SCHEDULE OF INVESTMENTS (Unaudited) June 30, 2022

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (75.93%)
AEROSPACE/DEFENSE (2.03%)
Boeing Co., Sr. Unsec. Notes, 4.875%, 05/01/25(b)	Baa2/BBB-		$  1,657	$	1,651,312
Boeing Co., Sr. Unsec. Notes, 5.805%, 05/01/50(b)	Baa2/BBB-		463		428,446
Northrop Grumman Corp., Sr. Unsec. Notes, 3.250%, 01/15/28(b)	Baa1/BBB+		620		589,621
Northrop Grumman Corp., Sr. Unsec. Notes, 7.750%, 06/01/29	Baa1/BBB+		500		594,700
Raytheon Technologies Corp., Sr. Unsec. Notes, 3.750%, 11/01/46(b)	Baa1/A-		700		596,563
					3,860,642
AGRICULTURE (0.40%)
Altria Group, Inc., Co. Gty., 4.800%, 02/14/29(b)	A3/BBB		97		92,347
Altria Group, Inc., Co. Gty., 5.950%, 02/14/49(b)	A3/BBB		329		291,413
BAT International Finance PLC, Co. Gty., 1.668%, 03/25/26(b)	Baa2/BBB+		425		376,514
					760,274
AIRLINES (3.66%)
Air Canada, Sr. Sec. Notes, 3.875%, 08/15/26, 144A(b)	Ba2/BB-		56		47,370
Air Canada Pass Through Certs., Series 2020-2, Class A, 5.250%, 04/01/29, 144A	N.A./A		226		225,608
American Airlines Group, Inc. Pass Through Certs., Series 2017-1, Class AA, 3.650%, 02/15/29	Baa1/NA		835		779,120
American Airlines Group, Inc. Pass Through Certs., Series 2017-2, Class AA, 3.350%, 10/15/29	Baa1/NA		1,243		1,143,893
American Airlines Group, Inc. Pass Through Certs., Series 2019-1, Class AA, 3.150%, 02/15/32	Baa1/A-		726		642,589
American Airlines, Inc., Sr. Sec. Notes, 5.500%, 04/20/26, 144A	Ba2/NA		354		325,250
American Airlines, Inc., Sr. Sec. Notes, 5.750%, 04/20/29, 144A	Ba2/NA		162		138,666
British Airways PLC Pass Through Certs., Series 2020-1, Class A, 4.250%, 11/15/32, 144A	N.A./A		111		106,477
Delta Air Lines, Inc., Sr. Sec. Notes, 4.500%, 10/20/25, 144A	Baa1/NA		120		116,669
Delta Air Lines, Inc., Sr. Sec. Notes, 4.750%, 10/20/28, 144A	Baa1/NA		209		197,698
JetBlue Airways Corp. Pass Through Certs., Series 2020-1, Class A, 4.000%, 11/15/32	A2/NA		968		901,482
United Airlines, Inc., Sr. Sec. Notes, 4.375%, 04/15/26, 144A(b)	Ba1/BB-		65		58,013
United Airlines, Inc., Sr. Sec. Notes, 4.625%, 04/15/29, 144A(b)	Ba1/BB-		318		267,716
United Airlines, Inc. Pass Through Certs., Series 2018-1, Class B, 4.600%, 03/01/26	Baa3/NA		613		562,232
United Airlines, Inc. Pass Through Certs., Series 2019-1, Class AA, 4.150%, 08/25/31	A2/NA		375		352,876
United Airlines, Inc. Pass Through Certs., Series 2019-2, Class AA, 2.700%, 05/01/32	A2/NA		995		849,629
United Airlines, Inc. Pass Through Certs., Series 2020-1, Class A, 5.875%, 10/15/27	A3/A		269		264,809
					6,980,097
AUTO MANUFACTURERS (2.83%)
Ford Holdings LLC, Co. Gty., 9.300%, 03/01/30	Ba2/BB+		1,000		1,095,000
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 3.370%, 11/17/23	Ba2/BB+		500		484,890
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 2.300%, 02/10/25(b)	Ba2/BB+		1,199		1,075,702
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 4.542%, 08/01/26(b)	Ba2/BB+		1,356		1,240,413
General Motors Co., Sr. Unsec. Notes, 6.800%, 10/01/27(b)	Baa3/BBB		405		427,013
General Motors Financial Co., Inc., Sr. Unsec. Notes, 3.600%, 06/21/30(b)	Baa3/BBB		1,027		889,132
Stellantis Finance US, Inc., Co. Gty., 2.691%, 09/15/31, 144A(b)	Baa3/BBB		221		175,444
					5,387,594
BANKS (11.69%)
AIB Group PLC, Sr. Unsec. Notes, (3M LIBOR + 1.874%), 4.263%, 04/10/25, 144A(b),(c)	A3/BBB-		582		571,178
Citigroup, Inc., Jr. Sub. Notes, (H15T5Y + 3.597%), 4.000%, 12/10/25(b),(c),(d)	Ba1/BB+		635		549,275
Citigroup, Inc., Sr. Unsec. Notes, 8.125%, 07/15/39	A3/BBB+		70		91,414
Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.563%), 3.887%, 01/10/28(b),(c)	A3/BBB+		1,100		1,059,075
Citigroup, Inc., Sr. Unsec. Notes, (SOFRRATE + 1.887%), 4.658%, 05/24/28(b),(c)	A3/BBB+		1,302		1,295,449
Citigroup, Inc., Sub. Notes, 4.600%, 03/09/26	Baa2/BBB		988		990,409
Citigroup, Inc., Sub. Notes, 5.300%, 05/06/44	Baa2/BBB		926		890,948
Credit Agricole SA, Sub. Notes, (SW5+ 1.644%), 4.000%, 01/10/33, 144A(b),(c)	Baa1/BBB+		1,025		937,506
Credit Suisse AG, Sr. Unsec. Notes, (SOFRINDX + 1.260%), 2.261%, 02/21/25(e)	A1/A		1,250		1,234,371
Credit Suisse Group AG, Sr. Unsec. Notes, (SOFRRATE + 1.560%), 2.593%, 09/11/25, 144A(b),(c)	Baa1/BBB		1,242		1,169,589
Goldman Sachs Group, Inc., Sr. Unsec. Notes, (3M LIBOR + 1.750%), 2.988%, 10/28/27(b),(e)	A2/BBB+		550		543,491
HSBC Capital Funding Dollar 1 LP, Co. Gty., (3M LIBOR + 4.980%), 10.176%, 06/30/30, 144A(b),(c),(d)	Baa3/BB+		2,180		2,953,703
HSBC Holdings PLC, Sr. Unsec. Notes, 4.950%, 03/31/30	A3/A-		499		494,097
HSBC USA, Inc., Sr. Unsec. Notes, 3.750%, 05/24/24	A1/A-		1,955		1,945,892
ING Groep NV, Sr. Unsec. Notes, (SOFRRATE + 1.640%), 3.869%, 03/28/26(b),(c)	Baa1/A-		782		766,426
Morgan Stanley, Sub. Notes, 4.350%, 09/08/26	Baa1/BBB+		1,500		1,486,353
PNC Financial Services Group, Inc., Jr. Sub. Notes, (3M LIBOR + 3.300%), 5.000%, 11/01/26(b),(c),(d)	Baa2/BBB-		757		678,018
Truist Financial Corp., Jr. Sub. Notes, (H15T5Y + 3.003%), 4.800%, 09/01/24(b),(c),(d)	Baa2/BBB-		1,136		1,016,606
UBS AG, Sub. Notes, 7.625%, 08/17/22	NA/BBB+		2,000		2,005,824
Wells Fargo & Co., Jr. Sub. Notes, (H15T5Y + 3.453%), 3.900%, 03/15/26(b),(c),(d)	Baa2/BB+		1,162		989,030
Westpac Banking Corp., Sub. Notes, (H15T5Y + 1.750%), 2.668%, 11/15/35(b),(c)	Baa1/BBB+		753		605,033
					22,273,687

