colfax Corp 6.00 02/15/2024 6.00 2024-02-15 500,000 520,840Cushman & Wakefield US Borrower LLC 6.7505/15/2028

6.75 2028-05-15 500,000 520,638

Magnolia Oil & Gas Operating LLC / Magnolia Oil& Gas Finance Corp 6.00 08/01/2026

6.00 2026-08-01 525,000 519,750

Builders FirstSource Inc 5.00 03/01/2030 5.00 2030-03-01 500,000 518,438Tenet Healthcare Corp 8.13 04/01/2022 8.12 2022-04-01 465,000 517,266New Enterprise Stone & Lime Co Inc 9.7507/15/2028

9.75 2028-07-15 475,000 515,375

Endeavor Energy Resources LP / EER Finance Inc6.63 07/15/2025

6.62 2025-07-15 500,000 514,530

Avaya Inc 6.13 09/15/2028 6.12 2028-09-15 500,000 512,500Mattel Inc 5.88 12/15/2027 5.88 2027-12-15 475,000 512,109SM Energy Co 5.63 06/01/2025 5.62 2025-06-01 1,125,000 510,351

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Specialty Building Products Holdings LLC / SBPFinance Corp 6.38 09/30/2026

6.38 2026-09-30 500,000 509,688

Bombardier Inc 7.50 03/15/2025 7.50 2025-03-15 676,000 508,690Netflix Inc 5.88 11/15/2028 5.88 2028-11-15 425,000 507,871Scripps Escrow Inc 5.88 07/15/2027 5.88 2027-07-15 525,000 507,281Service Properties Trust 7.50 09/15/2025 7.50 2025-09-15 475,000 505,918Newell Brands Inc 6.00 04/01/2046 6.00 2046-04-01 450,000 505,688Archrock Partners LP / Archrock Partners FinanceCorp 6.88 04/01/2027

6.88 2027-04-01 525,000 505,423

XPO Logistics Inc 6.75 08/15/2024 6.75 2024-08-15 475,000 504,011Charles River Laboratories International Inc 5.5004/01/2026

5.50 2026-04-01 475,000 501,125

Acrisure LLC / Acrisure Finance Inc 10.1308/01/2026

10.12 2026-08-01 450,000 499,500

EQT Corp 7.88 02/01/2025 7.88 2025-02-01 450,000 499,430Nexstar Broadcasting Inc 5.63 07/15/2027 5.62 2027-07-15 475,000 498,995Ladder Capital Finance Holdings LLLP / LadderCapital Finance Corp 4.25 02/01/2027

4.25 2027-02-01 575,000 498,812

Aramark Services Inc 6.38 05/01/2025 6.38 2025-05-01 475,000 495,389First Quantum Minerals Ltd 7.25 04/01/2023 7.25 2023-04-01 495,000 495,136TEGNA Inc 5.00 09/15/2029 5.00 2029-09-15 500,000 494,220TRI Pointe Group Inc 5.70 06/15/2028 5.70 2028-06-15 450,000 493,875Lions Gate Capital Holdings LLC 5.88 11/01/2024 5.88 2024-11-01 500,000 493,072Cinemark USA Inc 4.88 06/01/2023 4.88 2023-06-01 575,000 492,703Tenet Healthcare Corp 6.88 11/15/2031 6.88 2031-11-15 500,000 491,780Murphy Oil Corp 5.88 12/01/2027 5.88 2027-12-01 575,000 491,614Performance Food Group Inc 5.50 10/15/2027 5.50 2027-10-15 475,000 490,119Nufarm Australia Ltd / Nufarm Americas Inc 5.7504/30/2026

5.75 2026-04-30 475,000 486,238

Taylor Morrison Communities Inc 6.63 07/15/2027 6.62 2027-07-15 450,000 484,487Delek Logistics Partners LP / Delek LogisticsFinance Corp 6.75 05/15/2025

6.75 2025-05-15 525,000 478,351

Laredo Petroleum Inc 9.50 01/15/2025 9.50 2025-01-15 800,000 477,488Transocean Inc 8.00 02/01/2027 8.00 2027-02-01 1,675,000 477,375Occidental Petroleum Corp 3.20 08/15/2026 3.20 2026-08-15 600,000 477,000Match Group Holdings II LLC 5.00 12/15/2027 5.00 2027-12-15 450,000 476,352CIT Group Inc 4.13 03/09/2021 4.12 2021-03-09 475,000 476,081Olin Corp 5.00 02/01/2030 5.00 2030-02-01 500,000 471,158Standard Industries Inc/NJ 3.38 01/15/2031 3.38 2031-01-15 475,000 469,713MTS Systems Corp 5.75 08/15/2027 5.75 2027-08-15 475,000 469,217Gulfport Energy Corp 6.38 05/15/2025 6.38 2025-05-15 760,000 466,370Granite US Holdings Corp 11.00 10/01/2027 11.00 2027-10-01 450,000 463,500DaVita Inc 4.63 06/01/2030 4.62 2030-06-01 450,000 462,161Talen Energy Supply LLC 6.63 01/15/2028 6.62 2028-01-15 475,000 461,550Hughes Satellite Systems Corp 6.63 08/01/2026 6.62 2026-08-01 425,000 461,4481011778 BC ULC / New Red Finance Inc 4.2505/15/2024

4.25 2024-05-15 450,000 458,752

Cleveland-Cliffs Inc 6.75 03/15/2026 6.75 2026-03-15 450,000 458,302Cenovus Energy Inc 5.38 07/15/2025 5.38 2025-07-15 475,000 457,731

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Amkor Technology Inc 6.63 09/15/2027 6.62 2027-09-15 425,000 456,954Stevens Holding Co Inc 6.13 10/01/2026 6.12 2026-10-01 425,000 456,263Forestar Group Inc 5.00 03/01/2028 5.00 2028-03-01 450,000 455,555Sabre GLBL Inc 7.38 09/01/2025 7.38 2025-09-01 450,000 455,175Boxer Parent Co Inc 7.13 10/02/2025 7.12 2025-10-02 425,000 454,538JELD-WEN Inc 4.63 12/15/2025 4.62 2025-12-15 450,000 453,890Occidental Petroleum Corp 8.00 07/15/2025 8.00 2025-07-15 450,000 453,647Dun & Bradstreet Corp/The 6.88 08/15/2026 6.88 2026-08-15 420,000 451,888Five Point Operating Co LP / Five Point CapitalCorp 7.88 11/15/2025

