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	Shares		Value
INVESTMENT COMPANIES - 100.0%
International Equity Fund - 14.8%
Transamerica International Equity Index VP ^(A)		436,512		$ 3,823,846

U.S. Equity Fund - 44.5%
Transamerica U.S. Equity Index VP ^(A)		1,015,371		11,443,227

U.S. Fixed Income Fund - 40.7%
Transamerica Core Bond ^(A)		1,016,489		10,469,841

Total Investment Companies (Cost $27,364,585)				25,736,914

Total Investments (Cost $27,364,585)				25,736,914
Net Other Assets (Liabilities) - (0.0)% ^(B)				(9,873	)

Net Assets - 100.0%				$ 25,727,041


	Principal		Value
CORPORATE DEBT SECURITIES - 94.2%
Aerospace & Defense - 1.1%
Bombardier, Inc.
6.13%, 01/15/2023^(A)		$ 1,105,000		$ 779,025
7.50%, 03/15/2025^(A)		309,000		220,781
7.88%, 04/15/2027^(A)		292,000		194,866
Triumph Group, Inc.
5.25%, 06/01/2022		935,000		771,375
7.75%, 08/15/2025^(B)		462,000		334,950

				2,300,997

Airlines - 1.8%
American Airlines Group, Inc.
3.75%, 03/01/2025^(A)		1,342,000		939,400
5.00%, 06/01/2022^(A)		15,000		12,038
American Airlines Pass-Through Trust
5.60%, 01/15/2022^(A)		301,622		299,360
5.63%, 07/15/2022^(A)		203,684		202,422
Continental Airlines Pass-Through Trust
5.50%, 04/29/2022		191,112		188,197
6.90%, 10/19/2023		307,620		298,410
United Airlines Holdings, Inc.
4.25%, 10/01/2022		407,000		371,306
4.88%, 01/15/2025		649,000		558,140
United Airlines Pass-Through Trust,
Series B, 4.63%, 03/03/2024		172,520		161,412
US Airways Pass-Through Trust
5.38%, 05/15/2023		392,084		374,315
6.75%, 12/03/2022		432,153		418,418

				3,823,418

Auto Components - 0.9%
Dana, Inc.
5.38%, 11/15/2027		369,000		298,890
5.50%, 12/15/2024		190,000		165,777
Goodyear Tire & Rubber Co.
4.88%, 03/15/2027		361,000		331,217
5.00%, 05/31/2026^(B)		257,000		237,083
Panther BF Aggregator 2, LP / Panther Finance Co., Inc.
6.25%, 05/15/2026^(A)		428,000		404,460
8.50%, 05/15/2027^(A)		482,000		420,497

				1,857,924

Banks - 3.3%
Barclays PLC
Fixed until 09/15/2023^(C), 7.75%^(D)		1,041,000		912,957
Fixed until 06/15/2024^(C), 8.00%^(D)		285,000		264,309
BNP Paribas SA
Fixed until 03/14/2022^(C), 6.75%^(A) ^(D)		680,000		613,700
CIT Group, Inc.
4.75%, 02/16/2024		394,000		385,135
5.00%, 08/15/2022		390,000		378,300
Citigroup, Inc.
Fixed until 09/12/2024^(C), 5.00%^(D)		996,000		910,503
Intesa Sanpaolo SpA
5.71%, 01/15/2026^(A)		1,125,000		1,095,833
JPMorgan Chase & Co.
Fixed until 02/01/2025^(C), 4.60%^(D)		359,000		314,197
Lloyds Banking Group PLC
Fixed until 06/27/2024^(C), 7.50%^(D)		419,000		359,795
Fixed until 09/27/2025^(C), 7.50%^(D)		200,000		179,760


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Royal Bank of Scotland Group PLC
Fixed until 08/15/2021^(C), 8.63%^(D)		$ 490,000		$ 477,750
Societe Generale SA
Fixed until 09/13/2021^(C), 7.38%^(A) ^(D)		920,000		846,078

				6,738,317

Beverages - 0.5%
Cott Holdings, Inc.
5.50%, 04/01/2025^(A)		1,012,000		981,640

Building Products - 3.0%
Associated Materials LLC / AMH New Finance, Inc.
9.00%, 01/01/2024^(A)		1,890,000		1,512,000
Builders FirstSource, Inc.
5.00%, 03/01/2030^(A)		104,000		93,600
6.75%, 06/01/2027^(A)		443,000		434,140
Cornerstone Building Brands, Inc.
8.00%, 04/15/2026^{(A) (B)}		2,026,000		1,742,360
Griffon Corp.
5.25%, 03/01/2022		456,000		424,080
5.75%, 03/01/2028^(A)		1,273,000		1,196,620
Patrick Industries, Inc.
7.50%, 10/15/2027^(A)		761,000		745,780

				6,148,580

Capital Markets - 1.3%
Credit Suisse Group AG
Fixed until 12/18/2024^(C), 6.25%^{(A) (D)}		166,000		152,928
Fixed until 08/21/2026^(C), 6.38%^{(A) (D)}		387,000		339,670
Fixed until 09/12/2025^(C), 7.25%^{(A) (B) (D)}		465,000		421,987
Fixed until 07/17/2023^(C), 7.50%^{(A) (D)}		345,000		317,952
Fixed until 12/11/2023^(C), 7.50%^{(A) (D)}		1,205,000		1,159,812
Deutsche Bank AG
Fixed until 10/30/2025^(C), 6.00%^(D)		200,000		133,900
Goldman Sachs Capital II
3-Month LIBOR + 0.77%, 4.00%^(D), 04/30/2020 ^(C)		169,000		123,370

				2,649,619

Chemicals - 2.2%
Eagle Intermediate Global Holding BV / Ruyi US Finance LLC
7.50%, 05/01/2025^(A)		686,000		394,450
Hexion, Inc.
7.88%, 07/15/2027^{(A) (B)}		776,000		659,600
NOVA Chemicals Corp.
4.88%, 06/01/2024^(A)		590,000		517,725
5.25%, 06/01/2027^(A)		1,521,000		1,281,443
OCI NV
6.63%, 04/15/2023^(A)		625,000		568,750
Olin Corp.
5.13%, 09/15/2027		825,000		730,125
5.63%, 08/01/2029		493,000		453,683

				4,605,776

Commercial Services & Supplies - 2.7%
Ashtead Capital, Inc.
5.25%, 08/01/2026^(A)		725,000		690,563
Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.50%, 04/01/2023		316,000		268,600
5.75%, 07/15/2027^(A)		784,000		623,358
6.38%, 04/01/2024^(A)		312,000		249,600


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Commercial Services & Supplies (continued)
Foxtrot Escrow Issuer LLC / Foxtrot Escrow Corp.
12.25%, 11/15/2026^(A)		$ 673,000		$ 524,940
Garda World Security Corp.
4.63%, 02/15/2027^(A)		708,000		633,660
8.75%, 05/15/2025^(A)		1,080,000		993,600
9.50%, 11/01/2027^(A)		116,000		103,692
Herc Holdings, Inc.
5.50%, 07/15/2027^(A)		1,094,000		1,017,420
Stericycle, Inc.
5.38%, 07/15/2024^(A)		562,000		556,380

				5,661,813

Communications Equipment - 1.3%
CommScope Technologies LLC
5.00%, 03/15/2027^{(A) (B)}		13,000		11,278
6.00%, 06/15/2025^(A)		1,584,000		1,449,677
CommScope, Inc.
5.50%, 03/01/2024^(A)		236,000		238,832
6.00%, 03/01/2026^(A)		317,000		316,524
8.25%, 03/01/2027^{(A) (B)}		316,000		304,592
Nokia OYJ
3.38%, 06/12/2022		477,000		474,931

				2,795,834

Construction & Engineering - 2.1%
Abengoa Abenewco 2 SAU
PIK Rate 1.50%, Cash Rate 0.00% 04/26/2024^{(A) (E) (F)}		603,388		0
Ashton Woods USA LLC / Ashton Woods Finance Co.
6.63%, 01/15/2028^(A)		310,000		244,900
6.75%, 08/01/2025^(A)		411,000		328,800
9.88%, 04/01/2027^(A)		1,258,000		1,258,000
Taylor Morrison Communities, Inc.
5.88%, 01/31/2025^(A)		847,000		787,710
6.00%, 09/01/2023^(A)		365,000		350,400
6.63%, 07/15/2027^(A)		624,000		561,600
Weekley Homes LLC / Weekley Finance Corp.
6.00%, 02/01/2023		763,000		717,220

				4,248,630

Construction Materials - 0.3%
Norbord, Inc.
6.25%, 04/15/2023^(A)		695,000		670,675

Consumer Finance - 2.9%
Ally Financial, Inc.
3.88%, 05/21/2024		463,000		416,700
5.75%, 11/20/2025		257,000		251,397
7.50%, 09/15/2020		141,000		142,058
Altice Financing SA
5.00%, 01/15/2028^(A)		296,000		261,960
7.50%, 05/15/2026^(A)		1,156,000		1,120,048
Ford Motor Credit Co. LLC
3.34%, 03/18/2021		439,000		421,352
3.35%, 11/01/2022		200,000		186,500
4.38%, 08/06/2023		207,000		188,184
4.39%, 01/08/2026, MTN		676,000		591,500
5.88%, 08/02/2021		209,000		204,820
Navient Corp.
5.00%, 03/15/2027		153,000		131,534
5.88%, 10/25/2024		1,069,000		983,480
6.50%, 06/15/2022		325,000		318,175
6.63%, 07/26/2021		279,000		285,975


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Consumer Finance (continued)
Springleaf Finance Corp.
7.13%, 03/15/2026		$ 492,000		$ 487,080

				5,990,763

Containers & Packaging - 4.7%
ARD Finance SA
PIK Rate 7.25%, Cash Rate 6.50% 06/30/2027^(A) (F)		672,000		577,181
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.
6.00%, 02/15/2025^(A)		810,000		812,268
Crown Americas LLC / Crown Americas Capital Corp. VI
4.75%, 02/01/2026		1,031,000		1,056,466
Flex Acquisition Co., Inc.
6.88%, 01/15/2025^(A)		522,000		488,070
7.88%, 07/15/2026^(A)		557,000		513,033
Graphic Packaging International LLC
3.50%, 03/15/2028^(A)		752,000		676,574
Greif, Inc.
6.50%, 03/01/2027^(A)		796,000		763,444
Mauser Packaging Solutions Holding Co.
5.50%, 04/15/2024^(A)		758,000		697,360
7.25%, 04/15/2025^{(A) (B)}		294,000		233,730
OI European Group BV
4.00%, 03/15/2023^(A)		381,000		361,950
Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023^(A)		693,000		679,140
6.38%, 08/15/2025^{(A) (B)}		178,000		169,100
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023^(A)		341,000		337,590
7.00%, 07/15/2024^(A)		1,533,000		1,557,911
Silgan Holdings, Inc.
4.13%, 02/01/2028^(A)		96,000		88,560
Trivium Packaging Finance BV
5.50%, 08/15/2026^(A)		428,000		425,860
8.50%, 08/15/2027^(A)		345,000		346,725

				9,784,962

Diversified Financial Services - 3.5%
Avation Capital SA
6.50%, 05/15/2021^(A)		562,000		511,420
DAE Funding LLC
4.50%, 08/01/2022^(A)		227,000		210,542
5.00%, 08/01/2024^(A)		367,000		332,135
5.25%, 11/15/2021^(A)		312,000		284,700
5.75%, 11/15/2023^(A)		311,000		289,230
Dana Financing Sarl
5.75%, 04/15/2025^(A)		1,688,000		1,468,560
ILFC E-Capital Trust I
1.55% + Max of 3-Month LIBOR, 10-Year CMT, or 30-Year CMT, 3.33%^(D), 12/21/2065 ^(A)		1,578,000		721,935
ILFC E-Capital Trust II
1.80% + Max of 3-Month LIBOR, 15-Year CMT or 30-Year CMT, 3.57%^(D), 12/21/2065 ^(A)		256,000		102,400
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
4.25%, 02/01/2027^(A)		566,000		447,140
5.25%, 03/15/2022^(A)		1,326,000		1,186,770


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Financial Services (continued)
Virgin Media Secured Finance PLC
5.50%, 08/15/2026 - 05/15/2029^(A)		$ 1,684,000		$ 1,682,495

				7,237,327

Diversified Telecommunication Services - 3.8%
CenturyLink, Inc.
5.13%, 12/15/2026^(A)		620,000		620,000
5.80%, 03/15/2022		250,000		253,127
6.45%, 06/15/2021		783,000		794,745
6.75%, 12/01/2023		123,000		130,724
7.50%, 04/01/2024		695,000		761,025
Front Range BidCo, Inc.
4.00%, 03/01/2027^(A)		521,000		498,206
Frontier Communications Corp.
7.63%, 04/15/2024		891,000		222,750
8.50%, 04/01/2026^(A)		259,000		237,633
8.75%, 04/15/2022		389,000		100,168
9.00%, 08/15/2031		1,091,000		272,750
10.50%, 09/15/2022		405,000		105,300
11.00%, 09/15/2025		357,000		93,713
Hughes Satellite Systems Corp.
5.25%, 08/01/2026		118,000		116,820
6.63%, 08/01/2026		379,000		383,895
7.63%, 06/15/2021		1,298,000		1,323,960
Intelsat Jackson Holdings SA
8.00%, 02/15/2024^(A)		185,000		178,754
8.50%, 10/15/2024^{(A) (B)}		970,000		610,809
9.50%, 09/30/2022^(A)		355,000		362,100
Level 3 Financing, Inc.
5.38%, 01/15/2024		145,000		145,000
Sprint Capital Corp.
8.75%, 03/15/2032		382,000		505,195
Virgin Media Finance PLC
6.00%, 10/15/2024^(A)		200,000		193,000

				7,909,674

Electric Utilities - 1.1%
Elwood Energy LLC
8.16%, 07/05/2026		702,392		769,120
NextEra Energy Operating Partners, LP
4.25%, 07/15/2024^(A)		436,000		425,100
NRG Energy, Inc.
7.25%, 05/15/2026		864,000		905,040
Vistra Operations Co. LLC
5.00%, 07/31/2027^(A)		251,000		254,765

				2,354,025

Energy Equipment & Services - 1.0%
CSI Compressco, LP / CSI Compressco Finance, Inc.
7.25%, 08/15/2022		1,003,000		551,650
7.50%, 04/01/2025^(A)		240,000		160,802
Genesis Energy, LP / Genesis Energy Finance Corp.
6.25%, 05/15/2026		274,000		191,800
6.50%, 10/01/2025		598,000		432,235
KCA Deutag Finance PLC
9.63%, 04/01/2023^(A)		730,000		259,150
Noble Holding International, Ltd.
6.05%, 03/01/2041		527,000		26,350
8.95%, 04/01/2045		359,000		17,950


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Energy Equipment & Services (continued)
USA Compression Partners, LP / USA Compression Finance Corp.
6.88%, 09/01/2027		$ 568,000		$ 352,160

				1,992,097

Entertainment - 0.6%
Netflix, Inc.
4.88%, 04/15/2028		698,000		718,940
4.88%, 06/15/2030^(A)		431,000		437,530
5.38%, 11/15/2029^(A)		159,000		164,986

				1,321,456

Equity Real Estate Investment Trusts - 2.3%
CBL & Associates, LP
5.25%, 12/01/2023		1,214,000		301,983
5.95%, 12/15/2026		316,000		58,460
HAT Holdings I LLC / HAT Holdings II LLC
5.25%, 07/15/2024^(A)		494,000		474,240
Iron Mountain US Holdings, Inc.
5.38%, 06/01/2026^(A)		324,000		327,240
Iron Mountain, Inc.
4.38%, 06/01/2021^(A)		309,000		305,910
5.25%, 03/15/2028^(A)		938,000		926,556
iStar, Inc.
4.25%, 08/01/2025		654,000		537,850
5.25%, 09/15/2022		404,000		372,690
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc.
5.75%, 02/01/2027		480,000		417,600
SBA Communications Corp.
4.00%, 10/01/2022		415,000		414,875
Service Properties Trust
4.35%, 10/01/2024		383,000		281,140
4.75%, 10/01/2026		383,000		290,472

				4,709,016

Food & Staples Retailing - 1.9%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP
4.63%, 01/15/2027^(A)		394,000		392,030
5.75%, 03/15/2025		966,000		976,046
6.63%, 06/15/2024		1,027,000		1,042,405
7.50%, 03/15/2026^(A)		155,000		167,059
Rite Aid Corp.
6.13%, 04/01/2023^(A)		890,000		765,400
7.50%, 07/01/2025^(A)		516,000		490,200

				3,833,140

Food Products - 2.3%
B&G Foods, Inc.
5.25%, 09/15/2027		1,017,000		991,575
JBS USA LUX SA / JBS USA Finance, Inc.
5.75%, 06/15/2025^(A)		336,000		339,360
Kraft Heinz Foods Co.
5.00%, 07/15/2035		397,000		394,701
Pilgrim’s Pride Corp.
5.88%, 09/30/2027^(A)		1,126,000		1,121,946
Post Holdings, Inc.
4.63%, 04/15/2030^(A)		235,000		225,013
5.00%, 08/15/2026^(A)		692,000		712,172
5.50%, 12/15/2029^(A)		528,000		547,694
5.63%, 01/15/2028^(A)		413,000		419,195

				4,751,656


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Providers & Services - 5.3%
Centene Corp.
3.38%, 02/15/2030 ^(A)		$ 76,000		$ 70,680
4.25%, 12/15/2027 ^(A)		257,000		251,860
4.63%, 12/15/2029^(A)		187,000		187,935
CHS / Community Health Systems, Inc.
6.25%, 03/31/2023		435,000		412,978
6.63%, 02/15/2025 ^(A)		320,000		296,000
8.00%, 03/15/2026 ^(A)		1,429,000		1,357,550
8.13%, 06/30/2024 ^(A)		186,000		128,876
DaVita HealthCare Partners, Inc.
5.13%, 07/15/2024		562,000		560,314
DaVita, Inc.
5.00%, 05/01/2025		585,000		584,234
Encompass Health Corp.
4.50%, 02/01/2028		311,000		304,780
4.75%, 02/01/2030		218,000		213,640
5.75%, 11/01/2024 - 09/15/2025		1,281,000		1,260,024
HCA, Inc.
3.50%, 09/01/2030		599,000		543,420
5.25%, 04/15/2025 - 06/15/2026		586,000		614,579
5.88%, 02/15/2026 - 02/01/2029		1,570,000		1,654,975
Tenet Healthcare Corp.
4.88%, 01/01/2026 ^(A)		617,000		587,692
5.13%, 05/01/2025		763,000		728,665
5.13%, 11/01/2027 ^(A)		317,000		301,943
6.75%, 06/15/2023		369,000		340,403
8.13%, 04/01/2022		607,000		578,167

				10,978,715

Hotels, Restaurants & Leisure - 6.5%
Boyd Gaming Corp.
4.75%, 12/01/2027 ^(A)		258,000		212,850
6.00%, 08/15/2026		337,000		289,820
6.38%, 04/01/2026		405,000		350,325
Boyne USA, Inc.
7.25%, 05/01/2025 ^(A)		845,000		806,975
GLP Capital, LP / GLP Financing II, Inc.
5.25%, 06/01/2025		689,000		637,325
Hilton Domestic Operating Co., Inc.
4.88%, 01/15/2030		471,000		400,350
5.13%, 05/01/2026		847,000		796,180
International Game Technology PLC
6.25%, 02/15/2022 - 01/15/2027 ^(A)		1,114,000		1,013,739
6.50%, 02/15/2025 ^(A)		578,000		511,466
Marriott Ownership Resorts, Inc. / ILG LLC
6.50%, 09/15/2026		786,000		683,820
MGM Resorts International
5.50%, 04/15/2027		670,000		609,700
5.75%, 06/15/2025		859,000		768,805
NCL Corp., Ltd.
3.63%, 12/15/2024 ^(A)		376,000		239,813
Scientific Games International, Inc.
5.00%, 10/15/2025 ^(A)		703,000		611,610
7.00%, 05/15/2028 ^(A)		363,000		223,245
7.25%, 11/15/2029 ^(A)		356,000		222,500
8.25%, 03/15/2026 ^(A)		1,352,000		865,429
Station Casinos LLC
4.50%, 02/15/2028 ^(A)		922,000		746,820
Viking Cruises, Ltd.
5.88%, 09/15/2027 ^(A)		2,383,000		1,394,317
6.25%, 05/15/2025 ^(A)		787,000		503,680


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Hotels, Restaurants & Leisure (continued)
Wyndham Destinations, Inc.
4.25%, 03/01/2022		$ 288,000		$ 254,074
5.40%, 04/01/2024		1,162,000		981,890
5.75%, 04/01/2027		446,000		372,410
6.35%, 10/01/2025		8,000		6,720

				13,503,863

Household Durables - 2.5%
Beazer Homes USA, Inc.
5.88%, 10/15/2027^(B)		562,000		424,310
6.75%, 03/15/2025		423,000		340,515
7.25%, 10/15/2029		391,000		297,160
Century Communities, Inc.
5.88%, 07/15/2025		1,507,000		1,269,663
6.75%, 06/01/2027		521,000		441,495
KB Home
4.80%, 11/15/2029		590,000		495,600
7.63%, 05/15/2023		844,000		848,220
Lennar Corp.
4.75%, 05/30/2025		311,000		297,005
5.00%, 06/15/2027		579,000		529,785
Meritage Homes Corp.
5.13%, 06/06/2027		289,000		271,660

				5,215,413

Independent Power & Renewable Electricity Producers - 0.6%
Calpine Corp.
4.50%, 02/15/2028 ^(A)		765,000		741,476
5.13%, 03/15/2028 ^(A)		472,000		434,240

				1,175,716

Insurance - 1.4%
Hartford Financial Services Group, Inc.
3-Month LIBOR + 2.13%, 3.82%^(D), 02/12/2067 ^(A)		1,383,000		894,123
Lincoln National Corp.
3-Month LIBOR + 2.36%, 4.05%^(D), 05/17/2066 ^(B)		1,714,000		1,062,680
Ohio National Financial Services, Inc.
5.55%, 01/24/2030^(A)		961,000		966,048

				2,922,851

IT Services - 0.0%^(G)
Science Applications International Corp.
4.88%, 04/01/2028 ^(A)		103,000		98,880

Leisure Products - 0.2%
Mattel, Inc.
3.15%, 03/15/2023^(B)		228,000		214,320
5.45%, 11/01/2041		200,000		158,000
6.75%, 12/31/2025 ^(A)		108,000		109,825

				482,145

Machinery - 0.8%
Colfax Corp.
6.00%, 02/15/2024 ^(A)		512,000		494,080
6.38%, 02/15/2026 ^(A)		158,000		155,630
Meritor, Inc.
6.25%, 02/15/2024		1,067,000		1,013,767

				1,663,477

Media - 8.4%
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50%, 08/15/2030 - 05/01/2032 ^(A)		676,000		661,050
4.75%, 03/01/2030^(A)		985,000		980,075


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Media (continued)
CCO Holdings LLC / CCO Holdings Capital Corp. (continued)
5.00%, 02/01/2028^(A)		$ 773,000		$ 774,932
5.38%, 06/01/2029^(A)		290,000		298,004
5.50%, 05/01/2026^(A)		1,395,000		1,415,925
5.75%, 02/15/2026^(A)		411,000		416,199
Clear Channel Worldwide Holdings, Inc.
5.13%, 08/15/2027^(A)		526,000		497,727
9.25%, 02/15/2024^(A)		677,000		580,527
CSC Holdings LLC
5.38%, 07/15/2023^(A)		340,000		339,997
6.50%, 02/01/2029^(A)		251,000		270,701
6.63%, 10/15/2025^(A)		452,000		475,192
7.75%, 07/15/2025^(A)		800,000		832,000
10.88%, 10/15/2025^(A)		483,000		522,244
Diamond Sports Group LLC / Diamond Sports Finance Co.
5.38%, 08/15/2026^(A)		857,000		696,330
DISH DBS Corp.
5.00%, 03/15/2023		907,000		867,818
5.88%, 07/15/2022		219,000		213,267
6.75%, 06/01/2021		535,000		542,490
7.75%, 07/01/2026^(B)		409,000		420,247
Gray Television, Inc.
7.00%, 05/15/2027^(A)		285,000		283,575
iHeartCommunications, Inc.
8.38%, 05/01/2027		473,000		411,803
LCPR Senior Secured Financing DAC
6.75%, 10/15/2027^(A)		684,000		673,740
Scripps Escrow, Inc.
5.88%, 07/15/2027^(A)		290,000		255,200
Sinclair Television Group, Inc.
5.50%, 03/01/2030^(A)		760,000		628,900
5.63%, 08/01/2024^(A)		357,000		328,886
Sirius XM Radio, Inc.
4.63%, 07/15/2024^(A)		369,000		374,509
5.50%, 07/01/2029^(A)		315,000		321,300
TEGNA, Inc.
4.63%, 03/15/2028^(A)		370,000		325,138
Terrier Media Buyer, Inc.
8.88%, 12/15/2027^(A)		470,000		397,150
Univision Communications, Inc.
5.13%, 05/15/2023^(A)		1,576,000		1,394,760
Ziggo Bond Co. BV
6.00%, 01/15/2027^(A)		500,000		485,000
Ziggo BV
5.50%, 01/15/2027^(A)		725,000		725,000

				17,409,686

Metals & Mining - 4.6%
Alcoa Nederland Holding BV
7.00%, 09/30/2026^(A)		847,000		787,710
Cleveland-Cliffs, Inc.
4.88%, 01/15/2024^(A)		634,000		580,110
5.75%, 03/01/2025^(B)		101,000		78,023
5.88%, 06/01/2027^(A)		487,000		294,635
6.75%, 03/15/2026^(A)		150,000		133,500
Constellium SE
5.75%, 05/15/2024^{(A) (B)}		804,000		717,650
5.88%, 02/15/2026^{(A) (B)}		252,000		219,240
6.63%, 03/01/202 5^(A)		1,024,000		921,600
First Quantum Minerals, Ltd.
7.25%, 04/01/2023^(A)		491,000		413,361
Freeport-McMoRan, Inc.
4.13%, 03/01/2028		341,000		297,522
4.25%, 03/01/2030		341,000		296,670
4.55%, 11/14/2024		239,000		225,138
5.45%, 03/15/2043		910,000		814,450


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Metals & Mining (continued)
Mineral Resources, Ltd.
8.13%, 05/01/2027^(A)		$ 631,000		$ 591,165
New Gold, Inc.
6.25%, 11/15/2022^(A)		571,000		554,584
6.38%, 05/15/2025^(A)		571,000		530,673
Novelis Corp.
4.75%, 01/30/2030^(A)		463,000		412,070
5.88%, 09/30/2026^(A)		479,000		470,074
Teck Resources, Ltd.
6.00%, 08/15/2040		1,183,000		1,014,162
6.25%, 07/15/2041		134,000		115,831

				9,468,168

Multiline Retail - 0.1%
Macy’s Retail Holdings, Inc.
3.45%, 01/15/2021		358,000		285,948

Oil, Gas & Consumable Fuels - 8.0%
Antero Resources Corp.
5.00%, 03/01/2025		610,000		225,700
Callon Petroleum Co.
6.13%, 10/01/2024		1,430,000		253,825
6.25%, 04/15/2023		523,000		124,213
6.38%, 07/01/2026		235,000		39,363
8.25%, 07/15/2025		839,000		134,240
Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/2025		520,000		435,566
Cheniere Energy Partners, LP
5.63%, 10/01/2026		656,000		603,520
Chesapeake Energy Corp.
7.00%, 10/01/2024		490,000		36,750
7.50%, 10/01/2026		704,000		49,280
11.50%, 01/01/2025^(A)		395,000		67,150
Continental Resources, Inc.
5.00%, 09/15/2022		328,000		209,244
CrownRock, LP / CrownRock Finance, Inc.
5.63%, 10/15/2025^(A)		1,046,000		543,920
DCP Midstream Operating, LP
5.38%, 07/15/2025		161,000		109,931
DCP Midstream, LP
Fixed until 12/15/2022^(C), 7.38%^(D)		718,000		287,200
Denbury Resources, Inc.
7.75%, 02/15/2024^(A)		328,000		49,266
9.00%, 05/15/2021^(A)		768,000		224,640
eG Global Finance PLC
6.75%, 02/07/2025^(A)		951,000		779,820
8.50%, 10/30/2025^(A)		268,000		238,520
EP Energy LLC / Everest Acquisition Finance, Inc.
7.75%, 05/15/2026^{(A) (H)}		553,000		66,360
8.00%, 11/29/2024^{(A) (H)}		275,000		5,500
Gulfport Energy Corp.
6.00%, 10/15/2024		373,000		91,385
6.38%, 05/15/2025 - 01/15/2026		1,045,000		234,343
Hess Midstream Operations, LP
5.13%, 06/15/2028^(A)		626,000		439,953
HighPoint Operating Corp.
8.75%, 06/15/2025		736,000		342,240
Kinder Morgan, Inc.
7.75%, 01/15/2032, MTN		245,000		283,799
8.05%, 10/15/2030, MTN		134,000		152,849
Moss Creek Resources Holdings, Inc.
7.50%, 01/15/2026^(A)		115,000		33,350
10.50%, 05/15/2027^(A)		441,000		143,325
NuStar Logistics, LP
4.80%, 09/01/2020		1,323,000		1,151,010
5.63%, 04/28/2027		451,000		346,729


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
NuStar Logistics, LP (continued)
6.00%, 06/01/2026		$ 100,000		$ 74,000
6.75%, 02/01/2021		461,000		366,495
Oasis Petroleum, Inc.
6.25%, 05/01/2026^(A)		432,000		69,120
6.88%, 03/15/2022		1,167,000		230,482
Occidental Petroleum Corp.
2.70%, 08/15/2022		648,000		462,053
4.85%, 03/15/2021		365,000		306,414
5.55%, 03/15/2026		1,118,000		591,318
Parkland Fuel Corp.
5.88%, 07/15/2027^(A)		531,000		497,759
Parsley Energy LLC / Parsley Finance Corp.
5.25%, 08/15/2025^(A)		240,000		182,400
5.38%, 01/15/2025^(A)		505,000		390,102
5.63%, 10/15/2027^(A)		380,000		267,900
PDC Energy, Inc.
6.13%, 09/15/2024		1,270,000		677,862
Shelf Drilling Holdings, Ltd.
8.25%, 02/15/2025^(A)		418,000		199,804
SM Energy Co.
5.63%, 06/01/2025		169,000		46,054
6.13%, 11/15/2022		701,000		296,613
6.63%, 01/15/2027		832,000		242,166
6.75%, 09/15/2026		118,000		35,400
Southwestern Energy Co.
7.50%, 04/01/2026^(B)		870,000		569,850
Summit Midstream Holdings LLC / Summit Midstream Finance Corp.
5.75%, 04/15/2025		343,000		37,730
Summit Midstream Partners, LP
Fixed until 12/15/2022^(C), 9.50%^(D)		672,000		9,657
Targa Resources Partners, LP / Targa Resources Partners Finance Corp.
5.00%, 01/15/2028^(B)		450,000		362,729
5.13%, 02/01/2025		991,000		844,728
5.50%, 03/01/2030^{(A) (B)}		628,000		485,067
6.50%, 07/15/2027		255,000		217,387
6.75%, 03/15/2024		847,000		745,360
Ultra Resources, Inc.
6.88%, 04/15/2022^(A)		118,000		1,475
7.13%, 04/15/2025^(A)		587,000		11,740
Whiting Petroleum Corp.
5.75%, 03/15/2021		845,000		56,784
6.63%, 01/15/2026		511,000		34,493
WPX Energy, Inc.
5.25%, 09/15/2024		476,000		290,360
8.25%, 08/01/2023		268,000		196,980

				16,503,273

Paper & Forest Products - 0.2%
Boise Cascade Co.
5.63%, 09/01/2024^(A)		375,000		355,313

Pharmaceuticals - 2.0%
Bausch Health Americas, Inc.
8.50%, 01/31/2027^(A)		353,000		368,885
9.25%, 04/01/2026^(A)		515,000		544,252
Bausch Health Cos., Inc.
5.00%, 01/30/2028^(A)		105,000		99,404
5.25%, 01/30/2030^(A)		105,000		99,284
5.50%, 11/01/2025^(A)		278,000		280,863
5.88%, 05/15/2023^(A)		87,000		86,565
6.13%, 04/15/2025^(A)		554,000		545,690
6.50%, 03/15/2022^(A)		125,000		126,250
7.00%, 01/15/2028^(A)		161,000		165,250


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Pharmaceuticals (continued)
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023^(A)		$ 1,243,000		$ 900,404
Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023^(A)		462,000		323,400
Par Pharmaceutical, Inc.
7.50%, 04/01/2027^(A)		587,000		584,065

				4,124,312

Road & Rail - 1.9%
Avolon Holdings Funding, Ltd.
5.13%, 10/01/2023^(A)		647,000		558,800
5.25%, 05/15/2024^(A)		161,000		137,109
Hertz Corp.
5.50%, 10/15/2024^(A)		915,000		519,079
6.00%, 01/15/2028^(A)		1,182,000		620,550
6.25%, 10/15/2022^(B)		456,000		319,428
Park Aerospace Holdings, Ltd.
5.25%, 08/15/2022^(A)		183,000		165,362
Uber Technologies, Inc.
7.50%, 09/15/2027^(A)		1,134,000		1,119,485
8.00%, 11/01/2026^(A)		426,000		422,805

				3,862,618

Semiconductors & Semiconductor Equipment - 0.1%
Sensata Technologies, Inc., Co.
4.38%, 02/15/2030		295,000		265,500

Software - 1.0%
Infor US, Inc.
6.50%, 05/15/2022		650,000		638,625
Open Text Corp.
3.88%, 02/15/2028^(A)		670,000		629,800
Sophia, LP / Sophia Finance, Inc.
9.00%, 09/30/2023^(A)		790,000		790,000

				2,058,425

Specialty Retail - 0.8%
L Brands, Inc.
5.25%, 02/01/2028		157,000		119,933
6.75%, 07/01/2036		764,000		550,080
6.88%, 11/01/2035		500,000		370,000
Staples, Inc.
7.50%, 04/15/2026^(A)		787,000		695,511

				1,735,524

Technology Hardware, Storage & Peripherals - 2.0%
Dell International LLC / EMC Corp.
4.90%, 10/01/2026^(A)		239,000		235,222
5.88%, 06/15/2021^(A)		568,000		568,710
6.02%, 06/15/2026^(A)		239,000		246,668
7.13%, 06/15/2024^(A)		237,000		244,702
8.35%, 07/15/2046^(A)		560,000		664,863
NCR Corp.
5.75%, 09/01/2027^(A)		312,000		283,920
6.13%, 09/01/2029^(A)		348,000		324,997
Seagate HDD Cayman
4.75%, 01/01/2025^(B)		167,000		166,061
4.88%, 03/01/2024 - 06/01/2027		876,000		871,392
Western Digital Corp.
4.75%, 02/15/2026		622,000		631,330

				4,237,865

Trading Companies & Distributors - 1.3%
United Rentals North America, Inc.
4.00%, 07/15/2030		444,000		397,380


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Trading Companies & Distributors (continued)
United Rentals North America, Inc. (continued)
4.63%, 10/15/2025		$ 483,000		$ 463,680
5.50%, 07/15/2025 - 05/15/2027		1,226,000		1,206,014
6.50%, 12/15/2026		609,000		618,135

				2,685,209

Wireless Telecommunication Services - 1.9%
Altice France SA
7.38%, 05/01/2026^(A)		1,066,000		1,058,165
Sprint Corp.
7.13%, 06/15/2024		1,292,000		1,418,164
7.25%, 09/15/2021		2,000		2,061
7.63%, 03/01/2026		734,000		830,741
T-Mobile USA, Inc.
4.50%, 02/01/2026		412,000		421,270
6.50%, 01/15/2024		273,000		277,095

				4,007,496

Total Corporate Debt Securities (Cost $234,896,779)				195,407,736


LOAN ASSIGNMENTS - 2.3%
Communications Equipment - 0.5%
Avaya, Inc.
Term Loan B,
1-Month LIBOR + 4.25%, 4.95%^(D), 12/15/2024		1,170,669		983,362

Hotels, Restaurants & Leisure - 0.4%
Connect Finco SARL
Term Loan B,
1-Month LIBOR + 4.50%, 5.50%^(D), 12/11/2026		1,000,000		795,000

Media - 0.2%
Clear Channel Outdoor Holdings, Inc.
Term Loan B,
1-Month LIBOR + 3.50%, 4.49%^(D), 08/21/2026		383,075		341,895

Software - 0.6%
Infor, Inc.
Term Loan B6,
1-Month LIBOR + 2.75%, 3.75%^(D), 02/01/2022		1,288,897		1,235,408

Wireless Telecommunication Services - 0.6%
Sprint Communications, Inc.
1st Lien Term Loan B,
1-Month LIBOR + 2.50%, 3.50%^(D), 02/02/2024		1,110,687		1,102,357
Term Loan B,
1-Month LIBOR + 3.00%, 4.00%^(D), 02/02/2024		194,708		191,625

				1,293,982

Total Loan Assignments (Cost $5,100,707)				4,649,647


	Shares		Value
COMMON STOCKS - 0.3%
Capital Markets - 0.0%^(G)
Motors Liquidation Co. GUC Trust^(I)		346		$ 3,377

Chemicals - 0.2%
Hexion Holdings Corp., Class B^(I)		50,350		478,325

Electric Utilities - 0.1%
Homer City Generation LLC^{(I) (J) (K) (L)}		39,132		152,224

Total Common Stocks (Cost $3,626,318)				633,926


PREFERRED STOCKS - 1.2%
Banks - 1.0%
GMAC Capital Trust I,
Series 2, 3-Month LIBOR + 5.79%, 7.48%^(D) (M)		106,300		2,180,213

Building Products - 0.2%
Associated Materials Group, Inc.,
PIK Rate 0.00%, Cash Rate 0.00%^{(F) (I) (J) (K) (L)}		1,704,643		329,132

Total Preferred Stocks (Cost $4,204,662)				2,509,345


WARRANT - 0.0%
Building Products - 0.0%
Associated Materials Group, Inc.,^{(E) (I) (J) (K) (L) (N)}
Exercise Price $0,
Expiration Date 11/17/2023		15,911		0

Total Warrant (Cost $0)				0


OTHER INVESTMENT COMPANY - 1.9%
Securities Lending Collateral - 1.9%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(M)		3,996,930		3,996,930

Total Other Investment Company (Cost $3,996,930)				3,996,930


	Principal		Value

REPURCHASE AGREEMENT - 0.7%
Fixed Income Clearing Corp., 0.00%^(M), dated 03/31/2020, to be repurchased at $1,436,873 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $1,465,734.		$ 1,436,873		1,436,873

Total Repurchase Agreement (Cost $1,436,873)				1,436,873

Total Investments (Cost $253,262,269)				208,634,457
Net Other Assets (Liabilities) - (0.6)%				(1,249,258	)

Net Assets - 100.0%				$ 207,385,199


	Principal		Value
ASSET-BACKED SECURITIES - 6.3%
Access to Loans for Learning Student Loan Corp.
Series 2012-1, Class A,
1-Month LIBOR + 0.70%, 1.65% ^(A), 07/25/2036		$ 3,083,751		$ 2,953,995
Capital One Multi-Asset Execution Trust
Series 2017-A4, Class A4,
1.99%, 07/17/2023		3,250,000		3,251,949
Citibank Credit Card Issuance Trust
Series 2017-A3, Class A3,
1.92%, 04/07/2022		21,421,000		21,418,858
Dell Equipment Finance Trust
Series 2019-1, Class A2,
2.78%, 08/23/2021^(B)		1,088,859		1,083,104
Edsouth Indenture No. 3 LLC
Series 2012-2, Class A,
1-Month LIBOR + 0.73%, 1.68% ^(A), 04/25/2039 ^(B)		1,616,055		1,570,737
Ford Credit Auto Lease Trust
Series 2018-A, Class A3,
2.93%, 06/15/2021		4,081,727		4,082,856
GreatAmerica Leasing Receivables Funding LLC
Series 2018-1, Class A3,
2.60%, 06/15/2021^(B)		812,956		813,637
Navient Student Loan Trust
Series 2017-1A, Class A2,
1-Month LIBOR + 0.75%, 1.70%^(A), 07/26/2066 ^(B)		1,989,505		1,972,044
SBA Small Business Investment Cos.
Series 2012-10B, Class 1,
2.25%, 09/10/2022		1,372,217		1,385,722
SLM Student Loan Trust
Series 2006-2, Class A6,
3-Month LIBOR + 0.17%, 1.96%^(A), 01/25/2041		4,264,144		3,945,217
South Carolina Student Loan Corp.
Series 2010-1, Class A2,
3-Month LIBOR + 1.00%, 2.79%^(A), 07/25/2025		567,712		567,689
Verizon Owner Trust
Series 2018-1A, Class A1A,
2.82%, 09/20/2022^(B)		1,200,000		1,201,495

Total Asset-Backed Securities (Cost $44,383,008)				44,247,303


CORPORATE DEBT SECURITIES - 4.7%
Banks - 0.3%
Bank of America Corp.
Fixed until 02/13/2030, 2.50%^(A), 02/13/2031, MTN		1,500,000		1,450,392
Barclays Bank PLC
10.18%, 06/12/2021^(B)		304,000		324,765
ING Bank NV
5.80%, 09/25/2023^(B)		316,000		342,361

				2,117,518


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Beverages - 0.1%
Constellation Brands, Inc.
3.15%, 08/01/2029		$ 303,000		$ 281,425

Capital Markets - 0.5%
Goldman Sachs Group, Inc.
4.00%, 03/03/2024		1,645,000		1,719,334
Morgan Stanley
Fixed until 01/22/2030, 2.70%^(A), 01/22/2031, MTN		1,500,000		1,466,578
3.75%, 02/25/2023, MTN		316,000		327,595

				3,513,507

Consumer Finance - 0.1%
Discover Financial Services
3.85%, 11/21/2022		485,000		495,092
Ford Motor Credit Co. LLC
4.25%, 09/20/2022		298,000		277,140

				772,232

Diversified Financial Services - 1.9%
Aviation Capital Group LLC
2.88%, 01/20/2022^(B)		208,000		188,029
7.13%, 10/15/2020^(B)		1,403,000		1,387,348
Portmarnock Leasing LLC
1.74%, 10/22/2024		1,260,937		1,273,434
Private Export Funding Corp.
3.27%, 11/08/2021^(B)		10,000,000		10,324,762

				13,173,573

Diversified Telecommunication Services - 0.3%
AT&T, Inc.
2.45%, 06/30/2020		422,000		421,748
Verizon Communications, Inc.
4.02%, 12/03/2029		1,500,000		1,684,657

				2,106,405

Electrical Equipment - 0.0%^(C)
Siemens Financieringsmaatschappij NV
2.15%, 05/27/2020^(B)		263,000		263,026

Food & Staples Retailing - 0.1%
Walgreens Boots Alliance, Inc.
3.30%, 11/18/2021		263,000		266,846

Health Care Equipment & Supplies - 0.0%^(C)
Abbott Laboratories
3.40%, 11/30/2023		184,000		193,094

Health Care Providers & Services - 0.5%
CVS Health Corp.
3.75%, 04/01/2030		1,500,000		1,544,483
Humana, Inc.
4.88%, 04/01/2030		1,500,000		1,608,257

				3,152,740

Insurance - 0.1%
Fidelity National Financial, Inc.
5.50%, 09/01/2022		369,000		405,056

Media - 0.2%
Comcast Corp.
3.40%, 04/01/2030		1,500,000		1,625,849


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-Utilities - 0.2%
Consolidated Edison Co. of New York, Inc.
3.35%, 04/01/2030		$ 1,500,000		$ 1,543,587

Oil, Gas & Consumable Fuels - 0.0%^(C)
BP Capital Markets PLC
4.74%, 03/11/2021		263,000		264,331

Semiconductors & Semiconductor Equipment - 0.2%
NVIDIA Corp.
2.85%, 04/01/2030		1,500,000		1,565,425

Specialty Retail - 0.2%
Lowe’s Cos., Inc.
4.50%, 04/15/2030		1,500,000		1,653,037

Total Corporate Debt Securities (Cost $31,942,376)				32,897,651


MORTGAGE-BACKED SECURITIES - 3.9%
COMM Mortgage Trust
Series 2012-CR4, Class A3,
2.85%, 10/15/2045		2,544,460		2,508,612
Series 2013-CR9, Class A4,
4.22%^(A), 07/10/2045		3,000,000		3,135,119
Series 2013-WWP, Class A2,
3.42%, 03/10/2031^(B)		5,000,000		5,150,417
Eleven Madison Mortgage Trust
Series 2015-11MD, Class A,
3.55%^(A), 09/10/2035^(B)		5,000,000		4,942,374
GS Mortgage Securities Trust
Series 2014-GC18, Class A4,
4.07%, 01/10/2047		3,000,000		3,166,209
JPMBB Commercial Mortgage Securities Trust
Series 2013-C12, Class A5,
3.66%, 07/15/2045		4,535,000		4,720,443
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C11, Class A4,
4.15%^(A), 08/15/2046		3,500,000		3,653,551

Total Mortgage-Backed Securities (Cost $27,068,520)				27,276,725


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.6%
Texas - 0.4%
North Texas Higher Education Authority, Inc., Revenue Bonds,
Series 1,
1-Month LIBOR + 1.00%, 2.58%^(A), 12/01/2034		2,901,749		2,882,859

Vermont - 0.2%
Vermont Student Assistance Corp., Certificate of Obligation,
1-Month LIBOR + 0.70%, 2.30%^(A), 07/28/2034		1,415,288		1,410,886

Total Municipal Government Obligations (Cost $4,309,725)				4,293,745


U.S. GOVERNMENT AGENCY OBLIGATIONS - 57.0%
Federal Farm Credit Banks Funding Corp.
1.75%, 01/28/2026		25,000,000		26,364,024
2.49%, 07/27/2026		25,000,000		26,854,426
Federal Home Loan Bank
2.38%, 03/14/2025		25,000,000		27,348,609
3.25%, 11/16/2028^(D)		6,000,000		7,091,670


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.31%, 08/25/2022		$ 5,150,000		$ 5,264,453
2.65%, 11/25/2029		3,000,000		3,311,086
3.01%, 07/25/2025		5,000,000		5,399,954
3.11%, 02/25/2023		10,000,000		10,473,877
3.19%^(A), 09/25/2027		4,070,000		4,575,917
3.25%^(A), 04/25/2023		7,294,000		7,684,023
3.29%, 11/25/2027		15,000,000		17,000,049
3.30%, 04/25/2029		10,000,000		11,507,823
3.31%, 09/25/2025		15,000,000		16,462,374
3.53%, 06/25/2020		3,038,588		3,039,155
3.77%, 12/25/2028		5,000,000		5,895,391
3.90%^(A), 08/25/2028		8,484,000		10,108,096
3.97%^(A), 01/25/2021		2,945,000		2,994,295
4.08%^(A), 11/25/2020		3,469,692		3,516,720
Federal National Mortgage Association
2.38%, 01/19/2023^(D)		18,500,000		19,497,115
2.63%, 09/06/2024^(D)		4,000,000		4,362,605
2.88%, 09/12/2023		2,000,000		2,155,999
Government National Mortgage Association
3.00%, TBA^(E)		27,000,000		28,540,898
3.66%^(A), 10/20/2061		84,252		84,202
3.98%^(A), 09/20/2061		186,339		191,991
4.25%^(A), 06/20/2062		265,696		276,290
4.63%^(A), 07/20/2061		11,235		11,509
4.70%^(A), 08/20/2061 - 12/20/2061		471,820		473,137
Residual Funding Corp., Principal Only STRIPS
07/15/2020 - 01/15/2021		19,367,000		19,285,708
Tennessee Valley Authority
2.88%, 02/01/2027		6,000,000		6,433,565
3.50%, 12/15/2042		5,000,000		5,810,988
4.25%, 09/15/2065		5,000,000		7,190,790
4.88%, 01/15/2048		5,000,000		7,904,532
Uniform Mortgage-Backed Security
2.50%, TBA^(E)		70,000,000		72,515,625
3.00%, TBA^(E)		30,000,000		31,449,609
United States International Development Finance Corp.
5.14%, 12/15/2023		6,445		7,017

Total U.S. Government Agency Obligations (Cost $386,750,178)				401,083,522


U.S. GOVERNMENT OBLIGATIONS - 39.3%
U.S. Treasury - 39.3%
U.S. Treasury Bond
2.00%, 02/15/2050^(D)		34,500,000		39,967,441
2.50%, 02/15/2045		1,000,000		1,250,352
2.75%, 11/15/2047		1,018,000		1,350,321
3.00%, 05/15/2042 - 11/15/2045^(D)		6,519,000		8,870,468
3.00%, 02/15/2048		2,000,000		2,776,563
3.38%, 05/15/2044 - 11/15/2048		6,500,000		9,324,668
3.50%, 02/15/2039		1,414,500		2,015,220
3.63%, 08/15/2043		1,814,000		2,678,059
4.38%, 05/15/2040		9,181,700		14,601,414
4.50%, 02/15/2036^(D)		6,340,000		9,723,480
U.S. Treasury Note
0.50%, 03/15/2023^(D)		37,000,000		37,234,140
1.13%, 02/28/2021 - 02/28/2022		69,910,000		70,961,674
1.13%, 02/28/2025 - 02/28/2027^(D)		41,000,000		42,590,586
1.25%, 03/31/2021^(D)		4,362,000		4,410,902


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Note (continued)
1.50%, 02/15/2030^(D)		$ 6,000,000		$ 6,460,078
2.00%, 05/31/2024^(D)		8,791,000		9,391,947
2.13%, 05/31/2021 - 05/31/2026		8,624,000		8,909,547
2.50%, 01/31/2025		3,000,000		3,304,805
2.88%, 05/15/2049		900,000		1,228,043

Total U.S. Government Obligations (Cost $263,322,548)				277,049,708


SHORT-TERM U.S. GOVERNMENT AGENCY OBLIGATIONS - 7.2%
Federal Home Loan Bank Discount Notes
0.46%^(F), 04/03/2020		30,000,000		29,999,250
Tennessee Valley Authority Discount Notes
0.71%^(F), 04/08/2020		21,000,000		20,997,142

Total Short-Term U.S. Government Agency Obligations (Cost $50,996,392)				50,996,392


	Shares		Value
OTHER INVESTMENT COMPANY - 6.3%
Securities Lending Collateral - 6.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(F)		44,066,786		44,066,786

Total Other Investment Company (Cost $44,066,786)				44,066,786


	Principal		Value
REPURCHASE AGREEMENT - 0.4%
Fixed Income Clearing Corp., 0.00%^(F), dated 03/31/2020, to be repurchased at $3,108,141 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $3,171,410.		$ 3,108,141		3,108,141

Total Repurchase Agreement (Cost $3,108,141)				3,108,141

Total Investments (Cost $855,947,674)				885,019,973
Net Other Assets (Liabilities) - (25.7)%				(181,087,406	)

Net Assets - 100.0%				$ 703,932,567


	Shares		Value
INVESTMENT COMPANY - 87.9%
U.S. Mixed Allocation Fund - 87.9%
American Funds Insurance Series - Asset Allocation Fund		39,260,236		$ 817,005,514

Total Investment Company (Cost $868,498,816)				817,005,514


	Principal		Value
REPURCHASE AGREEMENT - 8.3%
Fixed Income Clearing Corp., 0.00%^(A), dated 03/31/2020, to be repurchased at $77,235,047 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.50%, due 02/15/2022, and with a value of $78,781,381.		$ 77,235,047		77,235,047

Total Repurchase Agreement (Cost $77,235,047)				77,235,047

Total Investments (Cost $945,733,863)				894,240,561
Net Other Assets (Liabilities) - 3.8%				35,057,753

Net Assets - 100.0%				$ 929,298,314


	Shares		Value
COMMON STOCKS - 96.7%
Aerospace & Defense - 4.3%
General Dynamics Corp.		84,598		$ 11,193,161
United Technologies Corp.		130,872		12,345,156

				23,538,317

Banks - 6.6%
JPMorgan Chase & Co.		116,019		10,445,190
US Bancorp		479,597		16,522,117
Wells Fargo & Co.		335,704		9,634,705

				36,602,012

Beverages - 2.2%
Molson Coors Beverage Co., Class B		305,202		11,905,930

Capital Markets - 3.1%
Northern Trust Corp.		225,750		17,035,095

Chemicals - 7.2%
Corteva, Inc.		652,997		15,345,430
DuPont de Nemours, Inc.		286,272		9,761,875
Linde PLC		84,736		14,659,328

				39,766,633

Consumer Finance - 2.4%
American Express Co.		156,384		13,388,034

Diversified Telecommunication Services - 7.5%
AT&T, Inc.		690,705		20,134,051
Verizon Communications, Inc.		397,056		21,333,819

				41,467,870

Electric Utilities - 7.7%
Entergy Corp.		206,539		19,408,470
Exelon Corp.		631,164		23,233,147

				42,641,617

Equity Real Estate Investment Trusts - 4.4%
Healthpeak Properties, Inc.		641,897		15,309,243
Simon Property Group, Inc.		164,031		8,998,741

				24,307,984

Health Care Equipment & Supplies - 3.9%
Medtronic PLC		239,432		21,591,978

Health Care Providers & Services - 12.5%
Cigna Corp.		97,540		17,282,137
CVS Health Corp.		461,025		27,352,613
UnitedHealth Group, Inc.		97,486		24,311,059

				68,945,809

Household Durables - 1.4%
Whirlpool Corp.		92,671		7,951,172

Industrial Conglomerates - 3.7%
General Electric Co.		2,589,548		20,561,011


	Shares		Value
COMMON STOCKS (continued)
Insurance - 5.2%
Aon PLC		50,854		$ 8,392,944
Chubb, Ltd.		182,929		20,431,340

				28,824,284

Machinery - 3.4%
Stanley Black & Decker, Inc.		100,395		10,039,500
Westinghouse Air Brake Technologies Corp.		181,795		8,749,793

				18,789,293

Multi-Utilities - 5.8%
Dominion Energy, Inc.		443,686		32,029,692

Oil, Gas & Consumable Fuels - 5.5%
BP PLC, ADR ^(A)		282,752		6,896,322
Hess Corp.		188,917		6,290,936
Phillips 66		206,626		11,085,485
Valero Energy Corp.		128,367		5,822,727

				30,095,470

Pharmaceuticals - 3.8%
Johnson & Johnson		159,600		20,928,348

Specialty Retail - 2.6%
Lowe’s Cos., Inc.		169,237		14,562,844

Thrifts & Mortgage Finance - 3.5%
New York Community Bancorp, Inc.		2,046,241		19,214,203

Total Common Stocks (Cost $669,182,631)				534,147,596


	Principal		Value
REPURCHASE AGREEMENT - 2.3%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $12,725,881 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $12,982,960.		$ 12,725,881		12,725,881

Total Repurchase Agreement (Cost $12,725,881)				12,725,881

Total Investments (Cost $681,908,512)				546,873,477
Net Other Assets (Liabilities) - 1.0%				5,801,502

Net Assets - 100.0%				$ 552,674,979


	Shares		Value
INVESTMENT COMPANY - 89.9%
International Mixed Allocation Fund - 89.9%
Transamerica Blackrock Global Allocation VP ^(A)		29,709,330		$ 235,297,897

Total Investment Company (Cost $269,958,316)				235,297,897


	Principal		Value
REPURCHASE AGREEMENT - 5.7%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $15,002,579 on 04/01/2020. Collateralized by a U.S. Government Obligation, 1.50%, due 01/31/2022, and with a value of $15,305,234.		$ 15,002,579		15,002,579

Total Repurchase Agreement (Cost $15,002,579)				15,002,579

Total Investments (Cost $284,960,895)				250,300,476
Net Other Assets (Liabilities) - 4.4%				11,445,835

Net Assets - 100.0%				$ 261,746,311


	Shares		Value
INVESTMENT COMPANY - 87.5%
International Mixed Allocation Fund - 87.5%
Transamerica Blackrock Global Allocation VP ^(A)		18,139,656		$ 143,666,079

Total Investment Company (Cost $160,080,351)				143,666,079


	Principal		Value
REPURCHASE AGREEMENT - 8.6%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $14,168,879 on 04/01/2020. Collateralized by a U.S. Government Obligation, 1.50%, due 01/31/2022, and with a value of $14,453,804.		$ 14,168,879		14,168,879

Total Repurchase Agreement (Cost $14,168,879)				14,168,879

Total Investments (Cost $174,249,230)				157,834,958
Net Other Assets (Liabilities) - 3.9%				6,340,381

Net Assets - 100.0%				$ 164,175,339


	Shares		Value
COMMON STOCKS - 53.9%
Australia - 0.1%
AGL Energy, Ltd.		5,197		$ 54,388
BHP Group PLC		510		7,915
BHP Group, Ltd. ^(A)		1,983		35,974
Brambles, Ltd.		2,732		17,659
Goodman Group, REIT		2,930		21,476
Newcrest Mining, Ltd.		30,220		415,003
Quintis Pty, Ltd. ^{(B) (C) (D)}		1,725,383		169,805
Wesfarmers, Ltd.		488		10,341

				732,561

Austria - 0.0% ^(E)
Erste Group Bank AG		29,318		536,745

Belgium - 0.1%
KBC Group NV		20,970		951,517
UCB SA		98		8,539

				960,056

Brazil - 0.1%
Azul SA, ADR ^{(A) (F)}		162,092		1,651,717
B3 SA - Brasil Bolsa Balcao		3,564		24,624
Banco BTG Pactual SA		1,283		8,208
Banco do Brasil SA		2,599		13,950
Banco Santander Brasil SA		3,176		16,301
Centrais Eletricas Brasileiras SA		1,412		6,484
Engie Brasil Energia SA		1,735		12,996
JBS SA		54,541		213,499
Petrobras Distribuidora SA		9,305		27,775
Petroleo Brasileiro SA		6,885		18,736

				1,994,290

Canada - 0.6%
Bank of Montreal		85		4,292
Barrick Gold Corp.		43,445		798,329
CGI, Inc. ^(F)		425		23,009
Constellation Software, Inc.		50		45,442
Enbridge, Inc.		188,078		5,476,754
Fairfax Financial Holdings, Ltd.		39		11,956
First Quantum Minerals, Ltd.		92,372		471,936
George Weston, Ltd.		49		3,504
Nutrien, Ltd. ^(A)		457		15,623
Thomson Reuters Corp.		608		41,423
Wheaton Precious Metals Corp. ^(A)		31,063		854,878

				7,747,146

Cayman Islands - 0.0% ^(E)
Trip.Com Group, Ltd., ADR ^(F)		25,519		598,421

Chile - 0.0% ^(E)
Cia Cervecerias Unidas SA, ADR		12,486		167,063

China - 2.6%
AAC Technologies Holdings, Inc. ^(A)		68,000		346,767
Agile Group Holdings, Ltd.		12,000		12,850
Aier Eye Hospital Group Co., Ltd., A Shares		109,997		603,597
Alibaba Group Holding, Ltd., ADR ^(F)		37,191		7,232,906
Alibaba Group Holding, Ltd. ^(F)		35,200		852,932
Amoy Diagnostics Co., Ltd., A Shares		27,300		256,897
Anhui Conch Cement Co., Ltd., A Shares		300		2,297
Anhui Conch Cement Co., Ltd., H Shares		5,000		34,348
ANTA Sports Products, Ltd.		62,000		449,915


	Shares		Value
COMMON STOCKS (continued)
China (continued)
Asymchem Laboratories Tianjin Co., Ltd., A Shares		18,962		$ 454,405
Autobio Diagnostics Co., Ltd., A Shares		21,200		345,570
Beijing Capital International Airport Co., Ltd., H Shares		36,000		22,848
China CITIC Bank Corp., Ltd., H Shares		74,000		36,391
China East Education Holdings, Ltd. ^(F) (G)		15,000		24,096
China International Travel Service Corp., Ltd., A Shares		34,877		326,660
China Longyuan Power Group Corp., Ltd., H Shares		25,000		13,645
China Merchants Bank Co., Ltd., H Shares		66,000		295,269
China National Building Material Co., Ltd., H Shares		8,000		8,595
China Oilfield Services, Ltd., H Shares		118,000		90,083
China Resources Pharmaceutical Group, Ltd. ^(G)		43,500		25,973
China Telecom Corp., Ltd., H Shares		180,000		54,537
China United Network Communications, Ltd., A Shares		16,400		11,945
CNOOC, Ltd.		55,000		57,155
Country Garden Services Holdings Co., Ltd.		6,149		24,742
Dali Foods Group Co., Ltd. ^(G)		43,500		30,168
Foshan Haitian Flavouring & Food Co., Ltd., A Shares		17,479		306,874
Fosun International, Ltd.		32,500		37,310
Glodon Co., Ltd., A Shares		58,999		350,819
Great Wall Motor Co., Ltd., A Shares		171,800		213,432
Gree Electric Appliances, Inc. of Zhuhai, A Shares		41,000		298,602
Guangdong Marubi Biotechnology Co., Ltd., A Shares ^(F)		29,000		281,229
Guangzhou Automobile Group Co., Ltd., A Shares		125,099		184,746
Guangzhou Automobile Group Co., Ltd., H Shares		286,000		284,486
Guangzhou Baiyun International Airport Co., Ltd., A Shares		177,600		311,263
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., A Shares		600		2,636
Guotai Junan Securities Co., Ltd., H Shares ^(G)		5,200		7,673
Haidilao International Holding, Ltd. ^(A) (G)		74,000		285,327
Haier Smart Home Co., Ltd., A Shares		143,500		288,626
Haitong Securities Co., Ltd., H Shares		13,600		12,354
Han’s Laser Technology Industry Group Co., Ltd., A Shares		69,198		271,826
Hangzhou Hikvision Digital Technology Co., Ltd., A Shares		168,200		653,063
Hangzhou Robam Appliances Co., Ltd., A Shares		78,500		311,830
Hangzhou Tigermed Consulting Co., Ltd., A Shares		35,398		316,963
Hansoh Pharmaceutical Group Co., Ltd. ^(F) (G)		2,000		6,683
Hengan International Group Co., Ltd.		42,000		313,705
Huadian Power International Corp., Ltd., H Shares		22,000		6,517
Huadong Medicine Co., Ltd., A Shares		700		1,704
Huazhu Group, Ltd., ADR ^(A)		16,086		462,151
Hundsun Technologies, Inc., A Shares		33,899		415,494
HUYA, Inc., ADR ^{(A) (F)}		352		5,966
Industrial & Commercial Bank of China, Ltd., H Shares		443,000		302,205
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares		65,599		274,116


	Shares		Value
COMMON STOCKS (continued)
China (continued)
Inspur Electronic Information Industry Co., Ltd., A Shares		43,100		$ 229,659
JD.com, Inc., ADR ^(F)		1,128		45,684
Jiangsu Hengrui Medicine Co., Ltd., A Shares		18,398		236,163
Jiangxi Copper Co., Ltd., H Shares		9,000		8,259
Kingdee International Software Group Co., Ltd. ^(A) (F)		698,000		918,109
Kweichow Moutai Co., Ltd., A Shares		3,676		571,278
Lenovo Group, Ltd.		490,000		259,574
LI Ning Co., Ltd.		99,500		286,250
Meituan Dianping, Class B ^(F)		53,000		631,826
Momo, Inc., ADR		1,426		30,930
NetEase, Inc., ADR		1,366		438,431
New Oriental Education & Technology Group, Inc., ADR ^(F)		2,821		305,345
PICC Property & Casualty Co., Ltd., H Shares		28,000		26,812
Ping An Insurance Group Co. of China, Ltd., A Shares		23,200		224,525
Shanghai International Airport Co., Ltd., A Shares		38,598		328,068
Shanghai Jahwa United Co., Ltd., A Shares		62,300		218,846
Shenzhen Goodix Technology Co., Ltd., A Shares		200		7,265
Shenzhen Inovance Technology Co., Ltd., A Shares		115,200		415,562
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares		11,399		414,712
Silergy Corp.		8,000		259,486
Sinopec Shanghai Petrochemical Co., Ltd., H Shares		60,000		14,796
Tencent Holdings, Ltd.		170,800		8,442,233
Tencent Music Entertainment Group, ADR ^(F)		528		5,312
Tingyi Holding Corp.		4,000		6,503
Tsingtao Brewery Co., Ltd., H Shares		2,000		10,109
Venus MedTech Hangzhou, Inc., H Shares ^(F) (G)		57,000		332,104
Venustech Group, Inc., A Shares		62,900		325,186
Vipshop Holdings, Ltd., ADR ^(F)		2,468		38,451
Want Want China Holdings, Ltd.		520,000		374,980
Weichai Power Co., Ltd., H Shares		6,000		9,557
Wuhan Raycus Fiber Laser Technologies Co., Ltd., A Shares		34,267		372,288
WuXi AppTec Co., Ltd., A Shares		25,899		326,471
Wuxi Biologics Cayman, Inc. ^{(F) (G)}		36,000		459,606
Yifeng Pharmacy Chain Co., Ltd., A Shares		28,400		371,208
Yihai International Holding, Ltd.		48,000		361,560
Yonyou Network Technology Co., Ltd., A Shares		36,478		205,472
Yum China Holdings, Inc.		14,137		602,660
Zhuzhou CRRC Times Electric Co., Ltd., H Shares		10,400		30,808

				35,968,279

Denmark - 0.0% ^(E)
AP Moller - Maersk A/S, Class A		30		24,640
Coloplast A/S, Class B		92		13,342

				37,982

Finland - 0.2%
Fortum Oyj		1,679		24,424
Neste OYJ		91,118		3,029,449
Nokia OYJ ^(F)		9,541		29,385

				3,083,258


	Shares		Value
COMMON STOCKS (continued)
France - 1.9%
BNP Paribas SA		31,354		$ 915,387
Carrefour SA		611		9,687
Cie de Saint-Gobain		24,265		582,249
CNP Assurances		811		7,979
Danone SA		137,610		8,806,789
Eiffage SA		5,908		419,371
Electricite de France SA		2,161		16,898
Engie SA		242		2,512
EssilorLuxottica SA		21,215		2,246,131
Renault SA		448		8,514
Safran SA		61,911		5,485,133
Sanofi		81,503		7,056,105
Schneider Electric SE		423		35,753
Societe Generale SA		48,524		794,927
Sodexo SA ^(A)		3,643		244,646
Unibail-Rodamco-Westfield, REIT		95		5,446
Vivendi SA		461		9,747

				26,647,274

Germany - 1.2%
adidas AG		17		3,775
Deutsche Boerse AG		157		21,569
Deutsche Post AG		2,665		71,445
Evonik Industries AG		446		9,314
HeidelbergCement AG		408		17,431
Henkel AG & Co. KGaA		410		30,118
Infineon Technologies AG		160,828		2,321,672
Knorr-Bremse AG		26,809		2,356,937
Merck KGaA		41		4,139
SAP SE		146		16,301
Siemens AG		125,907		10,542,823
Vonovia SE		14,594		725,956
Wirecard AG		117		13,182

				16,134,662

Hong Kong - 1.1%
AIA Group, Ltd.		767,600		6,873,577
Alibaba Health Information Technology, Ltd. ^(F)		198,000		325,377
Beijing Enterprises Holdings, Ltd.		9,000		32,845
Brilliance China Automotive Holdings, Ltd.		248,000		201,950
China Mengniu Dairy Co., Ltd. ^(F)		62,000		213,821
China Mobile, Ltd.		10,000		74,943
China Overseas Land & Investment, Ltd.		186,000		570,263
China Resources Cement Holdings, Ltd.		26,000		30,545
China Resources Power Holdings Co., Ltd.		30,000		32,902
China Unicom Hong Kong, Ltd.		84,000		48,993
CK Infrastructure Holdings, Ltd.		56,500		299,105
CLP Holdings, Ltd.		38,500		352,660
Hang Lung Properties, Ltd.		254,000		512,201
HKT Trust & HKT, Ltd.		231,000		314,171
Hysan Development Co., Ltd.		66,000		213,140
Jardine Matheson Holdings, Ltd.		11,600		583,850
Kunlun Energy Co., Ltd.		38,000		21,961
Power Assets Holdings, Ltd.		500		2,966
Sun Hung Kai Properties, Ltd.		320,500		4,190,228
WH Group, Ltd. ^(G)		288,000		265,826

				15,161,324

Indonesia - 0.0% ^(E)
Bank Central Asia Tbk PT		253,400		426,958

Ireland - 0.2%
Aptiv PLC		39,984		1,968,812


	Shares		Value
COMMON STOCKS (continued)
Ireland (continued)
Experian PLC		381		$ 10,589
Medtronic PLC		6,358		573,364

				2,552,765

Italy - 1.3%
Enel SpA		1,232,361		8,500,630
Intesa Sanpaolo SpA		402,067		650,568
RAI Way SpA ^(G)		286,271		1,534,720
Snam SpA		98,213		448,862
UniCredit SpA		923,097		7,141,615

				18,276,395

Japan - 2.8%
AGC, Inc.		1,400		34,114
Ajinomoto Co., Inc.		301,500		5,618,290
Astellas Pharma, Inc.		362,600		5,586,708
Canon, Inc.		200		4,346
Dentsu Group, Inc. ^(A)		300		5,797
East Japan Railway Co.		49,500		3,745,682
FamilyMart Co., Ltd.		1,700		30,525
FUJIFILM Holdings Corp.		300		14,784
Fujitsu, Ltd.		200		18,014
Hitachi, Ltd.		1,100		31,599
Hoya Corp.		50,200		4,268,583
Japan Airlines Co., Ltd. ^(A)		159,900		2,938,553
KDDI Corp.		28,600		844,803
Keyence Corp.		2,000		643,025
Maeda Road Construction Co., Ltd. ^(A)		5,900		110,125
Mitsubishi Estate Co., Ltd.		48,900		722,211
Mitsubishi Heavy Industries, Ltd.		2,800		70,565
Murata Manufacturing Co., Ltd.		64,500		3,206,599
NEC Corp.		2,000		72,826
Nippon Telegraph & Telephone Corp.		30,500		729,457
Nissan Motor Co., Ltd.		15,800		52,862
NTT Data Corp.		1,300		12,444
Okumura Corp.		6,600		136,463
Olympus Corp.		1,100		15,857
Omron Corp.		300		15,511
Otsuka Holdings Co., Ltd.		1,400		54,626
Rakuten, Inc.		300		2,288
Recruit Holdings Co., Ltd.		100		2,583
Sekisui House, Ltd.		1,500		24,738
Seven & i Holdings Co., Ltd.		800		26,420
Shin-Etsu Chemical Co., Ltd.		45,300		4,452,410
Shionogi & Co., Ltd.		100		4,926
Sompo Holdings, Inc.		300		9,247
Subaru Corp. ^(A)		125,800		2,404,677
Suzuki Motor Corp.		101,200		2,409,695
Toagosei Co., Ltd.		19,700		170,543
Tokyo Electron, Ltd.		100		18,930
Toshiba Corp.		400		8,767

				38,519,593

Mexico - 0.0% ^(E)
America Movil SAB de CV, Series L		11,115		6,606
Fomento Economico Mexicano SAB de CV		1,635		9,941
Grupo Bimbo SAB de CV, Series A		8,448		12,389

				28,936

Netherlands - 1.5%
Adyen NV ^{(F) (G)}		1,207		1,025,822
ASML Holding NV		25,587		6,745,106
ING Groep NV		543,292		2,783,879
Koninklijke Ahold Delhaize NV		2,308		53,768
Koninklijke Philips NV		187,355		7,692,301


	Shares		Value
COMMON STOCKS (continued)
Netherlands (continued)
NXP Semiconductors NV		32,681		$ 2,710,235
Royal Dutch Shell PLC, A Shares		385		6,689

				21,017,800

Poland - 0.0% ^(E)
Polski Koncern Naftowy Orlen SA		1,244		16,647

Portugal - 0.0% ^(E)
Jeronimo Martins SGPS SA		25,660		463,140

Republic of Korea - 0.1%
Amorepacific Corp.		54		7,405
Amorepacific Group		279		12,594
Hana Financial Group, Inc.		650		12,229
Hyundai Mobis Co., Ltd.		267		36,933
Kakao Corp.		3,611		456,730
KB Financial Group, Inc.		597		16,790
Kia Motors Corp.		1,413		29,742
LG Chem, Ltd.		1,671		413,876
LG Electronics, Inc.		1,506		59,213
LG Uplus Corp.		1,613		14,171
NCSoft Corp.		1,063		567,328
POSCO		2,152		283,177
Shinhan Financial Group Co., Ltd.		2,549		59,632
SK Telecom Co., Ltd.		276		40,143

				2,009,963

Republic of South Africa - 0.0% ^(E)
Anglo American Platinum, Ltd.		242		10,109
AngloGold Ashanti, Ltd.		149		2,525
Aspen Pharmacare Holdings, Ltd. ^(F)		2,249		11,764
Kumba Iron Ore, Ltd. ^(A)		1,618		25,229
MTN Group, Ltd. ^(A)		9,276		24,872
MultiChoice Group ^(F)		4,301		20,439
Old Mutual, Ltd. ^(A)		7,299		4,842

				99,780

Saudi Arabia - 0.0% ^(E)
Riyad Bank		1,518		6,032

Singapore - 0.4%
CapitaLand, Ltd.		1,624,900		3,256,184
ComfortDelGro Corp., Ltd.		255,000		271,533
DBS Group Holdings, Ltd.		25,800		336,642
Singapore Telecommunications, Ltd.		176,300		314,294
United Overseas Bank, Ltd.		59,200		812,226
Wilmar International, Ltd.		7,800		17,639

				5,008,518

Spain - 0.3%
Cellnex Telecom SA ^(G)		75,351		3,418,105
Endesa SA		1,104		23,361
Naturgy Energy Group SA		172		3,018
Repsol SA		1,977		17,637
Telefonica SA		3,032		13,799

				3,475,920

Sweden - 0.0% ^(E)
Assa Abloy AB, B Shares		662		12,359
Hennes & Mauritz AB, B Shares ^(A)		4,648		59,479
Telefonaktiebolaget LM Ericsson, B Shares		3,771		30,526

				102,364

Switzerland - 1.4%
Alcon, Inc. ^(F)		6,281		319,201


	Shares		Value
COMMON STOCKS (continued)
Switzerland (continued)
Chubb, Ltd.		23,839		$ 2,662,578
LafargeHolcim, Ltd. ^(F)		993		36,238
Nestle SA		61,376		6,282,925
Novartis AG		728		60,059
Roche Holding AG		31,824		10,239,113
SGS SA		6		13,839

				19,613,953

Taiwan - 0.9%
Asustek Computer, Inc.		5,000		33,854
Cathay Financial Holding Co., Ltd.		232,000		270,011
Chunghwa Telecom Co., Ltd.		112,000		397,072
Formosa Chemicals & Fibre Corp.		113,000		248,838
Formosa Petrochemical Corp.		61,000		162,861
Formosa Plastics Corp.		108,000		267,151
Fubon Financial Holding Co., Ltd.		249,000		307,771
Hon Hai Precision Industry Co., Ltd.		158,520		364,955
MediaTek, Inc.		4,000		42,933
Nan Ya Plastics Corp.		136,000		244,687
Taiwan Semiconductor Manufacturing Co., Ltd.		1,080,000		9,722,496
Uni-President Enterprises Corp.		187,000		404,746
United Microelectronics Corp.		55,000		24,660
Yageo Corp.		33,000		296,352

				12,788,387

Thailand - 0.1%
Advanced Info Service PCL		72,700		448,773
Intouch Holdings PCL, F Shares		239,800		392,667
Siam Cement PCL		15,800		155,699
Thai Beverage PCL		332,200		140,537

				1,137,676

Turkey - 0.0% ^(E)
BIM Birlesik Magazalar AS		1,106		8,387
Tupras Turkiye Petrol Rafinerileri AS ^(F)		11,785		134,119

				142,506

United Kingdom - 1.7%
Aon PLC		363		59,910
AstraZeneca PLC		33,409		2,976,705
Berkeley Group Holdings PLC		13,960		623,084
BP PLC		2,674		10,966
Coca-Cola European Partners PLC		945		35,466
Compass Group PLC		904		14,084
Ferguson PLC		7,723		477,532
Fiat Chrysler Automobiles NV		5,017		35,815
GlaxoSmithKline PLC		3,342		62,710
HSBC Holdings PLC		152,111		853,916
Liberty Global PLC, Class A ^(F)		308		5,085
Liberty Global PLC, Class C ^(F)		1,021		16,040
NMC Health PLC ^(B)		77,617		226,173
RELX PLC		2,321		49,536
Rolls-Royce Holdings PLC		4,686		19,805
Unilever NV		113,977		5,602,110
Unilever PLC		63,307		3,192,584
Vodafone Group PLC		6,612,822		9,148,468
Willis Towers Watson PLC		357		60,637

				23,470,626

United States - 35.3%
Abbott Laboratories		90,031		7,104,346
AbbVie, Inc.		142		10,819
Adobe, Inc. ^{(F) (H)}		9,194		2,925,899
Agilent Technologies, Inc.		66,256		4,745,255


