SCHEDULE OF INVESTMENTS (Unaudited) June 30, 2021

	Moody’s/
	Standard &
	Poor’s	Principal			Value
	Rating(a)	Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (84.52%)
ADVERTISING (0.09%)
Lamar Media Corp., Co. Gty., 3.625%, 01/15/31, 144A(b)	B1/BB-		$	211	$	206,253
AEROSPACE/DEFENSE (1.68%)
Boeing Co., Sr. Unsec. Notes, 4.875%, 05/01/25(b)	Baa2/BBB-			1,657		1,857,234
Boeing Co., Sr. Unsec. Notes, 5.805%, 05/01/50(b)	Baa2/BBB-			463		623,922
Northrop Grumman Space & Mission Systems Corp., Co. Gty., 7.750%, 06/01/29	Baa1/BBB+			500		675,148
Raytheon Technologies Corp., Sr. Unsec. Notes, 3.750%, 11/01/46(b)	Baa1/A-			700		789,650
						3,945,954
AGRICULTURE (0.41%)
Altria Group, Inc., Co. Gty., 4.800%, 02/14/29(b)	A3/BBB			97		112,556
Altria Group, Inc., Co. Gty., 5.950%, 02/14/49(b)	A3/BBB			329		420,976
BAT International Finance PLC, Co. Gty., 1.668%, 03/25/26(b)	Baa2/BBB+			425		424,947
						958,479
AIRLINES (3.51%)
Air Canada, Pass Through Certs., Series 2020-2, Class A, 5.250%, 04/01/29, 144A	NA/A			261		282,632
American Airlines, Inc., Sr. Sec. Notes, 5.500%, 04/20/26, 144A	Ba2/NA			354		374,798
American Airlines, Inc., Sr. Sec. Notes, 5.750%, 04/20/29, 144A	Ba2/NA			162		174,894
American Airlines, Pass Through Certs., Series 2017-1, Class AA, 3.650%, 02/15/29	Baa1/NA			887		914,379
American Airlines, Pass Through Certs., Series 2017-2, Class AA, 3.350%, 10/15/29	Baa1/NA			1,329		1,352,127
American Airlines, Pass Through Certs., Series 2019-1, Class AA, 3.150%, 02/15/32	Baa1/A-			770		793,626
British Airlines, Pass Through Certs., Sr. Sec. Notes, Series 2020-1, Class A, 4.250%, 11/15/32, 144A	NA/A+			118		127,032
Delta Air Lines, Inc., Sr. Sec. Notes, 4.500%, 10/20/25, 144A	Baa1/NA			120		128,994
Delta Air Lines, Inc., Sr. Sec. Notes, 4.750%, 10/20/28, 144A	Baa1/NA			209		232,493
JetBlue Airlines, Pass Through Certs., Sr. Sec. Notes, Series 2020-1, Class A, 4.000%, 11/15/32	A2/NA			1,039		1,146,212
United Airlines, Inc., Sr. Sec. Notes, 4.375%, 04/15/26, 144A(b)	Ba1/BB-			65		67,275
United Airlines, Inc., Sr. Sec. Notes, 4.625%, 04/15/29, 144A(b)	Ba1/BB-			78		80,730
United Airlines, Pass Through Certs., Series 2018-1, Class B, 4.600%, 03/01/26	Baa2/NA			699		721,777
United Airlines, Pass Through Certs., Series 2020-1, Class A, 5.875%, 10/15/27	A3/A			303		335,876
United Airlines, Pass Through Certs., Series 2019-1, Class AA, 4.150%, 08/25/31	A1/NA			397		434,420
United Airlines, Pass Through Certs., Series 2019-2, Class AA, 2.700%, 05/01/32	A1/NA			1,050		1,053,779
						8,221,044
AUTO MANUFACTURERS (2.71%)
Allison Transmission, Inc., Co. Gty., 3.750%, 01/30/31, 144A(b)	Ba3/NA			220		216,231
Ford Holdings LLC, Co. Gty., 9.300%, 03/01/30	Ba2/BB+			1,000		1,352,600
Ford Motor Co., Sr. Unsec. Notes, 8.500%, 04/21/23	Ba2/BB+			904		1,008,819
Ford Motor Co., Sr. Unsec. Notes, 8.900%, 01/15/32	Ba2/BB+			500		676,250
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 4.542%, 08/01/26(b)	Ba2/BB+			1,356		1,474,650
General Motors Co., Sr. Unsec. Notes, 6.800%, 10/01/27(b)	Baa3/BBB			405		510,378
General Motors Financial Co., Inc., Sr. Unsec. Notes, 3.600%, 06/21/30(b)	Baa3/BBB			1,027		1,113,116
						6,352,044
AUTO PARTS & EQUIPMENT (0.15%)
Goodyear Tire & Rubber Co., Co. Gty., 5.000%, 07/15/29, 144A(b)	B2/BB-			333		348,651
BANKS (9.24%)
AIB Group PLC, Sr. Unsec. Notes, (3M LIBOR + 1.874%), 4.263%, 04/10/25, 144A(b),(c)	Baa2/BBB-			582		627,019
Citigroup, Inc., Sub. Notes, 4.600%, 03/09/26	Baa2/BBB			988		1,125,202
Citigroup, Inc., Sr. Unsec. Notes, 8.125%, 07/15/39	A3/BBB+			70		121,018
Citigroup, Inc., Sub. Notes, 5.300%, 05/06/44	Baa2/BBB			926		1,246,991
Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.563%), 3.887%, 01/10/28(b),(c)	A3/BBB+			1,100		1,224,830
Citigroup, Inc., Jr. Sub. Notes, (H15T5Y + 3.597%), 4.000%, 12/10/25(b),(c),(d)	Ba1/BB+			635		654,685
Credit Agricole SA, Sub. Notes, (5Yr Swap +1.644%), 4.000%, 01/10/33, 144A(b),(c)	Baa1/BBB+			1,025		1,113,763
Credit Suisse Group AG, Sr. Unsec. Notes, (SOFRRATE + 1.56%), 2.593%, 09/11/25, 144A(b),(c)	Baa1/BBB+			1,242		1,291,843
Danske Bank AS, Sr. Unsec. Notes, (H15T1Y + 1.73%), 5.000%, 01/12/23, 144A(b),(c)	Baa3/BBB+			739		755,150
Goldman Sachs Group, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.75%), 1.934%, 10/28/27(b),(e)	A2/BBB+			550		582,320
HSBC Capital Funding Dollar 1 LP, Co. Gty., (3M LIBOR + 4.98%), 10.176%, 06/30/30, 144A(b),(c),(d)	Baa3/BB+			2,180		3,608,859
HSBC Holdings PLC, Sr. Unsec. Notes, 4.950%, 03/31/30	A3/A-			499		600,463
Morgan Stanley, Sub. Notes, 4.350%, 09/08/26	Baa1/BBB			1,500		1,699,314
Morgan Stanley, Jr. Sub. Notes, (3M LIBOR + 3.61%), 3.794%, 10/15/21(b),(d),(e)	Baa3/BB+			876		879,285
PNC Financial Services Group, Inc., Jr. Sub. Notes, (3M LIBOR + 3.30%), 5.000%, 11/01/26(b),(c),(d)	Baa2/BBB-			757		842,162
Truist Financial Corp., Jr. Sub. Notes, (H15T5Y + 3.003%), 4.800%, 09/01/24(b),(c),(d)	Baa2/BBB-			1,136		1,192,800
UBS AG, Sub. Notes, 7.625%, 08/17/22	NR/BBB+			2,000		2,151,432