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (Continued)
BEVERAGES (0.56%)
Anheuser-Busch Cos. LLC, Co. Gty., 4.700%, 02/01/36(b)	Baa1/BBB+		$     645	$	620,071
Anheuser-Busch Cos. LLC, Co. Gty., 4.900%, 02/01/46(b)	Baa1/BBB+		446		421,555
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 8.200%, 01/15/39	Baa1/BBB+		27		34,999
					1,076,625
BIOTECHNOLOGY (0.53%)
Royalty Pharma PLC, Co. Gty., 2.200%, 09/02/30(b)	Baa3/BBB-		930		752,136
Royalty Pharma PLC, Co. Gty., 2.150%, 09/02/31(b)	Baa3/BBB-		326		255,091
					1,007,227
BUILDING MATERIALS (0.73%)
Builders FirstSource, Inc., Co. Gty., 6.375%, 06/15/32, 144A(b)	Ba2/BB-		64		57,120
Cemex SAB de CV, Co. Gty., 7.375%, 06/05/27, 144A(b)	NA/BB		200		198,202
Masco Corp., Sr. Unsec. Notes, 1.500%, 02/15/28(b)	Baa2/BBB		647		543,781
Masonite International Corp., Co. Gty., 3.500%, 02/15/30, 144A(b)	Ba1/BB+		53		42,186
PGT Innovations, Inc., Co. Gty., 4.375%, 10/01/29, 144A(b)	B1/B+		119		93,827
SRM Escrow Issuer LLC, Sr. Sec. Notes, 6.000%, 11/01/28, 144A(b)	Ba3/B+		548		460,406
					1,395,522
CHEMICALS (2.75%)
Alpek SAB de CV, Co. Gty., 3.250%, 02/25/31, 144A(b)	Baa3/BBB-		418		335,136
Braskem Idesa SAPI, Sr. Sec. Notes, 7.450%, 11/15/29, 144A(b)	NA/B+		473		405,721
Braskem Idesa SAPI, Sr. Sec. Notes, 6.990%, 02/20/32, 144A(b)	NA/B+		528		407,584
Braskem Netherlands Finance BV, Co. Gty., 5.875%, 01/31/50, 144A	NA/BBB-		1,181		932,884
International Flavors & Fragrances, Inc., Sr. Unsec. Notes, 1.832%, 10/15/27, 144A(b)	Baa3/BBB		267		230,394
Orbia Advance Corp. SAB de CV, Co. Gty., 2.875%, 05/11/31, 144A(b)	Baa3/BBB-		574		460,635
Trinseo Materials Operating SCA, Co. Gty., 5.125%, 04/01/29, 144A(b)	B2/B		105		75,544
Union Carbide Corp., Sr. Unsec. Notes, 7.750%, 10/01/96(f)	Baa1/BBB		2,000		2,395,557
					5,243,455
COMMERCIAL SERVICES (1.91%)
Ashtead Capital, Inc., Co. Gty., 4.000%, 05/01/28, 144A(b)	Baa3/BBB-		555		501,753
Ashtead Capital, Inc., Co. Gty., 4.250%, 11/01/29, 144A(b)	Baa3/BBB-		200		176,330
Atento Luxco 1 SA, Sr. Sec. Notes, 8.000%, 02/10/26, 144A(b)	Ba3/NA		208		146,899
Avis Budget Car Rental LLC, Co. Gty., 5.375%, 03/01/29, 144A(b)	B2/BB-		298		248,026
ERAC USA Finance LLC, Co. Gty., 7.000%, 10/15/37, 144A	Baa1/A-		1,500		1,765,343
Prime Security Services Borrower LLC, Sr. Sec. Notes, 3.375%, 08/31/27, 144A(b)	Ba3/BB-		559		460,476
Triton Container International, Ltd., Co. Gty., 3.150%, 06/15/31, 144A(b)	NA/BBB-		420		340,367
					3,639,194
COMPUTERS (0.64%)
Dell International LLC, Co. Gty., 3.450%, 12/15/51, 144A(b)	Baa2/BBB		529		358,449
Dell International LLC, Sr. Unsec. Notes, 5.850%, 07/15/25(b)	Baa2/BBB		342		353,024
Dell International LLC, Sr. Unsec. Notes, 8.350%, 07/15/46(b)	Baa2/BBB		209		261,520
Kyndryl Holdings, Inc., Sr. Unsec. Notes, 2.050%, 10/15/26, 144A(b)	Baa2/BBB-		153		129,056
Western Digital Corp., Sr. Unsec. Notes, 2.850%, 02/01/29(b)	Baa3/BB+		146		118,872
					1,220,921
DIVERSIFIED FINANCIAL SERVICES (1.31%)
AerCap Ireland Capital DAC, Co. Gty., 3.300%, 01/30/32(b)	Baa3/BBB		519		414,761
Intercontinental Exchange, Inc., Sr. Unsec. Notes, 4.350%, 06/15/29(b)	A3/A-		358		354,422
LSEGA Financing PLC, Co. Gty., 1.375%, 04/06/26, 144A(b)	A3/A		612		550,139
LSEGA Financing PLC, Co. Gty., 2.500%, 04/06/31, 144A(b)	A3/A		264		226,946
PennyMac Financial Services, Inc., Co. Gty., 5.750%, 09/15/31, 144A(b)	Ba3/BB-		522		389,294
Synchrony Financial, Sr. Unsec. Notes, 2.875%, 10/28/31(b)	NA/BBB-		747		567,647
					2,503,209
ELECTRIC (5.22%)
AES Andes SA, Jr. Sub. Notes, (H15T5Y + 4.917%), 6.350%, 10/07/79, 144A(b),(c)	Ba2/BB		878		775,928
AES Panama Generation Holdings Srl, Sr. Sec. Notes, 4.375%, 05/31/30, 144A(b)	Baa3/NA		549		469,031
American Electric Power Co., Inc., Jr. Sub. Notes, 2.031%, 03/15/24	Baa3/BBB+		347		335,915
Black Hills Corp., Sr. Unsec. Notes, 3.875%, 10/15/49(b)	Baa2/BBB+		1,175		943,337
CMS Energy Corp., Jr. Sub. Notes, (H15T5Y + 2.900%), 3.750%, 12/01/50(b),(c)	Baa3/BBB-		238		181,934
Consorcio Transmantaro SA, Sr. Unsec. Notes, 4.700%, 04/16/34, 144A	Baa3/NA		200		179,224
Edison International, Jr. Sub. Notes, (H15T5Y + 4.698%), 5.375%, 03/15/26(b),(c),(d)	Ba2/BB+		638		518,375
Edison International, Sr. Unsec. Notes, 3.550%, 11/15/24(b)	Baa3/BBB-		575		561,518
Evergy Metro, Inc., Sr. Sec. Notes, 4.200%, 06/15/47(b)	A2/A+		917		827,956