7.88 2025-11-15 450,000 450,900

NCR Corp 5.25 10/01/2030 5.25 2030-10-01 450,000 450,844Exterran Energy Solutions LP / EES Finance Corp8.13 05/01/2025

8.12 2025-05-01 525,000 450,132

JPW Industries Holding Corp 9.00 10/01/2024 9.00 2024-10-01 475,000 449,419FINANCIAL RISK US HLDGS INC TERM LOANB

3.98 2025-10-01 452,390 448,391

Delta Air Lines Inc 3.40 04/19/2021 3.40 2021-04-19 450,000 448,353MEG Energy Corp 7.00 03/31/2024 7.00 2024-03-31 480,000 447,600Darling Ingredients Inc 5.25 04/15/2027 5.25 2027-04-15 425,000 447,047Ken Garff Automotive LLC 4.88 09/15/2028 4.88 2028-09-15 450,000 443,812CCO Holdings LLC / CCO Holdings Capital Corp4.25 02/01/2031

4.25 2031-02-01 425,000 441,129

Energizer Holdings Inc 4.75 06/15/2028 4.75 2028-06-15 425,000 440,385Boyd Gaming Corp 8.63 06/01/2025 8.62 2025-06-01 400,000 439,012Western Midstream Operating LP 4.75 08/15/2028 4.75 2028-08-15 450,000 434,727BY Crown Parent LLC / BY Bond Finance Inc 4.2501/31/2026

4.25 2026-01-31 425,000 433,234

Compass Minerals International Inc 6.75 12/01/2027 6.75 2027-12-01 400,000 432,676Asbury Automotive Group Inc 4.50 03/01/2028 4.50 2028-03-01 425,000 428,453SM Energy Co 6.75 09/15/2026 6.75 2026-09-15 950,000 426,132Avis Budget Car Rental LLC / Avis Budget FinanceInc 6.38 04/01/2024

6.38 2024-04-01 445,000 423,996

Sensata Technologies Inc 3.75 02/15/2031 3.75 2031-02-15 425,000 423,406AMC Networks Inc 5.00 04/01/2024 5.00 2024-04-01 413,000 422,809Cenovus Energy Inc 5.40 06/15/2047 5.40 2047-06-15 500,000 422,273DAE Funding LLC 4.50 08/01/2022 4.50 2022-08-01 425,000 421,281Precision Drilling Corp 7.13 01/15/2026 7.12 2026-01-15 650,000 420,381Delta Air Lines Inc 7.38 01/15/2026 7.38 2026-01-15 400,000 419,884AMC Entertainment Holdings Inc 12.00 06/15/2026 12.00 2026-06-15 1,473,000 419,805Masonite International Corp 5.75 09/15/2026 5.75 2026-09-15 400,000 418,424Southwestern Energy Co 8.38 09/15/2028 8.38 2028-09-15 425,000 418,406Mauser Packaging Solutions Holding Co 5.5004/15/2024

5.50 2024-04-15 415,000 417,075

Tennant Co 5.63 05/01/2025 5.62 2025-05-01 400,000 416,370OI European Group BV 4.00 03/15/2023 4.00 2023-03-15 408,000 415,607Park-Ohio Industries Inc 6.63 04/15/2027 6.62 2027-04-15 450,000 415,125CenturyLink Inc 5.80 03/15/2022 5.80 2022-03-15 400,000 414,750NuStar Logistics LP 5.75 10/01/2025 5.75 2025-10-01 400,000 414,120Rockies Express Pipeline LLC 4.95 07/15/2029 4.95 2029-07-15 425,000 413,844

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Barclays PLC 7.75 7.75 2168-12-15 400,000 413,483Provident Funding Associates LP / PFG FinanceCorp 6.38 06/15/2025

6.38 2025-06-15 425,000 412,737

Centennial Resource Production LLC 5.3801/15/2026

5.38 2026-01-15 1,025,000 412,562

Citigroup Inc (pfd) 5.95% 01/30/2023 Perpetual 5.95 2169-07-30 400,000 412,024Marriott Ownership Resorts Inc / ILG LLC 6.5009/15/2026

6.50 2026-09-15 400,000 411,376

Inn of the Mountain Gods Resort & Casino 9.2511/30/2020

9.25 2020-11-30 434,909 410,989

Rite Aid Corp 7.50 07/01/2025 7.50 2025-07-01 415,000 409,512Teva Pharmaceutical Finance Netherlands III BV6.00 04/15/2024

6.00 2024-04-15 400,000 408,930

Cablevision Lightpath LLC 5.63 09/15/2028 5.62 2028-09-15 400,000 407,190Avis Budget Car Rental LLC / Avis Budget FinanceInc 5.75 07/15/2027

5.75 2027-07-15 450,000 406,562

Encompass Health Corp 4.75 02/01/2030 4.75 2030-02-01 400,000 406,492Barclays PLC (pfd) 6.13% 12/15/2168 Perpetual 6.12 2168-12-15 400,000 406,455Callon Petroleum Co 6.13 10/01/2024 6.12 2024-10-01 1,400,000 403,375Spirit AeroSystems Inc 5.50 01/15/2025 5.50 2025-01-15 400,000 402,500Transocean Poseidon Ltd 6.88 02/01/2027 6.88 2027-02-01 500,000 402,500L Brands Inc 9.38 07/01/2025 9.38 2025-07-01 350,000 402,062Fly Leasing Ltd 6.38 10/15/2021 6.38 2021-10-15 400,000 400,938Cablevision Lightpath LLC 3.88 09/15/2027 3.88 2027-09-15 400,000 400,750Triumph Group Inc 8.88 06/01/2024 8.88 2024-06-01 375,000 400,312Murphy Oil USA Inc 4.75 09/15/2029 4.75 2029-09-15 375,000 400,243Occidental Petroleum Corp 3.40 04/15/2026 3.40 2026-04-15 500,000 400,000Altice France SA/France 5.13 01/15/2029 5.12 2029-01-15 400,000 399,870Virgin Media Vendor Financing Notes IV DAC 5.0007/15/2028