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Air Products & Chemicals, Inc.		44,562		$ 8,895,021
Alexion Pharmaceuticals, Inc. ^(F)		3,424		307,441
Alphabet, Inc., Class C ^(F)		17,549		20,406,153
Amazon.com, Inc. ^{(F) (H)}		11,929		23,258,210
American International Group, Inc.		195		4,729
American Tower Corp., REIT		4,366		950,696
Ameriprise Financial, Inc.		133		13,630
Amgen, Inc.		128		25,949
Anthem, Inc.		32,642		7,411,040
Apellis Pharmaceuticals, Inc. ^(F)		9,453		253,246
Apple, Inc.		79,621		20,246,824
Applied Materials, Inc.		61,784		2,830,943
AT&T, Inc.		839		24,457
Autodesk, Inc. ^(F)		40,413		6,308,469
AutoZone, Inc. ^(F)		30		25,380
AvalonBay Communities, Inc., REIT		81		11,921
Bank of America Corp.		431,205		9,154,482
Bank of New York Mellon Corp.		665		22,397
Baxter International, Inc.		7,261		589,521
Becton Dickinson and Co.		24,367		5,598,806
Berkshire Hathaway, Inc., Class B ^(F)		8,959		1,637,974
BioMarin Pharmaceutical, Inc. ^(F)		4,531		382,869
Booking Holdings, Inc. ^(F)		44		59,194
Bristol-Myers Squibb Co.		96,931		5,402,934
Cadence Design Systems, Inc. ^(F)		9,554		630,946
Cerner Corp.		928		58,455
CH Robinson Worldwide, Inc.		8,845		585,539
Charles Schwab Corp.		72,860		2,449,553
Charter Communications, Inc., Class A ^(F) (H)		27,011		11,785,169
Chevron Corp.		159		11,521
Chipotle Mexican Grill, Inc. ^(F)		1,448		947,571
Cintas Corp.		144		24,944
Cisco Systems, Inc.		15,782		620,390
Citigroup, Inc.		82,867		3,490,358
CME Group, Inc.		115		19,885
Coca-Cola Co.		161		7,124
Colgate-Palmolive Co.		39,221		2,602,706
Comcast Corp., Class A ^(H)		331,091		11,382,909
Corteva, Inc.		352		8,272
Costco Wholesale Corp.		12,245		3,491,417
Crowdstrike Holdings, Inc., Class A ^(F)		10,286		572,724
Crown Castle International Corp., REIT		113		16,317
Cummins, Inc.		93		12,585
CVS Health Corp.		238		14,121
D.R. Horton, Inc.		165,525		5,627,850
Dell Technologies, Inc., Class C ^(F)		1,019		40,301
Delta Air Lines, Inc.		546		15,577
DexCom, Inc. ^(F)		882		237,496
Discover Financial Services		170		6,064
Dollar Tree, Inc. ^(F)		2,899		212,990
DuPont de Nemours, Inc.		1,345		45,864
Eaton Corp. PLC		164		12,741
eBay, Inc.		2,299		69,108
Edwards Lifesciences Corp. ^(F)		7,338		1,384,094
Electronic Arts, Inc. ^(F)		234		23,440
Eli Lilly & Co.		460		63,811
Emerson Electric Co.		146,947		7,002,025
Exelon Corp.		12,940		476,321
Expedia Group, Inc.		1,191		67,018
Exxon Mobil Corp.		11,419		433,579
Facebook, Inc., Class A ^(F)		46,715		7,792,062
FedEx Corp.		66		8,003
Fieldwood Energy, Inc. ^{(B) (C)}		7,771		7,771
FleetCor Technologies, Inc. ^(F)		30,659		5,719,130
Ford Motor Co.		2,282		11,022
Fortinet, Inc. ^(F)		7,263		734,798
Fortive Corp.		43,823		2,418,591


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Fortune Brands Home & Security, Inc.		8,221		$ 355,558
Franklin Resources, Inc.		1,824		30,443
Freeport-McMoRan, Inc.		66,178		446,701
General Electric Co.		1,575		12,505
Gilead Sciences, Inc.		80,432		6,013,096
Global Payments, Inc.		30,744		4,434,207
Guardant Health, Inc. ^(F)		9,354		651,038
Hartford Financial Services Group, Inc.		17,504		616,841
HCA Healthcare, Inc.		49,786		4,473,272
Hershey Co.		30		3,975
Hess Corp.		5,607		186,713
Hewlett Packard Enterprise Co.		5,485		53,259
Home Depot, Inc.		34,256		6,395,938
HP, Inc.		1,349		23,419
Illumina, Inc. ^(F)		831		226,963
Incyte Corp. ^(F)		474		34,711
Insulet Corp. ^(F)		1,218		201,798
Intel Corp.		1,021		55,256
Intercontinental Exchange, Inc.		374		30,200
International Flavors & Fragrances, Inc. ^(A)		43,147		4,404,446
Intuit, Inc.		5,550		1,276,500
Intuitive Surgical, Inc. ^(F)		3,244		1,606,461
IQVIA Holdings, Inc. ^(F)		174		18,768
Johnson & Johnson		74,267		9,738,632
JPMorgan Chase & Co.		103,973		9,360,689
Kroger Co.		1,172		35,301
L3 Harris Technologies, Inc.		13,591		2,448,011
Lam Research Corp.		163		39,120
Las Vegas Sands Corp.		3,800		161,386
Lennar Corp., Class A		125,276		4,785,543
Liberty Broadband Corp., Class C ^(F)		1,256		139,064
Liberty Media Corp. - Liberty SiriusXM, Class A ^(F)		31,906		1,011,101
Liberty Media Corp. - Liberty SiriusXM, Class C ^(F)		53,463		1,690,500
Lowe’s Cos., Inc.		71,975		6,193,449
Marathon Petroleum Corp.		7,500		177,150
Marsh & McLennan Cos., Inc.		75,775		6,551,506
Marvell Technology Group, Ltd.		35,187		796,282
Masco Corp.		21,213		733,333
Mastercard, Inc., Class A		42,726		10,320,893
McDonald’s Corp.		54,198		8,961,639
Merck & Co., Inc.		108,097		8,316,983
Microchip Technology, Inc.		11,467		777,463
Micron Technology, Inc. ^(F)		39,236		1,650,266
Microsoft Corp.		166,304		26,227,804
Mondelez International, Inc., Class A		13,385		670,321
Monster Beverage Corp. ^(F)		110		6,189
Moody’s Corp.		106		22,419
Morgan Stanley		197,856		6,727,104
Motorola Solutions, Inc.		8,687		1,154,676
Nevro Corp. ^(F)		1,855		185,463
Newmont Corp.		22,402		1,014,363
NextEra Energy, Inc.		41,593		10,008,108
Norton Lifelock, Inc.		23,047		431,209
NVIDIA Corp.		19,780		5,214,008
Okta, Inc. ^(F)		4,803		587,215
Omnicom Group, Inc.		4,973		273,018
ONEOK, Inc.		972		21,199
Oracle Corp.		52,010		2,513,643
Palo Alto Networks, Inc. ^(F)		4,558		747,330
PayPal Holdings, Inc. ^(F)		18,433		1,764,775
Peloton Interactive, Inc., Class A ^(F)		49,971		1,326,730
PepsiCo, Inc.		7,571		909,277
Pfizer, Inc.		198,466		6,477,930
Philip Morris International, Inc.		4,031		294,102
Pioneer Natural Resources Co.		14,326		1,004,969


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
PPG Industries, Inc.		79,787		$ 6,670,193
Procter & Gamble Co.		1,032		113,520
Prologis, Inc., REIT		35,749		2,873,147
Proofpoint, Inc. ^(F)		3,386		347,370
PTC Therapeutics, Inc. ^(F)		3,096		138,113
PTC, Inc. ^(F)		7,205		441,018
Public Storage, REIT		151		29,990
QUALCOMM, Inc.		708		47,896
Raytheon Co.		71,031		9,315,716
Regeneron Pharmaceuticals, Inc. ^(F)		370		180,667
Republic Services, Inc.		72		5,404
ResMed, Inc.		3,555		523,616
salesforce.com, Inc. ^(F)		68,115		9,807,198
Sarepta Therapeutics, Inc. ^{(A) (F)}		2,837		277,515
Schlumberger, Ltd.		8,359		112,763
Seattle Genetics, Inc. ^(F)		2,190		252,682
ServiceNow, Inc. ^{(F) (H)}		11,260		3,226,891
Simply Good Foods Co. ^(F)		22,696		437,125
Splunk, Inc. ^(F)		6,677		842,838
Square, Inc., Class A ^(F)		91		4,767
Stanley Black & Decker, Inc.		433		43,300
Starbucks Corp.		150,716		9,908,070
Stryker Corp.		3,336		555,411
Synchrony Financial		726		11,681
Sysco Corp.		131		5,978
Target Corp.		29,529		2,745,311
Texas Instruments, Inc.		202		20,186
Thermo Fisher Scientific, Inc.		22,881		6,489,052
TJX Cos., Inc.		118,588		5,669,692
Travelers Cos., Inc.		6,144		610,406
Truist Financial Corp.		95,771		2,953,578
Uber Technologies, Inc. ^(F)		150,317		4,196,851
Union Pacific Corp.		47,877		6,752,572
United Airlines Holdings, Inc. ^(F)		28,671		904,570
United Parcel Service, Inc., Class B		403		37,648
UnitedHealth Group, Inc.		52,629		13,124,620
US Bancorp		22,417		772,266
Verizon Communications, Inc.		13,503		725,516
Vertex Pharmaceuticals, Inc. ^(F)		12,669		3,014,589
Visa, Inc., Class A		5,203		838,307
Vistra Energy Corp.		35,828		571,815
VMware, Inc., Class A ^{(A) (F)}		46,519		5,633,451
Walgreens Boots Alliance, Inc.		575		26,306
Walmart, Inc.		74,333		8,445,715
Walt Disney Co.		26,727		2,581,828
Wells Fargo & Co.		17,812		511,204
Western Digital Corp.		788		32,797
Weyerhaeuser Co., REIT		39,640		671,898
Williams Cos., Inc.		86,606		1,225,475
Workday, Inc., Class A ^(F)		199		25,914
Wynn Resorts, Ltd.		4,700		282,893
Xilinx, Inc.		23,507		1,832,136
Yum! Brands, Inc.		631		43,242
Zillow Group, Inc., Class C ^{(A) (F)}		8,716		313,950
Zoetis, Inc.		2,888		339,889
Zscaler, Inc. ^{(A) (F)}		7,204		438,435

				490,777,979

Total Common Stocks (Cost $809,953,325)				749,704,999


	Shares		Value
CONVERTIBLE PREFERRED STOCK - 0.0% ^(E)
United States - 0.0% ^(E)
Wells Fargo & Co.,
Series L, 7.50%		505		$ 643,380

Total Convertible Preferred Stock (Cost $602,854)				643,380


PREFERRED STOCKS - 0.5%
Brazil - 0.0% ^(E)
Banco Bradesco SA,
9.09%^(I)		1,019		4,073
Centrais Eletricas Brasileiras SA,
5.17%^(I)		2,522		12,634
Itau Unibanco Holding SA,
8.33%^(I)		78,258		347,757
Petroleo Brasileiro SA,
5.18%^(I)		3,461		9,318

				373,782

Germany - 0.2%
Henkel AG & Co. KGaA,
2.38%^(I)		30,145		2,411,045

United States - 0.3%
Citigroup Capital XIII,
3-Month LIBOR + 6.37%, 8.14%^(J)		48,626		1,244,825
GMAC Capital Trust I,
Series 2, 3-Month LIBOR + 5.79%, 7.48%^(J)		53,415		1,095,542
Palantir Technologies, Inc.,
0.00%^{(B) (C) (D) (I)}		212,750		1,174,380

				3,514,747

Total Preferred Stocks (Cost $7,715,743)				6,299,574


EXCHANGE-TRADED FUNDS - 3.9%
United States - 3.9%
Consumer Discretionary Select Sector SPDR Fund ^(A)		13,600		1,333,888
Financial Select Sector SPDR Fund ^(A)		66,918		1,393,233
Industrial Select Sector SPDR Fund ^(A)		24,462		1,443,503
iShares China Large-Cap ETF ^(A)		36,843		1,383,086
iShares iBoxx $ Investment Grade Corporate Bond ETF		34,089		4,210,332
iShares MSCI Emerging Markets ETF ^(A)		18,357		626,524
iShares Russell 2000 ETF ^(A)		19,924		2,280,501
iShares S&P 500 Value ETF ^(A)		15,750		1,515,938
KraneShares CSI China Internet ETF ^(A)		9,793		443,329
SPDR Gold Shares ^{(F) (K)}		186,519		27,614,138
SPDR S&P 500 ETF Trust ^(A)		38,044		9,805,841
SPDR S&P Oil & Gas Exploration & Production ETF		22,300		733,670
U.S. Oil Fund, LP ^{(F) (K)}		117,600		495,096
VanEck Vectors Semiconductor ETF ^(A)		6,065		710,454

Total Exchange-Traded Funds (Cost $60,921,326)				53,989,533


	Principal		Value
ASSET-BACKED SECURITY - 0.0% ^(E)
United States - 0.0% ^(E)
Navient Private Education Loan Trust
Series 2014-AA, Class A3,
1-Month LIBOR + 1.60%, 2.30%^(J), 10/15/2031 ^(G)		$ 421,000		$ 401,820

Total Asset-Backed Security (Cost $394,687)				401,820


CONVERTIBLE BONDS - 0.1%
India - 0.0% ^(E)
REI Agro, Ltd.
5.50%, 11/13/2014^{(C) (F) (G) (L)}		697,000		4,217
5.50%, 11/13/2014^{(F) (L) (M)}		259,000		1,567

				5,784

Netherlands - 0.0% ^(E)
Bio City Development Co. BV
8.00%, 07/06/2020^{(B) (C) (D) (F) (G) (L)}		2,400,000		318,000

Singapore - 0.1%
CapitaLand, Ltd.
1.95%, 10/17/2023^(G)		SGD 1,000,000		670,909

Total Convertible Bonds (Cost $3,105,790)				994,693


CORPORATE DEBT SECURITIES - 5.5%
Australia - 0.3%
FMG Resources August 2006 Pty, Ltd.
4.75%, 05/15/2022^(G)		$ 29,000		28,891
5.13%, 03/15/2023 - 05/15/2024^(G)		50,000		49,150
Quintis Australia Pty, Ltd.
PIK Rate 0.00%, Cash Rate 12.00%, 10/01/2028 ^{(A) (B) (C) (D) (G) (N)}		3,336,317		3,336,317
PIK Rate 8.00%, Cash Rate 7.50%, 10/01/2026 ^{(A) (B) (C) (D) (G) (N)}		194,809		194,809

				3,609,167

Canada - 0.0% ^(E)
Bausch Health Cos., Inc.
5.50%, 11/01/2025^(G)		53,000		53,546
5.75%, 08/15/2027^(G)		16,000		16,474
Brookfield Residential Properties, Inc. / Brookfield Residential US Corp.
6.25%, 09/15/2027^(G)		24,000		20,817
Masonite International Corp.
5.38%, 02/01/2028^(G)		20,000		19,656
Mattamy Group Corp.
4.63%, 03/01/2030^(G)		370,000		318,200

				428,693

Japan - 0.0% ^(E)
Mitsubishi UFJ Financial Group, Inc.
3.78%, 03/02/2025		443,000		467,506

Luxembourg - 0.1%
Allergan Funding SCS
3.45%, 03/15/2022		1,105,000		1,147,364


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-National - 0.0% ^(E)
JBS USA LUX SA / JBS USA Finance, Inc.
5.75%, 06/15/2025^(G)		$ 41,000		$ 41,410
6.75%, 02/15/2028^(G)		38,000		40,565
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
6.50%, 04/15/2029^(G)		60,000		64,362

				146,337

Netherlands - 0.2%
ING Groep NV
4.10%, 10/02/2023		1,435,000		1,472,738
Fixed until 04/16/2020^(O), 6.00%^(J)		595,000		564,060

				2,036,798

Switzerland - 0.1%
UBS Group AG
4.13%, 09/24/2025^(G)		765,000		794,625

United Kingdom - 0.4%
Ellaktor Value PLC
6.38%, 12/15/2024^(G)		EUR 1,175,000		882,513
HSBC Holdings PLC
Fixed until 03/13/2022, 3.26%^(J), 03/13/2023		$ 562,000		561,489
4.95%, 03/31/2030		240,000		262,080
Fixed until 09/17/2024^(O), 6.38%^(J)		2,107,000		1,954,242
Lloyds Bank PLC
Fixed until 01/21/2029^(O), 13.00%^(J), 01/22/2029, MTN		GBP 1,065,000		2,278,586

				5,938,910

United States - 4.4%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP
3.50%, 02/15/2023^(G)		$ 31,000		30,520
5.75%, 03/15/2025		49,000		49,510
6.63%, 06/15/2024		49,000		49,735
7.50%, 03/15/2026^(G)		26,000		28,023
Allergan Sales LLC
5.00%, 12/15/2021^(G)		571,000		591,606
AMC Networks, Inc.
4.75%, 08/01/2025		31,000		30,148
5.00%, 04/01/2024		39,000		37,440
American Express Co.
3-Month LIBOR + 3.29%, 4.03%^(J), 06/15/2020 ^(O)		699,000		590,655
Aramark Services, Inc.
4.75%, 06/01/2026		20,000		18,846
5.00%, 02/01/2028^(G)		46,000		42,809
Avantor, Inc.
6.00%, 10/01/2024^(G)		60,000		62,862
Bank of America Corp.
4.00%, 01/22/2025, MTN		558,000		587,234
4.13%, 01/22/2024, MTN		1,344,000		1,420,440
Becton Dickinson and Co.
2.89%, 06/06/2022		1,176,000		1,173,806
3.13%, 11/08/2021		1,012,000		1,024,853
Broadcom, Inc.
3.13%, 04/15/2021^(G)		1,766,000		1,746,769
Buckeye Partners, LP
4.13%, 03/01/2025^(G)		450,000		379,350
4.35%, 10/15/2024		100,000		83,000
Cedar Fair, LP
5.25%, 07/15/2029^(G)		20,000		16,900


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Cedar Fair, LP / Canada’s Wonderland Co. / Magnum Management Corp.
5.38%, 04/15/2027		$ 20,000		$ 17,200
Centene Corp.
4.25%, 12/15/2027^(G)		98,000		96,040
4.75%, 01/15/2025		603,000		604,501
5.25%, 04/01/2025^(G)		44,000		44,220
5.38%, 06/01/2026 - 08/15/2026^(G)		707,000		727,984
Charles River Laboratories International, Inc.
5.50%, 04/01/2026^(G)		20,000		20,600
Cheniere Energy Partners, LP
5.25%, 10/01/2025		58,000		53,360
5.63%, 10/01/2026		44,000		40,480
Churchill Downs, Inc.
5.50%, 04/01/2027^(G)		24,000		22,624
Cigna Corp.
3.40%, 09/17/2021		1,416,000		1,442,582
3.75%, 07/15/2023		802,000		824,560
Citigroup, Inc.
Fixed until 04/24/2024, 3.35%^(J), 04/24/2025		750,000		768,524
Fixed until 03/31/2030, 4.41%^(J), 03/31/2031		652,000		716,338
Fixed until 08/15/2020^(O), 5.95%^(J)		965,000		849,200
Clean Harbors, Inc.
4.88%, 07/15/2027^(G)		21,000		20,557
Colfax Corp.
6.00%, 02/15/2024^(G)		24,000		23,160
Comcast Corp.
3.10%, 04/01/2025		170,000		180,578
3.70%, 04/15/2024		2,221,000		2,383,469
CrownRock, LP / CrownRock Finance, Inc.
5.63%, 10/15/2025^(G)		45,000		23,400
CSC Holdings LLC
5.50%, 05/15/2026^(G)		292,000		302,030
CVS Health Corp.
3.63%, 04/01/2027		240,000		244,143
3.75%, 04/01/2030		475,000		489,086
Darling Ingredients, Inc.
5.25%, 04/15/2027^(G)		20,000		19,394
DaVita, Inc.
5.00%, 05/01/2025		58,000		57,924
Deere & Co.
2.75%, 04/15/2025^(A)		340,000		351,074
Elanco Animal Health, Inc.
4.66%, 08/27/2021		19,000		18,903
5.02%, 08/28/2023		30,000		30,347
Endeavor Energy Resources, LP / EER Finance, Inc.
5.50%, 01/30/2026^(G)		19,000		13,114
5.75%, 01/30/2028^(G)		40,000		27,200
Energy Transfer Operating, LP
4.05%, 03/15/2025		324,000		281,200
Enterprise Products Operating LLC
3.35%, 03/15/2023		960,000		944,334
3.90%, 02/15/2024		228,000		233,056
ESH Hospitality, Inc.
5.25%, 05/01/2025^(G)		50,000		42,000
Forestar Group, Inc.
5.00%, 03/01/2028^(G)		760,000		631,081
General Dynamics Corp.
3.25%, 04/01/2025		160,000		169,494
Goldman Sachs Group, Inc.
Fixed until 06/05/2022, 2.91%^(J), 06/05/2023		1,044,000		1,047,001
3.50%, 04/01/2025		2,645,000		2,703,786
3.63%, 02/20/2024		1,217,000		1,268,974
Fixed until 05/10/2020^(O), 5.38%^(J)		1,109,000		991,169


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
H&E Equipment Services, Inc.
5.63%, 09/01/2025		$ 38,000		$ 35,245
Hanesbrands, Inc.
4.63%, 05/15/2024^(G)		35,000		34,650
HCA, Inc.
3.50%, 09/01/2030		1,470,000		1,333,601
HD Supply, Inc.
5.38%, 10/15/2026^(G)		30,000		29,164
Hilton Domestic Operating Co., Inc.
5.13%, 05/01/2026		59,000		55,460
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
4.63%, 04/01/2025		35,000		32,550
4.88%, 04/01/2027		24,000		22,800
Home Depot, Inc.
2.50%, 04/15/2027		250,000		251,962
3.30%, 04/15/2040		705,000		722,177
Howard Hughes Corp.
5.38%, 03/15/2025^(G)		39,000		37,732
Hughes Satellite Systems Corp.
7.63%, 06/15/2021		179,000		182,580
iHeartCommunications, Inc.
5.25%, 08/15/2027^(G)		30,000		26,250
6.38%, 05/01/2026		959,905		908,316
8.38%, 05/01/2027		338,745		294,918
JPMorgan Chase & Co.
Fixed until 12/05/2023, 4.02%^(J), 12/05/2024		1,413,000		1,497,181
Lamar Media Corp.
5.75%, 02/01/2026		26,000		26,390
Lamb Weston Holdings, Inc.
4.63%, 11/01/2024^(G)		33,000		32,505
4.88%, 11/01/2026^(G)		33,000		33,574
Lennar Corp.
4.13%, 01/15/2022		23,000		22,828
4.50%, 04/30/2024		26,000		25,480
4.75%, 04/01/2021		19,000		18,810
Level 3 Financing, Inc.
5.13%, 05/01/2023		27,000		26,527
5.25%, 03/15/2026		30,000		29,981
Lowe’s Cos., Inc.
5.13%, 04/15/2050		415,000		501,049
Marriott Ownership Resorts, Inc. / ILG LLC
6.50%, 09/15/2026		31,000		26,970
Marsh & McLennan Cos., Inc.
4.38%, 03/15/2029		129,000		142,041
Mastercard, Inc.
3.30%, 03/26/2027		155,000		168,876
McDonald’s Corp.
3.30%, 07/01/2025, MTN		240,000		249,538
3.50%, 07/01/2027, MTN		345,000		362,429
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc.
5.63%, 05/01/2024		43,000		41,280
Molina Healthcare, Inc.
5.38%, 11/15/2022		28,000		27,300
Morgan Stanley
Fixed until 04/01/2030, 3.62%^(J), 04/01/2031, MTN		1,820,000		1,903,612
3.88%, 04/29/2024		834,000		876,185
3-Month LIBOR + 3.61%, 5.44%^(J), 07/15/2020^(O)		794,000		668,945


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
MPT Operating Partnership, LP / MPT Finance Corp.
5.00%, 10/15/2027		$ 56,000		$ 54,320
NBCUniversal Enterprise, Inc.
5.25%, 03/19/2021^{(G) (O)}		786,000		786,000
NetFlix, Inc.
5.50%, 02/15/2022		28,000		28,490
Newell Brands, Inc.
4.10%, 04/01/2023		55,000		55,822
NIKE, Inc.
2.40%, 03/27/2025		390,000		405,263
2.75%, 03/27/2027		475,000		493,568
NRG Energy, Inc.
5.25%, 06/15/2029^(G)		30,000		30,900
5.75%, 01/15/2028		33,000		33,660
6.63%, 01/15/2027		49,000		50,960
7.25%, 05/15/2026		41,000		42,947
NVIDIA Corp.
2.85%, 04/01/2030		245,000		255,686
3.50%, 04/01/2050		350,000		380,566
ONEOK Partners, LP
4.90%, 03/15/2025		742,000		648,690
ONEOK, Inc.
2.75%, 09/01/2024		435,000		352,071
Oracle Corp.
2.50%, 04/01/2025^(P)		1,430,000		1,443,525
2.80%, 04/01/2027		1,392,000		1,412,575
2.95%, 04/01/2030		1,392,000		1,401,584
3.60%, 04/01/2040		1,392,000		1,392,134
Outfront Media Capital LLC / Outfront Media Capital Corp.
5.00%, 08/15/2027^(G)		26,000		23,920
Parsley Energy LLC / Parsley Finance Corp.
5.25%, 08/15/2025^(G)		501,000		380,760
5.38%, 01/15/2025^(G)		226,000		174,580
5.63%, 10/15/2027^(G)		28,000		19,740
PayPal Holdings, Inc.
2.65%, 10/01/2026		38,000		37,200
Pfizer, Inc.
2.63%, 04/01/2030		280,000		294,410
Pilgrim’s Pride Corp.
5.88%, 09/30/2027^(G)		34,000		33,878
Prudential Financial, Inc.
Fixed until 06/15/2023, 5.63%^(J), 06/15/2043		402,000		377,759
Fixed until 09/15/2022, 5.88%^(J), 09/15/2042		605,000		586,850
Quicken Loans, Inc.
5.25%, 01/15/2028^(G)		39,000		38,134
5.75%, 05/01/2025^(G)		49,000		48,755
Sirius XM Radio, Inc.
3.88%, 08/01/2022^(G)		39,000		38,854
4.63%, 07/15/2024^(G)		58,000		58,866
5.00%, 08/01/2027^(G)		60,000		60,894
5.38%, 04/15/2025 - 07/15/2026^(G)		79,000		80,186
5.50%, 07/01/2029^(G)		50,000		51,000
Six Flags Entertainment Corp.
4.88%, 07/31/2024^(G)		39,000		33,053
Standard Industries, Inc.
5.00%, 02/15/2027^(G)		20,000		18,200
State Street Corp.
Fixed until 03/30/2025, 2.90%^(J), 03/30/2026 ^(G)		195,000		199,606


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Summit Materials LLC / Summit Materials Finance Corp.
6.13%, 07/15/2023		$ 25,000		$ 24,750
Sunoco, LP / Sunoco Finance Corp.
4.88%, 01/15/2023		38,000		36,290
5.50%, 02/15/2026		31,000		26,824
6.00%, 04/15/2027		24,000		20,640
Targa Resources Partners, LP / Targa Resources Partners Finance Corp.
5.13%, 02/01/2025		20,000		17,048
5.38%, 02/01/2027^(A)		20,000		16,460
5.88%, 04/15/2026		40,000		33,200
6.50%, 07/15/2027		32,000		27,280
6.75%, 03/15/2024		23,000		20,240
6.88%, 01/15/2029		33,000		26,565
Teleflex, Inc.
4.63%, 11/15/2027		20,000		19,978
Tempur Sealy International, Inc.
5.50%, 06/15/2026		23,000		20,128
Tenet Healthcare Corp.
4.63%, 07/15/2024		72,000		68,760
4.63%, 09/01/2024^(G)		23,000		22,029
4.88%, 01/01/2026^(G)		81,000		77,152
5.13%, 05/01/2025		54,000		51,570
6.25%, 02/01/2027^(G)		60,000		58,500
Terex Corp.
5.63%, 02/01/2025^(G)		24,000		22,562
TransDigm, Inc.
6.25%, 03/15/2026^(G)		2,847,000		2,836,324
United Rentals North America, Inc.
4.63%, 10/15/2025		29,000		27,840
4.88%, 01/15/2028		65,000		63,050
5.50%, 05/15/2027		41,000		41,379
5.88%, 09/15/2026		41,000		41,525
6.50%, 12/15/2026		45,000		45,675
US Concrete, Inc.
6.38%, 06/01/2024		23,000		20,758
USB Capital IX
3-Month LIBOR + 1.02%, 3.50%^(J), 04/30/2020 ^(O)		280,000		208,600
Verizon Communications, Inc.
3.50%, 11/01/2024		1,161,000		1,235,178
VICI Properties, LP / VICI Note Co., Inc.
3.50%, 02/15/2025^(G)		267,000		248,977
3.75%, 02/15/2027^(G)		255,000		240,337
4.13%, 08/15/2030^(G)		305,000		285,556
Vistra Operations Co. LLC
5.00%, 07/31/2027^(G)		52,000		52,780
5.50%, 09/01/2026^(G)		40,000		41,200
5.63%, 02/15/2027^(G)		992,000		1,023,000
Wells Fargo & Co.
3.07%, 01/24/2023		212,000		214,243
3.75%, 01/24/2024, MTN		679,000		717,585
Fixed until 04/04/2050, 5.01%^(J), 04/04/2051, MTN		660,000		842,689
Wells Fargo Bank NA
Fixed until 09/09/2021, 2.08%^(J), 09/09/2022		2,787,000		2,773,925
William Carter Co.
5.63%, 03/15/2027^(G)		20,000		19,350
Williams Cos., Inc.
3.70%, 01/15/2023		608,000		562,133
WPX Energy, Inc.
5.75%, 06/01/2026		20,000		11,400
Wyndham Hotels & Resorts, Inc.
5.38%, 04/15/2026^(G)		20,000		17,400


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
XPO Logistics, Inc.
6.13%, 09/01/2023^(G)		$ 21,000		$ 20,554
6.75%, 08/15/2024^(G)		41,000		40,090

				61,385,029

Total Corporate Debt Securities (Cost $77,677,080)				75,954,429


FOREIGN GOVERNMENT OBLIGATIONS - 6.5%
Argentina - 0.1%
Argentina Republic Government International Bond
3.38%, 01/15/2023		EUR 800,000		220,580
5.25%, 01/15/2028^(M)		150,000		38,381
5.88%, 01/11/2028		$ 2,457,000		672,014
6.88%, 01/26/2027		2,503,000		700,865
7.82%, 12/31/2033		EUR 942,583		322,933

				1,954,773

Australia - 0.3%
Australia Government Bond
3.00%, 03/21/2047^(M)		AUD 4,452,000		3,554,564

Canada - 1.5%
Canada Government Bond
0.75%, 03/01/2021		CAD 3,496,000		2,491,568
1.50%, 09/01/2024		25,355,000		18,751,854

				21,243,422

France - 1.8%
French Republic Government Bond OAT
Zero Coupon, 11/25/2029^(M)		EUR 22,622,160		24,961,444

Germany - 0.3%
Bundesrepublik Deutschland Bundesanleihe
Zero Coupon, 08/15/2050^(M)		3,700,281		4,047,989

Italy - 1.3%
Italy Buoni Poliennali del Tesoro
1.35%, 04/01/2030^(M)		10,248,000		11,127,397
3.85%, 09/01/2049^(M)		4,628,000		6,616,732

				17,744,129

Japan - 0.4%
Japan Government Thirty Year Bond 0.40%, 09/20/2049		JPY 591,400,000		5,475,366

Spain - 0.8%
Spain Government Bond 0.60%, 10/31/2029, MTN^(M)		EUR 9,720,000		10,678,159

Total Foreign Government Obligations (Cost $95,306,765)				89,659,846


LOAN ASSIGNMENTS - 0.0% ^(E)
United States - 0.0% ^(E)
Fieldwood Energy LLC
1st Lien Term Loan,
TBD, 04/11/2022^(Q)		$ 249,657		74,897
2nd Lien Term Loan,
TBD, 04/11/2023^(Q)		337,037		20,222

Total Loan Assignments (Cost $586,694)				95,119


	Principal		Value
MORTGAGE-BACKED SECURITIES - 0.1%
United States - 0.1%
BX Trust
Series 2019-OC11, Class D,
4.08%^(J), 12/09/2041^(G)		$ 576,000		$ 451,969
Series 2019-OC11, Class E,
4.08%^(J), 12/09/2041^(G)		807,000		600,922

Total Mortgage-Backed Securities (Cost $1,367,684)				1,052,891


U.S. GOVERNMENT AGENCY OBLIGATION - 1.7%
Uniform Mortgage-Backed Security
4.00%, TBA ^(P)		22,187,808		23,661,455

Total U.S. Government Agency Obligation (Cost $23,494,808)				23,661,455


U.S. GOVERNMENT OBLIGATIONS - 10.1%
U.S. Treasury - 4.5%
U.S. Treasury Bond
2.38%, 11/15/2049^{(A) (H)}		13,347,200		16,628,734
U.S. Treasury Note
1.75%, 11/15/2020^{(H) (K)}		5,600,000		5,659,063
1.75%, 11/15/2029^{(A) (H)}		36,691,900		40,309,492

				62,597,289

U.S. Treasury Inflation-Protected Securities - 5.6%
U.S. Treasury Inflation-Indexed Bond
0.13%, 10/15/2024 - 01/15/2030		10,254,042		10,419,290
0.50%, 04/15/2024		59,313,362		60,170,142
U.S. Treasury Inflation-Indexed Note
0.63%, 04/15/2023^(A)		7,022,035		7,073,180

				77,662,612

Total U.S. Government Obligations (Cost $133,081,692)				140,259,901


SHORT-TERM FOREIGN GOVERNMENT OBLIGATIONS - 6.9%
Japan - 6.9%
Japan Treasury Discount Bill
0.00%^{(I) (R)}, 04/06/2020 - 06/22/2020		JPY 10,294,550,000		95,762,367

Total Short-Term Foreign Government Obligations (Cost $93,350,497)				95,762,367


SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 11.1%
U.S. Treasury Bill
0.01%^(I), 07/23/2020		$ 6,000,000		5,999,812
0.22%^(I), 05/12/2020^(A)		3,000,000		2,999,245
0.41%^(I), 05/28/2020^(A)		4,500,000		4,497,143
0.59%^(I), 04/21/2020^(A)		3,000,000		2,999,033
0.63%^(I), 08/20/2020		4,000,000		3,990,365
0.77%^(I), 08/27/2020		17,000,000		16,946,884
1.51%^(I), 06/11/2020		3,000,000		2,991,243
1.53%^(I), 06/11/2020		19,000,000		18,943,792
1.55%^(I), 04/16/2020^(A)		12,000,000		11,992,395
1.56%^(I), 05/07/2020 - 08/06/2020^(A)		54,000,000		53,866,097
1.57%^(I), 05/14/2020 - 05/28/2020		24,460,000		24,405,983
1.60%^(I), 04/16/2020		4,000,000		3,997,392

Total Short-Term U.S. Government Obligations (Cost $153,629,384)				153,629,384


	Shares			Value
OTHER INVESTMENT COMPANY - 7.3%
Securities Lending Collateral - 7.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(I)		101,036,281			$ 101,036,281

Total Other Investment Company (Cost $101,036,281)					101,036,281


	Principal			Value
REPURCHASE AGREEMENTS - 0.5%
Fixed Income Clearing Corp., 0.00%^(I), dated 03/31/2020, to be repurchased at $4,936,317 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $5,038,786.		$ 4,936,317			4,936,317
State Street Bank & Trust Co., 0.00%^(I), dated 03/31/2020, to be repurchased at $1,640,001 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.00%, due 08/31/2021, and with a value of $1,672,890.^(K)		1,640,001			1,640,001

Total Repurchase Agreements (Cost $6,576,318)					6,576,318

Total Investments Excluding Options/Swaptions Purchased (Cost $1,568,800,928)					1,499,721,990
Total Options/Swaptions Purchased - 0.4% (Cost $9,453,363)					6,783,480

Total Investments Before Securities Sold Short (Cost $1,578,254,291)					1,506,505,470

	Shares			Value
SECURITIES SOLD SHORT - (0.3)%
COMMON STOCKS - (0.2)%
Entertainment - (0.1)%
Netflix, Inc.		(2,646	)		$ (993,573	)

Industrial Conglomerates - (0.1)%
3M Co.		(9,777	)		(1,334,658	)

Total Common Stocks (Proceeds $(2,451,467))					(2,328,231	)


EXCHANGE-TRADED FUND - (0.2)%
Household Durables - (0.2)% iShares iBoxx $ Investment Grade Corporate Bond ETF		(17,215	)		(2,126,225	)

Total Exchange-Traded Fund (Proceeds $(2,259,419))					(2,126,225	)

Total Securities Sold Short (Proceeds $(4,710,886))					(4,454,456	)

Net Other Assets (Liabilities), Net of Securities Sold Short - (8.1)%					(112,200,880	)

Net Assets - 100.0%					$ 1,389,850,134


	Shares		Value
COMMON STOCKS - 98.6%
Australia - 4.2%
Centuria Capital Group		1,556,401		$ 1,592,661
Centuria Industrial, REIT		984,902		1,581,801
Charter Hall Group, REIT		177,143		743,035
Charter Hall Long Wale, REIT		222,784		602,668
Dexus, REIT		232,176		1,286,626
Goodman Group, REIT		1,234,018		9,044,935
LendLease Group		1,158,307		7,262,336
Scentre Group, REIT		5,864,865		5,617,511
Viva Energy, REIT		2,483,418		3,489,238

				31,220,811

Belgium - 0.7%
Aedifica SA, REIT		48,109		4,993,760

Canada - 1.6%
Allied Properties, REIT		249,113		7,919,645
Canadian Apartment Properties, REIT		127,227		3,850,350

				11,769,995

Cayman Islands - 1.7%
ESR Cayman, Ltd. ^{(A) (B)}		5,875,800		12,616,706

China - 0.2%
Guangzhou R&F Properties Co., Ltd., H Shares		1,410,800		1,814,601

France - 0.0% ^(C)
Unibail-Rodamco-Westfield, REIT		6,155		352,844

Germany - 3.0%
LEG Immobilien AG		82,168		9,214,093
Vonovia SE		257,411		12,804,520

				22,018,613

Hong Kong - 6.2%
CK Asset Holdings, Ltd.		2,438,000		13,227,827
Kerry Properties, Ltd.		580,500		1,518,004
Link, REIT		1,285,700		10,836,487
New World Development Co., Ltd.		5,110,000		5,448,667
Sun Hung Kai Properties, Ltd.		274,000		3,582,285
Swire Properties, Ltd.		2,680,400		7,488,349
Wheelock & Co., Ltd.		528,000		3,577,694

				45,679,313

Japan - 13.9%
Activia Properties, Inc., REIT		1,610		5,226,191
Comforia Residential, Inc., REIT		1,165		3,331,024
Daito Trust Construction Co., Ltd.		60,400		5,608,953
Daiwa House Industry Co., Ltd.		358,100		8,847,686
Daiwa House Investment Corp., REIT		1,780		4,362,647
Hankyu Hanshin, Inc., REIT		671		725,852
Heiwa Real Estate Co., Ltd.		13,200		341,013
Heiwa Real Estate, Inc., REIT		842		784,347
Hulic, Inc., REIT		6,271		7,295,959
Ichigo Office Investment Corp., REIT		5,510		3,823,103
Japan Hotel Investment Corp., REIT		16,288		4,754,769
Japan Real Estate Investment Corp., REIT		992		5,831,258
Katitas Co., Ltd.		25,400		405,499
Kenedix Office Investment Corp., REIT		1,219		6,455,140
MCUBS MidCity Investment Corp., REIT		7,521		5,329,420


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Mitsubishi Estate Co., Ltd.		309,900		$ 4,576,958
Mitsubishi Estate Logistics Investment Corp., REIT		1,687		5,560,137
Mitsui Fudosan Co., Ltd.		740,200		12,816,352
Nippon Prologis, Inc., REIT		1,042		2,621,766
Sumitomo Realty & Development Co., Ltd.		235,800		5,757,724
Tokyu Fudosan Holdings Corp. ^(D)		1,806,200		8,675,349

				103,131,147

Luxembourg - 1.7%
Aroundtown SA		2,550,753		12,767,671

Norway - 0.8%
Entra ASA ^(B)		489,470		5,846,680

Republic of Korea - 0.0% ^(C)
LOTTE Co., Ltd., REIT		89,389		370,568

Singapore - 2.6%
AIMS APAC, REIT		5,102,200		3,714,212
Cromwell European, REIT ^(D)		5,447,300		2,152,105
Keppel DC, REIT		936,200		1,502,517
Lendlease Global Commercial, REIT		20,520,518		7,519,661
Mapletree Logistics Trust, REIT		4,251,500		4,709,290

				19,597,785

Spain - 2.3%
Aedas Homes SA ^{(A) (B)}		235,270		4,493,914
Cellnex Telecom SA ^(B)		107,032		4,855,233
Inmobiliaria Colonial Socimi SA, REIT		829,112		7,815,735

				17,164,882

Sweden - 2.4%
Castellum AB		510,285		8,603,630
Kungsleden AB		1,176,448		8,849,520

				17,453,150

Thailand - 0.2%
Asset World Corp. PCL ^(A)		12,501,000		1,232,211

United Kingdom - 5.5%
Assura PLC, REIT		4,867,245		5,045,415
Derwent London PLC, REIT		198,893		8,034,362
Grainger PLC		1,829,999		5,823,668
LondonMetric Property PLC, REIT		2,308,914		5,035,977
Primary Health Properties PLC, REIT ^(D)		2,627,482		5,216,946
Segro PLC, REIT		1,202,308		11,365,869

				40,522,237

United States - 51.6%
Alexandria Real Estate Equities, Inc., REIT		122,367		16,771,621
American Homes 4 Rent, Class A, REIT		577,561		13,399,415
Boston Properties, Inc., REIT		133,530		12,315,472
CareTrust, Inc., REIT		460,921		6,817,022
Cousins Properties, Inc., REIT		349,044		10,216,518
Crown Castle International Corp., REIT		63,889		9,225,572
CyrusOne, Inc., REIT		169,867		10,489,287
EPR Properties, REIT		327,756		7,938,250
Equinix, Inc., REIT		57,428		35,867,806
Equity Residential, REIT		352,274		21,738,829
Extra Space Storage, Inc., REIT		201,695		19,314,313
Federal Realty Investment Trust, REIT		90,629		6,761,830
Healthcare Trust of America, Inc., Class A, REIT		477,077		11,583,430
Healthpeak Properties, Inc., REIT		659,275		15,723,709


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Host Hotels & Resorts, Inc., REIT		617,819		$ 6,820,722
Hudson Pacific Properties, Inc., REIT		246,979		6,263,387
Mid-America Apartment Communities, Inc., REIT		131,316		13,529,487
Pebblebrook Hotel Trust, REIT		280,442		3,054,013
Plymouth Industrial, Inc., REIT		22,343		249,348
Prologis, Inc., REIT		469,580		37,740,145
Regency Centers Corp., REIT		246,815		9,485,100
Rexford Industrial Realty, Inc., REIT		382,471		15,685,136
RLJ Lodging Trust, REIT		375,357		2,897,756
SBA Communications Corp., REIT		20,837		5,625,365
Simon Property Group, Inc., REIT		130,544		7,161,644
Spirit Realty Capital, Inc., REIT		484,010		12,656,861
STAG Industrial, Inc., REIT		408,520		9,199,870
Sun Communities, Inc., REIT		125,518		15,670,922
UDR, Inc., REIT		383,091		13,998,145
Ventas, Inc., REIT		56,302		1,508,894
VEREIT, Inc.		1,030,799		5,040,607
VICI Properties, Inc., REIT ^(D)		720,611		11,990,967
Welltower, Inc., REIT		130,271		5,963,806

				382,705,249

Total Common Stocks (Cost $885,711,629)				731,258,223


OTHER INVESTMENT COMPANY - 0.0% ^(C)
Securities Lending Collateral - 0.0% ^(C)
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(E)		31,110		31,110

Total Other Investment Company (Cost $31,110)				31,110


	Principal		Value
REPURCHASE AGREEMENT - 1.8%
Fixed Income Clearing Corp., 0.00%^(E), dated 03/31/2020, to be repurchased at $13,461,400 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $13,734,083.		$ 13,461,400		13,461,400

Total Repurchase Agreement (Cost $13,461,400)				13,461,400

Total Investments (Cost $899,204,139)				744,750,733
Net Other Assets (Liabilities) - (0.4)%				(2,667,582	)

Net Assets - 100.0%				$ 742,083,151


	Shares		Value
COMMON STOCK - 0.0%
Banks - 0.0%
Banco Espirito Santo SA ^{(A) (B) (C) (D)}		8,203		$ 0

Total Common Stock (Cost $9,697)				0


EXCHANGE-TRADED FUNDS - 99.7%
International Equity Funds - 10.0%
iShares Edge MSCI Min Vol EAFE ETF ^(E)		391,316		24,281,158
iShares Edge MSCI Min Vol Emerging Markets ETF		148,320		6,959,174

				31,240,332

U.S. Equity Funds - 29.5%
iShares Edge MSCI Min Vol USA ETF ^(E)		368,134		19,882,917
iShares Edge MSCI USA Momentum Factor ETF ^(E)		185,081		19,707,425
iShares Edge MSCI USA Quality Factor ETF		244,763		19,835,594
iShares Edge MSCI USA Size Factor ETF ^(E)		171,862		12,267,510
iShares Edge MSCI USA Value Factor ETF ^(E)		315,041		19,847,583

				91,541,029

U.S. Fixed Income Funds - 60.2%
iShares Broad USD Investment Grade Corporate Bond ETF ^(E)		567,711		31,803,170
iShares Core U.S. Aggregate Bond ETF		1,344,938		155,165,497

				186,968,667

Total Exchange-Traded Funds (Cost $304,445,308)				309,750,028


	Shares		Value
OTHER INVESTMENT COMPANY - 9.7%
Securities Lending Collateral - 9.7%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(F)		30,122,547		$ 30,122,547

Total Other Investment Company (Cost $30,122,547)				30,122,547


	Principal		Value
REPURCHASE AGREEMENT - 0.2%
Fixed Income Clearing Corp., 0.00%^(F), dated 03/31/2020, to be repurchased at $480,824 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $495,533.		$ 480,824		480,824

Total Repurchase Agreement (Cost $480,824)				480,824

Total Investments (Cost $335,058,376)				340,353,399
Net Other Assets (Liabilities) - (9.6)%				(29,951,512	)

Net Assets - 100.0%				$ 310,401,887


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.7%
International Equity Funds - 12.5%
iShares Edge MSCI Min Vol EAFE ETF		513,029		$ 31,833,449
iShares Edge MSCI Min Vol Emerging Markets ETF		193,790		9,092,627

				40,926,076

U.S. Equity Funds - 37.2%
iShares Edge MSCI Min Vol USA ETF ^(A)		487,766		26,344,242
iShares Edge MSCI USA Momentum Factor ETF ^(A)		244,318		26,014,980
iShares Edge MSCI USA Quality Factor ETF		325,192		26,353,560
iShares Edge MSCI USA Size Factor ETF		227,347		16,228,029
iShares Edge MSCI USA Value Factor ETF		415,853		26,198,739

				121,139,550

U.S. Fixed Income Fund - 50.0%
iShares Core U.S. Aggregate Bond ETF		1,413,705		163,099,146

Total Exchange-Traded Funds (Cost $333,392,069)				325,164,772


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.8%
International Equity Funds - 18.8%
iShares Edge MSCI Min Vol EAFE ETF		308,218		$ 19,124,927
iShares Edge MSCI Min Vol Emerging Markets ETF		116,541		5,468,104

				24,593,031

U.S. Equity Funds - 55.9%
iShares Edge MSCI Min Vol USA ETF		291,326		15,734,517
iShares Edge MSCI USA Momentum Factor ETF ^(A)		150,525		16,027,902
iShares Edge MSCI USA Quality Factor ETF		196,519		15,925,900
iShares Edge MSCI USA Size Factor ETF ^(A)		136,089		9,714,033
iShares Edge MSCI USA Value Factor ETF		249,706		15,731,478

				73,133,830

U.S. Fixed Income Fund - 25.1%
iShares Core U.S. Aggregate Bond ETF		284,320		32,801,998

Total Exchange-Traded Funds (Cost $140,075,560)				130,528,859


OTHER INVESTMENT COMPANY - 5.4%
Securities Lending Collateral - 5.4%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		7,020,130		7,020,130

Total Other Investment Company (Cost $7,020,130)				7,020,130

Total Investments (Cost $147,095,690)				137,548,989
Net Other Assets (Liabilities) - (5.2)%				(6,746,854	)

Net Assets - 100.0%				$ 130,802,135


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.7%
International Equity Funds - 25.1%
iShares Edge MSCI Min Vol EAFE ETF		192,607		$ 11,951,264
iShares Edge MSCI Min Vol Emerging Markets ETF		69,456		3,258,876

				15,210,140

U.S. Equity Funds - 74.6%
iShares Edge MSCI Min Vol USA ETF ^(A)		183,971		9,936,273
iShares Edge MSCI USA Momentum Factor ETF ^(A)		92,583		9,858,238
iShares Edge MSCI USA Quality Factor ETF		123,344		9,995,798
iShares Edge MSCI USA Size Factor ETF ^(A)		81,655		5,828,534
iShares Edge MSCI USA Value Factor ETF ^(A)		153,252		9,654,876

				45,273,719

Total Exchange-Traded Funds (Cost $63,713,107)				60,483,859


OTHER INVESTMENT COMPANY - 24.2%
Securities Lending Collateral - 24.2%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		14,681,956		14,681,956

Total Other Investment Company (Cost $14,681,956)				14,681,956

Total Investments (Cost $78,395,063)				75,165,815
Net Other Assets (Liabilities) - (23.9)%				(14,509,324	)

Net Assets - 100.0%				$ 60,656,491


	Shares		Value
EXCHANGE-TRADED FUNDS - 8.7%
International Equity Funds - 2.0%
Vanguard FTSE Emerging Markets ETF		360,671		$ 12,100,512
WisdomTree Europe Hedged Equity Fund ^(A)		117,171		6,003,842
WisdomTree Japan Hedged Equity Fund ^(A)		138,074		5,819,819

				23,924,173

U.S. Equity Fund - 3.3%
SPDR S&P 500 ETF Trust ^(A)		153,783		39,637,569

U.S. Fixed Income Funds - 3.4%
SPDR Portfolio Long Term Treasury ETF		342,020		16,157,025
Vanguard Extended Duration Treasury ETF ^(A)		73,365		12,300,376
Vanguard Total Bond Market ETF		147,670		12,603,634

				41,061,035

Total Exchange-Traded Funds (Cost $110,397,927)				104,622,777


INVESTMENT COMPANIES - 89.0%
International Alternative Fund - 0.0% ^(B)
Transamerica Global Allocation Liquidating Trust ^{(C) (D) (E) (F)}		13,521		50,620

International Equity Funds - 10.5%
Transamerica Greystone International Growth VP ^(D)		13,730,735		88,700,548
Transamerica TS&W International Equity VP ^(D)		3,666,254		37,469,116

				126,169,664

U.S. Equity Funds - 26.1%
Transamerica Barrow Hanley Dividend Focused VP ^(D)		2,935,189		46,581,453
Transamerica JPMorgan Enhanced Index VP ^(D)		5,012,109		88,714,324
Transamerica JPMorgan Mid Cap Value VP ^(D)		1,215,227		13,622,690
Transamerica Large Cap Value ^(D)		3,380,297		25,555,043
Transamerica Morgan Stanley Capital Growth VP ^(D)		1,493,790		26,559,592
Transamerica T. Rowe Price Small Cap VP ^(D)		2,915,279		36,382,682
Transamerica WMC US Growth VP ^(D)		2,570,059		75,020,022

				312,435,806

U.S. Fixed Income Funds - 20.3%
Transamerica Bond ^(D)		8,100,383		72,660,438
Transamerica JPMorgan Core Bond VP ^(D)		5,858,445		78,385,996
Transamerica Short-Term Bond ^(D)		9,705,259		92,685,226

				243,731,660

U.S. Mixed Allocation Fund - 32.1%
Transamerica PIMCO Total Return VP ^(D)		32,451,395		384,224,517

Total Investment Companies (Cost $1,149,494,999)				1,066,612,267


OTHER INVESTMENT COMPANY - 0.2%
Securities Lending Collateral - 0.2%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(G)		2,562,078		2,562,078

Total Other Investment Company (Cost $2,562,078)				2,562,078


	Shares		Value
COMMON STOCKS - 93.7%
Australia - 1.4%
Northern Star Resources, Ltd.		867,793		$ 5,621,552

Austria - 1.2%
Erste Group Bank AG		267,800		4,902,802

China - 7.8%
ANTA Sports Products, Ltd.		1,143,800		8,300,211
Ping An Insurance Group Co. of China, Ltd., H Shares		837,500		8,179,239
Tencent Holdings, Ltd.		290,600		14,363,659

				30,843,109

Finland - 2.3%
Neste OYJ		279,700		9,299,335

France - 5.4%
AXA SA		213,804		3,620,116
TOTAL SA ^(A)		225,109		8,481,831
Vinci SA		116,766		9,540,861

				21,642,808

Germany - 4.6%
Bayerische Motoren Werke AG		130,707		6,672,485
Henkel AG & Co. KGaA		62,076		4,559,969
Knorr-Bremse AG		80,144		7,045,930

				18,278,384

Ireland - 5.0%
Kingspan Group PLC		184,511		9,949,661
Smurfit Kappa Group PLC		349,346		9,896,351

				19,846,012

Israel - 2.0%
Nice, Ltd., ADR ^{(A) (B)}		55,641		7,987,822

Italy - 3.4%
Enel SpA		1,928,700		13,303,865

Japan - 17.6%
Asahi Group Holdings, Ltd.		297,700		9,658,332
Haseko Corp.		725,500		7,715,580
Koito Manufacturing Co., Ltd.		160,400		5,392,514
Lasertec Corp.		118,200		5,480,892
Minebea Mitsumi, Inc.		517,000		7,636,320
Nidec Corp.		82,000		4,225,829
Nitori Holdings Co., Ltd.		52,800		7,135,433
Open House Co., Ltd.		252,200		5,189,583
SoftBank Group Corp.		179,700		6,361,807
Sushiro Global Holdings, Ltd.		336,000		4,925,721
Takeda Pharmaceutical Co., Ltd.		214,836		6,541,346

				70,263,357

Luxembourg - 1.8%
Aroundtown SA		1,460,404		7,309,981

Netherlands - 2.6%
Euronext NV ^(C)		137,692		10,138,699

New Zealand - 1.9%
a2 Milk Co., Ltd. ^(B)		747,200		7,656,352


	Shares		Value
COMMON STOCKS (continued)
Norway - 4.2%
DNB ASA		880,827		$ 9,813,235
Equinor ASA		550,138		6,858,091

				16,671,326

Republic of Korea - 2.4%
Samsung Electronics Co., Ltd.		247,100		9,607,615

Spain - 2.3%
Iberdrola SA		929,603		9,092,451

Sweden - 2.4%
Epiroc AB, Class A		146,900		1,451,588
Epiroc AB, Class B		803,623		7,921,075

				9,372,663

Switzerland - 8.6%
Lonza Group AG		26,700		10,982,345
Roche Holding AG		48,917		15,738,646
Swiss Life Holding AG		21,922		7,358,034

				34,079,025

Taiwan - 2.4%
Taiwan Semiconductor Manufacturing Co., Ltd., ADR		202,760		9,689,900

United Kingdom - 14.4%
Ashtead Group PLC		288,990		6,246,218
Beazley PLC		1,332,527		6,427,734
British American Tobacco PLC		284,399		9,688,127
GlaxoSmithKline PLC		616,911		11,575,818
Legal & General Group PLC		3,392,936		8,016,484
Rio Tinto PLC, ADR		242,567		11,051,352
Smith & Nephew PLC		241,100		4,247,342

				57,253,075

Total Common Stocks (Cost $446,062,430)				372,860,133


OTHER INVESTMENT COMPANY - 3.0%
Securities Lending Collateral - 3.0%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(D)		12,073,105		12,073,105

Total Other Investment Company (Cost $12,073,105)				12,073,105


	Principal		Value
REPURCHASE AGREEMENT - 1.3%
Fixed Income Clearing Corp., 0.00%^(D), dated 03/31/2020, to be repurchased at $5,279,833 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $5,388,267.		$ 5,279,833		5,279,833

Total Repurchase Agreement (Cost $5,279,833)				5,279,833

Total Investments (Cost $463,415,368)				390,213,071
Net Other Assets (Liabilities) - 2.0%				8,165,742

Net Assets - 100.0%				$ 398,378,813


	Shares		Value
COMMON STOCKS - 97.1%
Australia - 5.9%
AGL Energy, Ltd.		2,212		$ 23,149
Alumina, Ltd.		7,568		6,782
AMP, Ltd. ^(A)		10,463		8,545
APA Group		3,766		23,898
Aristocrat Leisure, Ltd.		1,925		24,943
ASX, Ltd.		644		30,230
Aurizon Holdings, Ltd.		6,248		16,192
AusNet Services		4,856		5,099
Australia & New Zealand Banking Group, Ltd.		9,906		103,888
Bendigo & Adelaide Bank, Ltd.		2,016		7,745
BHP Group PLC		7,374		114,442
BHP Group, Ltd. ^(B)		10,262		186,166
BlueScope Steel, Ltd.		1,691		8,853
Boral, Ltd.		4,147		5,209
Brambles, Ltd.		5,489		35,480
Caltex Australia, Ltd.		883		11,923
Challenger, Ltd.		2,125		5,191
CIMIC Group, Ltd.		291		4,122
Coca-Cola Amatil, Ltd.		1,732		9,348
Cochlear, Ltd.		209		23,820
Coles Group, Ltd.		3,946		36,749
Commonwealth Bank of Australia		6,163		232,530
Computershare, Ltd.		1,620		9,698
Crown Resorts, Ltd.		1,099		5,100
CSL, Ltd.		1,579		286,228
Dexus, REIT		3,806		21,091
Flight Centre Travel Group, Ltd. ^(B) (C)		219		1,383
Fortescue Metals Group, Ltd.		4,511		27,644
Goodman Group, REIT		5,555		40,716
GPT Group, REIT		6,751		14,998
Harvey Norman Holdings, Ltd.		2,264		4,157
Incitec Pivot, Ltd.		4,646		5,763
Insurance Australia Group, Ltd.		7,594		28,653
LendLease Group		1,873		11,743
Macquarie Group, Ltd.		1,181		62,898
Magellan Financial Group, Ltd.		431		11,431
Medibank Pvt, Ltd.		9,467		15,569
Mirvac Group, REIT		13,245		16,828
National Australia Bank, Ltd.		10,075		103,348
Newcrest Mining, Ltd.		2,709		37,202
Oil Search, Ltd.		4,353		6,313
Orica, Ltd.		1,490		13,948
Origin Energy, Ltd.		6,235		16,755
Qantas Airways, Ltd.		1,931		3,757
QBE Insurance Group, Ltd.		4,420		23,024
Ramsay Health Care, Ltd.		513		18,038
REA Group, Ltd.		155		7,261
Santos, Ltd.		6,274		12,885
Scentre Group, REIT		17,041		16,322
SEEK, Ltd.		1,117		10,207
Sonic Healthcare, Ltd.		1,547		23,251
South32, Ltd.		15,528		17,142
Stockland, REIT		8,152		12,535
Suncorp Group, Ltd.		4,253		23,618
Sydney Airport		3,484		12,038
Tabcorp Holdings, Ltd.		6,361		9,844
Telstra Corp., Ltd.		13,984		26,250
TPG Telecom, Ltd.		1,452		6,184
Transurban Group		9,252		68,915
Treasury Wine Estates, Ltd.		2,302		14,292
Vicinity Centres, REIT		11,966		7,485


	Shares		Value
COMMON STOCKS (continued)
Australia (continued)
Washington H Soul Pattinson & Co., Ltd.		445		$ 4,598
Wesfarmers, Ltd.		3,966		84,040
Westpac Banking Corp.		12,456		127,933
WiseTech Global, Ltd.		366		3,805
Woodside Petroleum, Ltd.		3,239		35,942
Woolworths Group, Ltd.		4,404		95,771
Worley, Ltd. ^(B)		1,351		5,013

				2,335,920

Austria - 0.2%
Andritz AG		268		8,396
Erste Group Bank AG		1,032		18,894
OMV AG		453		12,397
Raiffeisen Bank International AG		444		6,387
Verbund AG		261		9,413
voestalpine AG		420		8,474

				63,961

Belgium - 0.9%
Ageas		611		25,461
Anheuser-Busch InBev SA		2,700		119,258
Colruyt SA		188		10,191
Galapagos NV ^(A)		156		30,635
Groupe Bruxelles Lambert SA		263		20,693
KBC Group NV		844		38,297
Proximus SADP		583		13,388
Solvay SA		249		17,945
Telenet Group Holding NV		131		3,934
UCB SA		434		37,134
Umicore SA		696		24,006

				340,942

Chile - 0.0% ^(D)
Antofagasta PLC		1,158		11,059

China - 0.0% ^(D)
BeiGene, Ltd., ADR ^(A)		100		12,311
Yangzijiang Shipbuilding Holdings, Ltd.		6,500		3,772

				16,083

Denmark - 2.1%
AP Moller - Maersk A/S, Class A		10		8,213
AP Moller - Maersk A/S, Class B		25		22,159
Carlsberg A/S, Class B		377		42,443
Chr Hansen Holding A/S		346		25,532
Coloplast A/S, Class B		416		60,331
Danske Bank A/S		2,241		24,941
Demant A/S ^(A)		406		8,840
DSV Panalpina A/S		701		63,741
Genmab A/S ^(A)		229		45,999
H. Lundbeck A/S		186		5,461
ISS A/S		540		7,387
Novo Nordisk A/S, Class B		6,076		362,835
Novozymes A/S, B Shares		736		33,015
Orsted A/S ^(E)		646		63,242
Pandora A/S ^(B)		296		9,511
Tryg A/S		456		11,099
Vestas Wind Systems A/S		634		51,586

				846,335

Finland - 1.1%
Elisa OYJ		448		27,652
Fortum Oyj		1,490		21,675


	Shares		Value
COMMON STOCKS (continued)
Finland (continued)
Kone OYJ, Class B		1,190		$ 66,641
Metso OYJ		379		8,931
Neste OYJ		1,489		49,506
Nokia OYJ		19,778		60,913
Nokian Renkaat OYJ		349		8,333
Nordea Bank Abp		8,148		45,836
Nordea Bank Abp		3,207		17,803
Orion OYJ, Class B		358		14,569
Sampo OYJ, A Shares		1,524		43,966
Stora Enso OYJ, R Shares		2,027		20,268
UPM-Kymmene OYJ ^(B)		1,876		51,153
Wartsila OYJ Abp ^(B)		1,555		11,355

				448,601

France - 10.2%
Accor SA		572		15,367
Aeroports de Paris		109		10,530
Air Liquide SA		1,647		210,235
Airbus SE		2,035		131,221
Alstom SA		671		27,707
Amundi SA ^(E)		201		11,630
Arkema SA		216		14,747
Atos SE		332		22,120
AXA SA		6,747		114,240
BioMerieux		128		14,491
BNP Paribas SA		3,924		114,562
Bollore SA		1,924		5,229
Bollore SA ^(A)		937		3,027
Bouygues SA		750		21,766
Bureau Veritas SA		977		18,415
Capgemini SE		543		45,374
Carrefour SA		2,138		33,896
Casino Guichard Perrachon SA		195		7,463
Cie de Saint-Gobain		1,659		39,808
Cie Generale des Etablissements Michelin SCA		600		52,551
CNP Assurances		588		5,693
Covivio, REIT		163		9,154
Credit Agricole SA		3,757		26,584
Danone SA		2,153		137,788
Dassault Aviation SA		9		7,391
Dassault Systemes SE		440		64,236
Edenred		846		35,109
Eiffage SA		259		18,385
Electricite de France SA		2,077		16,241
Engie SA		6,141		62,887
EssilorLuxottica SA		990		104,816
Eurazeo SE		144		6,461
Eutelsat Communications SA		459		4,771
Faurecia SE		245		7,174
Gecina SA, REIT		142		18,686
Getlink SE		1,408		17,029
Hermes International		109		74,165
ICADE, REIT		79		6,201
Iliad SA		50		6,737
Ingenico Group SA		207		21,638
Ipsen SA		152		7,791
JCDecaux SA		205		3,644
Kering SA		264		137,653
Klepierre SA, REIT ^(B)		624		11,894
L’Oreal SA		874		226,200
Legrand SA		892		56,893
LVMH Moet Hennessy Louis Vuitton SE		945		346,580
Natixis SA		2,905		9,250
Orange SA		6,776		82,040
Pernod Ricard SA		741		105,175


	Shares		Value
COMMON STOCKS (continued)
France (continued)
Peugeot SA		1,885		$ 24,541
Publicis Groupe SA		741		21,177
Remy Cointreau SA ^(B)		85		9,264
Renault SA		633		12,030
Safran SA		1,145		101,444
Sanofi		3,832		331,755
Sartorius Stedim Biotech		94		18,758
Schneider Electric SE		1,927		162,876
SCOR SE		506		11,133
SEB SA		93		11,519
Societe Generale SA		2,668		43,708
Sodexo SA		285		19,139
Suez ^(B)		1,116		11,338
Teleperformance		204		42,252
Thales SA		355		29,400
TOTAL SA		8,352		314,693
Ubisoft Entertainment SA ^(A)		289		21,123
Unibail-Rodamco-Westfield, REIT, CDI		5,703		15,017
Unibail-Rodamco-Westfield, REIT		251		14,389
Valeo SA		797		12,972
Veolia Environnement SA		1,840		38,862
Vinci SA		1,794		146,586
Vivendi SA		2,904		61,400
Wendel SA		83		6,586
Worldline SA ^{(A) (E)}		426		25,143

				4,059,750

Germany - 7.5%
adidas AG		629		139,655
Allianz SE		1,452		247,272
BASF SE		3,201		149,621
Bayer AG		3,421		196,018
Bayerische Motoren Werke AG		1,162		59,319
Beiersdorf AG		355		35,745
Brenntag AG		496		18,021
Carl Zeiss Meditec AG		117		11,141
Commerzbank AG		3,229		11,495
Continental AG		385		27,450
Covestro AG ^(E)		603		18,300
Daimler AG		3,092		92,340
Delivery Hero SE ^{(A) (E)}		400		29,410
Deutsche Bank AG		6,604		41,982
Deutsche Boerse AG		664		91,223
Deutsche Lufthansa AG		733		6,856
Deutsche Post AG		3,355		89,943
Deutsche Telekom AG		11,615		150,013
Deutsche Wohnen SE		1,265		47,942
E.ON SE		7,856		80,584
Evonik Industries AG		724		15,119
Fraport AG Frankfurt Airport Services Worldwide		149		5,998
Fresenius Medical Care AG & Co. KGaA		738		48,174
Fresenius SE & Co. KGaA		1,467		54,620
GEA Group AG		500		10,329
Hannover Rueck SE		210		29,653
HeidelbergCement AG		524		22,387
Henkel AG & Co. KGaA		366		26,886
HOCHTIEF AG		95		6,238
Infineon Technologies AG		4,218		60,890
KION Group AG		205		8,823
Knorr-Bremse AG		165		14,506
LANXESS AG		274		10,906
Merck KGaA		454		45,837
METRO AG		594		5,059
MTU Aero Engines AG		168		24,292


	Shares		Value
COMMON STOCKS (continued)
Germany (continued)
Muenchener Rueckversicherungs-Gesellschaft AG		504		$ 101,339
Puma SE		255		14,983
RWE AG		1,978		51,728
SAP SE		3,340		372,904
Siemens AG		2,663		222,986
Siemens Healthineers AG ^(E)		495		19,135
Symrise AG		445		41,166
Telefonica Deutschland Holding AG		2,306		5,661
thyssenkrupp AG ^(A)		1,192		6,278
TUI AG		1,494		6,539
Uniper SE		632		15,524
United Internet AG		366		10,642
Volkswagen AG		100		13,120
Vonovia SE		1,800		89,538
Wirecard AG		413		46,533
Zalando SE ^{(A) (E)}		466		17,564

				2,969,687

Hong Kong - 3.5%
AIA Group, Ltd.		41,400		370,722
ASM Pacific Technology, Ltd.		1,000		9,272
Bank of East Asia, Ltd.		3,719		7,948
BOC Hong Kong Holdings, Ltd.		12,500		34,313
Budweiser Brewing Co. APAC, Ltd. ^(A) (E)		4,700		12,087
CK Asset Holdings, Ltd.		9,000		48,831
CK Hutchison Holdings, Ltd.		9,500		63,319
CK Infrastructure Holdings, Ltd.		2,000		10,588
CLP Holdings, Ltd.		5,500		50,380
Dairy Farm International Holdings, Ltd.		1,100		5,059
Galaxy Entertainment Group, Ltd.		8,000		42,135
Hang Lung Properties, Ltd.		7,000		14,116
Hang Seng Bank, Ltd.		2,600		44,297
Henderson Land Development Co., Ltd.		5,531		20,934
HK Electric Investments & HK Electric Investments, Ltd.		7,500		7,201
HKT Trust & HKT, Ltd.		13,000		17,681
Hong Kong & China Gas Co., Ltd.		35,901		58,785
Hong Kong Exchanges & Clearing, Ltd.		4,217		126,338
Hongkong Land Holdings, Ltd.		4,100		15,340
Jardine Matheson Holdings, Ltd.		800		40,266
Jardine Strategic Holdings, Ltd.		700		15,644
Kerry Properties, Ltd.		3,000		7,845
Link, REIT		7,100		59,842
Melco Resorts & Entertainment, Ltd., ADR		700		8,680
MTR Corp., Ltd.		5,015		25,795
New World Development Co., Ltd.		21,114		22,513
NWS Holdings, Ltd.		4,000		4,076
PCCW, Ltd.		14,000		7,677
Power Assets Holdings, Ltd.		5,000		29,661
Sino Land Co., Ltd.		10,315		12,982
SJM Holdings, Ltd.		8,000		6,675
Sun Hung Kai Properties, Ltd.		5,350		69,946
Swire Pacific, Ltd., Class A		2,000		12,731
Swire Properties, Ltd.		4,400		12,293
Techtronic Industries Co., Ltd.		4,500		28,575
Vitasoy International Holdings, Ltd.		2,000		6,019
WH Group, Ltd. ^(E)		32,500		29,998
Wharf Real Estate Investment Co., Ltd.		4,300		17,539
Wheelock & Co., Ltd.		3,000		20,328
Yue Yuen Industrial Holdings, Ltd.		2,500		3,820

				1,402,251

Ireland - 0.9%
AerCap Holdings NV ^(A)		400		9,116


	Shares		Value
COMMON STOCKS (continued)
Ireland (continued)
AIB Group PLC ^(A)		2,144		$ 2,377
Bank of Ireland Group PLC		3,163		5,896
CRH PLC		2,800		75,720
DCC PLC		318		19,860
Experian PLC		3,178		88,321
Flutter Entertainment PLC		275		24,737
James Hardie Industries PLC, CDI		1,532		17,788
Kerry Group PLC, Class A		534		61,957
Kingspan Group PLC		528		28,472
Smurfit Kappa Group PLC		733		20,765

				355,009

Isle of Man - 0.0% ^(D)
GVC Holdings PLC		2,089		14,470

Israel - 0.6%
Azrieli Group, Ltd.		133		7,604
Bank Hapoalim BM		4,018		24,075
Bank Leumi Le-Israel BM		4,723		26,042
Check Point Software Technologies, Ltd. ^(A)		450		45,243
CyberArk Software, Ltd. ^(A)		100		8,556
Elbit Systems, Ltd.		77		9,978
Isracard, Ltd.		1		2
Israel Chemicals, Ltd.		2,447		7,793
Israel Discount Bank, Ltd., A Shares		4,183		12,197
Mizrahi Tefahot Bank, Ltd.		413		7,602
Nice, Ltd. ^(A)		209		30,221
Teva Pharmaceutical Industries, Ltd., ADR ^(A)		3,515		31,565
Wix.com, Ltd. ^(A)		200		20,164

				231,042

Italy - 1.9%
Assicurazioni Generali SpA		3,859		52,269
Atlantia SpA		1,642		20,398
Davide Campari-Milano SpA		1,806		12,951
Enel SpA		28,321		195,354
Eni SpA		8,899		88,434
Ferrari NV		407		62,692
FinecoBank Banca Fineco SpA		2,092		18,822
Intesa Sanpaolo SpA		52,009		84,154
Leonardo SpA		1,450		9,586
Mediobanca Banca di Credito Finanziario SpA		2,212		12,062
Moncler SpA		596		21,658
Pirelli & C SpA ^(E)		1,048		3,698
Poste Italiane SpA ^(E)		1,697		14,283
Prysmian SpA		859		13,638
Recordati SpA		336		14,157
Snam SpA		6,904		31,553
Telecom Italia SpA ^(A)		33,134		13,412
Telecom Italia SpA		22,191		8,670
Terna Rete Elettrica Nazionale SpA		4,978		31,291
UniCredit SpA		6,807		52,663

				761,745

Japan - 25.8%
ABC-Mart, Inc.		100		5,005
Acom Co., Ltd.		1,700		6,904
Advantest Corp.		700		27,881
Aeon Co., Ltd.		2,300		50,954
AEON Financial Service Co., Ltd.		200		2,137
Aeon Mall Co., Ltd.		400		5,049
AGC, Inc.		600		14,620
Air Water, Inc.		700		9,586
Aisin Seiki Co., Ltd.		500		12,246


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Ajinomoto Co., Inc.		1,400		$ 26,088
Alfresa Holdings Corp.		600		11,167
Alps Alpine Co., Ltd.		700		6,745
Amada Holdings Co., Ltd.		1,300		10,189
ANA Holdings, Inc.		300		7,309
Aozora Bank, Ltd.		500		9,542
Asahi Group Holdings, Ltd.		1,200		38,932
Asahi Intecc Co., Ltd.		600		14,839
Asahi Kasei Corp.		4,100		28,728
Astellas Pharma, Inc.		6,500		100,148
Bandai Namco Holdings, Inc.		700		33,952
Bank of Kyoto, Ltd.		200		6,338
Benesse Holdings, Inc.		300		7,634
Bridgestone Corp.		1,900		58,160
Brother Industries, Ltd.		700		10,603
Calbee, Inc.		300		8,096
Canon, Inc.		3,500		76,058
Casio Computer Co., Ltd.		600		8,395
Central Japan Railway Co.		500		80,136
Chiba Bank, Ltd.		1,800		7,836
Chubu Electric Power Co., Inc.		2,200		31,049
Chugai Pharmaceutical Co., Ltd.		800		92,557
Chugoku Electric Power Co., Inc.		1,000		13,952
Coca-Cola Bottlers Japan Holdings, Inc.		400		8,209
Concordia Financial Group, Ltd.		4,100		11,934
Credit Saison Co., Ltd.		500		5,801
CyberAgent, Inc.		300		11,627
Dai Nippon Printing Co., Ltd.		900		19,126
Dai-ichi Life Holdings, Inc.		3,700		43,938
Daicel Corp.		1,100		8,003
Daifuku Co., Ltd.		400		25,067
Daiichi Sankyo Co., Ltd.		2,000		137,353
Daikin Industries, Ltd.		900		108,643
Daito Trust Construction Co., Ltd.		300		27,859
Daiwa House Industry Co., Ltd.		1,900		46,944
Daiwa House Investment Corp., REIT		7		17,156
Daiwa Securities Group, Inc.		5,400		20,867
Denso Corp.		1,500		47,932
Dentsu Group, Inc.		700		13,525
Disco Corp.		100		19,455
East Japan Railway Co.		1,000		75,670
Eisai Co., Ltd.		900		65,833
Electric Power Development Co., Ltd., Class C		500		10,021
FamilyMart Co., Ltd.		800		14,365
FANUC Corp.		700		93,538
Fast Retailing Co., Ltd.		200		81,608
Fuji Electric Co., Ltd.		500		11,211
FUJIFILM Holdings Corp.		1,200		59,135
Fujitsu, Ltd.		700		63,048
Fukuoka Financial Group, Inc.		700		9,234
GMO Payment Gateway, Inc.		200		14,017
Hakuhodo DY Holdings, Inc.		700		7,063
Hamamatsu Photonics KK		500		20,317
Hankyu Hanshin Holdings, Inc.		800		26,876
Hikari Tsushin, Inc.		80		13,387
Hino Motors, Ltd.		1,000		5,333
Hirose Electric Co., Ltd.		100		10,309
Hisamitsu Pharmaceutical Co., Inc.		200		9,281
Hitachi Chemical Co., Ltd.		400		17,021
Hitachi Construction Machinery Co., Ltd.		300		6,017
Hitachi High-Technologies Corp.		300		22,162
Hitachi Metals, Ltd.		800		8,397
Hitachi, Ltd.		3,200		91,924
Honda Motor Co., Ltd.		5,500		123,070
Hoshizaki Corp.		200		14,960
Hoya Corp.		1,300		110,541
Hulic Co., Ltd.		900		9,108


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Idemitsu Kosan Co., Ltd.		700		$ 15,977
IHI Corp.		500		5,823
Iida Group Holdings Co., Ltd.		500		6,911
Inpex Corp.		3,500		19,635
Isetan Mitsukoshi Holdings, Ltd.		900		5,222
Isuzu Motors, Ltd.		1,800		11,912
ITOCHU Corp.		4,700		97,265
Itochu Techno-Solutions Corp.		200		5,696
J. Front Retailing Co., Ltd.		800		6,603
Japan Airlines Co., Ltd.		500		9,189
Japan Airport Terminal Co., Ltd.		200		7,686
Japan Exchange Group, Inc.		1,700		29,833
Japan Post Bank Co., Ltd.		1,500		13,853
Japan Post Holdings Co., Ltd.		5,500		43,024
Japan Post Insurance Co., Ltd.		800		9,884
Japan Prime Realty Investment Corp., REIT		3		9,064
Japan Real Estate Investment Corp., REIT		5		29,391
Japan Retail Fund Investment Corp., REIT		9		10,231
Japan Tobacco, Inc.		4,200		77,686
JFE Holdings, Inc.		1,700		11,016
JGC Holdings Corp.		600		4,789
JSR Corp.		700		12,794
JTEKT Corp.		900		6,079
JXTG Holdings, Inc.		10,200		34,755
Kajima Corp.		1,400		14,310
Kakaku.com, Inc.		500		9,145
Kamigumi Co., Ltd.		400		6,752
Kansai Electric Power Co., Inc.		2,500		27,827
Kansai Paint Co., Ltd.		700		13,278
Kao Corp.		1,700		138,496
Kawasaki Heavy Industries, Ltd.		500		7,194
KDDI Corp.		6,100		180,185
Keihan Holdings Co., Ltd.		300		13,307
Keikyu Corp.		700		11,777
Keio Corp.		400		23,613
Keisei Electric Railway Co., Ltd.		400		11,559
Keyence Corp.		600		192,907
Kikkoman Corp.		500		21,200
Kintetsu Group Holdings Co., Ltd.		600		27,769
Kirin Holdings Co., Ltd.		2,800		55,301
Kobayashi Pharmaceutical Co., Ltd.		200		18,504
Koito Manufacturing Co., Ltd.		400		13,448
Komatsu, Ltd.		3,100		50,169
Konami Holdings Corp.		300		9,202
Konica Minolta, Inc.		1,200		4,835
Kose Corp.		100		12,374
Kubota Corp.		3,600		45,789
Kuraray Co., Ltd.		900		9,055
Kurita Water Industries, Ltd.		300		6,883
Kyocera Corp.		1,100		64,912
Kyowa Kirin Co., Ltd.		900		20,115
Kyushu Electric Power Co., Inc.		1,500		12,030
Kyushu Railway Co.		500		14,363
Lawson, Inc.		200		10,978
LINE Corp. ^(A)		200		9,656
Lion Corp.		700		14,928
LIXIL Group Corp.		900		11,089
M3, Inc.		1,500		44,246
Makita Corp.		700		21,353
Marubeni Corp.		5,000		24,815
Marui Group Co., Ltd.		700		11,710
Maruichi Steel Tube, Ltd.		300		7,185
Mazda Motor Corp.		2,100		11,090
McDonald’s Holdings Co. Japan, Ltd.		200		9,020
Mebuki Financial Group, Inc.		3,200		6,491
Medipal Holdings Corp.		600		11,212