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s		Principal			Value
	Rating(a)		Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (Continued)
BANKS (Continued)
Wells Fargo & Co., Jr. Sub. Notes, (H15T5Y + 3.453%), 3.900%, 03/15/26(b),(c),(d)		Baa2/BB+		$	1,162	$	1,203,019
Westpac Banking Corp., Sub. Notes, (H15T5Y + 1.75%), 2.668%, 11/15/35(b),(c)		Baa1/BBB+			753		740,666
							21,660,821
BEVERAGES (0.60%)
Anheuser-Busch Cos. LLC, Co. Gty., 4.700%, 02/01/36(b)		Baa1/BBB+			645		792,784
Anheuser-Busch Cos. LLC, Co. Gty., 4.900%, 02/01/46(b)		Baa1/BBB+			446		562,863
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 8.200%, 01/15/39		Baa1/BBB+			27		44,924
							1,400,571
BIOTECHNOLOGY (0.39%)
Royalty Pharma PLC, Co. Gty., 2.200%, 09/02/30, 144A(b)		Baa3/BBB-			930		912,849
BUILDING MATERIALS (1.28%)
Cemex SAB de CV, Sr. Sec. Notes, 7.375%, 06/05/27, 144A(b)		NA/BB			200		225,240
Cemex SAB de CV, Sr. Sec. Notes, 5.200%, 09/17/30, 144A(b)		NA/BB			907		997,337
Cemex SAB de CV, Sr. Sec. Notes, 3.875%, 07/11/31, 144A(b)		NA/BB			724		735,946
Masco Corp., Sr. Unsec. Notes, 1.500%, 02/15/28(b)		Baa2/BBB			647		632,249
SRM Escrow Issuer LLC, Sr. Sec. Notes, 6.000%, 11/01/28, 144A(b)		B1/B+			397		420,800
							3,011,572
CHEMICALS (3.52%)
Alpek SAB de CV, Co. Gty., 3.250%, 02/25/31, 144A(b)		Baa3/BB+			418		421,139
Axalta Coating Systems LLC, Co. Gty., 4.750%, 06/15/27, 144A(b)		B1/BB-			150		157,125
Braskem Idesa SAPI, Sr. Sec. Notes, 7.450%, 11/15/29, 144A(b)		NA/B			473		501,385
Braskem Netherlands Finance BV, Co. Gty., 4.500%, 01/31/30, 144A		NA/BB+			1,249		1,298,860
Braskem Netherlands Finance BV, Co. Gty., 5.875%, 01/31/50, 144A		NA/BB+			1,181		1,293,207
International Flavors & Fragrances, Inc., Sr. Unsec. Notes, 1.832%, 10/15/27, 144A(b)		Baa3/BBB			267		266,393
Kraton Polymers LLC, Co. Gty., 4.250%, 12/15/25, 144A(b)		B2/BB-			290		295,800
Orbia Advance Corp. SAB de CV, Co. Gty., 2.875%, 05/11/31, 144A(b)		Baa3/BBB-			574		577,587
Trinseo Materials Operating SCA, Co. Gty., 5.125%, 04/01/29, 144A(b)		B2/B-			105		107,362
Union Carbide Corp., Sr. Unsec. Notes, 7.750%, 10/01/96		Baa2/BBB			2,000		3,325,505
							8,244,363
COMMERCIAL SERVICES (2.40%)
Ashtead Capital, Inc., Co. Gty., 4.000%, 05/01/28, 144A(b)		Baa3/BBB-			555		586,996
Ashtead Capital, Inc., Co. Gty., 4.250%, 11/01/29, 144A(b)		Baa3/BBB-			200		216,000
Atento Luxco 1 SA, Sr. Sec. Notes, 8.000%, 02/10/26, 144A(b)		Ba3/NA			208		226,318
Avis Budget Car Rental LLC, Co. Gty., 5.375%, 03/01/29, 144A(b)		B3/B			595		619,544
ERAC USA Finance LLC, Co. Gty., 7.000%, 10/15/37, 144A		Baa1/A-			1,500		2,239,417
Prime Security Services Borrower LLC, Sr. Sec. Notes, 3.375%, 08/31/27, 144A(b)		Ba3/BB-			559		542,230
StoneCo, Ltd., Co. Gty., 3.950%, 06/16/28, 144A(b)		Ba2/BB-			481		479,624
Triton Container International, Ltd., Sr. Sec. Notes, 3.150%, 06/15/31, 144A(b)		NA/BBB-			705		709,937
							5,620,066
COMPUTERS (0.85%)
Dell International LLC, Sr. Sec. Notes, 5.850%, 07/15/25(b)		Baa3/BBB-			342		401,467
Dell International LLC, Sr. Sec. Notes, 8.350%, 07/15/46(b)		Baa3/BBB-			845		1,382,310
Seagate HDD Cayman, Co. Gty., 3.125%, 07/15/29, 144A(b)		Ba1/BB+			210		203,472
							1,987,249
DIVERSIFIED FINANCIAL SERVICES (0.68%)
GE Capital International Funding, Co. Gty., 4.418%, 11/15/35		Baa1/BBB+			588		705,755
LSEGA Financing PLC, Co. Gty., 1.375%, 04/06/26, 144A(b)		A3/A			612		613,272
LSEGA Financing PLC, Co. Gty., 2.500%, 04/06/31, 144A(b)		A3/A			264		270,830
							1,589,857
ELECTRIC (6.90%)
AES Gener SA, Jr. Sub. Notes, (H15T5Y + 4.917%), 6.350%, 10/07/79, 144A(b),(c)		Ba2/BB			878		936,387
AES Panama Generation Holdings SRL, Sr. Sec. Notes, 4.375%, 05/31/30, 144A(b)		Baa3/NA			549		573,790
Black Hills Corp., Sr. Unsec. Notes, 3.875%, 10/15/49(b)		Baa2/BBB+			1,175		1,270,141
CMS Energy Corp., Jr. Sub. Notes, (H15T5Y + 2.90%), 3.750%, 12/01/50(b),(c)		Baa3/BBB-			238		242,117
Consolidated Edison Co. of New York, Inc., Sr. Unsec. Notes, 3.950%, 04/01/50(b)		Baa1/A-			449		510,180
Consorcio Transmantaro SA, Sr. Unsec. Notes, 4.700%, 04/16/34, 144A		Baa3/NA			200		219,000
Edison International, Sr. Unsec. Notes, 3.550%, 11/15/24(b)		Baa3/BBB-			575		611,216
Edison International, Jr. Sub. Notes, (H15T5Y + 4.698%), 5.375%, 03/15/26(b),(c),(d)		Ba2/BB+			638		642,658
Enel Finance International NV, Co. Gty., 4.625%, 09/14/25, 144A		Baa1/BBB+			1,458		1,654,199