5.00 2028-07-15 400,000 399,400

Methanex Corp 5.13 10/15/2027 5.12 2027-10-15 400,000 398,500EQM Midstream Partners LP 6.50 07/01/2027 6.50 2027-07-01 375,000 398,038Whiting Petroleum Corp 22,977 397,272Hertz Corp/The 7.13 08/01/2026 7.12 2026-08-01 875,000 395,391Sprint Corp 7.63 03/01/2026 7.62 2026-03-01 325,000 393,218Advanced Drainage Systems Inc 5.00 09/30/2027 5.00 2027-09-30 375,000 393,210Ford Motor Credit Co LLC 4.27 01/09/2027 4.27 2027-01-09 400,000 393,190Rockies Express Pipeline LLC 3.60 05/15/2025 3.60 2025-05-15 400,000 393,080Salem Media Group Inc 6.75 06/01/2024 6.75 2024-06-01 450,000 391,500Brink's Co/The 5.50 07/15/2025 5.50 2025-07-15 375,000 391,172NuStar Logistics LP 6.38 10/01/2030 6.38 2030-10-01 375,000 390,000Clean Harbors Inc 4.88 07/15/2027 4.88 2027-07-15 375,000 389,696Nielsen Finance LLC / Nielsen Finance Co 5.8810/01/2030

5.88 2030-10-01 375,000 388,828

Manitowoc Co Inc/The 9.00 04/01/2026 9.00 2026-04-01 375,000 388,125CHS/Community Health Systems Inc 6.8804/01/2028

6.88 2028-04-01 817,000 387,564

Nabors Industries Ltd 7.50 01/15/2028 7.50 2028-01-15 800,000 387,500

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

PBF Holding Co LLC / PBF Finance Corp 6.0002/15/2028

6.00 2028-02-15 575,000 386,932

Comstock Resources Inc 9.75 08/15/2026 9.75 2026-08-15 375,000 386,700Beacon Roofing Supply Inc 4.50 11/15/2026 4.50 2026-11-15 375,000 386,602CREDIT SUISSE GROUP AG 5.10 2030-01-24 400,000 386,500Gulfport Energy Corp 6.00 10/15/2024 6.00 2024-10-15 620,000 386,338PTC Inc 4.00 02/15/2028 4.00 2028-02-15 375,000 386,138Stena International SA 6.13 02/01/2025 6.12 2025-02-01 400,000 385,750TEGNA Inc 4.75 03/15/2026 4.75 2026-03-15 375,000 383,888Occidental Petroleum Corp 4.30 08/15/2039 4.30 2039-08-15 550,000 383,644Silgan Holdings Inc 4.13 02/01/2028 4.12 2028-02-01 375,000 383,438CCO Holdings LLC / CCO Holdings Capital Corp4.00 03/01/2023

4.00 2023-03-01 375,000 380,248

Cargo Aircraft Management Inc 4.75 02/01/2028 4.75 2028-02-01 375,000 379,631Matador Resources Co 5.88 09/15/2026 5.88 2026-09-15 450,000 377,021QualityTech LP / QTS Finance Corp 3.8810/01/2028

3.88 2028-10-01 375,000 377,018

Avon International Capital PLC 6.50 08/15/2022 6.50 2022-08-15 375,000 376,875Transocean Sentry Ltd 5.38 05/15/2023 5.38 2023-05-15 550,000 376,750Dell International LLC / EMC Corp 5.8806/15/2021

5.88 2021-06-15 375,000 376,185

Lamar Media Corp 3.75 02/15/2028 3.75 2028-02-15 375,000 373,828Amsted Industries Inc 5.63 07/01/2027 5.62 2027-07-01 350,000 373,583Uniti Group LP / Uniti Fiber Holdings Inc / CSLCapital LLC 7.88 02/15/2025

7.88 2025-02-15 350,000 371,438

Bausch Health Cos Inc 5.25 01/30/2030 5.25 2030-01-30 375,000 369,892VICI Properties LP / VICI Note Co Inc 4.1308/15/2030

4.12 2030-08-15 375,000 369,844

VICI Properties LP / VICI Note Co Inc 3.7502/15/2027

3.75 2027-02-15 375,000 369,375

Prime Security Services Borrower LLC / PrimeFinance Inc 5.25 04/15/2024

5.25 2024-04-15 350,000 367,281

Parkland Corp/Canada 6.00 04/01/2026 6.00 2026-04-01 350,000 367,281Avaya Holdings Corp 24,115 366,548Carvana Co 8.88 10/01/2023 8.88 2023-10-01 350,000 365,533L Brands Inc 5.63 02/15/2022 5.62 2022-02-15 350,000 365,006OneMain Finance Corp 5.38 11/15/2029 5.38 2029-11-15 350,000 364,875Realogy Group LLC / Realogy Co-Issuer Corp 9.3804/01/2027

9.38 2027-04-01 350,000 363,160

Mclaren Finance PLC 5.75 08/01/2022 5.75 2022-08-01 400,000 363,000Wyndham Destinations Inc 4.63 03/01/2030 4.62 2030-03-01 375,000 362,520Ascend Learning LLC 6.88 08/01/2025 6.88 2025-08-01 350,000 361,268Transocean Inc 11.50 01/30/2027 11.50 2027-01-30 890,000 359,338Mallinckrodt International Finance SA /Mallinckrodt CB LLC 5.75 08/01/2022

5.75 2022-08-01 1,340,000 358,450

NEENAH FOUNDRY CO TERM LOAN B 6.75 2022-12-13 409,246 358,090DAE Funding LLC 5.25 11/15/2021 5.25 2021-11-15 350,000 355,250Prime Security Services Borrower LLC / PrimeFinance Inc 6.25 01/15/2028

6.25 2028-01-15 350,000 354,868

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

LPL Holdings Inc 4.63 11/15/2027 4.62 2027-11-15 350,000 354,594Western Midstream Operating LP 4.00 07/01/2022 4.00 2022-07-01 350,000 352,730United Airlines Holdings Inc 6.00 12/01/2020 6.00 2020-12-01 350,000 352,144NuStar Logistics LP 6.00 06/01/2026 6.00 2026-06-01 350,000 351,587Plastipak Holdings Inc 6.25 10/15/2025 6.25 2025-10-15 350,000 350,656DIAMOND SPORTS GROUP LLC TERM LOAN 3.41 2026-08-24 445,500 349,718Motion Bondco DAC 6.63 11/15/2027 6.62 2027-11-15 400,000 348,268CITGO Petroleum Corp 6.25 08/15/2022 6.25 2022-08-15 350,000 348,180Callon Petroleum Co 6.25 04/15/2023 6.25 2023-04-15 1,075,000 347,349DCP Midstream Operating LP 3.88 03/15/2023 3.88 2023-03-15 350,000 347,095Service Properties Trust 5.25 02/15/2026 5.25 2026-02-15 375,000 346,568WPX Energy Inc 4.50 01/15/2030 4.50 2030-01-15 350,000 346,271MGIC Investment Corp 5.75 08/15/2023 5.75 2023-08-15 325,000 346,091Deutsche Bank AG (pfd) 6.00% 04/30/2169Perpetual