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
MEIJI Holdings Co., Ltd.		400		$ 28,346
Mercari, Inc. ^(A)		200		3,884
Minebea Mitsumi, Inc.		1,300		19,202
MISUMI Group, Inc.		1,000		21,631
Mitsubishi Chemical Holdings Corp.		4,100		24,346
Mitsubishi Corp.		4,600		97,300
Mitsubishi Electric Corp.		6,300		76,962
Mitsubishi Estate Co., Ltd.		3,900		57,600
Mitsubishi Gas Chemical Co., Inc.		700		7,554
Mitsubishi Heavy Industries, Ltd.		1,000		25,202
Mitsubishi Materials Corp.		300		6,133
Mitsubishi Motors Corp.		2,600		7,326
Mitsubishi UFJ Financial Group, Inc.		42,500		159,016
Mitsubishi UFJ Lease & Finance Co., Ltd.		1,600		7,832
Mitsui & Co., Ltd.		5,700		79,137
Mitsui Chemicals, Inc.		700		13,175
Mitsui Fudosan Co., Ltd.		3,000		51,944
Mitsui O.S.K. Lines, Ltd.		300		4,808
Mizuho Financial Group, Inc.		81,500		93,503
MonotaRO Co., Ltd.		400		10,569
MS&AD Insurance Group Holdings, Inc.		1,600		44,642
Murata Manufacturing Co., Ltd.		2,000		99,429
Nabtesco Corp.		300		6,862
Nagoya Railroad Co., Ltd.		600		16,869
NEC Corp.		800		29,131
Nexon Co., Ltd.		1,700		27,779
NGK Insulators, Ltd.		900		11,713
NGK Spark Plug Co., Ltd.		500		7,009
NH Foods, Ltd.		300		10,440
Nidec Corp.		1,500		77,302
Nikon Corp.		1,300		11,932
Nintendo Co., Ltd.		400		155,461
Nippon Building Fund, Inc., REIT		5		33,635
Nippon Express Co., Ltd.		300		14,634
Nippon Paint Holdings Co., Ltd.		500		26,026
Nippon Prologis, Inc., REIT		6		15,097
Nippon Shinyaku Co., Ltd.		200		15,661
Nippon Steel Corp.		2,700		23,016
Nippon Telegraph & Telephone Corp.		4,400		105,233
Nippon Yusen KK		500		5,906
Nissan Chemical Corp.		400		14,487
Nissan Motor Co., Ltd.		7,600		25,427
Nisshin Seifun Group, Inc.		700		11,678
Nissin Foods Holdings Co., Ltd.		200		16,597
Nitori Holdings Co., Ltd.		300		40,542
Nitto Denko Corp.		500		22,209
Nomura Holdings, Inc. ^(B)		11,400		48,109
Nomura Real Estate Holdings, Inc.		400		6,472
Nomura Real Estate Master Fund, Inc., REIT		14		17,807
Nomura Research Institute, Ltd.		1,100		23,235
NSK, Ltd.		1,100		7,002
NTT Data Corp.		2,100		20,102
NTT DOCOMO, Inc.		4,600		143,856
Obayashi Corp.		2,000		16,971
OBIC Co., Ltd.		200		26,058
Odakyu Electric Railway Co., Ltd.		900		19,765
OJI Holdings Corp.		3,100		16,480
Olympus Corp.		3,900		56,220
Omron Corp.		600		31,022
Ono Pharmaceutical Co., Ltd.		1,200		27,576
Oracle Corp.		200		17,445
Oriental Land Co., Ltd.		700		89,360
ORIX Corp.		4,400		52,495
ORIX, Inc., REIT		9		11,837
Osaka Gas Co., Ltd.		1,200		22,533
Otsuka Corp.		400		17,052


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Otsuka Holdings Co., Ltd.		1,300		$ 50,724
Pan Pacific International Holdings Corp.		1,500		28,406
Panasonic Corp.		7,300		55,264
Park24 Co., Ltd. ^(B)		400		5,897
PeptiDream, Inc. ^(A)		300		10,443
Persol Holdings Co., Ltd.		600		6,004
Pigeon Corp.		400		15,314
Pola Orbis Holdings, Inc.		300		5,515
Rakuten, Inc.		3,100		23,371
Recruit Holdings Co., Ltd.		4,700		121,407
Renesas Electronics Corp. ^(A)		2,400		8,537
Resona Holdings, Inc.		6,700		20,089
Ricoh Co., Ltd.		2,100		15,333
Rinnai Corp.		100		7,049
Rohm Co., Ltd.		300		16,285
Ryohin Keikaku Co., Ltd.		950		10,565
Sankyo Co., Ltd.		200		5,800
Santen Pharmaceutical Co., Ltd.		1,300		22,310
SBI Holdings, Inc.		700		10,199
Secom Co., Ltd.		700		57,896
Sega Sammy Holdings, Inc.		600		7,279
Seibu Holdings, Inc.		800		8,819
Seiko Epson Corp.		900		9,687
Sekisui Chemical Co., Ltd.		1,400		18,444
Sekisui House, Ltd.		2,200		36,282
Seven & i Holdings Co., Ltd.		2,600		85,865
Seven Bank, Ltd.		1,300		3,355
SG Holdings Co., Ltd.		400		9,527
Sharp Corp.		700		7,266
Shimadzu Corp.		800		20,879
Shimamura Co., Ltd.		100		6,043
Shimano, Inc.		300		42,784
Shimizu Corp.		1,800		14,007
Shin-Etsu Chemical Co., Ltd.		1,200		117,945
Shinsei Bank, Ltd. ^(A)		800		10,596
Shionogi & Co., Ltd.		900		44,333
Shiseido Co., Ltd.		1,400		82,281
Shizuoka Bank, Ltd.		1,500		9,108
Showa Denko KK		400		8,206
SMC Corp.		200		83,849
Softbank Corp.		5,800		73,884
SoftBank Group Corp.		5,400		191,173
Sohgo Security Services Co., Ltd. ^(B)		300		14,562
Sompo Holdings, Inc.		1,100		33,906
Sony Corp.		4,400		260,628
Sony Financial Holdings, Inc.		600		10,075
Square Enix Holdings Co., Ltd.		300		13,403
Stanley Electric Co., Ltd.		500		9,814
Subaru Corp.		2,000		38,230
Sumco Corp.		800		10,165
Sumitomo Chemical Co., Ltd.		5,400		15,954
Sumitomo Corp.		3,900		44,476
Sumitomo Dainippon Pharma Co., Ltd. ^(B)		700		9,087
Sumitomo Electric Industries, Ltd.		2,500		26,120
Sumitomo Heavy Industries, Ltd.		300		5,367
Sumitomo Metal Mining Co., Ltd.		800		16,356
Sumitomo Mitsui Financial Group, Inc. ^(B)		4,500		109,320
Sumitomo Mitsui Trust Holdings, Inc.		1,100		31,603
Sumitomo Realty & Development Co., Ltd.		1,100		26,860
Sumitomo Rubber Industries, Ltd.		600		5,636
Sundrug Co., Ltd.		200		6,409
Suntory Beverage & Food, Ltd.		500		18,894
Suzuken Co., Ltd.		200		7,266
Suzuki Motor Corp.		1,200		28,573
Sysmex Corp.		600		43,425
T&D Holdings, Inc.		1,700		13,781
Taiheiyo Cement Corp.		500		8,517


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Taisei Corp.		700		$ 21,349
Taisho Pharmaceutical Holdings Co., Ltd.		100		6,138
Taiyo Nippon Sanso Corp.		500		7,399
Takeda Pharmaceutical Co., Ltd.		5,200		158,330
TDK Corp.		500		38,445
Teijin, Ltd.		600		10,149
Terumo Corp.		2,200		75,375
THK Co., Ltd.		300		6,045
Tobu Railway Co., Ltd.		600		20,932
Toho Co., Ltd.		400		12,231
Toho Gas Co., Ltd.		300		13,524
Tohoku Electric Power Co., Inc.		1,500		14,419
Tokio Marine Holdings, Inc.		2,200		100,660
Tokyo Century Corp.		100		3,129
Tokyo Electric Power Co. Holdings, Inc. ^(A)		4,900		17,046
Tokyo Electron, Ltd.		500		93,187
Tokyo Gas Co., Ltd.		1,200		28,276
Tokyu Corp.		1,800		28,286
Tokyu Fudosan Holdings Corp.		2,200		10,567
Toppan Printing Co., Ltd.		1,000		15,268
Toray Industries, Inc.		4,500		19,478
Toshiba Corp.		1,300		28,494
Tosoh Corp.		800		9,041
TOTO, Ltd.		500		16,494
Toyo Seikan Group Holdings, Ltd.		600		6,844
Toyo Suisan Kaisha, Ltd.		300		14,500
Toyoda Gosei Co., Ltd.		300		5,106
Toyota Industries Corp.		500		23,840
Toyota Motor Corp.		7,800		470,066
Toyota Tsusho Corp.		700		16,352
Trend Micro, Inc.		400		19,753
Tsuruha Holdings, Inc.		100		13,185
Unicharm Corp.		1,400		52,407
United Urban Investment Corp., REIT		9		9,004
USS Co., Ltd.		600		8,227
Welcia Holdings Co., Ltd.		200		14,043
West Japan Railway Co.		600		41,037
Yakult Honsha Co., Ltd.		400		23,564
Yamada Denki Co., Ltd.		1,900		7,568
Yamaha Corp.		500		19,378
Yamaha Motor Co., Ltd.		1,000		12,025
Yamato Holdings Co., Ltd.		1,000		15,621
Yamazaki Baking Co., Ltd.		400		8,337
Yaskawa Electric Corp.		800		21,752
Yokogawa Electric Corp.		700		8,374
Yokohama Rubber Co., Ltd.		400		4,959
Z Holdings Corp.		8,900		28,375
ZOZO, Inc. ^(B)		400		5,369

				10,240,089

Luxembourg - 0.2%
ArcelorMittal SA		2,257		21,307
Aroundtown SA		3,930		19,671
Eurofins Scientific SE ^(B)		42		20,496
Millicom International Cellular SA, SDR		287		7,974
SES SA		1,277		7,492
Tenaris SA		1,533		9,248

				86,188

Macau - 0.1%
Sands China, Ltd.		8,000		29,105
Wynn Macau, Ltd.		5,600		8,398

				37,503


	Shares		Value
COMMON STOCKS (continued)
Netherlands - 4.6%
ABN AMRO Bank NV, CVA ^(E)		1,457		$ 11,823
Adyen NV ^{(A) (E)}		36		30,596
Akzo Nobel NV		674		44,328
Altice Europe NV, Class A ^(A)		1,799		6,943
ASML Holding NV		1,446		381,187
EXOR NV		369		19,018
Heineken Holding NV		398		31,016
Heineken NV		907		76,971
ING Groep NV		13,196		67,618
Just Eat Takeaway ^{(A) (E)}		370		27,980
Koninklijke Ahold Delhaize NV		3,846		89,599
Koninklijke DSM NV		612		68,843
Koninklijke KPN NV		12,627		30,196
Koninklijke Philips NV		3,159		129,700
Koninklijke Vopak NV		268		14,073
NN Group NV		1,071		29,105
NXP Semiconductors NV		931		77,208
Prosus NV ^(A)		1,701		118,471
QIAGEN NV ^(A)		813		32,827
Randstad NV		353		12,458
Royal Dutch Shell PLC, A Shares		14,555		252,874
Royal Dutch Shell PLC, B Shares		13,007		218,180
Wolters Kluwer NV		956		67,670

				1,838,684

New Zealand - 0.3%
a2 Milk Co., Ltd. ^(A)		2,608		26,642
Auckland International Airport, Ltd.		3,108		9,261
Fisher & Paykel Healthcare Corp., Ltd.		1,855		33,721
Fletcher Building, Ltd.		2,403		5,001
Mercury NZ, Ltd.		2,868		7,181
Meridian Energy, Ltd.		4,733		11,296
Ryman Healthcare, Ltd.		1,404		8,517
Spark New Zealand, Ltd.		6,211		15,116

				116,735

Norway - 0.5%
Aker BP ASA		400		5,017
DNB ASA		3,193		35,573
Equinor ASA		3,447		42,971
Gjensidige Forsikring ASA		728		12,397
Mowi ASA		1,478		22,347
Norsk Hydro ASA		4,751		10,244
Orkla ASA		2,573		22,045
Schibsted ASA, B Shares		274		4,957
Telenor ASA		2,419		35,355
Yara International ASA		593		18,750

				209,656

Portugal - 0.2%
EDP - Energias de Portugal SA		8,683		34,935
Galp Energia SGPS SA		1,754		20,059
Jeronimo Martins SGPS SA		810		14,620

				69,614

Russian Federation - 0.0% ^(D)
Evraz PLC		1,894		5,419

Singapore - 1.2%
Ascendas, REIT		9,572		18,953
CapitaLand Commercial Trust, REIT		8,663		9,296
CapitaLand Mall Trust, REIT		8,800		11,034
CapitaLand, Ltd.		8,400		16,833
City Developments, Ltd.		1,800		9,127


	Shares		Value
COMMON STOCKS (continued)
Singapore (continued)
ComfortDelGro Corp., Ltd.		7,200		$ 7,667
DBS Group Holdings, Ltd.		6,300		82,203
Genting Singapore, Ltd.		18,700		9,065
Jardine Cycle & Carriage, Ltd.		300		4,125
Keppel Corp., Ltd.		5,200		19,340
Mapletree Commercial Trust, REIT		7,800		10,004
Oversea-Chinese Banking Corp., Ltd.		11,609		70,338
SATS, Ltd.		1,900		4,223
Sembcorp Industries, Ltd.		2,600		2,854
Singapore Airlines, Ltd.		2,000		8,118
Singapore Exchange, Ltd.		2,900		18,677
Singapore Press Holdings, Ltd.		4,600		5,948
Singapore Technologies Engineering, Ltd.		5,700		12,471
Singapore Telecommunications, Ltd.		28,700		51,164
Suntec, REIT		7,500		6,559
United Overseas Bank, Ltd.		4,300		58,996
UOL Group, Ltd.		1,700		7,800
Venture Corp., Ltd.		900		8,574
Wilmar International, Ltd.		6,500		14,699

				468,068

Spain - 2.5%
ACS Actividades de Construccion y Servicios SA		802		15,927
Aena SME SA ^(E)		224		24,303
Amadeus IT Group SA		1,509		71,027
Banco Bilbao Vizcaya Argentaria SA		23,324		72,224
Banco de Sabadell SA		18,221		9,215
Banco Santander SA		57,928		137,800
Bankia SA ^(B)		3,621		3,949
Bankinter SA		2,456		8,909
CaixaBank SA		11,457		21,202
Cellnex Telecom SA ^(E)		831		37,696
Enagas SA		893		17,616
Endesa SA		1,032		21,837
Ferrovial SA		1,721		40,851
Grifols SA		1,018		34,060
Iberdrola SA		21,432		209,626
Industria de Diseno Textil SA		3,810		98,731
Mapfre SA		4,582		7,773
Naturgy Energy Group SA ^(B)		932		16,351
Red Electrica Corp. SA		1,454		26,128
Repsol SA		4,995		44,562
Siemens Gamesa Renewable Energy SA		845		12,469
Telefonica SA		15,879		72,267

				1,004,523

Sweden - 2.5%
Alfa Laval AB		1,074		18,388
Assa Abloy AB, B Shares		3,514		65,602
Atlas Copco AB, A Shares		2,278		75,753
Atlas Copco AB, B Shares		1,378		40,085
Boliden AB		914		16,397
Electrolux AB, Series B		677		8,364
Epiroc AB, Class A		2,329		23,014
Epiroc AB, Class B		1,156		11,394
Essity AB, Class B		2,084		63,840
Hennes & Mauritz AB, B Shares ^(B)		2,727		34,897
Hexagon AB, B Shares		903		38,184
Husqvarna AB, B Shares		1,537		7,646
ICA Gruppen AB		327		13,657
Industrivarden AB, C Shares		536		10,263
Investor AB, B Shares		1,541		69,520
Kinnevik AB		851		13,879
L E Lundbergforetagen AB, B Shares		279		11,310


	Shares		Value
COMMON STOCKS (continued)
Sweden (continued)
Lundin Petroleum AB		552		$ 10,420
Sandvik AB		3,966		55,789
Securitas AB, B Shares		944		10,141
Skandinaviska Enskilda Banken AB, Class A		5,737		38,421
Skanska AB, B Shares ^(A)		1,198		18,029
SKF AB, B Shares ^(B)		1,350		18,397
Svenska Handelsbanken AB, A Shares ^(A)		5,369		44,279
Swedbank AB, A Shares		3,192		35,205
Swedish Match AB		601		34,028
Tele2 AB, B Shares		1,631		21,730
Telefonaktiebolaget LM Ericsson, B Shares		10,743		86,964
Telia Co. AB		9,204		32,945
Volvo AB, B Shares		5,213		61,961

				990,502

Switzerland - 10.7%
ABB, Ltd.		6,433		111,812
Adecco Group AG		485		19,112
Alcon, Inc. ^(A)		1,455		74,541
Baloise Holding AG		163		21,251
Barry Callebaut AG		11		22,017
Chocoladefabriken Lindt & Spruengli AG		4		33,574
Cie Financiere Richemont SA		1,822		97,393
Clariant AG		748		12,450
Coca-Cola HBC AG		622		13,340
Credit Suisse Group AG ^(A)		8,633		69,680
Dufry AG		119		3,652
EMS-Chemie Holding AG		32		19,957
Geberit AG		124		54,334
Givaudan SA		32		98,463
Glencore PLC		37,465		56,705
Julius Baer Group, Ltd.		758		25,391
Kuehne & Nagel International AG		173		23,566
LafargeHolcim, Ltd.		1,728		63,061
Lonza Group AG		255		104,888
Nestle SA		10,227		1,046,915
Novartis AG		7,377		608,593
Pargesa Holding SA		154		10,168
Partners Group Holding AG		65		44,503
Roche Holding AG		2,413		776,363
Schindler Holding AG		198		42,744
SGS SA		21		48,436
Sika AG		443		72,746
Sonova Holding AG		180		32,097
STMicroelectronics NV		2,401		51,613
Straumann Holding AG		35		25,589
Swatch Group AG		275		26,888
Swiss Life Holding AG		111		37,257
Swiss Prime Site AG		269		26,182
Swiss Re AG		1,015		78,154
Swisscom AG		91		48,729
Temenos AG		224		29,198
UBS Group AG		13,465		123,422
Vifor Pharma AG		160		21,889
Zurich Insurance Group AG		521		183,031

				4,259,704

United Arab Emirates - 0.0% ^(D)
NMC Health PLC ^(C)		464		1,352

United Kingdom - 13.7%
3i Group PLC		3,348		32,441
Admiral Group PLC		637		17,543
Anglo American PLC		3,500		61,333
Ashtead Group PLC		1,490		32,205


	Shares		Value
COMMON STOCKS (continued)
United Kingdom (continued)
Associated British Foods PLC		1,252		$ 28,044
AstraZeneca PLC		4,458		397,203
Auto Trader Group PLC ^(E)		2,870		15,509
AVEVA Group PLC		239		10,297
Aviva PLC		13,388		44,016
BAE Systems PLC		10,814		69,480
Barclays PLC		57,960		65,868
Barratt Developments PLC		3,442		18,605
Berkeley Group Holdings PLC		410		18,300
BP PLC		70,556		289,346
British American Tobacco PLC		7,984		271,977
British Land Co. PLC, REIT		2,788		11,626
BT Group PLC		29,547		42,978
Bunzl PLC		1,098		21,978
Burberry Group PLC		1,373		22,318
Centrica PLC		19,005		8,955
CNH Industrial NV		3,522		20,059
Coca-Cola European Partners PLC		747		28,035
Compass Group PLC		5,323		82,933
Croda International PLC		422		22,264
Diageo PLC		8,169		259,035
Direct Line Insurance Group PLC		4,930		17,998
easyJet PLC		422		2,924
Ferguson PLC		760		46,993
Fiat Chrysler Automobiles NV		3,891		27,777
G4S PLC		4,997		5,684
GlaxoSmithKline PLC		17,355		325,652
Halma PLC		1,341		31,495
Hargreaves Lansdown PLC		1,158		19,675
HSBC Holdings PLC		69,024		387,485
Imperial Brands PLC		3,190		58,873
Informa PLC		4,001		21,792
InterContinental Hotels Group PLC		552		23,484
Intertek Group PLC		522		30,498
ITV PLC		11,292		9,267
J Sainsbury PLC		5,418		14,019
JD Sports Fashion PLC		1,547		8,664
Johnson Matthey PLC		678		14,939
Kingfisher PLC		6,549		11,503
Land Securities Group PLC, REIT		2,386		16,454
Legal & General Group PLC		19,939		47,110
Lloyds Banking Group PLC		244,676		95,656
London Stock Exchange Group PLC		1,100		98,401
M&G PLC ^(A)		8,060		11,212
Marks & Spencer Group PLC		6,429		7,793
Meggitt PLC		2,848		10,238
Melrose Industries PLC		16,863		18,739
Micro Focus International PLC		1,060		5,231
Mondi PLC		1,640		27,676
National Grid PLC		12,142		141,870
Next PLC		464		23,278
Ocado Group PLC ^(A)		1,497		22,455
Pearson PLC		2,470		16,910
Persimmon PLC		1,115		26,357
Prudential PLC		9,084		113,821
Reckitt Benckiser Group PLC		2,471		188,230
RELX PLC		6,762		144,317
Rentokil Initial PLC		6,038		28,837
Rio Tinto PLC		3,924		179,885
Rio Tinto, Ltd.		1,271		65,481


	Shares		Value
COMMON STOCKS (continued)
United Kingdom (continued)
Rolls-Royce Holdings PLC		5,953		$ 25,160
Royal Bank of Scotland Group PLC		15,839		21,840
RSA Insurance Group PLC		3,202		16,709
Sage Group PLC		3,553		25,836
Schroders PLC		452		13,819
Segro PLC, REIT		3,593		33,966
Severn Trent PLC		807		22,844
Smith & Nephew PLC		2,917		51,387
Smiths Group PLC		1,348		20,324
Spirax-Sarco Engineering PLC		259		26,002
SSE PLC		3,635		58,411
St. James’s Place PLC		1,862		17,387
Standard Chartered PLC		9,034		49,947
Standard Life Aberdeen PLC		7,975		22,009
Taylor Wimpey PLC		10,762		15,486
Tesco PLC		34,217		96,630
Unilever NV		5,107		251,015
Unilever PLC		3,863		194,812
United Utilities Group PLC		2,255		25,242
Vodafone Group PLC		93,354		129,150
Weir Group PLC		908		8,076
Whitbread PLC		436		16,159
WM Morrison Supermarkets PLC		7,869		17,191
WPP PLC		4,383		29,800

				5,430,223

United States - 0.0% ^(D)
Carnival PLC		476		5,681

Total Common Stocks (Cost $48,319,024)				38,620,796


PREFERRED STOCKS - 0.5%
Germany - 0.5%
Bayerische Motoren Werke AG, 8.31%^(F)		166		7,039
Fuchs Petrolub SE, 2.58%^(F)		192		6,849
Henkel AG & Co. KGaA, 2.38%^(F)		589		47,109
Porsche Automobil Holding SE, 5.02%^(F)		490		20,482
Sartorius AG, 0.28%^(F)		122		29,167
Volkswagen AG, 3.98%^(F)		638		73,496

Total Preferred Stocks (Cost $262,831)				184,142


OTHER INVESTMENT COMPANY - 1.3%
Securities Lending Collateral - 1.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(F)		510,899		510,899

Total Other Investment Company (Cost $510,899)				510,899

Total Investments (Cost $49,092,754)				39,315,837
Net Other Assets (Liabilities) - 1.1%				448,514

Net Assets - 100.0%				$ 39,764,351


	Shares		Value
COMMON STOCKS - 49.9%
Aerospace & Defense - 1.7%
Boeing Co.		42,284		$ 6,306,236
General Dynamics Corp.		76,721		10,150,955

			16,457,191

Air Freight & Logistics - 0.4%
United Parcel Service, Inc., Class B		38,892		3,633,291

Automobiles - 0.2%
General Motors Co.		93,127		1,935,179

Banks - 1.1%
Bank of America Corp.		246,970		5,243,173
US Bancorp		146,897		5,060,602

			10,303,775

Beverages - 0.5%
Monster Beverage Corp.^(A)		85,699		4,821,426

Capital Markets - 1.9%
Blackstone Group, Inc., Class A		167,897		7,651,066
CME Group, Inc.		46,092		7,969,768
Morgan Stanley		93,575		3,181,550

			18,802,384

Consumer Finance - 0.7%
American Express Co.		60,379		5,169,046
Synchrony Financial		97,987		1,576,611

			6,745,657

Electronic Equipment, Instruments & Components - 0.3%
Corning, Inc.		159,891		3,284,161

Entertainment - 0.6%
Walt Disney Co.		61,701		5,960,317

Equity Real Estate Investment Trusts - 1.1%
Crown Castle International Corp.		42,713		6,167,757
MGM Growth Properties LLC, Class A		128,358		3,038,234
Outfront Media, Inc.		104,763		1,412,205

			10,618,196

Food & Staples Retailing - 1.6%
Costco Wholesale Corp.		38,372		10,941,009
Sysco Corp.		109,410		4,992,378

			15,933,387

Food Products - 0.5%
Hershey Co.		34,609		4,585,692

Health Care Equipment & Supplies - 1.6%
Abbott Laboratories		122,129		9,637,199
Medtronic PLC		67,473		6,084,715

			15,721,914

Health Care Providers & Services - 1.9%
UnitedHealth Group, Inc.		72,102		17,980,797

Hotels, Restaurants & Leisure - 2.2%
Hilton Worldwide Holdings, Inc.		57,346		3,913,291


	Shares		Value
COMMON STOCKS (continued)
Hotels, Restaurants & Leisure (continued)
McDonald’s Corp.		81,156		$ 13,419,145
Starbucks Corp.		62,485		4,107,764

			21,440,200

Household Products - 1.0%
Clorox Co.		13,828		2,395,701
Procter & Gamble Co.		61,744		6,791,840

			9,187,541

Industrial Conglomerates - 0.5%
Honeywell International, Inc.		37,065		4,958,926

Insurance - 1.2%
Marsh & McLennan Cos., Inc.		24,164		2,089,219
Progressive Corp.		132,072		9,752,197

			11,841,416

Interactive Media & Services - 1.8%
Alphabet, Inc., Class C^(A)		15,054		17,504,942

Internet & Direct Marketing Retail - 1.5%
Amazon.com, Inc.^(A)		7,524		14,669,693

IT Services - 3.7%
Accenture PLC, Class A		64,300		10,497,618
Mastercard, Inc., Class A		104,673		25,284,810

			35,782,428

Leisure Products - 0.5%
Hasbro, Inc.		67,187		4,807,230

Life Sciences Tools & Services - 0.8%
Thermo Fisher Scientific, Inc.		25,668		7,279,445

Machinery - 0.6%
Deere & Co.		39,833		5,503,327

Media - 1.2%
Comcast Corp., Class A		330,641		11,367,438

Multiline Retail - 0.8%
Dollar General Corp.		50,318		7,598,521

Oil, Gas & Consumable Fuels - 0.3%
Suncor Energy, Inc.		89,137		1,422,594
Suncor Energy, Inc.		101,677		1,606,497

			3,029,091

Personal Products - 0.1%
Estee Lauder Cos., Inc., Class A		8,623		1,373,989

Pharmaceuticals - 3.5%
Bristol-Myers Squibb Co.		176,598		9,843,572
Eli Lilly & Co.		73,680		10,220,890
Merck & Co., Inc.		184,504		14,195,738

			34,260,200

Real Estate Management & Development - 0.4%
CBRE Group, Inc., Class A^(A)		108,571		4,094,212

Road & Rail - 0.6%
CSX Corp.		99,227		5,685,707

Semiconductors & Semiconductor Equipment - 3.3%
Intel Corp.		197,307		10,678,255
Lam Research Corp.		33,743		8,098,320


	Shares		Value
COMMON STOCKS (continued)
Semiconductors & Semiconductor Equipment (continued)
NVIDIA Corp.		23,984		$ 6,322,183
Texas Instruments, Inc.		63,610		6,356,547

				31,455,305

Software - 6.3%
Adobe, Inc.^(A)		46,497		14,797,205
Microsoft Corp.		256,561		40,462,236
salesforce.com, Inc.^(A)		40,439		5,822,407

				61,081,848

Specialty Retail - 1.5%
Home Depot, Inc.		79,819		14,903,005

Technology Hardware, Storage & Peripherals - 2.1%
Apple, Inc.		79,709		20,269,202

Textiles, Apparel & Luxury Goods - 0.8%
NIKE, Inc., Class B		87,976		7,279,134

Tobacco - 1.1%
Altria Group, Inc.		275,826		10,666,191

Total Common Stocks (Cost $422,712,066)				482,822,358


PREFERRED STOCK - 0.1%
Consumer Finance - 0.1%
Synchrony Financial,
Series A, 5.63%		26,100		445,266

Total Preferred Stock (Cost $656,275)				445,266


	Principal		Value
ASSET-BACKED SECURITIES - 1.6%
Applebee’s Funding LLC / IHOP Funding LLC
Series 2019-1A, Class A2I,
4.19%, 06/07/2049^(B)		$ 869,000		790,356
Credit Acceptance Auto Loan Trust
Series 2018-2A, Class B,
3.94%, 07/15/2027^(B)		314,000		308,418
DB Master Finance LLC
Series 2019-1A, Class A23,
4.35%, 05/20/2049^(B)		315,615		299,970
Series 2019-1A, Class A2I,
3.79%, 05/20/2049^(B)		394,023		380,819
Series 2019-1A, Class A2II,
4.02%, 05/20/2049^(B)		218,350		209,129
Domino’s Pizza Master Issuer LLC
Series 2017-1A, Class A23,
4.12%, 07/25/2047^(B)		178,883		173,180
Series 2017-1A, Class A2II,
3.08%, 07/25/2047^(B)		167,153		161,357
Series 2018-1A, Class A2I,
4.12%, 07/25/2048^(B)		777,165		750,368
Series 2018-1A, Class A2II,
4.33%, 07/25/2048^(B)		453,100		428,827
Series 2019-1A, Class A2,
3.67%, 10/25/2049^(B)		1,549,118		1,381,534
Drive Auto Receivables Trust
Series 2017-1, Class E,
5.17%, 09/16/2024		1,590,000		1,588,938
Series 2017-2, Class E,
5.27%, 11/15/2024		1,400,000		1,374,116
Series 2017-3, Class D,


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Drive Auto Receivables Trust (continued)
3.53%, 12/15/2023^(B)		$ 179,574		$ 179,578
Series 2017-AA, Class D,
4.16%, 05/15/2024^(B)		315,907		315,140
Series 2019-2, Class A3,
3.04%, 03/15/2023		580,000		581,569
Jack in the Box Funding LLC
Series 2019-1A, Class A23,
4.97%, 08/25/2049^(B)		838,898		694,884
Series 2019-1A, Class A2I,
3.98%, 08/25/2049^(B)		838,898		774,898
Series 2019-1A, Class A2II,
4.48%, 08/25/2049^(B)		838,898		732,014
OneMain Direct Auto Receivables Trust
Series 2018-1A, Class C,
3.85%, 10/14/2025^(B)		148,000		146,394
Series 2018-1A, Class D,
4.40%, 01/14/2028^(B)		147,000		146,440
Planet Fitness Master Issuer LLC
Series 2019-1A, Class A2,
3.86%, 12/05/2049^(B)		742,140		581,823
PRPM LLC
Series 2019-4A, Class A1,
3.35%^(C), 11/25/2024^(B)		430,452		423,839
Series 2020-1A, Class A1,
2.98%^(C), 02/25/2025^(B)		238,685		188,630
Station Place Securitization Trust
Series 2019-10, Class A,
1.96%, 10/24/2020		1,935,000		1,916,122
Taco Bell Funding LLC
Series 2018-1A, Class A2II,
4.94%, 11/25/2048^(B)		167,875		163,405
Wendy’s Funding LLC
Series 2018-1A, Class A2I,
3.57%, 03/15/2048^(B)		269,790		246,221
Series 2018-1A, Class A2II,
3.88%, 03/15/2048^(B)		75,268		68,137
Series 2019-1A, Class A2I,
3.78%, 06/15/2049^(B)		436,475		415,275

Total Asset-Backed Securities (Cost $16,567,306)				15,421,381


CORPORATE DEBT SECURITIES - 21.9%
Aerospace & Defense - 1.1%
Boeing Co.
2.25%, 06/15/2026		123,000		108,369
3.20%, 03/01/2029		876,000		807,038
3.25%, 03/01/2028		152,000		143,004
3.60%, 05/01/2034		1,252,000		1,118,153
General Dynamics Corp.
3.25%, 04/01/2025		724,000		766,962
3.50%, 04/01/2027		1,047,000		1,126,763
3.63%, 04/01/2030		852,000		947,188
4.25%, 04/01/2040 - 04/01/2050		795,000		962,039
Huntington Ingalls Industries, Inc.
3.84%, 05/01/2025^(B)		726,000		747,390
4.20%, 05/01/2030^(B)		1,083,000		1,122,546
5.00%, 11/15/2025^(B)		1,451,000		1,496,716
Northrop Grumman Corp.
4.40%, 05/01/2030^(D)		726,000		842,785
5.15%, 05/01/2040		316,000		401,018
5.25%, 05/01/2050		406,000		549,029

				11,139,000


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Air Freight & Logistics - 0.3%
United Parcel Service, Inc.
3.90%, 04/01/2025		$ 612,000		$ 664,443
4.45%, 04/01/2030		532,000		602,011
5.20%, 04/01/2040^(D)		350,000		428,868
5.30%, 04/01/2050		756,000		990,402

				2,685,724

Automobiles - 0.1%
General Motors Co.
4.20%, 10/01/2027		337,000		278,463
5.00%, 10/01/2028		868,000		747,904
5.40%, 04/01/2048		360,000		262,180

				1,288,547

Banks - 3.3%
Bank of America Corp.
Fixed until 04/24/2027, 3.71%^(C), 04/24/2028		1,751,000		1,790,348
Fixed until 03/05/2028, 3.97%^(C), 03/05/2029, MTN		804,000		839,646
Fixed until 03/17/2025^(E), 6.10%^{(C) (D)}		435,000		439,350
Fixed until 09/05/2024^(E), 6.25%^(C)		993,000		1,007,895
BNP Paribas SA
Fixed until 11/19/2024, 2.82%^(C), 11/19/2025^(B)		475,000		469,190
Fixed until 01/13/2030, 3.05%^(C), 01/13/2031^(B)		1,281,000		1,197,841
Fixed until 01/10/2024, 4.71%^(C), 01/10/2025^(B)		626,000		652,198
CIT Bank NA
Fixed until 09/27/2024, 2.97%^(C), 09/27/2025		1,584,000		1,335,676
CIT Group, Inc.
5.25%, 03/07/2025		428,000		417,300
Citigroup, Inc.
Fixed until 01/10/2027, 3.89%^(C), 01/10/2028		2,126,000		2,186,646
Fixed until 03/31/2030, 4.41%^(C), 03/31/2031		4,143,000		4,551,822
Fixed until 02/15/2023^(E), 5.90%^(C)		96,000		92,640
Fixed until 01/30/2023^(E), 5.95%^{(C) (D)}		755,000		731,610
Fixed until 05/15/2025^(E), 5.95%^(C)		496,000		480,500
Citizens Financial Group, Inc.
3.75%, 07/01/2024^(D)		188,000		187,282
4.30%, 12/03/2025		446,000		466,785
4.35%, 08/01/2025		177,000		188,689
First Republic Bank
4.63%, 02/13/2047		385,000		416,222
HSBC Holdings PLC
4.95%, 03/31/2030		340,000		371,279
JPMorgan Chase & Co.
Fixed until 10/15/2029, 2.74%^(C), 10/15/2030		776,000		786,194
Fixed until 02/01/2027, 3.78%^(C), 02/01/2028		1,020,000		1,079,491
Fixed until 01/29/2026, 3.96%^(C), 01/29/2027		1,725,000		1,855,091
Fixed until 12/05/2028, 4.45%^(C), 12/05/2029		1,764,000		1,985,099
Fixed until 03/24/2030, 4.49%^(C), 03/24/2031		1,498,000		1,731,685
Wells Fargo & Co.
Fixed until 02/11/2025, 2.16%^(C), 02/11/2026, MTN		2,275,000		2,228,780
Fixed until 10/30/2029, 2.88%^(C), 10/30/2030, MTN		1,113,000		1,102,421


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Wells Fargo & Co. (continued)
Fixed until 04/04/2030, 4.48%^(C), 04/04/2031, MTN		$ 1,923,000		$ 2,176,740
Fixed until 06/15/2025^(E), 5.88%^(C)		1,016,000		1,031,240

				31,799,660

Beverages - 1.1%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.90%, 02/01/2046		964,000		1,049,954
Anheuser-Busch InBev Worldwide, Inc.
4.15%, 01/23/2025		1,702,000		1,827,113
4.75%, 04/15/2058		584,000		598,970
Coca-Cola Co.
2.95%, 03/25/2025		431,000		461,753
3.38%, 03/25/2027		928,000		1,023,737
3.45%, 03/25/2030		644,000		729,170
4.20%, 03/25/2050		696,000		908,953
Coca-Cola Femsa SAB de CV
2.75%, 01/22/2030		554,000		541,245
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/2050		646,000		605,125
Keurig Dr. Pepper, Inc.
4.60%, 05/25/2028		1,005,000		1,099,322
PepsiCo, Inc.
2.25%, 03/19/2025		659,000		684,252
2.63%, 03/19/2027		204,000		214,148
3.63%, 03/19/2050		549,000		651,796
3.88%, 03/19/2060		168,000		211,412

				10,606,950

Biotechnology - 0.1%
AbbVie, Inc.
2.60%, 11/21/2024^(B)		669,000		675,463

Building Products - 0.1%
Carrier Global Corp.
2.24%, 02/15/2025^(B)		506,000		491,547
2.49%, 02/15/2027^(B)		405,000		386,325

				877,872

Capital Markets - 1.5%
Cboe Global Markets, Inc.
3.65%, 01/12/2027		525,000		549,755
Charles Schwab Corp.
4.20%, 03/24/2025		885,000		933,782
4.63%, 03/22/2030		1,056,000		1,163,035
Goldman Sachs Group, Inc.
3.50%, 04/01/2025		5,397,000		5,516,950
Morgan Stanley
3.95%, 04/23/2027		1,389,000		1,462,811
4.35%, 09/08/2026, MTN		959,000		1,015,841
Fixed until 01/23/2029, 4.43%^(C), 01/23/2030, MTN		1,460,000		1,620,820
MSCI, Inc.
3.63%, 09/01/2030^(B)		693,000		657,484
4.00%, 11/15/2029^(B)		88,000		87,417
Raymond James Financial, Inc.
4.65%, 04/01/2030		404,000		420,261
4.95%, 07/15/2046		541,000		622,359
5.63%, 04/01/2024		396,000		432,300

				14,482,815

Chemicals - 0.1%
Ecolab, Inc.
4.80%, 03/24/2030		478,000		536,931


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Consumer Finance - 0.2%
General Motors Financial Co., Inc.
4.30%, 07/13/2025		$ 190,000		$ 168,264
4.35%, 04/09/2025 - 01/17/2027		1,158,000		968,010
Synchrony Financial
4.38%, 03/19/2024		213,000		209,533
5.15%, 03/19/2029		1,109,000		1,052,073

				2,397,880

Containers & Packaging - 0.1%
Avery Dennison Corp.
2.65%, 04/30/2030		1,053,000		981,654

Diversified Telecommunication Services - 0.8%
AT&T, Inc.
3.60%, 07/15/2025		393,000		416,383
4.50%, 03/09/2048		658,000		712,564
4.75%, 05/15/2046		400,000		442,368
4.85%, 03/01/2039		618,000		693,078
5.25%, 03/01/2037		259,000		302,173
CenturyLink, Inc.
5.80%, 03/15/2022		356,000		360,454
6.45%, 06/15/2021		639,000		648,585
Level 3 Financing, Inc.
3.88%, 11/15/2029^(B)		1,116,000		1,047,411
Verizon Communications, Inc.
2.63%, 08/15/2026		896,000		925,073
3.00%, 03/22/2027^(D)		451,000		475,137
3.15%, 03/22/2030		382,000		411,473
4.00%, 03/22/2050		273,000		322,859
4.52%, 09/15/2048		238,000		304,695
4.86%, 08/21/2046		322,000		420,225

				7,482,478

Electric Utilities - 0.9%
Berkshire Hathaway Energy Co.
3.70%, 07/15/2030^(B)		936,000		1,003,267
4.25%, 10/15/2050^(B)		983,000		1,113,186
NRG Energy, Inc.
3.75%, 06/15/2024^(B)		1,084,000		1,063,416
6.63%, 01/15/2027		967,000		1,005,680
7.25%, 05/15/2026		911,000		954,273
Oncor Electric Delivery Co. LLC
3.70%, 11/15/2028		677,000		724,359
3.80%, 06/01/2049		998,000		1,050,340
PPL WEM, Ltd. / Western Power Distribution PLC
5.38%, 05/01/2021^(B)		2,144,000		2,188,386

				9,102,907

Electronic Equipment, Instruments & Components - 0.4%
Keysight Technologies, Inc.
3.00%, 10/30/2029		1,020,000		962,562
Trimble, Inc.
4.75%, 12/01/2024		1,217,000		1,278,668
4.90%, 06/15/2028		1,965,000		2,114,571

				4,355,801

Equity Real Estate Investment Trusts - 0.5%
Alexandria Real Estate Equities, Inc.
4.90%, 12/15/2030		972,000		1,054,760
Crown Castle International Corp.
3.10%, 11/15/2029		1,005,000		962,733
3.30%, 07/01/2030		239,000		237,038
3.65%, 09/01/2027		468,000		473,972
4.15%, 07/01/2050		248,000		245,272
4.30%, 02/15/2029		564,000		584,258


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
Equinix, Inc.
2.63%, 11/18/2024		$ 493,000		$ 470,204
2.90%, 11/18/2026		412,000		377,316
3.20%, 11/18/2029		928,000		862,947

				5,268,500

Food & Staples Retailing - 0.5%
Alimentation Couche-Tard, Inc.
2.95%, 01/25/2030^(B)		267,000		247,903
Sysco Corp.
2.40%, 02/15/2030		252,000		206,786
2.50%, 07/15/2021		258,000		258,236
5.65%, 04/01/2025^(F)		386,000		401,849
5.95%, 04/01/2030^(F)		1,178,000		1,236,712
6.60%, 04/01/2040 - 04/01/2050^(F)		2,138,000		2,270,110

				4,621,596

Food Products - 0.5%
Campbell Soup Co.
3.95%, 03/15/2025		491,000		509,300
General Mills, Inc.
2.88%, 04/15/2030		306,000		305,388
4.20%, 04/17/2028^(D)		1,086,000		1,195,709
JBS USA LUX SA / JBS USA Finance, Inc.
6.75%, 02/15/2028^(B)		264,000		281,820
JM Smucker Co.
2.38%, 03/15/2030		579,000		536,828
3.55%, 03/15/2050		272,000		249,043
Mars, Inc.
2.70%, 04/01/2025^(B)		397,000		408,121
3.20%, 04/01/2030^(B)		484,000		505,198
4.20%, 04/01/2059^(B)		414,000		452,569
Mondelez International Holdings BV
2.25%, 09/19/2024^{(B) (D)}		875,000		865,044

				5,309,020

Health Care Equipment & Supplies - 0.4%
Baxter International, Inc.
3.75%, 10/01/2025^(B)		967,000		1,024,884
3.95%, 04/01/2030^(B)		845,000		906,006
Boston Scientific Corp.
3.75%, 03/01/2026		474,000		497,087
4.00%, 03/01/2029		246,000		260,503
4.70%, 03/01/2049		395,000		451,059
DH Europe Finance II Sarl
2.20%, 11/15/2024		463,000		449,772
2.60%, 11/15/2029		254,000		246,678
3.40%, 11/15/2049		327,000		318,114

				4,154,103

Health Care Providers & Services - 1.3%
Centene Corp.
3.38%, 02/15/2030^(B)		741,000		689,130
4.25%, 12/15/2027^(B)		1,171,000		1,147,580
4.63%, 12/15/2029^(B)		1,759,000		1,767,795
4.75%, 05/15/2022		53,000		53,265
5.38%, 06/01/2026^(B)		1,238,000		1,275,276
Cigna Corp.
2.40%, 03/15/2030		402,000		380,748
3.20%, 03/15/2040		183,000		169,330
3.40%, 09/17/2021 - 03/15/2050		430,000		417,374
CVS Health Corp.
3.00%, 08/15/2026		119,000		120,409
4.10%, 03/25/2025		1,111,000		1,175,252
4.13%, 04/01/2040		499,000		503,906


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Providers & Services (continued)
CVS Health Corp. (continued)
4.25%, 04/01/2050		$ 246,000		$ 255,352
4.30%, 03/25/2028		578,000		618,254
5.05%, 03/25/2048		564,000		644,386
HCA, Inc.
3.50%, 09/01/2030		1,440,000		1,306,385
5.38%, 02/01/2025 - 09/01/2026		648,000		663,982
5.63%, 09/01/2028		264,000		276,329
5.88%, 02/15/2026 - 02/01/2029		650,000		686,165

				12,150,918

Hotels, Restaurants & Leisure - 0.7%
Choice Hotels International, Inc.
3.70%, 12/01/2029		917,000		733,600
GLP Capital, LP / GLP Financing II, Inc.
3.35%, 09/01/2024		159,000		140,715
4.00%, 01/15/2030		1,071,000		900,497
5.25%, 06/01/2025		310,000		286,750
5.30%, 01/15/2029		73,000		62,430
5.38%, 04/15/2026		593,000		525,635
McDonald’s Corp.
2.63%, 09/01/2029, MTN		1,220,000		1,174,060
3.30%, 07/01/2025, MTN		305,000		317,121
3.50%, 07/01/2027, MTN		960,000		1,008,499
3.63%, 09/01/2049, MTN		514,000		518,598
MGM Resorts International
7.75%, 03/15/2022		148,000		146,597
Starbucks Corp.
4.45%, 08/15/2049		630,000		722,806

				6,537,308

Household Durables - 0.1%
MDC Holdings, Inc.
5.50%, 01/15/2024		569,000		569,000

Household Products - 0.2%
Procter & Gamble Co.
2.45%, 03/25/2025		263,000		276,344
2.80%, 03/25/2027		418,000		445,912
3.00%, 03/25/2030		241,000		267,682
3.55%, 03/25/2040		481,000		560,991
3.60%, 03/25/2050		256,000		314,575

				1,865,504

Industrial Conglomerates - 0.2%
General Electric Co.
Fixed until 01/21/2021^(E), 5.00%^(C)		1,330,000		1,097,250
6.75%, 03/15/2032, MTN		510,000		605,631

				1,702,881

Insurance - 0.1%
Brown & Brown, Inc.
4.50%, 03/15/2029		591,000		636,288

IT Services - 1.1%
Broadridge Financial Solutions, Inc.
2.90%, 12/01/2029		1,846,000		1,746,120
Global Payments, Inc.
3.20%, 08/15/2029		273,000		260,525
4.80%, 04/01/2026		745,000		741,296
Mastercard, Inc.
3.30%, 03/26/2027		903,000		983,838
3.35%, 03/26/2030		1,145,000		1,268,006
3.85%, 03/26/2050		646,000		791,639
PayPal Holdings, Inc.
2.40%, 10/01/2024		491,000		479,879
2.65%, 10/01/2026		1,469,000		1,438,084
2.85%, 10/01/2029		892,000		882,610


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
IT Services (continued)
Visa, Inc.
1.90%, 04/15/2027		$ 1,186,000		$ 1,185,698
2.05%, 04/15/2030		781,000		779,868
2.70%, 04/15/2040		336,000		333,527

				10,891,090

Leisure Products - 0.3%
Hasbro, Inc.
3.00%, 11/19/2024		520,000		492,698
3.55%, 11/19/2026		691,000		659,201
3.90%, 11/19/2029		1,862,000		1,661,534

				2,813,433

Life Sciences Tools & Services - 0.2%
Thermo Fisher Scientific, Inc.
4.13%, 03/25/2025		561,000		600,412
4.50%, 03/25/2030^(D)		1,317,000		1,480,489

				2,080,901

Machinery - 0.4%
Otis Worldwide Corp.
2.06%, 04/05/2025^(B)		599,000		585,425
Westinghouse Air Brake Technologies Corp.
3.45%, 11/15/2026		233,000		214,878
4.40%, 03/15/2024		855,000		849,432
4.95%, 09/15/2028		2,380,000		2,186,953

				3,836,688

Media - 1.0%
Charter Communications Operating LLC / Charter Communications Operating Capital
4.80%, 03/01/2050		876,000		911,542
5.05%, 03/30/2029		1,999,000		2,160,920
5.38%, 05/01/2047		177,000		191,037
6.48%, 10/23/2045		221,000		266,597
Comcast Corp.
2.65%, 02/01/2030^(D)		447,000		459,867
3.10%, 04/01/2025		283,000		300,610
3.15%, 03/01/2026		478,000		500,919
3.30%, 04/01/2027		770,000		826,669
3.40%, 04/01/2030		770,000		834,603
3.75%, 04/01/2040		307,000		346,571
4.15%, 10/15/2028		557,000		625,407
4.25%, 10/15/2030		805,000		936,924
4.60%, 10/15/2038		347,000		424,734
4.95%, 10/15/2058		378,000		511,611
Fox Corp.
4.03%, 01/25/2024		362,000		376,050

				9,674,061

Metals & Mining - 0.4%
Allegheny Technologies, Inc.
5.88%, 12/01/2027^(D)		893,000		743,422
Constellium SE
5.75%, 05/15/2024^(B)		991,000		884,567
Hudbay Minerals, Inc.
7.25%, 01/15/2023^(B)		1,059,000		921,330
Reliance Steel & Aluminum Co.
4.50%, 04/15/2023		644,000		637,584
Steel Dynamics, Inc.
5.50%, 10/01/2024		987,000		959,454

				4,146,357


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-Utilities - 0.4%
Ameren Corp.
3.50%, 01/15/2031		$ 1,769,000		$ 1,773,424
AP Transmission Co. LLC
3.65%, 04/01/2050		532,000		547,942
Dominion Energy, Inc.
3.38%, 04/01/2030		1,207,000		1,194,870

				3,516,236

Multiline Retail - 0.1%
Nordstrom, Inc.
4.38%, 04/01/2030		1,088,000		869,868

Oil, Gas & Consumable Fuels - 0.8%
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/2029^(B)		1,995,000		1,490,365
Energy Transfer Operating, LP
4.95%, 06/15/2028		78,000		64,519
5.50%, 06/01/2027		327,000		284,614
5.88%, 01/15/2024		458,000		432,500
Hess Corp.
4.30%, 04/01/2027^(D)		1,042,000		754,628
Hess Midstream Operations, LP
5.13%, 06/15/2028^(B)		1,320,000		927,696
HollyFrontier Corp.
5.88%, 04/01/2026		852,000		738,405
Kinder Morgan, Inc.
4.30%, 03/01/2028		234,000		229,454
NGPL PipeCo LLC
4.38%, 08/15/2022^(B)		822,000		784,499
Plains All American Pipeline, LP / PAA Finance Corp.
4.65%, 10/15/2025		1,079,000		868,249
WPX Energy, Inc.
4.50%, 01/15/2030		1,584,000		860,112

				7,435,041

Paper & Forest Products - 0.1%
Georgia-Pacific LLC
3.16%, 11/15/2021^(B)		1,045,000		1,059,307

Pharmaceuticals - 0.4%
Allergan Finance LLC
3.25%, 10/01/2022		606,000		607,625
Allergan Funding SCS
3.45%, 03/15/2022		1,120,000		1,162,939
3.80%, 03/15/2025		724,000		741,263
Allergan, Inc.
2.80%, 03/15/2023		48,000		47,722
Bristol-Myers Squibb Co.
3.40%, 07/26/2029^(B)		444,000		490,031
Elanco Animal Health, Inc.
5.02%, 08/28/2023		371,000		375,297
5.65%, 08/28/2028		249,000		262,534
Pfizer, Inc.
2.63%, 04/01/2030		283,000		297,564

				3,984,975

Professional Services - 0.5%
Equifax, Inc.
2.60%, 12/01/2024		1,518,000		1,434,771
Experian Finance PLC
2.75%, 03/08/2030^(B)		2,255,000		2,152,172


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Professional Services (continued)
IHS Markit, Ltd.
4.75%, 02/15/2025^(B)		$ 767,000		$ 786,175
5.00%, 11/01/2022^(B)		94,000		98,764
Verisk Analytics, Inc.
5.50%, 06/15/2045		349,000		443,284

				4,915,166

Real Estate Management & Development - 0.1%
Jones Lang LaSalle, Inc.
4.40%, 11/15/2022		711,000		693,654

Semiconductors & Semiconductor Equipment - 0.2%
Lam Research Corp.
4.00%, 03/15/2029		179,000		197,947
Marvell Technology Group, Ltd.
4.20%, 06/22/2023		358,000		366,008
4.88%, 06/22/2028		1,681,000		1,740,042

				2,303,997

Software - 0.3%
Oracle Corp.
2.50%, 04/01/2025^(F)		772,000		779,302
2.80%, 04/01/2027		1,894,000		1,921,995

				2,701,297

Specialty Retail - 0.6%
AutoZone, Inc.
3.75%, 04/18/2029		835,000		845,425
Lowe’s Cos., Inc.
4.00%, 04/15/2025		1,085,000		1,159,265
4.50%, 04/15/2030		1,124,000		1,238,676
5.00%, 04/15/2040		574,000		654,353
5.13%, 04/15/2050		785,000		947,768
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		22,000		21,120
3.90%, 06/01/2029		964,000		960,553
4.35%, 06/01/2028		166,000		170,778

				5,997,938

Technology Hardware, Storage & Peripherals - 0.1%
Dell International LLC / EMC Corp.
5.88%, 06/15/2021^(B)		1,198,000		1,199,497

Textiles, Apparel & Luxury Goods - 0.2%
NIKE, Inc.
2.40%, 03/27/2025		348,000		361,619
2.75%, 03/27/2027		539,000		560,069
3.25%, 03/27/2040		402,000		421,313
3.38%, 03/27/2050		263,000		286,908

				1,629,909

Wireless Telecommunication Services - 0.1%
T-Mobile USA, Inc.
6.38%, 03/01/2025		1,222,000		1,248,004

Total Corporate Debt Securities (Cost $212,050,052)				212,226,219


LOAN ASSIGNMENT - 0.2%
Pharmaceuticals - 0.2%
Elanco Animal Health, Inc.
Term Loan B,
TBD, 02/04/2027^(F)		2,115,449		2,004,388

Total Loan Assignment (Cost $2,115,449)				2,004,388


	Principal		Value
MORTGAGE-BACKED SECURITIES - 2.5%
Angel Oak Mortgage Trust I LLC
Series 2018-2, Class A1,
3.67%^(C), 07/27/2048^(B)		$ 118,091		$ 112,652
Arroyo Mortgage Trust
Series 2018-1, Class A1,
3.76%^(C), 04/25/2048^(B)		226,303		220,300
BAMLL Re-REMIC Trust, Principal Only STRIPS
Series 2013-FRR1, Class B2,
Zero Coupon, 05/26/2020^(B)		833,360		820,388
BANK
Series 2018-BN12, Class A4,
4.26%^(C), 05/15/2061		228,438		258,239
Series 2019-BN24, Class A3,
2.96%, 11/15/2062		186,400		193,485
BBCMS Mortgage Trust
Series 2015-SRCH, Class A2,
4.20%, 08/10/2035^(B)		715,000		713,476
Benchmark Mortgage Trust
Series 2020-B16, Class A5,
2.73%, 02/15/2053		466,000		474,610
BX Commercial Mortgage Trust
Series 2018-IND, Class A,
1-Month LIBOR + 0.75%, 1.45%^(C), 11/15/2035^(B)		811,998		767,250
Series 2019-XL, Class A,
1-Month LIBOR + 0.92%, 1.62%^(C), 10/15/2036^(B)		957,311		910,580
Series 2019-XL, Class B,
1-Month LIBOR + 1.08%, 1.78%^(C), 10/15/2036^(B)		154,775		145,088
BX Trust
Series 2019-OC11, Class A,
3.20%, 12/09/2041^(B)		962,000		868,609
Series 2019-OC11, Class B,
3.61%, 12/09/2041^(B)		481,000		416,007
Series 2019-OC11, Class C,
3.86%, 12/09/2041^(B)		481,000		397,460
Series 2019-OC11, Class D,
4.08%^(C), 12/09/2041^(B)		722,000		566,530
Series 2019-OC11, Class E,
4.08%^(C), 12/09/2041^(B)		184,000		137,013
BXP Trust
Series 2017-GM, Class A,
3.38%, 06/13/2039^(B)		324,000		345,445
Chase Home Lending Mortgage Trust
Series 2019-ATR2, Class A11,
1-Month LIBOR + 0.90%, 1.85%^(C), 07/25/2049 ^(B)		139,440		132,210
Connecticut Avenue Securities Trust
Series 2019-R02, Class 1M2,
1-Month LIBOR + 2.30%, 3.25%^(C), 08/25/2031^(B)		398,767		330,001
Series 2019-R03, Class 1M2,
1-Month LIBOR + 2.15%, 3.10%^(C), 09/25/2031^(B)		1,102,786		902,871
Series 2019-R05, Class 1M2,
1-Month LIBOR + 2.00%, 2.95%^(C), 07/25/2039^(B)		1,443,696		1,219,611
Series 2019-R07, Class 1M2,
1-Month LIBOR + 2.10%, 3.05%^(C), 10/25/2039^(B)		1,190,402		959,146


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust (continued)
Series 2020-R02, Class 2M2,
1-Month LIBOR + 2.00%, 2.95%^(C), 01/25/2040^(B)		$ 1,270,000		$ 823,764
Federal Home Loan Mortgage Corp.
Series 2019-HQA2, Class M2,
1-Month LIBOR + 2.05%, 3.00%^(C), 04/25/2049 ^(B)		208,269		172,809
Federal Home Loan Mortgage Corp. REMIC
Series 2019-HQA4, Class M1,
1-Month LIBOR + 0.77%, 1.72%^(C), 11/25/2049 ^(B)		147,495		142,591
Federal National Mortgage Association Connecticut Avenue Securities
Series 2017-C01, Class 1M2,
1-Month LIBOR + 3.55%, 4.50%^(C), 07/25/2029		636,076		581,888
Great Wolf Trust
Series 2019-WOLF, Class A,
1-Month LIBOR + 1.03%, 1.74%^(C), 12/15/2036^(B)		230,000		206,973
Series 2019-WOLF, Class B,
1-Month LIBOR + 1.33%, 2.04%^(C), 12/15/2036^(B)		258,000		223,127
Series 2019-WOLF, Class C,
1-Month LIBOR + 1.63%, 2.34%^(C), 12/15/2036^(B)		287,000		249,757
GS Mortgage Securities Corp. II
Series 2018-GS10, Class A5,
4.16%^(C), 07/10/2051		326,340		354,575
GS Mortgage Securities Trust
Series 2018-GS9, Class A4,
3.99%^(C), 03/10/2051		543,155		582,745
Series 2020-GC45, Class A5,
2.91%, 02/13/2053		465,000		478,781
JPMorgan Mortgage Trust
Series 2019-5, Class A11,
1-Month LIBOR + 0.90%, 1.85%^(C), 11/25/2049^(B)		85,442		81,326
Series 2019-7, Class A11,
1-Month LIBOR + 0.90%, 1.85%^(C), 02/25/2050^(B)		539,352		513,074
Series 2019-LTV2, Class A11,
1-Month LIBOR + 0.90%, 1.85%^(C), 12/25/2049^(B)		396,103		377,932
Mello Warehouse Securitization Trust
Series 2018-W1, Class A,
1-Month LIBOR + 0.85%, 1.80%^(C), 11/25/2051 ^(B)		1,102,667		1,088,717
Morgan Stanley Capital I Trust
Series 2018-H3, Class A5,
4.18%, 07/15/2051		476,664		523,958
Series 2018-H4, Class A4,
4.31%, 12/15/2051		713,689		812,015
New Residential Mortgage Loan Trust
Series 2018-2A, Class A1,
4.50%^(C), 02/25/2058^(B)		284,124		296,424
Provident Funding Mortgage Trust
Series 2020-1, Class A5,
3.00%^(C), 02/25/2050^(B)		296,667		293,209
PRPM
Series 2019-GS1, Class A1,
3.50%^(C), 10/25/2024^(B)		456,906		454,360


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Sequoia Mortgage Trust
Series 2013-5, Class A1,
2.50%^(C), 05/25/2043^(B)		$ 433,338		$ 422,591
Series 2019-CH2, Class A1,
4.50%^(C), 08/25/2049^(B)		394,272		392,533
Series 2020-2, Class A19,
3.50%^(C), 03/25/2050^(B)		220,679		222,017
Spruce Hill Mortgage Loan Trust
Series 2020-SH1, Class A1,
2.52%^(C), 01/28/2050^(B)		217,049		201,331
Series 2020-SH1, Class A2,
2.62%^(C), 01/28/2050^(B)		408,554		378,984
Station Place Securitization Trust
Series 2019-4, Class A,
Zero Coupon, 06/24/2020		1,946,000		1,936,224
Series 2019-WL1, Class D,
1-Month LIBOR + 1.20%, 2.15%^(C), 08/25/2052^(B)		222,000		219,201
Series 2019-WL1, Class E,
1-Month LIBOR + 1.40%, 2.35%^(C), 08/25/2052^(B)		448,667		442,702
Towd Point HE Trust
Series 2019-HE1, Class A1,
1-Month LIBOR + 0.90%, 1.85%^(C), 04/25/2048 ^(B)		341,575		331,328
Verus Securitization Trust
Series 2020-1, Class A3,
2.72%^(C), 01/25/2060^(B)		400,868		384,865

Total Mortgage-Backed Securities (Cost $26,160,974)				24,080,772


U.S. GOVERNMENT AGENCY OBLIGATIONS - 12.8%
Connecticut Avenue Securities Trust
Series 2019-R04, Class 2M2,
1-Month LIBOR + 2.10%, 3.05%^(C), 06/25/2039 ^(B)		267,000		217,146
Federal Home Loan Mortgage Corp.
2.50%, 11/01/2031 - 01/01/2050		2,883,850		2,996,193
3.00%, 02/01/2031 - 03/01/2050		8,208,600		8,630,910
3.00%, 09/01/2032^(F)		316,005		332,034
3.50%, 07/01/2042 - 01/01/2050		18,298,847		19,501,626
4.00%, 03/01/2047 - 06/01/2049		2,712,157		2,904,732
4.50%, 03/01/2048 - 12/01/2048		694,476		758,308
5.00%, 09/01/2048		78,633		84,958
6.00%, 04/01/2040		79,542		92,821
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes
1-Month LIBOR + 1.20%, 2.15%^(C), 07/25/2029		89,771		89,259
1-Month LIBOR + 1.80%, 2.75%^(C), 07/25/2030		390,987		320,609
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust
1-Month LIBOR + 1.95%, 2.90%^(C), 10/25/2049 ^(B)		`425,322		319,256
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC
1-Month LIBOR + 1.70%, 2.65%^(C), 01/25/2050 ^(B)		827,000		533,414


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association
2.50%, 12/01/2032 - 01/01/2050		$ 1,953,902		$ 2,030,390
3.00%, 10/01/2034 - 06/01/2057		28,147,926		29,661,344
3.50%, 10/01/2042 - 02/01/2057		16,117,469		17,260,153
4.00%, 06/01/2047 - 09/01/2049		6,621,886		7,162,119
4.50%, 11/01/2042 - 08/01/2048		5,001,486		5,448,678
5.00%, 07/01/2044 - 05/01/2048		1,048,497		1,151,119
6.00%, 02/01/2037		3,439		4,001
Federal National Mortgage Association Connecticut Avenue Securities
1-Month LIBOR + 0.60%, 1.55%^(C), 07/25/2030		67,887		67,416
1-Month LIBOR + 0.72%, 1.67%^(C), 01/25/2031		8,372		8,320
1-Month LIBOR + 0.95%, 1.90%^(C), 10/25/2029		30,544		29,615
1-Month LIBOR + 1.15%, 2.10%^(C), 09/25/2029		3,413		3,397
1-Month LIBOR + 2.00%, 2.95%^(C), 03/25/2031		1,006,608		885,553
1-Month LIBOR + 2.35%, 3.30%^(C), 01/25/2031		371,396		311,900
Federal National Mortgage Association REMIC
3.00%, 05/25/2048 - 11/25/2049		2,468,959		2,643,561
Government National Mortgage Association
3.00%, TBA^(F)		513,000		542,277
4.00%, 01/15/2045 - 04/20/2049		10,898,176		11,648,252
4.50%, 08/15/2046 - 05/20/2048		2,312,834		2,533,883
5.00%, 04/20/2049		3,177,146		3,394,994
Uniform Mortgage-Backed Security
2.50%, TBA^(F)		122,000		126,384
3.50%, TBA^(F)		1,733,288		1,822,864
4.00%, TBA^(F)		495,473		521,021

Total U.S. Government Agency Obligations (Cost $120,875,813)				124,038,507


U.S. GOVERNMENT OBLIGATIONS - 10.4%
U.S. Treasury - 10.4%
U.S. Treasury Bond
2.00%, 02/15/2050^(D)		6,749,600		7,819,253
2.25%, 08/15/2049		12,765,900		15,551,958
2.38%, 11/15/2049^(D)		1,262,300		1,572,648
2.75%, 08/15/2042		9,927,000		12,817,463
U.S. Treasury Note
0.38%, 03/31/2022		14,507,000		14,548,934
0.50%, 03/31/2025		17,311,400		17,417,568
1.13%, 02/28/2022		13,857,000		14,087,048
1.50%, 09/15/2022		4,334,000		4,467,745
1.50%, 02/15/2030^(D)		2,334,500		2,513,509
2.13%, 05/31/2021		5,320,000		5,444,687
2.88%, 11/30/2023		4,273,000		4,671,758

Total U.S. Government Obligations (Cost $96,207,534)				100,912,571


	Shares		Value
OTHER INVESTMENT COMPANY - 0.7%
Securities Lending Collateral - 0.7%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(G)		7,150,160		7,150,160

Total Other Investment Company (Cost $7,150,160)				7,150,160


	Shares		Value
COMMON STOCKS - 97.5%
Aerospace & Defense - 3.3%
L3 Harris Technologies, Inc.		85,816		$ 15,457,178
Teledyne Technologies, Inc. ^(A)		43,386		12,897,356

				28,354,534

Airlines - 0.7%
Ryanair Holdings PLC, ADR ^(A)		105,508		5,601,420

Auto Components - 0.4%
Visteon Corp. ^{(A) (B)}		65,561		3,145,617

Banks - 0.4%
SVB Financial Group ^(A)		23,265		3,514,876

Biotechnology - 1.2%
Neurocrine Biosciences, Inc. ^(A)		69,327		6,000,252
Sarepta Therapeutics, Inc. ^{(A) (B)}		41,769		4,085,843

				10,086,095

Building Products - 0.5%
Trane Technologies PLC		51,754		4,274,363

Capital Markets - 5.4%
Cboe Global Markets, Inc.		69,990		6,246,607
LPL Financial Holdings, Inc.		300,204		16,340,104
MSCI, Inc.		24,454		7,066,228
TD Ameritrade Holding Corp.		469,679		16,279,074

				45,932,013

Commercial Services & Supplies - 2.0%
Cimpress PLC ^{(A) (B)}		126,296		6,718,947
Ritchie Bros Auctioneers, Inc.		295,181		10,089,287

				16,808,234

Containers & Packaging - 1.1%
Sealed Air Corp.		364,266		9,001,013

Diversified Consumer Services - 1.4%
frontdoor, Inc. ^(A)		132,730		4,616,349
ServiceMaster Global Holdings, Inc. ^(A)		265,460		7,167,420

				11,783,769

Electric Utilities - 0.4%
Alliant Energy Corp.		68,437		3,304,823

Electrical Equipment - 1.8%
Sensata Technologies Holding PLC ^(A)		520,406		15,055,346

Electronic Equipment, Instruments & Components - 5.6%
Belden, Inc.		118,592		4,278,799
Dolby Laboratories, Inc., Class A		174,217		9,444,304
Flex, Ltd. ^(A)		911,632		7,634,918
National Instruments Corp.		345,358		11,424,443
TE Connectivity, Ltd.		234,982		14,799,166

				47,581,630

Entertainment - 0.5%
Liberty Media Corp. - Liberty Formula One, Class C ^(A)		150,708		4,103,779


	Shares		Value
COMMON STOCKS (continued)
Equity Real Estate Investment Trusts - 4.2%
Crown Castle International Corp.		151,712		$ 21,907,213
Lamar Advertising Co., Class A		264,017		13,538,791

				35,446,004

Health Care Equipment & Supplies - 9.5%
Boston Scientific Corp. ^(A)		564,038		18,404,560
Cooper Cos., Inc.		64,423		17,759,489
DENTSPLY SIRONA, Inc.		166,305		6,457,623
ICU Medical, Inc. ^(A)		36,417		7,347,858
STERIS PLC		118,459		16,580,706
Teleflex, Inc.		28,565		8,365,546
Varian Medical Systems, Inc. ^(A)		53,611		5,503,705

				80,419,487

Hotels, Restaurants & Leisure - 1.8%
Aramark		249,147		4,975,466
Dunkin’ Brands Group, Inc.		200,993		10,672,728

				15,648,194

Industrial Conglomerates - 0.9%
Carlisle Cos., Inc.		59,199		7,416,451

Insurance - 7.3%
Aon PLC		125,203		20,663,503
Intact Financial Corp.		185,632		16,043,786
Willis Towers Watson PLC		62,216		10,567,388
WR Berkley Corp.		284,365		14,835,322

				62,109,999

Internet & Catalog Retail - 0.5%
Wayfair, Inc., Class A ^{(A) (B)}		78,945		4,218,821

IT Services - 12.9%
Amdocs, Ltd.		271,130		14,904,016
Broadridge Financial Solutions, Inc.		169,269		16,051,779
Edenred		184,621		7,661,669
Euronet Worldwide, Inc. ^(A)		46,980		4,027,126
Fidelity National Information Services, Inc.		148,738		18,092,490
Global Payments, Inc.		131,016		18,896,438
GoDaddy, Inc., Class A ^(A)		276,670		15,800,624
WEX, Inc. ^(A)		135,239		14,139,237

				109,573,379

Life Sciences Tools & Services - 5.3%
IQVIA Holdings, Inc. ^(A)		106,103		11,444,270
PerkinElmer, Inc.		223,922		16,856,848
PRA Health Sciences, Inc. ^(A)		77,632		6,446,561
Waters Corp. ^(A)		57,690		10,502,464

				45,250,143

Machinery - 3.0%
Ingersoll Rand, Inc. ^(A)		184,974		4,587,355
Middleby Corp. ^(A)		64,434		3,665,006
Rexnord Corp.		398,617		9,036,648
Westinghouse Air Brake Technologies Corp.		172,771		8,315,468

				25,604,477


	Shares		Value
COMMON STOCKS (continued)
Pharmaceuticals - 2.9%
Bristol-Myers Squibb Co.		104,160		$ 5,805,879
Catalent, Inc. ^(A)		225,835		11,732,128
Elanco Animal Health, Inc. ^(A)		307,188		6,877,939

				24,415,946

Professional Services - 4.1%
CoStar Group, Inc. ^(A)		20,640		12,120,014
IHS Markit, Ltd.		119,314		7,158,840
Verisk Analytics, Inc.		108,813		15,166,356

				34,445,210

Semiconductors & Semiconductor Equipment - 7.7%
KLA Corp.		104,315		14,994,238
Lam Research Corp.		51,723		12,413,520
Microchip Technology, Inc. ^(B)		266,481		18,067,412
ON Semiconductor Corp. ^{(A) (B)}		919,714		11,441,242
Xilinx, Inc.		108,901		8,487,744

				65,404,156

Software - 9.9%
Atlassian Corp. PLC, Class A ^(A)		90,267		12,390,048
Constellation Software, Inc.		31,856		28,952,221
Nice, Ltd., ADR ^(A)		168,924		24,250,730
SS&C Technologies Holdings, Inc.		423,358		18,551,548

				84,144,547

Specialty Retail - 1.5%
CarMax, Inc. ^(A)		166,536		8,964,633
Williams-Sonoma, Inc.		82,120		3,491,742

				12,456,375

Textiles, Apparel & Luxury Goods - 0.7%
Gildan Activewear, Inc.		457,828		5,841,885

Trading Companies & Distributors - 0.6%
Ferguson PLC		85,323		5,275,730

Total Common Stocks (Cost $752,278,387)				826,218,316


OTHER INVESTMENT COMPANY - 0.4%
Securities Lending Collateral - 0.4%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		3,575,942		3,575,942

Total Other Investment Company (Cost $3,575,942)				3,575,942


	Shares		Value
INVESTMENT COMPANIES - 96.6%
International Alternative Fund - 10.2%
Transamerica Unconstrained Bond ^(A)		13,878,371		$ 123,239,934

International Equity Funds - 11.1%
Transamerica Emerging Markets Equity ^(A)		2,608,462		20,841,609
Transamerica Emerging Markets Opportunities ^(A) (B)		1,559,719		11,573,112
Transamerica International Equity ^(A)		4,213,751		56,337,857
Transamerica International Growth ^(A)		5,024,900		30,249,900
Transamerica International Small Cap Value ^(A)		1,519,724		14,695,731

			133,698,209

U.S. Alternative Fund - 3.4%
Transamerica BlackRock Global Real Estate Securities VP ^(A)		3,911,038		40,283,692

U.S. Equity Funds - 18.8%
Transamerica JPMorgan Enhanced Index VP ^(A)		3,593,404		63,603,254
Transamerica JPMorgan Mid Cap Value VP ^(A)		1,221,438		13,692,324
Transamerica Large Cap Value ^(A)		5,562,078		42,049,313
Transamerica Mid Cap Value Opportunities ^(A)		1,775,684		14,152,200
Transamerica Morgan Stanley Capital Growth VP ^(A)		1,492,302		26,533,127
Transamerica T. Rowe Price Small Cap VP ^(A)		1,624,476		20,273,460
Transamerica WMC US Growth VP ^(A)		1,591,283		46,449,564

			226,753,242


	Shares		Value
U.S. Fixed Income Funds - 38.1%
Transamerica Core Bond ^(A)		14,357,226		$ 147,879,428
Transamerica High Yield Bond ^(A)		4,413,921		34,207,886
Transamerica Intermediate Bond ^(A)		25,993,965		272,156,817
Transamerica Short-Term Bond ^(A)		409,498		3,910,705

			458,154,836

U.S. Mixed Allocation Fund - 15.0%
Transamerica PIMCO Total Return VP ^(A)		15,270,088		180,797,841

Total Investment Companies (Cost $1,271,302,535)				1,162,927,754


	Principal		Value
U.S. GOVERNMENT OBLIGATION - 2.7%
U.S. Treasury - 2.7%
U.S. Treasury Note
2.50%, 01/31/2021^(C)		$ 32,428,700		33,072,207

Total U.S. Government Obligation (Cost $32,916,569)				33,072,207
Total Investments (Cost $1,304,219,104)				1,195,999,961
Net Other Assets (Liabilities) - 0.7%				8,197,047

Net Assets - 100.0%				$ 1,204,197,008


	Shares		Value
INVESTMENT COMPANIES - 95.5%
International Alternative Fund - 4.0%
Transamerica Unconstrained Bond ^(A)		3,358,038		$ 29,819,380

International Equity Funds - 27.9%
Transamerica Emerging Markets Equity ^(A)		2,990,433		23,893,561
Transamerica Emerging Markets Opportunities ^(A) (B)		4,504,741		33,425,180
Transamerica International Equity ^(A)		4,065,622		54,357,371
Transamerica International Growth ^(A)		12,333,366		74,246,862
Transamerica International Small Cap Value ^(A)		2,253,928		21,795,481

			207,718,455

U.S. Alternative Fund - 10.4%
Transamerica BlackRock Global Real Estate Securities VP ^(A)		7,545,679		77,720,498

U.S. Equity Funds - 49.2%
Transamerica Janus Mid-Cap Growth VP ^(A)		614,397		18,057,130
Transamerica JPMorgan Enhanced Index VP ^(A)		3,224,517		57,073,949
Transamerica JPMorgan Mid Cap Value VP ^(A)		152,336		1,707,683
Transamerica Large Cap Value ^(A)		14,021,502		106,002,559
Transamerica Mid Cap Growth ^(A)		1,821,398		15,700,452
Transamerica Mid Cap Value Opportunities ^(A)		213,308		1,700,062
Transamerica Morgan Stanley Capital Growth VP ^(A)		3,685,866		65,534,691
Transamerica Small Company Growth Liquidating Trust ^{(A) (B) (C) (D)}		3,075		1,914
Transamerica T. Rowe Price Small Cap VP ^(A)		1,720,732		21,474,736
Transamerica WMC US Growth VP ^(A)		2,716,278		79,288,149