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (Continued)
ELECTRIC (Continued)
FirstEnergy Corp., Sr. Unsec. Notes, 5.350%, 07/15/47(b),(g)	Ba1/BB+		$  1,570	$	1,325,692
IPALCO Enterprises, Inc., Sr. Sec. Notes, 4.250%, 05/01/30(b)	Baa3/BBB-		462		429,243
Jersey Central Power & Light Co., Sr. Unsec. Notes, 2.750%, 03/01/32, 144A(b)	A3/BBB		323		275,525
Light Servicos de Eletricidade SA, Co. Gty., 4.375%, 06/18/26, 144A(b)	Ba3/NA		456		401,610
MidAmerican Funding LLC, Sr. Sec. Notes, 6.927%, 03/01/29	A2/A-		500		575,230
Pacific Gas and Electric Co., 2.100%, 08/01/27(b)	Baa3/BBB-		391		328,279
Pacific Gas and Electric Co., 3.500%, 08/01/50(b)	Baa3/BBB-		617		414,735
Puget Energy, Inc., Sr. Sec. Notes, 2.379%, 06/15/28(b)	Baa3/BBB-		247		216,330
Transelec SA, Sr. Unsec. Notes, 4.250%, 01/14/25, 144A(b)	Baa1/BBB		750		732,188
Transelec SA, Sr. Unsec. Notes, 3.875%, 01/12/29, 144A(b)	Baa1/BBB		490		447,738
					9,939,788
ENGINEERING & CONSTRUCTION (0.20%)
Sydney Airport Finance Co. Property, Ltd., Sr. Sec. Notes, 3.375%, 04/30/25, 144A(b)	Baa1/BBB+		400		388,809
ENTERTAINMENT (0.38%)
Lions Gate Capital Holdings LLC, Co. Gty., 5.500%, 04/15/29, 144A(b)	B3/CCC+		386		299,853
Magallanes, Inc., Co. Gty., 3.638%, 03/15/25, 144A	Baa3/BBB-		441		427,474
					727,327
FOOD (0.57%)
Bimbo Bakeries USA, Inc., Co. Gty., 4.000%, 05/17/51, 144A(b)	Baa2/BBB		363		296,755
JBS Finance Luxembourg Sarl, Co. Gty., 3.625%, 01/15/32, 144A(b)	Baa3/NA		211		170,382
JBS USA LUX SA, Co. Gty., 3.750%, 12/01/31, 144A(b)	Baa3/BBB-		54		44,301
Kraft Heinz Foods Co., Co. Gty., 5.500%, 06/01/50(b)	Baa3/BBB-		346		334,052
Kroger Co., Sr. Unsec. Notes, 5.400%, 01/15/49(b)	Baa1/BBB		68		71,573
MARB BondCo PLC, Co. Gty., 3.950%, 01/29/31, 144A(b)	NA/BB+		213		163,535
					1,080,598
FOREST PRODUCTS & PAPER (0.42%)
Inversiones CMPC SA, Co. Gty., 3.850%, 01/13/30, 144A(b)	Baa3/BBB-		580		508,950
Suzano Austria GmbH, Co. Gty., 3.750%, 01/15/31(b)	NA/BBB-		351		283,503
					792,453
GAS (2.20%)
NiSource, Inc., Jr. Sub. Notes, (H15T5Y + 2.843%), 5.650%, 06/15/23(b),(c),(d)	NA/BBB-		696		626,379
Piedmont Natural Gas Co., Inc., Sr. Unsec. Notes, 3.500%, 06/01/29(b)	A3/BBB+		1,120		1,044,117
Southern Co. Gas Capital Corp., Co. Gty., 5.875%, 03/15/41(b)	Baa1/BBB+		992		1,048,992
Southern Co. Gas Capital Corp., Co. Gty., 3.950%, 10/01/46(b)	Baa1/BBB+		539		443,491
Southern Co. Gas Capital Corp., Co. Gty., 4.400%, 05/30/47(b)	Baa1/BBB+		1,164		1,020,835
					4,183,814
HEALTHCARE-PRODUCTS (0.15%)
STERIS Irish FinCo UnLtd Co., Co. Gty., 2.700%, 03/15/31(b)	Baa2/BBB-		329		277,346
HEALTHCARE-SERVICES (0.35%)
CommonSpirit Health, Sr. Sec. Notes, 2.782%, 10/01/30(b)	Baa1/A-		432		374,287
HCA, Inc., Co. Gty., 3.125%, 03/15/27, 144A(b)	Baa3/BBB-		119		108,268
Tenet Healthcare Corp., Sr. Sec. Notes, 4.875%, 01/01/26, 144A(b)	B1/BB-		201		184,920
					667,475
INSURANCE (8.30%)
Allianz SE, Jr. Sub. Notes, (H15T5Y + 2.165%), 3.200%, 10/30/27, 144A(b),(c),(d)	Baa1/A		200		146,000
Allianz SE, Jr. Sub. Notes, (H15T5Y + 2.973%), 3.500%, 11/17/25, 144A(b),(c),(d)	Baa1/A		400		329,600
Allstate Corp., Jr. Sub. Notes, (3M LIBOR + 2.120%), 6.500%, 05/15/57(b),(c)	Baa1/BBB		2,200		2,252,311
Farmers Exchange Capital, Sub. Notes, 7.200%, 07/15/48, 144A(f)	Baa2/BBB+		2,250		2,680,296
Guardian Life Insurance Co. of America, Sub. Notes, 4.850%, 01/24/77, 144A	A1/AA-		148		133,506
Jackson National Life Global Funding, 1.750%, 01/12/25, 144A	A2/A		656		619,152
Liberty Mutual Group, Inc., Co. Gty., 3.951%, 10/15/50, 144A(b)	Baa2/BBB		250		190,191
Liberty Mutual Group, Inc., Co. Gty., (3M LIBOR + 7.120%), 10.750%, 06/15/58, 144A(b),(c)	Baa3/BB+		1,000		1,350,000
Massachusetts Mutual Life Insurance Co., Sub. Notes, 3.729%, 10/15/70, 144A	A2/AA-		243		178,518
Massachusetts Mutual Life Insurance Co., Sub. Notes, 4.900%, 04/01/77, 144A	A2/AA-		980		904,450
MetLife, Inc., Jr. Sub. Notes, 6.400%, 12/15/36(b)	Baa2/BBB		637		635,787
MetLife, Inc., Jr. Sub. Notes, 10.750%, 08/01/39(b)	Baa2/BBB		1,000		1,326,430
MetLife, Inc., Jr. Sub. Notes, 9.250%, 04/08/38, 144A(b)	Baa2/BBB		1,059		1,244,228
Nationwide Mutual Insurance Co., Sub. Notes, 8.250%, 12/01/31, 144A	A3/A-		500		595,768