6.00 2169-04-30 400,000 346,000

Fortress Transportation and Infrastructure InvestorsLLC 6.75 03/15/2022

6.75 2022-03-15 350,000 345,529

Post Holdings Inc 5.63 01/15/2028 5.62 2028-01-15 325,000 344,806Sprint Capital Corp 6.88 11/15/2028 6.88 2028-11-15 275,000 342,983Burlington Coat Factory Warehouse Corp 6.2504/15/2025

6.25 2025-04-15 325,000 342,672

Donnelley Financial Solutions Inc 8.25 10/15/2024 8.25 2024-10-15 325,000 342,435Bombardier Inc 6.13 01/15/2023 6.12 2023-01-15 400,000 342,400Studio City Finance Ltd 6.50 01/15/2028 6.50 2028-01-15 325,000 341,250Standard Industries Inc/NJ 5.00 02/15/2027 5.00 2027-02-15 325,000 338,944Speedway Motorsports LLC / Speedway Funding IIInc 4.88 11/01/2027

4.88 2027-11-01 350,000 336,770

NCL Corp Ltd 12.25 05/15/2024 12.25 2024-05-15 300,000 336,375CenturyLink Inc 6.45 06/15/2021 6.45 2021-06-15 325,000 333,856NCR Corp 8.13 04/15/2025 8.12 2025-04-15 300,000 332,138EnLink Midstream Partners LP 5.45 06/01/2047 5.45 2047-06-01 525,000 330,414DCP Midstream Operating LP 4.75 09/30/2021 4.75 2021-09-30 325,000 327,844Hertz Corp/The 5.50 10/15/2024 5.50 2024-10-15 725,000 327,609Apache Corp 7.38 08/15/2047 7.38 2047-08-15 350,000 326,375Aramark Services Inc 5.00 04/01/2025 5.00 2025-04-01 320,000 325,408Mountain Province Diamonds Inc 8.00 12/15/2022 8.00 2022-12-15 425,000 324,993Gulfport Energy Corp 6.38 01/15/2026 6.38 2026-01-15 525,000 324,744L Brands Inc 6.88 07/01/2025 6.88 2025-07-01 300,000 324,453Frontier Communications Corp 8.00 04/01/2027 8.00 2027-04-01 325,000 324,391Endeavor Energy Resources LP / EER Finance Inc5.50 01/30/2026

5.50 2026-01-30 325,000 323,172

Nabors Industries Ltd 7.25 01/15/2026 7.25 2026-01-15 650,000 322,562Illuminate Buyer LLC / Illuminate Holdings IV Inc9.00 07/01/2028

9.00 2028-07-01 300,000 322,125

Murphy Oil Corp 7.05 05/01/2029 7.05 2029-05-01 350,000 321,650Trident TPI Holdings Inc 6.63 11/01/2025 6.62 2025-11-01 325,000 321,310New Gold Inc 7.50 07/15/2027 7.50 2027-07-15 300,000 320,625NFP Corp 7.00 05/15/2025 7.00 2025-05-15 300,000 319,312US Foods Inc 6.25 04/15/2025 6.25 2025-04-15 300,000 318,026

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

CSC Holdings LLC 5.88 09/15/2022 5.88 2022-09-15 300,000 317,812Spectrum Brands Inc 5.50 07/15/2030 5.50 2030-07-15 300,000 317,062Centene Corp 5.38 06/01/2026 5.38 2026-06-01 300,000 317,016DaVita Inc 3.75 02/15/2031 3.75 2031-02-15 325,000 313,966Service Properties Trust 4.95 02/15/2027 4.95 2027-02-15 350,000 312,375Western Midstream Operating LP 5.50 08/15/2048 5.50 2048-08-15 375,000 311,250PDC Energy Inc 6.13 09/15/2024 6.12 2024-09-15 325,000 310,375Apache Corp 5.35 07/01/2049 5.35 2049-07-01 350,000 310,250Dana Inc 5.63 06/15/2028 5.62 2028-06-15 300,000 310,240Tenet Healthcare Corp 5.13 11/01/2027 5.12 2027-11-01 300,000 309,330Iron Mountain Inc 5.00 07/15/2028 5.00 2028-07-15 300,000 307,872DISH DBS Corp 6.75 06/01/2021 6.75 2021-06-01 300,000 307,800SESI LLC 7.13 12/15/2021 7.12 2021-12-15 1,200,000 306,000EQT Corp 4.88 11/15/2021 4.88 2021-11-15 300,000 304,048Global Partners LP / GLP Finance Corp 6.8801/15/2029

6.88 2029-01-15 300,000 303,750

AIR METHODS CORP TERM LOAN B 4.50 2024-04-21 344,656 303,513VICI Properties LP / VICI Note Co Inc 4.2512/01/2026

4.25 2026-12-01 300,000 301,868

Genesis Energy LP / Genesis Energy Finance Corp6.50 10/01/2025

6.50 2025-10-01 350,000 300,781

Videotron Ltd 5.38 06/15/2024 5.38 2024-06-15 275,000 300,607Carnival Corp 3.95 10/15/2020 3.95 2020-10-15 300,000 300,000Occidental Petroleum Corp 2.70 08/15/2022 2.70 2022-08-15 320,000 299,582Twin River Worldwide Holdings Inc 6.7506/01/2027

6.75 2027-06-01 300,000 299,400

Ferrellgas LP / Ferrellgas Finance Corp 10.0004/15/2025

10.00 2025-04-15 275,000 298,375

Owens-Brockway Glass Container Inc 6.6305/13/2027

6.62 2027-05-13 275,000 298,375

ArcelorMittal SA 4.55 03/11/2026 4.55 2026-03-11 275,000 297,291Occidental Petroleum Corp 7.13 10/15/2027 7.12 2027-10-15 325,000 295,750EnLink Midstream Partners LP 4.40 04/01/2024 4.40 2024-04-01 325,000 293,550Vistra Operations Co LLC 5.50 09/01/2026 5.50 2026-09-01 280,000 292,600Occidental Petroleum Corp 7.95 06/15/2039 7.95 2039-06-15 310,000 291,206Avis Budget Car Rental LLC / Avis Budget FinanceInc 5.25 03/15/2025