				366,541,325

U.S. Fixed Income Fund - 4.0%
Transamerica High Yield Bond ^(A)		3,886,296		30,118,798

Total Investment Companies (Cost $871,210,559)				711,918,456


	Principal		Value
U.S. GOVERNMENT OBLIGATION - 2.9%
U.S. Treasury - 2.9%
U.S. Treasury Note
2.50%, 01/31/2021^(E)		$ 21,107,000		$ 21,525,842

Total U.S. Government Obligation (Cost $21,371,513)				21,525,842


REPURCHASE AGREEMENT - 0.8%
Fixed Income Clearing Corp., 0.00%^(F), dated 03/31/2020, to be repurchased at $5,654,389 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $5,769,045.		5,654,389		5,654,389

Total Repurchase Agreement (Cost $5,654,389)				5,654,389

Total Investments (Cost $898,236,461)				739,098,687
Net Other Assets (Liabilities) - 0.8%				5,930,563

Net Assets - 100.0%				$ 745,029,250


	Shares		Value
INVESTMENT COMPANIES - 94.4%
International Alternative Funds - 8.0%
Transamerica Global Allocation Liquidating Trust ^{(A) (B) (C) (D)}		11,961		$ 44,780
Transamerica Unconstrained Bond ^(D)		35,094,732		311,641,217

				311,685,997

International Equity Funds - 21.1%
Transamerica Emerging Markets Equity ^(D)		15,260,831		121,934,037
Transamerica Emerging Markets Opportunities ^(A) (D)		9,001,923		66,794,272
Transamerica International Equity ^(D)		24,853,178		332,286,988
Transamerica International Growth ^(D)		34,754,693		209,223,253
Transamerica International Small Cap Value ^(D)		10,118,689		97,847,722

				828,086,272

U.S. Alternative Fund - 7.4%
Transamerica BlackRock Global Real Estate Securities VP ^(D)		28,220,066		290,666,680

U.S. Equity Funds - 42.5%
Transamerica Janus Mid-Cap Growth VP ^(D)		3,549,058		104,306,805
Transamerica JPMorgan Enhanced Index VP ^(D)		27,488,166		486,540,540
Transamerica JPMorgan Mid Cap Value VP ^(D)		5,565,821		62,392,854
Transamerica Large Cap Value ^(D)		39,567,629		299,131,276
Transamerica Mid Cap Growth ^(D)		6,801,131		58,625,746
Transamerica Mid Cap Value Opportunities ^(D)		6,580,472		52,446,362
Transamerica Morgan Stanley Capital Growth VP ^(D)		13,956,885		248,153,410
Transamerica Small Company Growth Liquidating Trust ^{(A) (B) (C) (D)}		16,244		10,108
Transamerica T. Rowe Price Small Cap VP ^(D)		7,383,315		92,143,775
Transamerica WMC US Growth VP ^(D)		8,941,839		261,012,267

				1,664,763,143


	Shares		Value
INVESTMENT COMPANIES (continued)
U.S. Fixed Income Funds - 12.5%
Transamerica Core Bond ^(D)		9,841,608		$ 101,368,564
Transamerica High Yield Bond ^(D)		30,294,279		234,780,662
Transamerica Intermediate Bond ^(D)		14,852,926		155,510,133

				491,659,359

U.S. Mixed Allocation Fund - 2.9%
Transamerica PIMCO Total Return VP ^(D)		9,736,898		115,284,867

Total Investment Companies (Cost $4,364,843,110)				3,702,146,318


	Principal		Value
U.S. GOVERNMENT OBLIGATION - 4.7%
U.S. Treasury - 4.7%
U.S. Treasury Note 2.50%, 01/31/2021^(E)		$ 183,478,000		187,118,892

Total U.S. Government Obligation (Cost $186,511,192)				187,118,892


REPURCHASE AGREEMENT - 0.7%
Fixed Income Clearing Corp., 0.00%^(F), dated 03/31/2020, to be repurchased at $26,187,767 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $26,711,827.		26,187,767		26,187,767

Total Repurchase Agreement (Cost $26,187,767)				26,187,767

Total Investments (Cost $4,577,542,069)				3,915,452,977
Net Other Assets (Liabilities) - 0.2%				7,252,833

Net Assets - 100.0%				$ 3,922,705,810


	Shares		Value
INVESTMENT COMPANIES - 94.8%
International Alternative Funds - 8.7%
Transamerica Global Allocation Liquidating Trust ^{(A) (B) (C) (D)}		6,235		$ 23,345
Transamerica Unconstrained Bond ^(D)		57,289,492		508,730,689

				508,754,034

International Equity Funds - 14.9%
Transamerica Emerging Markets Equity ^(D)		15,704,263		125,477,061
Transamerica Emerging Markets Opportunities ^(A) (D)		13,274,940		98,500,057
Transamerica International Equity ^(D)		26,801,781		358,339,814
Transamerica International Growth ^(D)		33,718,323		202,984,303
Transamerica International Small Cap Value ^(D)		8,898,269		86,046,259

				871,347,494

U.S. Alternative Fund - 2.8%
Transamerica BlackRock Global Real Estate Securities VP ^(D)		15,976,715		164,560,160

U.S. Equity Funds - 34.6%
Transamerica Janus Mid-Cap Growth VP ^(D)		4,192,661		123,222,305
Transamerica JPMorgan Enhanced Index VP ^(D)		36,326,926		642,986,584
Transamerica JPMorgan Mid Cap Value VP ^(D)		4,027,063		45,143,381
Transamerica Large Cap Value ^(D)		47,952,966		362,524,423
Transamerica Mid Cap Growth ^(D)		6,210,930		53,538,215
Transamerica Mid Cap Value Opportunities ^(D)		8,736,635		69,630,981
Transamerica Morgan Stanley Capital Growth VP ^(D)		16,398,030		291,556,975
Transamerica Small Company Growth Liquidating Trust ^{(A) (B) (C) (D)}		5,959		3,708
Transamerica T. Rowe Price Small Cap VP ^(D)		8,738,268		109,053,587
Transamerica WMC US Growth VP ^(D)		11,269,422		328,954,425

				2,026,614,584


	Shares		Value
INVESTMENT COMPANIES (continued)
U.S. Fixed Income Funds - 25.2%
Transamerica Core Bond ^(D)		39,824,630		$ 410,193,693
Transamerica High Yield Bond ^(D)		38,741,313		300,245,175
Transamerica Intermediate Bond ^(D)		72,945,206		763,736,307

				1,474,175,175

U.S. Mixed Allocation Fund - 8.6%
Transamerica PIMCO Total Return VP ^(D)		42,350,983		501,435,640

Total Investment Companies (Cost $6,277,890,166)				5,546,887,087


	Principal		Value
U.S. GOVERNMENT OBLIGATION - 4.2%
U.S. Treasury - 4.2%
U.S. Treasury Note
2.50%, 01/31/2021^(E)		$ 236,385,800		241,076,581

Total U.S. Government Obligation (Cost $240,271,543)				241,076,581


REPURCHASE AGREEMENT - 0.6%
Fixed Income Clearing Corp., 0.00%^(F), dated 03/31/2020, to be repurchased at $37,528,057 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $38,281,215.		37,528,057		37,528,057

Total Repurchase Agreement (Cost $37,528,057)				37,528,057

Total Investments (Cost $6,555,689,766)				5,825,491,725
Net Other Assets (Liabilities) - 0.4%				25,468,804

Net Assets - 100.0%				$ 5,850,960,529


	Principal		Value
ASSET-BACKED SECURITIES - 14.3%
American Credit Acceptance Receivables Trust
Series 2016-3, Class C,
4.26%, 08/12/2022^(A)		$ 128,801		$ 128,712
American Homes 4 Rent Trust
Series 2014-SFR2, Class A,
3.79%, 10/17/2036^(A)		454,201		456,396
Series 2014-SFR2, Class E,
6.23%, 10/17/2036^(A)		150,000		142,201
Series 2014-SFR3, Class E,
6.42%, 12/17/2036^(A)		175,000		145,315
Series 2015-SFR1, Class A,
3.47%, 04/17/2052^(A)		864,750		840,329
Series 2015-SFR1, Class D,
4.41%, 04/17/2052^(A)		1,200,000		1,099,897
Series 2015-SFR1, Class E,
5.64%, 04/17/2052^(A)		292,500		267,695
Series 2015-SFR2, Class D,
5.04%, 10/17/2052^(A)		700,000		626,657
Series 2015-SFR2, Class E,
6.07%, 10/17/2052^(A)		430,000		381,053
American Tower Trust #1
Series 2013-2A, Class 2A,
3.07%, 03/15/2048^(A)		350,000		343,930
AmeriCredit Automobile Receivables Trust
Series 2016-4, Class B,
1.83%, 12/08/2021		100,833		100,786
Series 2017-1, Class B,
2.30%, 02/18/2022		171,123		170,317
Series 2017-1, Class C,
2.71%, 08/18/2022		144,000		142,990
Series 2017-1, Class D,
3.13%, 01/18/2023		323,000		318,718
B2R Mortgage Trust
Series 2015-2, Class A,
3.34%, 11/15/2048^(A)		191,197		190,602
Series 2016-1, Class A,
2.57%, 06/15/2049^(A)		389,882		387,182
Business Jet Securities LLC
Series 2018-1, Class A,
4.34%, 02/15/2033^(A)		350,943		289,776
Series 2018-2, Class A,
4.45%, 06/15/2033^(A)		600,921		485,660
Series 2019-1, Class A,
4.21%, 07/15/2034^(A)		1,468,053		1,086,250
BXG Receivables Note Trust
Series 2012-A, Class A,
2.66%, 12/02/2027^(A)		12,057		11,800
Camillo Trust
Series 2016-SFR1,
5.00%, 12/05/2023^{(B) (C)}		1,070,362		1,068,020
Carnow Auto Receivables Trust
Series 2018-1A, Class B,
4.26%, 09/15/2023^(A)		1,560,000		1,515,059
Carvana Auto Receivables Trust
Series 2019-2A, Class C,
3.00%, 06/17/2024^(A)		1,350,000		1,281,657
Series 2019-3A, Class D,
3.04%, 04/15/2025^(A)		1,620,000		1,371,882
Chase Funding Loan Acquisition Trust
Series 2003-C2, Class 1A,
4.75%, 12/25/2019		2,806		2,795


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Chase Funding Trust
Series 2003-6, Class 1A7,
5.01%^(D), 11/25/2034		$ 31,045		$ 30,670
CIG Auto Receivables Trust
Series 2017-1A, Class A,
2.71%, 05/15/2023^(A)		40,734		40,604
Colony American Finance, Ltd.
Series 2016-2, Class A,
2.55%, 11/15/2048^(A)		195,906		194,143
Corevest American Finance Trust
Series 2019-1, Class B,
3.88%, 03/15/2052^(A)		690,000		590,787
Series 2019-3, Class A,
2.71%, 10/15/2052^(A)		811,041		769,537
CPS Auto Receivables Trust
Series 2015-C, Class D,
4.63%, 08/16/2021^(A)		198,341		198,449
Series 2016-C, Class C,
3.27%, 06/15/2022^(A)		37,342		37,332
Series 2017-C, Class C,
2.86%, 06/15/2023^(A)		431,693		429,880
Credit Acceptance Auto Loan Trust
Series 2017-1A, Class B,
3.04%, 12/15/2025^(A)		69,740		69,708
Series 2017-1A, Class C,
3.48%, 02/17/2026^(A)		250,000		249,434
Series 2017-2A, Class B,
3.02%, 04/15/2026^(A)		1,260,000		1,250,496
Series 2018-1A, Class A,
3.01%, 02/16/2027^(A)		366,497		366,547
Series 2019-1A, Class A,
3.33%, 02/15/2028^(A)		825,000		818,827
CSMA SFR Holdings LLC
Series 2019-1, Class A,
2.00%, 04/25/2023		1,021,063		1,020,961
Diamond Resorts Owner Trust
Series 2017-1A, Class A,
3.27%, 10/22/2029^(A)		187,151		184,985
Series 2018-1, Class A,
3.70%, 01/21/2031^(A)		355,678		352,144
Drive Auto Receivables Trust
Series 2016-CA, Class D,
4.18%, 03/15/2024^(A)		514,819		509,194
Series 2017-3, Class D,
3.53%, 12/15/2023^(A)		1,483,438		1,483,469
Series 2017-AA, Class D,
4.16%, 05/15/2024^(A)		332,910		332,102
Series 2018-4, Class C,
3.66%, 11/15/2024		944,000		944,581
Series 2019-1, Class D,
4.09%, 06/15/2026		340,000		336,862
DT Asset Trust
Series 2017, Class B,
5.84%, 12/16/2022		600,000		600,658
DT Auto Owner Trust
Series 2016-4A, Class D,
3.77%, 10/17/2022^(A)		129,527		129,408
Series 2017-1A, Class D,
3.55%, 11/15/2022^(A)		190,386		189,880
Series 2017-3A, Class D,
3.58%, 05/15/2023^(A)		296,363		295,075
Series 2019-4A, Class C,
2.73%, 07/15/2025^(A)		1,121,000		1,095,103
Engs Commercial Finance Trust
Series 2016-1A, Class A2,
2.63%, 02/22/2022^(A)		11,105		11,086


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Exeter Automobile Receivables Trust
Series 2017-1A, Class C,
3.95%, 12/15/2022^(A)		$ 158,372		$ 152,431
Series 2017-3A, Class C,
3.68%, 07/17/2023^(A)		658,000		639,546
Series 2018-4A, Class B,
3.64%, 11/15/2022^(A)		288,336		286,405
Series 2019-3A, Class D,
3.11%, 08/15/2025^(A)		1,180,000		1,152,036
First Investors Auto Owner Trust
Series 2017-3A, Class A2,
2.41%, 12/15/2022^(A)		332,966		331,466
Flagship Credit Auto Trust
Series 2015-3, Class C,
4.65%, 03/15/2022^(A)		91,960		91,950
Series 2016-1, Class C,
6.22%, 06/15/2022^(A)		600,000		604,910
Series 2016-4, Class C,
2.71%, 11/15/2022^(A)		349,438		347,224
Series 2019-4, Class D,
3.12%, 01/15/2026^(A)		1,350,000		1,287,982
Fort Cre LLC
Series 2018-1A, Class C,
1-Month LIBOR + 2.83%, 3.75% ^(D),11/16/2035^(A)		1,535,000		1,377,893
Foundation Finance Trust
Series 2019-1A, Class A,
3.86%, 11/15/2034^(A)		409,850		391,902
FREED ABS Trust
Series 2018-2, Class A,
3.99%, 10/20/2025^(A)		258,843		252,985
Series 2019-2, Class A,
2.62%, 11/18/2026^(A)		534,535		512,286
FTF Funding II LLC
Series 2019-1, Class A,
Zero Coupon, 08/15/2020		1,331,941		1,332,710
GLS Auto Receivables Issuer Trust
Series 2019-1A, Class A,
3.37%, 01/17/2023^(A)		172,276		171,549
Gold Key Resorts LLC
Series 2014-A, Class A,
3.22%, 03/17/2031^(A)		52,436		52,395
Goodgreen Trust
Series 2017, Class R1,
5.00%, 10/20/2051		1,121,467		1,094,977
Series 2017-1A, Class A,
3.74%, 10/15/2052^(A)		154,774		155,765
Series 2017-2A, Class A,
3.26%, 10/15/2053^(A)		675,139		669,723
Series 2019-2A, Class A,
2.76%, 10/15/2054^(A)		782,470		741,410
Hero Funding Trust
Series 2017-1A, Class A2,
4.46%, 09/20/2047^(A)		493,108		525,261
Series 2017-3A, Class A2,
3.95%, 09/20/2048^(A)		577,355		581,357
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028^(A)		155,818		152,980
Kabbage Funding LLC
Series 2019-1, Class A,
3.83%, 03/15/2024^(A)		1,998,000		1,943,057
Series 2019-1, Class B,
4.07%, 03/15/2024^(A)		1,010,000		976,924


	Principal		Value
ASSET-BACKED SECURITIES (continued)
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
Series 2012-2, Class A,
0.79%^(D), 08/25/2038^(A)		$ 496,017		$ 10,362
Series 2013-2, Class A,
1.69%^(D), 03/25/2039^(A)		507,977		21,681
Series 2014-2, Class A,
2.78%^(D), 04/25/2040^(A)		218,116		18,925
LL ABS Trust
Series 2019-1A, Class A,
2.87%, 03/15/2027^(A)		611,729		588,466
LV Tower 52
Series 2013-1, Class A,
5.75%, 07/15/2019^(A)		634,801		640,254
Mariner Finance Issuance Trust
Series 2019-AA, Class B,
3.51%, 07/20/2032^(A)		785,000		622,264
Series 2019-AA, Class C,
4.01%, 07/20/2032^(A)		2,060,000		1,569,960
OnDeck Asset Securitization Trust LLC
Series 2018-1A, Class A,
3.50%, 04/18/2022^(A)		351,000		349,643
OneMain Financial Issuance Trust
Series 2016-1A, Class A,
3.66%, 02/20/2029^(A)		5,999		5,979
Oportun Funding IX LLC
Series 2018-B, Class A,
3.91%, 07/08/2024^(A)		1,165,000		1,096,276
Oportun Funding VII LLC
Series 2017-B, Class A,
3.22%, 10/10/2023^(A)		309,000		296,622
Oportun Funding VIII LLC
Series 2018-A, Class A,
3.61%, 03/08/2024^(A)		655,000		619,287
Orange Lake Timeshare Trust
Series 2019-A, Class C,
3.61%, 04/09/2038^(A)		1,804,360		1,765,291
Progress Residential Trust
Series 2015-SFR3, Class A,
3.07%, 11/12/2032^(A)		1,729,127		1,717,118
Series 2015-SFR3, Class D,
4.67%, 11/12/2032^(A)		300,000		296,865
Series 2015-SFR3, Class E,
5.66%, 11/12/2032^(A)		200,000		196,596
Series 2018-SFR2, Class E,
4.66%, 08/17/2035^(A)		642,000		577,564
Purchasing Power Funding LLC
Series 2018-A, Class A,
3.34%, 08/15/2022^(A)		1,550,000		1,545,575
Regional Management Issuance Trust
Series 2019-1, Class B,
3.43%, 11/15/2028^(A)		1,400,000		1,133,136
Renew
Series 2017-1A, Class A,
3.67%, 09/20/2052^(A)		202,944		212,507
Rice Park Financing Trust
Series 2016-A, Class A,
4.63%, 10/31/2041^(A)		589,990		611,982
Santander Drive Auto Receivables Trust
Series 2019-1, Class C,
3.42%, 04/15/2025		730,000		723,754
SART
Series 2018-1,
4.75%, 06/15/2025		1,129,290		1,155,828
Securitized Asset-Backed Receivables LLC Trust
Series 2006-CB1, Class AF2,
3.30%^(D), 01/25/2036		18,559		15,985


	Principal		Value
ASSET-BACKED SECURITIES (continued)
SFR Holdco LLC
Series 2019-STL, Class A,
7.25%, 10/11/2026^{(B) (C)}		$ 1,000,000		$ 1,000,000
Sofi Consumer Loan Program LLC
Series 2016-2A, Class A,
3.09%, 10/27/2025^(A)		23,317		22,886
Tricolor Auto Securitization Trust
Series 2018-1A, Class A,
5.05%, 12/15/2020^(A)		164,585		162,745
Series 2018-2A, Class A,
3.96%, 10/15/2021^(A)		256,426		252,847
Tricon American Homes Trust
Series 2016-SFR1, Class A,
2.59%, 11/17/2033^(A)		366,888		360,673
Upgrade Receivables Trust
Series 2018-1A, Class A,
3.76%, 11/15/2024^(A)		35,720		35,375
US Auto Funding LLC
Series 2018-1A, Class A,
5.50%, 07/15/2023^(A)		374,706		372,675
Series 2019-1A, Class B,
3.99%, 12/15/2022^(A)		1,200,000		1,103,241
Vericrest Opportunity Loan Trust
Series 2019-NPL7, Class A1A,
3.18%^(D), 10/25/2049^(A)		592,231		524,271
Series 2019-NPL8, Class A1A,
3.28%^(D), 11/25/2049^(A)		933,519		830,632
Series 2020-NPL2, Class A1A,
2.98%^(D), 02/25/2050^(A)		1,070,678		922,738
Series 2020-NPL3, Class A1A,
2.98%^(D), 02/25/2050^(A)		1,057,634		758,581
Veros Automobile Receivables Trust
Series 2018-1, Class B,
4.05%, 02/15/2024^(A)		1,250,000		1,247,055
VM Debt Trust
Series 2019-1,
7.50%, 06/15/2024		1,000,000		1,000,000
VOLT LXIV LLC
Series 2017-NP11, Class A1,
3.38%^(D), 10/25/2047^(A)		480,645		437,715
VOLT LXXXIII LLC
Series 2019-NPL9, Class A1A,
3.33%^(D), 11/26/2049^(A)		1,013,390		896,499
VOLT LXXXV LLC
Series 2020-NPL1, Class A1A,
3.23%^(D), 01/25/2050^(A)		889,417		783,546
VSE Voi Mortgage LLC
Series 2018-A, Class A,
3.56%, 02/20/2036^(A)		271,691		270,434
Westgate Resorts LLC
Series 2017-1A, Class A,
3.05%, 12/20/2030^(A)		160,399		152,004
World Omni Auto Receivables Trust
Series 2016-B, Class A4,
1.48%, 11/15/2022		150,000		149,575

Total Asset-Backed Securities (Cost $72,691,144)				68,290,137


CORPORATE DEBT SECURITIES - 20.2%
Aerospace & Defense - 0.3%
Airbus Finance BV
2.70%, 04/17/2023^(A)		43,000		42,085
Airbus SE
3.15%, 04/10/2027^(A)		164,000		164,548
L3 Harris Technologies, Inc.
3.83%, 04/27/2025		200,000		208,075


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Aerospace & Defense (continued)
Lockheed Martin Corp.
4.50%, 05/15/2036		$ 100,000		$ 105,690
Northrop Grumman Corp.
3.25%, 01/15/2028		75,000		77,934
3.85%, 04/15/2045		38,000		40,092
Precision Castparts Corp.
4.20%, 06/15/2035		170,000		193,775
Rockwell Collins, Inc.
3.20%, 03/15/2024		70,000		71,963
United Technologies Corp.
3.75%, 11/01/2046		155,000		162,257
4.15%, 05/15/2045		163,000		177,104
4.50%, 06/01/2042		241,000		278,398

				1,521,921

Airlines - 0.8%
Air Canada Pass-Through Trust
3.30%, 07/15/2031^(A)		147,712		141,732
3.55%, 07/15/2031^(A)		209,566		226,616
4.13%, 11/15/2026^(A)		180,600		184,539
American Airlines Pass-Through Trust
3.00%, 04/15/2030		367,053		346,404
3.38%, 11/01/2028		194,378		180,201
3.65%, 12/15/2029 - 08/15/2030		139,042		136,910
3.70%, 04/15/2027 - 04/01/2028		330,048		291,498
4.95%, 07/15/2024		94,363		95,898
British Airways Pass-Through Trust
3.30%, 06/15/2034^(A)		284,867		267,602
4.13%, 03/20/2033^(A)		284,999		248,583
Continental Airlines Pass-Through Trust
5.98%, 10/19/2023		32,360		33,178
Delta Air Lines Pass-Through Trust
3.63%, 01/30/2029		321,948		292,507
4.75%, 11/07/2021		36,429		36,440
Spirit Airlines Pass-Through Trust
3.38%, 08/15/2031		137,077		126,943
United Airlines Pass-Through Trust
3.65%, 07/07/2027		135,907		110,082
4.15%, 02/25/2033		297,758		308,832
4.55%, 02/25/2033		266,838		267,478
US Airways Pass-Through Trust
5.90%, 04/01/2026		292,511		294,757

				3,590,200

Banks - 3.9%
ABN AMRO Bank NV
4.75%, 07/28/2025^(A)		200,000		200,258
AIB Group PLC
4.75%, 10/12/2023^(A)		290,000		289,469
ANZ New Zealand International, Ltd.
2.55%, 02/13/2030^(A)		625,000		606,518
ASB Bank, Ltd.
3.13%, 05/23/2024^(A)		465,000		476,189
Bank of America Corp.
Fixed until 02/13/2030, 2.50%^(D), 02/13/2031, MTN		500,000		483,464
Fixed until 12/20/2027, 3.42%^(D), 12/20/2028		430,000		443,561
Fixed until 04/24/2027, 3.71%^(D), 04/24/2028		700,000		715,730
3.95%, 04/21/2025, MTN		368,000		386,874
Fixed until 03/05/2028, 3.97%^(D), 03/05/2029, MTN		300,000		313,301
4.00%, 01/22/2025, MTN		400,000		420,956
4.25%, 10/22/2026, MTN		284,000		301,865


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Bank of Montreal
Fixed until 12/15/2027, 3.80%^(D), 12/15/2032		$ 110,000		$ 106,844
Bank of Nova Scotia
4.50%, 12/16/2025		160,000		164,386
Barclays PLC
3.65%, 03/16/2025		200,000		195,598
Fixed until 02/15/2022, 4.61%^(D), 02/15/2023		300,000		303,379
BBVA USA
3.50%, 06/11/2021		250,000		248,694
BNP Paribas SA
Fixed until 01/13/2030, 3.05%^(D), 01/13/2031 ^(A)		385,000		360,007
BPCE SA
4.00%, 09/12/2023^(A)		250,000		252,003
4.63%, 07/11/2024^(A)		200,000		196,610
Citigroup, Inc.
Fixed until 04/24/2024, 3.35%^(D), 04/24/2025		175,000		179,322
3.40%, 05/01/2026		150,000		156,282
Fixed until 07/24/2027, 3.67%^(D), 07/24/2028		531,000		549,738
3.88%, 03/26/2025		100,000		101,371
Fixed until 03/20/2029, 3.98%^(D), 03/20/2030		400,000		426,276
4.40%, 06/10/2025		215,000		224,800
4.45%, 09/29/2027		48,000		50,113
5.30%, 05/06/2044		34,000		39,923
8.13%, 07/15/2039		28,000		43,919
Citizens Financial Group, Inc.
4.30%, 12/03/2025		58,000		60,703
Commonwealth Bank of Australia
4.50%, 12/09/2025^(A)		200,000		204,103
Cooperatieve Rabobank UA
3.75%, 07/21/2026		455,000		438,330
Credit Agricole SA
3.88%, 04/15/2024^(A)		255,000		260,194
Danske Bank A/S
2.70%, 03/02/2022^(A)		200,000		191,240
HSBC Holdings PLC
Fixed until 05/18/2023, 3.95%^(D), 05/18/2024		229,000		234,654
Fixed until 03/13/2027, 4.04%^(D), 03/13/2028		650,000		661,001
4.38%, 11/23/2026		200,000		210,562
Industrial & Commercial Bank of China, Ltd.
2.45%, 10/20/2021		250,000		255,235
ING Groep NV
4.10%, 10/02/2023		580,000		595,253
Lloyds Banking Group PLC
4.38%, 03/22/2028		200,000		213,099
4.58%, 12/10/2025		200,000		202,292
Mitsubishi UFJ Financial Group, Inc.
3.75%, 07/18/2039		250,000		234,132
Mizuho Financial Group, Inc.
Fixed until 05/25/2025, 2.23%^(D), 05/25/2026		625,000		612,412
National Australia Bank, Ltd.
Fixed until 08/02/2029, 3.93%^(D), 08/02/2034^(A)		345,000		339,127


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Royal Bank of Scotland Group PLC
Fixed until 11/01/2024, 3.75%^(D), 11/01/2029		$ 338,000		$ 312,559
Fixed until 03/22/2024, 4.27%^(D), 03/22/2025		200,000		208,326
Fixed until 05/08/2029, 4.45%^(D), 05/08/2030		330,000		343,874
Santander Group Holdings PLC
4.75%, 09/15/2025^(A)		200,000		197,130
Societe Generale SA
3.00%, 01/22/2030^(A)		589,000		535,898
4.25%, 04/14/2025^(A)		200,000		194,759
Standard Chartered PLC
Fixed until 01/30/2025, 2.82%^(D), 01/30/2026^(A)		220,000		208,440
Fixed until 01/20/2022, 4.25%^(D), 01/20/2023^(A)		300,000		301,176
Fixed until 05/21/2029, 4.31%^(D), 05/21/2030^(A)		200,000		200,015
5.20%, 01/26/2024^(A)		200,000		195,762
Sumitomo Mitsui Financial Group, Inc.
2.63%, 07/14/2026		107,000		104,323
3.04%, 07/16/2029		440,000		436,888
Truist Bank
3.30%, 05/15/2026		200,000		205,347
Wells Fargo & Co.
Fixed until 06/17/2026, 3.20%^(D), 06/17/2027, MTN		470,000		484,305
3.75%, 01/24/2024, MTN		215,000		227,218
4.10%, 06/03/2026, MTN		258,000		274,013
4.40%, 06/14/2046, MTN		96,000		103,100
4.65%, 11/04/2044, MTN		184,000		201,867
4.75%, 12/07/2046, MTN		247,000		272,996
4.90%, 11/17/2045, MTN		112,000		127,683
Westpac Banking Corp.
Fixed until 11/23/2026, 4.32%^(D), 11/23/2031, MTN		180,000		182,438
4.42%, 07/24/2039^(E)		195,000		190,229

				18,458,133

Beverages - 0.6%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.70%, 02/01/2036		872,000		913,195
4.90%, 02/01/2046		365,000		397,545
Anheuser-Busch InBev Finance, Inc.
4.70%, 02/01/2036		240,000		246,887
Anheuser-Busch InBev Worldwide, Inc.
4.44%, 10/06/2048		250,000		255,037
Coca-Cola Femsa SAB de CV
2.75%, 01/22/2030		275,000		268,668
Constellation Brands, Inc.
4.40%, 11/15/2025		100,000		100,863
5.25%, 11/15/2048		55,000		58,194
Keurig Dr. Pepper, Inc.
3.13%, 12/15/2023		110,000		111,558
3.43%, 06/15/2027		50,000		50,955
4.42%, 05/25/2025		86,000		91,645
4.99%, 05/25/2038		124,000		137,937

				2,632,484

Biotechnology - 0.3%
AbbVie, Inc.
4.05%, 11/21/2039^(A)		858,000		882,547
4.40%, 11/06/2042		205,000		227,532
4.50%, 05/14/2035		200,000		226,857

				1,336,936


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Building Products - 0.0%^(F)
Johnson Controls International PLC
3.75%, 12/01/2021		$ 2,000		$ 1,975
Masco Corp.
6.50%, 08/15/2032		130,000		151,818

				153,793

Capital Markets - 1.6%
Credit Suisse Group AG
Fixed until 09/11/2024, 2.59%^(D), 09/11/2025^(A)		355,000		337,264
4.28%, 01/09/2028^(A)		300,000		306,972
Deutsche Bank AG
3.30%, 11/16/2022		200,000		187,390
3.70%, 05/30/2024		267,000		252,491
4.25%, 10/14/2021		200,000		191,187
Goldman Sachs Group, Inc.
3.50%, 11/16/2026		292,000		296,319
Fixed until 06/05/2027, 3.69%^(D), 06/05/2028		488,000		501,059
3.85%, 01/26/2027		1,590,000		1,639,417
4.25%, 10/21/2025		100,000		103,082
Macquarie Group, Ltd.
Fixed until 11/28/2027, 3.76%^(D), 11/28/2028^(A)		515,000		557,323
Fixed until 01/15/2029, 5.03%^(D), 01/15/2030^(A)		700,000		717,753
Morgan Stanley
Fixed until 07/22/2027, 3.59%^(D), 07/22/2028		356,000		361,473
3.63%, 01/20/2027		383,000		409,777
Fixed until 01/24/2028, 3.77%^(D), 01/24/2029, MTN		112,000		117,990
4.10%, 05/22/2023, MTN		150,000		153,105
4.35%, 09/08/2026, MTN		200,000		211,854
5.00%, 11/24/2025		269,000		294,484
Nomura Holdings, Inc.
2.65%, 01/16/2025		377,000		368,873
UBS Group AG
Fixed until 08/13/2029, 3.13%^(D), 08/13/2030^(A)		200,000		194,228
3.49%, 05/23/2023^(A)		480,000		485,270

				7,687,311

Chemicals - 0.2%
Air Liquide Finance SA
2.25%, 09/27/2023^(A)		200,000		197,867
Albemarle Corp.
5.45%, 12/01/2044		50,000		58,061
Dow Chemical Co.
5.25%, 11/15/2041		45,000		45,495
DuPont de Nemours, Inc.
5.32%, 11/15/2038		100,000		112,321
International Flavors & Fragrances, Inc.
4.45%, 09/26/2028		83,000		97,197
5.00%, 09/26/2048		89,000		90,786
Nutrien, Ltd.
4.13%, 03/15/2035		200,000		193,199
5.00%, 04/01/2049		80,000		96,446
Sherwin-Williams Co.
3.13%, 06/01/2024		70,000		69,619
Union Carbide Corp.
7.50%, 06/01/2025		175,000		196,431

				1,157,422


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Commercial Services & Supplies - 0.1%
Brambles USA, Inc.
4.13%, 10/23/2025^(A)		$ 100,000		$ 110,471
ERAC USA Finance LLC
4.50%, 08/16/2021^(A)		36,000		36,704
5.25%, 10/01/2020^(A)		48,000		48,766
5.63%, 03/15/2042^(A)		59,000		64,183

				260,124

Construction Materials - 0.0%^(F)
CRH America Finance, Inc.
3.40%, 05/09/2027^(A)		200,000		198,808

Consumer Finance - 0.2%
BMW US Capital LLC
2.25%, 09/15/2023^(A)		180,000		174,076
Capital One Financial Corp.
3.75%, 04/24/2024		221,000		222,382
4.20%, 10/29/2025		50,000		49,426
Hyundai Capital America
3.00%, 03/18/2021^(A)		200,000		199,501
John Deere Capital Corp.
2.80%, 09/08/2027, MTN		200,000		197,283

				842,668

Containers & Packaging - 0.0%^(F)
International Paper Co.
8.70%, 06/15/2038		50,000		71,631
Packaging Corp. of America
4.05%, 12/15/2049		140,000		138,688

				210,319

Diversified Consumer Services - 0.3%
Pepperdine University
3.30%, 12/01/2059		200,000		228,946
SART
4.75%, 07/15/2024		914,078		933,548
University of Southern California
3.23%, 10/01/2120		200,000		205,985

				1,368,479

Diversified Financial Services - 0.6%
Aviation Capital Group LLC
3.50%, 11/01/2027^(A)		150,000		114,354
4.13%, 08/01/2025^(A)		250,000		215,081
Brookfield Finance, Inc.
3.90%, 01/25/2028		84,000		86,176
4.70%, 09/20/2047		123,000		115,493
China Southern Power Grid International Finance BVI Co., Ltd.
3.50%, 05/08/2027^(A)		240,000		260,028
GE Capital International Funding Unlimited Co.
4.42%, 11/15/2035		1,431,000		1,526,992
Jefferies Group LLC
6.45%, 06/08/2027		56,000		57,190
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.65%, 09/19/2022^(A)		200,000		194,464
Private Export Funding Corp.
3.55%, 01/15/2024		150,000		166,699

				2,736,477


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Telecommunication Services - 0.8%
AT&T, Inc.
3.55%, 06/01/2024		$ 425,000		$ 440,923
3.60%, 07/15/2025		260,000		275,469
4.30%, 12/15/2042		148,000		156,150
4.50%, 05/15/2035		525,000		559,530
Deutsche Telekom AG
3.63%, 01/21/2050^(A)		178,000		175,302
GTP Acquisition Partners I LLC
2.35%, 06/15/2045^(A)		39,000		39,256
3.48%, 06/15/2050^(A)		226,000		227,299
Qwest Corp.
6.75%, 12/01/2021		148,000		153,372
Verizon Communications, Inc.
4.27%, 01/15/2036		330,000		383,272
4.40%, 11/01/2034		568,000		662,937
4.67%, 03/15/2055		160,000		203,480
4.86%, 08/21/2046		290,000		378,464
5.25%, 03/16/2037		183,000		232,432

				3,887,886

Electric Utilities - 1.4%
AEP Transmission Co. LLC
4.00%, 12/01/2046		93,000		94,004
Alabama Power Co.
4.10%, 01/15/2042		66,000		66,419
Appalachian Power Co.
6.70%, 08/15/2037		50,000		60,749
Ausgrid Finance Pty, Ltd.
3.85%, 05/01/2023^(A)		400,000		419,224
Duke Energy Carolinas LLC
6.00%, 12/01/2028		100,000		122,201
Duke Energy Progress LLC
4.10%, 03/15/2043		75,000		82,890
Duquesne Light Holdings, Inc.
3.62%, 08/01/2027^(A)		230,000		226,341
Edison International
3.55%, 11/15/2024		200,000		198,630
5.75%, 06/15/2027		200,000		207,727
Emera US Finance, LP
4.75%, 06/15/2046		220,000		202,563
Enel Finance International NV
3.50%, 04/06/2028^(A)		200,000		200,057
3.63%, 05/25/2027^(A)		220,000		223,142
Entergy Texas, Inc.
3.55%, 09/30/2049		100,000		101,267
Evergy Metro, Inc.
5.30%, 10/01/2041		100,000		119,914
Evergy, Inc.
2.90%, 09/15/2029		320,000		302,798
FirstEnergy Corp.
2.65%, 03/01/2030		320,000		298,305
3.40%, 03/01/2050		305,000		287,909
4.85%, 07/15/2047		53,000		57,934
Fortis, Inc.
3.06%, 10/04/2026		310,000		296,903
Hydro-Quebec
9.40%, 02/01/2021		250,000		267,291
Jersey Central Power & Light Co.
4.30%, 01/15/2026^(A)		240,000		259,374
6.15%, 06/01/2037		70,000		93,652
John Sevier Combined Cycle Generation LLC
4.63%, 01/15/2042		60,735		72,892
Korea Southern Power Co., Ltd.
3.00%, 01/29/2021^(A)		200,000		202,800
Massachusetts Electric Co.
4.00%, 08/15/2046^(A)		105,000		102,089


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028^(A)		$ 110,000		$ 115,644
Nevada Power Co.
5.38%, 09/15/2040		92,000		106,208
5.45%, 05/15/2041		50,000		60,215
New England Power Co.
3.80%, 12/05/2047^(A)		95,000		97,463
NRG Energy, Inc.
4.45%, 06/15/2029^(A)		220,000		222,581
Oncor Electric Delivery Co. LLC
5.75%, 03/15/2029		50,000		60,970
Pennsylvania Electric Co.
3.25%, 03/15/2028^(A)		38,000		36,094
Southern California Edison Co.
1.85%, 02/01/2022		20,000		19,793
4.05%, 03/15/2042		250,000		260,164
5.55%, 01/15/2036		70,000		80,878
6.05%, 03/15/2039		60,000		73,608
Toledo Edison Co.
6.15%, 05/15/2037		200,000		291,813
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		62,000		70,016
Tucson Electric Power Co.
4.85%, 12/01/2048		350,000		393,831
Virginia Electric & Power Co.
4.45%, 02/15/2044		28,000		31,702

				6,488,055

Electrical Equipment - 0.0%^(F)
Eaton Corp.
4.00%, 11/02/2032		21,000		21,701
5.80%, 03/15/2037		100,000		130,728
7.63%, 04/01/2024		75,000		84,682

				237,111

Electronic Equipment, Instruments & Components - 0.1%
Arrow Electronics, Inc.
3.25%, 09/08/2024		66,000		61,088
3.88%, 01/12/2028		155,000		144,756
4.50%, 03/01/2023		30,000		29,631
Corning, Inc.
3.90%, 11/15/2049^(E)		148,000		143,899

				379,374

Energy Equipment & Services - 0.1%
Baker Hughes a GE Co. LLC
5.13%, 09/15/2040		100,000		89,622
Boardwalk Pipelines, LP, Co.
4.80%, 05/03/2029		145,000		109,255
Halliburton Co.
7.60%, 08/15/2096^(A)		50,000		47,401
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(A)		227,000		210,898
Texas Eastern Transmission, LP
2.80%, 10/15/2022^(A)		81,000		79,575
3.50%, 01/15/2028^(A)		37,000		33,915

				570,666

Entertainment - 0.1%
Walt Disney Co.
7.30%, 04/30/2028		50,000		65,522
8.88%, 04/26/2023		80,000		95,565
9.50%, 07/15/2024		70,000		89,219

				250,306


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts - 0.8%
American Tower Corp.
3.70%, 10/15/2049		$ 300,000		$ 276,567
Brixmor Operating Partnership, LP
3.85%, 02/01/2025		200,000		197,333
Crown Castle International Corp.
4.00%, 03/01/2027		47,000		48,400
5.25%, 01/15/2023		70,000		72,980
Duke Realty, LP
3.25%, 06/30/2026		43,000		42,979
Essex Portfolio, LP
2.65%, 03/15/2032		255,000		226,251
GAIF Bond Issuer Pty, Ltd.
3.40%, 09/30/2026^(A)		174,000		185,573
Goodman Finance Three LLC
3.70%, 03/15/2028^(A)		108,000		101,617
Healthpeak Properties, Inc.
3.50%, 07/15/2029		260,000		254,055
3.88%, 08/15/2024		225,000		229,298
4.20%, 03/01/2024		30,000		30,067
Life Storage, LP
4.00%, 06/15/2029		305,000		309,687
National Retail Properties, Inc.
4.00%, 11/15/2025		204,000		210,656
Office Properties Income Trust
4.00%, 07/15/2022		196,000		191,696
ProLogis, LP
3.25%, 10/01/2026		53,000		54,190
Regency Centers, LP
2.95%, 09/15/2029		240,000		226,007
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025^(A)		300,000		306,182
SITE Centers Corp.
3.63%, 02/01/2025		198,000		200,494
UDR, Inc.
2.95%, 09/01/2026, MTN		72,000		69,936
3.20%, 01/15/2030, MTN		265,000		260,770
Welltower, Inc.
2.70%, 02/15/2027		42,000		39,904
3.10%, 01/15/2030		225,000		212,436
6.50%, 03/15/2041		100,000		118,419

				3,865,497

Food & Staples Retailing - 0.3%
Alimentation Couche-Tard, Inc.
2.95%, 01/25/2030^(A)		160,000		148,556
3.80%, 01/25/2050^(A)		280,000		245,527
CK Hutchison International 16, Ltd.
1.88%, 10/03/2021^(A)		241,000		240,287
CK Hutchison International 19, Ltd.
3.63%, 04/11/2029^(A)		245,000		260,672
CVS Pass-Through Trust
5.93%, 01/10/2034^(A)		206,451		235,346
8.35%, 07/10/2031^(A)		251,562		301,918
Kroger Co.
5.40%, 07/15/2040		12,000		14,029

				1,446,335

Food Products - 0.1%
Campbell Soup Co.
4.80%, 03/15/2048		95,000		113,248
Conagra Brands, Inc.
5.30%, 11/01/2038		60,000		65,239
General Mills, Inc.
4.00%, 04/17/2025		165,000		177,370
4.55%, 04/17/2038		45,000		47,727
Mead Johnson Nutrition Co.
4.60%, 06/01/2044		35,000		41,529

				445,113


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Gas Utilities - 0.2%
Atmos Energy Corp.
4.13%, 10/15/2044		$ 75,000		$ 81,382
4.15%, 01/15/2043		138,000		145,940
Boston Gas Co.
4.49%, 02/15/2042^(A)		26,000		26,999
CenterPoint Energy Resources Corp.
5.85%, 01/15/2041		100,000		120,173
Dominion Energy Gas Holdings LLC
2.80%, 11/15/2020		59,000		58,697
Korea Gas Corp.
1.88%, 07/18/2021^(A)		200,000		201,627
Southern Co. Gas Capital Corp.
3.95%, 10/01/2046		59,000		52,718
4.40%, 06/01/2043		63,000		65,315
5.88%, 03/15/2041		146,000		165,341
Southwest Gas Corp.
3.80%, 09/29/2046		111,000		121,357

				1,039,549

Health Care Equipment & Supplies - 0.2%
Abbott Laboratories
4.90%, 11/30/2046		315,000		429,881
Becton Dickinson and Co.
3.73%, 12/15/2024		19,000		19,477
Boston Scientific Corp.
3.75%, 03/01/2026		95,000		99,627
4.55%, 03/01/2039		200,000		219,640
DH Europe Finance II Sarl
3.25%, 11/15/2039		134,000		132,463

				901,088

Health Care Providers & Services - 0.8%
Aetna, Inc.
4.50%, 05/15/2042		26,000		27,050
6.75%, 12/15/2037		50,000		65,050
Anthem, Inc.
4.63%, 05/15/2042		50,000		54,904
4.65%, 01/15/2043 - 08/15/2044		184,000		202,379
Cigna Corp.
4.80%, 07/15/2046		50,000		59,135
Cottage Health Obligated Group
3.30%, 11/01/2049		230,000		234,155
Hartford HealthCare Corp.
3.45%, 07/01/2054		490,000		464,523
HCA, Inc.
5.13%, 06/15/2039		245,000		252,798
Memorial Health Services
3.45%, 11/01/2049		445,000		455,010
NYU Langone Hospitals
3.38%, 07/01/2055		190,000		176,347
Partners Healthcare System, Inc.
3.34%, 07/01/2060		791,000		789,591
Providence St. Joseph Health Obligated Group
2.75%, 10/01/2026		84,000		89,666
Quest Diagnostics, Inc.
3.45%, 06/01/2026		39,000		39,961
Texas Health Resources
4.33%, 11/15/2055		250,000		288,110
UnitedHealth Group, Inc.
3.50%, 08/15/2039		310,000		334,315
4.63%, 07/15/2035		140,000		166,618

				3,699,612


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Hotels, Restaurants & Leisure - 0.0%^(F)
McDonald’s Corp.
4.70%, 12/09/2035, MTN		$ 105,000		$ 118,467
6.30%, 10/15/2037, MTN		63,000		80,129

				198,596

Independent Power & Renewable Electricity Producers - 0.0%^(F)
Exelon Generation Co. LLC
6.25%, 10/01/2039		150,000		140,956

Industrial Conglomerates - 0.2%
General Electric Co.
4.38%, 09/16/2020, MTN		700,000		700,404
Roper Technologies, Inc.
3.00%, 12/15/2020		42,000		42,087

				742,491

Insurance - 1.0%
AIA Group, Ltd.
3.60%, 04/09/2029^(A)		200,000		207,662
AIG SunAmerica Global Financing X
6.90%, 03/15/2032^(A)		200,000		258,338
American International Group, Inc.
4.70%, 07/10/2035		100,000		101,189
Assurant, Inc.
4.20%, 09/27/2023		225,000		239,034
Athene Global Funding
2.95%, 11/12/2026^(A)		805,000		772,147
Berkshire Hathaway Finance Corp.
4.30%, 05/15/2043		83,000		99,732
4.40%, 05/15/2042		221,000		267,830
Dai-ichi Life Insurance Co., Ltd.
Fixed until 07/24/2026^(G), 4.00%^{(A) (D)}		207,000		207,000
Guardian Life Insurance Co. of America
4.85%, 01/24/2077^(A)		42,000		47,750
Harborwalk Funding Trust
Fixed until 02/15/2049, 5.08%^(D), 02/15/2069 ^(A)		290,000		341,333
Hartford Financial Services Group, Inc.
4.30%, 04/15/2043		100,000		103,670
Jackson National Life Global Funding
3.05%, 04/29/2026^(A)		245,000		262,897
Liberty Mutual Group, Inc.
3.95%, 10/15/2050^(A)		230,000		213,215
Manulife Financial Corp.
Fixed until 02/24/2027, 4.06%^(D), 02/24/2032		270,000		260,383
Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070^(A)		35,000		32,390
7.63%, 11/15/2023^(A)		250,000		283,140
New York Life Insurance Co.
4.45%, 05/15/2069^(A)		210,000		219,435
OneBeacon Holdings, Inc.
4.60%, 11/09/2022		200,000		215,505
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(D), 10/24/2067^(A)		124,000		105,841
Progressive Corp.
Fixed until 03/15/2023^(G), 5.38%^(D)		140,000		118,513


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
Prudential Insurance Co. of America
8.30%, 07/01/2025^(A)		$ 450,000		$ 544,047
Teachers Insurance & Annuity Association of America
4.90%, 09/15/2044^(A)		100,000		113,649

				5,014,700

Internet & Direct Marketing Retail - 0.1%
Amazon.com, Inc.
3.88%, 08/22/2037		230,000		274,751

IT Services - 0.1%
DXC Technology Co.
4.25%, 04/15/2024		86,000		88,822
Fiserv, Inc.
3.20%, 07/01/2026		135,000		139,437
4.40%, 07/01/2049		125,000		132,284
Global Payments, Inc.
4.15%, 08/15/2049		125,000		118,434

				478,977

Life Sciences Tools & Services - 0.0%^(F)
Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026		77,000		77,849

Machinery - 0.2%
Ingersoll-Rand Luxembourg Finance SA
2.63%, 05/01/2020		80,000		80,010
nVent Finance Sarl
4.55%, 04/15/2028		187,000		208,377
Otis Worldwide Corp.
2.57%, 02/15/2030^(A)		350,000		340,164
Parker-Hannifin Corp.
4.10%, 03/01/2047		58,000		59,311
4.45%, 11/21/2044, MTN		85,000		89,349
Xylem, Inc.
3.25%, 11/01/2026		33,000		34,925

				812,136

Media - 0.7%
Charter Communications Operating LLC / Charter Communications Operating Capital
4.80%, 03/01/2050		250,000		260,143
6.83%, 10/23/2055		125,000		147,528
Comcast Corp.
3.15%, 03/01/2026		208,000		217,973
3.20%, 07/15/2036		200,000		208,928
3.25%, 11/01/2039		235,000		242,587
3.45%, 02/01/2050		189,000		207,069
4.00%, 11/01/2049		150,000		176,929
4.20%, 08/15/2034		407,000		464,756
4.25%, 01/15/2033		223,000		260,530
4.60%, 10/15/2038		235,000		287,644
Cox Communications, Inc.
3.25%, 12/15/2022^(A)		55,000		55,734
Discovery Communications LLC
6.35%, 06/01/2040		200,000		225,046
SES SA
3.60%, 04/04/2023^(A)		100,000		98,062
Time Warner Cable LLC
6.55%, 05/01/2037		300,000		336,556
7.30%, 07/01/2038		100,000		122,727
ViacomCBS, Inc.
4.00%, 01/15/2026		83,000		81,492
4.38%, 03/15/2043		93,000		82,418

				3,476,122


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Metals & Mining - 0.1%
Barrick Gold Corp.
6.45%, 10/15/2035		$ 40,000		$ 45,769
Nucor Corp.
6.40%, 12/01/2037		80,000		100,484
Steel Dynamics, Inc.
3.45%, 04/15/2030		122,000		110,405

				256,658

Multi-Utilities - 0.3%
CMS Energy Corp.
2.95%, 02/15/2027		97,000		95,556
Delmarva Power & Light Co.
4.00%, 06/01/2042		47,000		48,038
4.15%, 05/15/2045		150,000		165,887
Dominion Energy, Inc.
2.85%, 08/15/2026		61,000		58,379
5.25%, 08/01/2033		100,000		106,440
NiSource, Inc.
6.25%, 12/15/2040		260,000		298,578
Public Service Co. of Colorado
3.55%, 06/15/2046		53,000		51,965
6.50%, 08/01/2038		45,000		61,835
Public Service Co. of Oklahoma
4.40%, 02/01/2021		30,000		30,697
6.63%, 11/15/2037		150,000		201,922
San Diego Gas & Electric Co.
3.95%, 11/15/2041		44,000		43,001
6.00%, 06/01/2026		50,000		60,371

				1,222,669

Multiline Retail - 0.0%^(F)
Dollar General Corp.
4.13%, 05/01/2028		85,000		89,836

Oil, Gas & Consumable Fuels - 1.6%
Apache Corp.
3.25%, 04/15/2022		7,000		5,256
4.75%, 04/15/2043		57,000		25,223
APT Pipelines, Ltd.
4.25%, 07/15/2027^(A)		191,000		198,714
Buckeye Partners, LP
5.85%, 11/15/2043		100,000		66,970
CNOOC Finance Pty, Ltd.
2.63%, 05/05/2020		230,000		230,078
Ecopetrol SA
4.13%, 01/16/2025		100,000		93,151
5.38%, 06/26/2026		116,000		112,752
5.88%, 09/18/2023		71,000		70,290
Enable Midstream Partners, LP
4.95%, 05/15/2028		80,000		48,238
Enbridge, Inc.
3.70%, 07/15/2027		65,000		61,695
4.50%, 06/10/2044		100,000		92,361
Fixed until 03/01/2028, 6.25%^(D), 03/01/2078		150,000		112,500
Energy Transfer Operating, LP
4.75%, 01/15/2026		87,000		79,306
6.05%, 06/01/2041		225,000		195,913
Eni SpA
4.00%, 09/12/2023^(A)		200,000		194,146
5.70%, 10/01/2040^(A)		125,000		125,401


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Eni USA, Inc.
7.30%, 11/15/2027		$ 70,000		$ 83,648
Enterprise Products Operating LLC
3.90%, 02/15/2024		158,000		161,504
4.20%, 01/31/2050		75,000		71,555
4.45%, 02/15/2043		151,000		142,635
4.95%, 10/15/2054		46,000		46,836
5.10%, 02/15/2045		39,000		38,348
5.75%, 03/01/2035		200,000		196,876
7.55%, 04/15/2038		151,000		174,677
EQM Midstream Partners, LP
5.50%, 07/15/2028		250,000		138,925
EQT Corp.
3.90%, 10/01/2027		116,000		80,005
Exxon Mobil Corp.
3.00%, 08/16/2039		300,000		300,064
Hess Corp.
6.00%, 01/15/2040		94,000		71,035
Kinder Morgan, Inc.
4.30%, 03/01/2028		375,000		367,715
Magellan Midstream Partners, LP
3.20%, 03/15/2025		68,000		61,749
4.20%, 12/01/2042		73,000		63,496
Marathon Petroleum Corp.
3.63%, 09/15/2024		145,000		128,554
MPLX, LP
4.13%, 03/01/2027		104,000		88,618
4.50%, 04/15/2038		140,000		109,318
4.70%, 04/15/2048		16,000		12,384
4.80%, 02/15/2029		195,000		171,720
5.20%, 03/01/2047		54,000		44,551
5.25%, 01/15/2025^(A)		107,000		91,716
5.50%, 02/15/2049		135,000		113,851
Noble Energy, Inc.
3.25%, 10/15/2029		180,000		105,179
3.90%, 11/15/2024		120,000		98,975
6.00%, 03/01/2041		200,000		133,838
Occidental Petroleum Corp.
4.63%, 06/15/2045		39,000		16,530
7.88%, 09/15/2031		100,000		53,069
ONEOK Partners, LP
3.38%, 10/01/2022		30,000		27,464
5.00%, 09/15/2023		65,000		59,369
6.65%, 10/01/2036		210,000		191,060
ONEOK, Inc.
3.40%, 09/01/2029		125,000		93,309
5.20%, 07/15/2048		220,000		172,477
Ovintiv, Inc.
7.20%, 11/01/2031		110,000		48,286
8.13%, 09/15/2030		100,000		46,172
Petroleos Mexicanos
6.35%, 02/12/2048		153,000		95,625
6.75%, 09/21/2047		201,000		130,931
Phillips 66 Partners, LP
3.15%, 12/15/2029		175,000		143,254
3.55%, 10/01/2026		34,000		30,681
4.90%, 10/01/2046		72,000		60,608
Plains All American Pipeline, LP / PAA Finance Corp.
4.30%, 01/31/2043		100,000		59,384
Southern Natural Gas Co. LLC
4.80%, 03/15/2047^(A)		69,000		62,967
8.00%, 03/01/2032		56,000		67,267
Spectra Energy Partners, LP
3.50%, 03/15/2025		125,000		116,571
5.95%, 09/25/2043		63,000		69,400


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Suncor Energy, Inc.
5.95%, 12/01/2034		$ 140,000		$ 133,764
6.80%, 05/15/2038		50,000		51,968
7.88%, 06/15/2026		168,000		185,040
Sunoco Logistics Partners Operations, LP
4.95%, 01/15/2043		198,000		155,330
5.30%, 04/01/2044		50,000		39,318
TC PipeLines, LP
3.90%, 05/25/2027		70,000		66,080
Total Capital International SA
3.46%, 07/12/2049		285,000		290,521
TransCanada PipeLines, Ltd.
4.88%, 01/15/2026		162,000		177,052
6.20%, 10/15/2037		100,000		116,199
Williams Cos., Inc.
3.90%, 01/15/2025		68,000		62,612
4.85%, 03/01/2048		133,000		123,999

				7,756,073

Pharmaceuticals - 0.5%
Allergan Funding SCS
3.45%, 03/15/2022		139,000		144,329
3.85%, 06/15/2024		302,000		316,253
Allergan, Inc.
3.38%, 09/15/2020		67,000		67,720
AstraZeneca PLC
4.00%, 09/18/2042		80,000		89,714
6.45%, 09/15/2037		100,000		141,814
Baxalta, Inc.
3.60%, 06/23/2022		20,000		20,246
5.25%, 06/23/2045		9,000		11,303
Bristol-Myers Squibb Co.
3.90%, 02/20/2028^(A)		200,000		222,279
4.13%, 06/15/2039^(A)		179,000		214,226
5.00%, 08/15/2045^(A)		325,000		434,610
5.70%, 10/15/2040^(A)		114,000		157,275
Mylan NV
3.95%, 06/15/2026		70,000		69,079
Mylan, Inc.
5.40%, 11/29/2043		50,000		49,851
Pfizer, Inc.
3.90%, 03/15/2039		200,000		225,996
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/2023		111,000		111,806
3.20%, 09/23/2026		319,000		322,694

				2,599,195

Road & Rail - 0.3%
Avolon Holdings Funding, Ltd.
4.38%, 05/01/2026^(A)		315,000		252,047
Burlington Northern Santa Fe LLC
3.55%, 02/15/2050		131,000		143,103
4.38%, 09/01/2042		88,000		98,943
5.15%, 09/01/2043		154,000		195,151
6.15%, 05/01/2037		70,000		91,189
CSX Corp.
3.35%, 09/15/2049		30,000		28,366
4.75%, 11/15/2048		100,000		115,122
Norfolk Southern Corp.
3.95%, 10/01/2042		35,000		35,641
4.05%, 08/15/2052		150,000		161,035
Park Aerospace Holdings, Ltd.
4.50%, 03/15/2023^(A)		250,000		216,861
Ryder System, Inc.
2.50%, 05/11/2020, MTN		113,000		112,970


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Road & Rail (continued)
Union Pacific Corp.
4.10%, 09/15/2067		$ 80,000		$ 80,739
Union Pacific Railroad Co. Pass-Through Trust
4.70%, 01/02/2024		17,397		17,766

				1,548,933

Semiconductors & Semiconductor Equipment - 0.2%
Analog Devices, Inc.
4.50%, 12/05/2036		140,000		150,418
Broadcom, Inc.
4.75%, 04/15/2029^(A)		670,000		679,616

				830,034

Software - 0.2%
Microsoft Corp.
3.50%, 02/12/2035		185,000		217,559
3.95%, 08/08/2056		208,000		262,131
Oracle Corp.
3.85%, 07/15/2036		129,000		135,636
3.90%, 05/15/2035		111,000		120,000
4.30%, 07/08/2034		23,000		26,543
VMware, Inc.
2.95%, 08/21/2022		288,000		286,499

				1,048,368

Specialty Retail - 0.2%
Home Depot, Inc.
3.13%, 12/15/2049		225,000		221,995
Lowe’s Cos., Inc.
3.65%, 04/05/2029		225,000		230,862
4.55%, 04/05/2049		152,000		163,977
4.65%, 04/15/2042		54,000		56,713
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		124,000		119,040

				792,587

Technology Hardware, Storage & Peripherals - 0.2%
Apple, Inc.
2.95%, 09/11/2049		69,000		73,405
3.20%, 05/11/2027		143,000		154,715
3.45%, 02/09/2045		226,000		255,882
3.75%, 11/13/2047		50,000		59,957
3.85%, 08/04/2046		181,000		218,040
Dell International LLC / EMC Corp.
6.02%, 06/15/2026^(A)		340,000		350,908

				1,112,907

Tobacco - 0.0%^(F)
BAT Capital Corp.
4.54%, 08/15/2047		55,000		50,058

Trading Companies & Distributors - 0.3%
Air Lease Corp.
3.25%, 03/01/2025 - 10/01/2029		604,000		480,471
3.63%, 04/01/2027		70,000		58,793
BOC Aviation, Ltd.
2.38%, 09/15/2021^(A)		200,000		200,371
2.75%, 09/18/2022^(A)		200,000		205,691
International Lease Finance Corp.
5.88%, 08/15/2022		200,000		184,110
8.63%, 01/15/2022		200,000		199,217

				1,328,653


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Transportation Infrastructure - 0.0%^(F)
Penske Truck Leasing Co., LP / PTL Finance Corp.
2.70%, 03/14/2023^(A)		$ 100,000		$ 98,791

Water Utilities - 0.0%^(F)
American Water Capital Corp.
3.45%, 06/01/2029		85,000		90,608
4.00%, 12/01/2046		86,000		87,021

				177,629

Wireless Telecommunication Services - 0.2%
America Movil SAB de CV
3.63%, 04/22/2029		290,000		295,050
4.38%, 04/22/2049		200,000		225,800
Crown Castle Towers LLC
3.22%, 05/15/2042^(A)		125,000		125,046
Vodafone Group PLC
4.88%, 06/19/2049		210,000		231,690
5.25%, 05/30/2048		172,000		207,295

				1,084,881

Total Corporate Debt Securities (Cost $96,496,118)				96,579,517


FOREIGN GOVERNMENT OBLIGATIONS - 1.7%
Colombia - 0.1%
Colombia Government International Bond
4.00%, 02/26/2024		200,000		202,502
5.00%, 06/15/2045		200,000		205,000
7.38%, 09/18/2037		100,000		124,500

				532,002

Israel - 1.1%
Israel Government AID Bond
5.50%, 09/18/2033		100,000		146,728
Series 2007-Z,
Zero Coupon, 08/15/2025		1,000,000		936,653
Israel Government AID Bond, Principal Only STRIPS
Series 2,
11/01/2024		3,480,000		3,299,251
Series 2004-Z,
08/15/2023		1,000,000		962,240

				5,344,872

Mexico - 0.4%
Mexico Government International Bond
3.75%, 01/11/2028		210,000		208,742
4.13%, 01/21/2026		200,000		205,002
4.35%, 01/15/2047		104,000		101,038
4.50%, 01/31/2050^(E)		740,000		731,497
4.60%, 01/23/2046		448,000		445,675
4.75%, 03/08/2044, MTN		60,000		60,391

				1,752,345

Panama - 0.1%
Panama Government International Bond
3.87%, 07/23/2060		385,000		386,925
4.50%, 04/16/2050		200,000		218,002

				604,927


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Peru - 0.0%^(F)
Peru Government International Bond
5.63%, 11/18/2050		$ 36,000		$ 53,640

Total Foreign Government Obligations (Cost $8,010,697)				8,287,786


MORTGAGE-BACKED SECURITIES - 5.1%
Alternative Loan Trust
Series 2004-2CB, Class 1A9,
5.75%, 03/25/2034		178,049		182,422
Series 2005-28CB, Class 1A4,
5.50%, 08/25/2035		128,354		117,819
Series 2005-54CB, Class 1A11,
5.50%, 11/25/2035		43,927		37,317
Alternative Loan Trust, Interest Only STRIPS
Series 2005-20CB, Class 3A8,
(1.00) * 1-Month LIBOR + 4.75%, 3.80%^(D), 07/25/2035		224,563		31,450
Series 2005-22T1, Class A2,
(1.00) * 1-Month LIBOR + 5.07%, 4.12%^(D), 06/25/2035		481,962		78,206
Series 2005-J1, Class 1A4,
(1.00) * 1-Month LIBOR + 5.10%, 4.15%^(D), 02/25/2035		21,539		577
BAMLL Commercial Mortgage Securities Trust
Series 2012-PARK, Class A,
2.96%, 12/10/2030^(A)		100,000		100,992
Series 2014-520M, Class C,
4.21%^(D), 08/15/2046^(A)		200,000		170,930
Banc of America Funding Trust
Series 2005-E, Class 4A1,
4.44%^(D), 03/20/2035		9,798		9,777
Banc of America Funding Trust, Principal Only STRIPS
Series 2004-1,
03/25/2034		16,156		12,188
Series 2005-7, Class 30,
11/25/2035		17,737		14,326
Series 2005-8, Class 30,
01/25/2036		5,402		3,858
Banc of America Mortgage Trust
Series 2003-J, Class 3A2,
4.56%^(D), 11/25/2033		29,696		27,921
BB-UBS Trust
Series 2012-SHOW, Class A,
3.43%, 11/05/2036^(A)		550,000		546,228
Series 2012-TFT, Class A,
2.89%, 06/05/2030^(A)		67,000		66,863
Bear Stearns Alt-A Trust
Series 2004-6, Class 1A,
1-Month LIBOR + 0.64%, 1.59%^(D), 07/25/2034		43,215		42,870
Bear Stearns ARM Trust
Series 2006-1, Class A1,
1-Year CMT + 2.25%, 3.84%^(D), 02/25/2036		35,443		33,031
Bear Stearns Commercial Mortgage Securities Trust
Series 2005-PWR9, Class C,
5.06%^(D), 09/11/2042		39,769		39,655
CD Mortgage Trust
Series 2006-CD3, Class AM,
5.65%, 10/15/2048		196,911		201,674


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Chase Mortgage Finance Trust
Series 2007-A1, Class 1A3,
4.36%^(D), 02/25/2037		$ 51,301		$ 46,967
Series 2007-A2, Class 2A1,
4.13%^(D), 06/25/2035		24,010		21,707
CHL Mortgage Pass-Through Trust
Series 2004-3, Class A26,
5.50%, 04/25/2034		51,338		49,151
Series 2004-3, Class A4,
5.75%, 04/25/2034		30,803		29,595
Series 2004-7, Class 2A1,
4.52%^(D), 06/25/2034		12,913		12,187
Series 2004-8, Class 2A1,
4.50%, 06/25/2019		259		261
Series 2004-HYB1, Class 2A,
3.59%^(D), 05/20/2034		9,522		8,350
Series 2005-22, Class 2A1,
3.56%^(D), 11/25/2035		84,593		70,312
Citigroup Mortgage Loan Trust, Inc.
Series 2003-1, Class 2A5,
5.25%, 10/25/2033		10,876		11,013
COMM Mortgage Trust
Series 2013-SFS, Class A2,
2.99%^(D), 04/12/2035^(A)		125,000		123,921
Series 2015-CR25, Class A4,
3.76%, 08/10/2048		422,000		445,258
Series 2018-HOME, Class A,
3.82%^(D), 04/10/2033^(A)		1,160,000		1,256,965
Series 2020-CBM,Class C,
3.40%, 02/10/2037^(A)		880,000		719,616
Commercial Mortgage Trust
Series 2006-GG7, Class AM,
5.51%^(D), 07/10/2038		7,668		7,618
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-21, Class 1A4,
5.25%, 09/25/2033		15,716		15,995
CSFB Mortgage-Backed Pass-Through Certificates
Series 2003-27, Class 5A4,
5.25%, 11/25/2033		25,429		25,882
GS Mortgage Securities Corp. Trust
Series 2012-ALOH, Class A,
3.55%, 04/10/2034^(A)		750,000		743,594
GSMPS Mortgage Loan Trust
Series 2005-RP2, Class 1AF,
1-Month LIBOR + 0.35%, 1.30%^(D), 03/25/2035^(A)		127,594		106,604
Series 2005-RP3, Class 1AF,
1-Month LIBOR + 0.35%, 1.30%^(D), 09/25/2035^(A)		81,733		64,569
GSR Mortgage Loan Trust
Series 2004-6F, Class 2A4,
5.50%, 05/25/2034		37,613		36,772
Series 2004-8F, Class 2A3,
6.00%, 09/25/2034		19,125		18,867
Series 2005-7F, Class 3A9,
6.00%, 09/25/2035		40,013		40,249
Series 2006-1F, Class 2A4,
6.00%, 02/25/2036		56,143		38,507
Headlands Residential LLC
Series 2017-RPL1, Class A,
3.88%^(D), 08/25/2022^(A)		1,135,000		1,138,985
Series 2018-RPL1, Class A,
4.25%^(D), 06/25/2023^(A)		1,160,000		1,153,954


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Impac Secured Assets Trust
Series 2006-1, Class 2A1,
1-Month LIBOR + 0.35%, 1.30%^(D), 05/25/2036		$ 49,058		$ 39,627
Series 2006-2, Class 2A1,
1-Month LIBOR + 0.35%, 1.30%^(D), 08/25/2036		6,002		5,806
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(A)		765,000		739,390
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2006-LDP8, Class X,
0.29%^(D), 05/15/2045		35,622		5
JPMorgan Mortgage Trust
Series 2006-A2, Class 5A3,
4.12%^(D), 11/25/2033		17,063		15,803
Ladder Capital Commercial Mortgage Trust
Series 2013-GCP, Class A2,
3.99%, 02/15/2036^(A)		154,000		150,092
LHOME Mortgage Trust
Series 2019-RTL2, Class A1,
3.84%, 03/25/2024^(A)		770,000		706,435
Series 2019-RTL3, Class A1,
3.87%, 07/25/2024^(A)		1,360,000		1,234,239
MASTR Adjustable Rate Mortgages Trust
Series 2004-13, Class 2A1,
4.56%^(D), 04/21/2034		22,699		21,113
Series 2004-13, Class 3A7,
4.68%^(D), 11/21/2034		12,721		12,002
Series 2004-3, Class 4A2,
3.44%^(D), 04/25/2034		9,354		7,381
MASTR Alternative Loan Trust
Series 2004-10, Class 1A1,
4.50%, 09/25/2019		1,472		1,438
MASTR Resecuritization Trust, Principal Only STRIPS
Series 2005, Class 3,
Zero Coupon, 05/28/2035^(A)		9,726		7,080
Merrill Lynch Mortgage Investors Trust
Series 2003-E, Class A1,
1-Month LIBOR + 0.62%, 1.57%^(D), 10/25/2028		192,507		176,677
Series 2004-1, Class 2A1,
3.64%^(D), 12/25/2034		39,745		36,211
Series 2004-A, Class A1,
1-Month LIBOR + 0.46%, 1.41%^(D), 04/25/2029		125,347		110,083
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C14, Class A3,
3.67%, 02/15/2047		147,971		148,569
MRCD Mortgage Trust
Series 2019-PARK, Class A,
2.72%, 12/15/2036^(A)		1,020,000		995,600
Series 2019-PARK, Class D,
2.72%, 12/15/2036^(A)		890,000		829,298
Nomura Asset Acceptance Corp. Alternative Loan Trust
Series 2003-A1, Class A2,
6.00%, 05/25/2033		8,867		8,605
Series 2003-A1, Class A5,
7.00%, 04/25/2033		10,096		10,560
PHH Alternative Mortgage Trust, Interest Only STRIPS
Series 2007-2, Class 2X,
6.00%, 05/25/2037		129,503		28,854


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
RALI Trust
Series 2002-QS16, Class A3,
(2.09) * 1-Month LIBOR + 16.62%, 14.64%^(D), 10/25/2017		$ 52		$ 47
Series 2004-QS3, Class CB,
5.00%, 03/25/2019		215		215
RBS Commercial Funding, Inc. Trust
Series 2013-SMV, Class A,
3.26%, 03/11/2031^(A)		160,000		157,392
Seasoned Credit Risk Transfer Trust
Series 2019-1, Class MT,
3.50%, 07/25/2058		1,348,159		1,443,591
Series 2019-3, Class MB,
3.50%, 10/25/2058		569,076		626,529
Series 2019-4, Class M55D,
4.00%, 02/25/2059		1,191,218		1,288,667
Sequoia Mortgage Trust
Series 2003-1, Class 1A,
1-Month LIBOR + 0.76%, 1.53%^(D), 04/20/2033		81,656		73,996
Series 2004-11, Class A1,
1-Month LIBOR + 0.60%, 1.37%^(D), 12/20/2034		69,294		60,402
Series 2004-8, Class A1,
1-Month LIBOR + 0.70%, 1.47%^(D), 09/20/2034		163,323		146,757
Series 2004-9, Class A1,
1-Month LIBOR + 0.68%, 1.45%^(D), 10/20/2034		118,359		103,040
Structured Adjustable Rate Mortgage Loan Trust
Series 2004-1, Class 4A4,
3.87%^(D), 02/25/2034		156,571		140,735
Structured Asset Mortgage Investments II Trust
Series 2003-AR4, Class A1,
1-Month LIBOR + 0.70%, 1.45%^(D), 01/19/2034		211,279		188,364
Series 2004-AR1, Class 1A1,
1-Month LIBOR + 0.70%, 1.45%^(D), 03/19/2034		176,937		157,638
Series 2004-AR5, Class 1A1,
1-Month LIBOR + 0.66%, 1.41%^(D), 10/19/2034		30,075		26,948
Series 2005-AR5, Class A3,
1-Month LIBOR + 0.25%, 1.00%^(D), 07/19/2035		91,888		81,087
Thornburg Mortgage Securities Trust
Series 2004-4, Class 3A,
3.51%^(D), 12/25/2044		55,559		50,657
TIAA Seasoned Commercial Mortgage Trust
Series 2007-C4, Class C,
5.52%^(D), 08/15/2039		240,000		238,214
Toorak Mortgage Corp., Ltd.
Series 2019-2, Class A1,
3.72%^(D), 09/25/2022		946,000		844,989
TVC Mortgage Trust
Series 2020-RTL1, Class A1,
3.47%, 09/25/2024^(A)		1,600,000		1,274,283
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030^(A)		231,000		235,523
UBS-Barclays Commercial Mortgage Trust
Series 2012-C2, Class A4,
3.53%, 05/10/2063		130,000		131,141
Series 2012-C2, Class XA,
1.30%^(D), 05/10/2063^(A)		721,532		17,319


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
UBS-Barclays Commercial Mortgage Trust (continued)
Series 2013-C6, Class A4,
3.24%, 04/10/2046		$ 286,000		$ 290,914
V.M. Jog Engineering, Ltd.
Series 2017, Class A,
1-Month LIBOR + 4.60%, 6.56%^(D), 12/15/2020		1,200,000		1,200,000
VNDO Mortgage Trust
Series 2012-6AVE, Class A,
3.00%, 11/15/2030^(A)		544,235		541,621
Series 2013-PENN, Class A,
3.81%, 12/13/2029^(A)		400,000		399,125
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C24, Class XC,
0.00%^(D), 03/15/2045^(A)		52,276		1
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR11, Class A6,
4.11%^(D), 10/25/2033		60,195		52,749
Series 2003-AR6, Class A1,
4.68%^(D), 06/25/2033		16,828		15,661
Series 2003-S3, Class 1A4,
5.50%, 06/25/2033		39,776		40,785
Series 2003-S9, Class A8,
5.25%, 10/25/2033		33,547		34,078
Series 2004-AR3, Class A2,
4.37%^(D), 06/25/2034		9,980		8,940
Washington Mutual Mortgage Pass-Through Certificates Trust
Series 2005-4, Class CB7,
5.50%, 06/25/2035		107,559		88,933
Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS
Series 2005-2, Class 1A4,
(1.00) * 1-Month LIBOR + 5.05%, 4.10%^(D), 04/25/2035		344,610		48,359
Series 2005-3, Class CX,
5.50%, 05/25/2035		119,527		20,319
Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS
Series 2003-MS7, Class P,
Zero Coupon, 03/25/2033		490		409
Wells Fargo Commercial Mortgage Trust
Series 2014-LC16, Class A2,
2.82%, 08/15/2050		14,727		14,708
Series 2016-C35, Class A4,
2.93%, 07/15/2048		1,103,000		1,106,148

Total Mortgage-Backed Securities (Cost $25,093,267)				24,340,155


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.3%
California - 0.1%
City of Los Angeles Department of Airports, Revenue Bonds,
Series C,
6.58%, 05/15/2039		65,000		85,031
University of California Regents Medical Center Pooled Revenue, Revenue Bonds,
3.71%, 05/15/2120		370,000		381,041

				466,072


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
New York - 0.1%
Port Authority of New York & New Jersey, Revenue Bonds
4.46%, 10/01/2062		$ 225,000		$ 248,558
5.65%, 11/01/2040		155,000		208,425

				456,983

Ohio - 0.1%
Ohio State University, Revenue Bonds
Series A,
4.05%, 12/01/2056		106,000		111,056
4.80%, 06/01/2111		130,000		156,590

				267,646

Total Municipal Government Obligations (Cost $1,076,992)				1,190,701


U.S. GOVERNMENT AGENCY OBLIGATIONS - 35.1%
Federal Home Loan Mortgage Corp.
1-Month LIBOR + 0.55%, 1.25%^(D), 07/15/2042 - 03/15/2044		1,312,696		1,318,440
3.00%, 08/15/2042 - 01/15/2044		2,304,157		2,501,116
3.50%, 01/01/2032 - 06/01/2043		2,129,976		2,298,246
6-Month LIBOR + 1.67%, 3.54%^(D), 08/01/2036		19,863		20,237
12-Month LIBOR + 1.67%, 3.65%^(D), 11/01/2036		22,915		23,379
6-Month LIBOR + 1.75%, 3.65%^(D), 07/01/2036		27,903		28,486
12-Month LIBOR + 1.69%, 3.81%^(D), 12/01/2036		2,743		2,769
6-Month LIBOR + 1.89%, 3.81%^(D), 03/01/2037		16,003		16,427
6-Month LIBOR + 1.73%, 3.82%^(D), 10/01/2036		18,787		19,136
1-Year CMT + 2.25%, 3.88%^(D), 01/01/2035		23,623		23,943
6-Month LIBOR + 2.11%, 3.99%^(D), 02/01/2037		26,048		26,637
4.00%, 06/01/2042 - 04/01/2049		4,334,619		4,696,661
1-Year CMT + 2.25%, 4.24%^(D), 02/01/2036		53,446		54,125
1-Year CMT + 2.36%, 4.36%^(D), 10/01/2036		15,857		16,223
1-Year CMT + 2.37%, 4.41%^(D), 09/01/2034		31,079		31,549
4.50%, 05/01/2041 - 06/01/2048		1,359,064		1,482,403
12-Month LIBOR + 1.94%, 4.73%^(D), 06/01/2036		63,485		64,416
1-Year CMT + 2.25%, 4.75%^(D), 05/01/2036		16,236		16,302
5.50%, 08/01/2038		24,869		28,187
6.00%, 01/01/2034 - 12/01/2034		55,961		60,125
6.50%, 11/01/2036		18,652		21,791
7.00%, 01/01/2031		47,937		54,625
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
1-Month LIBOR + 0.70%, 2.22%^(D), 09/25/2022		114,019		112,435
2.27%, 01/25/2023		1,500,000		1,545,006
2.60%^(H), 09/25/2020		3,677		3,680
2.62%, 01/25/2023		1,250,000		1,303,337
2.72%, 07/25/2026		896,000		984,225
2.77%, 05/25/2025		750,000		804,395
2.81%, 09/25/2024		591,000		634,120