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s		Principal			Value
	Rating(a)		Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (Continued)
ELECTRIC (Continued)
Evergy Metro, Inc., Sr. Sec. Notes, 4.200%, 06/15/47(b)		A2/A+		$	917	$	1,099,994
FirstEnergy Corp., Sr. Unsec. Notes, 5.350%, 07/15/47(b),(f)		Ba1/BB			1,570		1,882,422
Hydro-Quebec, 8.250%, 04/15/26		Aa2/AA-			1,550		2,035,145
IPALCO Enterprises, Inc., Sr. Sec. Notes, 4.250%, 05/01/30(b)		Baa3/BBB-			462		519,364
Jersey Central Power & Light Co., Sr. Unsec. Notes, 2.750%, 03/01/32, 144A(b)		A3/BB+			323		327,446
Light Servicos de Eletricidade SA, Co. Gty., 4.375%, 06/18/26, 144A(b)		Ba3/NA			456		458,964
MidAmerican Funding LLC, Sr. Sec. Notes, 6.927%, 03/01/29		A2/A-			500		667,469
Pacific Gas and Electric Co., 2.100%, 08/01/27(b)		Baa3/BBB-			391		379,939
Pacific Gas and Electric Co., 3.500%, 08/01/50(b)		Baa3/BBB-			617		550,347
Puget Energy, Inc., Sr. Sec. Notes, 2.379%, 06/15/28, 144A(b)		Baa3/BBB-			247		249,744
Transelec SA, Sr. Unsec. Notes, 4.250%, 01/14/25, 144A(b)		Baa1/BBB			750		814,133
Transelec SA, Sr. Unsec. Notes, 3.875%, 01/12/29, 144A(b)		Baa1/BBB			490		531,003
							16,175,658
ENERGY-ALTERNATE SOURCES (0.01%)
Renewable Energy Group, Inc., Sr. Sec. Notes, 5.875%, 06/01/28, 144A(b)		B2/BB			31		32,451
ENGINEERING & CONSTRUCTION (0.27%)
Heathrow Funding, Ltd., Sr. Sec. Notes, 4.875%, 07/15/21, 144A		NA/BBB+			200		200,290
Sydney Airport Finance Co. Property, Ltd., Sr. Sec. Notes, 3.375%, 04/30/25, 144A(b)		Baa1/BBB+			400		428,056
							628,346
ENTERTAINMENT (0.28%)
International Game Technology PLC, Sr. Sec. Notes, 4.125%, 04/15/26, 144A(b)		Ba3/BB			236		245,735
Lions Gate Capital Holdings LLC, Co. Gty., 5.500%, 04/15/29, 144A(b)		B3/CCC+			386		405,783
							651,518
ENVIRONMENTAL CONTROL (0.14%)
GFL Environmental, Inc., Sr. Sec. Notes, 3.500%, 09/01/28, 144A(b)		Ba3/BB-			338		337,155
FOOD (1.04%)
Albertsons Cos., Inc., Co. Gty., 3.500%, 03/15/29, 144A(b)		Ba3/BB			698		690,147
Bimbo Bakeries USA, Inc., Co. Gty., 4.000%, 05/17/51, 144A(b)		Baa2/BBB			363		390,092
JBS Finance Luxembourg Sarl, Co. Gty., 3.625%, 01/15/32, 144A(b)		Ba1/NA			211		210,935
JBS USA LUX SA, Co. Gty., 3.750%, 12/01/31, 144A(b)		Ba1/BB+			54		55,255
Kraft Heinz Foods Co., Co. Gty., 5.500%, 06/01/50(b)		Baa3/BB+			346		449,338
Kroger Co., Sr. Unsec. Notes, 5.400%, 01/15/49(b)		Baa1/BBB			68		92,818
MARB BondCo PLC, Co. Gty., 3.950%, 01/29/31, 144A(b)		NA/BB-			478		460,888
SEG Holding LLC, Sr. Sec. Notes, 5.625%, 10/15/28, 144A(b)		B2/BB-			80		83,976
							2,433,449
FOREST PRODUCTS & PAPER (0.69%)
Celulosa Arauco y Constitucion SA, Sr. Unsec. Notes, 4.200%, 01/29/30, 144A(b)		Baa3/BBB-			579		629,605
Inversiones CMPC SA, Co. Gty., 3.850%, 01/13/30, 144A(b)		Baa3/BBB-			580		617,700
Suzano Austria GmbH, Co. Gty., 3.750%, 01/15/31(b)		NA/BBB-			351		368,111
							1,615,416
GAS (2.27%)
NiSource, Inc., Jr. Sub. Notes, (H15T5Y + 2.843%), 5.650%, 06/15/23(b),(c),(d)		NA/BBB-			696		742,110
Piedmont Natural Gas Co., Inc., Sr. Unsec. Notes, 3.500%, 06/01/29(b)		A3/BBB+			1,120		1,233,947
Southern Co. Gas Capital Corp., Co. Gty., 5.875%, 03/15/41(b)		Baa1/A-			992		1,369,082
Southern Co. Gas Capital Corp., Co. Gty., 3.950%, 10/01/46(b)		Baa1/A-			539		599,513
Southern Co. Gas Capital Corp., Co. Gty., 4.400%, 05/30/47(b)		Baa1/A-			1,164		1,370,860
							5,315,512
HEALTHCARE-PRODUCTS (0.14%)
STERIS Irish FinCo UnLtd Co., Co. Gty., 2.700%, 03/15/31(b)		Baa2/BBB-			329		335,463
HEALTHCARE-SERVICES (0.70%)
CommonSpirit Health, Sr. Sec. Notes, 2.782%, 10/01/30(b)		Baa1/BBB+			432		448,758
DaVita, Inc., Co. Gty., 3.750%, 02/15/31, 144A(b)		Ba3/B+			1,134		1,088,640
Tenet Healthcare Corp., Sr. Sec. Notes, 4.625%, 06/15/28, 144A(b)		B1/B+			99		101,891
							1,639,289