5.25 2025-03-15 318,000 290,557

Joseph T Ryerson & Son Inc 8.50 08/01/2028 8.50 2028-08-01 275,000 290,125Sealed Air Corp 4.00 12/01/2027 4.00 2027-12-01 275,000 288,008Occidental Petroleum Corp 6.20 03/15/2040 6.20 2040-03-15 350,000 287,875CommScope Inc 6.00 03/01/2026 6.00 2026-03-01 275,000 287,022FXI Holdings Inc 7.88 11/01/2024 7.88 2024-11-01 300,000 285,750Cimpress PLC 7.00 06/15/2026 7.00 2026-06-15 300,000 285,318Clark Equipment Co 5.88 06/01/2025 5.88 2025-06-01 275,000 285,312Telecom Italia Capital SA 7.20 07/18/2036 7.20 2036-07-18 225,000 284,479Navient Corp 5.50 01/25/2023 5.50 2023-01-25 280,000 283,440Sprint Communications Inc 9.25 04/15/2022 9.25 2022-04-15 250,000 278,246Graphic Packaging International LLC 3.5003/01/2029

3.50 2029-03-01 275,000 277,234

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

HAT Holdings I LLC / HAT Holdings II LLC 3.7509/15/2030

3.75 2030-09-15 275,000 277,062

Clearwater Paper Corp 4.75 08/15/2028 4.75 2028-08-15 275,000 276,203Cardtronics Inc / Cardtronics USA Inc 5.5005/01/2025

5.50 2025-05-01 275,000 276,002

Occidental Petroleum Corp 3.50 06/15/2025 3.50 2025-06-15 325,000 270,359Noble Holding International Ltd 7.88 02/01/2026 7.88 2026-02-01 1,075,000 263,375Transocean Pontus Ltd 6.13 08/01/2025 6.12 2025-08-01 292,500 263,250Marriott Ownership Resorts Inc 6.13 09/15/2025 6.12 2025-09-15 250,000 261,945Marriott Ownership Resorts Inc 4.75 01/15/2028 4.75 2028-01-15 275,000 261,542CDK Global Inc 5.88 06/15/2026 5.88 2026-06-15 250,000 261,204Cenovus Energy Inc 5.25 06/15/2037 5.25 2037-06-15 300,000 260,480DISH DBS Corp 5.88 11/15/2024 5.88 2024-11-15 250,000 257,812HUB INTL LTD TERM LOAN B 1 2.91 2025-04-25 265,299 257,084Ascend Learning LLC 6.88 08/01/2025 6.88 2025-08-01 250,000 255,339Western Midstream Operating LP 6.25 02/01/2050 6.25 2050-02-01 275,000 255,211Hudbay Minerals Inc 7.63 01/15/2025 7.62 2025-01-15 250,000 254,860Ladder Capital Finance Holdings LLLP / LadderCapital Finance Corp 5.88 08/01/2021

5.88 2021-08-01 250,000 250,594

SM Energy Co 6.63 01/15/2027 6.62 2027-01-15 550,000 245,902Bausch Health Cos Inc 5.50 03/01/2023 5.50 2023-03-01 245,000 244,847Digicel Group 0.5 Ltd 8.00 04/01/2025 8.00 2025-04-01 689,600 244,808Nielsen Finance LLC / Nielsen Finance Co 5.0004/15/2022

5.00 2022-04-15 242,000 242,847

Wynn Resorts Finance LLC / Wynn Resorts CapitalCorp 5.13 10/01/2029

5.12 2029-10-01 250,000 242,812

EnLink Midstream Partners LP 5.60 04/01/2044 5.60 2044-04-01 375,000 242,548Triumph Group Inc 7.75 08/15/2025 7.75 2025-08-15 375,000 241,875BERRY GLOBAL INC 2019 TERM LOAN Y 2.14 2026-07-01 245,194 238,636CIT Group Inc 5.00 08/15/2022 5.00 2022-08-15 231,000 238,551CHS/Community Health Systems Inc 8.0012/15/2027

8.00 2027-12-15 242,000 237,160

Triumph Group Inc 6.25 09/15/2024 6.25 2024-09-15 275,000 234,580Open Text Corp 5.88 06/01/2026 5.88 2026-06-01 225,000 234,422United Airlines Holdings Inc 4.25 10/01/2022 4.25 2022-10-01 250,000 231,562HLF Financing Sarl LLC / Herbalife InternationalInc 7.25 08/15/2026

7.25 2026-08-15 225,000 231,540

Carnival Corp 6.65 01/15/2028 6.65 2028-01-15 275,000 231,265Prestige Brands Inc 6.38 03/01/2024 6.38 2024-03-01 225,000 231,047Sprint Corp 7.13 06/15/2024 7.12 2024-06-15 200,000 230,374Arrow Bidco LLC 9.50 03/15/2024 9.50 2024-03-15 275,000 229,252Asbury Automotive Group Inc 4.75 03/01/2030 4.75 2030-03-01 225,000 227,109Legacy LifePoint Health LLC 4.38 02/15/2027 4.38 2027-02-15 225,000 225,844Sunoco LP / Sunoco Finance Corp 5.50 02/15/2026 5.50 2026-02-15 225,000 225,520Talen Energy Supply LLC 7.25 05/15/2027 7.25 2027-05-15 225,000 224,620Parsley Energy LLC / Parsley Finance Corp 5.6310/15/2027

5.62 2027-10-15 225,000 224,297

Credit Acceptance Corp 5.13 12/31/2024 5.12 2024-12-31 225,000 223,972Penske Automotive Group Inc 3.50 09/01/2025 3.50 2025-09-01 225,000 223,454

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Group 1 Automotive Inc 4.00 08/15/2028 4.00 2028-08-15 225,000 221,484Hillman Group Inc/The 6.38 07/15/2022 6.38 2022-07-15 225,000 220,728KB Home 7.63 05/15/2023 7.62 2023-05-15 200,000 220,000Cleaver-Brooks Inc 7.88 03/01/2023 7.88 2023-03-01 225,000 217,945PANTHER BF AGGREGATOR 2 LP TERMLOAN B

3.71 2026-04-30 221,506 216,384

Trivium Packaging Finance BV 8.50 08/15/2027 8.50 2027-08-15 200,000 216,000Sprint Communications Inc 6.00 11/15/2022 6.00 2022-11-15 200,000 215,750Virgin Media Secured Finance PLC 5.5005/15/2029