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (continued)
2.93%, 01/25/2023		$ 485,021		$ 510,311
3.08%, 01/25/2031		1,179,000		1,339,463
3.09%^(D), 04/25/2028		465,000		517,790
3.30%^(D), 11/25/2027		553,000		627,255
3.69%, 01/25/2029		495,000		581,148
3.85%^(D), 05/25/2028		1,340,000		1,563,892
3.90%^(D), 08/25/2028		860,000		1,024,630
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.35%, 1.05%^(D), 06/15/2043		862,983		847,750
1-Month LIBOR + 0.40%, 1.10%^(D), 10/15/2041		254,202		252,973
1-Month LIBOR + 0.44%, 1.14%^(D), 02/15/2037		7,347		7,298
1-Month LIBOR + 0.45%, 1.15%^(D), 08/15/2039		106,782		106,898
1-Month LIBOR + 0.55%, 1.25%^(D), 08/15/2037		422,732		420,934
1-Month LIBOR + 0.68%, 1.38%^(D), 11/15/2037		228,493		228,586
1-Month LIBOR + 0.40%, 2.06%^(D), 07/15/2037		152,224		152,006
3.50%, 03/15/2035		2,000,000		2,323,272
4.00%, 12/15/2041		269,141		299,154
5.00%, 12/15/2022 - 05/15/2041		510,447		598,069
5.50%, 12/15/2022 - 05/15/2038		443,542		509,359
(3.62) * 1-Month LIBOR + 27.21%, 5.50%^(D), 05/15/2041		66,854		74,488
6.00%, 05/15/2027 - 04/15/2036		807,597		930,019
6.38%, 03/15/2032		62,068		73,039
6.40%, 11/15/2023		13,832		14,664
6.50%, 08/15/2031 - 07/15/2036		366,812		429,631
7.00%, 03/15/2024 - 05/15/2032		526,247		617,030
7.25%, 09/15/2030 - 12/15/2030		127,799		153,203
7.50%, 02/15/2023 - 08/15/2030		46,039		51,825
8.00%, 01/15/2030		109,303		132,478
(1.25) * 1-Month LIBOR + 10.13%, 9.24%^(D), 07/15/2032		36,575		44,733
(2.00) * 1-Month LIBOR + 13.29%, 11.88%^(D), 07/15/2033		28,913		38,623
(1.83) * 1-Month LIBOR + 14.76%, 13.47%^(D), 09/15/2033		5,324		7,528
(3.33) * 1-Month LIBOR + 17.50%, 15.15%^(D), 02/15/2040		64,066		93,331
(3.67) * 1-Month LIBOR + 24.49%, 21.91%^(D), 06/15/2034		23,859		30,598
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
2.33%^(D), 01/15/2040		69,857		3,727
(1.00) * 1-Month LIBOR + 6.00%, 5.30%^(D), 11/15/2037 - 02/15/2039		86,860		16,438
(1.00) * 1-Month LIBOR + 6.20%, 5.50%^(D), 06/15/2038		178,570		30,118
(1.00) * 1-Month LIBOR + 6.37%, 5.67%^(D), 10/15/2037		382,819		77,890
(1.00) * 1-Month LIBOR + 6.42%, 5.72%^(D), 11/15/2037		41,237		7,864
(1.00) * 1-Month LIBOR + 6.80%, 6.10%^(D), 04/15/2038		34,056		5,191
(1.00) * 1-Month LIBOR + 7.10%, 6.40%^(D), 07/15/2036		9,876		1,622
(1.00) * 1-Month LIBOR + 8.00%, 7.30%^(D), 03/15/2032		23,452		4,378


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS
12/15/2032 - 01/15/2040		$ 155,626		$ 146,195
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
12-MTA + 1.20%, 3.17%^(D), 10/25/2044		147,711		145,324
5.37%^(D), 07/25/2032		128,201		144,243
6.50%, 02/25/2043		123,227		149,932
7.00%, 02/25/2043		37,446		46,049
7.50%^(D), 08/25/2042		55,215		72,318
Federal Home Loan Mortgage Corp., Interest Only STRIPS
5.00%, 09/15/2035		35,355		6,203
Federal National Mortgage Association
1-Month LIBOR + 0.26%, 1.21%^(D), 11/25/2046		106,310		104,741
1-Month LIBOR + 0.55%, 1.50%^(D), 08/25/2042		337,496		340,179
1-Month LIBOR + 0.35%, 1.98%^(D), 09/25/2042		366,830		361,978
1-Month LIBOR + 0.48%, 2.00%^(D), 09/01/2024		891,604		889,155
2.38%, 10/01/2026		992,797		1,059,989
2.41%, 11/01/2029		1,680,873		1,796,610
2.42%, 10/01/2029		1,400,000		1,500,972
2.46%, 02/01/2023		835,102		866,379
2.49%, 05/25/2026		1,000,000		1,055,007
2.57%, 08/01/2028		2,834,360		3,066,230
1-Month LIBOR + 0.93%, 2.58%^(D), 11/25/2022		148,728		148,332
2.70%^(D), 04/01/2023		1,117,729		1,170,099
2.70%, 07/01/2026		1,491,225		1,615,936
2.79%^(D), 06/01/2023		723,613		759,705
2.92%, 12/01/2024		995,783		1,073,229
2.97%, 06/01/2030		1,321,000		1,483,580
2.98%, 08/25/2029		733,000		799,999
3.00%, 01/01/2043		520,523		553,557
3.02%^(D), 08/25/2024		636,000		675,278
3.03%, 12/01/2021		419,463		428,982
3.05%^(D), 03/25/2028		546,000		595,367
3.08%^(D), 06/25/2027		1,016,000		1,101,076
3.08%, 01/01/2028		2,000,000		2,228,736
3.09%^(D), 04/25/2027 - 02/25/2030		1,559,000		1,689,603
3.10%, 09/01/2025		977,736		1,071,710
3.12%, 11/01/2026		961,283		1,062,278
3.18%^(D), 04/25/2029		937,000		1,038,708
3.24%, 10/01/2026 - 12/01/2026		1,903,465		2,120,750
3.29%, 08/01/2026		2,490,131		2,777,198
3.30%, 12/01/2026 - 03/01/2029		2,165,007		2,446,921
3.33%, 05/01/2028		2,040,107		2,309,364
3.34%, 02/01/2027 - 07/01/2030		2,000,000		2,260,566
3.36%, 12/01/2027		1,025,935		1,157,315
3.38%, 12/01/2023		1,445,407		1,557,639
3.38%^(D), 07/25/2028		997,000		1,108,469
3.42%, 05/01/2024		600,000		652,775
3.45%, 01/01/2024		950,590		1,026,496
3.50%, 12/01/2027 - 01/01/2044		5,334,638		5,815,690
3.55%^(D), 09/25/2028		1,000,000		1,140,871
3.57%, 07/01/2028 - 01/01/2031		2,746,608		3,171,535
3.59%^(H), 10/01/2020		58,656		58,654
3.63%^(D), 11/25/2028		1,710,000		1,941,059
3.64%^(D), 08/25/2030		1,100,000		1,256,220
3.66%, 10/01/2028		1,174,739		1,347,917
3.67%, 09/01/2028		1,142,000		1,315,983
3.74%, 07/01/2023		474,428		511,795
3.76%, 06/25/2021 - 12/01/2035		1,879,018		2,151,187


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
12-Month LIBOR + 1.79%, 3.79%^(D), 01/01/2038		$ 6,855		$ 6,912
3.80%, 02/01/2031		1,378,982		1,613,840
3.81%, 12/01/2028		730,000		851,367
3.86%, 07/01/2021		851,071		868,734
3.92%, 08/01/2021		1,346,273		1,377,996
3.94%, 07/01/2021		500,000		514,477
3.97%, 06/01/2021 - 07/01/2021		871,591		889,412
3.98%, 08/01/2021		868,245		888,916
3.99%, 07/01/2021		132,353		135,242
4.00%, 07/01/2042 - 08/01/2048		4,068,771		4,414,236
4.02%, 08/01/2021 - 11/01/2028		1,452,403		1,541,129
4.05%, 08/01/2021		699,965		717,224
4.06%, 07/01/2021		942,650		963,908
1-Year CMT + 2.23%, 4.13%^(D), 01/01/2036		19,709		19,980
4.25%, 04/01/2021		500,000		507,965
4.26%^(D), 06/01/2021		219,374		227,058
4.30%^{(D) (H)}, 04/01/2020		21,530		21,499
4.45%, 07/01/2026		434,542		502,376
5.00%, 05/01/2023 - 06/01/2048		1,390,962		1,504,823
5.50%, 07/01/2022 - 05/01/2036		132,005		143,427
6.00%, 12/01/2032 - 11/01/2037		273,081		308,189
6.50%^(H), 08/01/2020		298		299
6.50%, 12/01/2022 - 10/01/2036		41,911		48,875
8.00%, 11/01/2037		3,628		3,993
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.30%, 1.25%^(D), 08/25/2041		149,582		147,638
1-Month LIBOR + 0.35%, 1.30%^(D), 04/25/2035 - 08/25/2036		60,185		59,370
1-Month LIBOR + 0.40%, 1.35%^(D), 10/25/2042		380,148		373,817
1-Month LIBOR + 0.50%, 1.45%^(D), 05/25/2035 - 10/25/2042		760,277		753,144
1-Month LIBOR + 0.25%, 1.94%^(D), 06/27/2036		20,450		20,115
3.00%, 01/25/2046		419,751		442,632
4.00%, 10/25/2025 - 04/25/2033		641,042		687,360
4.50%, 07/25/2029		1,000,000		1,145,964
5.00%, 09/25/2023 - 08/25/2040		1,185,523		1,390,682
5.26%^(D), 12/25/2042		92,299		101,478
(1.33) * 1-Month LIBOR + 7.47%, 5.36%^(D), 08/25/2033		43,380		51,285
5.50%, 04/25/2023 - 07/25/2038		926,330		1,035,298
5.75%, 06/25/2033		139,636		164,681
5.78%^(D), 10/25/2042 - 12/25/2042		66,073		74,252
6.00%^(D), 07/25/2023		38,715		41,324
6.00%, 11/25/2032 - 11/25/2039		294,954		338,179
6.50%, 02/25/2022 - 05/25/2044		331,229		392,395
7.00%, 03/25/2031 - 11/25/2041		592,739		718,500
8.00%, 05/25/2022		3,877		4,077
(1.88) * 1-Month LIBOR + 11.28%, 9.50%^(D), 07/25/2035		68,988		90,353
(2.50) * 1-Month LIBOR + 13.75%, 9.80%^(D), 07/25/2033		17,043		21,862
(6.67) * 1-Month LIBOR + 54.00%, 10.00%^(D), 03/25/2032		3,015		3,806
(1.67) * 1-Month LIBOR + 12.50%, 10.92%^(D), 09/25/2033		7,163		9,101
(2.00) * 1-Month LIBOR + 14.00%, 12.11%^(D), 03/25/2038		4,963		6,343
(1.83) * 1-Month LIBOR + 14.48%, 12.75%^(D), 12/25/2032		4,711		6,324
(2.75) * 1-Month LIBOR + 16.50%, 13.90%^(D), 05/25/2034		15,017		20,729


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC (continued)
(2.00) * 1-Month LIBOR + 15.50%, 14.28%^(D), 11/25/2031		$ 16,992		$ 24,026
(2.50) * 1-Month LIBOR + 17.38%, 15.01%^(D), 07/25/2035		52,175		78,098
(2.75) * 1-Month LIBOR + 19.53%, 16.92%^(D), 04/25/2034 - 05/25/2034		91,597		139,669
(3.50) * 1-Month LIBOR + 23.10%, 19.79%^(D), 06/25/2035		30,397		35,491
(4.00) * 1-Month LIBOR + 24.00%, 20.21%^(D), 05/25/2034		7,487		11,822
(3.67) * 1-Month LIBOR + 24.57%, 21.10%^(D), 03/25/2036		16,447		27,339
(3.25) * 1-Month LIBOR + 25.19%, 22.11%^(D), 02/25/2032		2,326		3,450
(4.00) * 1-Month LIBOR + 26.20%, 22.41%^(D), 10/25/2036		5,730		9,542
(4.00) * 1-Month LIBOR + 26.56%, 22.77%^(D), 12/25/2036		6,537		10,406
Federal National Mortgage Association REMIC, Interest Only STRIPS
0.90%^(D), 08/25/2042		247,721		5,380
1.80%^(D), 01/25/2038		26,411		1,136
2.17%^(D), 04/25/2041		46,789		2,892
(1.00) * 1-Month LIBOR + 5.85%, 4.90%^(D), 09/25/2038		118,642		15,388
(1.00) * 1-Month LIBOR + 5.91%, 4.96%^(D), 02/25/2038		60,555		10,918
(1.00) * 1-Month LIBOR + 6.10%, 5.15%^(D), 06/25/2037		28,741		4,536
(1.00) * 1-Month LIBOR + 6.18%, 5.23%^(D), 12/25/2039		10,006		1,364
(1.00) * 1-Month LIBOR + 6.20%, 5.25%^(D), 03/25/2038		9,990		1,239
(1.00) * 1-Month LIBOR + 6.42%, 5.47%^(D), 04/25/2040		17,203		2,739
(1.00) * 1-Month LIBOR + 6.50%, 5.55%^(D), 06/25/2023		3,463		110
(1.00) * 1-Month LIBOR + 6.53%, 5.58%^(D), 01/25/2041		245,831		52,726
(1.00) * 1-Month LIBOR + 6.54%, 5.59%^(D), 09/25/2037		39,919		8,348
(1.00) * 1-Month LIBOR + 6.55%, 5.60%^(D), 02/25/2039		28,843		5,740
(1.00) * 1-Month LIBOR + 6.58%, 5.63%^(D), 06/25/2036		26,704		4,913
(1.00) * 1-Month LIBOR + 6.70%, 5.75%^(D), 03/25/2036		470,010		101,808
(1.00) * 1-Month LIBOR + 7.15%, 6.20%^(D), 07/25/2037		72,042		18,092
6.50%, 05/25/2033		19,898		4,586
7.00%, 06/25/2033		26,281		6,363
Federal National Mortgage Association REMIC, Principal Only STRIPS
12/25/2032 - 12/25/2043		1,572,659		1,402,904
Federal National Mortgage Association, Principal Only STRIPS
09/25/2024 - 01/25/2033		40,027		37,867
05/15/2030, MTN		400,000		340,676
FREMF Mortgage Trust
3.58%^(D), 11/25/2049^(A)		529,000		499,633
3.68%^(D), 01/25/2048^(A)		760,000		735,788
3.84%^(D), 07/25/2049^(A)		420,000		415,542
4.07%^(D), 11/25/2047^(A)		490,000		465,225


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association
1.65%, 01/20/2063		$ 297,330		$ 296,864
1-Month LIBOR + 0.30%, 1.96%^(D), 08/20/2060		1,245		1,225
2.00%, 05/16/2049		111,362		111,735
1-Month LIBOR + 0.34%, 2.00%^(D), 12/20/2062		221,289		217,604
1-Month LIBOR + 0.40%, 2.06%^(D), 12/20/2060		529,691		522,485
1-Month LIBOR + 0.41%, 2.07%^(D), 03/20/2063		542,046		534,888
2.08%^(D), 07/16/2048		34,007		34,061
1-Month LIBOR + 0.43%, 2.09%^(D), 04/20/2060		5,396		5,346
1-Month LIBOR + 0.45%, 2.11%^(D), 03/20/2060 - 08/20/2067		1,344,982		1,329,544
1-Month LIBOR + 0.47%, 2.13%^(D), 07/20/2064 - 08/20/2065		2,581,965		2,541,125
1-Month LIBOR + 0.48%, 2.14%^(D), 02/20/2065		1,040,551		1,039,699
1-Month LIBOR + 0.50%, 2.16%^(D), 06/20/2064 - 07/20/2064		2,891,266		2,837,475
1-Month LIBOR + 0.52%, 2.18%^(D), 10/20/2062 - 09/20/2065		762,097		751,063
1-Month LIBOR + 0.55%, 2.21%^(D), 07/20/2062		4,043		4,026
1-Month LIBOR + 0.58%, 2.24%^(D), 09/20/2062 - 05/20/2066		443,904		441,694
1-Month LIBOR + 0.65%, 2.31%^(D), 01/20/2064 - 03/20/2064		2,031,340		2,015,439
1-Month LIBOR + 0.66%, 2.32%^(D), 12/20/2065		416,762		411,580
1-Month LIBOR + 0.70%, 2.36%^(D), 05/20/2061		4,395		4,373
2.50%, 09/16/2056		44,992		45,383
1-Month LIBOR + 1.00%, 2.66%^(D), 12/20/2066		442,714		441,232
3.50%, 11/20/2039 - 06/20/2046		1,591,069		1,682,549
4.50%, 05/20/2048 - 11/20/2049		9,966,951		10,812,466
4.79%^(D), 10/20/2043		632,913		727,617
5.00%, 04/16/2023		119		119
5.49%^(D), 01/20/2038		291,638		343,782
5.50%, 01/16/2033 - 09/20/2039		1,093,347		1,253,199
5.57%^(D), 07/20/2040		216,883		255,473
5.87%^(D), 12/20/2038		81,230		94,882
6.00%, 09/20/2038 - 08/20/2039		154,720		175,641
6.50%, 06/20/2033		515,920		597,665
9.00%, 05/16/2027		6,891		6,890
(2.00) * 1-Month LIBOR + 13.40%, 11.85%^(D), 10/20/2037		19,705		23,242
(2.41) * 1-Month LIBOR + 16.43%, 14.74%^(D), 06/17/2035		11,996		15,520
(2.20) * 1-Month LIBOR + 16.72%, 15.17%^(D), 05/18/2034		552		686
(2.75) * 1-Month LIBOR + 19.66%, 17.72%^(D), 04/16/2034		32,135		49,145
(3.00) * 1-Month LIBOR + 20.21%, 17.89%^(D), 09/20/2037		8,414		11,394
(3.50) * 1-Month LIBOR + 23.28%, 20.57%^(D), 04/20/2037		29,555		45,405
(4.91) * 1-Month LIBOR + 29.46%, 25.67%^(D), 09/20/2034		15,917		25,841
Government National Mortgage Association, Interest Only STRIPS
(1.00) * 1-Month LIBOR + 5.70%, 4.93%^(D), 12/20/2038		33,908		4,402
(1.00) * 1-Month LIBOR + 5.83%, 5.06%^(D), 02/20/2038		56,887		7,511


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association, Interest Only STRIPS (continued)
(1.00) * 1-Month LIBOR + 6.00%, 5.23%^(D), 11/20/2037		$ 52,633		$ 6,761
(1.00) * 1-Month LIBOR + 6.08%, 5.31%^(D), 06/20/2039		35,544		4,834
(1.00) * 1-Month LIBOR + 6.10%, 5.33%^(D), 10/20/2034		70,937		10,303
(1.00) * 1-Month LIBOR + 6.10%, 5.40%^(D), 02/16/2039		20,565		2,736
(1.00) * 1-Month LIBOR + 6.20%, 5.43%^(D), 03/20/2037 - 06/20/2038		114,077		18,038
(1.00) * 1-Month LIBOR + 6.27%, 5.50%^(D), 04/20/2039		44,248		5,665
5.50%, 10/16/2037		67,910		5,013
(1.00) * 1-Month LIBOR + 6.30%, 5.53%^(D), 09/20/2035 - 03/20/2039		143,065		26,870
(1.00) * 1-Month LIBOR + 6.40%, 5.70%^(D), 05/16/2038 - 06/16/2039		131,261		21,463
(1.00) * 1-Month LIBOR + 6.47%, 5.77%^(D), 06/16/2037		40,198		5,741
(1.00) * 1-Month LIBOR + 6.55%, 5.78%^(D), 11/20/2037 - 12/20/2037		49,433		7,070
(1.00) * 1-Month LIBOR + 6.75%, 5.98%^(D), 07/20/2037		91,991		13,684
(1.00) * 1-Month LIBOR + 6.78%, 6.00%^(D), 08/20/2037		62,958		11,231
(1.00) * 1-Month LIBOR + 6.81%, 6.11%^(D), 04/16/2037		31,180		5,414
6.50%, 03/20/2039		25,659		5,738
Government National Mortgage Association, Principal Only STRIPS
02/17/2033 - 01/20/2038		120,022		114,401
Resolution Funding Corp., Principal Only STRIPS
01/15/2026 - 10/15/2027		275,000		251,291
Tennessee Valley Authority
4.25%, 09/15/2065		397,000		570,949
4.63%, 09/15/2060		257,000		386,086
5.88%, 04/01/2036		698,000		1,066,560
Tennessee Valley Authority, Principal Only STRIPS
11/01/2025 - 03/15/2032		1,050,000		929,912
01/15/2038		150,000		96,297
Uniform Mortgage-Backed Security
3.50%, TBA^(I)		5,000,000		5,284,108
Vendee Mortgage Trust
Series 1997-1, Class 2Z,
7.50%, 02/15/2027		207,823		238,929

Total U.S. Government Agency Obligations (Cost $158,600,149)				167,785,416


U.S. GOVERNMENT OBLIGATIONS - 21.1%
U.S. Treasury - 20.9%
U.S. Treasury Bond
2.00%, 02/15/2050^(E)		4,008,000		4,643,174
2.25%, 08/15/2046		1,133,100		1,367,776
2.25%, 08/15/2049^(E)		460,000		560,391
2.38%, 11/15/2049^(E)		4,140,000		5,157,858
2.50%, 02/15/2045 - 02/15/2046		4,000,000		5,027,089
2.75%, 11/15/2042		3,200,000		4,139,250
2.88%, 05/15/2043 - 08/15/2045		2,570,000		3,397,934
3.00%, 11/15/2044 - 02/15/2048		335,000		461,984
3.13%, 02/15/2043 - 05/15/2048		1,184,000		1,639,314


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Bond (continued)
3.63%, 08/15/2043 - 02/15/2044		$ 1,354,000		$ 2,002,818
3.75%, 11/15/2043		2,923,000		4,400,485
3.88%, 08/15/2040		130,000		195,117
U.S. Treasury Bond, Principal Only STRIPS
05/15/2022 - 05/15/2034^(E)		6,620,000		6,200,171
11/15/2022 - 08/15/2041		24,025,000		22,427,699
U.S. Treasury Note
1.13%, 09/30/2021		2,060,000		2,088,325
1.25%, 07/31/2023		3,000,000		3,093,164
1.38%, 08/31/2023 - 09/30/2023		4,500,000		4,666,055
1.50%, 02/15/2030^(E)		247,000		265,940
1.63%, 08/15/2022 - 08/15/2029		6,140,000		6,401,231
1.75%, 07/15/2022 - 12/31/2026		9,948,000		10,350,189
1.88%, 11/30/2021		1,700,000		1,747,414
2.00%, 10/31/2021 - 02/15/2025		1,681,000		1,803,684
2.00%, 02/15/2023^(E)		3,000,000		3,147,891
2.13%, 02/29/2024 - 05/15/2025^(E)		3,683,000		3,964,742
2.25%, 11/15/2024^(E)		238,000		258,435
2.75%, 05/31/2023		184,000		198,224
2.88%, 04/30/2025^(E)		265,000		297,959

				99,904,313

U.S. Treasury Inflation-Protected Securities - 0.2%
U.S. Treasury Inflation-Indexed Bond
2.13%, 02/15/2040		238,678		333,433
2.50%, 01/15/2029		120,139		147,304
U.S. Treasury Inflation-Indexed Note
0.13%, 01/15/2022		258,696		255,114

				735,851

Total U.S. Government Obligations (Cost $87,442,369)				100,640,164


	Shares		Value
OTHER INVESTMENT COMPANY - 2.1%
Securities Lending Collateral - 2.1%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(H)		9,816,354		9,816,354

Total Other Investment Company (Cost $9,816,354)				9,816,354


	Principal		Value
REPURCHASE AGREEMENT - 2.7%
Fixed Income Clearing Corp., 0.00%^(H), dated 03/31/2020, to be repurchased at $12,977,468 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $13,238,551.		$ 12,977,468		12,977,468

Total Repurchase Agreement (Cost $12,977,468)				12,977,468

Total Investments (Cost $472,204,558)				489,907,698
Net Other Assets (Liabilities) - (2.6)%				(12,218,452	)

Net Assets - 100.0%				$ 477,689,246


	Shares		Value
COMMON STOCKS - 99.3%
Aerospace & Defense - 1.7%
General Dynamics Corp.		26,045		$ 3,446,014
Northrop Grumman Corp.		35,991		10,889,077
United Technologies Corp.		135,769		12,807,090

				27,142,181

Airlines - 0.3%
Delta Air Lines, Inc.		69,479		1,982,236
Southwest Airlines Co.		50,435		1,795,990
United Airlines Holdings, Inc. ^(A)		17,138		540,704

				4,318,930

Auto Components - 0.1%
Magna International, Inc.		65,790		2,100,017

Automobiles - 0.2%
General Motors Co.		158,354		3,290,596

Banks - 3.0%
Bank of America Corp.		458,699		9,738,180
Citigroup, Inc.		418,265		17,617,322
Citizens Financial Group, Inc.		158,254		2,976,757
Fifth Third Bancorp		49,647		737,258
KeyCorp		513,041		5,320,235
Regions Financial Corp.		460,367		4,129,492
Wells Fargo & Co.		214,930		6,168,491

				46,687,735

Beverages - 1.7%
Coca-Cola Co.		345,564		15,291,207
Constellation Brands, Inc., Class A		61,531		8,821,084
Monster Beverage Corp. ^(A)		28,600		1,609,036
PepsiCo, Inc.		8,954		1,075,376

				26,796,703

Biotechnology - 2.8%
AbbVie, Inc.		221,123		16,847,361
Alexion Pharmaceuticals, Inc. ^(A)		35,988		3,231,363
Amgen, Inc.		14,640		2,967,967
Biogen, Inc. ^(A)		19,781		6,258,313
Gilead Sciences, Inc.		23,600		1,764,336
Regeneron Pharmaceuticals, Inc. ^(A)		13,883		6,778,930
Vertex Pharmaceuticals, Inc. ^(A)		24,830		5,908,298

				43,756,568

Building Products - 0.6%
Masco Corp.		125,187		4,327,714
Trane Technologies PLC		56,447		4,661,958

				8,989,672

Capital Markets - 3.4%
Ameriprise Financial, Inc.		16,478		1,688,666
BlackRock, Inc.		13,895		6,113,383
Charles Schwab Corp.		126,367		4,248,459
CME Group, Inc.		39,200		6,778,072
Goldman Sachs Group, Inc.		31,000		4,792,290
MarketAxess Holdings, Inc.		4,340		1,443,354
Morgan Stanley		369,001		12,546,034
S&P Global, Inc.		30,446		7,460,792
State Street Corp.		119,331		6,356,762
T. Rowe Price Group, Inc.		14,800		1,445,220

				52,873,032


	Shares		Value
COMMON STOCKS (continued)
Chemicals - 1.5%
Air Products & Chemicals, Inc.		15,800		$ 3,153,838
Celanese Corp.		50,107		3,677,353
Dow, Inc.		96,747		2,828,882
DuPont de Nemours, Inc.		57,081		1,946,462
Eastman Chemical Co.		107,833		5,022,861
Linde PLC		27,476		4,753,348
LyondellBasell Industries NV, Class A		36,582		1,815,565

				23,198,309

Commercial Services & Supplies - 0.1%
Cintas Corp.		7,498		1,298,804

Communications Equipment - 0.3%
Cisco Systems, Inc.		85,596		3,364,779
Motorola Solutions, Inc.		7,147		949,979

				4,314,758

Consumer Finance - 0.9%
American Express Co.		89,619		7,672,282
Capital One Financial Corp.		123,435		6,223,593

				13,895,875

Containers & Packaging - 0.7%
Avery Dennison Corp.		43,400		4,421,158
Crown Holdings, Inc. ^(A)		52,494		3,046,752
Packaging Corp. of America		14,315		1,242,971
WestRock Co.		63,797		1,802,903

				10,513,784

Diversified Consumer Services - 0.0% ^(B)
H&R Block, Inc. ^(C)		28,695		404,026

Diversified Financial Services - 2.0%
Berkshire Hathaway, Inc., Class B ^(A)		152,912		27,956,901
Voya Financial, Inc.		80,501		3,264,316

				31,221,217

Diversified Telecommunication Services - 1.4%
AT&T, Inc.		110,903		3,232,822
Verizon Communications, Inc.		356,261		19,141,904

				22,374,726

Electric Utilities - 3.1%
American Electric Power Co., Inc.		64,700		5,174,706
Duke Energy Corp.		54,300		4,391,784
Edison International		26,152		1,432,868
Entergy Corp.		108,391		10,185,503
NextEra Energy, Inc.		82,242		19,789,070
Southern Co.		62,400		3,378,336
Xcel Energy, Inc.		53,764		3,241,969

				47,594,236

Electrical Equipment - 1.0%
Eaton Corp. PLC		151,449		11,766,073
Emerson Electric Co.		76,800		3,659,520

				15,425,593


	Shares		Value
COMMON STOCKS (continued)
Entertainment - 1.1%
Electronic Arts, Inc. ^(A)		30,257		$ 3,030,844
Netflix, Inc. ^(A)		39,312		14,761,656

				17,792,500

Equity Real Estate Investment Trusts - 2.1%
Equinix, Inc.		14,433		9,014,419
Equity Residential		110,639		6,827,533
Mid-America Apartment Communities, Inc.		28,915		2,979,112
Prologis, Inc.		135,106		10,858,469
SBA Communications Corp.		2,900		782,913
Sun Communities, Inc.		9,800		1,223,530
Ventas, Inc.		56,929		1,525,697

				33,211,673

Food & Staples Retailing - 1.0%
Costco Wholesale Corp.		45,300		12,916,389
Kroger Co.		58,300		1,755,996
Sysco Corp.		23,800		1,085,994

				15,758,379

Food Products - 0.8%
Conagra Brands, Inc.		35,600		1,044,504
Mondelez International, Inc., Class A		233,188		11,678,055

				12,722,559

Health Care Equipment & Supplies - 3.0%
Baxter International, Inc.		105,500		8,565,545
Boston Scientific Corp. ^(A)		126,315		4,121,658
Edwards Lifesciences Corp. ^(A)		14,656		2,764,415
Intuitive Surgical, Inc. ^(A)		5,620		2,783,080
Medtronic PLC		210,674		18,998,581
Zimmer Biomet Holdings, Inc.		97,219		9,826,897

				47,060,176

Health Care Providers & Services - 3.1%
Anthem, Inc.		24,109		5,473,707
Cigna Corp.		43,113		7,638,761
DaVita, Inc. ^(A)		39,600		3,011,976
McKesson Corp.		45,533		6,158,794
UnitedHealth Group, Inc.		104,228		25,992,379

				48,275,617

Hotels, Restaurants & Leisure - 0.8%
Hilton Worldwide Holdings, Inc.		55,099		3,759,956
McDonald’s Corp.		21,900		3,621,165
Yum! Brands, Inc.		62,967		4,315,128

				11,696,249

Household Durables - 0.3%
Lennar Corp., Class A		108,562		4,147,068

Household Products - 1.9%
Kimberly-Clark Corp.		23,981		3,066,450
Procter & Gamble Co.		237,680		26,144,800

				29,211,250

Industrial Conglomerates - 1.2%
Honeywell International, Inc.		141,376		18,914,695

Insurance - 1.7%
Allstate Corp.		113,825		10,441,167
Arch Capital Group, Ltd. ^(A)		32,300		919,258


	Shares		Value
COMMON STOCKS (continued)
Insurance (continued)
Arthur J. Gallagher & Co.		19,800		$ 1,613,898
Cincinnati Financial Corp.		18,100		1,365,645
Hartford Financial Services Group, Inc.		178,025		6,273,601
Marsh & McLennan Cos., Inc.		64,500		5,576,670

				26,190,239

Interactive Media & Services - 5.3%
Alphabet, Inc., Class A ^(A)		24,422		28,377,143
Alphabet, Inc., Class C ^(A)		21,851		25,408,561
Facebook, Inc., Class A ^(A)		171,649		28,631,053

				82,416,757

Internet & Catalog Retail - 0.4%
Booking Holdings, Inc. ^(A)		2,494		3,355,228
Expedia Group, Inc.		47,511		2,673,444

				6,028,672

Internet & Direct Marketing Retail - 4.3%
Amazon.com, Inc. ^(A)		34,466		67,199,050

IT Services - 6.5%
Accenture PLC, Class A		63,832		10,421,212
Automatic Data Processing, Inc.		72,902		9,964,246
Fiserv, Inc. ^(A)		43,672		4,148,403
FleetCor Technologies, Inc. ^(A)		7,700		1,436,358
International Business Machines Corp.		106,600		11,825,138
Leidos Holdings, Inc.		69,300		6,351,345
Mastercard, Inc., Class A		124,589		30,095,719
PayPal Holdings, Inc. ^(A)		181,334		17,360,917
Visa, Inc., Class A		57,638		9,286,635

				100,889,973

Life Sciences Tools & Services - 1.3%
Illumina, Inc. ^(A)		10,756		2,937,679
Thermo Fisher Scientific, Inc.		60,620		17,191,832

				20,129,511

Machinery - 1.7%
Cummins, Inc.		51,650		6,989,278
Deere & Co.		22,600		3,122,416
Ingersoll Rand, Inc. ^(A)		49,808		1,235,238
Parker-Hannifin Corp.		48,625		6,308,121
Snap-on, Inc.		16,931		1,842,432
Stanley Black & Decker, Inc.		65,782		6,578,200

				26,075,685

Media - 2.8%
Altice USA, Inc., Class A ^(A)		76,277		1,700,214
Charter Communications, Inc., Class A ^(A)		37,699		16,448,451
Comcast Corp., Class A		549,141		18,879,468
Discovery, Inc., Class A ^{(A) (C)}		154,934		3,011,917
Discovery, Inc., Class C ^(A)		171,788		3,013,161

				43,053,211

Metals & Mining - 0.2%
Newmont Corp.		57,741		2,614,512

Multi-Utilities - 0.5%
Ameren Corp.		42,100		3,066,143
CMS Energy Corp.		74,965		4,404,194
Sempra Energy		6,400		723,136

				8,193,473


	Shares		Value
COMMON STOCKS (continued)
Multiline Retail - 0.4%
Target Corp.		62,721		$ 5,831,171

Oil, Gas & Consumable Fuels - 2.6%
Chevron Corp.		236,609		17,144,688
Diamondback Energy, Inc.		62,624		1,640,749
EOG Resources, Inc.		161,982		5,818,393
Exxon Mobil Corp.		57,166		2,170,593
Marathon Petroleum Corp.		162,130		3,829,511
ONEOK, Inc.		140,620		3,066,922
Phillips 66		20,900		1,121,285
Pioneer Natural Resources Co.		78,751		5,524,383

				40,316,524

Pharmaceuticals - 5.2%
Allergan PLC		21,014		3,721,579
Bristol-Myers Squibb Co.		321,544		17,922,863
Eli Lilly & Co.		112,555		15,613,630
Johnson & Johnson		126,355		16,568,931
Merck & Co., Inc.		288,692		22,211,962
Pfizer, Inc.		132,430		4,322,515

				80,361,480

Professional Services - 0.1%
Verisk Analytics, Inc.		6,200		864,156

Road & Rail - 1.3%
Kansas City Southern		30,773		3,913,710
Lyft, Inc., Class A ^{(A) (C)}		25,891		695,174
Norfolk Southern Corp.		80,568		11,762,928
Union Pacific Corp.		27,504		3,879,164

				20,250,976

Semiconductors & Semiconductor Equipment - 4.8%
Advanced Micro Devices, Inc. ^(A)		148,287		6,744,093
Analog Devices, Inc.		119,407		10,704,838
Intel Corp.		71,844		3,888,197
Lam Research Corp.		20,900		5,016,000
Microchip Technology, Inc. ^(C)		27,500		1,864,500
Micron Technology, Inc. ^(A)		39,300		1,652,958
NVIDIA Corp.		57,408		15,132,749
NXP Semiconductors NV		72,460		6,009,108
Qorvo, Inc. ^(A)		27,700		2,233,451
QUALCOMM, Inc.		18,100		1,224,465
Teradyne, Inc.		81,753		4,428,560
Texas Instruments, Inc.		150,078		14,997,294

				73,896,213

Software - 8.5%
Fortinet, Inc. ^(A)		10,400		1,052,168
Intuit, Inc.		53,683		12,347,090
Microsoft Corp.		646,619		101,978,282
salesforce.com, Inc. ^(A)		110,022		15,840,968
Workday, Inc., Class A ^(A)		12,400		1,614,728

				132,833,236

Specialty Retail - 3.5%
AutoZone, Inc. ^(A)		9,286		7,855,956
Best Buy Co., Inc.		120,257		6,854,649
Home Depot, Inc.		78,752		14,703,786
Lowe’s Cos., Inc.		130,814		11,256,545
Ross Stores, Inc.		61,100		5,313,867
TJX Cos., Inc.		162,266		7,757,937

				53,742,740


	Shares		Value
COMMON STOCKS (continued)
Technology Hardware, Storage & Peripherals - 5.5%
Apple, Inc.		316,707		$ 80,535,423
HP, Inc.		244,496		4,244,451

				84,779,874

Textiles, Apparel & Luxury Goods - 0.8%
NIKE, Inc., Class B		139,069		11,506,569
Ralph Lauren Corp.		18,921		1,264,490

				12,771,059

Tobacco - 1.5%
Altria Group, Inc.		177,310		6,856,578
Philip Morris International, Inc.		222,163		16,209,012

				23,065,590

Trading Companies & Distributors - 0.1%
HD Supply Holdings, Inc. ^(A)		60,800		1,728,544

Wireless Telecommunication Services - 0.2%
T-Mobile US, Inc. ^(A)		43,501		3,649,734

Total Common Stocks (Cost $1,543,187,294)				1,541,869,308


	Principal		Value
REPURCHASE AGREEMENT - 0.5%
Fixed Income Clearing Corp., 0.00%^(D), dated 03/31/2020, to be repurchased at $7,684,006 on 04/01/2020. Collateralized by a U.S. Government Obligation, 0.63%, due 07/15/2021, and with a value of $7,842,036.		$ 7,684,006		7,684,006

Total Repurchase Agreement (Cost $7,684,006)				7,684,006

Total Investments (Cost $1,550,871,300)				1,549,553,314
Net Other Assets (Liabilities) - 0.2%				3,560,679

Net Assets - 100.0%				$ 1,553,113,993


	Shares		Value
INVESTMENT COMPANIES - 93.3%
International Alternative Fund - 13.2%
Transamerica Unconstrained Bond ^(A)		7,470,374		$ 66,336,919

International Equity Funds - 55.8%
Transamerica Emerging Markets Equity ^(A)		1,445,793		11,551,887
Transamerica Emerging Markets Opportunities ^(A) (B)		508,382		3,772,193
Transamerica International Equity ^(A)		7,498,245		100,251,539
Transamerica International Growth ^(A)		22,068,656		132,853,310
Transamerica International Small Cap Value ^(A)		3,337,374		32,272,405

				280,701,334

U.S. Alternative Fund - 3.5%
Transamerica BlackRock Global Real Estate Securities VP ^(A)		1,719,159		17,707,336

U.S. Equity Funds - 11.3%
Transamerica Large Cap Value ^(A)		2,028,715		15,337,085
Transamerica Morgan Stanley Capital Growth VP ^(A)		2,325,782		41,352,403

				56,689,488

U.S. Fixed Income Funds - 8.0%
Transamerica Core Bond ^(A)		510,053		5,253,542
Transamerica High Yield Bond ^(A)		2,696,407		20,897,157
Transamerica Intermediate Bond ^(A)		1,323,037		13,852,202

				40,002,901


	Shares		Value
INVESTMENT COMPANIES (continued)
U.S. Mixed Allocation Fund - 1.5%
Transamerica PIMCO Total Return VP ^(A)		634,205		$ 7,508,982

Total Investment Companies (Cost $569,181,091)				468,946,960


	Principal		Value
U.S. GOVERNMENT OBLIGATION - 5.2%
U.S. Treasury - 5.2%
U.S. Treasury Note 2.50%, 01/31/2021^(C)		$ 25,656,000		26,165,111

Total U.S. Government Obligation (Cost $26,077,011)				26,165,111


REPURCHASE AGREEMENT - 1.0%
Fixed Income Clearing Corp., 0.00%^(D), dated 03/31/2020, to be repurchased at $5,173,918 on 04/01/2020. Collateralized by a U.S. Government Obligation, 0.63%, due 07/15/2021, and with a value of $5,281,024.		5,173,918		5,173,918

Total Repurchase Agreement (Cost $5,173,918)				5,173,918

Total Investments (Cost $600,432,020)				500,285,989
Net Other Assets (Liabilities) - 0.5%				2,735,781

Net Assets - 100.0%				$ 503,021,770


	Shares		Value
COMMON STOCKS - 95.5%
Airlines - 0.5%
Southwest Airlines Co.		42,735		$ 1,521,793

Auto Components - 0.6%
BorgWarner, Inc.		85,970		2,095,089

Banks - 7.2%
Citizens Financial Group, Inc.		131,311		2,469,960
Fifth Third Bancorp		231,539		3,438,354
First Republic Bank		35,762		2,942,497
Huntington Bancshares, Inc.		257,558		2,114,551
M&T Bank Corp.		53,067		5,488,720
Regions Financial Corp.		232,298		2,083,713
TCF Financial Corp.		82,266		1,864,148
Truist Financial Corp.		45,154		1,392,549
Zions Bancorp NA		60,247		1,612,210

				23,406,702

Beverages - 1.5%
Constellation Brands, Inc., Class A		21,019		3,013,284
Keurig Dr. Pepper, Inc. ^(A)		72,560		1,761,031

				4,774,315

Building Products - 0.8%
Fortune Brands Home & Security, Inc.		60,120		2,600,190

Capital Markets - 5.6%
Ameriprise Financial, Inc.		41,015		4,203,217
Northern Trust Corp.		51,788		3,907,923
Raymond James Financial, Inc.		61,890		3,911,448
T. Rowe Price Group, Inc.		63,646		6,215,032

				18,237,620

Chemicals - 1.2%
Sherwin-Williams Co.		8,697		3,996,445

Communications Equipment - 0.3%
CommScope Holding Co., Inc. ^(B)		119,377		1,087,524

Construction Materials - 1.1%
Martin Marietta Materials, Inc.		19,059		3,606,535

Containers & Packaging - 3.5%
Ball Corp.		55,327		3,577,444
Packaging Corp. of America		18,019		1,564,589
Silgan Holdings, Inc.		126,994		3,685,366
WestRock Co.		88,903		2,512,399

				11,339,798

Distributors - 0.6%
Genuine Parts Co.		29,259		1,970,008

Electric Utilities - 4.5%
Edison International		74,111		4,060,542
Entergy Corp.		43,338		4,072,472
Xcel Energy, Inc.		110,708		6,675,692

				14,808,706

Electrical Equipment - 2.8%
Acuity Brands, Inc.		36,197		3,100,635
AMETEK, Inc.		52,651		3,791,925
Hubbell, Inc.		20,744		2,380,167

				9,272,727


	Shares		Value
COMMON STOCKS (continued)
Electronic Equipment, Instruments & Components - 4.1%
Amphenol Corp., Class A		44,647		$ 3,253,873
Arrow Electronics, Inc. ^(B)		34,153		1,771,516
CDW Corp.		34,639		3,230,779
Keysight Technologies, Inc. ^(B)		28,938		2,421,532
SYNNEX Corp.		36,116		2,640,080

				13,317,780

Equity Real Estate Investment Trusts - 11.2%
American Campus Communities, Inc.		55,842		1,549,616
American Homes 4 Rent, Class A		110,624		2,566,477
AvalonBay Communities, Inc.		30,593		4,502,372
Boston Properties, Inc.		45,393		4,186,596
Brixmor Property Group, Inc.		184,439		1,752,170
Essex Property Trust, Inc.		12,689		2,794,625
Federal Realty Investment Trust		36,991		2,759,899
JBG SMITH Properties		49,402		1,572,466
Kimco Realty Corp.		165,601		1,601,362
Outfront Media, Inc.		120,567		1,625,243
Rayonier, Inc.		115,472		2,719,366
Regency Centers Corp.		40,754		1,566,176
Ventas, Inc.		35,979		964,237
Vornado Realty Trust		78,485		2,841,942
Weyerhaeuser Co.		122,353		2,073,883
WP Carey, Inc.		26,704		1,550,968

				36,627,398

Food & Staples Retailing - 1.3%
Kroger Co.		110,364		3,324,164
US Foods Holding Corp. ^(B)		45,962		813,987

				4,138,151

Food Products - 1.0%
Post Holdings, Inc. ^(B)		39,067		3,241,389

Gas Utilities - 1.0%
National Fuel Gas Co.		85,112		3,173,827

Health Care Equipment & Supplies - 1.4%
Zimmer Biomet Holdings, Inc.		45,033		4,551,936

Health Care Providers & Services - 6.3%
AmerisourceBergen Corp.		51,223		4,533,236
Cigna Corp.		19,865		3,519,681
Henry Schein, Inc. ^(B)		51,720		2,612,894
Humana, Inc.		7,016		2,203,164
Laboratory Corp. of America Holdings ^(B)		30,915		3,907,347
Universal Health Services, Inc., Class B		38,155		3,780,397

				20,556,719

Household Durables - 1.7%
Mohawk Industries, Inc. ^(B)		34,039		2,595,133
Newell Brands, Inc.		222,349		2,952,795

				5,547,928

Household Products - 0.7%
Energizer Holdings, Inc.		71,029		2,148,627

Industrial Conglomerates - 0.8%
Carlisle Cos., Inc.		20,345		2,548,822


	Shares		Value
COMMON STOCKS (continued)
Insurance - 7.0%
Alleghany Corp.		4,556		$ 2,516,507
Hartford Financial Services Group, Inc.		104,244		3,673,559
Lincoln National Corp.		50,180		1,320,738
Loews Corp.		172,710		6,015,489
Marsh & McLennan Cos., Inc.		36,237		3,133,051
Principal Financial Group, Inc.		19,907		623,885
Progressive Corp.		44,997		3,322,578
WR Berkley Corp.		44,090		2,300,175

				22,905,982

Internet & Catalog Retail - 0.5%
Expedia Group, Inc.		29,376		1,652,988

IT Services - 0.9%
Jack Henry & Associates, Inc.		18,520		2,875,045

Machinery - 4.9%
IDEX Corp.		25,902		3,577,325
ITT, Inc.		71,385		3,238,024
Lincoln Electric Holdings, Inc.		46,961		3,240,309
Middleby Corp. ^(B)		46,873		2,666,136
Snap-on, Inc.		30,580		3,327,716

				16,049,510

Media - 3.5%
Discovery, Inc., Class C ^(B)		164,108		2,878,454
DISH Network Corp., Class A ^(B)		69,928		1,397,861
Liberty Broadband Corp., Class C ^(B)		27,884		3,087,317
Liberty Media Corp. - Liberty SiriusXM, Class C ^(B)		127,378		4,027,692

				11,391,324

Multi-Utilities - 5.7%
CMS Energy Corp.		112,148		6,588,695
Sempra Energy		48,294		5,456,739
WEC Energy Group, Inc.		72,557		6,394,448

				18,439,882

Multiline Retail - 0.5%
Kohl’s Corp.		62,197		907,454
Nordstrom, Inc. ^(A)		50,691		777,600

				1,685,054

Oil, Gas & Consumable Fuels - 4.7%
Cabot Oil & Gas Corp.		253,103		4,350,840
Diamondback Energy, Inc.		120,840		3,166,008
EQT Corp.		226,111		1,598,605
Equitrans Midstream Corp. ^(A)		172,096		865,643
Williams Cos., Inc.		365,814		5,176,268

				15,157,364

Personal Products - 0.2%
Coty, Inc., Class A		125,426		647,198


	Shares		Value
COMMON STOCKS (continued)
Real Estate Management & Development - 1.5%
CBRE Group, Inc., Class A ^(B)		97,875		$ 3,690,866
Cushman & Wakefield PLC ^(B)		89,900		1,055,426

				4,746,292

Semiconductors & Semiconductor Equipment - 0.7%
Analog Devices, Inc.		23,689		2,123,719

Software - 1.1%
Synopsys, Inc. ^(B)		28,665		3,691,765

Specialty Retail - 3.1%
AutoZone, Inc. ^(B)		6,239		5,278,194
Best Buy Co., Inc.		62,131		3,541,467
Gap, Inc. ^(A)		195,873		1,378,946

				10,198,607

Textiles, Apparel & Luxury Goods - 1.5%
Carter’s, Inc.		17,106		1,124,378
PVH Corp.		35,708		1,344,049
Ralph Lauren Corp.		38,129		2,548,161

				5,016,588

Total Common Stocks (Cost $366,924,237)				311,151,347


OTHER INVESTMENT COMPANY - 0.1%
Securities Lending Collateral - 0.1%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		394,986		394,986

Total Other Investment Company (Cost $394,986)				394,986


	Principal		Value
REPURCHASE AGREEMENT - 4.2%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $13,549,836 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $13,822,758.		$ 13,549,836		13,549,836

Total Repurchase Agreement (Cost $13,549,836)				13,549,836

Total Investments (Cost $380,869,059)				325,096,169
Net Other Assets (Liabilities) - 0.2%				640,215

Net Assets - 100.0%				$ 325,736,384


	Principal		Value
ASSET-BACKED SECURITIES - 13.2%
Cayman Islands - 0.2%
Colony American Finance, Ltd.
Series 2016-2, Class A,
2.55%, 11/15/2048^(A)		$ 195,906		$ 194,143
Goodgreen Trust
Series 2017-2A, Class A,
3.26%, 10/15/2053^(A)		665,533		660,194
Series 2019-2A, Class A,
2.76%, 10/15/2054^(A)		908,052		860,401
Hero Funding Trust
Series 2017-3A, Class A2,
3.95%, 09/20/2048^(A)		569,605		573,553
Renew
Series 2017-1A, Class A,
3.67%, 09/20/2052^(A)		178,060		186,450

				2,474,741

United States - 13.0%
Aames Mortgage Investment Trust
Series 2005-3, Class M1,
1-Month LIBOR + 0.80%, 1.74%^(B), 08/25/2035 ^(A)		157,091		155,502
Academic Loan Funding Trust
Series 2013-1A, Class A,
1-Month LIBOR + 0.80%, 1.75%^(B), 12/26/2044 ^(A)		152,051		143,053
ACC Trust
Series 2019-2, Class A,
2.82%, 02/21/2023^(A)		2,171,811		2,164,163
Series 2019-2, Class B,
3.63%, 08/21/2023^(A)		1,200,000		1,186,709
Accredited Mortgage Loan Trust
Series 2005-4, Class A2D,
1-Month LIBOR + 0.32%, 1.27%^(B), 12/25/2035		51,680		51,353
ACE Securities Corp. Home Equity Loan Trust
Series 2002-HE3, Class M1,
1-Month LIBOR + 1.80%, 2.75%^(B), 10/25/2032		181,127		177,205
Series 2003-HE1, Class M1,
1-Month LIBOR + 0.98%, 1.92%^(B), 11/25/2033		551,265		501,391
Series 2004-HE4, Class M2,
1-Month LIBOR + 0.98%, 1.92%^(B), 12/25/2034		216,470		194,283
American Credit Acceptance Receivables Trust
Series 2016-3, Class C,
4.26%, 08/12/2022^(A)		128,801		128,712
Series 2018-3, Class E,
5.17%, 10/15/2024^(A)		800,000		755,144
Series 2018-4, Class C,
3.97%, 01/13/2025^(A)		1,245,000		1,200,089
Series 2019-4, Class B,
2.43%, 10/12/2023^(A)		530,000		504,956
Series 2019-4, Class C,
2.69%, 12/12/2025^(A)		1,450,000		1,307,781
Series 2019-4, Class D,
2.97%, 12/12/2025^(A)		1,520,000		1,255,224
Series 2019-4, Class E,
3.85%, 12/12/2025^(A)		400,000		312,252


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
American Homes 4 Rent Trust
Series 2014-SFR2, Class E,
6.23%, 10/17/2036^(A)		$ 150,000		$ 142,201
Series 2014-SFR3, Class E,
6.42%, 12/17/2036^(A)		175,000		145,315
Series 2015-SFR1, Class A,
3.47%, 04/17/2052^(A)		227,566		221,139
Series 2015-SFR1, Class E,
5.64%, 04/17/2052^(A)		292,500		267,695
Series 2015-SFR2, Class D,
5.04%, 10/17/2052^(A)		700,000		626,657
Series 2015-SFR2, Class E,
6.07%, 10/17/2052^(A)		400,000		354,468
American Tower Trust #1
Series 2013-2A, Class 2A,
3.07%, 03/15/2048^(A)		450,000		442,196
AmeriCredit Automobile Receivables Trust
Series 2016-4, Class B,
1.83%, 12/08/2021		100,833		100,786
Series 2017-1, Class B,
2.30%, 02/18/2022		149,494		148,790
Series 2017-1, Class C,
2.71%, 08/18/2022		127,000		126,109
Series 2017-1, Class D,
3.13%, 01/18/2023		284,000		280,235
Series 2019-2, Class D,
2.99%, 06/18/2025		2,500,000		2,439,750
Asset-Backed Securities Corp. Home Equity Loan Trust
Series 2003-HE6, Class M1,
1-Month LIBOR + 0.98%, 1.92%^(B), 11/25/2033		371,861		351,465
Series 2003-HE6, Class M2,
1-Month LIBOR + 2.48%, 3.42%^(B), 11/25/2033		498,147		476,301
Series 2003-HE6, Class M3,
1-Month LIBOR + 3.00%, 3.95%^(B), 11/25/2033		271,394		225,519
Series 2004-HE3, Class M2,
1-Month LIBOR + 1.68%, 2.63%^(B), 06/25/2034		721,859		656,438
B2R Mortgage Trust
Series 2015-2, Class A,
3.34%, 11/15/2048^(A)		191,197		190,602
Bayview Financial Acquisition Trust
Series 2004-C, Class M3,
1-Month LIBOR + 1.95%, 2.89%^(B), 05/28/2044		306,372		303,718
Bear Stearns Asset-Backed Securities I Trust
Series 2004-FR2, Class M3,
1-Month LIBOR + 1.80%, 2.75%^(B), 06/25/2034		78,888		75,913
Series 2004-HE6, Class M2,
1-Month LIBOR + 1.88%, 2.82%^(B), 08/25/2034		301,353		288,913
Bear Stearns Asset-Backed Securities Trust
Series 2003-2, Class M1,
1-Month LIBOR + 1.80%, 2.75%^(B), 03/25/2043		431,914		419,775


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
Business Jet Securities LLC
Series 2018-1, Class A,
4.34%, 02/15/2033^(A)		$ 924,030		$ 762,978
Series 2018-2, Class A,
4.45%, 06/15/2033^(A)		1,220,301		986,239
Series 2019-1, Class A,
4.21%, 07/15/2034^(A)		1,651,559		1,222,031
BXG Receivables Note Trust
Series 2012-A, Class A,
2.66%, 12/02/2027^(A)		8,454		8,275
Camillo Trust
Series 2016-SFR1,
5.00%, 12/05/2023^{(C) (D)}		993,907		991,733
Capital Auto Receivables Asset Trust
Series 2018-1, Class A3,
2.79%, 01/20/2022^(A)		751,868		751,509
CarMax Auto Owner Trust
Series 2016-3, Class C,
2.20%, 06/15/2022		850,000		843,431
Series 2017-3, Class D,
3.46%, 10/16/2023		906,000		916,733
Carrington Mortgage Loan Trust
Series 2005-NC3, Class M2,
1-Month LIBOR + 0.46%, 1.41%^(B), 06/25/2035		47,607		48,078
Carvana Auto Receivables Trust
Series 2019-3A, Class D,
3.04%, 04/15/2025^(A)		1,850,000		1,566,655
Centex Home Equity Loan Trust
Series 2004-A, Class M1,
1-Month LIBOR + 0.60%, 1.55%^(B), 01/25/2034		774,320		726,550
Chase Funding Trust
Series 2003-2, Class 2A2,
1-Month LIBOR + 0.56%, 1.51%^(B), 02/25/2033		258,024		218,954
Series 2003-5, Class 2A2,
1-Month LIBOR + 0.60%, 1.55%^(B), 07/25/2033		576,894		501,468
CHEC Loan Trust
Series 2004-1, Class M2,
1-Month LIBOR + 0.98%, 1.92%^(B), 07/25/2034 ^(A)		213,509		195,945
CIG Auto Receivables Trust
Series 2017-1A, Class A,
2.71%, 05/15/2023^(A)		40,222		40,093
COOF Securitization Trust, Ltd., Interest Only STRIPS
Series 2014-1, Class A,
2.79%^(B), 06/25/2040^(A)		123,769		11,455
Corevest American Finance Trust
Series 2019-1, Class B,
3.88%, 03/15/2052^(A)		875,000		749,187
Series 2019-3, Class A,
2.71%, 10/15/2052^(A)		1,000,118		948,939
Series 2019-3, Class B,
3.16%, 10/15/2052^(A)		1,500,000		1,172,634
Countrywide Partnership Trust
Series 2004-EC1, Class M2,
1-Month LIBOR + 0.95%, 1.89%^(B), 01/25/2035		253,881		244,418
CPS Auto Receivables Trust
Series 2015-A, Class C,
4.00%, 02/16/2021^(A)		10,234		10,231


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
CPS Auto Receivables Trust (continued)
Series 2016-C, Class C,
3.27%, 06/15/2022^(A)		$ 29,873		$ 29,866
Series 2017-C, Class C,
2.86%, 06/15/2023^(A)		647,259		644,540
Series 2017-C, Class D,
3.79%, 06/15/2023^(A)		791,000		780,551
Credit Acceptance Auto Loan Trust
Series 2017-1A, Class B,
3.04%, 12/15/2025^(A)		69,740		69,708
Series 2017-1A, Class C,
3.48%, 02/17/2026^(A)		250,000		249,434
Series 2017-2A, Class B,
3.02%, 04/15/2026^(A)		1,380,000		1,369,591
Series 2017-2A, Class C,
3.35%, 06/15/2026^(A)		250,000		248,392
Series 2018-1A, Class A,
3.01%, 02/16/2027^(A)		496,058		496,125
Credit-Based Asset Servicing & Securitization LLC
Series 2003-CB6, Class M1,
1-Month LIBOR + 1.05%, 2.00%^(B), 12/25/2033		650,720		578,412
Series 2004-CB2, Class M1,
1-Month LIBOR + 0.78%, 1.73%^(B), 07/25/2033		713,919		623,928
CSMA SFR Holdings LLC
Series 2019-1, Class A,
2.00%, 04/25/2023		1,319,271		1,319,139
CWABS, Inc. Asset-Backed Certificates Trust
Series 2004-6, Class M5,
1-Month LIBOR + 1.91%, 2.85%^(B), 08/25/2034		228,577		224,297
Diamond Resorts Owner Trust
Series 2017-1A, Class A,
3.27%, 10/22/2029^(A)		239,554		236,780
Series 2018-1, Class A,
3.70%, 01/21/2031^(A)		495,474		490,551
Drive Auto Receivables Trust
Series 2016-CA, Class D,
4.18%, 03/15/2024^(A)		478,273		473,048
Series 2017-1, Class D,
3.84%, 03/15/2023		928,573		925,631
Series 2017-3, Class D,
3.53%, 12/15/2023^(A)		1,463,919		1,463,949
Series 2017-AA, Class D,
4.16%, 05/15/2024^(A)		309,642		308,891
Series 2018-3, Class C,
3.72%, 09/16/2024		510,731		510,201
Series 2018-4, Class C,
3.66%, 11/15/2024		1,259,000		1,259,775
Series 2019-1, Class D,
4.09%, 06/15/2026		2,985,000		2,957,451
Series 2019-4, Class C,
2.51%, 11/17/2025		4,200,000		4,046,307
Series 2019-4, Class D,
2.70%, 02/16/2027		5,000,000		4,643,841
DT Asset Trust
Series 2017, Class B,
5.84%, 12/16/2022		600,000		600,658
DT Auto Owner Trust
Series 2016-4A, Class D,
3.77%, 10/17/2022^(A)		120,860		120,749
Series 2017-1A, Class D,
3.55%, 11/15/2022^(A)		176,908		176,438


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
DT Auto Owner Trust (continued)
Series 2017-3A, Class D,
3.58%, 05/15/2023^(A)		$ 293,448		$ 292,172
Series 2017-4A, Class E,
5.15%, 11/15/2024^(A)		1,890,000		1,893,588
Series 2019-4A, Class C,
2.73%, 07/15/2025^(A)		2,500,000		2,442,245
Series 2019-4A, Class D,
2.85%, 07/15/2025^(A)		2,500,000		2,437,663
Engs Commercial Finance Trust
Series 2016-1A, Class A2,
2.63%, 02/22/2022^(A)		11,105		11,086
Exeter Automobile Receivables Trust
Series 2017-1A, Class C,
3.95%, 12/15/2022^(A)		145,174		139,729
Series 2017-3A, Class C,
3.68%, 07/17/2023^(A)		910,000		884,478
Series 2018-3A, Class E,
5.43%, 08/15/2024^(A)		1,560,000		1,484,449
Series 2018-4A, Class B,
3.64%, 11/15/2022^(A)		415,759		412,976
Series 2019-1A, Class E,
5.20%, 01/15/2026^(A)		1,310,000		990,232
Series 2019-4A, Class C,
2.44%, 09/16/2024^(A)		4,390,000		4,247,237
Series 2019-4A, Class D,
2.58%, 09/15/2025^(A)		4,920,000		4,667,918
Series 2019-4A, Class E,
3.56%, 10/15/2026^(A)		2,450,000		2,219,623
First Investors Auto Owner Trust
Series 2017-2A, Class B,
2.65%, 11/15/2022^(A)		667,000		662,727
Series 2017-2A, Class C,
3.00%, 08/15/2023^(A)		1,500,000		1,486,216
Series 2017-3A, Class A2,
2.41%, 12/15/2022^(A)		327,639		326,163
Flagship Credit Auto Trust
Series 2015-3, Class C,
4.65%, 03/15/2022^(A)		91,960		91,950
Series 2016-1, Class C,
6.22%, 06/15/2022^(A)		600,000		604,910
Series 2016-2, Class D,
8.56%, 11/15/2023^(A)		700,000		725,782
Series 2016-4, Class C,
2.71%, 11/15/2022^(A)		349,438		347,224
Series 2019-1, Class D,
4.08%, 02/18/2025^(A)		2,000,000		1,984,791
Series 2019-4, Class B,
2.53%, 11/17/2025^(A)		1,330,000		1,295,359
Series 2019-4, Class C,
2.77%, 12/15/2025^(A)		1,120,000		1,076,074
Series 2019-4, Class D,
3.12%, 01/15/2026^(A)		1,675,000		1,598,052
Fort Cre LLC
Series 2018-1A, Class C,
1-Month LIBOR + 2.83%, 3.75%^(B), 11/16/2035 ^(A)		2,075,000		1,862,624
Foundation Finance Trust
Series 2019-1A, Class A,
3.86%, 11/15/2034^(A)		512,313		489,877
FREED ABS Trust
Series 2018-1, Class A,
3.61%, 07/18/2024^(A)		139,578		136,753
Series 2018-2, Class A,
3.99%, 10/20/2025^(A)		376,231		367,717
Series 2019-2, Class A,
2.62%, 11/18/2026^(A)		1,750,796		1,677,923
Series 2019-2, Class B,
3.19%, 11/18/2026^(A)		2,950,000		2,573,454
Series 2020-FP1, Class B,
3.06%, 03/18/2027^(A)		1,750,000		1,648,729


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
FTF Funding II LLC
Series 2019-1, Class A,
Zero Coupon, 08/15/2020		$ 1,509,533		$ 1,510,404
GLS Auto Receivables Issuer Trust
Series 2019-3A, Class C,
2.96%, 05/15/2025^(A)		2,030,000		1,968,452
GLS Auto Receivables Trust
Series 2017-1A, Class B,
2.98%, 12/15/2021^(A)		213,032		212,640
Gold Key Resorts LLC
Series 2014-A, Class A,
3.22%, 03/17/2031^(A)		52,436		52,395
Golden Bear LLC
Series 2016-R, Class R,
5.65%, 09/20/2047^(A)		140,176		138,490
Goodgreen Trust
Series 2017, Class R1,
5.00%, 10/20/2051		1,107,181		1,081,029
Series 2017-1A, Class A,
3.74%, 10/15/2052^(A)		135,976		136,846
Hero Funding Trust
Series 2016-3A, Class A1,
3.08%, 09/20/2042^(A)		150,579		152,729
Series 2017-1A, Class A2,
4.46%, 09/20/2047^(A)		431,670		459,817
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028^(A)		116,863		114,735
Home Equity Asset Trust
Series 2003-3, Class M1,
1-Month LIBOR + 1.29%, 2.24%^(B), 08/25/2033		649,542		604,105
Series 2004-3, Class M1,
1-Month LIBOR + 0.86%, 1.80%^(B), 08/25/2034		574,344		537,621
Home Equity Mortgage Loan Asset-Backed Trust
Series 2004-B, Class M8,
1-Month LIBOR + 3.30%, 4.25%^(B), 11/25/2034		107,500		105,818
Series 2004-C, Class M1,
1-Month LIBOR + 0.84%, 1.79%^(B), 03/25/2035		679,056		600,060
Kabbage Funding LLC
Series 2019-1, Class A,
3.83%, 03/15/2024^(A)		2,463,000		2,395,270
Series 2019-1, Class B,
4.07%, 03/15/2024^(A)		1,240,000		1,199,391
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
Series 2012-2, Class A,
0.79%^(B), 08/25/2038^(A)		496,017		10,362
Series 2013-2, Class A,
1.69%^(B), 03/25/2039^(A)		507,977		21,681
Series 2014-2, Class A,
2.78%^(B), 04/25/2040^(A)		218,116		18,925
Lendingpoint Asset Securitization Trust
Series 2019-2, Class A,
3.07%, 11/10/2025^(A)		1,454,822		1,402,944
LL ABS Trust
Series 2019-1A, Class A,
2.87%, 03/15/2027^(A)		755,872		727,127


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
Long Beach Mortgage Loan Trust
Series 2004-3, Class M2,
1-Month LIBOR + 0.90%, 1.85%^(B), 07/25/2034		$ 608,500		$ 550,097
Series 2004-3, Class M4,
1-Month LIBOR + 1.61%, 2.56%^(B), 07/25/2034		186,519		175,713
Series 2004-4, Class M1,
1-Month LIBOR + 0.90%, 1.85%^(B), 10/25/2034		505,820		459,665
LV Tower 52
Series 2013-1, Class A,
5.75%, 07/15/2019^(A)		634,801		640,254
Master Asset-Backed Securities Trust
Series 2004-OPT2, Class M1,
1-Month LIBOR + 0.90%, 1.85%^(B), 09/25/2034		104,524		92,688
Series 2005-NC1, Class M2,
1-Month LIBOR + 0.75%, 1.70%^(B), 12/25/2034		88,710		78,806
Meritage Mortgage Loan Trust
Series 2003-1, Class M2,
1-Month LIBOR + 2.33%, 3.27%^(B), 11/25/2033		333,747		306,815
Morgan Stanley ABS Capital I, Inc. Trust
Series 2004-HE8, Class M1,
1-Month LIBOR + 0.96%, 1.91%^(B), 09/25/2034		717,076		651,493
Series 2004-NC2, Class M1,
1-Month LIBOR + 0.83%, 1.77%^(B), 12/25/2033		219,914		202,543
Series 2004-NC7, Class M2,
1-Month LIBOR + 0.93%, 1.88%^(B), 07/25/2034		117,435		103,720
Series 2004-NC8, Class M4,
1-Month LIBOR + 1.50%, 2.45%^(B), 09/25/2034		453,308		420,363
Series 2004-NC8, Class M5,
1-Month LIBOR + 1.65%, 2.60%^(B), 09/25/2034		339,994		323,156
Morgan Stanley Dean Witter Capital I, Inc. Trust
Series 2002-AM3, Class A3,
1-Month LIBOR + 0.98%, 1.93%^(B), 02/25/2033		601,156		546,049
MVW LLC
Series 2019-2A, Class B,
2.44%, 10/20/2038^(A)		1,665,633		1,535,391
New Century Home Equity Loan Trust
Series 2004-2, Class M3,
1-Month LIBOR + 1.01%, 1.95%^(B), 08/25/2034		398,272		371,309
Series 2004-2, Class M5,
1-Month LIBOR + 2.03%, 2.97%^(B), 08/25/2034		238,970		230,545
Series 2004-4, Class M1,
1-Month LIBOR + 0.77%, 1.71%^(B), 02/25/2035		728,903		636,558
Nissan Auto Receivables Owner Trust
Series 2017-C, Class A3,
2.12%, 04/18/2022		421,907		422,099
NovaStar Mortgage Funding Trust
Series 2003-3, Class M1,
1-Month LIBOR + 1.13%, 2.07%^(B), 12/25/2033		142,432		139,553


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
OnDeck Asset Securitization Trust LLC
Series 2018-1A, Class A,
3.50%, 04/18/2022^(A)		$ 312,000		$ 310,794
OneMain Direct Auto Receivables Trust
Series 2017-2A, Class C,
2.82%, 07/15/2024^(A)		1,315,000		1,308,290
OneMain Financial Issuance Trust
Series 2016-1A, Class A,
3.66%, 02/20/2029^(A)		5,517		5,499
Oportun Funding IX LLC
Series 2018-B, Class A,
3.91%, 07/08/2024^(A)		1,456,000		1,370,110
Oportun Funding VII LLC
Series 2017-B, Class A,
3.22%, 10/10/2023^(A)		308,000		295,662
Oportun Funding VIII LLC
Series 2018-A, Class A,
3.61%, 03/08/2024^(A)		655,000		619,287
Option One Mortgage Acceptance Corp. Asset-Backed Certificates
Series 2003-6, Class A2,
1-Month LIBOR + 0.66%, 1.61%^(B), 11/25/2033		417,415		368,914
Option One Mortgage Loan Trust
Series 2004-1, Class M2,
1-Month LIBOR + 1.65%, 2.60%^(B), 01/25/2034		517,261		478,609
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
Series 2005-WCH1, Class M4,
1-Month LIBOR + 1.25%, 2.19%^(B), 01/25/2036		500,000		475,307
Pretium Mortgage Credit Partners I LLC
Series 2019-NPL2, Class A1,
3.84%^(B), 12/25/2058^(A)		437,670		379,470
Progress Residential Trust
Series 2015-SFR3, Class A,
3.07%, 11/12/2032^(A)		1,656,093		1,644,591
Series 2015-SFR3, Class D,
4.67%, 11/12/2032^(A)		250,000		247,387
Series 2015-SFR3, Class E,
5.66%, 11/12/2032^(A)		200,000		196,596
Series 2017-SFR1, Class A,
2.77%, 08/17/2034^(A)		167,295		165,130
Series 2017-SFR1, Class C,
3.32%, 08/17/2034^(A)		2,000,000		1,931,482
Series 2018-SFR2, Class A,
3.71%, 08/17/2035^(A)		2,400,000		2,362,954
Series 2018-SFR2, Class E,
4.66%, 08/17/2035^(A)		771,000		693,617
PRPM LLC
Series 2019-2A, Class A1,
3.97%^(B), 04/25/2024^(A)		507,514		453,989
Series 2019-4A, Class A1,
3.35%^(B), 11/25/2024^(A)		580,385		571,468
Purchasing Power Funding LLC
Series 2018-A, Class A,
3.34%, 08/15/2022^(A)		2,090,000		2,084,033
RAMP Trust
Series 2005-RS6, Class M4,
1-Month LIBOR + 0.98%, 1.92%^(B), 06/25/2035		1,250,000		1,185,744
Series 2006-RZ3, Class M1,
1-Month LIBOR + 0.35%, 1.30%^(B), 08/25/2036		1,100,000		982,842


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
RASC Trust
Series 2005-EMX1, Class M1,
1-Month LIBOR + 0.65%, 1.59%^(B), 03/25/2035		$ 355,327		$ 339,893
Series 2005-KS9, Class M3,
1-Month LIBOR + 0.46%, 1.41%^(B), 10/25/2035		216,718		215,724
Regional Management Issuance Trust
Series 2019-1, Class B,
3.43%, 11/15/2028^(A)		1,600,000		1,295,013
Renaissance Home Equity Loan Trust
Series 2003-2, Class A,
1-Month LIBOR + 0.88%, 1.83%^(B), 08/25/2033		654,733		572,821
Rice Park Financing Trust
Series 2016-A, Class A,
4.63%, 10/31/2041^(A)		557,962		578,760
Santander Retail Auto Lease Trust
Series 2018-A, Class A3,
2.93%, 05/20/2021^(A)		524,624		524,866
SART
Series 2018-1,
4.75%, 06/15/2025		1,442,982		1,476,892
Securitized Asset-Backed Receivables LLC Trust
Series 2004-NC1, Class M2,
1-Month LIBOR + 1.73%, 2.67%^(B), 02/25/2034		257,218		250,059
Series 2004-OP2, Class M1,
1-Month LIBOR + 0.98%, 1.92%^(B), 08/25/2034		439,468		407,771
SFR Holdco LLC
Series 2019-STL, Class A,
7.25%, 10/11/2026^{(C) (D)}		1,000,000		1,000,000
Sofi Consumer Loan Program LLC
Series 2016-2A, Class A,
3.09%, 10/27/2025^(A)		22,246		21,835
Soundview Home Loan Trust
Series 2005-OPT1, Class M2,
1-Month LIBOR + 0.68%, 1.62%^(B), 06/25/2035		605,278		571,007
Specialty Underwriting & Residential Finance Trust
Series 2003-BC4, Class M1,
1-Month LIBOR + 0.90%, 1.85%^(B), 11/25/2034		473,454		447,418
Structured Asset Investment Loan Trust
Series 2003-BC12, Class M1,
1-Month LIBOR + 0.98%, 1.92%^(B), 11/25/2033		50,508		49,208
Series 2004-6, Class M2,
1-Month LIBOR + 1.95%, 2.90%^(B), 07/25/2034		28,347		27,815
Structured Asset Securities Corp. Mortgage Loan Trust
Series 2006-BC6, Class A4,
1-Month LIBOR + 0.17%, 1.12%^(B), 01/25/2037		253,436		237,943
Synchrony Card Funding LLC
Series 2019-A1, Class A,
2.95%, 03/15/2025		2,027,000		2,052,174


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
Synchrony Card Issuance Trust
Series 2018-A1, Class A1,
3.38%, 09/15/2024		$ 1,000,000		$ 1,002,700
Tricolor Auto Securitization Trust
Series 2018-1A, Class A,
5.05%, 12/15/2020^(A)		221,998		219,516
Tricon American Homes Trust
Series 2016-SFR1, Class A,
2.59%, 11/17/2033^(A)		339,925		334,167
United Auto Credit Securitization Trust
Series 2018-2, Class C,
3.78%, 05/10/2023^(A)		834,216		833,076
Upgrade Receivables Trust
Series 2018-1A, Class A,
3.76%, 11/15/2024^(A)		47,626		47,167
US Auto Funding LLC
Series 2018-1A, Class A,
5.50%, 07/15/2023^(A)		512,755		509,976
Vericrest Opportunity Loan Trust
Series 2019-NPL2, Class A1,
3.97%^(B), 02/25/2049^(A)		718,860		636,329
Series 2019-NPL7, Class A1A,
3.18%^(B), 10/25/2049^(A)		2,121,265		1,877,842
Series 2019-NPL8, Class A1A,
3.28%^(B), 11/25/2049^(A)		1,068,689		950,904
Series 2019-NPL8, Class A1B,
4.09%^(B), 11/25/2049^(A)		1,560,000		1,162,213
Series 2020-NPL2, Class A1A,
2.98%^(B), 02/25/2050^(A)		1,260,178		1,086,055
Verizon Owner Trust
Series 2017-3A, Class A1A,
2.06%, 04/20/2022^(A)		519,459		519,456
VM Debt Trust
Series 2019-1,
7.50%, 06/15/2024		1,200,000		1,200,000
VOLT LXIV LLC
Series 2017-NP11, Class A1,
3.38%^(B), 10/25/2047^(A)		475,275		432,825
VOLT LXXX LLC
Series 2019-NPL6, Class A1B,
4.09%^(B), 10/25/2049^(A)		1,600,000		1,226,504
VOLT LXXXIII LLC
Series 2019-NPL9, Class A1A,
3.33%^(B), 11/26/2049^(A)		1,251,834		1,107,439
VOLT LXXXV LLC
Series 2020-NPL1, Class A1A,
3.23%^(B), 01/25/2050^(A)		1,058,829		932,792
VSE Voi Mortgage LLC
Series 2018-A, Class A,
3.56%, 02/20/2036^(A)		378,426		376,676
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates
Series 2004-1, Class 1A,
1-Month LIBOR + 0.30%, 1.25%^(B), 04/25/2034		608,904		538,033
Westgate Resorts LLC
Series 2017-1A, Class A,
3.05%, 12/20/2030^(A)		160,399		152,004
Westlake Automobile Receivables Trust
Series 2017-2A, Class C,
2.59%, 12/15/2022^(A)		565,736		564,951
Series 2019-3A, Class C,
2.49%, 10/15/2024^(A)		620,000		606,231
Series 2019-3A, Class D,
2.72%, 11/15/2024^(A)		490,000		453,105