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (Continued)
INSURANCE (Continued)
Nationwide Mutual Insurance Co., Sub. Notes, 9.375%, 08/15/39, 144A	A3/A-		$     215	$	295,286
New York Life Insurance Co., Sub. Notes, 6.750%, 11/15/39, 144A	Aa2/AA-		103		121,122
Principal Financial Group, Inc., Co. Gty., (3M LIBOR + 3.044%), 4.455%, 05/15/55(b),(e)	Baa2/BBB		1,135		1,015,866
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 2.665%), 5.700%, 09/15/48(b),(c)	Baa1/BBB+		1,241		1,205,171
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR + 3.920%), 5.625%, 06/15/43(b),(c)	Baa1/BBB+		600		584,220
					15,807,902
INTERNET (0.20%)
Prosus NV, Sr. Unsec. Notes, 4.987%, 01/19/52, 144A(b)	Baa3/BBB		540		387,739
MEDIA (7.43%)
AMC Networks, Inc., Co. Gty., 4.250%, 02/15/29(b)	Ba3/BB		885		717,321
CCO Holdings LLC, Sr. Unsec. Notes, 4.500%, 05/01/32(b)	B1/BB-		1,017		821,227
CCO Holdings LLC, Sr. Unsec. Notes, 4.250%, 02/01/31, 144A(b)	B1/BB-		75		61,125
Charter Communications Operating LLC, Sr. Sec. Notes, 5.750%, 04/01/48(b)	Ba1/BBB-		774		695,981
Comcast Corp., Co. Gty., 7.050%, 03/15/33(f)	A3/A-		2,000		2,405,121
Cox Communications, Inc., Sr. Unsec. Notes, 6.800%, 08/01/28	Baa2/BBB		1,500		1,598,496
Cox Enterprises, Inc., Sr. Unsec. Notes, 7.375%, 07/15/27, 144A	Baa2/BBB		500		551,739
CSC Holdings LLC, Co. Gty., 6.500%, 02/01/29, 144A(b)	Ba3/BB		954		858,743
CSC Holdings LLC, Sr. Unsec. Notes, 4.625%, 12/01/30, 144A(b)	B3/B+		1,336		895,120
Grupo Televisa SAB, Sr. Unsec. Notes, 6.625%, 01/15/40	Baa2/BBB+		159		174,066
Grupo Televisa SAB, Sr. Unsec. Notes, 5.000%, 05/13/45(b)	Baa2/BBB+		557		520,156
Paramount Global, Sr. Unsec. Notes, 4.200%, 05/19/32(b)	Baa2/BBB		641		566,927
Paramount Global, Sr. Unsec. Notes, 6.875%, 04/30/36	Baa2/BBB		179		189,024
Radiate Holdco LLC, Sr. Sec. Notes, 4.500%, 09/15/26, 144A(b)	B1/B		124		106,923
Scripps Escrow II, Inc., Sr. Sec. Notes, 3.875%, 01/15/29, 144A(b)	Ba3/BB		42		34,860
Time Warner Entertainment Co. LP, Sr. Sec. Notes, 8.375%, 07/15/33	Ba1/BBB-		1,360		1,576,981
Virgin Media Finance PLC, Co. Gty., 5.000%, 07/15/30, 144A(b)	B2/B		200		158,500
VTR Finance NV, Sr. Unsec. Notes, 6.375%, 07/15/28, 144A(b)	B1 *+/B		443		317,096
Walt Disney Co., Co. Gty., 7.900%, 12/01/95	A2/BBB+		1,400		1,917,001
					14,166,407
MINING (0.43%)
AngloGold Ashanti Holdings PLC, Co. Gty., 3.750%, 10/01/30(b)	Baa3/BB+		339		279,088
Newcrest Finance Pty, Ltd., Co. Gty., 3.250%, 05/13/30, 144A(b)	Baa2/BBB		319		282,497
Yamana Gold, Inc., Co. Gty., 2.630%, 08/15/31(b)	Baa3/BBB-		331		266,246
					827,831
MISCELLANEOUS MANUFACTURING (0.16%)
GE Capital International Funding Co Unlimited Co., Co. Gty., 4.418%, 11/15/35	Baa1/BBB+ *-		318		298,278
OIL & GAS (2.63%)
CITGO Petroleum Corp., Sr. Sec. Notes, 7.000%, 06/15/25, 144A(b)	B3/B+		125		120,938
Exxon Mobil Corp., Sr. Unsec. Notes, 4.227%, 03/19/40(b)	Aa2/AA-		1,402		1,330,860
Lundin Energy Finance BV, Co. Gty., 3.100%, 07/15/31, 144A(b)	Baa3 *+/BBB-		426		353,364
Parkland Corp., Co. Gty., 4.500%, 10/01/29, 144A(b)	Ba3/BB-		667		541,021
Petroleos Mexicanos, Co. Gty., 5.950%, 01/28/31(b)	Ba3/BBB		552		403,722
Petroleos Mexicanos, Co. Gty., 6.950%, 01/28/60(b)	Ba3/BBB		195		120,023
Saudi Arabian Oil Co., Sr. Unsec. Notes, 2.250%, 11/24/30, 144A(b)	A1/NA		853		725,937
Valero Energy Corp., Sr. Unsec. Notes, 8.750%, 06/15/30	Baa2/BBB		1,000		1,245,483
Valero Energy Corp., Sr. Unsec. Notes, 4.000%, 06/01/52(b)	Baa2/BBB		215		172,629
					5,013,977
OIL & GAS SERVICES (0.16%)
Baker Hughes Holdings LLC, Sr. Unsec. Notes, 2.061%, 12/15/26(b)	A3/A-		326		299,451
PACKAGING & CONTAINERS (0.50%)
Ardagh Metal Packaging Finance USA LLC, Sr. Sec. Notes, 6.000%, 06/15/27, 144A(b)	Ba2/BB		200		197,500
Ardagh Metal Packaging Finance USA LLC, Sr. Unsec. Notes, 4.000%, 09/01/29, 144A(b)	B3/B+		200		159,788
LABL, Inc., Sr. Sec. Notes, 5.875%, 11/01/28, 144A(b)	B2/B-		173		139,684
Sealed Air Corp., Sr. Sec. Notes, 1.573%, 10/15/26, 144A(b)	Baa2/BBB-		524		456,519
					953,491
PHARMACEUTICALS (1.22%)
AbbVie, Inc., Sr. Unsec. Notes, 4.050%, 11/21/39(b)	Baa2/BBB+		615		550,892
Astrazeneca Finance LLC, Co. Gty., 1.750%, 05/28/28(b)	A3/A-		475		419,814