5.50 2029-05-15 200,000 215,008

Blue Cube Spinco LLC 10.00 10/15/2025 10.00 2025-10-15 200,000 211,875Sprint Corp 7.25 09/15/2021 7.25 2021-09-15 200,000 209,500Graham Packaging Co Inc 7.13 08/15/2028 7.12 2028-08-15 200,000 208,625AdaptHealth LLC 6.13 08/01/2028 6.12 2028-08-01 200,000 207,540Varex Imaging Corp 7.88 10/15/2027 7.88 2027-10-15 200,000 207,500Jefferies Finance LLC / JFIN Co-Issuer Corp 7.2508/15/2024

7.25 2024-08-15 200,000 207,250

VTR Comunicaciones SpA 5.13 01/15/2028 5.12 2028-01-15 200,000 207,100Tenet Healthcare Corp 6.25 02/01/2027 6.25 2027-02-01 200,000 206,721Powdr Corp 6.00 08/01/2025 6.00 2025-08-01 200,000 205,250Cheniere Energy Partners LP 5.25 10/01/2025 5.25 2025-10-01 200,000 204,800Ziggo Bond Co BV 5.13 02/28/2030 5.12 2030-02-28 200,000 202,976CSC Holdings LLC 4.63 12/01/2030 4.62 2030-12-01 200,000 201,223Ford Motor Credit Co LLC 3.22 01/09/2022 3.22 2022-01-09 200,000 200,490Post Holdings Inc 5.00 08/15/2026 5.00 2026-08-15 194,000 199,187Apache Corp 3.25 04/15/2022 3.25 2022-04-15 200,000 197,720EQM Midstream Partners LP 4.00 08/01/2024 4.00 2024-08-01 200,000 196,169CHS/Community Health Systems Inc 6.2503/31/2023

6.25 2023-03-31 200,000 195,750

EnLink Midstream Partners LP 5.05 04/01/2045 5.05 2045-04-01 300,000 192,368GLP Capital LP / GLP Financing II Inc 5.2506/01/2025

5.25 2025-06-01 175,000 190,456

Telecom Italia SpA/Milano 5.30 05/30/2024 5.30 2024-05-30 175,000 190,299Apache Corp 4.88 11/15/2027 4.88 2027-11-15 200,000 189,375Navient Corp 5.00 03/15/2027 5.00 2027-03-15 200,000 188,082Tullow Oil PLC 7.00 03/01/2025 7.00 2025-03-01 400,000 188,000INEOS Group Holdings SA 5.63 08/01/2024 5.62 2024-08-01 185,000 187,465Colfax Corp 6.38 02/15/2026 6.38 2026-02-15 175,000 185,774PRAIRIE ECI ACQUIROR LP TERM LOAN 5.02 2026-03-11 203,078 184,040Cascades Inc/Cascades USA Inc 5.13 01/15/2026 5.12 2026-01-15 175,000 183,894New Fortress Energy Inc 6.75 09/15/2025 6.75 2025-09-15 175,000 183,291Credit Acceptance Corp 6.63 03/15/2026 6.62 2026-03-15 175,000 181,453Summit Midstream Holdings LLC / SummitMidstream Finance Corp 5.75 04/15/2025

5.75 2025-04-15 313,000 179,809

Summit Materials LLC / Summit Materials FinanceCorp 5.13 06/01/2025

5.12 2025-06-01 175,000 178,044

Range Resources Corp 5.00 03/15/2023 5.00 2023-03-15 187,000 178,001Bombardier Inc 8.75 12/01/2021 8.75 2021-12-01 175,000 177,552

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Nielsen Co Luxembourg SARL/The 5.5010/01/2021

5.50 2021-10-01 174,000 174,490

Genworth Holdings Inc 2.28 11/15/2066 2.28 2066-11-15 450,000 173,250Service Properties Trust 4.38 02/15/2030 4.38 2030-02-15 200,000 166,500BOYD GAMING CORP TERM LOAN B 2.48 2023-09-15 170,525 166,393USS ULTIMATE HLDGS INC FIRST LIEN 4.75 2024-08-25 168,159 166,267MGM Resorts International 5.50 04/15/2027 5.50 2027-04-15 158,000 165,332Antero Midstream Partners LP / Antero MidstreamFinance Corp 5.75 01/15/2028

5.75 2028-01-15 200,000 164,980

PARKER DRILLING CO 2ND LIEN TERMLOAN

11.00 2024-03-26 178,772 163,577

Suburban Propane Partners LP/Suburban EnergyFinance Corp 5.50 06/01/2024

5.50 2024-06-01 160,000 161,502

NATIONAL INTERGOVERNMENTAL PURINITIAL TERM

4.00 2025-05-23 164,145 161,136

GLP Capital LP / GLP Financing II Inc 5.3811/01/2023

5.38 2023-11-01 150,000 160,961

Masonite International Corp 5.38 02/01/2028 5.38 2028-02-01 150,000 160,484Rockies Express Pipeline LLC 7.50 07/15/2038 7.50 2038-07-15 150,000 159,750Genesis Energy LP / Genesis Energy Finance Corp6.00 05/15/2023

6.00 2023-05-15 175,000 159,359

Moss Creek Resources Holdings Inc 10.5005/15/2027

10.50 2027-05-15 250,000 157,140

Apache Corp 5.25 02/01/2042 5.25 2042-02-01 175,000 157,045T-Mobile USA Inc 6.50 01/15/2026 6.50 2026-01-15 150,000 156,938Summit Midstream Partners LP (pfd) 9.50%12/15/2168 Perpetual

9.50 2168-12-15 1,200,000 156,091

Callon Petroleum Co 6.38 07/01/2026 6.38 2026-07-01 625,000 155,350Grinding Media Inc / Moly-Cop AltaSteel Ltd 7.3812/15/2023

7.38 2023-12-15 150,000 152,250

Navient Corp 5.88 03/25/2021 5.88 2021-03-25 150,000 151,360Rockies Express Pipeline LLC 4.80 05/15/2030 4.80 2030-05-15 150,000 147,628Digicel International Finance Ltd / Digicel HoldingsBermuda Ltd 8.75 05/25/2024

8.75 2024-05-25 145,300 146,390

Western Midstream Operating LP 4.65 07/01/2026 4.65 2026-07-01 150,000 146,250Southwestern Energy Co 7.75 10/01/2027 7.75 2027-10-01 150,000 145,860Outfront Media Capital LLC / Outfront MediaCapital Corp 4.63 03/15/2030