	Principal		Value
ASSET-BACKED SECURITIES (continued)
United States (continued)
Westlake Automobile Receivables Trust (continued)
Series 2019-3A, Class E,
3.59%, 03/17/2025^(A)		$ 1,700,000		$ 1,492,775
Series 2019-3A, Class F,
4.72%, 04/15/2026^(A)		1,000,000		681,392
World Financial Network Credit Card Master Trust
Series 2019-A, Class A,
3.14%, 12/15/2025		935,000		942,370

				166,592,442

Total Asset-Backed Securities (Cost $178,851,508)				169,067,183


CORPORATE DEBT SECURITIES - 14.7%
Australia - 0.4%
APT Pipelines, Ltd.
4.25%, 07/15/2027^(A)		216,000		224,724
Australia & New Zealand Banking Group, Ltd.
4.40%, 05/19/2026^(A)		200,000		200,671
Commonwealth Bank of Australia
2.50%, 09/18/2022^{(A) (E)}		300,000		297,541
2.85%, 05/18/2026^(A)		250,000		259,223
3.45%, 03/16/2023^(A)		250,000		253,762
4.50%, 12/09/2025^(A)		200,000		204,103
GAIF Bond Issuer Pty, Ltd.
3.40%, 09/30/2026^(A)		184,000		196,239
Macquarie Bank, Ltd.
4.00%, 07/29/2025^{(A) (E)}		150,000		159,639
Macquarie Group, Ltd.
Fixed until 11/28/2027, 3.76%^(B), 11/28/2028^(A)		475,000		514,035
Fixed until 01/15/2029, 5.03%^(B), 01/15/2030^(A)		960,000		984,346
6.25%, 01/14/2021^(A)		80,000		81,625
National Australia Bank, Ltd.
3.38%, 01/14/2026		500,000		527,166
Fixed until 08/02/2029, 3.93%^(B), 08/02/2034^(A)		390,000		383,361
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025^{(A) (E)}		300,000		306,182
Westpac Banking Corp.
2.85%, 05/13/2026		250,000		258,232
Fixed until 11/23/2026, 4.32%^(B), 11/23/2031, MTN		330,000		334,470
4.42%, 07/24/2039^(E)		225,000		219,495

				5,404,814

Canada - 0.6%
Air Canada Pass-Through Trust
3.30%, 07/15/2031^(A)		160,637		154,133
3.55%, 07/15/2031^(A)		736,714		796,649
3.75%, 06/15/2029^(A)		1,246,838		1,391,093
4.13%, 11/15/2026^(A)		187,025		191,104
Alimentation Couche-Tard, Inc.
2.95%, 01/25/2030^(A)		190,000		176,411
3.80%, 01/25/2050^(A)		335,000		293,755
Bank of Montreal
Fixed until 12/15/2027, 3.80%^(B), 12/15/2032		117,000		113,643
Barrick Gold Corp.
6.45%, 10/15/2035		100,000		114,422
Brookfield Finance, Inc.
3.90%, 01/25/2028		118,000		121,057
4.70%, 09/20/2047		147,000		138,029
4.85%, 03/29/2029		169,000		179,296


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Canada (continued)
Canadian Natural Resources, Ltd.
7.20%, 01/15/2032		$ 50,000		$ 46,355
Canadian Pacific Railway Co.
2.90%, 02/01/2025		173,000		165,743
Enbridge, Inc.
3.70%, 07/15/2027		54,000		51,255
4.50%, 06/10/2044		100,000		92,361
Fixed until 03/01/2028, 6.25%^(B), 03/01/2078		160,000		120,000
Fortis, Inc.
3.06%, 10/04/2026		298,000		285,410
Hydro-Quebec
8.40%, 01/15/2022		40,000		45,277
9.40%, 02/01/2021		220,000		235,216
Manulife Financial Corp.
Fixed until 02/24/2027, 4.06%^(B), 02/24/2032		400,000		385,752
Nutrien, Ltd.
4.13%, 03/15/2035		200,000		193,199
4.20%, 04/01/2029		65,000		67,820
5.00%, 04/01/2049		95,000		114,530
Ontario Teachers’ Cadillac Fairview Properties Trust
3.13%, 03/20/2022^(A)		200,000		193,938
3.88%, 03/20/2027^(A)		201,000		209,207
Ovintiv, Inc.
7.20%, 11/01/2031		100,000		43,897
8.13%, 09/15/2030		100,000		46,172
Rogers Communications, Inc.
4.35%, 05/01/2049		235,000		266,045
Royal Bank of Canada
4.65%, 01/27/2026, MTN		103,000		107,692
Suncor Energy, Inc.
5.35%, 07/15/2033		50,000		42,957
5.95%, 12/01/2034		300,000		286,637
7.88%, 06/15/2026		86,000		94,723
TransCanada PipeLines, Ltd.
2.50%, 08/01/2022		30,000		29,263
3.75%, 10/16/2023		35,000		36,103
4.88%, 01/15/2026		162,000		177,052
6.20%, 10/15/2037		100,000		116,199

				7,122,395

Cayman Islands - 0.1%
Avolon Holdings Funding, Ltd.
4.38%, 05/01/2026^(A)		350,000		280,052
CK Hutchison International 16, Ltd.
1.88%, 10/03/2021^(A)		200,000		199,408
CK Hutchison International 19, Ltd.
3.63%, 04/11/2029^{(A) (E)}		325,000		345,789
Hutchison Whampoa International 12 II, Ltd.
3.25%, 11/08/2022^(A)		200,000		206,936

				1,032,185

China - 0.0% ^(F)
Industrial & Commercial Bank of China, Ltd.
2.45%, 10/20/2021		250,000		255,235

Colombia - 0.0% ^(F)
Ecopetrol SA
4.13%, 01/16/2025		107,000		99,672
5.38%, 06/26/2026		116,000		112,752
5.88%, 09/18/2023		62,000		61,380

				273,804


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Denmark - 0.0% ^(F)
Danske Bank A/S
2.70%, 03/02/2022^(A)		$ 200,000		$ 191,240

Finland - 0.1%
Nordea Bank Abp
3.75%, 08/30/2023^(A)		1,000,000		1,006,829
4.25%, 09/21/2022^(A)		200,000		197,043

				1,203,872

France - 0.3%
Air Liquide Finance SA
2.25%, 09/27/2023^(A)		200,000		197,867
Banque Federative du Credit Mutuel SA
2.38%, 11/21/2024^(A)		711,000		696,081
BNP Paribas SA
Fixed until 01/13/2030, 3.05%^(B), 01/13/2031^(A)		435,000		406,761
3.80%, 01/10/2024^(A)		300,000		309,286
BPCE SA
3.38%, 12/02/2026, MTN		270,000		268,797
4.63%, 07/11/2024^(A)		200,000		196,611
Credit Agricole SA
3.88%, 04/15/2024^(A)		365,000		372,435
Societe Generale SA
3.00%, 01/22/2030^(A)		702,000		638,711
3.88%, 03/28/2024^(A)		560,000		565,874
4.25%, 04/14/2025^(A)		200,000		194,759
Total Capital International SA
3.46%, 07/12/2049		325,000		331,296

				4,178,478

Germany - 0.1%
Deutsche Bank AG
3.70%, 05/30/2024		233,000		220,338
4.25%, 10/14/2021		503,000		480,836

				701,174

Guernsey, Channel Islands - 0.0% ^(F)
Credit Suisse Group Funding Guernsey, Ltd.
3.75%, 03/26/2025		350,000		345,516

Hong Kong - 0.0% ^(F)
AIA Group, Ltd.
3.60%, 04/09/2029^(A)		265,000		275,152

Ireland - 0.3%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023		150,000		127,631
3.50%, 01/15/2025		200,000		162,169
AIB Group PLC
4.75%, 10/12/2023^(A)		525,000		524,039
GE Capital International Funding Unlimited Co.
2.34%, 11/15/2020		779,000		765,902
4.42%, 11/15/2035		1,260,000		1,344,522
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/2023		134,000		134,973
3.20%, 09/23/2026		605,000		612,007

				3,671,243


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Italy - 0.0% ^(F)
Eni SpA
4.00%, 09/12/2023^(A)		$ 200,000		$ 194,146

Japan - 0.5%
Dai-ichi Life Insurance Co., Ltd.
Fixed until 07/24/2026^(G), 4.00%^{(A) (B) (E)}		221,000		221,000
Daiwa Securities Group, Inc.
3.13%, 04/19/2022^(A)		171,000		172,519
Mitsubishi UFJ Financial Group, Inc.
2.19%, 02/25/2025		300,000		298,433
2.67%, 07/25/2022		170,000		169,432
3.00%, 02/22/2022		74,000		75,401
3.41%, 03/07/2024		420,000		428,509
3.75%, 07/18/2039		285,000		266,911
3.76%, 07/26/2023		259,000		267,694
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.65%, 09/19/2022^(A)		200,000		194,464
Mizuho Bank, Ltd.
3.60%, 09/25/2024^(A)		230,000		234,908
Mizuho Financial Group, Inc.
Fixed until 05/25/2025, 2.23%^(B), 05/25/2026		405,000		396,843
Fixed until 09/13/2029, 2.87%^(B), 09/13/2030		272,000		243,616
MUFG Bank, Ltd.
4.10%, 09/09/2023^(A)		200,000		207,998
Nomura Holdings, Inc.
2.65%, 01/16/2025		450,000		440,300
ORIX Corp.
2.90%, 07/18/2022		126,000		129,250
3.25%, 12/04/2024		300,000		313,689
Sumitomo Life Insurance Co.
Fixed until 09/14/2027, 4.00%^(B), 09/14/2077 ^(A)		200,000		200,000
Sumitomo Mitsui Financial Group, Inc.
2.44%, 10/19/2021		127,000		126,928
2.63%, 07/14/2026		134,000		130,647
2.78%, 07/12/2022 - 10/18/2022		455,000		457,032
2.85%, 01/11/2022		250,000		251,374
3.04%, 07/16/2029		505,000		501,428
3.10%, 01/17/2023		172,000		172,221
3.94%, 10/16/2023		800,000		847,648

				6,748,245

Luxembourg - 0.1%
Allergan Funding SCS
3.45%, 03/15/2022		269,000		279,313
3.85%, 06/15/2024		164,000		171,740
Covidien International Finance SA
2.95%, 06/15/2023		68,000		70,935
DH Europe Finance II Sarl
3.25%, 11/15/2039		67,000		66,231
Ingersoll-Rand Luxembourg Finance SA
2.63%, 05/01/2020		60,000		60,008
nVent Finance Sarl
4.55%, 04/15/2028		187,000		208,377
Schlumberger Investment SA
2.40%, 08/01/2022^(A)		70,000		68,619
3.30%, 09/14/2021^(A)		23,000		23,371

				948,594


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Mexico - 0.1%
America Movil SAB de CV
3.13%, 07/16/2022		$ 200,000		$ 201,919
Coca-Cola Femsa SAB de CV
2.75%, 01/22/2030		325,000		317,517
Mexico City Airport Trust
5.50%, 07/31/2047^(A)		200,000		162,978
Petroleos Mexicanos
6.35%, 02/12/2048		159,000		99,375
6.75%, 09/21/2047		209,000		136,143

				917,932

Netherlands - 0.4%
ABN AMRO Bank NV
2.45%, 06/04/2020^(A)		200,000		199,046
4.75%, 07/28/2025^(A)		300,000		300,386
Airbus SE
3.95%, 04/10/2047^(A)		150,000		154,927
Cooperatieve Rabobank UA
3.75%, 07/21/2026		510,000		491,315
3.88%, 09/26/2023^(A)		280,000		287,911
4.38%, 08/04/2025		255,000		261,173
4.63%, 12/01/2023		250,000		258,456
Deutsche Telekom International Finance BV
2.82%, 01/19/2022^(A)		150,000		148,970
4.88%, 03/06/2042^(A)		386,000		446,981
EDP Finance BV
3.63%, 07/15/2024^(A)		200,000		200,797
Enel Finance International NV
3.50%, 04/06/2028^(A)		200,000		200,058
3.63%, 05/25/2027^(A)		220,000		223,142
4.63%, 09/14/2025^(A)		200,000		212,361
Heineken NV
3.40%, 04/01/2022^(A)		150,000		151,652
ING Groep NV
3.95%, 03/29/2027		271,000		271,209
4.10%, 10/02/2023		480,000		492,623
Mylan NV
3.95%, 06/15/2026		97,000		95,723
Shell International Finance BV
2.13%, 05/11/2020		140,000		139,854
Siemens Financieringsmaatschappij NV
2.35%, 10/15/2026^(A)		350,000		352,634
3.13%, 03/16/2024^(A)		250,000		256,101

				5,145,319

New Zealand - 0.2%
ANZ New Zealand International, Ltd.
2.55%, 02/13/2030^(A)		420,000		407,580
3.45%, 07/17/2027^(A)		222,000		229,922
ASB Bank, Ltd.
3.13%, 05/23/2024^(A)		535,000		547,873
BNZ International Funding, Ltd.
2.65%, 11/03/2022^(A)		550,000		550,937

				1,736,312

Norway - 0.0% ^(F)
Equinor ASA
2.65%, 01/15/2024		143,000		145,714
3.25%, 11/10/2024		61,000		59,606

				205,320


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Republic of Korea - 0.0% ^(F)
Korea Gas Corp.
1.88%, 07/18/2021^(A)		$ 200,000		$ 201,627
Korea Southern Power Co., Ltd.
3.00%, 01/29/2021^(A)		200,000		202,800

				404,427

Singapore - 0.1%
BOC Aviation, Ltd.
2.75%, 09/18/2022^(A)		210,000		215,975
3.50%, 10/10/2024^(A)		200,000		213,907

				429,882

Spain - 0.0% ^(F)
Telefonica Emisiones SA
5.13%, 04/27/2020		102,000		102,007

Sweden - 0.0% ^(F)
Swedbank AB
2.80%, 03/14/2022^(A)		300,000		298,400

Switzerland - 0.1%
Credit Suisse Group AG
Fixed until 09/11/2024, 2.59%^(B), 09/11/2025^(A)		425,000		403,768
4.28%, 01/09/2028^(A)		580,000		593,480
UBS Group AG
Fixed until 08/15/2022, 2.86%^(B), 08/15/2023^(A)		200,000		198,320
Fixed until 08/13/2029, 3.13%^(B), 08/13/2030^(A) (E)		200,000		194,228
4.13%, 09/24/2025^(A)		200,000		207,745

				1,597,541

United Kingdom - 0.7%
Anglo American Capital PLC
4.00%, 09/11/2027^(A)		250,000		236,068
Aon PLC
3.50%, 06/14/2024		200,000		207,753
AstraZeneca PLC
4.00%, 09/18/2042		90,000		100,929
6.45%, 09/15/2037		120,000		170,177
Barclays PLC
3.65%, 03/16/2025		200,000		195,598
Fixed until 05/16/2023, 4.34%^(B), 05/16/2024		300,000		289,390
BP Capital Markets PLC
3.28%, 09/19/2027		444,000		446,508
3.54%, 11/04/2024		230,000		236,534
HSBC Bank PLC
4.75%, 01/19/2021^(A)		240,000		239,819
HSBC Holdings PLC
2.65%, 01/05/2022		403,000		402,442
Fixed until 03/13/2027, 4.04%^(B), 03/13/2028		700,000		711,847
4.25%, 08/18/2025		200,000		206,517
4.38%, 11/23/2026		200,000		210,562
4.88%, 01/14/2022		100,000		101,646
6.50%, 09/15/2037		375,000		450,908
Invesco Finance PLC
3.75%, 01/15/2026		62,000		66,647
4.00%, 01/30/2024		74,000		75,755
Lloyds Banking Group PLC
4.38%, 03/22/2028		221,000		235,474
4.58%, 12/10/2025		200,000		202,292


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United Kingdom (continued)
NatWest Markets PLC
3.63%, 09/29/2022^(A)		$ 510,000		$ 503,949
Royal Bank of Scotland Group PLC
Fixed until 11/01/2024, 3.75%^(B), 11/01/2029		397,000		367,118
Fixed until 03/22/2024, 4.27%^(B), 03/22/2025		245,000		255,199
Fixed until 05/08/2029, 4.45%^(B), 05/08/2030		380,000		395,977
Santander Group Holdings PLC
Fixed until 11/03/2027, 3.82%^(B), 11/03/2028		500,000		496,656
Standard Chartered PLC
Fixed until 01/30/2025, 2.82%^(B), 01/30/2026^(A)		550,000		521,101
Fixed until 01/20/2022, 4.25%^(B), 01/20/2023^(A)		350,000		351,372
Fixed until 05/21/2029, 4.31%^(B), 05/21/2030^(A)		200,000		200,015
5.20%, 01/26/2024^(A)		210,000		205,551
Vodafone Group PLC
4.88%, 06/19/2049		350,000		386,149
5.25%, 05/30/2048		187,000		225,373
6.25%, 11/30/2032		180,000		215,982

				8,911,308

United States - 10.6%
Abbott Laboratories
4.90%, 11/30/2046		425,000		579,998
AbbVie, Inc.
3.20%, 11/21/2029^(A)		1,106,000		1,110,543
4.05%, 11/21/2039^(A)		1,092,000		1,123,241
4.40%, 11/06/2042		230,000		255,280
4.50%, 05/14/2035		200,000		226,857
AEP Transmission Co. LLC
3.15%, 09/15/2049		150,000		150,599
Aetna, Inc.
4.50%, 05/15/2042		10,000		10,404
6.75%, 12/15/2037		70,000		91,071
AIG SunAmerica Global Financing X
6.90%, 03/15/2032^(A)		150,000		193,753
Air Lease Corp.
3.25%, 03/01/2025 - 10/01/2029		785,000		626,307
Alabama Power Co.
3.55%, 12/01/2023		76,000		78,453
3.75%, 03/01/2045		25,000		25,715
4.10%, 01/15/2042		31,000		31,197
4.15%, 08/15/2044		24,000		22,519
6.00%, 03/01/2039		38,000		49,112
Albemarle Corp.
5.45%, 12/01/2044		100,000		116,122
Alexandria Real Estate Equities, Inc.
3.80%, 04/15/2026		60,000		59,943
4.00%, 02/01/2050		279,000		252,390
Allergan, Inc.
2.80%, 03/15/2023		129,000		128,254
3.38%, 09/15/2020		97,000		98,043
Amazon.com, Inc.
3.88%, 08/22/2037		300,000		358,372
American Airlines Pass-Through Trust
3.00%, 04/15/2030		415,006		391,659
3.65%, 12/15/2029 - 08/15/2030		538,016		516,932
3.70%, 04/15/2027 - 04/01/2028		400,309		355,424
4.95%, 07/15/2024		188,726		191,797
American Express Co.
3.40%, 02/27/2023		103,000		105,525
3.63%, 12/05/2024		21,000		21,617


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
American Express Credit Corp.
2.38%, 05/26/2020, MTN		$ 216,000		$ 215,991
2.60%, 09/14/2020, MTN		75,000		74,959
American Honda Finance Corp.
2.30%, 09/09/2026, MTN		40,000		38,216
2.90%, 02/16/2024, MTN		70,000		69,490
American International Group, Inc.
3.88%, 01/15/2035		74,000		70,174
4.50%, 07/16/2044		60,000		60,843
American Tower Corp.
2.90%, 01/15/2030		190,000		183,112
3.38%, 10/15/2026		113,000		111,954
3.70%, 10/15/2049		350,000		322,662
American Water Capital Corp.
3.45%, 06/01/2029		60,000		63,959
3.85%, 03/01/2024		200,000		207,399
4.00%, 12/01/2046		91,000		92,080
Analog Devices, Inc.
3.13%, 12/05/2023		85,000		86,341
4.50%, 12/05/2036		140,000		150,418
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.70%, 02/01/2036		2,062,000		2,159,412
4.90%, 02/01/2046		375,000		408,436
Anheuser-Busch InBev Finance, Inc.
4.63%, 02/01/2044		55,000		57,553
4.70%, 02/01/2036		155,000		159,448
Anheuser-Busch InBev Worldwide, Inc.
4.44%, 10/06/2048		345,000		351,951
4.75%, 04/15/2058		50,000		51,282
ANR Pipeline Co.
9.63%, 11/01/2021		70,000		73,515
Anthem, Inc.
3.30%, 01/15/2023		21,000		21,316
3.50%, 08/15/2024		208,000		213,416
4.10%, 03/01/2028		105,000		112,371
4.63%, 05/15/2042		50,000		54,904
4.65%, 08/15/2044		97,000		106,319
Apache Corp.
3.25%, 04/15/2022		7,000		5,256
4.75%, 04/15/2043		23,000		10,178
5.10%, 09/01/2040		90,000		39,755
Appalachian Power Co.
5.80%, 10/01/2035		25,000		30,436
6.70%, 08/15/2037		55,000		66,824
Apple, Inc.
2.45%, 08/04/2026		185,000		193,789
2.90%, 09/12/2027		299,000		319,056
3.00%, 06/20/2027		263,000		281,603
3.20%, 05/13/2025 - 05/11/2027		267,000		289,133
3.35%, 02/09/2027		410,000		446,881
3.45%, 02/09/2045		257,000		290,981
3.75%, 09/12/2047		420,000		513,825
3.85%, 08/04/2046		129,000		155,399
4.65%, 02/23/2046		40,000		53,052
Arizona Public Service Co.
5.05%, 09/01/2041		23,000		26,287
Arrow Electronics, Inc.
3.25%, 09/08/2024		132,000		122,176
3.88%, 01/12/2028		111,000		103,664
Assurant, Inc.
4.20%, 09/27/2023		250,000		265,594
AT&T, Inc.
3.55%, 06/01/2024		385,000		399,424
3.60%, 07/15/2025		305,000		323,147


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
AT&T, Inc. (continued)
3.95%, 01/15/2025		$ 237,000		$ 250,269
4.50%, 05/15/2035		285,000		303,745
4.90%, 08/15/2037		936,000		1,042,830
Athene Global Funding
2.75%, 04/20/2020^(A)		281,000		280,388
2.95%, 11/12/2026^(A)		1,390,000		1,333,273
Atmos Energy Corp.
4.13%, 10/15/2044		75,000		81,382
Avangrid, Inc.
3.15%, 12/01/2024		108,000		107,413
Aviation Capital Group LLC
2.88%, 01/20/2022^(A)		150,000		135,598
3.88%, 05/01/2023^(A)		100,000		93,448
Baker Hughes a GE Co. LLC
5.13%, 09/15/2040		115,000		103,065
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
3.14%, 11/07/2029		500,000		441,864
Baltimore Gas & Electric Co.
3.50%, 08/15/2046		141,000		140,746
5.20%, 06/15/2033		200,000		236,430
Bank of America Corp.
Fixed until 02/13/2030, 2.50%^(B), 02/13/2031, MTN		1,080,000		1,044,282
Fixed until 04/24/2022, 2.88%^(B), 04/24/2023		340,000		341,385
Fixed until 12/20/2022, 3.00%^(B), 12/20/2023		958,000		977,348
Fixed until 10/01/2024, 3.09%^(B), 10/01/2025, MTN		161,000		161,421
Fixed until 01/20/2022, 3.12%^(B), 01/20/2023, MTN		351,000		356,619
Fixed until 01/23/2025, 3.37%^(B), 01/23/2026		1,650,000		1,728,485
Fixed until 12/20/2027, 3.42%^(B), 12/20/2028		296,000		305,335
Fixed until 03/05/2023, 3.55%^(B), 03/05/2024		115,000		119,613
Fixed until 04/24/2027, 3.71%^(B), 04/24/2028		800,000		817,977
3.95%, 04/21/2025, MTN		338,000		355,335
Fixed until 03/05/2028, 3.97%^(B), 03/05/2029, MTN		400,000		417,734
4.00%, 01/22/2025, MTN		378,000		397,804
4.25%, 10/22/2026, MTN		142,000		150,932
Bank of New York Mellon Corp.
2.60%, 02/07/2022, MTN		100,000		100,831
Fixed until 05/16/2022, 2.66%^(B), 05/16/2023, MTN		301,000		302,195
2.80%, 05/04/2026, MTN		51,000		52,291
3.25%, 09/11/2024, MTN		190,000		197,687
4.15%, 02/01/2021, MTN		55,000		55,131
BAT Capital Corp.
4.54%, 08/15/2047		130,000		118,318
Baxalta, Inc.
3.60%, 06/23/2022		20,000		20,246
5.25%, 06/23/2045		9,000		11,303
Becton Dickinson and Co.
3.73%, 12/15/2024		13,000		13,326
Berkshire Hathaway Energy Co.
3.50%, 02/01/2025		71,000		74,888
3.75%, 11/15/2023		293,000		305,769
6.13%, 04/01/2036		122,000		160,765
Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042		62,000		75,138
Blackstone Holdings Finance Co. LLC
4.45%, 07/15/2045^(A)		33,000		33,955


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
BMW US Capital LLC
2.25%, 09/15/2023^(A)		$ 180,000		$ 174,076
Boardwalk Pipelines, LP, Co.
4.80%, 05/03/2029^(E)		170,000		128,092
Boston Gas Co.
4.49%, 02/15/2042^(A)		24,000		24,922
Boston Properties, LP
3.20%, 01/15/2025		190,000		191,748
3.65%, 02/01/2026		74,000		75,047
Boston Scientific Corp.
3.75%, 03/01/2026		235,000		246,446
4.70%, 03/01/2049		355,000		405,382
BP Capital Markets America, Inc.
3.25%, 05/06/2022		227,000		229,428
Bristol-Myers Squibb Co.
3.20%, 06/15/2026^(A)		373,000		395,974
4.13%, 06/15/2039^(A)		252,000		301,592
4.55%, 02/20/2048^(A)		235,000		297,628
5.00%, 08/15/2045^(A)		225,000		300,884
5.70%, 10/15/2040^(A)		114,000		157,275
British Airways Pass-Through Trust
3.30%, 06/15/2034^(A)		324,849		305,160
4.13%, 03/20/2033^(A)		593,978		518,083
Brixmor Operating Partnership, LP
3.85%, 02/01/2025		150,000		148,000
Broadcom Corp. / Broadcom Cayman Finance, Ltd.
3.63%, 01/15/2024		361,000		354,604
3.88%, 01/15/2027		100,000		95,537
Broadcom, Inc.
4.75%, 04/15/2029^(A)		880,000		892,630
Brooklyn Union Gas Co.
4.27%, 03/15/2048^(A)		160,000		164,867
Buckeye Partners, LP
5.85%, 11/15/2043		100,000		66,970
Bunge, Ltd. Finance Corp.
3.50%, 11/24/2020		55,000		55,455
Burlington Northern Santa Fe LLC
5.15%, 09/01/2043		231,000		292,727
5.40%, 06/01/2041		60,000		75,577
6.15%, 05/01/2037		200,000		260,540
7.95%, 08/15/2030		200,000		278,447
Cameron LNG LLC
3.70%, 01/15/2039^(A)		414,000		366,845
Campbell Soup Co.
4.80%, 03/15/2048^(E)		130,000		154,971
Capital One Bank USA NA
3.38%, 02/15/2023		300,000		295,477
Capital One Financial Corp.
3.20%, 02/05/2025		175,000		171,587
3.75%, 04/24/2024 - 07/28/2026		260,000		250,044
4.20%, 10/29/2025		100,000		98,851
Cargill, Inc.
3.30%, 03/01/2022^(A)		110,000		112,577
Caterpillar Financial Services Corp.
2.75%, 08/20/2021, MTN		60,000		60,381
2.85%, 06/01/2022, MTN		77,000		78,170
3.75%, 11/24/2023, MTN		121,000		127,297
Caterpillar, Inc.
2.60%, 06/26/2022		31,000		31,250
Celanese US Holdings LLC
3.50%, 05/08/2024		350,000		331,361
CenterPoint Energy Houston Electric LLC
3.00%, 02/01/2027		137,000		136,880
CenterPoint Energy Resources Corp.
4.50%, 01/15/2021		130,000		131,105


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Charter Communications Operating LLC / Charter Communications Operating Capital
4.80%, 03/01/2050		$ 470,000		$ 489,069
5.05%, 03/30/2029		290,000		313,490
6.38%, 10/23/2035		89,000		105,637
6.83%, 10/23/2055		120,000		141,626
Chevron Corp.
2.41%, 03/03/2022		200,000		201,538
Cigna Corp.
3.05%, 11/30/2022^(A)		130,000		133,448
4.13%, 09/15/2020^(A)		90,000		90,499
4.50%, 02/25/2026^(A)		144,000		155,249
4.80%, 07/15/2046^(A)		62,000		73,327
Citigroup, Inc.
Fixed until 01/24/2022, 3.14%^(B), 01/24/2023		231,000		233,721
3.20%, 10/21/2026		194,000		200,887
Fixed until 10/27/2027, 3.52%^(B), 10/27/2028		750,000		750,298
Fixed until 07/24/2027, 3.67%^(B), 07/24/2028		450,000		465,879
3.88%, 03/26/2025		100,000		101,371
Fixed until 01/24/2038, 3.88%^(B), 01/24/2039		100,000		98,950
Fixed until 03/20/2029, 3.98%^(B), 03/20/2030		600,000		639,414
4.30%, 11/20/2026		250,000		261,532
4.40%, 06/10/2025		358,000		374,319
4.45%, 09/29/2027		48,000		50,113
Citizens Bank NA
3.70%, 03/29/2023		270,000		276,590
Citizens Financial Group, Inc.
2.38%, 07/28/2021		39,000		38,836
4.30%, 12/03/2025		60,000		62,796
Cleveland Electric Illuminating Co.
3.50%, 04/01/2028^(A)		167,000		157,088
5.50%, 08/15/2024		100,000		116,440
CME Group, Inc.
3.00%, 03/15/2025		126,000		130,008
CMS Energy Corp.
2.95%, 02/15/2027		78,000		76,838
3.88%, 03/01/2024		100,000		101,903
CNA Financial Corp.
3.45%, 08/15/2027		160,000		148,065
Comcast Corp.
3.00%, 02/01/2024		117,000		122,791
3.15%, 03/01/2026		309,000		323,815
3.20%, 07/15/2036		200,000		208,928
3.25%, 11/01/2039		280,000		289,039
3.38%, 02/15/2025		77,000		82,024
3.45%, 02/01/2050		142,000		155,576
3.95%, 10/15/2025		291,000		316,416
4.00%, 11/01/2049		23,000		27,129
4.20%, 08/15/2034		378,000		431,641
4.25%, 01/15/2033		589,000		688,127
4.60%, 10/15/2038		350,000		428,406
4.95%, 10/15/2058		440,000		595,526
Commonwealth Edison Co.
3.65%, 06/15/2046		81,000		85,662
3.75%, 08/15/2047		150,000		160,041
Conagra Brands, Inc.
5.30%, 11/01/2038		90,000		97,859
Connecticut Light & Power Co.
3.20%, 03/15/2027		130,000		136,205
ConocoPhillips Co.
4.95%, 03/15/2026		150,000		160,156


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Consolidated Edison Co. of New York, Inc.
3.70%, 11/15/2059		$ 150,000		$ 142,178
4.20%, 03/15/2042		25,000		26,289
Constellation Brands, Inc.
4.40%, 11/15/2025		120,000		121,036
5.25%, 11/15/2048		70,000		74,065
Consumers Energy Co.
3.25%, 08/15/2046		52,000		52,059
4.35%, 08/31/2064		32,000		35,632
Continental Airlines Pass-Through Trust
4.00%, 04/29/2026		29,375		28,399
4.15%, 10/11/2025		340,039		366,423
Corning, Inc.
3.90%, 11/15/2049		464,000		451,143
Costco Wholesale Corp.
2.75%, 05/18/2024		142,000		148,869
Cottage Health Obligated Group
3.30%, 11/01/2049		270,000		274,878
Cox Communications, Inc.
3.25%, 12/15/2022^(A)		140,000		141,868
3.35%, 09/15/2026^(A)		67,000		67,619
4.60%, 08/15/2047^(A)		118,000		121,853
CRH America Finance, Inc.
3.40%, 05/09/2027^(A)		200,000		198,808
Crown Castle International Corp.
4.00%, 03/01/2027		47,000		48,400
4.88%, 04/15/2022		100,000		102,793
5.25%, 01/15/2023		80,000		83,406
Crown Castle Towers LLC
3.22%, 05/15/2042^(A)		104,000		104,038
CSX Corp.
3.35%, 09/15/2049		50,000		47,277
4.75%, 05/30/2042 - 11/15/2048		250,000		287,019
6.00%, 10/01/2036, MTN		70,000		84,705
CVS Health Corp.
3.25%, 08/15/2029		345,000		335,650
4.30%, 03/25/2028		358,000		382,932
5.05%, 03/25/2048		894,000		1,021,420
CVS Pass-Through Trust
4.70%, 01/10/2036^(A)		203,598		239,597
5.93%, 01/10/2034^(A)		196,473		223,973
6.20%, 10/10/2025^(A)		72,902		80,819
Daimler Finance North America LLC
2.88%, 03/10/2021^(A)		250,000		247,441
Dell International LLC / EMC Corp.
6.02%, 06/15/2026^(A)		423,000		436,571
Delmarva Power & Light Co.
4.00%, 06/01/2042		47,000		48,038
4.15%, 05/15/2045		140,000		154,828
Delta Air Lines Pass-Through Trust
3.63%, 01/30/2029		241,461		219,380
4.75%, 11/07/2021		12,256		12,260
6.82%, 02/10/2024		632,745		666,384
Diageo Investment Corp.
8.00%, 09/15/2022		40,000		45,008
Digital Realty Trust, LP
3.70%, 08/15/2027		89,000		88,363
Discover Bank
4.20%, 08/08/2023^(E)		350,000		368,497
Discovery Communications LLC
3.30%, 05/15/2022		190,000		186,180
4.38%, 06/15/2021		137,000		139,162
6.35%, 06/01/2040		50,000		56,262
Dollar General Corp.
4.13%, 05/01/2028		100,000		105,690
Dominion Energy Gas Holdings LLC
2.80%, 11/15/2020		59,000		58,697
3.90%, 11/15/2049		358,000		309,193
4.60%, 12/15/2044		250,000		249,539


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Dominion Energy, Inc.
2.75%, 09/15/2022		$ 132,000		$ 131,277
2.85%, 08/15/2026		61,000		58,379
4.90%, 08/01/2041		11,000		11,464
5.25%, 08/01/2033		90,000		95,796
6.30%, 03/15/2033		50,000		61,344
Dow Chemical Co.
5.25%, 11/15/2041		17,000		17,187
8.85%, 09/15/2021		190,000		202,234
DTE Electric Co.
3.70%, 03/15/2045		123,000		129,864
Duke Energy Carolinas LLC
3.90%, 06/15/2021		100,000		102,094
6.00%, 12/01/2028		100,000		122,201
Duke Energy Indiana LLC
3.75%, 05/15/2046		100,000		107,956
Duke Energy Ohio, Inc.
3.80%, 09/01/2023		136,000		143,676
Duke Energy Progress LLC
3.70%, 10/15/2046		113,000		120,928
4.15%, 12/01/2044		65,000		73,025
4.20%, 08/15/2045		130,000		147,931
4.38%, 03/30/2044		44,000		50,487
5.70%, 04/01/2035		100,000		128,638
Duke Realty, LP
3.25%, 06/30/2026		36,000		35,983
3.63%, 04/15/2023		146,000		147,397
DuPont de Nemours, Inc.
5.32%, 11/15/2038		145,000		162,866
Duquesne Light Holdings, Inc.
3.62%, 08/01/2027^(A)		250,000		246,023
DXC Technology Co.
4.25%, 04/15/2024		99,000		102,248
Eaton Corp.
4.00%, 11/02/2032		21,000		21,702
5.80%, 03/15/2037		130,000		169,946
Ecolab, Inc.
3.25%, 01/14/2023		66,000		65,884
Edison International
3.55%, 11/15/2024		645,000		640,580
5.75%, 06/15/2027		200,000		207,727
Emera US Finance, LP
4.75%, 06/15/2046		270,000		248,600
Enable Midstream Partners, LP
4.95%, 05/15/2028		95,000		57,283
Energy Transfer Operating, LP
4.75%, 01/15/2026		96,000		87,510
6.05%, 06/01/2041		325,000		282,985
Eni USA, Inc.
7.30%, 11/15/2027		150,000		179,245
Entergy Arkansas LLC
3.50%, 04/01/2026		61,000		64,603
Entergy Corp.
2.95%, 09/01/2026		65,000		61,296
Entergy Louisiana LLC
2.40%, 10/01/2026		118,000		115,832
3.05%, 06/01/2031		107,000		106,849
Enterprise Products Operating LLC
3.70%, 01/31/2051^(E)		200,000		176,374
3.95%, 01/31/2060		130,000		109,241
4.20%, 01/31/2050		275,000		262,367
4.45%, 02/15/2043		62,000		58,565
4.95%, 10/15/2054		35,000		35,636
5.10%, 02/15/2045		65,000		63,914
5.75%, 03/01/2035		100,000		98,438
7.55%, 04/15/2038		60,000		69,408


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
EOG Resources, Inc.
2.63%, 03/15/2023		$ 47,000		$ 45,681
EQM Midstream Partners, LP
5.50%, 07/15/2028		290,000		161,153
EQT Corp.
3.90%, 10/01/2027		161,000		111,042
ERAC USA Finance LLC
4.50%, 08/16/2021 - 02/15/2045^(A)		285,000		276,912
5.25%, 10/01/2020^(A)		8,000		8,128
5.63%, 03/15/2042^(A)		37,000		40,250
Essex Portfolio, LP
2.65%, 03/15/2032		300,000		266,177
Estee Lauder Cos., Inc.
3.13%, 12/01/2049		450,000		436,369
Evergy Metro, Inc.
3.15%, 03/15/2023		47,000		48,865
5.30%, 10/01/2041		60,000		71,949
Evergy, Inc.
2.90%, 09/15/2029		370,000		350,110
Exelon Corp.
3.40%, 04/15/2026		63,000		61,069
3.50%, 06/01/2022		300,000		290,683
Exxon Mobil Corp.
3.00%, 08/16/2039		345,000		345,073
3.10%, 08/16/2049^(E)		425,000		430,375
Fifth Third Bancorp
3.95%, 03/14/2028^(E)		210,000		220,646
FirstEnergy Corp.
2.65%, 03/01/2030		550,000		512,712
3.40%, 03/01/2050		520,000		490,862
4.85%, 07/15/2047		66,000		72,144
Fiserv, Inc.
3.20%, 07/01/2026		155,000		160,094
4.40%, 07/01/2049		145,000		153,450
Florida Power & Light Co.
5.13%, 06/01/2041		30,000		37,091
5.63%, 04/01/2034		100,000		129,224
General Electric Co.
2.70%, 10/09/2022		34,000		33,027
4.38%, 09/16/2020, MTN		104,000		104,060
4.65%, 10/17/2021, MTN		222,000		225,876
5.55%, 01/05/2026, MTN		542,000		577,288
General Mills, Inc.
4.00%, 04/17/2025		185,000		198,869
4.55%, 04/17/2038		45,000		47,728
Gilead Sciences, Inc.
3.25%, 09/01/2022		120,000		122,752
Glencore Funding LLC
4.63%, 04/29/2024^(A)		220,000		201,190
Global Payments, Inc.
4.15%, 08/15/2049		305,000		288,978
Goldman Sachs Group, Inc.
Fixed until 10/31/2021, 2.88%^(B), 10/31/2022		865,000		868,995
Fixed until 09/29/2024, 3.27%^(B), 09/29/2025		484,000		491,880
3.50%, 11/16/2026		460,000		466,804
Fixed until 06/05/2027, 3.69%^(B), 06/05/2028		523,000		536,996
3.85%, 01/26/2027		1,490,000		1,536,309
Fixed until 04/23/2038, 4.41%^(B), 04/23/2039		385,000		402,617
Goodman Finance Three LLC
3.70%, 03/15/2028^(A)		151,000		142,076
GTP Acquisition Partners I LLC
2.35%, 06/15/2045^(A)		39,000		39,256
3.48%, 06/15/2050^(A)		36,000		36,207


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Guardian Life Insurance Co. of America
4.85%, 01/24/2077^(A)		$ 44,000		$ 50,024
Halliburton Co.
3.80%, 11/15/2025		7,000		6,607
4.85%, 11/15/2035		157,000		121,696
7.60%, 08/15/2096^(A)		40,000		37,921
8.75%, 02/15/2021		100,000		101,720
Harborwalk Funding Trust
Fixed until 02/15/2049, 5.08%^(B), 02/15/2069 ^(A)		400,000		470,805
Hartford Financial Services Group, Inc.
4.30%, 04/15/2043		210,000		217,706
Hartford HealthCare Corp.
3.45%, 07/01/2054		580,000		549,843
HCA, Inc.
5.13%, 06/15/2039		280,000		288,912
5.25%, 06/15/2026		320,000		335,606
Healthcare Trust of America Holdings, LP
3.10%, 02/15/2030		500,000		446,644
Healthpeak Properties, Inc.
3.00%, 01/15/2030		200,000		190,683
3.40%, 02/01/2025		38,000		37,573
3.50%, 07/15/2029		296,000		289,232
3.88%, 08/15/2024		360,000		366,876
4.20%, 03/01/2024		27,000		27,061
Hess Corp.
6.00%, 01/15/2040		108,000		81,615
Home Depot, Inc.
3.13%, 12/15/2049		450,000		443,990
IBM Credit LLC
3.00%, 02/06/2023		300,000		310,425
Indiana Michigan Power Co.
3.20%, 03/15/2023		120,000		127,423
Intercontinental Exchange, Inc.
4.00%, 10/15/2023		115,000		120,460
International Business Machines Corp.
3.30%, 05/15/2026		625,000		667,932
7.00%, 10/30/2025		50,000		61,954
International Flavors & Fragrances, Inc.
4.45%, 09/26/2028		110,000		128,815
5.00%, 09/26/2048		126,000		128,529
International Lease Finance Corp.
5.88%, 08/15/2022		150,000		138,083
8.63%, 01/15/2022		360,000		358,590
International Paper Co.
8.70%, 06/15/2038		70,000		100,283
ITC Holdings Corp.
2.70%, 11/15/2022		200,000		198,310
Jackson National Life Global Funding
2.50%, 06/27/2022^(A)		100,000		98,186
3.05%, 04/29/2026^(A)		81,000		86,917
3.25%, 01/30/2024^(A)		29,000		28,860
JB Hunt Transport Services, Inc.
3.88%, 03/01/2026		215,000		220,901
Jersey Central Power & Light Co.
6.15%, 06/01/2037		80,000		107,031
John Deere Capital Corp.
2.25%, 09/14/2026, MTN		220,000		214,860
2.80%, 09/08/2027, MTN		100,000		98,641
John Sevier Combined Cycle Generation LLC
4.63%, 01/15/2042		68,656		82,400
Keurig Dr. Pepper, Inc.
3.43%, 06/15/2027		550,000		560,503
4.42%, 05/25/2025		112,000		119,351
4.99%, 05/25/2038		162,000		180,208


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
KeyCorp
4.15%, 10/29/2025, MTN		$ 130,000		$ 136,021
KeySpan Gas East Corp.
2.74%, 08/15/2026^(A)		97,000		98,125
Kimberly-Clark Corp.
2.40%, 06/01/2023		100,000		101,968
Kraft Heinz Foods Co.
2.80%, 07/02/2020		47,000		46,651
Kroger Co.
4.00%, 02/01/2024		95,000		99,946
8.00%, 09/15/2029		125,000		173,101
L3 Harris Technologies, Inc.
3.83%, 04/27/2025		200,000		208,075
Laboratory Corp. of America Holdings
3.20%, 02/01/2022		138,000		139,147
Legg Mason, Inc.
3.95%, 07/15/2024^(E)		115,000		114,108
Liberty Mutual Group, Inc.
4.57%, 02/01/2029^(A)		100,000		110,495
Liberty Mutual Insurance Co.
8.50%, 05/15/2025^(A)		220,000		263,074
Life Storage, LP
4.00%, 06/15/2029		350,000		355,379
Lincoln National Corp.
4.00%, 09/01/2023		100,000		100,026
4.20%, 03/15/2022		206,000		209,199
Lockheed Martin Corp.
4.50%, 05/15/2036		150,000		158,534
Lowe’s Cos., Inc.
2.50%, 04/15/2026		150,000		148,938
3.13%, 09/15/2024		50,000		50,832
3.65%, 04/05/2029		255,000		261,644
4.55%, 04/05/2049		140,000		151,031
4.65%, 04/15/2042		43,000		45,160
Magellan Midstream Partners, LP
3.20%, 03/15/2025		59,000		53,576
4.20%, 12/01/2042		75,000		65,236
4.25%, 02/01/2021		234,000		232,809
5.15%, 10/15/2043		62,000		60,349
Marathon Petroleum Corp.
3.63%, 09/15/2024		96,000		85,112
Martin Marietta Materials, Inc.
3.45%, 06/01/2027		156,000		159,631
Masco Corp.
6.50%, 08/15/2032		250,000		291,958
Massachusetts Electric Co.
4.00%, 08/15/2046^(A)		113,000		109,867
Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070^(A)		44,000		40,719
7.63%, 11/15/2023^(A)		250,000		283,140
MassMutual Global Funding II
2.50%, 10/17/2022^(A)		100,000		99,613
McDonald’s Corp.
4.70%, 12/09/2035, MTN		39,000		44,002
6.30%, 10/15/2037, MTN		71,000		90,304
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		100,000		109,111
4.60%, 06/01/2044		70,000		83,058
Memorial Health Services
3.45%, 11/01/2049		535,000		547,035
Metropolitan Life Global Funding I
3.00%, 01/10/2023 - 09/19/2027^(A)		320,000		318,925
3.88%, 04/11/2022^(A)		300,000		315,407
Microsoft Corp.
3.50%, 02/12/2035		68,000		79,968
3.95%, 08/08/2056		88,000		110,902
4.00%, 02/12/2055		71,000		90,337
4.10%, 02/06/2037		266,000		320,642


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Morgan Stanley
Fixed until 07/22/2027, 3.59%^(B), 07/22/2028		$ 711,000		$ 721,931
3.63%, 01/20/2027		564,000		603,431
Fixed until 04/24/2023, 3.74%^(B), 04/24/2024		815,000		834,665
Fixed until 01/24/2028, 3.77%^(B), 01/24/2029, MTN		221,000		232,820
3.88%, 01/27/2026, MTN		360,000		384,523
4.00%, 07/23/2025, MTN		871,000		918,083
4.30%, 01/27/2045		254,000		293,989
5.00%, 11/24/2025		334,000		365,641
5.50%, 07/28/2021, MTN		410,000		425,701
MPLX, LP
4.13%, 03/01/2027		104,000		88,618
4.50%, 04/15/2038		165,000		128,839
4.70%, 04/15/2048		32,000		24,768
5.20%, 03/01/2047		81,000		66,826
5.25%, 01/15/2025^(A)		134,000		114,859
5.50%, 02/15/2049		275,000		231,919
National Retail Properties, Inc.
3.50%, 10/15/2027		100,000		98,726
3.60%, 12/15/2026		124,000		124,096
4.30%, 10/15/2028		400,000		407,108
National Rural Utilities Cooperative Finance Corp.
2.95%, 02/07/2024		61,000		63,916
3.05%, 04/25/2027		92,000		96,305
Nevada Power Co.
5.38%, 09/15/2040		80,000		92,355
5.45%, 05/15/2041		40,000		48,172
6.65%, 04/01/2036		100,000		132,170
New England Power Co.
3.80%, 12/05/2047^(A)		112,000		114,904
New York Life Global Funding
2.35%, 07/14/2026^(A)		75,000		74,649
3.00%, 01/10/2028^(A)		137,000		140,241
New York Life Insurance Co.
4.45%, 05/15/2069^(A)		330,000		344,827
New York State Electric & Gas Corp.
3.25%, 12/01/2026^(A)		83,000		87,118
NextEra Energy Capital Holdings, Inc.
3.55%, 05/01/2027		45,000		45,873
Niagara Mohawk Power Corp.
3.51%, 10/01/2024^(A)		141,000		147,491
NiSource, Inc.
2.95%, 09/01/2029		210,000		199,254
3.85%, 02/15/2023		50,000		49,856
5.65%, 02/01/2045		89,000		102,203
5.80%, 02/01/2042		67,000		74,503
6.25%, 12/15/2040		100,000		114,838
Noble Energy, Inc.
3.25%, 10/15/2029		200,000		116,865
5.25%, 11/15/2043		220,000		129,244
6.00%, 03/01/2041		57,000		38,144
Norfolk Southern Corp.
3.85%, 01/15/2024		125,000		130,111
3.95%, 10/01/2042		25,000		25,458
4.05%, 08/15/2052		127,000		136,343
Northern Trust Corp.
Fixed until 05/08/2027, 3.38%^(B), 05/08/2032		280,000		271,124
Northrop Grumman Corp.
3.20%, 02/01/2027		112,000		116,367
3.25%, 01/15/2028		75,000		77,934
3.85%, 04/15/2045		44,000		46,422


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
NRG Energy, Inc.
4.45%, 06/15/2029^(A)		$ 250,000		$ 252,933
Nucor Corp.
6.40%, 12/01/2037		200,000		251,210
NYU Langone Hospitals
3.38%, 07/01/2055		225,000		208,832
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		142,000		136,320
Occidental Petroleum Corp.
4.63%, 06/15/2045		26,000		11,020
7.50%, 05/01/2031		190,000		98,154
7.88%, 09/15/2031		100,000		53,069
Office Properties Income Trust
4.00%, 07/15/2022		251,000		245,488
Ohio Power Co.
6.60%, 03/01/2033		65,000		93,763
Oncor Electric Delivery Co. LLC
5.75%, 03/15/2029		50,000		60,970
OneBeacon Holdings, Inc.
4.60%, 11/09/2022		250,000		269,381
ONEOK Partners, LP
3.38%, 10/01/2022		30,000		27,464
5.00%, 09/15/2023		65,000		59,369
6.65%, 10/01/2036		220,000		200,158
ONEOK, Inc.
3.40%, 09/01/2029		275,000		205,281
5.20%, 07/15/2048		300,000		235,197
Oracle Corp.
2.50%, 05/15/2022 - 10/15/2022		341,000		347,473
2.95%, 11/15/2024 - 05/15/2025		600,000		623,030
3.80%, 11/15/2037		160,000		164,825
3.85%, 07/15/2036		70,000		73,601
3.90%, 05/15/2035		60,000		64,865
Otis Worldwide Corp.
2.57%, 02/15/2030^(A)		580,000		563,700
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(B), 10/24/2067 ^(A)		124,000		105,841
PacifiCorp.
6.25%, 10/15/2037		20,000		25,961
Packaging Corp. of America
4.05%, 12/15/2049		340,000		336,814
Parker-Hannifin Corp.
4.10%, 03/01/2047		67,000		68,514
4.45%, 11/21/2044, MTN		37,000		38,893
Partners Healthcare System, Inc.
3.34%, 07/01/2060		944,000		942,319
Pennsylvania Electric Co.
3.25%, 03/15/2028^(A)		56,000		53,192
Penske Truck Leasing Co., LP / PTL Finance Corp.
2.70%, 03/14/2023^(A)		150,000		148,186
4.13%, 08/01/2023^(A)		184,000		190,038
4.88%, 07/11/2022^(A)		100,000		103,996
Pepperdine University
3.30%, 12/01/2059		230,000		263,288
Pfizer, Inc.
3.90%, 03/15/2039		385,000		435,043
Phillips 66 Partners, LP
3.15%, 12/15/2029		205,000		167,812
3.55%, 10/01/2026		34,000		30,681
4.90%, 10/01/2046		74,000		62,291


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Plains All American Pipeline, LP / PAA Finance Corp.
4.30%, 01/31/2043		$ 121,000		$ 71,855
4.70%, 06/15/2044		180,000		118,370
PPL Capital Funding, Inc.
4.20%, 06/15/2022		50,000		50,249
PPL Electric Utilities Corp.
4.13%, 06/15/2044		42,000		46,439
Precision Castparts Corp.
3.25%, 06/15/2025		106,000		106,538
4.20%, 06/15/2035		160,000		182,377
President & Fellows of Harvard College
3.30%, 07/15/2056		214,000		229,822
Private Export Funding Corp.
2.80%, 05/15/2022		400,000		417,609
3.55%, 01/15/2024		1,505,000		1,672,543
Progress Energy, Inc.
3.15%, 04/01/2022		22,000		22,202
7.00%, 10/30/2031		110,000		138,612
Progressive Corp.
Fixed until 03/15/2023^(G), 5.38%^(B)		150,000		126,978
ProLogis, LP
3.25%, 10/01/2026		54,000		55,212
Protective Life Global Funding
2.26%, 04/08/2020^(A)		200,000		199,928
Providence St. Joseph Health Obligated Group
2.75%, 10/01/2026		84,000		89,666
Prudential Financial, Inc.
3.91%, 12/07/2047		184,000		176,901
Prudential Insurance Co. of America
8.30%, 07/01/2025^(A)		300,000		362,698
PSEG Power LLC
4.15%, 09/15/2021		113,000		114,593
Public Service Co. of Colorado
3.55%, 06/15/2046		43,000		42,161
Public Service Co. of New Hampshire
3.50%, 11/01/2023		40,000		42,712
Public Service Co. of Oklahoma
6.63%, 11/15/2037		80,000		107,692
Public Service Electric & Gas Co.
2.25%, 09/15/2026, MTN		93,000		92,578
3.65%, 09/01/2042, MTN		49,000		51,912
Quest Diagnostics, Inc.
3.45%, 06/01/2026		39,000		39,961
Qwest Corp.
6.75%, 12/01/2021		67,000		69,432
Realty Income Corp.
3.88%, 04/15/2025		175,000		178,953
4.65%, 03/15/2047		113,000		119,168
Regency Centers, LP
2.95%, 09/15/2029		480,000		452,013
Regions Financial Corp.
3.80%, 08/14/2023		170,000		172,123
Reliance Standard Life Global Funding II
2.75%, 01/21/2027^(A)		210,000		195,201
3.85%, 09/19/2023^(A)		460,000		494,600
Reynolds American, Inc.
5.70%, 08/15/2035		150,000		160,823
Rockwell Collins, Inc.
3.20%, 03/15/2024		80,000		82,244
4.35%, 04/15/2047		50,000		54,577
Roper Technologies, Inc.
3.00%, 12/15/2020		46,000		46,095
Ryder System, Inc.
2.88%, 09/01/2020, MTN		144,000		143,361
S&P Global, Inc.
3.25%, 12/01/2049		500,000		494,223


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
San Diego Gas & Electric Co.
3.95%, 11/15/2041		$ 33,000		$ 32,250
6.00%, 06/01/2026		75,000		90,556
SART
4.75%, 07/15/2024		1,279,709		1,306,967
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(A)		159,000		147,722
Sempra Energy
4.05%, 12/01/2023		96,000		97,697
Sherwin-Williams Co.
3.13%, 06/01/2024		82,000		81,553
SITE Centers Corp.
3.63%, 02/01/2025		87,000		88,096
Southern California Edison Co.
1.85%, 02/01/2022		22,000		21,772
3.65%, 03/01/2028		150,000		152,868
3.90%, 12/01/2041		50,000		48,797
4.05%, 03/15/2042		325,000		338,213
Southern California Gas Co.
2.55%, 02/01/2030		477,000		475,631
Southern Co.
3.25%, 07/01/2026		48,000		47,789
Southern Co. Gas Capital Corp.
2.45%, 10/01/2023		48,000		48,557
3.25%, 06/15/2026		42,000		41,338
3.50%, 09/15/2021		182,000		182,636
3.95%, 10/01/2046		49,000		43,783
4.40%, 06/01/2043		79,000		81,903
Southern Natural Gas Co. LLC
4.80%, 03/15/2047^(A)		77,000		70,267
8.00%, 03/01/2032		140,000		168,167
Southern Power Co.
5.15%, 09/15/2041		165,000		157,713
Southwest Gas Corp.
3.80%, 09/29/2046		100,000		109,330
Southwestern Public Service Co.
4.50%, 08/15/2041		70,000		76,810
6.00%, 10/01/2036		97,000		118,723
Spectra Energy Partners, LP
3.50%, 03/15/2025		125,000		116,571
Spirit Airlines Pass-Through Trust
3.38%, 08/15/2031		157,684		146,026
State Street Corp.
3.10%, 05/15/2023		72,000		73,752
Steel Dynamics, Inc.
3.45%, 04/15/2030		389,000		352,029
Sunoco Logistics Partners Operations, LP
4.95%, 01/15/2043		309,000		242,410
5.30%, 04/01/2044		50,000		39,319
6.10%, 02/15/2042		100,000		86,344
Tampa Electric Co.
4.45%, 06/15/2049		350,000		378,411
TC PipeLines, LP
3.90%, 05/25/2027		81,000		76,464
Teachers Insurance & Annuity Association of America
4.27%, 05/15/2047^(A)		200,000		192,007
Texas Eastern Transmission, LP
2.80%, 10/15/2022^(A)		129,000		126,731
Texas Health Resources
4.33%, 11/15/2055		250,000		288,110
Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026		83,000		83,915
4.15%, 02/01/2024		86,000		92,220
Time Warner Cable LLC
6.55%, 05/01/2037		100,000		112,185


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Time Warner Entertainment Co., LP
8.38%, 07/15/2033		$ 330,000		$ 454,136
Toledo Edison Co.
6.15%, 05/15/2037		130,000		189,678
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		68,000		76,791
Truist Bank
3.30%, 05/15/2026		320,000		328,555
Truist Financial Corp.
2.63%, 06/29/2020, MTN		270,000		269,501
4.00%, 05/01/2025		53,000		55,821
Tyson Foods, Inc.
5.15%, 08/15/2044		240,000		283,801
UDR, Inc.
2.95%, 09/01/2026, MTN		74,000		71,878
3.20%, 01/15/2030, MTN		300,000		295,212
Unilever Capital Corp.
3.38%, 03/22/2025		110,000		117,223
Union Carbide Corp.
7.50%, 06/01/2025		40,000		44,898
7.75%, 10/01/2096		40,000		46,632
Union Electric Co.
2.95%, 06/15/2027		107,000		109,770
Union Pacific Corp.
4.10%, 09/15/2067		90,000		90,831
United Airlines Pass-Through Trust
2.88%, 04/07/2030		402,424		373,420
3.50%, 09/01/2031		222,993		216,653
3.65%, 07/07/2027		81,213		65,781
Series A,
3.75%, 03/03/2028		261,037		262,840
4.15%, 02/25/2033		399,974		414,849
Series A,
4.30%, 02/15/2027		194,303		194,260
4.55%, 02/25/2033		355,784		356,637
United Technologies Corp.
3.75%, 11/01/2046		190,000		198,895
4.15%, 05/15/2045		198,000		215,132
4.50%, 06/01/2042		261,000		301,501
UnitedHealth Group, Inc.
3.10%, 03/15/2026		80,000		84,449
4.63%, 07/15/2035		143,000		170,188
University of Southern California
3.23%, 10/01/2120		240,000		247,183
US Bancorp
2.63%, 01/24/2022, MTN		37,000		37,510
Valero Energy Corp.
7.50%, 04/15/2032		42,000		47,827
Ventas Realty, LP
3.50%, 02/01/2025		45,000		44,086
3.85%, 04/01/2027		123,000		119,525
4.13%, 01/15/2026		68,000		67,949
Verizon Communications, Inc.
4.02%, 12/03/2029		55,000		61,771
4.27%, 01/15/2036		40,000		46,457
4.33%, 09/21/2028		1,000,000		1,137,320
4.40%, 11/01/2034		811,000		946,552
4.50%, 08/10/2033		600,000		707,229
4.67%, 03/15/2055		315,000		400,601
4.86%, 08/21/2046		109,000		142,250
5.25%, 03/16/2037		206,000		261,645
ViacomCBS, Inc.
3.70%, 08/15/2024		173,000		168,895
4.00%, 01/15/2026		83,000		81,492
4.85%, 07/01/2042		100,000		87,825
4.90%, 08/15/2044		68,000		63,589


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
United States (continued)
Virginia Electric & Power Co.
2.75%, 03/15/2023		$ 145,000		$ 146,056
3.30%, 12/01/2049		200,000		199,698
3.45%, 02/15/2024		21,000		21,777
4.45%, 02/15/2044		21,000		23,776
VMware, Inc.
2.95%, 08/21/2022		319,000		317,338
Walt Disney Co.
9.50%, 07/15/2024		80,000		101,964
Waste Management, Inc.
3.45%, 06/15/2029		165,000		169,175
WEC Energy Group, Inc.
3.55%, 06/15/2025		144,000		146,485
Wells Fargo & Co.
2.50%, 03/04/2021		71,000		71,012
3.00%, 02/19/2025, MTN		650,000		662,636
Fixed until 06/17/2026, 3.20%^(B), 06/17/2027, MTN		800,000		824,348
3.30%, 09/09/2024, MTN		300,000		312,357
3.50%, 03/08/2022, MTN		400,000		407,774
3.75%, 01/24/2024, MTN		255,000		269,491
4.10%, 06/03/2026, MTN		70,000		74,345
4.30%, 07/22/2027, MTN		63,000		67,107
4.40%, 06/14/2046, MTN		110,000		118,135
4.65%, 11/04/2044, MTN		123,000		134,944
4.75%, 12/07/2046, MTN		263,000		290,680
4.90%, 11/17/2045, MTN		90,000		102,603
5.38%, 11/02/2043		200,000		234,454
Welltower, Inc.
2.70%, 02/15/2027		98,000		93,109
3.10%, 01/15/2030		220,000		207,715
6.50%, 03/15/2041		140,000		165,786
Western Union Co.
3.60%, 03/15/2022		230,000		233,015
Westlake Chemical Corp.
3.60%, 07/15/2022		150,000		156,383
Williams Cos., Inc.
3.90%, 01/15/2025		78,000		71,820
4.85%, 03/01/2048^(E)		146,000		136,119
Wisconsin Electric Power Co.
3.10%, 06/01/2025		110,000		111,122
3.65%, 12/15/2042^(E)		40,000		40,008
WP Carey, Inc.
4.25%, 10/01/2026		100,000		102,843
WRKCo, Inc.
3.75%, 03/15/2025		250,000		251,318
3.90%, 06/01/2028		40,000		39,878
WW Grainger, Inc.
4.60%, 06/15/2045		291,000		343,448
Xylem, Inc.
3.25%, 11/01/2026		33,000		34,925
Zimmer Biomet Holdings, Inc.
3.70%, 03/19/2023		80,000		82,038

				135,713,728

Virgin Islands, British - 0.0% ^(F)
China Southern Power Grid International Finance BVI Co., Ltd.
3.50%, 05/08/2027^(A)		360,000		390,042

Total Corporate Debt Securities (Cost $186,916,975)				188,398,311


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS - 0.5%
Colombia - 0.0% ^(F)
Colombia Government International Bond
4.00%, 02/26/2024		$ 200,000		$ 202,502
5.00%, 06/15/2045		200,000		205,000
7.38%, 09/18/2037		100,000		124,500

				532,002

Israel - 0.3%
Israel Government AID Bond
Series 2007-Z,
Zero Coupon, 08/15/2025		1,000,000		936,653
Israel Government AID Bond, Principal Only STRIPS
Series 2,
Zero Coupon, 11/01/2024		3,300,000		3,128,600

				4,065,253

Mexico - 0.2%
Mexico Government International Bond
3.75%, 01/11/2028		1,151,000		1,144,106
4.13%, 01/21/2026		200,000		205,002
4.35%, 01/15/2047		100,000		97,152
4.50%, 01/31/2050		265,000		261,955
4.75%, 03/08/2044, MTN		332,000		334,161
5.75%, 10/12/2110, MTN		70,000		72,538

				2,114,914

Panama - 0.0% ^(F)
Panama Government International Bond
4.50%, 04/16/2050		200,000		218,002

Peru - 0.0% ^(F)
Peru Government International Bond
5.63%, 11/18/2050^(E)		35,000		52,150

Total Foreign Government Obligations (Cost $6,705,834)				6,982,321


MORTGAGE-BACKED SECURITIES - 7.4%
Cayman Islands - 0.0% ^(F)
BXMT, Ltd.
Series 2017-FL1, Class D,
1-Month LIBOR + 2.70%, 3.50%^(B), 06/15/2035 ^(A)		580,000		499,223

United States - 7.4%
Alternative Loan Trust
Series 2004-27CB, Class A1,
6.00%, 12/25/2034		265,032		244,068
Series 2004-28CB, Class 3A1,
6.00%, 01/25/2035		256,104		238,294
Series 2006-41CB, Class 2A13,
5.75%, 01/25/2037		549,861		382,289
Angel Oak Mortgage Trust
Series 2019-5, Class B1,
3.96%^(B), 10/25/2049^(A)		2,470,000		2,121,678
Angel Oak Mortgage Trust I LLC
Series 2019-4, Class A3,
3.30%^(B), 07/26/2049^(A)		725,562		713,716
Series 2019-4, Class B2,
5.66%^(B), 07/26/2049^(A)		2,000,000		1,422,908
Arroyo Mortgage Trust
Series 2019-1, Class A1,
3.81%^(B), 01/25/2049^(A)		556,577		540,557


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
BAMLL Commercial Mortgage Securities Trust
Series 2012-PARK, Class A,
2.96%, 12/10/2030^(A)		$ 100,000		$ 100,992
Series 2014-520M, Class C,
4.21%^(B), 08/15/2046^(A)		150,000		128,198
Banc of America Funding Trust
Series 2005-E, Class 4A1,
4.44%^(B), 03/20/2035		6,532		6,518
Banc of America Mortgage Trust
Series 2003-J, Class 3A2,
4.56%^(B), 11/25/2033		21,212		19,944
BANK
Series 2019-BN21, Class XA,
1.00%^(B), 10/17/2052		11,254,997		699,549
Barclays Commercial Mortgage Trust, Interest Only STRIPS
Series 2019-C5, Class XA,
0.90%^(B), 11/15/2052		17,883,598		1,053,129
BB-UBS Trust
Series 2012-SHOW, Class A,
3.43%, 11/05/2036^(A)		900,000		893,828
BCAP LLC Trust
Series 2007-AA2, Class 2A12,
5.50%, 04/25/2037		1,389,104		954,471
Bear Stearns Alt-A Trust
Series 2004-6, Class 1A,
1-Month LIBOR + 0.64%, 1.59%^(B), 07/25/2034		44,572		44,216
Bear Stearns ARM Trust
Series 2003-4, Class 3A1,
4.40%^(B), 07/25/2033		16,873		15,609
Series 2006-1, Class A1,
1-Year CMT + 2.25%, 3.84%^(B), 02/25/2036		132,911		123,867
Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2005-PWR8, Class X1,
0.62%^(B), 06/11/2041^(A)		10,153		12
CD Commercial Mortgage Trust, Interest Only STRIPS
Series 2007-CD4, Class XC,
1.30%^(B), 12/11/2049^(A)		5,035		194
Chase Mortgage Finance Trust
Series 2007-A1, Class 1A3,
4.36%^(B), 02/25/2037		25,650		23,484
Series 2007-A1, Class 8A1,
4.26%^(B), 02/25/2037		261,197		236,227
Series 2007-A2, Class 2A1,
4.13%^(B), 06/25/2035		12,005		10,853
CHL Mortgage Pass-Through Trust
Series 2004-22, Class A1,
3.83%^(B), 11/25/2034		369,682		330,708
Series 2004-3, Class A26,
5.50%, 04/25/2034		25,669		24,575
Series 2004-3, Class A4,
5.75%, 04/25/2034		20,535		19,730
Series 2004-HYB6, Class A3,
3.92%^(B), 11/20/2034		260,388		224,137
Series 2005-15, Class A3,
5.75%, 08/25/2035		228,833		184,132
Series 2005-HYB3, Class 2A2A,
4.08%^(B), 06/20/2035		459,086		428,241
Series 2006-HYB2, Class 2A1B,
3.59%^(B), 04/20/2036		513,425		423,090
Series 2007-2, Class A16,
6.00%, 03/25/2037		564,941		417,164


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
CIM Trust
Series 2019-INV3, Class A11,
1-Month LIBOR + 1.00%, 2.58%^(B), 08/25/2049 ^(A)		$ 3,099,211		$ 3,014,511
Citicorp Mortgage Securities, Inc.
Series 2004-3, Class A5,
5.25%, 05/25/2034		44,636		45,558
Citigroup Mortgage Loan Trust
Series 2019-IMC1, Class B1,
3.97%^(B), 07/25/2049^(A)		1,000,000		864,316
Colt Mortgage Loan Trust
Series 2018-2, Class A1,
3.47%^(B), 07/27/2048^(A)		350,971		346,016
Series 2019-4, Class A1,
2.58%^(B), 11/25/2049^(A)		1,298,342		1,259,365
COMM Mortgage Trust
Series 2013-300P, Class A1,
4.35%, 08/10/2030^(A)		500,000		516,135
Series 2013-SFS, Class A2,
2.99%^(B), 04/12/2035^(A)		156,000		154,654
Series 2014-CR19, Class A5,
3.80%, 08/10/2047		750,000		789,468
Series 2015-CR25, Class A4,
3.76%, 08/10/2048		437,000		461,084
Series 2018-HOME, Class A,
3.82%^(B), 04/10/2033^(A)		1,565,000		1,695,820
Commercial Mortgage Trust
Series 2006-GG7, Class AM,
5.51%^(B), 07/10/2038		7,668		7,618
Connecticut Avenue Securities Trust
Series 2019-R02, Class 1M2,
1-Month LIBOR + 2.30%, 3.25%^(B), 08/25/2031^(A)		871,407		721,136
Series 2019-R06, Class 2M2,
1-Month LIBOR + 2.10%, 3.05%^(B), 09/25/2039^(A)		1,500,000		1,159,698
Series 2019-R07, Class 1M1,
1-Month LIBOR + 0.77%, 1.72%^(B), 10/25/2039^(A)		1,737,955		1,694,970
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-21, Class 1A4,
5.25%, 09/25/2033		15,716		15,995
Series 2003-AR26, Class 2A1,
3.93%^(B), 11/25/2033		213,538		196,493
CSFB Mortgage-Backed Pass-Through Certificates
Series 2004-4, Class 2A4,
5.50%, 09/25/2034		45,177		44,238
CSMC OA LLC
Series 2014-USA, Class D,
4.37%, 09/15/2037^(A)		600,000		487,228
Deephaven Residential Mortgage Trust
Series 2019-3A, Class B1,
4.26%^(B), 07/25/2059^(A)		1,000,000		877,170
Series 2019-4A, Class A3,
3.05%^(B), 10/25/2059^(A)		1,802,392		1,700,611
Series 2020-1, Class A3,
2.65%^(B), 01/25/2060^(A)		1,400,000		1,352,018
Series 2020-1, Class B1,
3.66%^(B), 01/25/2060^(A)		2,000,000		1,674,606


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2006-AR1, Class 1A3,
1-Month LIBOR + 0.33%, 1.28%^(B), 02/25/2036		$ 1,394,549		$ 1,210,048
Ellington Financial Mortgage Trust
Series 2018-1, Class A1FX,
4.14%^(B), 10/25/2058^(A)		586,683		579,665
FREMF Mortgage Trust
Series 2017-K727, Class C,
3.74%^(B), 07/25/2024^(A)		860,000		813,041
FWD Securitization Trust
Series 2019-INV1, Class M1,
3.48%^(B), 06/25/2049^(A)		1,150,000		938,249
GCAT Trust
Series 2019-NQM2, Class A3,
3.16%^(B), 09/25/2059^(A)		1,758,567		1,717,584
GS Mortgage Securities Corp. Trust
Series 2012-ALOH, Class A,
3.55%, 04/10/2034^(A)		700,000		694,021
GSMPS Mortgage Loan Trust
Series 2005-RP3, Class 1AF,
1-Month LIBOR + 0.35%, 1.30%^(B), 09/25/2035 ^(A)		49,203		38,871
GSR Mortgage Loan Trust
Series 2003-10, Class 1A1,
4.62%^(B), 10/25/2033		12,226		11,126
Series 2004-6F, Class 2A4,
5.50%, 05/25/2034		32,240		31,519
Series 2004-8F, Class 2A3,
6.00%, 09/25/2034		9,563		9,434
Headlands Residential LLC
Series 2017-RPL1, Class A,
3.88%^(B), 08/25/2022^(A)		1,120,000		1,123,932
Series 2018-RPL1, Class A,
4.25%^(B), 06/25/2023^(A)		1,565,000		1,556,844
Series 2019-RPL1, Class NOTE,
3.97%^(B), 06/25/2024^(A)		1,500,000		1,299,358
Homeward Opportunities Fund I Trust
Series 2018-1, Class A1,
3.77%^(B), 06/25/2048^(A)		399,237		385,596
Series 2018-2, Class A1,
3.99%^(B), 11/25/2058^(A)		820,153		798,512
Series 2019-1, Class M1,
3.95%^(B), 01/25/2059^(A)		500,000		459,617
Impac CMB Trust
Series 2004-10, Class 3A1,
1-Month LIBOR + 0.70%, 1.65%^(B), 03/25/2035		490,111		412,071
Series 2004-4, Class 1A2,
1-Month LIBOR + 0.62%, 1.57%^(B), 09/25/2034		147,658		146,603
Series 2005-4, Class 1A1A,
1-Month LIBOR + 0.54%, 1.49%^(B), 05/25/2035		481,781		435,478
Series 2005-4, Class 2A1,
1-Month LIBOR + 0.60%, 1.55%^(B), 05/25/2035		25,981		20,698
Series 2005-4, Class 2B1,
1-Month LIBOR + 2.48%, 3.42%^(B), 05/25/2035		377,908		311,337
Series 2005-8, Class 1AM,
1-Month LIBOR + 0.70%, 1.65%^(B), 02/25/2036		687,256		587,276
Series 2007-A, Class M3,
1-Month LIBOR + 2.25%, 3.20%^(B), 05/25/2037^(A)		578,128		505,306


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
Impac Secured Assets CMN Owner Trust
Series 2003-3, Class A1,
4.89%^(B), 08/25/2033		$ 33,038		$ 32,557
Impac Secured Assets Trust
Series 2006-1, Class 2A1,
1-Month LIBOR + 0.35%, 1.30%^(B), 05/25/2036		35,525		28,696
Series 2006-2, Class 2A1,
1-Month LIBOR + 0.35%, 1.30%^(B), 08/25/2036		4,501		4,354
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(A)		1,035,000		1,000,351
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2006-LDP8, Class X,
0.29%^(B), 05/15/2045		23,748		4
JPMorgan Mortgage Trust
Series 2004-A1, Class 1A1,
3.65%^(B), 02/25/2034		8,729		7,913
Series 2006-A2, Class 5A3,
4.12%^(B), 11/25/2033		14,931		13,828
Ladder Capital Commercial Mortgage Trust
Series 2013-GCP, Class A2,
3.99%, 02/15/2036^(A)		192,000		187,127
LB-UBS Commercial Mortgage Trust
Series 2006-C6, Class AJ,
5.45%^(B), 09/15/2039		473,184		276,765
LHOME Mortgage Trust
Series 2019-RTL2, Class A1,
3.84%, 03/25/2024^(A)		855,000		784,418
Series 2019-RTL3, Class A1,
3.87%, 07/25/2024^(A)		1,660,000		1,506,498
MASTR Adjustable Rate Mortgages Trust
Series 2004-13, Class 2A1,
4.56%^(B), 04/21/2034		27,239		25,335
Series 2004-13, Class 3A7,
4.68%^(B), 11/21/2034		12,721		12,002
Series 2004-13, Class 3A7B,
1-Year CMT + 2.00%, 3.18%^(B), 11/21/2034		190,809		179,513
MASTR Alternative Loan Trust
Series 2004-4, Class 1A1,
5.50%, 05/25/2034		29,371		30,008
MASTR Alternative Loan Trust, Principal Only STRIPS
Series 2003-8, Class 15,
Zero Coupon, 11/25/2018		1,667		1,554
MASTR Asset Securitization Trust
Series 2003-11, Class 9A6,
5.25%, 12/25/2033		39,782		40,175
MASTR Seasoned Securitization Trust
Series 2004-2, Class A2,
6.50%^(B), 08/25/2032		55,252		54,348
Merrill Lynch Mortgage Investors Trust
Series 2003-E, Class A1,
1-Month LIBOR + 0.62%, 1.57%^(B), 10/25/2028		247,509		227,157
Series 2003-H, Class A1,
1-Month LIBOR + 0.64%, 1.59%^(B), 01/25/2029		62,081		56,622
Series 2004-A, Class A1,
1-Month LIBOR + 0.46%, 1.41%^(B), 04/25/2029		55,710		48,926


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
ML-CFC Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-4, Class XC,
0.38%^(B), 12/12/2049^{(A) (H)}		$ 30,271		$ 0
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C14, Class A3,
3.67%, 02/15/2047		126,833		127,345
Morgan Stanley Capital I Trust
Series 2006-HQ8, Class D,
5.60%^(B), 03/12/2044		246,990		246,311
Morgan Stanley Capital I Trust, Interest Only STRIPS
Series 2006-IQ12, Class X1,
0.59%^(B), 12/15/2043^{(A) (H)}		33,211		0
Series 2007-HQ11, Class X,
0.22%^(B), 02/12/2044^(A)		25,879		18
MortgageIT Trust
Series 2005-5, Class A1,
1-Month LIBOR + 0.52%, 1.47%^(B), 12/25/2035		162,844		148,966
MRCD Mortgage Trust
Series 2019-PARK, Class A,
2.72%, 12/15/2036^(A)		1,230,000		1,200,576
New Residential Mortgage Loan Trust
Series 2018-NQM1, Class A1,
3.99%^(B), 11/25/2048^(A)		383,301		380,992
OBX Trust
Series 2019-EXP3, Class 2A1A,
1-Month LIBOR + 0.90%, 1.85%^(B), 10/25/2059^(A)		1,581,137		1,518,864
Series 2019-EXP3, Class 2A1B,
1-Month LIBOR + 0.90%, 1.85%^(B), 10/25/2059^(A)		500,000		452,108
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
Series 2005-5, Class 1APT,
1-Month LIBOR + 0.28%, 1.23%^(B), 12/25/2035		605,583		513,506
Opteum Mortgage Acceptance Corp. Trust
Series 2006-1, Class 1AC1,
1-Month LIBOR + 0.30%, 1.25%^(B), 04/25/2036		499,144		413,782
Provident Funding Mortgage Loan Trust
Series 2005-1, Class 2A1,
3.95%^(B), 05/25/2035		1,253		1,246
PRPM
Series 2019-GS1, Class A2,
4.75%^(B), 10/25/2024^(A)		2,340,707		2,337,538
PRPM LLC
Series 2019-1A, Class A1,
4.50%^(B), 01/25/2024^(A)		685,833		692,352
RALI Trust
Series 2004-QA4, Class NB3,
4.76%^(B), 09/25/2034		17,828		15,742
Series 2006-QH1, Class A1,
1-Month LIBOR + 0.19%, 1.14%^(B), 12/25/2036		89,418		75,469
RBS Commercial Funding, Inc. Trust
Series 2013-SMV, Class A,
3.26%, 03/11/2031^(A)		160,000		157,392
Residential Mortgage Loan Trust
Series 2019-2, Class M1,
3.86%^(B), 05/25/2059^(A)		1,000,000		935,967