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (Continued)
PHARMACEUTICALS (Continued)
Bausch Health Cos., Inc., Co. Gty., 5.000%, 02/15/29, 144A(b)	B3/B-		$       24	$	12,409
Bausch Health Cos., Inc., Co. Gty., 6.250%, 02/15/29, 144A(b)	B3/B-		73		39,150
Bausch Health Cos., Inc., Co. Gty., 5.250%, 01/30/30, 144A(b)	B3/B-		87		44,920
Bausch Health Cos., Inc., Sr. Sec. Notes, 4.875%, 06/01/28, 144A(b)	Ba3/BB-		80		62,252
Organon & Co, Sr. Sec. Notes, 4.125%, 04/30/28, 144A(b)	Ba2/BB		200		176,162
Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 5.000%, 11/26/28(b)	Baa2/BBB+		500		510,191
Takeda Pharmaceutical Co., Ltd., Sr. Unsec. Notes, 3.175%, 07/09/50(b)	Baa2/BBB+		684		515,512
					2,331,302
PIPELINES (6.72%)
Cheniere Energy Partners LP, Co. Gty., 3.250%, 01/31/32, 144A(b)	Ba2/BB+		91		71,662
DT Midstream, Inc., Sr. Sec. Notes, 4.300%, 04/15/32, 144A(b)	Baa2/BBB-		432		396,065
EIG Pearl Holdings Sarl, Sr. Sec. Notes, 4.387%, 11/30/46, 144A	A1/NA		700		553,122
Enbridge, Inc., Sub. Notes, (3M LIBOR + 3.890%), 6.000%, 01/15/77(b),(c)	Baa3/BBB-		750		694,901
Energy Transfer LP, Sr. Unsec. Notes, 3.750%, 05/15/30(b)	Baa3/BBB-		398		358,988
Enterprise Products Operating LLC, Co. Gty., (3M LIBOR + 2.570%), 5.375%, 02/15/78(b),(c)	Baa2/BBB-		342		270,473
Florida Gas Transmission Co. LLC, Sr. Unsec. Notes, 9.190%, 11/01/24, 144A	Baa2/BBB+		30		30,407
Global Partners LP, Co. Gty., 7.000%, 08/01/27(b)	B2/B+		1,076		968,400
Hess Midstream Operations LP, Co. Gty., 5.500%, 10/15/30, 144A(b)	Ba2/BB+		70		62,825
Howard Midstream Energy Partners LLC, Sr. Unsec. Notes, 6.750%, 01/15/27, 144A(b)	B3/B		110		94,847
Kinder Morgan, Inc., Co. Gty., 8.050%, 10/15/30	Baa2/BBB		1,000		1,148,438
Kinder Morgan, Inc., Co. Gty., 5.550%, 06/01/45(b)	Baa2/BBB		1,755		1,659,765
MPLX LP, Sr. Unsec. Notes, 4.250%, 12/01/27(b)	Baa2/BBB		901		870,812
MPLX LP, Sr. Unsec. Notes, 5.500%, 02/15/49(b)	Baa2/BBB		694		647,291
MPLX LP, Sr. Unsec. Notes, 4.900%, 04/15/58(b)	Baa2/BBB		561		466,107
NGPL PipeCo LLC, Sr. Unsec. Notes, 7.768%, 12/15/37, 144A	Baa3/BBB-		880		960,754
Panhandle Eastern Pipe Line Co. LP, Sr. Unsec. Notes, 7.000%, 07/15/29	Baa3/BBB-		1,000		1,064,978
Targa Resources Partners LP, Co. Gty., 5.500%, 03/01/30(b)	Baa3/BBB-		1,177		1,120,975
Transcontinental Gas Pipe Line Co. LLC, Sr. Unsec. Notes, 3.950%, 05/15/50(b)	Baa1/BBB		384		320,809
Williams Cos., Inc., Sr. Unsec. Notes, 7.500%, 01/15/31	Baa2/BBB		911		1,048,836
					12,810,455
REITS (1.77%)
EPR Properties, Sr. Unsec. Notes, 3.600%, 11/15/31(b)	Baa3/BBB-		533		425,087
Extra Space Storage LP, Co. Gty., 3.900%, 04/01/29(b)	Baa2/BBB		371		348,052
Extra Space Storage LP, Co. Gty., 2.350%, 03/15/32(b)	Baa2/BBB		267		212,248
GLP Capital LP, Co. Gty., 3.250%, 01/15/32(b)	Ba1/BBB-		154		123,543
Iron Mountain, Inc., Co. Gty., 5.000%, 07/15/28, 144A(b)	Ba3/BB-		59		52,164
SBA Tower Trust, 2.593%, 10/15/31, 144A(b)	A2/NA		454		394,180
Scentre Group Trust 2, Co. Gty., (H15T5Y + 4.379%), 4.750%, 09/24/80, 144A(b),(c)	Baa1/BBB+		2,007		1,788,117
WEA Finance LLC, Co. Gty., 4.625%, 09/20/48, 144A(b)	Baa2/BBB+		36		27,554
					3,370,945
RETAIL (1.17%)
Lowe’s Cos., Inc., Sr. Unsec. Notes, 2.800%, 09/15/41(b)	Baa1/BBB+		215		156,950
Macy’s Retail Holdings LLC, Co. Gty., 5.875%, 03/15/30, 144A(b)	Ba2/BB		429		359,950
Murphy Oil USA, Inc., Co. Gty., 3.750%, 02/15/31, 144A(b)	Ba2/BB+		119		101,120
Starbucks Corp., Sr. Unsec. Notes, 4.450%, 08/15/49(b)	Baa1/BBB+		1,781		1,606,775
					2,224,795
SEMICONDUCTORS (1.29%)
Broadcom, Inc., Co. Gty., 3.750%, 02/15/51, 144A(b)	Baa3/BBB- *+		166		123,776
Broadcom, Inc., Sr. Unsec. Notes, 3.469%, 04/15/34, 144A(b)	Baa3/BBB- *+		1,655		1,351,476
Broadcom, Inc., Sr. Unsec. Notes, 3.187%, 11/15/36, 144A(b)	Baa3/BBB- *+		1,109		846,253
Micron Technology, Inc., Sr. Unsec. Notes, 2.703%, 04/15/32(b)	Baa3/BBB-		164		131,145
					2,452,650
SOFTWARE (1.61%)
Oracle Corp., Sr. Unsec. Notes, 2.300%, 03/25/28(b)	Baa2*-/BBB *-		1,130		973,924
Oracle Corp., Sr. Unsec. Notes, 3.650%, 03/25/41(b)	Baa2*-/BBB *-		1,745		1,306,489
Take-Two Interactive Software, Inc., Sr. Unsec. Notes, 3.700%, 04/14/27(b)	Baa2/BBB		165		160,336
VMware, Inc., Sr. Unsec. Notes, 2.200%, 08/15/31(b)	Baa3/BBB- *+		788		622,233
					3,062,982
TELECOMMUNICATIONS (3.24%)
AT&T, Inc., Sr. Unsec. Notes, 4.500%, 05/15/35(b)	Baa2/BBB		515		489,882
AT&T, Inc., Sr. Unsec. Notes, 4.750%, 05/15/46(b)	Baa2/BBB		425		395,618