4.62 2030-03-15 150,000 144,188

Triumph Group Inc 5.25 06/01/2022 5.25 2022-06-01 175,000 143,938GOLDEN NUGGET INC 2020 INITIAL TERMLOAN

13.00 2023-10-04 125,000 142,500

Western Midstream Operating LP 3.95 06/01/2025 3.95 2025-06-01 150,000 141,720Ferrellgas LP / Ferrellgas Finance Corp 6.7506/15/2023

6.75 2023-06-15 155,000 140,452

Howmet Aerospace Inc 6.88 05/01/2025 6.88 2025-05-01 125,000 138,281CCO Holdings LLC / CCO Holdings Capital Corp5.38 06/01/2029

5.38 2029-06-01 125,000 135,611

Tenneco Inc 5.38 12/15/2024 5.38 2024-12-15 176,000 135,523Howmet Aerospace Inc 5.90 02/01/2027 5.90 2027-02-01 125,000 135,062

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

VOC Escrow Ltd 5.00 02/15/2028 5.00 2028-02-15 150,000 133,153NRG Energy Inc 6.63 01/15/2027 6.62 2027-01-15 125,000 132,370Transocean Inc 7.50 04/15/2031 7.50 2031-04-15 938,000 131,320Cheniere Energy Partners LP 5.63 10/01/2026 5.62 2026-10-01 125,000 130,212Northwest Hardwoods Inc 7.50 08/01/2021 7.50 2021-08-01 350,000 129,500Nine Energy Service Inc 8.75 11/01/2023 8.75 2023-11-01 425,000 129,228Caesars Resort Collection LLC / CRC Finco Inc5.75 07/01/2025

5.75 2025-07-01 125,000 129,062

Lennar Corp 4.75 04/01/2021 4.75 2021-04-01 125,000 126,378SBA Communications Corp 4.00 10/01/2022 4.00 2022-10-01 125,000 126,172Chemours Co/The 7.00 05/15/2025 7.00 2025-05-15 125,000 125,750Mattel Inc 5.45 11/01/2041 5.45 2041-11-01 125,000 117,426Bausch Health Cos Inc 5.88 05/15/2023 5.88 2023-05-15 117,000 116,506BWAY HLDG CO TERM LOAN 3.48 2024-04-03 122,956 115,861Occidental Petroleum Corp 6.63 09/01/2030 6.62 2030-09-01 125,000 115,547Antero Resources Corp 5.63 06/01/2023 5.62 2023-06-01 150,000 108,938Clean Harbors Inc 5.13 07/15/2029 5.12 2029-07-15 100,000 108,780Murphy Oil USA Inc 5.63 05/01/2027 5.62 2027-05-01 100,000 106,606NCL Corp Ltd 3.63 12/15/2024 3.62 2024-12-15 150,000 105,281Commercial Metals Co 5.75 04/15/2026 5.75 2026-04-15 100,000 104,296OneMain Finance Corp 6.13 05/15/2022 6.12 2022-05-15 100,000 104,000Delta Air Lines Inc / SkyMiles IP Ltd 4.7510/20/2028

4.75 2028-10-20 100,000 103,898

USI Inc/NY 6.88 05/01/2025 6.88 2025-05-01 100,000 101,562Realogy Group LLC / Realogy Co-Issuer Corp 4.8806/01/2023

4.88 2023-06-01 100,000 99,188

NOVA Chemicals Corp 5.00 05/01/2025 5.00 2025-05-01 100,000 97,760Ascent Resources Utica Holdings LLC / ARUFinance Corp 7.00 11/01/2026

7.00 2026-11-01 125,000 95,938

Royal Caribbean Cruises Ltd 3.70 03/15/2028 3.70 2028-03-15 125,000 92,085Chaparral Energy Inc 8.75 07/15/2023 8.75 2023-07-15 1,300,000 91,000Oasis Petroleum Inc 6.88 03/15/2022 6.88 2022-03-15 375,000 88,828SESI LLC 7.75 09/15/2024 7.75 2024-09-15 350,000 87,500JBS USA LUX SA / JBS USA Finance Inc 5.8807/15/2024

5.88 2024-07-15 83,000 84,720

Gap Inc/The 8.38 05/15/2023 8.38 2023-05-15 75,000 83,016Diamond Offshore Drilling Inc 7.88 08/15/2025 7.88 2025-08-15 850,000 80,962Iron Mountain Inc 5.63 07/15/2032 5.62 2032-07-15 75,000 79,302OneMain Finance Corp 7.75 10/01/2021 7.75 2021-10-01 75,000 78,615Zayo Group Holdings Inc 6.13 03/01/2028 6.12 2028-03-01 75,000 77,425JPMorgan Chase & Co (pfd) 6.00% 02/01/2169Perpetual

6.00 2169-02-01 75,000 77,124

1011778 BC ULC / New Red Finance Inc 4.3801/15/2028

4.38 2028-01-15 75,000 76,612

Intelsat Jackson Holdings SA 8.00 02/15/2024 8.00 2024-02-15 75,000 76,250Hilton Worldwide Finance LLC / Hilton WorldwideFinance Corp 4.63 04/01/2025

4.62 2025-04-01 75,000 75,648

AMC Entertainment Holdings Inc 10.50 04/24/2026 10.50 2026-04-24 104,000 75,400Petra Diamonds US Treasury PLC 7.25 05/01/2022 7.25 2022-05-01 200,000 75,000

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Resideo Funding Inc 6.13 11/01/2026 6.12 2026-11-01 75,000 74,062iHeartCommunications Inc 8.38 05/01/2027 8.38 2027-05-01 75,000 74,011Avolon Holdings Funding Ltd 3.63 05/01/2022 3.62 2022-05-01 75,000 73,733Cedar Fair LP / Canada's Wonderland Co / MagnumManagement Corp 5.38 06/01/2024

5.38 2024-06-01 75,000 71,954

Antero Resources Corp 5.38 11/01/2021 5.38 2021-11-01 75,000 71,438Transocean Inc 6.80 03/15/2038 6.80 2038-03-15 513,000 70,538PDC Energy Inc 5.75 05/15/2026 5.75 2026-05-15 75,000 70,125ASURION LLC TERM LOAN B 6 3.15 2023-11-03 70,402 69,485Genworth Holdings Inc 4.80 02/15/2024 4.80 2024-02-15 75,000 69,185Mallinckrodt International Finance SA /Mallinckrodt CB LLC 5.63 10/15/2023