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s	Principal			Value
	Rating(a)	Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (Continued)
HOME BUILDERS (0.28%)
KB Home, Co. Gty., 4.000%, 06/15/31(b)	Ba2/BB		$	652	$	657,705
INSURANCE (9.64%)
Allianz SE, Jr. Sub. Notes, (H15T5Y + 2.973%), 3.500%, 11/17/25, 144A(b),(c),(d)	Baa1/A			800		827,000
Allstate Corp., Jr. Sub. Notes, (3M LIBOR + 2.12%), 6.500%, 05/15/57(b),(c)	Baa1/BBB			2,200		2,933,150
American International Group, Inc., Jr. Sub. Notes, (3M LIBOR + 4.195%), 8.175%, 05/15/58(b),(c)	Baa2/BBB-			2,500		3,616,932
Farmers Exchange Capital, Sub. Notes, 7.200%, 07/15/48, 144A	Baa2/BBB+			2,250		3,159,623
Guardian Life Insurance Co. of America, Sub. Notes, 4.850%, 01/24/77, 144A	A1/AA-			148		189,706
Liberty Mutual Group, Inc., Co. Gty., 3.951%, 10/15/50, 144A(b)	Baa2/BBB			250		277,185
Liberty Mutual Group, Inc., Co. Gty., (3M LIBOR + 7.12%), 10.750%, 06/15/58, 144A(b),(c)	Baa3/BB+			1,000		1,431,281
Massachusetts Mutual Life Insurance Co., Sub. Notes, 3.729%, 10/15/70, 144A	A2/AA-			243		258,002
Massachusetts Mutual Life Insurance Co., Sub. Notes, 4.900%, 04/01/77, 144A	A2/AA-			980		1,273,073
MetLife, Inc., Jr. Sub. Notes, 6.400%, 12/15/36(b)	Baa2/BBB			637		819,278
MetLife, Inc., Jr. Sub. Notes, 10.750%, 08/01/39(b)	Baa2/BBB			1,000		1,730,024
MetLife, Inc., Jr. Sub. Notes, 9.250%, 04/08/38, 144A(b)	Baa2/BBB			1,059		1,606,790
Nationwide Mutual Insurance Co., Sub. Notes, 8.250%, 12/01/31, 144A	A3/A-			500		708,753
Nationwide Mutual Insurance Co., Sub. Notes, 9.375%, 08/15/39, 144A	A3/A-			215		374,765
New York Life Insurance Co., Sub. Notes, 6.750%, 11/15/39, 144A	Aa2/AA-			103		156,333
Principal Financial Group, Inc., Co. Gty., (3M LIBOR + 3.044%), 3.200%, 05/15/55(b),(e)	Baa2/BBB			1,135		1,128,758
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 2.665%), 5.700%, 09/15/48(b),(c)	Baa1/BBB+			1,241		1,455,749
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 3.920%), 5.625%, 06/15/43(b),(c)	Baa1/BBB+			600		643,970
						22,590,372
IRON/STEEL (0.14%)
Cleveland-Cliffs, Inc., Co. Gty., 4.625%, 03/01/29, 144A(b)	Ba3/NA			323		339,883
LODGING (0.24%)
Marriott International, Inc., Sr. Unsec. Notes, 5.750%, 05/01/25(b)	Baa3/BBB-			489		564,638
MEDIA (9.44%)
AMC Networks, Inc., Co. Gty., 4.250%, 02/15/29(b)	Ba3/BB			1,198		1,208,483
CCO Holdings LLC, Sr. Unsec. Notes, 4.500%, 05/01/32(b)	B1/BB			1,017		1,053,866
CCO Holdings LLC, Sr. Unsec. Notes, 4.250%, 02/01/31, 144A(b)	B1/BB			75		76,406
Charter Communications Operating LLC, Sr. Sec. Notes, 5.750%, 04/01/48(b)	Ba1/BBB-			774		985,747
Comcast Corp., Co. Gty., 7.050%, 03/15/33	A3/A-			2,000		2,905,007
Cox Communications, Inc., Sr. Unsec. Notes, 6.800%, 08/01/28	Baa2/BBB			1,500		1,887,144
Cox Enterprises, Inc., Sr. Unsec. Notes, 7.375%, 07/15/27, 144A	Baa2/BBB			500		647,490
CSC Holdings LLC, Co. Gty., 6.500%, 02/01/29, 144A(b)	Ba3/BB			954		1,056,650
CSC Holdings LLC, Co. Gty., 4.125%, 12/01/30, 144A(b)	Ba3/BB			448		445,200
CSC Holdings LLC, Sr. Unsec. Notes, 4.625%, 12/01/30, 144A(b)	B3/B+			1,336		1,310,763
CSC Holdings LLC, Co. Gty., 3.375%, 02/15/31, 144A(b)	Ba3/BB			636		600,963
Grupo Televisa SAB, Sr. Unsec. Notes, 6.625%, 01/15/40	Baa2/BBB+			159		218,791
Grupo Televisa SAB, Sr. Unsec. Notes, 5.000%, 05/13/45(b)	Baa2/BBB+			557		663,812
Radiate Holdco LLC, Sr. Sec. Notes, 4.500%, 09/15/26, 144A(b)	B1/B			124		128,340
RELX, Inc., Sr. Unsec. Notes, 8.875%, 06/01/22	WR/BBB+			2,000		2,153,804
Scripps Escrow II, Inc., Sr. Sec. Notes, 3.875%, 01/15/29, 144A(b)	Ba3/BB-			42		41,665
Sirius XM Radio, Inc., Co. Gty., 4.000%, 07/15/28, 144A(b)	Ba3/BB			329		339,219
Time Warner Entertainment Co. LP, Sr. Sec. Notes, 8.375%, 07/15/33	Ba1/BBB-			1,360		2,063,090
ViacomCBS, Inc., Sr. Unsec. Notes, 4.200%, 05/19/32(b)	Baa2/BBB			641		740,650
ViacomCBS, Inc., Sr. Unsec. Notes, 6.875%, 04/30/36	Baa2/BBB			179		257,136
Virgin Media Finance PLC, Co. Gty., 5.000%, 07/15/30, 144A(b)	B2/B			200		201,000
VTR Finance NV, Sr. Unsec. Notes, 6.375%, 07/15/28, 144A(b)	B1/B			443		469,580
Walt Disney Co., Co. Gty., 7.900%, 12/01/95	A2/BBB+			1,400		2,673,675
						22,128,481
MINING (0.85%)
Anglo American Capital PLC, Co. Gty., 2.625%, 09/10/30, 144A(b)	Baa2/BBB			567		569,755
AngloGold Ashanti Holdings PLC, Co. Gty., 3.750%, 10/01/30(b)	Baa3/BB+			339		349,435
IAMGOLD Corp., Co. Gty., 5.750%, 10/15/28, 144A(b)	B2/B+			701		729,285
Newcrest Finance Pty, Ltd., Co. Gty., 3.250%, 05/13/30, 144A(b)	Baa2/BBB			319		343,156
						1,991,631
MISCELLANEOUS MANUFACTURING (0.52%)
General Electric Co., Sr. Unsec. Notes, 3.625%, 05/01/30(b)	Baa1/BBB+			599		668,605