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
CORPORATE DEBT SECURITIES (Continued)
TELECOMMUNICATIONS (Continued)
AT&T, Inc., Sr. Unsec. Notes, 3.550%, 09/15/55(b)	Baa2/BBB		$  2,195	$	1,655,512
Deutsche Telekom International Finance BV, Co. Gty., 8.750%, 06/15/30(g)	Baa1/BBB		2,000		2,471,025
Frontier Communications Holdings LLC, Sr. Sec. Notes, 5.000%, 05/01/28, 144A(b)	B3/B		255		217,387
Verizon Communications, Inc., Sr. Unsec. Notes, 2.550%, 03/21/31(b)	Baa1/BBB+		457		391,785
Verizon Communications, Inc., Sr. Unsec. Notes, 3.550%, 03/22/51(b)	Baa1/BBB+		674		543,911
					6,165,120
TRANSPORTATION (0.57%)
BNSF Funding Trust I, Co. Gty., (3M LIBOR + 2.350%), 6.613%, 12/15/55(b),(c)	Baa2/A		250		244,201
Simpar Europe SA, Co. Gty., 5.200%, 01/26/31, 144A(b)	NA/BB-		544		420,240
Union Pacific Corp., Sr. Unsec. Notes, 3.839%, 03/20/60(b)	Baa1/A-		503		423,036
					1,087,477
TOTAL CORPORATE DEBT SECURITIES (Cost of $155,693,702)					144,666,859
ASSET-BACKED SECURITIES (11.61%)
Aligned Data Centers Issuer LLC, Series 2021-1A, A2, Class A2, 1.937%, 08/15/46, 144A(b)	NA/A-		904		799,668
Antares CLO, Ltd., Series 2017-1A, CR, Class CR, (3M LIBOR + 2.700%), 3.763%, 04/20/33, 144A(b),(e)	NA/A		1,093		1,008,144
Apidos CLO XXXIX, Series 2022-39A, A1, Class A1, (TSFR3M + 1.300%), 2.039%, 04/21/35, 144A(b),(e)	Aaa/AA+		950		924,250
Blackbird Capital Aircraft, Series 2021-1A, B, Class B, 3.446%, 07/15/46, 144A(b)	Baa1/NA		348		280,834
Cerberus Loan Funding XXXVII LP, Series 2022-1A, A1, Class A1, (TSFR3M + 1.780%), 2.647%, 04/15/34, 144A(b),(e)	Aaa/NA		1,500		1,455,867
CF Hippolyta Issuer LLC, Series 2020-1, A1, Class A1, 1.690%, 07/15/60, 144A(b)	NA/AA-		626		567,737
DataBank Issuer, Series 2021-2A, A2, Class A2, 2.400%, 10/25/51, 144A(b)	NA/NA		583		519,988
DB Master Finance LLC, Series 2021-1A, A2I, Class A2I, 2.045%, 11/20/51, 144A(b)	NA/BBB		605		537,145
Domino’s Pizza Master Issuer LLC, Series 2021-1A, A2I, Class A2I, 2.662%, 04/25/51, 144A(b)	NA/BBB+		546		476,356
DRB Prime Student Loan Trust, Series 2017-A, A2B, Class A2B, 2.850%, 05/27/42, 144A(b)	NA/NA		95		95,192
Eaton Vance CLO, Ltd., Series 2020-1A, AR, Class AR, (3M LIBOR + 1.170%), 2.214%, 10/15/34, 144A(b),(e)	NA/AAA		1,500		1,447,206
Flexential Issuer, Series 2021-1A, A2, Class A2, 3.250%, 11/27/51, 144A(b)	NA/NA		555		508,074
Fortress Credit Opportunities IX CLO, Ltd., Series 2017-9A, A1TR, Class A1TR, (3M LIBOR + 1.550%), 2.594%, 10/15/33, 144A(b),(e)	NA/AAA		600		579,163
Golub Capital Partners CLO 36m, Ltd., Series 2018-36A, C, Class C, (3M LIBOR + 2.100%), 3.463%, 02/05/31, 144A(b),(e)	N.A./A		2,250		2,089,879
ITE Rail Fund Levered LP, Series 2021-1A, Class A, 2.250%, 02/28/51, 144A(b)	NA/A		190		167,740
IVY Hill Middle Market Credit Fund XII, Ltd., Series -12A, Class BR, (3M LIBOR + 2.900%), 3.963%, 07/20/33, 144A(b),(e)	NA/A-		866		797,785
LoanCore Issuer, Ltd., Series 2018-CRE1, Class A, (1M LIBOR + 1.130%), 2.454%, 05/15/28, 144A(b),(e)	Aaa/AA+		29		28,943
MCF CLO IX, Ltd., Series 2019-1A, Class A1R, (TSFR3M + 1.500%), 2.351%, 07/17/31, 144A(b),(e)	NA/AAA		556		544,464
MF1, Ltd., Series 2021-FL7, Class AS, (1M LIBOR + 1.450%), 3.062%, 10/16/36, 144A(b),(e)	NA/NA		923		872,981
MF1, Ltd., Series 2022-FL8, Class C, (SOFRRATE 30 Day Average + 2.200%), 2.992%, 02/19/37, 144A(b),(e)	NA/NA		448		421,416
Navient Private Education Refi Loan Trust, Series 2021-A, Class A, 0.840%, 05/15/69, 144A(b)	NA/AAA		119		109,050
Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class A, (TSFR3M + 1.300%), 1.548%, 04/14/35, 144A(b),(e)	Aaa/NA		937		907,027
New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1, 1.910%, 10/20/61, 144A(b)	NA/AA-		1,063		928,308
PMT Issuer Trust - FMSR, Series 2021-FT1, Class A, (1M LIBOR + 3.000%), 4.624%, 03/25/26, 144A(b),(e)	NA/NA		566		558,768
Purewest Funding LLC, Series 2021-1, Class A1, 4.091%, 12/22/36, 144A(b)	NA/NA		253		244,528
Slam, Ltd., Series 2021-1A, Class A, 2.434%, 06/15/46, 144A(b)	A1/NA		1,261		1,088,870
SMB Private Education Loan Trust, Series 2017-B, Class A2B, (1M LIBOR + 0.750%), 2.074%, 10/15/35, 144A(b),(e)	Aaa/AAA		368		363,087
Sofi Professional Loan Program LLC, Series 2017-C, Class B, 3.560%, 07/25/40, 144A(b),(e)	NA/AA+		1,099		1,072,770
Textainer Marine Containers VII, Ltd., Series 2021-1A, Class A, 1.680%, 02/20/46, 144A(b)	NA/A		920		803,568
TIF Funding II LLC, Series 2021-1A, Class A, 1.650%, 02/20/46, 144A(b)	NA/A		491		422,491
United States Small Business Administration, Series 2010-20F, Class 1, 3.880%, 06/01/30	AAA/AA+		43		43,975
Willis Engine Structured Trust IV, Series 2018-A, Class A, 4.750%, 09/15/43, 144A(b),(h)	NA/A		1,147		938,552
Willis Engine Structured Trust VI, Series 2021-A, Class A, 3.104%, 05/15/46, 144A(b)	NA/NA		648		519,623
TOTAL ASSET-BACKED SECURITIES (Cost of $24,042,641)					22,123,449
COMMERCIAL MORTGAGE-BACKED SECURITIES (0.69%)
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1, 3.628%, 03/25/49, 144A(b),(e)	NA/NA		11		10,472
BXHPP Trust, Series 2021-FILM, Class C, (1M LIBOR + 1.100%), 2.424%, 08/15/36, 144A(b),(e)	NA/NA		167		155,241
CGMS Commercial Mortgage Trust, Series 2017-MDRB, Class A, (1M LIBOR + 1.100%), 2.424%, 07/15/30, 144A(e)	NA/AAA		17		17,375