5.62 2023-10-15 270,000 68,512

Digicel International Finance Ltd / Digicel HoldingsBermuda Ltd 13.00 12/31/2025

13.00 2025-12-31 73,595 67,523

SM Energy Co 5.00 01/15/2024 5.00 2024-01-15 125,000 67,188AMC Networks Inc 4.75 12/15/2022 4.75 2022-12-15 67,000 67,141Oasis Petroleum Inc 6.25 05/01/2026 6.25 2026-05-01 275,000 65,836Service Properties Trust 4.95 10/01/2029 4.95 2029-10-01 75,000 64,453Uniti Group LP / Uniti Group Finance Inc / CSLCapital LLC 6.00 04/15/2023

6.00 2023-04-15 60,000 60,450

SM Energy Co 6.13 11/15/2022 6.12 2022-11-15 75,000 58,611GEO Group Inc/The 5.88 10/15/2024 5.88 2024-10-15 75,000 57,609Reynolds Group Issuer Inc / Reynolds Group IssuerLLC / Reynolds Group Issuer Lu 5.13 07/15/2023

5.12 2023-07-15 54,000 54,702

Bank of America Corp (pfd) 5.88% 09/15/2169Perpetual

5.88 2169-09-15 50,000 54,024

GEO Group Inc/The 6.00 04/15/2026 6.00 2026-04-15 75,000 53,862Commercial Metals Co 5.38 07/15/2027 5.38 2027-07-15 50,000 52,913CSC Holdings LLC 6.75 11/15/2021 6.75 2021-11-15 50,000 52,496Lithia Motors Inc 5.25 08/01/2025 5.25 2025-08-01 50,000 51,557Centennial Resource Production LLC 6.8804/01/2027

6.88 2027-04-01 125,000 51,301

T-Mobile USA Inc 6.00 03/01/2023 6.00 2023-03-01 50,000 50,192Talen Energy Supply LLC 6.50 06/01/2025 6.50 2025-06-01 75,000 49,305L Brands Inc 5.25 02/01/2028 5.25 2028-02-01 50,000 48,469Antero Resources Corp 5.00 03/01/2025 5.00 2025-03-01 75,000 47,016Digicel International Finance Ltd / Digicel HoldingsBermuda Ltd 8.00 12/31/2026

8.00 2026-12-31 58,004 44,953

Basic Energy Services Inc 10.75 10/15/2023 10.75 2023-10-15 200,000 41,500Diamond Offshore Drilling Inc 5.70 10/15/2039 5.70 2039-10-15 400,000 37,282Mesquite Energy Inc 7.75 06/15/2021 7.75 2021-06-15 3,515,000 35,150Transocean Inc 9.60 12/15/2041 9.60 2041-12-15 250,000 34,375Parker Drilling Co 10,567 31,701Ferrellgas LP / Ferrellgas Finance Corp 6.7501/15/2022

6.75 2022-01-15 35,000 31,098

Denbury Inc 5,645 31,049Intelsat Luxembourg SA 8.13 06/01/2023 8.12 2023-06-01 600,000 30,000Virgin Australia Holdings Ltd 8.13 11/15/2024 8.12 2024-11-15 275,000 27,500

NT High Income - TF

Holding Interest

Rate (%)

Maturity Date Shares/Principal

Amount

Market Value ($)

Owens-Brockway Glass Container Inc 6.3808/15/2025

6.38 2025-08-15 25,000 27,328

Marathon Oil Corp 6.80 03/15/2032 6.80 2032-03-15 25,000 26,811TRI Pointe Group Inc 5.25 06/01/2027 5.25 2027-06-01 25,000 26,776Central Garden & Pet Co 6.13 11/15/2023 6.12 2023-11-15 25,000 25,560Chemours Co/The 5.38 05/15/2027 5.38 2027-05-15 25,000 24,938Diamond Offshore Drilling Inc 3.45 11/01/2023 3.45 2023-11-01 250,000 24,714Sinclair Television Group Inc 5.13 02/15/2027 5.12 2027-02-15 25,000 23,255Delta Air Lines Inc 3.75 10/28/2029 3.75 2029-10-28 25,000 21,368Albertsons Cos Inc / Safeway Inc / New AlbertsonsLP / Albertsons LLC 5.75 03/15/2025

5.75 2025-03-15 20,000 20,704

Mesquite Energy Inc 6.13 01/15/2023 6.12 2023-01-15 1,700,000 17,000Murray Energy Corp 12.00 04/15/2024 12.00 2024-04-15 4,545,734 14,319Callon Petroleum Co 8.25 07/15/2025 8.25 2025-07-15 50,000 13,682Digicel Group 0.5 Ltd 7.00 7.00 2169-10-01 95,559 12,423AMC Entertainment Holdings Inc 2,625 12,364NASCAR HOLDINGS INC TERM LOAN B 2.97 2026-10-18 12,083 11,828Windstream Services LLC / Windstream FinanceCorp 10.50 06/30/2024

10.50 2024-06-30 475,000 9,500

JC Penney Corp Inc 8.63 03/15/2025 8.62 2025-03-15 600,000 9,378Bruin E&P Partners LLC 8.88 08/01/2023 8.88 2023-08-01 1,425,000 8,194Diamond Offshore Drilling Inc 4.88 11/01/2043 4.88 2043-11-01 75,000 7,219Northwest Acquisitions ULC / Dominion Finco Inc7.13 11/01/2022

7.12 2022-11-01 400,000 6,900

GLP Capital LP / GLP Financing II Inc 5.3804/15/2026

5.38 2026-04-15 5,000 5,551

Cloud Peak Energy Finance Corp 6.38 03/15/2024Escrow

6.38 2024-03-15 450,000 4,950

EP Energy LLC / Everest Acquisition Finance Inc9.38 05/03/2021

9.38 2021-05-03 1,725,000 4,485

Intelsat Luxembourg SA 7.75 06/01/2021 7.75 2021-06-01 75,000 3,562JC Penney Corp Inc 6.38 10/15/2036 6.38 2036-10-15 775,000 2,906EP Energy LLC / Everest Acquisition Finance Inc9.38 05/01/2024

9.38 2024-05-01 1,075,000 779

This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and AmericanCentury assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's mostrecent annual or semiannual shareholder report.