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s	Principal			Value
	Rating(a)	Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (Continued)
MISCELLANEOUS MANUFACTURING (Continued)
General Electric Co., Sr. Unsec. Notes, 6.875%, 01/10/39	Baa1/BBB+		$	38	$	57,009
Hillenbrand, Inc., Co. Gty., 3.750%, 03/01/31(b)	Ba1/BB+			499		494,791
						1,220,405
OIL & GAS (4.25%)
Exxon Mobil Corp., Sr. Unsec. Notes, 4.227%, 03/19/40(b)	Aa2/AA-			1,402		1,675,428
Lundin Energy Finance BV, Co. Gty., 3.100%, 07/15/31, 144A(b)	Baa3/BBB-			426		430,807
Parkland Corp., Co. Gty., 4.500%, 10/01/29, 144A(b)	Ba3/BB			667		677,799
Petrobras Global Finance BV, Co. Gty., 5.600%, 01/03/31(b)	Ba2/BB-			413		462,704
Petroleos del Peru SA, Sr. Unsec. Notes, 5.625%, 06/19/47, 144A	NA/BBB-			793		845,338
Petroleos Mexicanos, Co. Gty., 5.950%, 01/28/31(b)	Ba2/BBB			552		536,268
Petroleos Mexicanos, Co. Gty., 6.350%, 02/12/48	Ba2/BBB			702		598,244
Petroleos Mexicanos, Co. Gty., 6.950%, 01/28/60(b)	Ba2/BBB			195		172,555
Qatar Petroleum, Sr. Unsec. Notes, 2.250%, 07/12/31, 144A(b)	Aa3/AA-			441		436,312
SA Global Sukuk, Ltd., Sr. Unsec. Notes, 1.602%, 06/17/26, 144A(b)	A1/NA			435		434,695
SA Global Sukuk, Ltd., Sr. Unsec. Notes, 2.694%, 06/17/31, 144A(b)	A1/NA			462		467,729
Saudi Arabian Oil Co., Sr. Unsec. Notes, 2.250%, 11/24/30, 144A(b)	A1/NA			853		837,109
Valero Energy Corp., Sr. Unsec. Notes, 8.750%, 06/15/30	Baa2/BBB			1,000		1,499,886
Valero Energy Corp., Sr. Unsec. Notes, 10.500%, 03/15/39	Baa2/BBB			500		878,632
						9,953,506
PACKAGING & CONTAINERS (0.08%)
Ardagh Metal Packaging Finance USA LLC, Sr. Unsec. Notes, 4.000%, 09/01/29, 144A(b)	B3/B+			200		198,440
PHARMACEUTICALS (1.78%)
AbbVie, Inc., Sr. Unsec. Notes, 4.050%, 11/21/39(b)	Baa2/BBB+			615		713,050
Astrazeneca Finance LLC, Co. Gty., 1.750%, 05/28/28(b)	A3/BBB+			475		475,152
Bausch Health Cos., Inc., Sr. Sec. Notes, 4.875%, 06/01/28, 144A(b)	Ba2/BB			80		81,700
Bausch Health Cos., Inc., Co. Gty., 5.000%, 02/15/29, 144A(b)	B3/B			24		22,380
Bausch Health Cos., Inc., Co. Gty., 6.250%, 02/15/29, 144A(b)	B3/B			73		72,201
Bausch Health Cos., Inc., Co. Gty., 5.250%, 01/30/30, 144A(b)	B3/B			87		80,910
Bausch Health Cos., Inc., Co. Gty., 5.250%, 02/15/31, 144A(b)	B3/B			355		331,375
Endo Luxembourg Finance Co I Sarl, Sr. Sec. Notes, 6.125%, 04/01/29, 144A(b)	B2/B			278		272,440
Organon & Co., Sr. Sec. Notes, 4.125%, 04/30/28, 144A(b)	Ba2/BB			200		203,960
Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 5.000%, 11/26/28(b)	Baa2/BBB+			500		602,549
Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 3.175%, 07/09/50(b)	Baa2/BBB+			684		691,846
Teva Pharmaceutical Finance Netherlands III BV, Co. Gty., 7.125%, 01/31/25(b)	Ba2/BB-			577		636,142
						4,183,705
PIPELINES (6.21%)
Enbridge, Inc., Sub. Notes, (3M LIBOR + 3.89%), 6.000%, 01/15/77(b),(c)	Baa3/BBB-			750		831,710
Energy Transfer LP, Sr. Unsec. Notes, 3.750%, 05/15/30(b)	Baa3/BBB-			398		432,776
Enterprise Products Operating LLC, Co. Gty., (3M LIBOR + 2.57%), 5.375%, 02/15/78(b),(c)	Baa2/BBB-			342		352,962
Florida Gas Transmission Co. LLC, Sr. Unsec. Notes, 9.190%, 11/01/24, 144A	Baa2/BBB+			40		43,125
Global Partners LP, Co. Gty., 7.000%, 08/01/27(b)	B2/B+			1,076		1,140,560
Kinder Morgan, Inc., Co. Gty., 8.050%, 10/15/30	Baa2/BBB			1,000		1,388,887
Kinder Morgan, Inc., Co. Gty., 5.550%, 06/01/45(b)	Baa2/BBB			1,755		2,273,488
MPLX LP, Sr. Unsec. Notes, 4.250%, 12/01/27(b)	Baa2/BBB			901		1,021,644
MPLX LP, Sr. Unsec. Notes, 5.500%, 02/15/49(b)	Baa2/BBB			694		898,886
MPLX LP, Sr. Unsec. Notes, 4.900%, 04/15/58(b)	Baa2/BBB			561		671,749
NGPL PipeCo LLC, Sr. Unsec. Notes, 7.768%, 12/15/37, 144A	Baa3/BBB-			880		1,255,320
Panhandle Eastern Pipe Line Co. LP, Sr. Unsec. Notes, 7.000%, 07/15/29	Baa3/BBB-			1,000		1,267,127
Targa Resources Partners LP, Co. Gty., 5.500%, 03/01/30(b)	Ba2/BB			1,177		1,294,300
Transcontinental Gas Pipe Line Co. LLC, Sr. Unsec. Notes, 3.950%, 05/15/50(b)	Baa1/BBB			384		429,412
Williams Cos., Inc., Sr. Unsec. Notes, 7.500%, 01/15/31	Baa2/BBB			911		1,263,337
						14,565,283
REITS (1.47%)
Iron Mountain, Inc., Co. Gty., 5.000%, 07/15/28, 144A(b)	Ba3/BB-			59		61,065
Iron Mountain, Inc., Co. Gty., 4.875%, 09/15/29, 144A(b)	Ba3/BB-			398		410,816
Iron Mountain, Inc., Co. Gty., 5.250%, 07/15/30, 144A(b)	Ba3/BB-			578		611,859
Ladder Capital Finance Holdings LLP, Co. Gty., 4.750%, 06/15/29, 144A(b)	Ba2/BB-			192		192,240
Scentre Group Trust 2, Co. Gty., (H15T5Y + 4.379%), 4.750%, 09/24/80, 144A(b),(c)	Baa1/BBB+			2,007		2,142,473
WEA Finance LLC, Co. Gty., 4.625%, 09/20/48, 144A(b)	Baa2/BBB+			36		38,416
						3,456,869