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
Seasoned Credit Risk Transfer Trust
Series 2018-4, Class MA,
3.50%, 03/25/2058		$ 1,266,843		$ 1,338,804
Series 2019-1, Class MT,
3.50%, 07/25/2058		1,707,668		1,828,549
Series 2019-3, Class MB,
3.50%, 10/25/2058		653,200		719,146
Series 2019-4, Class M55D,
4.00%, 02/25/2059		1,462,816		1,582,484
Sequoia Mortgage Trust
Series 2003-1, Class 1A,
1-Month LIBOR + 0.76%, 1.53%^(B), 04/20/2033		90,900		82,374
Series 2003-2, Class A1,
1-Month LIBOR + 0.66%, 1.43%^(B), 06/20/2033		26,603		23,739
Series 2004-11, Class A1,
1-Month LIBOR + 0.60%, 1.37%^(B), 12/20/2034		34,647		30,201
Series 2004-5, Class A2,
1-Month LIBOR + 0.52%, 1.29%^(B), 06/20/2034		114,913		97,831
Series 2004-8, Class A1,
1-Month LIBOR + 0.70%, 1.47%^(B), 09/20/2034		163,323		146,757
Series 2004-9, Class A1,
1-Month LIBOR + 0.68%, 1.45%^(B), 10/20/2034		118,359		103,040
Series 2007-3, Class 1A1,
1-Month LIBOR + 0.20%, 0.97%^(B), 07/20/2036		197,675		173,546
Series 2010, Class 1A,
1-Month LIBOR + 0.80%, 1.57%^(B), 10/20/2027		42,649		38,544
Series 2018-2, Class A4,
3.50%^(B), 02/25/2048^(A)		649,028		649,520
STACR Trust
Series 2018-DNA2, Class M2,
1-Month LIBOR + 2.15%, 3.10%^(B), 12/25/2030^(A)		2,000,000		1,625,306
Series 2018-DNA3, Class M2,
1-Month LIBOR + 2.10%, 3.05%^(B), 09/25/2048^(A)		2,000,000		1,644,451
Series 2018-HRP2, Class M3,
1-Month LIBOR + 2.40%, 3.35%^(B), 02/25/2047^(A)		3,000,000		2,571,220
Starwood Mortgage Residential Trust
Series 2019-1, Class A1,
2.94%^(B), 06/25/2049^(A)		792,612		787,313
Series 2019-INV1, Class M1,
3.06%^(B), 09/27/2049^(A)		1,000,000		867,479
Structured Adjustable Rate Mortgage Loan Trust
Series 2004-1, Class 4A4,
3.87%^(B), 02/25/2034		260,952		234,559
Series 2004-12, Class 9A,
3.82%^(B), 09/25/2034		331,027		294,781
Series 2004-18, Class 4A1,
3.89%^(B), 12/25/2034		117,887		107,728
Series 2004-4, Class 5A,
3.80%^(B), 04/25/2034		5,670		4,828
Series 2007-9, Class 1A1,
6-Month LIBOR + 1.50%, 3.03%^(B), 10/25/2037		2,303,414		1,866,445


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
Structured Asset Mortgage Investments II Trust
Series 2004-AR5, Class 1A1,
1-Month LIBOR + 0.66%, 1.41%^(B), 10/19/2034		$ 26,152		$ 23,433
Series 2005-AR5, Class A3,
1-Month LIBOR + 0.25%, 1.00%^(B), 07/19/2035		91,888		81,087
Structured Asset Securities Corp.
Series 2003-37A, Class 2A,
4.08%^(B), 12/25/2033		4,958		4,260
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
Series 2003-26A, Class 3A5,
3.82%^(B), 09/25/2033		252,166		234,891
Thornburg Mortgage Securities Trust
Series 2003-4, Class A1,
1-Month LIBOR + 0.64%, 1.59%^(B), 09/25/2043		53,609		48,468
Series 2004-3, Class A,
1-Month LIBOR + 0.74%, 1.69%^(B), 09/25/2034		71,809		60,645
Series 2004-4, Class 3A,
3.51%^(B), 12/25/2044		83,339		75,985
Toorak Mortgage Corp., Ltd.
Series 2019-2, Class A1,
3.72%^(B), 09/25/2022		1,075,000		960,214
TVC Mortgage Trust
Series 2020-RTL1, Class A1,
3.47%, 09/25/2024^(A)		2,000,000		1,592,853
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030^(A)		174,000		177,407
UBS-Barclays Commercial Mortgage Trust
Series 2012-C2, Class A4,
3.53%, 05/10/2063		104,000		104,913
Series 2012-C2, Class XA,
1.30%^(B), 05/10/2063^(A)		513,968		12,337
Series 2013-C6, Class A4,
3.24%, 04/10/2046		286,000		290,914
V.M. Jog Engineering, Ltd.
Series 2017, Class A,
1-Month LIBOR + 4.60%, 6.56%, 12/15/2020		1,185,000		1,185,000
Velocity Commercial Capital Loan Trust
Series 2018-2, Class A,
4.05%^(B), 10/26/2048^(A)		702,598		703,145
Series 2019-3, Class A,
3.03%^(B), 10/25/2049^(A)		2,333,530		2,112,965
Verus Securitization Trust
Series 2018-2, Class A1,
3.68%^(B), 06/01/2058^(A)		242,071		235,388
Series 2018-3, Class A1,
4.11%^(B), 10/25/2058^(A)		2,487,432		2,439,121
Series 2019-4, Class M1,
3.21%^(B), 11/25/2059^(A)		2,500,000		2,213,867
Series 2019-INV1, Class M1,
4.03%^(B), 12/25/2059^(A)		4,000,000		3,547,752
VNDO Mortgage Trust
Series 2012-6AVE, Class A,
3.00%, 11/15/2030^(A)		544,235		541,621
Series 2013-PENN, Class A,
3.81%, 12/13/2029^(A)		400,000		399,125
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C24, Class XC,
0.00%^(B), 03/15/2045^{(A) (H)}		39,207		0


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
United States (continued)
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR10, Class A7,
4.18%^(B), 10/25/2033		$ 20,976		$ 18,955
Series 2003-AR11, Class A6,
4.11%^(B), 10/25/2033		42,996		37,678
Series 2003-AR5, Class A7,
4.65%^(B), 06/25/2033		30,531		27,521
Series 2003-AR6, Class A1,
4.68%^(B), 06/25/2033		39,264		36,542
Series 2003-AR7, Class A7,
4.43%^(B), 08/25/2033		36,824		33,464
Series 2003-S3, Class 1A4,
5.50%, 06/25/2033		24,860		25,491
Series 2004-AR10, Class A3,
1-Month LIBOR + 0.55%, 1.50%^(B), 07/25/2044		683,148		616,845
Series 2005-AR10, Class 1A3,
4.12%^(B), 09/25/2035		158,553		149,723
Series 2005-AR10, Class 1A4,
4.12%^(B), 09/25/2035		788,392		745,311
Series 2006-AR17, Class 1A1A,
12-MTA + 0.81%, 2.86%^(B), 12/25/2046		251,548		205,707
Wells Fargo Mortgage-Backed Securities Trust
Series 2005-AR14, Class A1,
4.84%^(B), 08/25/2035		139,038		127,364
WFRBS Commercial Mortgage Trust
Series 2011-C3, Class A4,
4.38%, 03/15/2044^(A)		96,427		97,513
Series 2012-C6, Class A4,
3.44%, 04/15/2045		197,107		198,543

				95,112,290

Total Mortgage-Backed Securities (Cost $103,801,560)				95,611,513


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.1%
California - 0.1%
City of Los Angeles Department of Airports, Revenue Bonds,
Series C,
6.58%, 05/15/2039		25,000		32,704
State of California, General Obligation Unlimited,
7.30%, 10/01/2039		80,000		122,924
University of California Regents Medical Center Pooled Revenue, Revenue Bonds,
3.71%, 05/15/2120		600,000		617,904

				773,532

New York - 0.0% ^(F)
Port Authority of New York & New Jersey, Revenue Bonds
4.46%, 10/01/2062		170,000		187,799
5.65%, 11/01/2040		40,000		53,787

				241,586


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
Ohio - 0.0% ^(F)
Ohio State University, Revenue Bonds
Series A,
4.05%, 12/01/2056		$ 114,000		$ 119,438
4.80%, 06/01/2111		91,000		109,613

				229,051

Total Municipal Government Obligations (Cost $1,152,876)				1,244,169


U.S. GOVERNMENT AGENCY OBLIGATIONS - 20.6%
Federal Home Loan Mortgage Corp.
1-Month LIBOR + 0.55%, 1.25%^(B), 07/15/2042 - 03/15/2044		1,200,103		1,205,309
3.00%, 07/01/2033 - 01/15/2044		1,704,202		1,832,785
3.50%, 01/01/2032 - 10/01/2049		9,924,132		10,559,307
4.00%, 06/01/2042 - 12/01/2047		2,144,826		2,320,973
1-Year CMT + 2.25%, 4.24%^(B), 02/01/2036		26,723		27,063
12-Month LIBOR + 1.85%, 4.26%^(B), 07/01/2040		52,114		53,171
4.50%, 05/01/2041 - 06/01/2048		1,789,883		1,953,025
1-Year CMT + 2.43%, 4.72%^(B), 12/01/2031		17,773		17,980
5.00%, 02/01/2034		215,914		237,159
6.00%, 01/01/2024 - 01/01/2034		28,746		30,245
6.50%, 12/01/2027 - 11/01/2037		285,286		340,473
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
0.30%^(B), 07/25/2023		27,227,973		248,079
2.13%^(B), 05/25/2028		4,531,000		627,334
2.17%^(B), 07/25/2026		9,730,000		1,081,121
1-Month LIBOR + 0.70%, 2.22%^(B), 09/25/2022		114,019		112,435
2.25%^(B), 05/25/2047		8,000,000		1,289,902
2.60%, 09/25/2020		3,677		3,680
2.62%, 01/25/2023		1,750,000		1,824,672
2.72%, 07/25/2026		840,000		922,711
2.74%, 09/25/2025		700,000		739,662
2.77%, 05/25/2025		750,000		804,395
2.81%, 09/25/2024		1,478,000		1,585,836
2.84%, 09/25/2022		384,184		399,917
3.09%^(B), 04/25/2028		629,000		700,408
3.12%, 06/25/2027		1,634,000		1,825,280
3.24%, 04/25/2027		602,000		677,005
3.30%^(B), 11/25/2027		546,000		619,315
3.33%, 05/25/2027		322,000		362,958
3.36%, 12/25/2027		1,360,000		1,544,952
3.39%, 03/25/2024		714,000		769,776
3.49%, 01/25/2024		1,000,000		1,077,951
3.69%, 01/25/2029		555,000		651,590
3.90%^(B), 08/25/2028		1,125,000		1,340,359
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.35%, 1.05%^(B), 06/15/2043		862,983		847,750
1-Month LIBOR + 0.40%, 1.10%^(B), 04/15/2039		231,219		231,390
1-Month LIBOR + 0.45%, 1.15%^(B), 05/15/2039 - 11/15/2039		278,956		278,894
1-Month LIBOR + 0.40%, 2.06%^(B), 07/15/2037		76,112		76,003
3.00%, 02/15/2026		221		221
3.50%, 05/15/2021 - 02/15/2026		1,937,700		2,054,213
4.00%, 12/15/2024 - 12/15/2041		2,032,571		2,227,139
4.50%, 06/15/2025		360,791		383,573
5.00%, 12/15/2022 - 05/15/2041		407,620		466,359
5.30%, 01/15/2033		45,435		52,390


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC (continued)
5.50%, 11/15/2023 - 07/15/2037		$ 761,616		$ 904,435
(3.62) * 1-Month LIBOR + 27.21%, 5.50%^(B), 05/15/2041		44,569		49,659
(3.67) * 1-Month LIBOR + 27.50%, 5.50%^(B), 05/15/2041		90,078		99,478
5.70%^(B), 10/15/2038		29,260		32,959
5.75%, 06/15/2035 - 08/15/2035		927,978		1,096,872
5.85%, 09/15/2035		280,288		326,101
6.00%, 04/15/2036		82,236		98,156
6.50%, 02/15/2032		38,080		44,724
(4.44) * 1-Month LIBOR + 24.43%, 21.30%^(B), 06/15/2035		51,069		70,732
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
4.50%, 12/15/2024		297		3
5.00%, 10/15/2039		66,713		5,510
(1.00) * 1-Month LIBOR + 6.37%, 5.67%^(B), 10/15/2037		255,213		51,926
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS
09/15/2032 - 01/15/2040		199,147		185,983
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
1-Month LIBOR + 0.40%, 1.35%^(B), 03/25/2043		476,926		472,494
Federal National Mortgage Association
1-Month LIBOR + 0.22%, 1.17%^(B), 03/25/2045		54,872		54,661
1-Month LIBOR + 0.50%, 1.45%^(B), 08/25/2042		204,984		206,698
1-Month LIBOR + 0.48%, 2.00%^(B), 09/01/2024		891,604		889,155
2.00%, 12/01/2020		500,000		502,328
2.22%, 12/01/2022		1,342,890		1,384,338
2.38%, 12/01/2022		896,605		928,001
2.39%, 06/01/2025		396,005		418,652
2.45%, 11/01/2022 - 02/01/2023		2,987,025		3,096,561
2.48%^(B), 12/25/2026		283,504		295,197
2.49%, 05/25/2026		1,000,000		1,055,007
2.50%, 04/01/2023		1,000,000		1,042,712
2.52%, 05/01/2023		1,000,000		1,044,431
2.53%, 10/01/2022 - 09/25/2024		2,242,115		2,345,609
2.57%, 01/01/2023		1,863,253		1,936,944
1-Month LIBOR + 0.93%, 2.58%^(B), 11/25/2022		148,728		148,332
2.59%, 10/01/2028		2,435,000		2,636,663
2.64%, 04/01/2023		888,169		928,299
2.67%, 07/01/2022		1,000,000		1,030,836
2.69%, 12/01/2028		2,010,000		2,194,937
2.70%, 07/01/2026		994,150		1,077,291
2.72%, 10/25/2024		987,152		1,011,780
2.75%, 03/01/2022		76,266		78,531
2.79%^(B), 06/01/2023		723,613		759,705
2.81%, 06/01/2023 - 05/01/2027		1,936,242		2,079,736
2.88%, 01/01/2032		2,878,531		3,212,617
2.90%, 06/25/2027		1,182,532		1,247,967
2.92%, 08/25/2021 - 12/01/2024		1,212,649		1,293,159
2.93%, 06/01/2030		800,000		891,754
2.94%, 02/01/2027 - 12/01/2028		4,225,870		4,666,621
2.96%^(B), 09/25/2027		1,500,000		1,609,651
2.98%, 07/01/2022 - 04/01/2023		2,350,889		2,448,351
3.02%^(B), 08/25/2024		955,000		1,013,979
3.04%, 12/01/2024		995,948		1,078,870
3.05%^(B), 03/25/2028		740,000		806,908
3.05%, 01/01/2025 - 12/01/2029		6,676,000		7,470,330
3.06%^(B), 05/25/2027		930,000		1,010,439


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
3.08%^(B), 06/25/2027		$ 1,001,000		$ 1,084,820
3.08%, 12/01/2024		926,786		1,002,772
3.09%, 09/01/2029		2,385,000		2,690,009
3.09%^(B), 04/25/2027 - 02/25/2030		1,696,000		1,840,586
3.10%, 09/01/2025		977,736		1,071,710
3.10%^(B), 07/25/2024		802,515		856,695
3.11%, 01/01/2022 - 12/01/2024		1,623,131		1,725,046
3.12%, 11/01/2026		961,283		1,062,278
3.12%^(B), 04/25/2028		2,500,000		2,740,867
3.13%, 06/01/2030		500,000		569,387
3.14%, 12/01/2026		902,209		996,669
3.15%, 12/01/2024		2,325,206		2,524,359
3.18%^(B), 04/25/2029		823,000		912,334
3.20%, 06/01/2030		493,951		561,976
3.21%, 03/01/2029		4,000,000		4,519,748
3.24%, 10/01/2026		903,465		1,001,487
3.26%, 07/01/2022		1,247,353		1,295,686
3.29%, 08/01/2026		3,990,131		4,450,837
3.30%, 12/01/2026 - 12/01/2029		4,940,007		5,628,546
3.32%, 04/01/2029		3,000,000		3,420,399
3.34%, 02/01/2027 - 07/01/2030		4,598,270		5,207,347
3.35%, 08/01/2023		646,389		692,659
3.38%, 12/01/2023		1,445,407		1,557,639
3.38%^(B), 07/25/2028		1,342,000		1,492,042
3.45%, 01/01/2024 - 04/01/2029		3,065,590		3,447,967
3.48%^(B), 01/25/2024		1,128,638		1,215,376
3.50%, 08/01/2032 - 09/01/2049		6,924,049		7,375,125
3.51%^(B), 01/01/2021 - 12/25/2023		1,732,469		1,842,373
3.58%, 01/01/2032		1,671,147		1,937,293
3.59%, 12/01/2020		1,242,520		1,246,325
3.63%, 10/01/2029		459,161		534,508
3.63%^(B), 11/25/2028		1,980,000		2,247,542
3.66%, 10/01/2028		1,566,318		1,797,222
3.67%, 07/01/2023		925,000		997,651
3.73%^(B), 07/01/2022		746,664		773,122
3.76%, 11/01/2023		966,949		1,048,818
3.77%, 12/01/2025		980,484		1,100,608
3.82%^(B), 05/01/2022		616,358		637,091
4.00%, 01/01/2035 - 08/01/2048		2,610,623		2,823,007
4.02%, 11/01/2028		359,399		421,661
4.04%, 10/01/2020		400,000		400,078
4.06%^(B), 09/01/2021		97,555		101,226
4.25%, 04/01/2021		1,050,000		1,066,726
4.48%, 02/01/2021		431,859		436,306
4.50%, 09/01/2040 - 09/01/2049		5,143,032		5,677,134
5.00%, 06/01/2033 - 06/01/2048		2,148,621		2,326,156
5.50%, 03/01/2024 - 03/01/2035		244,221		270,896
6.00%, 08/01/2021 - 09/01/2037		504,145		566,696
7.00%, 11/01/2037 - 12/01/2037		19,435		22,295
Federal National Mortgage Association Connecticut Avenue Securities
1-Month LIBOR + 2.20%, 3.15%^(B), 01/25/2030		3,625,602		3,203,504
1-Month LIBOR + 2.35%, 3.30%^(B), 01/25/2031		2,350,000		1,973,538
1-Month LIBOR + 2.50%, 3.45%^(B), 05/25/2030		2,243,062		1,935,514
1-Month LIBOR + 4.35%, 5.30%^(B), 05/25/2029		1,575,642		1,502,275
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.29%, 1.24%^(B), 07/25/2036		74,708		73,735
1-Month LIBOR + 0.40%, 1.35%^(B), 05/25/2027		94,203		93,681
1-Month LIBOR + 0.50%, 1.45%^(B), 05/25/2035 - 10/25/2042		632,835		629,194


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC (continued)
1-Month LIBOR + 0.60%, 1.55%^(B), 04/25/2040		$ 16,654		$ 16,687
1-Month LIBOR + 0.65%, 1.60%^(B), 02/25/2024		36,321		36,473
1-Month LIBOR + 0.90%, 1.85%^(B), 03/25/2038		107,211		108,895
1-Month LIBOR + 1.25%, 2.20%^(B), 07/25/2023		67,089		67,968
3.00%, 05/25/2026 - 01/25/2046		1,045,779		1,092,568
3.50%, 04/25/2031		842,676		907,010
4.00%, 05/25/2033		108,368		119,901
5.00%, 10/25/2025		57,972		61,566
5.25%, 05/25/2039		26,546		28,707
5.50%, 03/25/2023 - 07/25/2040		490,573		544,463
6.00%, 03/25/2029		15,585		17,684
6.50%, 01/25/2032 - 07/25/2036		71,182		84,832
7.00%, 11/25/2041		65,776		78,434
(3.50) * 1-Month LIBOR + 23.10%, 19.79%^(B), 06/25/2035		33,160		38,718
Federal National Mortgage Association REMIC, Interest Only STRIPS
(1.00) * 1-Month LIBOR + 6.53%, 5.58%^(B), 01/25/2041		245,831		52,726
(1.00) * 1-Month LIBOR + 6.60%, 5.65%^(B), 08/25/2035 - 06/25/2036		269,276		53,408
(1.00) * 1-Month LIBOR + 6.70%, 5.75%^(B), 03/25/2036		235,005		50,904
Federal National Mortgage Association REMIC, Principal Only STRIPS
12/25/2034 - 12/25/2043		1,129,658		991,920
Federal National Mortgage Association, Principal Only STRIPS
09/25/2024 - 08/25/2032		23,379		22,226
05/15/2030, MTN		400,000		340,676
FREMF Mortgage Trust
3.58%^(B), 11/25/2049^(A)		491,000		463,742
3.67%^(B), 11/25/2049^(A)		2,000,000		1,867,654
3.68%^(B), 01/25/2048^(A)		2,300,000		2,226,727
3.68%^(B), 01/25/2048^(A)		1,000,000		931,291
3.83%^(B), 11/25/2047^(A)		1,000,000		940,714
3.84%^(B), 07/25/2049^(A)		440,000		435,329
1-Month LIBOR + 2.50%, 4.02%^(B), 11/25/2024^(A)		548,809		469,072
4.07%^(B), 11/25/2047^(A)		455,000		431,994
Government National Mortgage Association
1.65%, 01/20/2063 - 04/20/2063		576,144		575,498
1-Month LIBOR + 0.34%, 2.00%^(B), 12/20/2062		442,578		435,207
1-Month LIBOR + 0.41%, 2.07%^(B), 03/20/2063		271,023		267,444
1-Month LIBOR + 0.45%, 2.11%^(B), 03/20/2060 - 02/20/2063		510,024		503,804
1-Month LIBOR + 0.47%, 2.13%^(B), 03/20/2063 - 08/20/2065		1,686,448		1,662,772
1-Month LIBOR + 0.48%, 2.14%^(B), 04/20/2063 - 02/20/2065		2,013,528		2,006,182
1-Month LIBOR + 0.50%, 2.16%^(B), 02/20/2061 - 06/20/2067		4,482,061		4,419,336
1-Month LIBOR + 0.52%, 2.18%^(B), 10/20/2062 - 09/20/2065		737,419		726,603
1-Month LIBOR + 0.55%, 2.21%^(B), 04/20/2062 - 07/20/2062		3,592		3,573
1-Month LIBOR + 0.56%, 2.22%^(B), 03/20/2067		1,239,831		1,219,133


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association (continued)
1-Month LIBOR + 0.58%, 2.24%^(B), 05/20/2066		$ 425,234		$ 423,062
1-Month LIBOR + 0.60%, 2.26%^(B), 04/20/2064 - 11/20/2065		2,733,613		2,696,739
1-Month LIBOR + 0.65%, 2.31%^(B), 05/20/2061 - 03/20/2064		2,036,244		2,020,313
1-Month LIBOR + 0.69%, 2.35%^(B), 02/20/2064		511,321		505,689
1-Month LIBOR + 0.70%, 2.36%^(B), 09/20/2063		971,422		965,940
1-Month LIBOR + 1.00%, 2.66%^(B), 12/20/2066		417,367		415,970
3.50%, 11/20/2049		1,995,385		2,125,720
4.00%, 09/16/2025		500,000		538,758
4.02%^(B), 11/16/2042		144,981		161,618
4.25%, 12/20/2044		634,272		686,668
4.50%, 05/20/2048 - 11/20/2049		3,922,476		4,275,508
4.59%^(B), 10/20/2041		395,279		445,205
4.78%^(B), 11/20/2042		364,714		414,673
5.00%, 04/20/2041		234,052		293,590
5.30%^(B), 07/20/2060		9,277		9,760
5.50%, 01/16/2033 - 07/20/2037		532,043		609,184
5.87%^(B), 12/20/2038		81,230		94,882
6.00%, 02/15/2024 - 09/20/2038		235,076		257,445
(3.50) * 1-Month LIBOR + 23.28%, 20.57%^(B), 04/20/2037		36,943		56,756
Government National Mortgage Association, Interest Only STRIPS
1.66%^(B), 06/20/2067		2,715,310		234,060
(1.00) * 1-Month LIBOR + 6.60%, 5.83%^(B), 05/20/2041		82,391		15,004
7.50%, 04/20/2031		1,829		256
Government National Mortgage Association, Principal Only STRIPS
02/17/2033 - 01/20/2038		25,521		24,656
Residual Funding Corp., Principal Only STRIPS
07/15/2020 - 10/15/2020		5,225,000		5,216,698
Seasoned Loans Structured Transaction
Series 2018-1, Class A1,
3.50%, 06/25/2028		4,931,254		5,090,177
Tennessee Valley Authority
4.25%, 09/15/2065		264,000		379,674
4.63%, 09/15/2060		155,000		232,853
5.88%, 04/01/2036		874,000		1,335,492
Tennessee Valley Authority, Principal Only STRIPS
Zero Coupon, 07/15/2028		1,000,000		856,010
Uniform Mortgage-Backed Security
3.50%, TBA^(I)		8,300,000		8,771,619

Total U.S. Government Agency Obligations (Cost $252,818,152)				263,827,203


U.S. GOVERNMENT OBLIGATIONS - 17.6%
U.S. Treasury - 17.5%
U.S. Treasury Bond
2.00%, 02/15/2050^(E)		1,322,000		1,531,506
2.25%, 08/15/2046		1,348,800		1,628,149
2.38%, 11/15/2049^(E)		295,000		367,528
2.50%, 02/15/2045		2,440,000		3,050,858
2.75%, 08/15/2042 - 11/15/2042		2,348,000		3,032,609
2.88%, 05/15/2043		3,580,000		4,724,901
3.00%, 02/15/2048		11,270,000		15,645,930
3.13%, 02/15/2043 - 05/15/2048		1,954,000		2,700,563
3.63%, 08/15/2043		3,000,000		4,428,984
3.75%, 11/15/2043		2,223,000		3,346,657


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Bond (continued)
3.88%, 08/15/2040		$ 80,000		$ 120,072
4.25%, 05/15/2039		350,000		544,387
4.38%, 02/15/2038 - 05/15/2041		5,318,000		8,369,007
4.50%, 02/15/2036 - 05/15/2038^(E)		6,759,000		10,446,275
4.75%, 02/15/2037^(E)		450,000		718,629
U.S. Treasury Bond, Principal Only STRIPS
02/15/2021 - 11/15/2033^(E)		20,432,500		20,147,001
08/15/2021 - 02/15/2035		40,245,500		37,922,877
U.S. Treasury Note
1.13%, 09/30/2021^(E)		2,490,000		2,524,237
1.50%, 02/15/2030^(E)		291,000		313,314
1.63%, 08/15/2022 - 08/15/2029		2,724,400		2,846,713
1.75%, 11/30/2021 - 12/31/2026		21,391,800		22,436,128
1.75%, 02/28/2022^(E)		5,100,000		5,249,016
1.88%, 11/30/2021		2,100,000		2,158,570
2.00%, 02/28/2021 - 11/15/2026		5,806,000		5,990,102
2.00%, 08/15/2025^(E)		700,000		757,941
2.13%, 06/30/2022		500,000		521,523
2.13%, 02/29/2024 - 05/15/2025^(E)		4,205,000		4,531,536
2.25%, 11/15/2024 - 11/15/2025^(E)		297,000		323,179
2.50%, 01/31/2021^(E) (J)		18,926,000		19,301,563
2.50%, 08/15/2023 - 05/15/2024		1,511,000		1,624,625
2.63%, 05/15/2021		5,289,700		5,437,853
2.75%, 05/31/2023		209,000		225,157
2.75%, 11/15/2023 - 02/15/2024^(E)		2,000,000		2,183,516
2.88%, 04/30/2025^(E)		175,000		196,766
2.88%, 05/31/2025 - 05/15/2049		18,844,000		23,788,191
3.13%, 05/15/2021		3,350,000		3,462,277
3.63%, 02/15/2021		1,750,000		1,804,551

				224,402,691

U.S. Treasury Inflation-Protected Securities - 0.1%
U.S. Treasury Inflation-Indexed Bond
2.50%, 01/15/2029		60,070		73,652
U.S. Treasury Inflation-Indexed Note
0.13%, 01/15/2022		1,204,589		1,187,908

				1,261,560

Total U.S. Government Obligations (Cost $199,583,418)				225,664,251


	Shares		Value
COMMON STOCKS - 18.5%
Argentina - 0.0% ^(F)
MercadoLibre, Inc. ^(K)		55		26,872
Australia - 0.2%
Australia & New Zealand Banking Group, Ltd.		40,239		422,002
BHP Group, Ltd. ^(E)		26,608		482,704
Commonwealth Bank of Australia ^(E)		2,943		111,039
CSL, Ltd.		2,845		515,718
Dexus, REIT		34,368		190,454
Goodman Group, REIT		46,068		337,663
Macquarie Group, Ltd. ^(E)		708		37,707
National Australia Bank, Ltd.		4,351		44,632
Westpac Banking Corp.		8,553		87,846

				2,229,765

Austria - 0.0% ^(F)
Erste Group Bank AG ^(K)		13,846		253,488

Belgium - 0.0% ^(F)
Anheuser-Busch InBev SA		4,313		190,505


	Shares		Value
COMMON STOCKS (continued)
Bermuda - 0.0% ^(F)
Arch Capital Group, Ltd. ^(K)		1,833		$ 52,167

Brazil - 0.1%
Ambev SA		36,369		83,432
B3 SA - Brasil Bolsa Balcao		13,142		90,798
Banco do Brasil SA		11,327		60,798
Cogna Educacao		18,676		14,377
CVC Brasil Operadora e Agencia de Viagens SA		3,596		7,682
Equatorial Energia SA		5,946		20,140
Localiza Rent a Car SA		8,445		42,744
Lojas Renner SA		11,542		74,546
Raia Drogasil SA		3,385		66,350
TIM Participacoes SA, ADR ^(E)		5,682		69,093
Vale SA, ADR		22,124		183,408

				713,368

Canada - 0.0% ^(F)
Lululemon Athletica, Inc. ^(K)		1,160		219,878
Magna International, Inc.		3,800		121,296
Shopify, Inc., Class A ^(K)		350		145,926

				487,100

Cayman Islands - 0.0% ^(F)
Trip.Com Group, Ltd., ADR ^(K)		3,410		79,965

Chile - 0.0% ^(F)
Banco Santander Chile, ADR		2,273		34,391
Cencosud SA		17,488		18,187
Cia Cervecerias Unidas SA, ADR		1,424		19,053

				71,631

China - 0.8%
51job, Inc., ADR ^(K)		932		57,215
Aier Eye Hospital Group Co., Ltd., A Shares		5,100		27,986
Alibaba Group Holding, Ltd., ADR ^(K)		10,732		2,087,159
Anhui Conch Cement Co., Ltd., H Shares		7,500		51,522
ANTA Sports Products, Ltd.		4,000		29,027
Baidu, Inc., ADR ^(K)		1,505		151,689
Bank of China, Ltd., H Shares		640,000		243,625
Baoshan Iron & Steel Co., Ltd., A Shares		126,900		86,626
BeiGene, Ltd., ADR ^(K)		168		20,682
Beijing Shiji Information Technology Co., Ltd., A Shares		7,400		29,829
BOE Technology Group Co., Ltd., A Shares		104,200		53,670
CGN Power Co., Ltd., H Shares ^(A)		270,000		61,511
China Conch Venture Holdings, Ltd.		18,000		79,830
China Construction Bank Corp., H Shares		674,000		547,858
China Lesso Group Holdings, Ltd.		39,000		50,489
China Life Insurance Co., Ltd., H Shares		79,000		152,553
China Merchants Bank Co., Ltd., H Shares		50,000		223,688
China Merchants Shekou Industrial Zone Holdings Co., Ltd., A Shares		35,300		81,310
China Oilfield Services, Ltd., H Shares		70,000		53,439
China Pacific Insurance Group Co., Ltd., H Shares		27,000		80,844
China Petroleum & Chemical Corp., H Shares		138,000		67,428
China Shenhua Energy Co., Ltd., H Shares		56,500		106,755
China Vanke Co., Ltd., H Shares		35,400		115,293
CNOOC, Ltd.		168,000		174,581
Country Garden Holdings Co., Ltd.		109,000		130,311
Country Garden Services Holdings Co., Ltd.		22,000		88,523
CSPC Pharmaceutical Group, Ltd.		52,000		102,289
ENN Energy Holdings, Ltd.		8,500		82,342


	Shares		Value
COMMON STOCKS (continued)
China (continued)
Fosun International, Ltd.		33,500		$ 38,458
GDS Holdings, Ltd., ADR ^(K)		919		53,274
Hangzhou Robam Appliances Co., Ltd., A Shares		15,900		63,160
Industrial & Commercial Bank of China, Ltd., H Shares		554,000		377,927
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares		9,000		37,608
Innovent Biologics, Inc. ^{(A) (K)}		15,000		62,590
JD.com, Inc., ADR ^(K)		3,951		160,016
Jiangsu Hengrui Medicine Co., Ltd., A Shares		6,800		87,287
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., A Shares		5,200		61,013
Jointown Pharmaceutical Group Co., Ltd., A Shares		15,500		36,875
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., A Shares		6,800		45,554
Kingdee International Software Group Co., Ltd. ^(E)		64,000		84,182
Kweichow Moutai Co., Ltd., A Shares		600		93,244
Laobaixing Pharmacy Chain JSC, A Shares		5,800		63,236
Longfor Group Holdings, Ltd. ^(A)		29,500		141,980
Midea Group Co., Ltd., A Shares		11,800		79,851
NARI Technology Co., Ltd., A Shares		20,500		56,271
NetEase, Inc., ADR		674		216,327
PetroChina Co., Ltd., H Shares		140,000		50,742
PICC Property & Casualty Co., Ltd., H Shares		98,000		93,843
Ping An Bank Co., Ltd., A Shares		47,200		84,436
Ping An Insurance Group Co. of China, Ltd., H Shares		45,500		444,365
Postal Savings Bank of China Co., Ltd., H Shares ^(A)		169,000		102,894
SAIC Motor Corp., Ltd., A Shares		26,600		76,263
Shenzhou International Group Holdings, Ltd.		9,300		97,558
Sinopharm Group Co., Ltd., H Shares		17,200		38,110
Sunny Optical Technology Group Co., Ltd.		8,700		115,082
Suofeiya Home Collection Co., Ltd., A Shares		38,600		96,734
Tencent Holdings, Ltd.		36,000		1,779,393
Vipshop Holdings, Ltd., ADR ^(K)		2,536		39,511
Weifu High-Technology Group Co., Ltd., A Shares		25,800		68,607
Wuxi Biologics Cayman, Inc. ^{(A) (K)}		10,000		127,668
Xinyangfeng Agricultural Technology Co., Ltd., A Shares		41,800		47,491
Yonyou Network Technology Co., Ltd., A Shares		9,100		51,258
Yum China Holdings, Inc.		4,054		172,822
Zhejiang Chint Electrics Co., Ltd., A Shares		15,899		52,558
Zhejiang Supor Co., Ltd., A Shares		6,800		65,807
Zhejiang Weixing New Building Materials Co., Ltd., A Shares		31,600		48,676

				10,450,745

Colombia - 0.0% ^(F)
Bancolombia SA		4,345		25,779
Ecopetrol SA, ADR ^(E)		1,930		18,354

				44,133

Czech Republic - 0.0% ^(F)
Komercni banka as		2,021		38,103
Moneta Money Bank AS ^(A)		17,313		35,657

				73,760


	Shares		Value
COMMON STOCKS (continued)
Denmark - 0.2%
Chr Hansen Holding A/S		2,364		$ 174,446
Novo Nordisk A/S, Class B		22,076		1,318,291
Orsted A/S ^(A)		4,533		443,770

				1,936,507

Finland - 0.0% ^(F)
Nokia OYJ ^(K)		34,530		106,347
UPM-Kymmene OYJ ^(E)		9,726		265,198
Wartsila OYJ Abp ^(E)		14,336		104,688

				476,233

France - 0.7%
Air Liquide SA		9,766		1,246,605
Airbus SE		6,212		400,561
Alstom SA		13,631		562,853
AXA SA		10,281		174,077
BNP Paribas SA		15,126		441,607
Capgemini SE		4,236		353,970
LVMH Moet Hennessy Louis Vuitton SE		2,209		810,153
Natixis SA ^(E)		7,503		23,891
Orange SA		28,650		346,879
Safran SA		4,556		403,648
Sanofi		13,956		1,208,238
Schneider Electric SE		8,576		724,868
Sodexo SA		767		51,508
Thales SA		1,638		135,652
TOTAL SA ^(E)		17,896		674,299
Unibail-Rodamco-Westfield, REIT ^(E)		1,567		89,831
Vinci SA		10,155		829,757

				8,478,397

Germany - 0.4%
adidas AG		3,158		701,162
Allianz SE		738		125,680
BASF SE		2,323		108,582
Bayer AG		6,170		353,531
Brenntag AG		10,482		380,833
Daimler AG		248		7,406
Deutsche Bank AG		11,637		73,977
Deutsche Boerse AG		3,194		438,804
Deutsche Post AG		17,472		468,400
Deutsche Telekom AG		47,585		614,580
Infineon Technologies AG		29,178		421,206
SAP SE		11,380		1,270,553
Siemens AG		2,096		175,509

				5,140,223

Greece - 0.0% ^(F)
OPAP SA		5,798		43,684

Hong Kong - 0.2%
AIA Group, Ltd.		104,400		934,864
Beijing Enterprises Holdings, Ltd.		7,500		27,371
China Gas Holdings, Ltd.		34,800		120,336
China Mobile, Ltd.		30,000		224,828
China Overseas Land & Investment, Ltd.		48,000		147,165
China Resources Land, Ltd.		32,000		130,608
China State Construction International Holdings, Ltd.		66,000		48,402
China Unicom Hong Kong, Ltd.		122,000		71,157
CK Asset Holdings, Ltd.		43,500		236,017
CK Hutchison Holdings, Ltd.		34,500		229,948
Far East Horizon, Ltd.		37,000		29,615
Geely Automobile Holdings, Ltd.		58,000		84,171


	Shares		Value
COMMON STOCKS (continued)
Hong Kong (continued)
Haier Electronics Group Co., Ltd.		17,000		$ 44,878
Hong Kong Exchanges & Clearing, Ltd.		10,900		326,556
Hutchison China MediTech, Ltd., ADR ^(K)		1,562		27,882
Kunlun Energy Co., Ltd.		76,000		43,921
Sino Biopharmaceutical, Ltd.		20,000		26,101
Techtronic Industries Co., Ltd.		6,000		38,099

				2,791,919

Hungary - 0.0% ^(F)
OTP Bank Nyrt		3,357		96,293
Richter Gedeon Nyrt		2,002		37,756

				134,049

India - 0.0% ^(F)
HDFC Bank, Ltd., ADR		1,608		61,844
ICICI Bank, Ltd., ADR		5,567		47,319
Infosys, Ltd., ADR		28,020		230,044

				339,207

Indonesia - 0.0% ^(F)
Astra International Tbk PT		192,000		45,648
Bank Central Asia Tbk PT		100,900		170,009
Bank Rakyat Indonesia Persero Tbk PT		574,500		105,366
Telekomunikasi Indonesia Persero Tbk PT		652,000		126,629
United Tractors Tbk PT		14,200		14,623

			462,275

Ireland - 0.2%
Accenture PLC, Class A		3,697		603,572
CRH PLC		6,738		182,215
Jazz Pharmaceuticals PLC ^(K)		2,291		228,504
Medtronic PLC		12,175		1,097,942
Ryanair Holdings PLC, ADR ^(K)		6,894		366,003
STERIS PLC		665		93,080
Trane Technologies PLC		7,168		592,005

				3,163,321

Italy - 0.1%
Assicurazioni Generali SpA ^(E)		5,709		77,327
Enel SpA		139,385		961,456
FinecoBank Banca Fineco SpA		35,946		323,409
UniCredit SpA		4,351		33,662

				1,395,854

Japan - 1.2%
Asahi Group Holdings, Ltd.		1,800		58,398
Bridgestone Corp.		11,500		352,022
Central Japan Railway Co.		2,500		400,678
Daicel Corp.		25,800		187,697
Daikin Industries, Ltd.		5,300		639,784
Electric Power Development Co., Ltd., Class C		5,700		114,238
Hitachi, Ltd.		8,800		252,792
Honda Motor Co., Ltd. ^(E)		31,300		700,382
Japan Airlines Co., Ltd. ^(E)		4,300		79,023
Japan Tobacco, Inc.		6,100		112,830
Kao Corp.		12,000		977,619
Keyence Corp.		2,500		803,781
Mabuchi Motor Co., Ltd.		11,200		332,302
Marui Group Co., Ltd. ^(E)		14,600		244,240
Mitsubishi Corp.		23,700		501,308
Mitsubishi UFJ Financial Group, Inc.		138,700		518,953
Mitsui Fudosan Co., Ltd.		24,800		429,405
Nichirei Corp.		5,900		166,131
Nintendo Co., Ltd.		2,400		932,768


	Shares		Value
COMMON STOCKS (continued)
Japan (continued)
Nippon Telegraph & Telephone Corp.		36,700		$ 877,740
Nitori Holdings Co., Ltd.		2,400		324,338
Nomura Research Institute, Ltd.		6,200		130,961
Olympus Corp.		10,600		152,802
Otsuka Corp.		9,700		413,516
Otsuka Holdings Co., Ltd.		15,200		593,079
Panasonic Corp.		29,000		219,542
Persol Holdings Co., Ltd. ^(E)		10,300		103,063
Renesas Electronics Corp. ^(K)		13,100		46,598
Seven & i Holdings Co., Ltd.		10,100		333,551
SoftBank Group Corp.		3,400		120,368
Sony Corp.		7,900		467,945
Sumitomo Electric Industries, Ltd.		19,900		207,915
Sumitomo Mitsui Financial Group, Inc. ^(E)		18,000		437,281
T&D Holdings, Inc.		30,800		249,684
Tokio Marine Holdings, Inc.		12,300		562,781
Tokyo Gas Co., Ltd.		7,800		183,793
Tokyu Corp.		40,100		630,148
Toray Industries, Inc.		38,000		164,484
Toyota Motor Corp.		23,600		1,422,251
West Japan Railway Co.		4,100		280,419
Yamato Holdings Co., Ltd. ^(E)		5,300		82,792

				15,809,402

Luxembourg - 0.0% ^(F)
ArcelorMittal SA		10,144		95,764

Malaysia - 0.0% ^(F)
CIMB Group Holdings Bhd.		48,300		40,193
IHH Healthcare Bhd., Class A		37,600		44,661
Petronas Chemicals Group Bhd.		49,600		57,851
Public Bank Bhd.		25,300		93,073
Tenaga Nasional Bhd.		27,100		75,423

				311,201

Mexico - 0.1%
Alfa SAB de CV, Class A		53,781		14,373
America Movil SAB de CV, Series L		274,659		163,250
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, B Shares ^(E)		44,822		29,078
Fomento Economico Mexicano SAB de CV, ADR		1,753		106,074
Grupo Aeroportuario del Pacifico SAB de CV, B Shares		6,932		37,479
Grupo Aeroportuario del Sureste SAB de CV, Class B		5,391		50,816
Grupo Financiero Banorte SAB de CV, Class O		29,970		82,118
Grupo Mexico SAB de CV, Series B		52,591		97,523
Wal-Mart de Mexico SAB de CV		54,618		128,680

				709,391

Netherlands - 0.3%
Akzo Nobel NV		7,584		498,789
ASML Holding NV		4,861		1,281,430
Heineken NV ^(E)		2,804		237,958
ING Groep NV		46,589		238,726
Koninklijke Philips NV		2,590		106,339
NXP Semiconductors NV		4,183		346,896
Prosus NV ^(K)		1,188		82,742
Royal Dutch Shell PLC, A Shares		23,113		401,558
Royal Dutch Shell PLC, B Shares		25,164		422,103

				3,616,541


	Shares		Value
COMMON STOCKS (continued)
Norway - 0.0% ^(F)
Telenor ASA		37,034		$ 541,278

Peru - 0.0% ^(F)
Credicorp, Ltd.		858		122,754

Philippines - 0.0% ^(F)
Ayala Corp.		3,210		29,350
Ayala Land, Inc.		72,600		42,842
International Container Terminal Services, Inc.		18,450		26,980

				99,172

Poland - 0.0% ^(F)
CCC SA		1,148		8,240
CD Projekt SA		1,088		74,932
Dino Polska SA ^{(A) (K)}		1,296		50,413

				133,585

Qatar - 0.0% ^(F)
Qatar National Bank QPSC		24,464		111,794

Republic of Korea - 0.3%
BGF retail Co., Ltd.		257		27,838
Hana Financial Group, Inc.		4,482		84,323
Hanon Systems		5,186		37,660
Hyundai Glovis Co., Ltd.		395		29,231
Hyundai Mobis Co., Ltd.		795		109,971
Hyundai Motor Co.		1,309		94,302
KB Financial Group, Inc.		4,567		128,442
Kia Motors Corp.		4,195		88,300
KIWOOM Securities Co., Ltd.		487		27,715
KT&G Corp.		1,529		93,616
LG Chem, Ltd.		518		128,299
LG Household & Health Care, Ltd.		123		112,667
Lotte Chemical Corp.		424		66,563
Mando Corp.		1,828		30,756
NAVER Corp.		1,020		141,815
NCSoft Corp.		263		140,364
POSCO		892		117,376
S-Oil Corp.		1,282		59,556
Samsung Electronics Co., Ltd.		34,495		1,341,217
Samsung SDI Co., Ltd.		493		95,982
Shinhan Financial Group Co., Ltd.		4,693		109,789
SK Holdings Co., Ltd.		283		38,710
SK Hynix, Inc.		4,180		282,585
SK Innovation Co., Ltd.		765		54,128

				3,441,205

Republic of South Africa - 0.1%
Absa Group, Ltd.		13,843		57,590
Bid Corp., Ltd. ^(E)		6,180		72,844
Bidvest Group, Ltd. ^(E)		8,099		66,028
Capitec Bank Holdings, Ltd.		894		43,976
Clicks Group, Ltd.		6,324		91,151
FirstRand, Ltd. ^(E)		41,212		92,485
Mr. Price Group, Ltd.		7,300		46,324
MTN Group, Ltd. ^(E)		5,107		13,694
Naspers, Ltd., N Shares		1,956		277,976
Pick n Pay Stores, Ltd.		12,531		42,458
Shoprite Holdings, Ltd.		4,133		28,885
SPAR Group, Ltd.		7,631		77,545
Vodacom Group, Ltd. ^(E)		13,299		87,004

				997,960


	Shares		Value
COMMON STOCKS (continued)
Russian Federation - 0.1%
Alrosa PJSC ^{(D) (K)}		80,820		$ 65,059
Gazprom PJSC, ADR ^(E)		28,702		130,881
Lukoil PJSC, ADR		3,432		203,037
Magnitogorsk Iron & Steel Works ^(D) (K)		80,878		38,954
MMC Norilsk Nickel PJSC, ADR ^(E)		1,998		48,472
Mobile TeleSystems PJSC, ADR		5,739		43,617
Moscow Exchange PJSC ^{(D) (K)}		57,408		70,489
Novatek PJSC, GDR		260		29,978
Rosneft Oil Co. PJSC, GDR		6,408		26,074
Sberbank of Russia PJSC, ADR ^(E)		18,580		174,652
Severstal PJSC, GDR		5,472		60,520
Tatneft PJSC, ADR ^(E)		2,872		108,849
X5 Retail Group NV, GDR		2,924		78,948

				1,079,530

Saudi Arabia - 0.1%
Al Rajhi Bank		12,800		183,281
Alinma Bank		15,116		82,760
Almarai Co. JSC		4,676		58,231
Bupa Arabia for Cooperative Insurance Co.		1,314		31,877
Mouwasat Medical Services Co.		2,099		46,225
National Commercial Bank		10,260		94,573
Saudi Basic Industries Corp.		4,920		91,056
Saudi Telecom Co.		2,884		66,842
Savola Group ^(K)		3,935		37,329

				692,174

Singapore - 0.0% ^(F)
DBS Group Holdings, Ltd.		35,300		460,600
United Overseas Bank, Ltd.		3,600		49,392

				509,992

Spain - 0.2%
Banco Santander SA		85,031		202,274
Bankia SA ^(E)		112,674		122,868
Iberdrola SA		102,683		1,004,343
Industria de Diseno Textil SA		30,427		788,473
Telefonica SA		20,928		95,245

				2,213,203

Sweden - 0.1%
Lundin Petroleum AB		15,899		300,119
Spotify Technology SA ^(K)		2,230		270,811
Svenska Handelsbanken AB, A Shares ^(K)		53,562		441,731

				1,012,661

Switzerland - 0.7%
Cie Financiere Richemont SA		6,301		336,813
Credit Suisse Group AG ^(K)		26,119		210,815
Garmin, Ltd.		4,600		344,816
LafargeHolcim, Ltd. ^(K)		12,765		465,840
Nestle SA		27,409		2,805,799
Novartis AG		19,163		1,580,924
Roche Holding AG		6,538		2,103,548
Swiss Re AG		5,029		387,227
Zurich Insurance Group AG		607		213,243

				8,449,025

Taiwan - 0.3%
Advantech Co., Ltd.		7,000		57,678
ASE Technology Holding Co., Ltd.		21,000		40,677
Catcher Technology Co., Ltd.		14,000		89,556
Chailease Holding Co., Ltd.		27,810		83,762
China Life Insurance Co., Ltd. ^(K)		102,000		56,416


	Shares		Value
COMMON STOCKS (continued)
Taiwan (continued)
CTBC Financial Holding Co., Ltd.		237,000		$ 139,555
Delta Electronics, Inc.		32,000		126,650
E.Sun Financial Holding Co., Ltd.		157,656		125,850
Formosa Chemicals & Fibre Corp.		18,000		39,638
Formosa Plastics Corp.		55,000		136,049
Fubon Financial Holding Co., Ltd.		87,000		107,534
Global Unichip Corp.		5,000		30,129
Globalwafers Co., Ltd.		5,000		55,852
Hiwin Technologies Corp.		6,000		39,464
Hon Hai Precision Industry Co., Ltd.		40,000		92,091
Largan Precision Co., Ltd.		1,000		126,269
MediaTek, Inc.		8,000		85,866
Nanya Technology Corp.		24,000		42,239
Quanta Computer, Inc.		34,000		67,325
Taiwan Semiconductor Manufacturing Co., Ltd., ADR		29,094		1,390,402
Uni-President Enterprises Corp.		57,000		123,372
Vanguard International Semiconductor Corp.		27,000		52,337
Yuanta Financial Holding Co., Ltd.		147,000		75,051

				3,183,762

Thailand - 0.0% ^(F)
Kasikornbank PCL		21,800		59,562
Minor International PCL		73,500		37,626
PTT Exploration & Production PCL		28,800		59,638
PTT Global Chemical PCL		16,300		15,005
PTT PCL		120,600		113,922
Siam Cement PCL		10,700		105,441
Thai Oil PCL		41,300		38,698

				429,892

Turkey - 0.0% ^(F)
BIM Birlesik Magazalar AS		8,606		65,262
Eregli Demir VE Celik Fabrikalari TAS		30,370		34,412
Ford Otomotiv Sanayi AS		3,567		26,488
KOC Holding AS		16,109		32,573
Tofas Turk Otomobil Fabrikasi AS		12,169		30,270
Tupras Turkiye Petrol Rafinerileri AS ^(K)		4,012		45,658
Turkcell Iletisim Hizmetleri AS		38,616		71,725

				306,388

United Arab Emirates - 0.0% ^(F)
DP World PLC		2,711		40,751
Emaar Properties PJSC		53,810		31,958

				72,709

United Kingdom - 0.9%
3i Group PLC		57,596		558,084
AstraZeneca PLC		4,360		388,471
Aviva PLC		11,801		38,799
Barratt Developments PLC		45,908		248,147
BP PLC		215,302		882,941
British American Tobacco PLC		25,691		875,171
Burberry Group PLC		9,783		159,020
Diageo PLC		29,933		949,161
Ferguson PLC		3,316		205,036
GlaxoSmithKline PLC		47,346		888,408
HSBC Holdings PLC		97,417		546,877
IHS Markit, Ltd.		4,570		274,200
InterContinental Hotels Group PLC		15,744		669,801
ITV PLC		26,940		22,108
Linde PLC		1,589		274,897
Lloyds Banking Group PLC		457,514		178,866
M&G PLC ^(K)		181,668		252,701
Mondi PLC		1,365		23,160


	Shares		Value
COMMON STOCKS (continued)
United Kingdom (continued)
Prudential PLC		49,056		$ 614,664
RELX PLC		24,461		522,057
Rio Tinto PLC		3,982		182,544
Rio Tinto, Ltd.		10,188		524,880
Standard Chartered PLC		67,398		372,630
Taylor Wimpey PLC		171,727		247,108
Unilever NV		19,798		973,096
Vodafone Group PLC		63,662		88,073
Whitbread PLC		2,620		97,101

				11,058,001

United States - 11.2%
AbbVie, Inc.		12,760		972,184
Acadia Healthcare Co., Inc. ^{(E) (K)}		5,272		96,741
Advanced Micro Devices, Inc. ^(K)		22,057		1,003,152
Air Products & Chemicals, Inc.		914		182,444
Alexion Pharmaceuticals, Inc. ^(K)		2,088		187,482
Allergan PLC		1,209		214,114
Allstate Corp.		6,448		591,475
Alphabet, Inc., Class A ^(K)		1,418		1,647,645
Alphabet, Inc., Class C ^(K)		2,868		3,334,939
Altice USA, Inc., Class A ^(K)		4,406		98,210
Altria Group, Inc.		10,140		392,114
Amazon.com, Inc. ^(K)		3,193		6,225,456
Ameren Corp.		2,430		176,977
American Electric Power Co., Inc.		3,734		298,645
American Express Co.		5,216		446,542
Ameriprise Financial, Inc.		946		96,946
AMETEK, Inc.		4,240		305,365
Amgen, Inc.		4,361		884,106
Amphenol Corp., Class A		2,924		213,101
Analog Devices, Inc.		6,890		617,688
Anthem, Inc.		1,366		310,137
Apple, Inc.		24,944		6,343,010
Applied Industrial Technologies, Inc.		3,175		145,161
AptarGroup, Inc.		5,420		539,507
Arista Networks, Inc. ^(K)		919		186,143
Arthur J. Gallagher & Co.		1,130		92,106
Aspen Technology, Inc. ^(K)		3,300		313,731
AT&T, Inc.		6,401		186,589
Atmos Energy Corp.		1,275		126,518
Automatic Data Processing, Inc.		4,228		577,883
AutoZone, Inc. ^(K)		541		457,686
Avery Dennison Corp.		5,456		555,803
Axalta Coating Systems, Ltd. ^(K)		10,275		177,449
Ball Corp.		5,770		373,088
Bank of America Corp.		26,572		564,124
Baxter International, Inc.		6,087		494,204
Berkshire Hathaway, Inc., Class B ^(K)		8,834		1,615,120
Best Buy Co., Inc.		6,948		396,036
Biogen, Inc. ^(K)		1,148		363,204
BJ’S Wholesale Club Holdings, Inc. ^(K)		14,075		358,490
BlackRock, Inc.		1,587		698,232
Booking Holdings, Inc. ^(K)		256		344,402
Booz Allen Hamilton Holding Corp.		6,050		415,272
Boston Scientific Corp. ^(K)		7,294		238,003
Brady Corp., Class A		3,375		152,314
Bright Horizons Family Solutions, Inc. ^(K)		3,200		326,400
Bristol-Myers Squibb Co.		18,568		1,034,980
Broadridge Financial Solutions, Inc.		2,175		206,255
Brunswick Corp.		7,350		259,969
Cabot Microelectronics Corp.		2,625		299,617
Cadence BanCorp		1,275		8,351
Capital One Financial Corp.		7,115		358,738
Carlisle Cos., Inc.		600		75,168
Carter’s, Inc.		2,600		170,898


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Casey’s General Stores, Inc.		875		$ 115,929
Catalent, Inc. ^(K)		15,470		803,666
CBRE Group, Inc., Class A ^(K)		6,483		244,474
Celanese Corp.		2,894		212,391
Centene Corp. ^(K)		6,475		384,680
Charles Schwab Corp.		21,556		724,713
Charter Communications, Inc., Class A ^(K)		2,181		951,592
Chemed Corp.		75		32,490
Chevron Corp.		13,648		988,934
Chewy, Inc., Class A ^{(E) (K)}		6,250		234,312
Cigna Corp.		2,491		441,355
Cincinnati Financial Corp.		1,050		79,223
Cinemark Holdings, Inc. ^(E)		10,425		106,231
Cintas Corp.		441		76,390
Cisco Systems, Inc.		4,938		194,113
Citigroup, Inc.		24,104		1,015,260
Citizens Financial Group, Inc.		9,137		171,867
CME Group, Inc.		2,265		391,641
CMS Energy Corp.		4,293		252,214
Coca-Cola Co.		19,966		883,495
Cognex Corp.		6,050		255,431
Comcast Corp., Class A		31,709		1,090,155
Commerce Bancshares, Inc. ^(E)		5,728		288,405
Conagra Brands, Inc.		2,036		59,736
Constellation Brands, Inc., Class A		3,539		507,351
Copart, Inc. ^(K)		3,637		249,207
CoreLogic, Inc.		5,950		181,713
Costco Wholesale Corp.		2,616		745,900
Crown Holdings, Inc. ^(K)		7,713		447,663
CubeSmart, REIT		6,975		186,860
Cullen/Frost Bankers, Inc. ^(E)		300		16,737
Cummins, Inc.		2,973		402,306
Cushman & Wakefield PLC ^(E) (K)		18,250		214,255
DaVita, Inc. ^(K)		2,291		174,253
Deere & Co.		1,305		180,299
Delta Air Lines, Inc.		4,002		114,177
DexCom, Inc. ^(K)		1,350		363,514
Diamondback Energy, Inc.		3,618		94,792
Discovery, Inc., Class A ^{(E) (K)}		9,089		176,690
Discovery, Inc., Class C ^(K)		9,907		173,769
Dow, Inc.		5,592		163,510
Duke Energy Corp.		3,135		253,559
DuPont de Nemours, Inc.		3,298		112,462
E*TRADE Financial Corp.		6,175		211,926
East West Bancorp, Inc.		3,451		88,829
EastGroup Properties, Inc., REIT		3,275		342,172
Eastman Chemical Co.		6,239		290,613
Eaton Corp. PLC		8,759		680,487
Eaton Vance Corp.		5,025		162,056
Edison International		1,519		83,226
Edwards Lifesciences Corp. ^(K)		851		160,516
Electronic Arts, Inc. ^(K)		1,759		176,199
Eli Lilly & Co.		6,529		905,703
Emerson Electric Co.		4,436		211,375
Encompass Health Corp.		6,525		417,796
Enphase Energy, Inc. ^(K)		5,280		170,491
Entegris, Inc.		4,990		223,402
Entergy Corp.		6,207		583,272
EOG Resources, Inc.		9,355		336,032
Equinix, Inc., REIT		836		522,141
Equity Residential, REIT		6,235		384,762
Exact Sciences Corp. ^{(E) (K)}		3,947		228,926
Exelixis, Inc. ^(K)		12,540		215,939
Expedia Group, Inc.		2,741		154,236
Exxon Mobil Corp.		3,311		125,719
Facebook, Inc., Class A ^(K)		11,998		2,001,266
FactSet Research Systems, Inc. ^(E)		963		251,035


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Fifth Third Bancorp		2,897		$ 43,020
First Hawaiian, Inc.		13,400		221,502
First Republic Bank		3,602		296,373
Fiserv, Inc. ^(K)		6,764		642,512
FleetCor Technologies, Inc. ^(K)		445		83,010
Focus Financial Partners, Inc., Class A ^(E) (K)		5,925		136,334
Fortinet, Inc. ^(K)		600		60,702
Fortune Brands Home & Security, Inc.		11,971		517,746
FTI Consulting, Inc. ^(K)		3,080		368,892
Gates Industrial Corp. PLC ^{(E) (K)}		6,926		51,114
Generac Holdings, Inc. ^(K)		7,000		652,190
General Dynamics Corp.		1,497		198,068
General Motors Co.		9,140		189,929
Gilead Sciences, Inc.		1,367		102,197
Global Payments, Inc.		4,499		648,891
Goldman Sachs Group, Inc.		1,785		275,943
Guidewire Software, Inc. ^(K)		3,000		237,930
H&R Block, Inc.		1,652		23,260
Hartford Financial Services Group, Inc.		10,274		362,056
HD Supply Holdings, Inc. ^(K)		3,506		99,676
Henry Schein, Inc. ^(K)		2,750		138,930
Hilton Worldwide Holdings, Inc.		4,468		304,896
Home Depot, Inc.		9,053		1,690,286
Honeywell International, Inc.		8,177		1,094,001
HP, Inc.		14,101		244,793
IAA, Inc. ^(K)		7,700		230,692
IBERIABANK Corp.		4,075		147,352
ICU Medical, Inc. ^(K)		1,300		262,301
IDEX Corp.		2,525		348,728
IDEXX Laboratories, Inc. ^(K)		1,900		460,256
Illumina, Inc. ^(K)		1,617		441,635
Ingersoll Rand, Inc. ^(K)		9,472		234,906
Intel Corp.		4,116		222,758
Intercept Pharmaceuticals, Inc. ^(K)		1,522		95,825
International Business Machines Corp.		6,153		682,552
Intuit, Inc.		4,928		1,133,440
Intuitive Surgical, Inc. ^(K)		895		443,213
Johnson & Johnson		7,305		957,905
Kansas City Southern		1,772		225,363
KeyCorp		29,637		307,336
Keysight Technologies, Inc. ^(K)		3,810		318,821
Kimberly-Clark Corp.		1,396		178,507
Kinsale Capital Group, Inc.		3,500		365,855
Knight-Swift Transportation Holdings, Inc. ^(E)		7,450		244,360
Kroger Co.		3,365		101,354
Lam Research Corp.		2,795		670,800
Lamb Weston Holdings, Inc.		5,800		331,180
Landstar System, Inc.		2,625		251,632
Las Vegas Sands Corp.		3,428		145,587
Leidos Holdings, Inc.		3,967		363,576
Lennar Corp., Class A		6,268		239,438
Lennox International, Inc.		1,340		243,599
Lincoln Electric Holdings, Inc.		5,175		357,075
LKQ Corp. ^(K)		6,850		140,494
Lowe’s Cos., Inc.		7,542		648,989
Lyft, Inc., Class A ^{(E) (K)}		7,832		210,289
LyondellBasell Industries NV, Class A		2,110		104,719
Marathon Petroleum Corp.		9,362		221,130
MarketAxess Holdings, Inc.		246		81,812
Marsh & McLennan Cos., Inc.		3,724		321,977
Masco Corp.		7,217		249,492
Mastercard, Inc., Class A		11,295		2,728,420
Maxim Integrated Products, Inc.		6,475		314,750
McDonald’s Corp.		1,261		208,506
McKesson Corp.		2,632		356,004
Medallia, Inc. ^(K)		7,080		141,883


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
Merck & Co., Inc.		16,670		$ 1,282,590
Mettler-Toledo International, Inc. ^(K)		150		103,577
Microchip Technology, Inc. ^(E)		3,264		221,299
Micron Technology, Inc. ^(K)		2,275		95,687
Microsoft Corp.		54,985		8,671,684
Mid-America Apartment Communities, Inc., REIT		4,647		478,780
Moelis & Co., Class A		7,000		196,700
Molina Healthcare, Inc. ^(K)		2,875		401,666
Mondelez International, Inc., Class A		13,454		673,776
MongoDB, Inc. ^{(E) (K)}		910		124,251
Monolithic Power Systems, Inc.		375		62,798
Monster Beverage Corp. ^(K)		1,634		91,929
Morgan Stanley		21,227		721,718
Motorola Solutions, Inc.		415		55,162
MSA Safety, Inc.		3,400		344,080
Nasdaq, Inc.		3,008		285,610
National Retail Properties, Inc., REIT		9,150		294,538
National Vision Holdings, Inc. ^(K)		5,430		105,451
Netflix, Inc. ^(K)		3,617		1,358,183
New York Times Co., Class A ^(E)		7,550		231,860
Newmont Corp.		3,338		151,145
Nexteer Automotive Group, Ltd.		25,000		12,402
NextEra Energy, Inc.		4,747		1,142,223
NIKE, Inc., Class B		8,017		663,327
Nordson Corp.		2,903		392,108
Norfolk Southern Corp.		4,653		679,338
Northrop Grumman Corp.		2,071		626,581
NorthWestern Corp.		4,300		257,269
NVIDIA Corp.		5,618		1,480,905
O’Reilly Automotive, Inc. ^(K)		990		298,039
Old Dominion Freight Line, Inc.		2,718		356,765
ONEOK, Inc.		8,110		176,879
Outfront Media, Inc., REIT		11,075		149,291
Packaging Corp. of America		832		72,243
Parker-Hannifin Corp.		2,807		364,152
Patrick Industries, Inc.		2,650		74,624
PayPal Holdings, Inc. ^(K)		17,194		1,646,154
PepsiCo, Inc.		521		62,572
Performance Food Group Co. ^(K)		14,450		357,204
Pfizer, Inc.		7,688		250,936
Philip Morris International, Inc.		12,823		935,566
Phillips 66		1,206		64,702
Pioneer Natural Resources Co.		4,550		319,182
Planet Fitness, Inc., Class A ^(K)		2,125		103,488
Pool Corp.		2,882		567,091
Premier, Inc., Class A ^(K)		6,350		207,772
Procter & Gamble Co.		13,734		1,510,740
Progressive Corp.		6,896		509,201
Prologis, Inc., REIT		7,850		630,904
Q2 Holdings, Inc. ^{(E) (K)}		4,525		267,246
Qorvo, Inc. ^(K)		1,601		129,089
Quaker Chemical Corp. ^(E)		1,625		205,205
QUALCOMM, Inc.		9,424		637,534
Ralph Lauren Corp.		1,090		72,845
RBC Bearings, Inc. ^(K)		2,500		281,975
Regeneron Pharmaceuticals, Inc. ^(K)		1,456		710,950
Regions Financial Corp.		26,572		238,351
RLI Corp.		4,875		428,659
RLJ Lodging Trust, REIT		15,475		119,467
Ross Stores, Inc.		9,048		786,905
S&P Global, Inc.		3,512		860,616
Sage Therapeutics, Inc. ^(K)		1,340		38,485
salesforce.com, Inc. ^(K)		9,691		1,395,310
SBA Communications Corp., REIT		172		46,435
Sempra Energy		370		41,806
ServiceNow, Inc. ^(K)		1,308		374,847


	Shares		Value
COMMON STOCKS (continued)
United States (continued)
ServisFirst Bancshares, Inc.		5,625		$ 164,925
Signature Bank		2,700		217,053
Slack Technologies, Inc., Class A ^(K)		3,160		84,814
Snap-on, Inc.		2,782		302,737
Southern Co.		3,607		195,283
Southwest Airlines Co.		2,905		103,447
Splunk, Inc. ^(K)		3,575		451,272
SS&C Technologies Holdings, Inc.		12,375		542,272
Stanley Black & Decker, Inc.		6,505		650,500
State Street Corp.		6,883		366,657
Sun Communities, Inc., REIT		571		71,289
Syneos Health, Inc. ^(K)		4,975		196,115
Synopsys, Inc. ^(K)		2,235		287,846
Sysco Corp.		1,407		64,201
T-Mobile US, Inc. ^(K)		2,510		210,589
T. Rowe Price Group, Inc.		856		83,588
Take-Two Interactive Software, Inc. ^(K)		3,717		440,873
Target Corp.		3,622		336,737
Teladoc Health, Inc. ^(K)		3,375		523,159
Teradyne, Inc.		4,711		255,195
Tesla, Inc. ^(K)		1,478		774,472
Texas Instruments, Inc.		8,662		865,594
TherapeuticsMD, Inc. ^{(E) (K)}		22,331		23,671
Thermo Fisher Scientific, Inc.		4,839		1,372,340
Thor Industries, Inc. ^(E)		4,525		190,865
TJX Cos., Inc.		9,364		447,693
Toro Co.		9,300		605,337
Tractor Supply Co.		3,230		273,096
Trade Desk, Inc., Class A ^(E) (K)		1,600		308,800
TransUnion		2,050		135,669
Tyler Technologies, Inc. ^(K)		1,275		378,114
Union Pacific Corp.		1,594		224,818
United Airlines Holdings, Inc. ^(K)		993		31,329
United Technologies Corp.		7,835		739,076
UnitedHealth Group, Inc.		10,560		2,633,453
Uniti Group, Inc., REIT		600		3,618
Veeva Systems, Inc., Class A ^(K)		1,082		169,192
Ventas, Inc., REIT		3,287		88,092
Verisk Analytics, Inc.		360		50,177
Verizon Communications, Inc.		20,503		1,101,626
Vertex Pharmaceuticals, Inc. ^(K)		1,438		342,172
Visa, Inc., Class A		3,313		533,791
Voya Financial, Inc.		4,629		187,706
Vulcan Materials Co.		2,490		269,094
Waste Connections, Inc.		13,012		1,008,430
Welbilt, Inc. ^(K)		11,850		60,791
Wells Fargo & Co.		12,419		356,425
Wendy’s Co.		8,400		124,992
West Pharmaceutical Services, Inc.		3,850		586,162
Western Alliance Bancorp		7,800		238,758
WestRock Co.		3,679		103,969
WEX, Inc. ^(K)		2,225		232,624
WillScot Corp. ^(K)		11,275		114,216
Wintrust Financial Corp.		800		26,288
Woodward, Inc.		3,600		213,984
Workday, Inc., Class A ^(K)		714		92,977
Xcel Energy, Inc.		3,101		186,990
Xilinx, Inc.		2,210		172,247
Yum! Brands, Inc.		3,640		249,449
Zebra Technologies Corp., Class A ^(K)		2,000		367,200
Zimmer Biomet Holdings, Inc.		5,608		566,857
Zscaler, Inc. ^{(E) (K)}		3,820		232,485

			143,587,567

Total Common Stocks (Cost $262,376,686)				237,620,119


	Shares		Value
PREFERRED STOCKS - 0.1%
Brazil - 0.1%
Banco Bradesco SA,
9.09%^(L)		41,463		$ 165,737
Gerdau SA,
1.91%^(L)		27,680		53,537
Itau Unibanco Holding SA,
8.33%^(L)		43,519		193,386
Itausa - Investimentos Itau SA,
5.39%^(L)		36,917		62,309
Petroleo Brasileiro SA,
5.18%^(L)		48,975		131,861
Telefonica Brasil SA,
5.04%^(L)		4,086		38,885

				645,715

Germany - 0.0% ^(F)
Henkel AG & Co. KGaA,
2.38%^(L)		2,046		163,642
Volkswagen AG,
3.98%^(L)		2,838		326,928

				490,570

Total Preferred Stocks (Cost $2,092,208)				1,136,285


EXCHANGE-TRADED FUND - 0.1%
United States - 0.1%
iShares MSCI India ETF ^(E)		85,407		2,059,163

Total Exchange-Traded Fund (Cost $2,997,057)				2,059,163


INVESTMENT COMPANIES - 2.9%
United States - 2.9%
JPMorgan High Yield Fund		1,461,103		9,073,449
JPMorgan Value Advantage Fund		1,080,947		28,050,565

Total Investment Companies (Cost $43,439,703)				37,124,014


	Shares		Value
MASTER LIMITED PARTNERSHIP - 0.0% ^(F)
United States - 0.0% ^(F)
Lazard, Ltd., Class A		7,175		$ 169,043

Total Master Limited Partnership (Cost $258,350)				169,043


OTHER INVESTMENT COMPANY - 2.4%
Securities Lending Collateral - 2.4%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(L)		30,431,490		30,431,490

Total Other Investment Company (Cost $30,431,490)				30,431,490


	Principal		Value
REPURCHASE AGREEMENT - 4.5%
Fixed Income Clearing Corp., 0.00%^(L), dated 03/31/2020, to be repurchased at $57,283,993 on 04/01/2020. Collateralized by U.S. Government Obligations, 0.63% - 1.63%, due 06/30/2021 - 07/15/2021, and with a total value of $58,430,367.		$ 57,283,993		$ 57,283,993

Total Repurchase Agreement (Cost $57,283,993)				57,283,993

Total Investments (Cost $1,328,709,810)				1,316,619,058
Net Other Assets (Liabilities) - (2.6)%				(33,592,401	)

Net Assets - 100.0%				$ 1,283,026,657


	Shares		Value
EXCHANGE-TRADED FUNDS - 30.6%
International Equity Fund - 1.2%
iShares MSCI EAFE ETF		230,203		$ 12,306,652

U.S. Equity Funds - 13.6%
iShares Core S&P 500 ETF		396,089		102,349,398
SPDR S&P 500 ETF Trust ^(A)		93,436		24,083,129
Vanguard Small-Cap ETF ^(A)		106,362		12,278,429

				138,710,956

U.S. Fixed Income Funds - 15.8%
iShares 20+ Year Treasury Bond ETF ^(A)		178,538		29,453,414
iShares Core U.S. Aggregate Bond ETF		254,382		29,348,051
Vanguard Total Bond Market ETF		1,205,698		102,906,324

				161,707,789

Total Exchange-Traded Funds (Cost $303,694,278)				312,725,397


OTHER INVESTMENT COMPANY - 2.6%
Securities Lending Collateral - 2.6%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		26,564,351		26,564,351

Total Other Investment Company (Cost $26,564,351)				26,564,351


	Principal		Value
REPURCHASE AGREEMENT - 66.0%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $674,972,399 on 04/01/2020. Collateralized by U.S. Government Obligations, 1.38% - 1.88%, due 01/31/2022, and with a total value of $688,473,727.		$ 674,972,399		$ 674,972,399

Total Repurchase Agreement (Cost $674,972,399)				674,972,399

Total Investments Excluding Options Purchased (Cost $1,005,231,028)				1,014,262,147
Total Options Purchased - 3.5% (Cost $52,091,873)				35,597,886

Total Investments (Cost $1,057,322,901)				1,049,860,033
Net Other Assets (Liabilities) - (2.7)%				(27,434,104	)

Net Assets - 100.0%				$ 1,022,425,929


	Shares		Value
EXCHANGE-TRADED FUNDS - 25.2%
International Equity Fund - 1.5%
iShares MSCI EAFE ETF		122,146		$ 6,529,925

U.S. Equity Funds - 15.8%
iShares Core S&P 500 ETF		200,410		51,785,944
SPDR S&P 500 ETF Trust ^(A)		47,049		12,126,880
Vanguard Small-Cap ETF ^(A)		56,621		6,536,328

				70,449,152

U.S. Fixed Income Funds - 7.9%
iShares 20+ Year Treasury Bond ETF ^(A)		35,858		5,915,494
iShares Core U.S. Aggregate Bond ETF		71,928		8,298,333
Vanguard Total Bond Market ETF		248,753		21,231,069

				35,444,896

Total Exchange-Traded Funds (Cost $114,075,408)				112,423,973


OTHER INVESTMENT COMPANY - 4.7%
Securities Lending Collateral - 4.7%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		21,083,817		21,083,817

Total Other Investment Company (Cost $21,083,817)				21,083,817


	Principal		Value
REPURCHASE AGREEMENT - 69.9%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $311,443,573 on 04/01/2020. Collateralized by U.S. Government Obligations, 1.50% - 2.50%, due 01/31/2022 - 02/15/2022, and with a total value of $317,676,988.		$ 311,443,573		$ 311,443,573

Total Repurchase Agreement (Cost $311,443,573)				311,443,573

Total Investments Excluding Options Purchased (Cost $446,602,798)				444,951,363
Total Options Purchased - 5.0% (Cost $32,711,709)				22,346,840

Total Investments (Cost $479,314,507)				467,298,203
Net Other Assets (Liabilities) - (4.8)%				(21,545,148	)

Net Assets - 100.0%				$ 445,753,055


	Shares		Value
COMMON STOCKS - 95.7%
Aerospace & Defense - 5.2%
Textron, Inc.		3,656		$ 97,505
United Technologies Corp.		5,923		558,717

				656,222

Automobiles - 3.7%
General Motors Co.		22,163		460,547

Banks - 5.6%
Citigroup, Inc.		11,274		474,861
JPMorgan Chase & Co.		2,548		229,396

				704,257

Beverages - 3.2%
Primo Water Corp.		43,713		396,040

Biotechnology - 5.9%
AbbVie, Inc.		9,634		734,015

Capital Markets - 2.8%
Morgan Stanley		10,481		356,354

Chemicals - 4.2%
DuPont de Nemours, Inc.		15,526		529,437

Communications Equipment - 2.8%
CommScope Holding Co., Inc. ^(A)		27,737		252,684
Juniper Networks, Inc.		4,808		92,025

				344,709

Containers & Packaging - 1.1%
International Paper Co.		4,341		135,135

Diversified Telecommunication Services - 4.1%
AT&T, Inc.		9,375		273,281
Verizon Communications, Inc.		4,471		240,227

				513,508

Electric Utilities - 2.8%
Exelon Corp.		9,513		350,174

Equity Real Estate Investment Trusts - 1.8%
SL Green Realty Corp.		5,192		223,775