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/   Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value (Note1)
COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)
New Residential Mortgage Loan Trust, Series 2022-NQM1, Class A1, 2.277%, 01/25/26, 144A(b),(e)	NA/NA		$   979	$	877,654
New Residential Mortgage Loan Trust, Series 2021-NQ2R, Class A1, 0.941%, 10/25/58, 144A(b),(e)	NA/NA		261		251,773
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost of $1,434,847)					1,312,515
RESIDENTIAL MORTGAGE-BACKED SECURITIES (0.12%)
FHLMC Pool #A15675, 6.000%, 11/01/33	AAA/AA+		44		48,867
FNMA Pool #754791, 6.500%, 12/01/33	AAA/AA+		120		127,664
FNMA Pool #763852, 5.500%, 02/01/34	AAA/AA+		55		58,198
GNSF Pool #417239, 7.000%, 02/15/26	AAA/AA+		2		1,761
GNSF Pool #780374, 7.500%, 12/15/23(i)	AAA/AA+		0		212
TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost of $210,684)					236,702
MUNICIPAL BONDS (1.33%)
City of San Francisco CA Public Utilities Commission Water Revenue, Build America Bonds, 6.000%, 11/01/40	Aa2/AA-		145		165,491
State of California, Build America Bonds, GO, 7.625%, 03/01/40	Aa2/AA-		1,500		2,027,507
University of Michigan, 3.599%, 04/01/47	Aaa/AAA		365		336,947
TOTAL MUNICIPAL BONDS (Cost of $2,041,690)					2,529,945
U.S. TREASURY OBLIGATIONS (4.96%)
United States Treasury Bonds, 2.375%, 02/15/42	Aaa/AA+		198		168,314
United States Treasury Bonds, 1.250%, 05/15/50	Aaa/AA+		4,114		2,641,220
United States Treasury Bonds, 2.250%, 02/15/52	Aaa/AA+		486		403,131
United States Treasury Notes, 2.500%, 03/31/27	Aaa/AA+		674		658,767
United States Treasury Notes, 0.500%, 04/30/27	Aaa/AA+		3,573		3,167,637
United States Treasury Notes, 2.375%, 03/31/29	Aaa/AA+		170		163,233
United States Treasury Notes, 1.875%, 02/15/32	Aaa/AA+		2,466		2,240,116
TOTAL U.S. TREASURY OBLIGATIONS (Cost of $9,702,930)					9,442,418
GOVERNMENT BONDS (1.89%)
Egypt Government International Bond, Sr. Unsec. Notes, 7.625%, 05/29/32, 144A	B2u/B		261		170,394
Hungary Government International Bond, Sr. Unsec. Notes, 5.500%, 06/16/34, 144A	Baa2/BBB		410		397,208
Hydro-Quebec, 8.250%, 04/15/26	Aa2/AA-		1,550		1,807,386
Korea National Oil Corp., Sr. Unsec. Notes, 1.750%, 04/18/25, 144A	Aa2/AA		208		196,199
Mexico Government International Bond, Sr. Unsec. Notes, 5.000%, 04/27/51(b)	Baa1/BBB		711		585,040
Oman Government International Bond, Sr. Unsec. Notes, 7.000%, 01/25/51, 144A	Ba3/NA		350		307,632
Ukraine Government International Bond, Sr. Unsec. Notes, 7.253%, 03/15/33, 144A	NA/CCC+		551		136,273
TOTAL GOVERNMENT BONDS (Cost of $3,970,079)					3,600,132
		Shares
PREFERRED STOCKS (1.05%)
CoBank ACB, Series F, (3M LIBOR + 4.557%), 6.250%, 10/01/22(b),(c),(d)	NA/BBB+		20,000		2,003,000
		Principal Amount (000’s)
SHORT-TERM INVESTMENTS (0.52%)
U.S. TREASURY OBLIGATIONS (0.52%)
United States Treasury Bill, 0.652%, 07/28/22	Aaa/AA+		1,000		999,276
TOTAL INVESTMENTS (98.10%) (Cost of $200,180,806)					186,914,296
OTHER ASSETS AND LIABILITIES (1.90%)					3,620,369
NET ASSETS (100.00%)				$	190,534,665