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s		Principal			Value
	Rating(a)		Amount (000’s)			(Note 1)
CORPORATE DEBT SECURITIES (Continued)
RETAIL (1.07%)
Macy’s Retail Holdings LLC, Co. Gty., 5.875%, 04/01/29, 144A(b)		B1/B		$	78	$	83,884
Murphy Oil USA, Inc., Co. Gty., 3.750%, 02/15/31, 144A(b)		Ba2/BB+			119		117,661
Starbucks Corp., Sr. Unsec. Notes, 4.450%, 08/15/49(b)		Baa1/BBB+			1,781		2,210,744
Superior Plus LP, Co. Gty., 4.500%, 03/15/29, 144A(b)		Ba3/BB-			98		100,942
							2,513,231
SEMICONDUCTORS (1.37%)
Broadcom, Inc., Co. Gty., 4.750%, 04/15/29(b)		Baa3/BBB-			1,109		1,291,176
Broadcom, Inc., Sr. Unsec. Notes, 3.469%, 04/15/34, 144A(b)		Baa3/BBB-			1,655		1,742,135
Broadcom, Inc., Co. Gty., 3.750%, 02/15/51, 144A(b)		Baa3/BBB-			166		173,425
							3,206,736
SOFTWARE (1.55%)
Oracle Corp., Sr. Unsec. Notes, 2.300%, 03/25/28(b)		Baa2/BBB+			1,130		1,160,864
Oracle Corp., Sr. Unsec. Notes, 3.600%, 04/01/40(b)		Baa2/BBB+			2,331		2,460,807
							3,621,671
TELECOMMUNICATIONS (4.99%)
AT&T, Inc., Sr. Unsec. Notes, 4.500%, 05/15/35(b)		Baa2/BBB			515		605,361
AT&T, Inc., Sr. Unsec. Notes, 4.750%, 05/15/46(b)		Baa2/BBB			425		516,521
AT&T, Inc., Sr. Unsec. Notes, 3.300%, 02/01/52(b)		Baa2/BBB			2,321		2,259,993
Deutsche Telekom International Finance BV, Co. Gty., 8.750%, 06/15/30(f)		Baa1/BBB			2,000		2,999,114
Frontier Communications Holdings LLC, Sr. Sec. Notes, 5.000%, 05/01/28, 144A(b)		B3/B+			255		263,627
Lumen Technologies, Inc., Sr. Unsec. Notes, 5.375%, 06/15/29, 144A(b)		B2/BB-			152		154,485
T-Mobile USA, Inc., Co. Gty., 3.375%, 04/15/29(b)		Ba3/BB			1,108		1,143,449
Verizon Communications, Inc., Sr. Unsec. Notes, 2.550%, 03/21/31(b)		Baa1/BBB+			457		467,641
Verizon Communications, Inc., Sr. Unsec. Notes, 4.812%, 03/15/39		Baa1/BBB+			1,898		2,406,141
Verizon Communications, Inc., Sr. Unsec. Notes, 3.550%, 03/22/51(b)		Baa1/BBB+			674		720,663
Windstream Escrow LLC, Sr. Sec. Notes, 7.750%, 08/15/28, 144A(b)		B3/B			146		150,380
							11,687,375
TRANSPORTATION (0.69%)
BNSF Funding Trust I, Co. Gty., (3M LIBOR + 2.35%), 6.613%, 12/15/55(b),(c)		Baa2/A			250		286,210
Hidrovias International Finance SARL, Sr. Unsec. Notes, 4.950%, 02/08/31, 144A(b)		Ba3/NA			200		203,225
Simpar Europe SA, Co. Gty., 5.200%, 01/26/31, 144A(b)		NA/BB-			544		558,421
Union Pacific Corp., Sr. Unsec. Notes, 3.839%, 03/20/60(b)		Baa1/A-			503		573,194
							1,621,050
TOTAL CORPORATE DEBT SECURITIES (Cost of $172,752,320)							198,125,011
ASSET-BACKED SECURITIES (6.63%)
Antares CLO, Ltd., Series 2017-1A, Class CR, (3M LIBOR + 2.70%), 2.893%, 04/20/33, 144A(b),(e)		NA/A			1,093		1,091,941
BCC Funding XVII LLC, Series 2020-1, Class A2, 0.910%, 08/20/25, 144A(b)		Aaa/NA			205		205,735
Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 07/15/46, 144A(b)		Baa1/NA			371		373,790
CF Hippolyta LLC, Series 2020-1, Class A1, 1.690%, 07/15/60, 144A(b)		NA/AA-			649		659,684
DB Master Finance LLC, Series 2017-1A, Class A2I, 3.629%, 11/20/47, 144A(b)		NA/BBB			325		329,072
Domino’s Pizza Master Issuer LLC, Series 2021-1A, Class A2I, 2.662%, 04/25/51, 144A(b)		NA/BBB+			552		571,226
DRB Prime Student Loan Trust, Series 2016-B, Class A2, 2.890%, 06/25/40, 144A(b)		Aaa/NA			53		53,079
DRB Prime Student Loan Trust, Series 2017-A, Class A2B, 2.850%, 05/27/42, 144A(b)		Aaa/NA			414		419,917
Fortress Credit Opportunities IX CLO, Ltd., Series 2017-9A, Class A1T, (3M LIBOR + 1.55%), 1.706%, 11/15/29, 144A(b),(e)		Aaa/AAA			600		599,114
Golub Capital Partners CLO 36m, Ltd., Series 2018-36A, Class C, (3M LIBOR + 2.10%), 2.276%, 02/05/31, 144A(b),(e)		NA/A			2,250		2,215,476
ITE Rail Fund Levered LP, Series 2021-1A, Class A, 2.250%, 02/28/51, 144A(b)		NA/A			200		200,626
IVY Hill Middle Market Credit Fund XII, Ltd., Series -12A, Class BR, (3M LIBOR + 2.90%), 3.042%, 07/20/33, 144A(b),(e)		NA/A-			866		865,567
LoanCore Issuer, Ltd., Series 2018-CRE1, Class A, (1M LIBOR + 1.13%), 1.203%, 05/15/28, 144A(b),(e)		Aaa/NA			173		172,823
Navient Private Education Refi Loan Trust, Series 2021-A, Class A, 0.840%, 05/15/69, 144A(b)		NA/AAA			196		195,993
PMT Issuer Trust, Series 2021-FT1, Class A, (1M LIBOR + 3.00%), 3.092%, 03/25/26, 144A(b),(e)		NA/NA			566		567,926
Slam, Ltd., Series 2021-1A, Class A, 2.434%, 06/15/46, 144A(b)		A1/NA			1,345		1,345,160
SMB Private Education Loan Trust, Series 2017-B, Class A2B, (1M LIBOR + 0.75%), 0.851%, 10/15/35, 144A(b),(e)		Aaa/AAA			505		506,385
Sofi Consumer Loan Program Trust, Series 2018-1, Class B, 3.650%, 02/25/27, 144A(b)		NA/AAA			538		545,238
Sofi Professional Loan Program LLC, Series 2017-C, Class B, 3.560%, 07/25/40, 144A(b),(e)		NA/AA+			1,099		1,136,645
Textainer Marine Containers VII, Ltd., Series 2021-1A, Class A, 1.680%, 02/20/46, 144A(b)		NA/A			1,003		992,177
TIF Funding II LLC, Series 2021-1A, Class A, 1.650%, 02/20/46, 144A(b)		NA/A			533		525,240
United States Small Business Administration, Series 2010-20F, Class 1, 3.880%, 06/01/30		Aaa/AA+			66		71,803

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/
	Standard &
	Poor’s		Principal			Value
	Rating(a)		Amount (000’s)			(Note 1)
ASSET-BACKED SECURITIES (Continued)
Willis Engine Structured Trust IV, Series 2018-A, Class A, 4.750%, 09/15/43, 144A(b),(g)		NA/NA		$	1,229	$	1,221,146
Willis Engine Structured Trust VI, Series 2021-A, Class A, 3.104%, 05/15/46, 144A(b)		NA/NA			674		678,937
TOTAL ASSET-BACKED SECURITIES (Cost of $15,501,351)							15,544,700
COMMERCIAL MORTGAGE-BACKED SECURITIES (1.48%)
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1, 3.628%, 03/25/49, 144A(b),(e)		NA/NA			89		89,792
CGMS Commercial Mortgage Trust, Series 2017-MDRB, Class A, (1M LIBOR + 1.10%), 1.173%, 07/15/30, 144A(e)		NA/AAA			28		27,679
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class C, 4.420%, 12/10/49(b),(e)		NR/NA			367		366,594
Lanark Master Issuer PLC, Series 2019-1A, Class 1A1, (3M LIBOR + 0.77%), 0.920%, 12/22/69, 144A(b),(e)		Aaa/AAA			276		276,169
MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class C, 4.425%, 10/15/30, 144A(b),(e)		NA/BBB-			2,710		2,168,669
New Residential Mortgage Loan Trust, Series 2021-NQ2R, Class A1, 0.941%, 09/25/58, 144A(b),(e)		NA/NA			546		545,753
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost of $3,999,430)							3,474,656
RESIDENTIAL MORTGAGE-BACKED SECURITIES (0.14%)
FHLMC Pool #A15675, 6.000%, 11/01/33		Aaa/AA+			61		72,756
FHLMC Pool #G00182, 9.000%, 09/01/22(h)		Aaa/AA+			—		1
FNMA Pool #754791, 6.500%, 12/01/33		Aaa/AA+			127		145,260
FNMA Pool #763852, 5.500%, 02/01/34		Aaa/AA+			79		90,445
GNSF Pool #417239, 7.000%, 02/15/26		Aaa/AA+			2		2,382
GNSF Pool #780374, 7.500%, 12/15/23		Aaa/AA+			1		731
TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost of $255,705)							311,575
MUNICIPAL BONDS (1.17%)
San Francisco City & County Public Utilities Commission, Water Revenue, Build America Bonds, 6.000%, 11/01/40		Aa2/AA-			145		201,366
State of California, Build America Bonds, GO, 7.625%, 03/01/40		Aa2/AA-			1,500		2,526,815
TOTAL MUNICIPAL BONDS (Cost of $1,677,541)							2,728,181
U.S. TREASURY SECURITIES (1.50%)
United States Treasury Bond, 1.250%, 03/31/28		Aaa/AA+			236		237,207
United States Treasury Bond, 1.625%, 05/15/31		Aaa/AA+			1,184		1,203,813
United States Treasury Bond, 3.125%, 02/15/42		Aaa/AA+			135		161,135
United States Treasury Bond, 1.250%, 05/15/50		Aaa/AA+			206		168,235
United States Treasury Bond, 1.625%, 11/15/50		Aaa/AA+			675		606,101
United States Treasury Bond, 1.875%, 02/15/51		Aaa/AA+			494		471,447
United States Treasury Bond, 2.375%, 05/15/51		Aaa/AA+			630		673,321
TOTAL U.S. TREASURY SECURITIES (Cost of $3,443,802)							3,521,259
GOVERNMENT BONDS (2.05%)
Colombia Government International Bond, Sr. Unsec. Notes, 3.250%, 04/22/32(b)		Baa2/BB+			200		196,130
Egypt Government International Bond, Sr. Unsec. Notes, 5.875%, 02/16/31, 144A		B2/B			380		368,980
Egypt Government International Bond, Sr. Unsec. Notes, 7.625%, 05/29/32, 144A		B2/B			526		557,613
Ghana Government International Bond, Sr. Unsec. Notes, 8.625%, 04/07/34, 144A		B3/B-			339		349,692
Mexico Government International Bond, Sr. Unsec. Notes, 5.000%, 04/27/51(b)		Baa1/BBB			711		807,077
Morocco Government International Bond, Sr. Unsec. Notes, 3.000%, 12/15/32, 144A		Ba1/BB+			764		736,832
Oman Government International Bond, Sr. Unsec. Notes, 7.000%, 01/25/51, 144A		Ba3/NA			350		355,705
Peruvian Government International Bond, Sr. Unsec. Notes, 2.783%, 01/23/31(b)		A3/BBB+			548		557,848
Philippine Government International Bond, Sr. Unsec. Notes, 3.200%, 07/06/46		Baa2/BBB+			304		303,618
Ukraine Government International Bond, Sr. Unsec. Notes, 7.253%, 03/15/33, 144A		NA/B			551		573,702
TOTAL GOVERNMENT BONDS (Cost of $4,629,669)							4,807,197
			Shares
PREFERRED STOCKS (0.89%)
CoBank ACB, Series F, (3M LIBOR + 4.557%), 6.250%(b),(c),(d)		NA/BBB+			20,000		2,087,500
TOTAL INVESTMENTS (98.38%) (Cost of $204,344,818)							230,600,079
OTHER ASSETS AND LIABILITIES (1.62%)							3,804,515
NET ASSETS (100.00%)						$	234,404,594