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

SCHEDULE OF INVESTMENTS (Unaudited) — continued

At June 30, 2022, the Fund had the following open futures contracts:

Long Futures Outstanding	Expiration Month		Number of Contracts		Notional Amount			Value			Unrealized Appreciation (Depreciation)
U.S. Treasury 10-Year Notes		09/22		7		$      827,969		$	829,719		$	1,750
U.S. Treasury 2-Year Notes		09/22		3		633,563			630,047			(3,516	)
U.S. Treasury Long Bonds		09/22		118		16,446,616			16,357,750			(88,866	)
U.S. Treasury Ultra Bonds		09/22		28		4,366,959			4,321,625			(45,334	)
												(135,966	)
Short Futures Outstanding
U.S. Treasury 5-Year Notes		09/22		71		(7,970,279	)		(7,969,750	)		529
U.S. Treasury Ultra 10-Year Notes		09/22		108		(13,876,724	)		(13,756,500	)		120,224
												120,753
Net unrealized depreciation on open futures contracts											$	(15,213	)

^(a)  Ratings for debt securities are unaudited. All ratings are as of June 30, 2022 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, 2022. 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, 2022.

^(f)  Security position is either entirely or partially held in a segregated account as collateral for line of credit. Refer to Note 6.

^(g)  Multi-Step Coupon. Rate disclosed is as of June 30, 2022.

^(h)  Denotes a step-up bond. The rate indicated is the current coupon as of June 30, 2022.

⁽ⁱ⁾  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, 2022, these securities amounted to $70,081,792 or 36.78% 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

SW5 – 5-year USD Swap Semiannual 30/360

TSFR3M – 3 Month Term Secured Overnight Financing Rate

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, 2022

(unaudited)

A. Security Valuation – In valuing the Fund’s 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 of Trustees (‘‘Board’’) and unaffiliated with Insight North America LLC (‘‘INA’’ or 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, 2022, 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, 2022.

Assets:	Total Market Value at 06/30/22		Level 1 Quoted Price		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
LONG-TERM INVESTMENTS
CORPORATE DEBT SECURITIES		$144,666,859	$	—		$144,666,859		$—
MUNICIPAL BONDS		2,529,945		—		2,529,945		—
GOVERNMENT BONDS		3,600,132		—		3,600,132		—
COMMERCIAL MORTGAGE-BACKED SECURITIES		1,312,515		—		1,312,515		—

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

June 30, 2022 (concluded)

(unaudited)

Assets:	Total Market Value at 06/30/22		Level 1 Quoted Price		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs
ASSET-BACKED SECURITIES		$ 22,123,449	$	—	$	22,123,449		$—
U.S. TREASURY OBLIGATIONS		9,442,418		—		9,442,418		—
PREFERRED STOCKS		2,003,000		2,003,000		—		—
RESIDENTIAL MORTGAGE-BACKED SECURITIES		236,702		—		236,702		—
Short-Term Investments
U.S. TREASURY OBLIGATIONS		999,276		—		999,276		—
DERIVATIVES
SHORT FUTURES		120,753		120,753		—		—
LONG FUTURES		1,750		1,750		—		—
TOTAL ASSETS	$	187,036,799	$	2,125,503	$	184,911,296		$—
Liabilities:
FUTURES CONTRACTS	$	137,716	$	137,716	$	—		$—

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, 2022, 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, 2022, 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.