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

At June 30, 2021, the Fund had the following open futures contracts:

													Unrealized
	Expiration		Number of		Notional								Appreciation
Long Futures Outstanding	Month		Contracts		Amount				Value				(Depreciation)
U.S. Treasury 2-Year Notes		09/21		6		$	1,323,852			$	1,321,922			$	(1,930	)
U.S. Treasury 5-Year Notes		09/21		27			3,339,292				3,332,602				(6,690	)
U.S. Treasury Long Bonds		09/21		103			16,035,194				16,557,250				522,056
U.S. Treasury Ultra Bonds		09/21		19			3,485,327				3,661,063				175,736
															689,172
Short Futures Outstanding
U.S. Treasury 10-Year Notes		09/21		56			(7,395,793	)			(7,420,000	)			(24,207	)
U.S. Treasury Ultra 10-Year Notes		09/21		210			(30,333,176	)			(30,912,657	)			(579,481	)
															(603,688	)
Net unrealized appreciation on open futures contracts														$	85,484

^(a) Ratings for debt securities are unaudited. All ratings are as of June 30, 2021 and may have changed subsequently.

^(b) This security is callable.

^(c) Fixed to floating rate security. Fixed rate indicated is rate effective at June 30, 2021. Security will convert at a future date to a floating rate of reference rate and spread in the description above.

^(d) Security is perpetual. Date shown is next call date.

^(e) Variable rate security. Rate indicated is rate effective at June 30, 2021.

^(f) Multi-Step Coupon. Rate disclosed is as of June 30, 2021.

^(g) Denotes a step-up bond. The rate indicated is the current coupon as of June 30, 2021.

^(h) Principal amount less than $1,000.

144A Securities were purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. At June 30, 2021, these securities amounted to $89,080,595 or 38.00% of net assets.

Legend

Certs. – Certificates

CLO – Collateralized Loan Obligation

Co. Gty. – Company Guaranty

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

GNSF – Government National Mortgage Association (Single Family)

GO – Government Obligation

H15T5Y – US Treasury Yield Curve Rate T Note Constant Maturity 5 Year

Jr. – Junior

LIBOR – London Interbank Offered Rate

LLC – Limited Liability Company

LP – Limited Partnership

Ltd. – Limited

PLC – Public Limited Company

REIT – Real Estate Investment Trust

Sec. – Secured

SOFRRATE – Secured Overnight Financing Rate

Sr. – Senior

Sub. – Subordinated

Unsec. – Unsecured

The accompanying notes are an integral part of these financial statements.

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

June 30, 2021

(unaudited)

A. Security Valuation – In valuing the Insight Select Income Fund’s (the “Fund”) net assets, all securities for which representative market quotations are available will be valued at the last quoted sales price on the security’s principal exchange on the day of valuation. If there are no sales of the relevant security on such day, the security will be valued at the bid price at the time of computation. For securities traded in the over-the-counter market, including listed debt and preferred securities, whose primary market is believed to be over-the-counter, the Fund uses recognized industry pricing services – approved by the Board and unaffiliated with the Adviser - and uses broker quotes provided by market makers of securities not valued by these and other recognized pricing sources.

In the event that market quotations are not readily available, or when such quotations are deemed not to reflect current market value, the securities will be valued at their respective fair value as determined in good faith by the Adviser pursuant to certain procedures and reporting requirements established by the Board of Trustees. The Adviser considers all relevant facts that are reasonably available when determining the fair value of a security, including but not limited to the last sale price or initial purchase price (if a when issued security) and subsequently adjusting the value based on changes in company specific fundamentals, changes in an appropriate securities index, or changes in the value of similar securities which may be further adjusted for any discounts related to security-specific resale restrictions. When possible, observable market inputs such as unadjusted quoted prices of similar securities, observable interest rates, currency rates and yield curves are utilized. At June 30, 2021, there were no securities valued using fair value procedures.

Fair Value Measurements – The Fund has adopted authoritative fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below:

• Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

• Level 2 – Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

• Level 3 – Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

Following is a description of the valuation techniques applied to the Fund’s major categories of assets measured at fair value on a recurring basis as of June 30, 2021.

Assets:	Total Market Value at 06/30/21		Level 1 Quoted Price		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
CORPORATE DEBT SECURITIES		$198,125,011	$	—		$198,125,011		$—
ASSET-BACKED SECURITIES		15,544,700		—		15,544,700		—
COMMERCIAL MORTGAGE-BACKED SECURITIES		3,474,656		—		3,474,656		—
RESIDENTIAL MORTGAGE-BACKED SECURITIES		311,575		—		311,575		—
MUNICIPAL BONDS		2,728,181		—		2,728,181		—
U.S. TREASURY SECURITIES		3,521,259		—		3,521,259		—
GOVERNMENT BONDS		4,807,197		—		4,807,197		—

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

June 30, 2021 (concluded)

(unaudited)

Assets:	Total Market Value at 06/30/21		Level 1 Quoted Price		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
PREFERRED STOCKS		$ 2,087,500		$2,087,500	$	—		$—
FUTURES CONTRACTS		697,792		697,792		—		—
TOTAL ASSETS		$231,297,871		$2,785,292		$228,512,579		$—
Liabilities:
FUTURES CONTRACTS		$612,308		$612,308		$—		$—

At the end of each calendar quarter, management evaluates the Level 1, 2 and 3 assets and liabilities for changes in liquidity, including but not limited to: whether a broker is willing to execute at the quoted price, the depth and consistency of prices from third party services, and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates Level 1 and 2 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund’s investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities. Pursuant to Fund policy, transfers between levels are considered to have occurred at the beginning of the reporting period. As of June 30, 2021, there were no transfers between Level 1, Level 2 and Level 3 for the Fund.

Level 3 investments are categorized as Level 3 with values derived utilizing prices from prior transactions or third party pricing information without adjustment (broker quotes, pricing services and net asset values). A significant change in third party pricing information could result in a significantly lower or higher value in such Level 3 investments. As of June 30, 2021, the Fund did not hold any Level 3 securities.

For more information with regards to significant accounting policies, see the most recent semi or annual report filed with the Securities and Exchange Commission.