Food & Staples Retailing - 4.8%
Walmart, Inc.		5,327		605,254

Food Products - 10.9%
Archer-Daniels-Midland Co.		16,827		591,974
Post Holdings, Inc. ^(A)		1,786		148,184
TreeHouse Foods, Inc. ^(A)		12,813		565,694
Tyson Foods, Inc., Class A		989		57,234

				1,363,086

Health Care Providers & Services - 1.5%
Quest Diagnostics, Inc.		2,356		189,187

Insurance - 4.7%
Allstate Corp.		1,168		107,140
American International Group, Inc.		20,027		485,655

				592,795


	Shares		Value
COMMON STOCKS (continued)
IT Services - 1.7%
International Business Machines Corp.		1,904		$ 211,211

Life Sciences Tools & Services - 0.8%
Bio-Rad Laboratories, Inc., Class A ^(A)		279		97,806

Media - 1.9%
Comcast Corp., Class A		6,798		233,715

Multi-Utilities - 4.6%
CenterPoint Energy, Inc.		36,875		569,719

Oil, Gas & Consumable Fuels - 4.5%
Exxon Mobil Corp.		6,428		244,071
Occidental Petroleum Corp.		5,093		58,977
Williams Cos., Inc.		17,949		253,978

				557,026

Pharmaceuticals - 6.5%
Johnson & Johnson		3,281		430,237
Pfizer, Inc.		11,756		383,716

				813,953

Semiconductors & Semiconductor Equipment - 3.9%
Intel Corp.		9,110		493,033

Specialty Retail - 3.0%
Lowe’s Cos., Inc.		4,375		376,469

Technology Hardware, Storage & Peripherals - 1.3%
Apple, Inc.		625		158,931

Tobacco - 0.8%
Philip Morris International, Inc.		1,346		98,204

Wireless Telecommunication Services - 1.6%
Vodafone Group PLC, ADR		14,663		201,910

Total Common Stocks (Cost $14,938,565)				11,966,472

Total Investments (Cost $14,938,565)				11,966,472
Net Other Assets (Liabilities) - 4.3%				541,238

Net Assets - 100.0%				$ 12,507,710


	Shares		Value
COMMON STOCKS - 37.5%
Aerospace & Defense - 0.7%
General Dynamics Corp.		8,200		$ 1,084,942

Banks - 1.9%
JPMorgan Chase & Co.		23,500		2,115,705
US Bancorp		27,000		930,150

				3,045,855

Beverages - 1.7%
Coca-Cola Co.		15,000		663,750
PepsiCo, Inc.		17,400		2,089,740

				2,753,490

Biotechnology - 1.2%
Amgen, Inc.		6,500		1,317,745
Gilead Sciences, Inc.		8,000		598,080

				1,915,825

Capital Markets - 2.0%
BlackRock, Inc.		4,700		2,067,859
Northern Trust Corp.		15,500		1,169,630

				3,237,489

Chemicals - 1.2%
Linde PLC		11,000		1,903,000

Communications Equipment - 1.3%
Cisco Systems, Inc.		54,500		2,142,395

Diversified Telecommunication Services - 1.8%
Verizon Communications, Inc.		55,000		2,955,150

Electric Utilities - 1.1%
NextEra Energy, Inc.		7,800		1,876,836

Electrical Equipment - 0.6%
Emerson Electric Co.		20,000		953,000

Electronic Equipment, Instruments & Components - 0.8%
TE Connectivity, Ltd.		19,800		1,247,004

Food Products - 1.5%
Hershey Co.		6,200		821,500
Nestle SA, ADR		15,000		1,544,850

				2,366,350

Health Care Equipment & Supplies - 1.2%
Medtronic PLC		21,000		1,893,780

Hotels, Restaurants & Leisure - 1.1%
McDonald’s Corp.		10,800		1,785,780

Household Products - 0.9%
Procter & Gamble Co.		14,000		1,540,000

Insurance - 1.6%
Chubb, Ltd.		10,500		1,172,745
Travelers Cos., Inc.		14,000		1,390,900

				2,563,645

IT Services - 1.5%
Accenture PLC, Class A		5,300		865,278
Automatic Data Processing, Inc.		5,400		738,072
Paychex, Inc.		12,500		786,500

				2,389,850


	Shares		Value
COMMON STOCKS (continued)
Machinery - 1.4%
Caterpillar, Inc.		19,500		$ 2,262,780

Media - 1.4%
Comcast Corp., Class A		68,000		2,337,840

Multi-Utilities - 1.1%
Dominion Energy, Inc.		25,800		1,862,502

Pharmaceuticals - 5.8%
Bristol-Myers Squibb Co.		43,000		2,396,820
Johnson & Johnson		21,000		2,753,730
Merck & Co., Inc.		23,000		1,769,620
Novartis AG, ADR		18,000		1,484,100
Pfizer, Inc.		32,500		1,060,800

				9,465,070

Road & Rail - 0.6%
Union Pacific Corp.		7,500		1,057,800

Semiconductors & Semiconductor Equipment - 1.8%
Analog Devices, Inc.		15,000		1,344,750
Texas Instruments, Inc.		16,200		1,618,866

				2,963,616

Specialty Retail - 2.2%
Home Depot, Inc.		12,700		2,371,217
TJX Cos., Inc.		26,000		1,243,060

				3,614,277

Trading Companies & Distributors - 1.1%
Fastenal Co.		59,000		1,843,750

Total Common Stocks (Cost $58,113,256)				61,062,026


	Principal		Value
ASSET-BACKED SECURITIES - 2.7%
BMW Floorplan Master Owner Trust
Series 2018-1, Class A2,
1-Month LIBOR + 0.32%, 1.02%^(A), 05/15/2023 ^(B)		$ 175,000		170,726
CarMax Auto Owner Trust
Series 2018-3, Class A3,
3.13%, 06/15/2023		200,000		203,261
Chesapeake Funding II LLC
Series 2017-4A, Class A1,
2.12%, 11/15/2029^(B)		199,852		198,613
Series 2018-1A, Class A1,
3.04%, 04/15/2030^(B)		275,056		272,389
Series 2018-2A, Class A1,
3.23%, 08/15/2030^(B)		96,517		96,523
Series 2018-3A, Class B,
3.62%, 01/15/2031^(B)		100,000		101,070
CNH Equipment Trust
Series 2019-A, Class A4,
3.22%, 01/15/2026		130,000		125,876
Dell Equipment Finance Trust
Series 2019-2, Class A3,
1.91%, 10/22/2024^(B)		550,000		534,625


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC
Series 2017-3, Class A2,
2.13%, 05/22/2023^(B)		$ 188,816		$ 187,945
Series 2017-3, Class A3,
2.36%, 05/20/2023^(B)		105,000		104,747
Series 2019-3, Class A2,
2.06%, 05/20/2025^(B)		635,000		632,435
Evergreen Credit Card Trust
Series 2019-1, Class B,
3.59%, 01/15/2023^(B)		110,000		105,991
GreatAmerica Leasing Receivables Funding LLC
Series 2020-1, Class A2,
1.76%, 06/15/2022^(B)		100,000		99,030
Synchrony Credit Card Master Note Trust
Series 2017-1, Class B,
2.19%, 06/15/2023		500,000		498,582
Verizon Owner Trust
Series 2018-A, Class A1A,
3.23%, 04/20/2023		360,000		364,329
Series 2020-A, Class B,
1.98%, 07/22/2024		150,000		141,789
Wheels SPV 2 LLC
Series 2019-1A, Class A2,
2.30%, 05/22/2028^(B)		500,000		499,659

Total Asset-Backed Securities (Cost $4,361,803)				4,337,590


CORPORATE DEBT SECURITIES - 18.3%
Aerospace & Defense - 0.2%
Northrop Grumman Corp.
2.93%, 01/15/2025		250,000		253,765

Air Freight & Logistics - 0.1%
United Parcel Service, Inc.
4.45%, 04/01/2030		150,000		169,740

Banks - 3.7%
Bank of America Corp.
Fixed until 07/21/2022, 2.82%^(A), 07/21/2023, MTN		500,000		502,056
Fixed until 10/01/2024, 3.09%^(A), 10/01/2025, MTN		300,000		300,785
Bank of Montreal
3.30%, 02/05/2024, MTN		165,000		170,256
Citigroup, Inc.
Fixed until 04/23/2028, 4.08%^(A), 04/23/2029		400,000		417,713
Fifth Third Bank
3.35%, 07/26/2021		250,000		253,314
Huntington Bancshares, Inc.
2.55%, 02/04/2030		150,000		133,915
Huntington National Bank
3.55%, 10/06/2023		500,000		518,274
JPMorgan Chase & Co.
2.97%, 01/15/2023		250,000		254,050
3.13%, 01/23/2025		400,000		414,936
Fixed until 04/01/2025^(C), 4.00%^{(A) (D)}		350,000		298,900
KeyCorp
5.10%, 03/24/2021, MTN		750,000		762,983
Mitsubishi UFJ Financial Group, Inc.
3.20%, 07/18/2029		400,000		406,726
PNC Bank NA
2.70%, 10/22/2029		125,000		118,864
PNC Financial Services Group, Inc.
3.45%, 04/23/2029		500,000		495,319


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Regions Financial Corp.
2.75%, 08/14/2022		$ 300,000		$ 296,726
3.20%, 02/08/2021		250,000		247,643
Truist Bank
2.25%, 03/11/2030		150,000		137,153
Zions Bancorp NA
3.50%, 08/27/2021		250,000		249,747

				5,979,360

Beverages - 0.2%
PepsiCo, Inc.
2.25%, 03/19/2025		275,000		285,537

Biotechnology - 0.1%
AbbVie, Inc.
3.75%, 11/14/2023		225,000		233,125

Building Products - 0.1%
Carrier Global Corp.
3.58%, 04/05/2050^(B)		100,000		85,657

Capital Markets - 1.1%
Cboe Global Markets, Inc.
3.65%, 01/12/2027		235,000		246,081
Goldman Sachs Group, Inc.
Fixed until 09/29/2024, 3.27%^(A), 09/29/2025		500,000		508,140
Intercontinental Exchange, Inc.
2.35%, 09/15/2022		300,000		303,104
Morgan Stanley
3.88%, 01/27/2026, MTN		250,000		267,029
4.30%, 01/27/2045		250,000		289,360
State Street Corp.
Fixed until 11/01/2029, 3.03%^(A), 11/01/2034		125,000		120,639

				1,734,353

Chemicals - 0.1%
DuPont de Nemours, Inc.
4.73%, 11/15/2028		175,000		191,773

Consumer Finance - 0.9%
American Express Co.
2.50%, 08/01/2022		200,000		201,297
4.20%, 11/06/2025		400,000		437,767
Capital One Financial Corp.
3.30%, 10/30/2024		500,000		488,997
John Deere Capital Corp.
1.75%, 03/09/2027, MTN		200,000		192,259
Synchrony Financial
3.70%, 08/04/2026		100,000		91,652

				1,411,972

Containers & Packaging - 0.4%
WRKCo, Inc.
3.75%, 03/15/2025		300,000		301,582
3.90%, 06/01/2028		325,000		324,008

				625,590

Diversified Financial Services - 0.1%
Berkshire Hathaway, Inc.
3.13%, 03/15/2026		100,000		106,906

Diversified Telecommunication Services - 1.0%
AT&T, Inc.
3.00%, 02/15/2022		400,000		403,402
4.75%, 05/15/2046		75,000		82,944


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Telecommunication Services (continued)
Verizon Communications, Inc.
3.88%, 02/08/2029		$ 250,000		$ 276,479
4.33%, 09/21/2028		478,000		543,639
4.40%, 11/01/2034		300,000		350,143

				1,656,607

Electric Utilities - 0.5%
Duke Energy Corp.
3.75%, 09/01/2046		250,000		239,333
Florida Power & Light Co.
2.85%, 04/01/2025		200,000		208,520
Interstate Power & Light Co.
3.50%, 09/30/2049		225,000		203,736
PacifiCorp.
4.15%, 02/15/2050		200,000		224,592

				876,181

Energy Equipment & Services - 0.2%
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(B)		292,000		271,288
4.00%, 12/21/2025^(B)		20,000		18,427

				289,715

Entertainment - 0.1%
Walt Disney Co.
3.80%, 03/22/2030		150,000		168,592

Equity Real Estate Investment Trusts - 0.4%
Brixmor Operating Partnership, LP
3.65%, 06/15/2024		250,000		232,630
Healthpeak Properties, Inc.
3.25%, 07/15/2026		350,000		339,471

				572,101

Food & Staples Retailing - 0.4%
Sysco Corp
5.95%, 04/01/2030^(E)		150,000		157,476
Walgreens Boots Alliance, Inc.
3.45%, 06/01/2026		250,000		247,047
4.50%, 11/18/2034		300,000		309,320

				713,843

Food Products - 0.2%
General Mills, Inc.
2.88%, 04/15/2030		75,000		74,850
Mars, Inc.
3.95%, 04/01/2049^(B)		300,000		325,043

				399,893

Gas Utilities - 0.1%
Dominion Energy Gas Holdings LLC
3.00%, 11/15/2029		250,000		229,344

Health Care Providers & Services - 1.3%
Anthem, Inc.
2.38%, 01/15/2025		400,000		396,065
Cigna Corp.
4.38%, 10/15/2028		50,000		53,660
4.90%, 12/15/2048		100,000		119,979
CVS Health Corp.
2.63%, 08/15/2024		400,000		405,668
5.13%, 07/20/2045		250,000		287,653


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Providers & Services (continued)
Humana, Inc.
2.50%, 12/15/2020		$ 250,000		$ 248,880
UnitedHealth Group, Inc.
3.70%, 08/15/2049		500,000		553,930

				2,065,835

Hotels, Restaurants & Leisure - 0.3%
McDonald’s Corp.
2.13%, 03/01/2030, MTN		200,000		184,761
4.20%, 04/01/2050, MTN		75,000		83,891
4.88%, 12/09/2045, MTN		250,000		291,954

				560,606

Household Products - 0.1%
Kimberly-Clark Corp.
3.10%, 03/26/2030		200,000		216,364

Industrial Conglomerates - 0.1%
Carlisle Cos., Inc.
3.50%, 12/01/2024		200,000		192,998

Insurance - 0.6%
Aflac, Inc.
3.63%, 11/15/2024		300,000		315,087
4.75%, 01/15/2049		250,000		273,196
American International Group, Inc.
4.75%, 04/01/2048		300,000		316,607

				904,890

Internet & Catalog Retail - 0.3%
Expedia Group, Inc.
3.25%, 02/15/2030		600,000		502,257

Internet & Direct Marketing Retail - 0.3%
Amazon.com, Inc.
2.80%, 08/22/2024		300,000		318,711
eBay, Inc.
1.90%, 03/11/2025^(D)		150,000		141,660

				460,371

IT Services - 0.9%
Broadridge Financial Solutions, Inc.
2.90%, 12/01/2029		450,000		425,652
Fiserv, Inc.
3.50%, 07/01/2029		400,000		416,076
PayPal Holdings, Inc.
2.40%, 10/01/2024		450,000		439,808
Western Union Co.
2.85%, 01/10/2025		150,000		149,271

				1,430,807

Machinery - 0.1%
Otis Worldwide Corp.
2.57%, 02/15/2030^(B)		175,000		170,082

Media - 0.4%
Comcast Corp.
3.40%, 04/01/2030		50,000		54,195
4.15%, 10/15/2028		350,000		392,985
Discovery Communications LLC
5.00%, 09/20/2037		250,000		242,822

				690,002

Oil, Gas & Consumable Fuels - 2.0%
BP Capital Markets America, Inc.
3.12%, 05/04/2026		200,000		201,341


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
ConocoPhillips Co.
4.15%, 11/15/2034		$ 129,000		$ 139,150
Energy Transfer Operating, LP
5.25%, 04/15/2029		100,000		82,927
Enterprise Products Operating LLC
3.75%, 02/15/2025		400,000		397,769
5.20%, 09/01/2020		300,000		297,053
Exxon Mobil Corp.
4.11%, 03/01/2046		225,000		265,987
Kinder Morgan, Inc.
5.55%, 06/01/2045		450,000		458,653
Marathon Petroleum Corp.
3.80%, 04/01/2028		300,000		263,884
MPLX, LP
4.80%, 02/15/2029		150,000		132,092
Phillips 66
4.65%, 11/15/2034		400,000		372,033
Valero Energy Corp.
6.63%, 06/15/2037		250,000		262,116
Valero Energy Partners, LP
4.50%, 03/15/2028		400,000		360,327

				3,233,332

Pharmaceuticals - 0.3%
Zoetis, Inc.
3.00%, 09/12/2027		500,000		503,814

Road & Rail - 0.2%
Norfolk Southern Corp.
3.25%, 12/01/2021		400,000		404,420

Semiconductors & Semiconductor Equipment - 0.3%
Intel Corp.
3.73%, 12/08/2047		400,000		466,494

Software - 0.5%
Citrix Systems, Inc.
4.50%, 12/01/2027		70,000		72,267
Oracle Corp.
4.00%, 07/15/2046		325,000		362,571
salesforce.com, Inc.
3.70%, 04/11/2028		300,000		332,114

				766,952

Specialty Retail - 0.4%
Home Depot, Inc.
3.35%, 04/15/2050		125,000		130,600
Lowe’s Cos., Inc.
4.55%, 04/05/2049		400,000		431,518
TJX Cos., Inc.
3.88%, 04/15/2030		150,000		154,864

				716,982

Technology Hardware, Storage & Peripherals - 0.1%
Dell International LLC / EMC Corp.
8.35%, 07/15/2046^(B)		75,000		89,044

Textiles, Apparel & Luxury Goods - 0.2%
NIKE, Inc.
2.85%, 03/27/2030		75,000		79,244
3.38%, 03/27/2050		275,000		299,998

				379,242

Total Corporate Debt Securities (Cost $29,040,164)				29,738,546


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS - 0.7%
Massachusetts - 0.0%^(F)
University of Massachusetts Building Authority, Revenue Bonds,
6.57%, 05/01/2039		$ 35,000		$ 35,126

New York - 0.6%
Metropolitan Transportation Authority, Revenue Bonds,
6.55%, 11/15/2031		340,000		410,271
New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bonds,
6.27%, 08/01/2039		500,000		500,040

				910,311

Oregon - 0.1%
Hillsboro School District No. 1, General Obligation Limited,
4.36%, 06/30/2034		200,000		220,142

Total Municipal Government Obligations (Cost $1,229,054)				1,165,579


U.S. GOVERNMENT AGENCY OBLIGATIONS - 12.7%
Federal Home Loan Mortgage Corp.
2.50%, 02/01/2032 - 10/01/2034		1,376,305		1,428,004
3.00%, 09/01/2042 - 10/01/2046		1,339,645		1,415,954
3.50%, 11/01/2040 - 12/01/2047		1,789,981		1,907,766
4.00%, 04/01/2033 - 03/01/2047		748,938		796,755
4.50%, 02/01/2025 - 05/01/2048		966,406		1,050,401
5.50%, 01/01/2037		44,527		50,433
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.65%, 08/25/2026		500,000		536,264
2.98%, 11/25/2025		350,000		383,211
3.12%, 06/25/2027		750,000		837,797
Federal Home Loan Mortgage Corp. REMIC
5.00%, 07/15/2036		162,879		184,524
Federal National Mortgage Association
2.41%^(A), 03/25/2023		281,427		289,074
2.50%, 06/01/2031 - 10/01/2034		974,884		1,011,711
2.96%^(A), 09/25/2027		657,849		712,067
3.00%, 12/01/2028 - 03/01/2043		3,048,566		3,213,057
3.14%^(A), 11/25/2027		500,000		528,354
3.50%, 12/01/2031 - 08/01/2049		2,539,606		2,697,208
4.00%, 02/01/2035 - 12/01/2046		1,522,178		1,647,831
4.50%, 03/01/2039 - 07/01/2041		103,842		113,713
Federal National Mortgage Association REMIC
1.38%, 09/25/2027		1,003,067		1,012,223
2.50%, 04/25/2040		46,587		47,152
3.50%, 04/25/2031		337,070		362,804
FREMF Mortgage Trust
Series 2015-K721, Class B,
3.57%^(A), 11/25/2047^(B)		274,000		269,659
Government National Mortgage Association
3.50%, 12/15/2042		95,426		102,803
4.00%, 12/15/2039		10,336		11,182
4.50%, 08/15/2040		6,636		7,335

Total U.S. Government Agency Obligations (Cost $19,918,587)				20,617,282


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS - 25.5%
U.S. Treasury - 25.2%
U.S. Treasury Bond
2.50%, 02/15/2045		$ 1,000,000		$ 1,250,352
2.75%, 08/15/2042 - 11/15/2042		1,550,000		2,003,191
3.00%, 05/15/2047 - 02/15/2048		2,000,000		2,774,453
3.38%, 11/15/2048		1,000,000		1,483,711
3.75%, 08/15/2041		600,000		891,750
4.38%, 05/15/2041		500,000		802,188
U.S. Treasury Note
1.50%, 08/15/2026		1,900,000		2,017,043
1.63%, 08/15/2022		2,725,000		2,813,562
1.75%, 05/15/2022		2,000,000		2,065,547
2.00%, 07/31/2020 - 08/15/2025		8,000,000		8,388,994
2.13%, 03/31/2024		2,200,000		2,355,977
2.25%, 11/15/2025		1,275,000		1,401,105
2.38%, 05/15/2027 ^(D)		2,250,000		2,538,105
2.63%, 11/15/2020 - 02/15/2029		4,200,000		4,603,141
2.88%, 05/15/2028		1,700,000		2,004,406
3.13%, 05/15/2021		3,500,000		3,617,305

				41,010,830

U.S. Treasury Inflation-Protected Securities - 0.3%
U.S. Treasury Inflation-Indexed Bond
0.13%, 10/15/2024		502,425		508,549

Total U.S. Government Obligations (Cost $37,249,596)				41,519,379


REPURCHASE AGREEMENT - 2.8%
Fixed Income Clearing Corp., 0.00% ^(G), dated 03/31/2020, to be repurchased at $4,509,859 on 04/01/2020. Collateralized by a U.S. Government Obligation, 1.38%, due 01/31/2022, and with a value of $4,600,507.		4,509,859		4,509,859

Total Repurchase Agreement (Cost $4,509,859)				4,509,859

Total Investments (Cost $154,422,319)				162,950,261
Net Other Assets (Liabilities) - (0.2)%				(275,315	)

Net Assets - 100.0%				$ 162,674,946


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.4%
International Equity Funds - 9.3%
DeltaShares^® S&P EM 100 & Managed Risk ETF ^(A)		479,000		$ 21,550,785
DeltaShares^® S&P International Managed Risk ETF ^(A)		2,015,049		85,871,313
Vanguard FTSE Developed Markets ETF		9,277,995		309,328,353
Vanguard FTSE Emerging Markets ETF		2,150,228		72,140,150

				488,890,601

U.S. Equity Funds - 19.8%
DeltaShares^® S&P 400 Managed Risk ETF ^(A)		920,383		42,356,026
DeltaShares^® S&P 500 Managed Risk ETF ^(A)		3,476,403		190,298,300
DeltaShares^® S&P 600 Managed Risk ETF ^(A)		311,845		14,383,851
iShares Core S&P Total US Stock Market ETF ^(B)		3,723,086		212,997,750
Schwab U.S. Broad Market ETF ^(B)		2,735,645		165,315,027
Vanguard Total Stock Market ETF ^(B)		3,258,686		420,077,212

				1,045,428,166

U.S. Fixed Income Funds - 70.3%
iShares Core U.S. Aggregate Bond ETF		5,576,688		643,382,495
iShares Short Treasury Bond ETF ^(B)		19,451,659		2,159,523,182
Vanguard Total Bond Market ETF		10,683,303		911,819,911

				3,714,725,588

Total Exchange-Traded Funds (Cost $5,296,233,409)				5,249,044,355


OTHER INVESTMENT COMPANY - 6.0%
Securities Lending Collateral - 6.0%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		316,123,485		316,123,485

Total Other Investment Company (Cost $316,123,485)				316,123,485


	Principal		Value
REPURCHASE AGREEMENT - 0.6%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $32,488,200 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $33,138,106.		$ 32,488,200		32,488,200

Total Repurchase Agreement (Cost $32,488,200)				32,488,200

Total Investments (Cost $5,644,845,094)				5,597,656,040
Net Other Assets (Liabilities) - (6.0)%				(315,577,940	)

Net Assets - 100.0%				$ 5,282,078,100


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.5%
International Equity Funds - 5.1%
DeltaShares^® S&P EM 100 & Managed Risk ETF ^(A)		37,000		$ 1,664,674
DeltaShares^® S&P International Managed Risk ETF ^(A)		167,067		7,119,560
Vanguard FTSE Developed Markets ETF		613,110		20,441,088
Vanguard FTSE Emerging Markets ETF		148,047		4,966,977

				34,192,299

U.S. Equity Funds - 12.6%
DeltaShares^® S&P 400 Managed Risk ETF ^(A)		84,966		3,910,135
DeltaShares^® S&P 500 Managed Risk ETF ^(A)		344,945		18,882,289
DeltaShares^® S&P 600 Managed Risk ETF ^(A) (B)		29,007		1,337,948
iShares Core S&P Total US Stock Market ETF ^(B)		295,951		16,931,357
Schwab U.S. Broad Market ETF ^(B)		233,185		14,091,369
Vanguard Total Stock Market ETF ^(B)		236,000		30,422,760

				85,575,858

U.S. Fixed Income Funds - 81.8%
iShares Core U.S. Aggregate Bond ETF		787,501		90,853,990
iShares Short Treasury Bond ETF ^(B)		2,283,619		253,527,382
Schwab U.S. Aggregate Bond ETF ^(B)		1,805,412		97,979,709
Vanguard Total Bond Market ETF		1,338,715		114,259,325

				556,620,406

Total Exchange-Traded Funds (Cost $670,331,975)				676,388,563


OTHER INVESTMENT COMPANY - 9.9%
Securities Lending Collateral - 9.9%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		67,471,281		67,471,281

Total Other Investment Company (Cost $67,471,281)				67,471,281


	Principal		Value
REPURCHASE AGREEMENT - 0.6%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $4,254,662 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $4,339,824.		$ 4,254,662		4,254,662

Total Repurchase Agreement (Cost $4,254,662)				4,254,662

Total Investments (Cost $742,057,918)				748,114,506
Net Other Assets (Liabilities) - (10.0)%				(67,767,822	)

Net Assets - 100.0%				$ 680,346,684


	Shares		Value
EXCHANGE-TRADED FUNDS - 99.4%
International Equity Funds - 13.3%
DeltaShares^® S&P EM 100 & Managed Risk ETF ^(A)		334,000		$ 15,027,061
DeltaShares^® S&P International Managed Risk ETF ^(A)		1,346,681		57,388,811
Vanguard FTSE Developed Markets ETF		5,836,105		194,575,741
Vanguard FTSE Emerging Markets ETF		1,411,108		47,342,673

				314,334,286

U.S. Equity Funds - 29.9%
DeltaShares^® S&P 400 Managed Risk ETF ^(A)		674,838		31,056,045
DeltaShares^® S&P 500 Managed Risk ETF ^(A)		2,500,608		136,883,282
DeltaShares^® S&P 600 Managed Risk ETF ^(A)		231,763		10,690,068
iShares Core S&P Total US Stock Market ETF ^(B)		2,240,966		128,205,665
Schwab U.S. Broad Market ETF ^(B)		1,491,318		90,120,347
Vanguard Total Stock Market ETF ^(B)		2,410,353		310,718,605

				707,674,012

U.S. Fixed Income Funds - 56.2%
iShares Core U.S. Aggregate Bond ETF		331,692		38,267,306
iShares Short Treasury Bond ETF ^(B)		11,254,682		1,249,494,795
Vanguard Total Bond Market ETF		466,045		39,776,941

				1,327,539,042

Total Exchange-Traded Funds (Cost $2,497,120,805)				2,349,547,340


OTHER INVESTMENT COMPANY - 16.0%
Securities Lending Collateral - 16.0%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		379,195,168		379,195,168

Total Other Investment Company (Cost $379,195,168)				379,195,168


	Principal		Value
REPURCHASE AGREEMENT - 0.7%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $15,513,832 on 04/01/2020. Collateralized by a U.S. Government Obligation, 1.38%, due 10/15/2022, and with a value of $15,828,493.		$ 15,513,832		15,513,832

Total Repurchase Agreement (Cost $15,513,832)				15,513,832

Total Investments (Cost $2,891,829,805)				2,744,256,340
Net Other Assets (Liabilities) - (16.1)%				(380,444,912	)

Net Assets - 100.0%				$ 2,363,811,428


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS - 31.8%
Federal Home Loan Banks 3.25%, 11/16/2028		$ 40,000,000		$ 47,277,798
Federal Home Loan Mortgage Corp.
2.38%, 01/13/2022		16,500,000		17,078,578
2.75%, 06/19/2023		29,000,000		31,068,229
Federal National Mortgage Association
2.50%, 02/05/2024		10,000,000		10,756,715
6.25%, 05/15/2029		16,500,000		23,623,378

Total U.S. Government Agency Obligations (Cost $120,892,905)				129,804,698


U.S. GOVERNMENT OBLIGATIONS - 52.2%
U.S. Treasury - 52.2%
U.S. Treasury Bond, Principal Only STRIPS 05/15/2024 - 08/15/2034		212,000,000		202,486,918
U.S. Treasury Note 1.63%, 10/31/2026		10,000,000		10,704,297

Total U.S. Government Obligations (Cost $191,399,508)				213,191,215


SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.9%
U.S. Treasury Bill
0.00%^(A), 09/17/2020^(B)		200,000		200,000
0.01%^(A), 02/25/2021^(B)		2,800,000		2,796,972
0.07%^(A), 06/18/2020^(B)		800,000		799,839

Total Short-Term U.S. Government Obligations (Cost $3,798,595)				3,796,811


	Principal		Value
REPURCHASE AGREEMENT - 8.4%
Fixed Income Clearing Corp., 0.00%^(A), dated 03/31/2020, to be repurchased at $34,338,926 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.50%, due 02/15/2022, and with a value of $35,030,213.		$ 34,338,926		$ 34,338,926

Total Repurchase Agreement (Cost $34,338,926)				34,338,926

Total Investments Excluding Options Purchased (Cost $350,429,934)				381,131,650
Total Options Purchased - 6.9% (Cost $58,136,769)				28,048,245

Total Investments (Cost $408,566,703)				409,179,895
Net Other Assets (Liabilities) - (0.2)%				(827,641	)

Net Assets - 100.0%				$ 408,352,254


	Shares		Value
COMMON STOCKS - 95.8%
Biotechnology - 1.3%
Alnylam Pharmaceuticals, Inc. ^(A)		97,940		$ 10,660,769
Moderna, Inc. ^{(A) (B)}		336,566		10,080,152

				20,740,921

Entertainment - 7.7%
Netflix, Inc. ^(A)		68,335		25,659,793
Roku, Inc. ^{(A) (B)}		315,058		27,561,274
Spotify Technology SA ^(A)		585,528		71,106,520

				124,327,587

Health Care Equipment & Supplies - 10.3%
DexCom, Inc. ^(A)		293,284		78,972,583
Intuitive Surgical, Inc. ^(A)		173,824		86,079,383

				165,051,966

Health Care Providers & Services - 2.0%
Convetrus, Inc. ^{(A) (B)}		923,241		7,515,182
Guardant Health, Inc. ^(A)		365,610		25,446,456

				32,961,638

Health Care Technology - 5.2%
Veeva Systems, Inc., Class A ^(A)		538,127		84,146,919

Interactive Media & Services - 4.9%
Twitter, Inc. ^(A)		2,231,950		54,816,692
Zillow Group, Inc., Class C ^(A) (B)		680,959		24,528,143

				79,344,835

Internet & Catalog Retail - 3.9%
Chewy, Inc., Class A ^{(A) (B)}		927,398		34,768,151
Farfetch, Ltd., Class A ^{(A) (B)}		1,541,061		12,174,382
Wayfair, Inc., Class A ^{(A) (B)}		289,978		15,496,424

				62,438,957

Internet & Direct Marketing Retail - 7.1%
Amazon.com, Inc. ^(A)		58,530		114,117,112

IT Services - 17.9%
Adyen NV ^{(A) (C)}		38,116		32,394,571
MongoDB, Inc. ^{(A) (B)}		310,125		42,344,468
Okta, Inc. ^(A)		603,921		73,835,381
Shopify, Inc., Class A ^(A)		214,940		89,614,934
Twilio, Inc., Class A ^{(A) (B)}		563,808		50,455,178

				288,644,532

Life Sciences Tools & Services - 4.6%
10X Genomics, Inc., Class A ^(A)		226,607		14,122,148
Illumina, Inc. ^(A)		219,851		60,045,705

				74,167,853

Professional Services - 2.7%
Square, Inc., Class A ^(A)		821,881		43,050,127

Road & Rail - 4.9%
Uber Technologies, Inc. ^(A)		2,845,996		79,460,208


	Shares		Value
COMMON STOCKS (continued)
Software - 21.7%
Atlassian Corp. PLC, Class A ^(A)		207,067		$ 28,422,016
Coupa Software, Inc. ^(A)		353,161		49,347,186
ServiceNow, Inc. ^(A)		206,270		59,112,857
Slack Technologies, Inc., Class A ^(A) (B)		3,341,145		89,676,332
Trade Desk, Inc., Class A ^(A) (B)		201,915		38,969,595
Zoom Video Communications, Inc., Class A ^(A) (B)		578,514		84,532,466

				350,060,452

Specialty Retail - 1.6%
Carvana Co. ^{(A) (B)}		454,672		25,047,880

Total Common Stocks (Cost $1,474,534,115)				1,543,560,987


OTHER INVESTMENT COMPANY - 1.4%
Securities Lending Collateral - 1.4%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(D)		22,770,024		22,770,024

Total Other Investment Company (Cost $22,770,024)				22,770,024


	Principal		Value
REPURCHASE AGREEMENT - 4.3%
Fixed Income Clearing Corp., 0.00%^(D), dated 03/31/2020, to be repurchased at $68,842,775 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $70,224,826.		$ 68,842,775		68,842,775

Total Repurchase Agreement (Cost $68,842,775)				68,842,775

Total Investments Excluding Options Purchased (Cost $1,566,146,914)				1,635,173,786
Total Options Purchased - 0.2% (Cost $2,790,113)				3,105,107

Total Investments (Cost $1,568,937,027)				1,638,278,893
Net Other Assets (Liabilities) - (1.7)%				(27,469,887	)

Net Assets - 100.0%				$ 1,610,809,006


	Shares		Value
COMMON STOCKS - 57.8%
Aerospace & Defense - 1.0%
General Dynamics Corp.		14,960		$ 1,979,358
Northrop Grumman Corp.		20,640		6,244,632
United Technologies Corp.		78,040		7,361,513

				15,585,503

Airlines - 0.2%
Delta Air Lines, Inc.		39,830		1,136,350
Southwest Airlines Co.		29,000		1,032,690
United Airlines Holdings, Inc.^(A)		9,920		312,976

				2,482,016

Auto Components - 0.1%
Magna International, Inc.		37,810		1,206,895

Automobiles - 0.1%
General Motors Co.		91,130		1,893,681

Banks - 1.7%
Bank of America Corp.		264,510		5,615,548
Citigroup, Inc.		236,227		9,949,881
Citizens Financial Group, Inc.		91,710		1,725,065
Fifth Third Bancorp		28,400		421,740
KeyCorp		294,030		3,049,091
Regions Financial Corp.		264,500		2,372,565
Wells Fargo & Co.		123,580		3,546,746

				26,680,636

Beverages - 1.0%
Coca-Cola Co.		198,910		8,801,768
Constellation Brands, Inc., Class A		34,640		4,965,990
Monster Beverage Corp.^(A)		16,200		911,412
PepsiCo, Inc.		5,280		634,128

				15,313,298

Biotechnology - 1.7%
AbbVie, Inc.		128,370		9,780,510
Alexion Pharmaceuticals, Inc.^(A)		20,940		1,880,203
Amgen, Inc.		8,520		1,727,260
Biogen, Inc.^(A)		11,500		3,638,370
Gilead Sciences, Inc.		13,800		1,031,688
Regeneron Pharmaceuticals, Inc.^(A)		8,040		3,925,852
Vertex Pharmaceuticals, Inc.^(A)		14,590		3,471,690

				25,455,573

Building Products - 0.3%
Masco Corp.		71,980		2,488,349
Trane Technologies PLC		32,390		2,675,090

				5,163,439

Capital Markets - 2.0%
Ameriprise Financial, Inc.		9,400		963,312
BlackRock, Inc.		8,100		3,563,757
Charles Schwab Corp.		72,230		2,428,373
CME Group, Inc.		22,440		3,880,100
Goldman Sachs Group, Inc.		17,900		2,767,161
MarketAxess Holdings, Inc.		2,400		798,168
Morgan Stanley		211,490		7,190,660
S&P Global, Inc.		17,500		4,288,375


	Shares		Value
COMMON STOCKS (continued)
Capital Markets (continued)
State Street Corp.		68,900		$ 3,670,303
T. Rowe Price Group, Inc.		8,100		790,965

				30,341,174

Chemicals - 0.9%
Air Products & Chemicals, Inc.		9,100		1,816,451
Celanese Corp.		28,820		2,115,100
Dow, Inc.		55,760		1,630,422
DuPont de Nemours, Inc.		32,916		1,122,436
Eastman Chemical Co.		61,960		2,886,097
Linde PLC		15,750		2,724,750
LyondellBasell Industries NV, Class A		21,100		1,047,193

				13,342,449

Commercial Services & Supplies - 0.0%^(B)
Cintas Corp.		4,420		765,632

Communications Equipment - 0.2%
Cisco Systems, Inc.		49,190		1,933,659
Motorola Solutions, Inc.		4,290		570,227

				2,503,886

Consumer Finance - 0.5%
American Express Co.		51,610		4,418,332
Capital One Financial Corp.		70,910		3,575,282

				7,993,614

Containers & Packaging - 0.4%
Avery Dennison Corp.		25,300		2,577,311
Crown Holdings, Inc.^(A)		30,080		1,745,843
Packaging Corp. of America		8,300		720,689
WestRock Co.		36,750		1,038,555

				6,082,398

Diversified Consumer Services - 0.0%^(B)
H&R Block, Inc.		16,440		231,475

Diversified Financial Services - 1.2%
Berkshire Hathaway, Inc., Class B^(A)		87,960		16,081,727
Voya Financial, Inc.		47,000		1,905,850

				17,987,577

Diversified Telecommunication Services - 0.8%
AT&T, Inc.		63,800		1,859,770
Verizon Communications, Inc.		204,000		10,960,920

				12,820,690

Electric Utilities - 1.8%
American Electric Power Co., Inc.		37,200		2,975,256
Duke Energy Corp.		31,200		2,523,456
Edison International		15,100		827,329
Entergy Corp.		62,000		5,826,140
NextEra Energy, Inc.		47,360		11,395,763
Southern Co.		36,000		1,949,040
Xcel Energy, Inc.		30,530		1,840,959

				27,337,943

Electrical Equipment - 0.6%
Eaton Corp. PLC		87,280		6,780,783
Emerson Electric Co.		44,100		2,101,365

				8,882,148


	Shares		Value
COMMON STOCKS (continued)
Entertainment - 0.7%
Electronic Arts, Inc.^(A)		17,360		$ 1,738,951
Netflix, Inc.^(A)		22,400		8,411,200

				10,150,151

Equity Real Estate Investment Trusts - 1.2%
Equinix, Inc.		8,310		5,190,177
Equity Residential		62,560		3,860,578
Mid-America Apartment Communities, Inc.		16,600		1,710,298
Prologis, Inc.		77,580		6,235,104
SBA Communications Corp.		1,700		458,949
Sun Communities, Inc.		5,700		711,645
Ventas, Inc.		32,570		872,876

				19,039,627

Food & Staples Retailing - 0.6%
Costco Wholesale Corp.		26,400		7,527,432
Kroger Co.		33,500		1,009,020
Sysco Corp.		14,000		638,820

				9,175,272

Food Products - 0.5%
Conagra Brands, Inc.		20,400		598,536
Mondelez International, Inc., Class A		134,040		6,712,723

				7,311,259

Health Care Equipment & Supplies - 1.8%
Baxter International, Inc.		60,500		4,911,995
Boston Scientific Corp.^(A)		72,610		2,369,264
Edwards Lifesciences Corp.^(A)		8,500		1,603,270
Intuitive Surgical, Inc.^(A)		3,410		1,688,666
Medtronic PLC		121,220		10,931,620
Zimmer Biomet Holdings, Inc.		56,090		5,669,577

				27,174,392

Health Care Providers & Services - 1.8%
Anthem, Inc.		13,910		3,158,127
Cigna Corp.		24,690		4,374,574
DaVita, Inc.^(A)		22,800		1,734,168
McKesson Corp.		26,130		3,534,344
UnitedHealth Group, Inc.		59,990		14,960,306

				27,761,519

Hotels, Restaurants & Leisure - 0.4%
Hilton Worldwide Holdings, Inc.		32,010		2,184,362
McDonald’s Corp.		12,500		2,066,875
Yum! Brands, Inc.		36,280		2,486,269

				6,737,506

Household Durables - 0.1%
Lennar Corp., Class A		62,550		2,389,410

Household Products - 1.1%
Kimberly-Clark Corp.		13,900		1,777,393
Procter & Gamble Co.		136,850		15,053,500

				16,830,893

Industrial Conglomerates - 0.7%
Honeywell International, Inc.		81,380		10,887,830

Insurance - 1.0%
Allstate Corp.		64,180		5,887,231
Arch Capital Group, Ltd.^(A)		18,100		515,126
Arthur J. Gallagher & Co.		11,200		912,912
Cincinnati Financial Corp.		10,500		792,225
Hartford Financial Services Group, Inc.		102,250		3,603,290
Marsh & McLennan Cos., Inc.		37,100		3,207,666

				14,918,450


	Shares		Value
COMMON STOCKS (continued)
Interactive Media & Services - 3.1%
Alphabet, Inc., Class A^(A)		14,020		$ 16,290,539
Alphabet, Inc., Class C^(A)		12,560		14,604,894
Facebook, Inc., Class A^(A)		98,850		16,488,180

				47,383,613

Internet & Catalog Retail - 0.2%
Booking Holdings, Inc.^(A)		1,430		1,923,807
Expedia Group, Inc.		27,240		1,532,795

				3,456,602

Internet & Direct Marketing Retail - 2.5%
Amazon.com, Inc.^(A)		19,820		38,643,450

IT Services - 3.8%
Accenture PLC, Class A		37,000		6,040,620
Automatic Data Processing, Inc.		42,170		5,763,796
Fiserv, Inc.^(A)		25,216		2,395,268
FleetCor Technologies, Inc.^(A)		4,400		820,776
International Business Machines Corp.		61,200		6,788,916
Leidos Holdings, Inc.		39,900		3,656,835
Mastercard, Inc., Class A		71,760		17,334,345
PayPal Holdings, Inc.^(A)		103,658		9,924,217
Visa, Inc., Class A		33,100		5,333,072

				58,057,845

Life Sciences Tools & Services - 0.7%
Illumina, Inc.^(A)		5,910		1,614,139
Thermo Fisher Scientific, Inc.		34,640		9,823,904

				11,438,043

Machinery - 1.0%
Cummins, Inc.		29,790		4,031,183
Deere & Co.		13,000		1,796,080
Ingersoll Rand, Inc.^(A)		28,557		708,214
Parker-Hannifin Corp.		27,800		3,606,494
Snap-on, Inc.		9,860		1,072,965
Stanley Black & Decker, Inc.		37,890		3,789,000

				15,003,936

Media - 1.6%
Altice USA, Inc., Class A^(A)		44,060		982,097
Charter Communications, Inc., Class A^(A)		22,030		9,611,909
Comcast Corp., Class A		316,910		10,895,366
Discovery, Inc., Class A^{(A) (C)}		90,520		1,759,709
Discovery, Inc., Class C^(A)		98,688		1,730,988

				24,980,069

Metals & Mining - 0.1%
Newmont Corp.		33,200		1,503,296

Multi-Utilities - 0.3%
Ameren Corp.		24,200		1,762,486
CMS Energy Corp.		42,800		2,514,500
Sempra Energy		3,700		418,063

				4,695,049

Multiline Retail - 0.2%
Target Corp.		37,100		3,449,187


	Shares		Value
COMMON STOCKS (continued)
Oil, Gas & Consumable Fuels - 1.5%
Chevron Corp.		135,960		$ 9,851,662
Diamondback Energy, Inc.		35,860		939,532
EOG Resources, Inc.		93,260		3,349,899
Exxon Mobil Corp.		33,020		1,253,769
Marathon Petroleum Corp.		93,360		2,205,163
ONEOK, Inc.		80,820		1,762,684
Phillips 66		12,100		649,165
Pioneer Natural Resources Co.		45,450		3,188,318

				23,200,192

Pharmaceuticals - 3.0%
Allergan PLC		12,120		2,146,452
Bristol-Myers Squibb Co.		186,580		10,399,969
Eli Lilly & Co.		65,021		9,019,713
Johnson & Johnson		72,530		9,510,859
Merck & Co., Inc.		163,630		12,589,693
Pfizer, Inc.		78,830		2,573,011

				46,239,697

Professional Services - 0.0%^(B)
Verisk Analytics, Inc.		3,600		501,768

Road & Rail - 0.8%
Kansas City Southern		17,800		2,263,804
Lyft, Inc., Class A^(A)		14,900		400,065
Norfolk Southern Corp.		46,170		6,740,820
Union Pacific Corp.		15,730		2,218,559

				11,623,248

Semiconductors & Semiconductor Equipment - 2.8%
Advanced Micro Devices, Inc.^(A)		85,200		3,874,896
Analog Devices, Inc.		68,820		6,169,713
Intel Corp.		41,060		2,222,167
Lam Research Corp.		12,100		2,904,000
Microchip Technology, Inc.^(C)		15,800		1,071,240
Micron Technology, Inc.^(A)		22,800		958,968
NVIDIA Corp.		32,940		8,682,984
NXP Semiconductors NV		41,500		3,441,595
Qorvo, Inc.^(A)		15,900		1,282,017
QUALCOMM, Inc.		10,400		703,560
Teradyne, Inc.		46,760		2,532,989
Texas Instruments, Inc.		86,380		8,631,954

				42,476,083

Software - 5.0%
Fortinet, Inc.^(A)		6,000		607,020
Intuit, Inc.		31,090		7,150,700
Microsoft Corp.		371,860		58,646,041
salesforce.com, Inc.^(A)		63,290		9,112,494
Workday, Inc., Class A^(A)		7,100		924,562

				76,440,817

Specialty Retail - 2.0%
AutoZone, Inc.^(A)		5,320		4,500,720
Best Buy Co., Inc.		69,130		3,940,410
Home Depot, Inc.		45,030		8,407,551
Lowe’s Cos., Inc.		75,160		6,467,518
Ross Stores, Inc.		35,140		3,056,126
TJX Cos., Inc.		93,230		4,457,326

				30,829,651


	Shares		Value
COMMON STOCKS (continued)
Technology Hardware, Storage & Peripherals - 3.2%
Apple, Inc.		182,100		$ 46,306,209
HP, Inc.		140,360		2,436,650

			48,742,859

Textiles, Apparel & Luxury Goods - 0.5%
NIKE, Inc., Class B		80,000		6,619,200
Ralph Lauren Corp.		10,800		721,764

				7,340,964

Tobacco - 0.9%
Altria Group, Inc.		99,390		3,843,411
Philip Morris International, Inc.		127,880		9,330,125

				13,173,536

Trading Companies & Distributors - 0.1%
HD Supply Holdings, Inc.^(A)		34,900		992,207

Wireless Telecommunication Services - 0.1%
T-Mobile US, Inc.^(A)		25,050		2,101,695

Total Common Stocks (Cost $881,545,226)				886,720,143


PREFERRED STOCKS - 0.0%^(B)
Banks - 0.0% ^(B)
Citigroup Capital XIII,
3-Month LIBOR + 6.37%, 8.14%^(D)		14,621		374,298

Electric Utilities - 0.0%^(B)
SCE Trust III,
Series H, Fixed until 03/15/2024, 5.75%^(D)		1,280		25,216

Total Preferred Stocks (Cost $434,660)				399,514


	Principal		Value
ASSET-BACKED SECURITIES - 3.4%
321 Henderson Receivables VI LLC
Series 2010-1A, Class A,
5.56%, 07/15/2059^(E)		$ 536,957		572,855
BlueMountain CLO, Ltd.
Series 2015-2A, Class A1R,
3-Month LIBOR + 0.93%, 2.75%^(D), 07/18/2027^(E)		936,000		909,831
BXG Receivables Note Trust
Series 2015-A, Class A,
2.88%, 05/02/2030^(E)		475,857		470,336
CIFC Funding, Ltd.
Series 2013-2A, Class A1LR,
3-Month LIBOR + 1.21%, 3.04%^(D), 10/18/2030^(E)		3,380,000		3,225,128
Series 2017-3A, Class A1,
3-Month LIBOR + 1.22%, 3.04%^(D), 07/20/2030^(E)		2,500,000		2,374,183
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028^(E)		194,772		191,225
ICG CLO, Ltd.
Series 2014-1A, Class A1R,
3-Month LIBOR + 1.22%, 3.04%^(D), 01/20/2030^(E)		1,100,000		1,030,746


	Principal		Value
ASSET-BACKED SECURITIES (continued)
JG Wentworth XXII LLC
Series 2010-3A, Class A,
3.82%, 12/15/2048^(E)		$ 974,134		$ 989,808
JGWPT XXVIII LLC
Series 2013-1A, Class A,
3.22%, 04/15/2067^(E)		1,443,789		1,402,035
Laurel Road Prime Student Loan Trust
Series 2018-B, Class A2FX,
3.54%, 05/26/2043^(E)		885,052		865,569
Longfellow Place CLO, Ltd.
Series 2013-1A, Class ARR,
3-Month LIBOR + 1.34%, 3.17%^(D), 04/15/2029^(E)		1,395,000		1,332,903
Mill City Mortgage Loan Trust
Series 2016-1, Class A1,
2.50%^(D), 04/25/2057^(E)		286,658		284,237
MVW Owner Trust
Series 2014-1A, Class A,
2.25%, 09/22/2031^(E)		122,927		121,431
Series 2019-1A, Class A,
2.89%, 11/20/2036^(E)		574,376		536,302
New Residential Advanced Receivables Trust
Series 2019-T2, Class AT2,
2.52%, 08/15/2053^(E)		1,825,000		1,707,870
Series 2019-T3, Class AT3,
2.51%, 09/15/2052^(E)		2,600,000		2,478,004
Series 2019-T4, Class AT4,
2.33%, 10/15/2051^(E)		140,000		135,649
Octagon Investment Partners 33, Ltd.
Series 2017-1A, Class A1,
3-Month LIBOR + 1.19%, 3.01%^(D), 01/20/2031^(E)		1,400,000		1,314,309
Ocwen Master Advance Receivables Trust
Series 2019-T1, Class AT1,
2.51%, 08/15/2050^(E)		1,652,000		1,647,269
Series 2019-T2, Class AT2,
2.42%, 08/15/2051^(E)		3,450,000		3,398,224
Orange Lake Timeshare Trust
Series 2015-AA, Class A,
2.88%, 09/08/2027^(E)		160,372		158,566
Series 2016-A, Class A,
2.61%, 03/08/2029^(E)		1,007,244		987,624
Series 2018-A, Class A,
3.10%, 11/08/2030^(E)		180,732		177,280
Series 2018-A, Class B,
3.35%, 11/08/2030^(E)		147,870		144,870
Series 2019-A, Class A,
3.06%, 04/09/2038^(E)		433,049		422,978
Palmer Square CLO, Ltd.
Series 2015-2A, Class A1R2,
3-Month LIBOR + 1.10%, 2.92%^(D), 07/20/2030^(E)		1,900,000		1,801,094
Sierra Timeshare Conduit Receivables Funding LLC
Series 2017-1A, Class A,
2.91%, 03/20/2034^(E)		207,113		204,347
Sierra Timeshare Receivables Funding LLC
Series 2015-3A, Class A,
2.58%, 09/20/2032^(E)		26,533		26,307
Series 2016-2A, Class A,
2.33%, 07/20/2033^(E)		193,957		191,289
Series 2019-1A, Class A,
3.20%, 01/20/2036^(E)		546,027		541,812


	Principal		Value
ASSET-BACKED SECURITIES (continued)
SolarCity LMC LLC
Series 2014-2, Class A,
4.02%, 07/20/2044^(E)		$ 490,114		$ 458,521
SPS Servicer Advanced Receivables Trust
Series 2019-T2, Class AT2,
2.32%, 10/15/2052^(E)		1,810,000		1,747,918
Towd Point Mortgage Trust
Series 2015-3, Class A1B,
3.00%^(D), 03/25/2054^(E)		624,444		622,377
Series 2015-4, Class A1B,
2.75%^(D), 04/25/2055^(E)		858,382		854,187
Series 2015-5, Class A1B,
2.75%^(D), 05/25/2055^(E)		391,326		388,116
Series 2015-6, Class A1B,
2.75%^(D), 04/25/2055^(E)		307,950		305,647
Series 2016-1, Class A1B,
2.75%^(D), 02/25/2055^(E)		497,471		495,464
Series 2016-2, Class A1A,
2.75%^(D), 08/25/2055^(E)		1,136,524		1,121,172
Series 2016-3, Class A1,
2.25%^(D), 04/25/2056^(E)		495,977		490,690
Series 2016-4, Class A1,
2.25%^(D), 07/25/2056^(E)		736,126		714,460
Series 2017-1, Class A1,
2.75%^(D), 10/25/2056^(E)		2,281,988		2,283,012
Series 2017-2, Class A1,
2.75%^(D), 04/25/2057^(E)		811,958		795,418
Series 2017-3, Class A1,
2.75%^(D), 07/25/2057^(E)		606,791		595,062
Series 2017-6, Class A1,
2.75%^(D), 10/25/2057^(E)		1,588,099		1,589,338
Series 2018-1, Class A1,
3.00%^(D), 01/25/2058^(E)		1,392,079		1,398,466
Series 2018-4, Class A1,
3.00%^(D), 06/25/2058^(E)		1,662,965		1,631,258
Series 2019-1, Class A1,
3.75%^(D), 03/25/2058^(E)		1,564,945		1,606,628
VB-S1 Issuer LLC
Series 2018-1A, Class C,
3.41%, 02/15/2048^(E)		3,055,000		2,604,315
VSE VOI Mortgage LLC
Series 2016-A, Class A,
2.54%, 07/20/2033^(E)		251,594		246,715
Welk Resorts LLC
Series 2017-AA, Class A,
2.82%, 06/15/2033^(E)		872,601		857,235
Wellfleet CLO, Ltd.
Series 2016-2A, Class A1R,
3-Month LIBOR + 1.14%, 2.96%^(D), 10/20/2028^(E)		1,125,000		1,085,201

Total Asset-Backed Securities (Cost $53,352,021)				51,535,281


CORPORATE DEBT SECURITIES - 14.0%
Aerospace & Defense - 0.2%
Boeing Co.
3.50%, 03/01/2039		1,337,000		1,223,318
Huntington Ingalls Industries, Inc.
3.84%, 05/01/2025^(E)		529,000		544,586
L3 Harris Technologies, Inc.
2.90%, 12/15/2029		710,000		662,624

				2,430,528


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Airlines - 0.5%
American Airlines Pass-Through Trust
3.20%, 12/15/2029		$ 715,242		$ 777,496
3.70%, 04/01/2028		648,791		624,862
Delta Air Lines Pass-Through Trust
4.75%, 11/07/2021		696,234		696,443
6.82%, 02/10/2024		1,898,234		1,999,152
JetBlue Pass-Through Trust
2.75%, 11/15/2033		1,270,000		1,111,059
United Airlines Pass-Through Trust
Series A,
3.75%, 03/03/2028		1,995,067		2,008,847
US Airways Pass-Through Trust
5.38%, 05/15/2023		1,059,201		1,011,200

				8,229,059

Auto Components - 0.0%^(B)
BorgWarner, Inc.
3.38%, 03/15/2025^(C)		717,000		701,611

Automobiles - 0.1%
General Motors Co.
4.88%, 10/02/2023		303,000		269,974
6.25%, 10/02/2043		820,000		647,555

				917,529

Banks - 2.1%
Banco Santander SA
2.71%, 06/27/2024		1,200,000		1,177,015
Bank of America Corp.
Fixed until 01/23/2025, 3.37%^(D), 01/23/2026		3,307,000		3,464,304
Fixed until 12/20/2027, 3.42%^(D), 12/20/2028		1,774,000		1,829,948
Barclays Bank PLC
10.18%, 06/12/2021^(E)		1,961,000		2,094,946
Barclays PLC
5.20%, 05/12/2026		915,000		940,071
BNP Paribas SA
4.40%, 08/14/2028^(E)		1,216,000		1,296,818
CIT Group, Inc.
4.13%, 03/09/2021		125,000		123,125
Citigroup, Inc.
Fixed until 01/29/2030, 2.67%^(D), 01/29/2031		781,000		757,207
Fixed until 10/27/2027, 3.52%^(D), 10/27/2028		2,546,000		2,547,011
Commerzbank AG
8.13%, 09/19/2023^(E)		1,750,000		1,829,506
Credit Agricole SA
3.25%, 01/14/2030^(E)		1,438,000		1,357,619
Danske Bank A/S
Fixed until 12/20/2024, 3.24%^(D), 12/20/2025^(E)		1,410,000		1,310,450
Discover Bank
3.45%, 07/27/2026		1,798,000		1,757,709
Intesa Sanpaolo SpA
5.02%, 06/26/2024^(E)		615,000		602,391
JPMorgan Chase & Co.
Fixed until 07/23/2023, 3.80%^(D), 07/23/2024		1,949,000		2,039,999
4.13%, 12/15/2026		1,734,000		1,864,771
6.40%, 05/15/2038		906,000		1,296,587


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Lloyds Banking Group PLC
Fixed until 11/07/2022, 2.91%^(D), 11/07/2023		$ 556,000		$ 551,955
National Australia Bank, Ltd.
Fixed until 08/02/2029, 3.93%^(D), 08/02/2034^(E)		1,460,000		1,435,148
Royal Bank of Scotland Group PLC
Fixed until 06/25/2023, 4.52%^(D), 06/25/2024		665,000		669,616
Wells Fargo & Co.
4.10%, 06/03/2026, MTN		2,390,000		2,538,339
Fixed until 06/15/2024^(F), 5.90%^{(C) (D)}		585,000		573,300

				32,057,835

Beverages - 0.4%
Anheuser-Busch InBev Worldwide, Inc.
4.15%, 01/23/2025		562,000		603,312
4.44%, 10/06/2048		846,000		863,046
4.75%, 01/23/2029		1,161,000		1,281,570
Constellation Brands, Inc.
3.15%, 08/01/2029		581,000		539,629
3.70%, 12/06/2026		276,000		271,060
Pernod Ricard SA
4.45%, 01/15/2022^(E)		711,000		730,507
5.75%, 04/07/2021^(E)		1,601,000		1,647,341

				5,936,465

Biotechnology - 0.2%
AbbVie, Inc.
3.20%, 05/14/2026		666,000		662,085
4.05%, 11/21/2039^(E)		590,000		606,879
Amgen, Inc.
2.20%, 02/21/2027		936,000		926,594
Gilead Sciences, Inc.
4.15%, 03/01/2047		285,000		347,883

				2,543,441

Building Products - 0.1%
Carrier Global Corp.
2.72%, 02/15/2030^(E)		1,089,000		1,003,441

Capital Markets - 1.0%
Ameriprise Financial, Inc.
3.00%, 03/22/2022		473,000		478,919
3.70%, 10/15/2024		1,011,000		1,049,015
Credit Suisse Group Funding Guernsey, Ltd.
3.75%, 03/26/2025		1,088,000		1,074,062
3.80%, 06/09/2023		1,515,000		1,531,511
Goldman Sachs Group, Inc.
5.25%, 07/27/2021		1,888,000		1,948,557
6.75%, 10/01/2037		947,000		1,253,605
Lazard Group LLC
4.50%, 09/19/2028		1,357,000		1,360,517
Morgan Stanley
Fixed until 01/22/2030, 2.70%^(D), 01/22/2031, MTN		1,206,000		1,179,128
3.70%, 10/23/2024, MTN		1,815,000		1,903,219
Fixed until 01/24/2028, 3.77%^(D), 01/24/2029, MTN		294,000		309,724
5.00%, 11/24/2025		847,000		927,240
State Street Corp.
Fixed until 03/30/2022, 2.83%^(D), 03/30/2023^(E)		788,000		795,373


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets (continued)
UBS AG
7.63%, 08/17/2022		$ 1,565,000		$ 1,611,950
UBS Group AG
Fixed until 08/13/2029, 3.13%^(D), 08/13/2030^{(C) (E)}		432,000		419,533

				15,842,353

Chemicals - 0.1%
Syngenta Finance NV
3.93%, 04/23/2021^(E)		1,082,000		1,019,597

Commercial Services & Supplies - 0.2%
CK Hutchison International 17 II, Ltd.
2.25%, 09/29/2020^(E)		595,000		595,298
ERAC USA Finance LLC
2.70%, 11/01/2023^(E)		565,000		535,530
3.30%, 12/01/2026^(E)		628,000		626,631
3.85%, 11/15/2024^(E)		661,000		669,432
Hutchison Whampoa International 11, Ltd.
4.63%, 01/13/2022^(E)		600,000		625,651
Waste Connections, Inc.
2.60%, 02/01/2030		852,000		807,414

				3,859,956

Communications Equipment - 0.1%
Nokia OYJ
3.38%, 06/12/2022		1,142,000		1,137,046

Construction & Engineering - 0.5%
SBA Tower Trust
2.84%, 01/15/2050^(E)		3,421,000		3,303,229
2.88%, 07/15/2046^(E)		1,357,000		1,352,347
3.17%, 04/09/2047^(E)		1,369,000		1,361,365
3.45%, 03/15/2048^(E)		1,525,000		1,542,191

				7,559,132

Construction Materials - 0.2%
CRH America Finance, Inc.
4.50%, 04/04/2048^(E)		900,000		843,333
LafargeHolcim Finance LLC
4.75%, 09/22/2046^(E)		1,290,000		1,407,211
Martin Marietta Materials, Inc.
3.50%, 12/15/2027		689,000		680,207
4.25%, 12/15/2047		634,000		559,723

				3,490,474

Consumer Finance - 0.3%
Ally Financial, Inc.
3.88%, 05/21/2024		805,000		724,500
American Express Co.
4.05%, 12/03/2042		275,000		327,214
BMW US Capital LLC
2.80%, 04/11/2026^(E)		1,630,000		1,612,913
Capital One Financial Corp.
3.30%, 10/30/2024		1,408,000		1,377,014
Ford Motor Credit Co. LLC
4.54%, 08/01/2026		1,036,000		906,500

				4,948,141

Containers & Packaging - 0.0%^(B)
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023^(E)		650,000		643,500


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Consumer Services - 0.0%^(B)
President & Fellows of Harvard College
3.62%, 10/01/2037		$ 87,000		$ 93,261

Diversified Financial Services - 0.1%
Aviation Capital Group LLC
7.13%, 10/15/2020^(E)		1,664,000		1,645,436

Diversified Telecommunication Services - 0.6%
AT&T, Inc.
3.40%, 05/15/2025		1,887,000		1,962,856
GTP Acquisition Partners I LLC
2.35%, 06/15/2045^(E)		210,000		211,381
Hughes Satellite Systems Corp.
7.63%, 06/15/2021		1,155,000		1,178,100
Level 3 Financing, Inc.
3.40%, 03/01/2027^(E)		887,000		844,291
Sprint Capital Corp.
6.88%, 11/15/2028		175,000		199,885
Verizon Communications, Inc.
3.50%, 11/01/2024		1,863,000		1,982,030
5.50%, 03/16/2047		1,816,000		2,486,285

				8,864,828

Electric Utilities - 0.6%
American Electric Power Co., Inc.
2.95%, 12/15/2022		918,000		890,769
Appalachian Power Co.
3.40%, 06/01/2025		505,000		491,513
Cleveland Electric Illuminating Co.
5.95%, 12/15/2036		104,000		120,853
Duke Energy Corp.
3.75%, 04/15/2024 - 09/01/2046		3,049,000		2,976,774
Duke Energy Progress LLC
3.60%, 09/15/2047		964,000		1,012,215
Entergy Arkansas LLC
3.70%, 06/01/2024		245,000		257,100
Oncor Electric Delivery Co. LLC
4.10%, 06/01/2022		1,388,000		1,414,256
5.30%, 06/01/2042		69,000		92,109
PacifiCorp.
3.60%, 04/01/2024		888,000		902,984
5.75%, 04/01/2037		138,000		178,942
Public Service Electric & Gas Co.
3.00%, 05/15/2025, MTN		515,000		529,062

				8,866,577

Electronic Equipment, Instruments & Components - 0.3%
Amphenol Corp.
2.80%, 02/15/2030		921,000		821,975
Arrow Electronics, Inc.
3.25%, 09/08/2024		331,000		306,366
3.88%, 01/12/2028		429,000		400,648
Jabil, Inc.
3.60%, 01/15/2030		585,000		519,741
Keysight Technologies, Inc.
4.60%, 04/06/2027		1,825,000		1,870,785

				3,919,515

Energy Equipment & Services - 0.1%
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(E)		1,439,000		1,336,928
Schlumberger Investment SA
3.65%, 12/01/2023		121,000		120,189

				1,457,117


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts - 0.7%
American Tower Trust #1
3.65%, 03/15/2048^(E)		$ 775,000		$ 752,952
CBL & Associates, LP
5.25%, 12/01/2023		963,000		239,546
CyrusOne, LP / CyrusOne Finance Corp.
2.90%, 11/15/2024		858,000		818,867
EPR Properties
4.75%, 12/15/2026		343,000		313,035
Equinix, Inc.
5.38%, 05/15/2027		946,000		935,499
Healthcare Trust of America Holdings, LP
3.10%, 02/15/2030		769,000		686,939
Healthpeak Properties, Inc.
3.50%, 07/15/2029		656,000		641,000
Highwoods Realty, LP
3.05%, 02/15/2030		1,657,000		1,496,369
Kilroy Realty, LP
4.25%, 08/15/2029		1,029,000		1,056,118
Life Storage, LP
4.00%, 06/15/2029		672,000		682,327
ProLogis, LP
2.13%, 04/15/2027		442,000		420,270
Service Properties Trust
5.00%, 08/15/2022		1,148,000		821,544
WEA Finance LLC
4.13%, 09/20/2028^(E)		1,208,000		1,201,315
Weyerhaeuser Co.
4.00%, 04/15/2030		1,025,000		1,030,586

				11,096,367

Food & Staples Retailing - 0.2%
Sysco Corp.
3.30%, 07/15/2026		939,000		893,055
Walmart, Inc.
3.63%, 12/15/2047		1,414,000		1,610,302

				2,503,357

Health Care Equipment & Supplies - 0.2%
Abbott Laboratories
3.75%, 11/30/2026		282,000		314,713
Alcon Finance Corp.
2.75%, 09/23/2026^(E)		944,000		954,170
Boston Scientific Corp.
4.70%, 03/01/2049		965,000		1,101,954

				2,370,837

Health Care Providers & Services - 0.5%
Centene Corp.
3.38%, 02/15/2030^(E)		850,000		790,500
Cigna Corp.
2.40%, 03/15/2030		893,000		845,791
CVS Health Corp.
2.13%, 06/01/2021		1,228,000		1,229,312
3.75%, 04/01/2030		1,277,000		1,314,870
4.10%, 03/25/2025		466,000		492,950
HCA, Inc.
4.13%, 06/15/2029		410,000		410,706
5.25%, 04/15/2025		273,000		286,314
Laboratory Corp. of America Holdings
2.30%, 12/01/2024		1,323,000		1,304,019
Quest Diagnostics, Inc.
4.20%, 06/30/2029		1,355,000		1,460,799

				8,135,261


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Household Durables - 0.1%
D.R. Horton, Inc.
4.38%, 09/15/2022		$ 1,211,000		$ 1,233,740

Industrial Conglomerates - 0.1%
Carlisle Cos., Inc.
3.75%, 12/01/2027		1,047,000		1,082,886
General Electric Co.
6.88%, 01/10/2039, MTN		662,000		818,954

				1,901,840

Insurance - 0.5%
American International Group, Inc.
4.20%, 04/01/2028		813,000		837,727
4.25%, 03/15/2029		914,000		937,089
CNA Financial Corp.
3.90%, 05/01/2029		729,000		726,519
Fidelity National Financial, Inc.
5.50%, 09/01/2022		235,000		257,963
Markel Corp.
3.35%, 09/17/2029		2,217,000		2,090,744
Progressive Corp.
3.20%, 03/26/2030		508,000		549,251
Reinsurance Group of America, Inc.
3.90%, 05/15/2029		1,909,000		1,861,929
3.95%, 09/15/2026		858,000		900,217

				8,161,439

Interactive Media & Services - 0.2%
Baidu, Inc.
4.38%, 05/14/2024		1,533,000		1,619,216
Tencent Holdings, Ltd.
3.28%, 04/11/2024^(E)		1,322,000		1,368,799

				2,988,015

Internet & Catalog Retail - 0.1%
Booking Holdings, Inc.
3.60%, 06/01/2026		578,000		563,719
Expedia Group, Inc.
3.25%, 02/15/2030		638,000		534,067
3.80%, 02/15/2028		901,000		778,817

				1,876,603

IT Services - 0.1%
Fidelity National Information Services, Inc.
3.75%, 05/21/2029		488,000		530,565
Fiserv, Inc.
3.50%, 07/01/2029		895,000		930,971

				1,461,536

Life Sciences Tools & Services - 0.0%^(B)
Thermo Fisher Scientific, Inc.
5.30%, 02/01/2044		529,000		651,042

Machinery - 0.1%
Doosan Heavy Industries & Construction Co., Ltd.
2.13%, 04/27/2020^(E)		580,000		580,248
Oshkosh Corp.
3.10%, 03/01/2030		252,000		243,948

				824,196


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Media - 0.2%
Charter Communications Operating LLC / Charter Communications Operating Capital
4.80%, 03/01/2050		$ 649,000		$ 675,332
Clear Channel Worldwide Holdings, Inc.
5.13%, 08/15/2027^(E)		525,000		496,782
NBCUniversal Enterprise, Inc.
5.25%, 03/19/2021^{(E) (F)}		473,000		473,000
NBCUniversal Media LLC
4.45%, 01/15/2043		1,189,000		1,500,236

				3,145,350

Metals & Mining - 0.1%
Anglo American Capital PLC
4.00%, 09/11/2027^(E)		1,136,000		1,072,695
4.75%, 04/10/2027^(E)		365,000		356,317
Freeport-McMoRan, Inc.
3.88%, 03/15/2023		185,000		174,825

				1,603,837

Multi-Utilities - 0.3%
Black Hills Corp.
4.25%, 11/30/2023		1,018,000		1,067,916
CMS Energy Corp.
3.88%, 03/01/2024		80,000		81,522
4.88%, 03/01/2044		185,000		199,765
Dominion Energy, Inc.
2.58%, 07/01/2020		765,000		764,082
DTE Electric Co.
4.30%, 07/01/2044		1,395,000		1,578,438
Public Service Enterprise Group, Inc.
2.65%, 11/15/2022		597,000		592,746

				4,284,469

Oil, Gas & Consumable Fuels - 1.0%
BP Capital Markets PLC
3.12%, 05/04/2026^(C)		2,119,000		2,155,612
Energy Transfer Operating, LP
4.90%, 02/01/2024		605,000		541,405
5.15%, 02/01/2043		734,000		552,290
5.95%, 10/01/2043		680,000		588,033
7.60%, 02/01/2024		534,000		520,682
Enterprise Products Operating LLC
4.25%, 02/15/2048		1,923,000		1,784,994
Kinder Morgan Energy Partners, LP
4.15%, 02/01/2024		1,190,000		1,193,635
Nexen, Inc.
5.88%, 03/10/2035		10,000		13,465
Noble Energy, Inc.
3.25%, 10/15/2029		1,557,000		909,797
Occidental Petroleum Corp.
5.55%, 03/15/2026		1,967,000		1,040,359
Petroleos Mexicanos
6.50%, 01/23/2029		656,000		473,960
6.84%, 01/23/2030^(E)		1,509,000		1,091,792
6.88%, 08/04/2026		400,000		305,000
7.69%, 01/23/2050^(E)		166,000		114,540
Plains All American Pipeline, LP / PAA Finance Corp.
3.55%, 12/15/2029		1,423,000		971,192
Sabine Pass Liquefaction LLC
4.20%, 03/15/2028		615,000		527,694
Shell International Finance BV
2.50%, 09/12/2026		1,677,000		1,715,091
3.75%, 09/12/2046		244,000		260,929


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Western Midstream Operating, LP
4.05%, 02/01/2030		$ 551,000		$ 239,873
5.38%, 06/01/2021		238,000		190,174
Williams Cos., Inc.
5.40%, 03/04/2044		117,000		103,239
7.88%, 09/01/2021		100,000		100,179

				15,393,935

Pharmaceuticals - 0.4%
AstraZeneca PLC
2.38%, 06/12/2022		951,000		958,275
4.00%, 01/17/2029		317,000		359,696
4.38%, 08/17/2048		449,000		552,566
Bayer US Finance II LLC
4.38%, 12/15/2028^(E)		890,000		950,418
Bristol-Myers Squibb Co.
3.20%, 06/15/2026^(E)		525,000		557,336
Merck & Co., Inc.
3.40%, 03/07/2029		612,000		666,687
Takeda Pharmaceutical Co., Ltd.
5.00%, 11/26/2028		1,291,000		1,471,701

				5,516,679

Professional Services - 0.1%
Equifax, Inc.
2.60%, 12/01/2024		746,000		705,098
Experian Finance PLC
2.75%, 03/08/2030^(E)		1,000,000		954,401

				1,659,499

Road & Rail - 0.2%
Avolon Holdings Funding, Ltd.
4.38%, 05/01/2026^(E)		1,705,000		1,364,254
Burlington Northern Santa Fe LLC
3.00%, 03/15/2023		466,000		477,472
3.75%, 04/01/2024		44,000		46,487
CSX Corp.
3.80%, 11/01/2046 - 04/15/2050		1,069,000		1,090,322

				2,978,535

Semiconductors & Semiconductor Equipment - 0.3%
Intel Corp.
2.88%, 05/11/2024		742,000		778,401
KLA Corp.
3.30%, 03/01/2050		809,000		757,935
Lam Research Corp.
3.75%, 03/15/2026		1,025,000		1,087,252
NVIDIA Corp.
2.85%, 04/01/2030		894,000		932,993
QUALCOMM, Inc.
3.25%, 05/20/2027		1,011,000		1,063,439
Sensata Technologies, Inc., Co.
4.38%, 02/15/2030^(E)		697,000		627,300

				5,247,320

Software - 0.2%
Adobe, Inc.
2.15%, 02/01/2027		887,000		898,122
Microsoft Corp.
3.30%, 02/06/2027		1,443,000		1,601,259

				2,499,381

Technology Hardware, Storage & Peripherals - 0.2%
Apple, Inc.
2.85%, 02/23/2023		1,264,000		1,318,792


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Technology Hardware, Storage & Peripherals (continued)
Dell International LLC / EMC Corp.
6.02%, 06/15/2026^(E)		$ 844,000		$ 871,077
Western Digital Corp.
4.75%, 02/15/2026		1,485,000		1,507,275

				3,697,144

Tobacco - 0.2%
Altria Group, Inc.
4.80%, 02/14/2029		862,000		897,134
BAT Capital Corp.
3.22%, 08/15/2024		936,000		900,707
4.70%, 04/02/2027		957,000		972,472

				2,770,313

Transportation Infrastructure - 0.0%^(B)
Penske Truck Leasing Co., LP / PTL Finance Corp.
3.45%, 07/01/2024^(E)		661,000		671,091

Wireless Telecommunication Services - 0.3%
America Movil SAB de CV
3.13%, 07/16/2022		1,016,000		1,025,749
4.38%, 07/16/2042^(C)		250,000		266,244
Crown Castle Towers LLC
3.22%, 05/15/2042^(E)		3,036,000		3,037,121
3.72%, 07/15/2043^(E)		40,000		40,251
Sprint Corp.
7.25%, 09/15/2021		330,000		340,131
7.88%, 09/15/2023		625,000		685,987

				5,395,483

Total Corporate Debt Securities (Cost $220,521,752)				215,234,111


FOREIGN GOVERNMENT OBLIGATIONS - 0.6%
Brazil - 0.0%^(B)
Brazil Government International Bond
4.25%, 01/07/2025^(C)		480,000		505,200

Chile - 0.1%
Chile Government International Bond
3.50%, 01/25/2050		675,000		696,937

Colombia - 0.1%
Colombia Government International Bond
4.00%, 02/26/2024		305,000		308,816
4.50%, 01/28/2026		1,125,000		1,139,062

				1,447,878

Indonesia - 0.1%
Indonesia Government International Bond
4.75%, 01/08/2026^(E)		1,160,000		1,227,655
5.38%, 10/17/2023^(E)		400,000		424,708

				1,652,363

Mexico - 0.1%
Mexico Government International Bond
3.75%, 01/11/2028^(C)		1,883,000		1,871,721

Panama - 0.1%
Panama Government International Bond
3.88%, 03/17/2028		550,000		588,505

Peru - 0.0%^(B)
Peru Government International Bond
7.35%, 07/21/2025		160,000		203,600


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Poland - 0.0%^(B)
Republic of Poland Government International Bond
3.00%, 03/17/2023		$ 405,000		$ 419,881

Qatar - 0.0%^(B)
Qatar Government International Bond
3.88%, 04/23/2023^(E)		200,000		205,540

Saudi Arabia - 0.1%
Saudi Arabia Government International Bond
2.38%, 10/26/2021^(E)		705,000		696,264

Total Foreign Government Obligations (Cost $8,157,333)				8,287,889


MORTGAGE-BACKED SECURITIES - 4.3%
Aventura Mall Trust
Series 2013-AVM, Class A,
3.74%^(D), 12/05/2032^(E)		1,300,000		1,283,498
BB-UBS Trust
Series 2012-SHOW, Class XA,
0.60%^(D), 11/05/2036^(E)		3,935,000		101,980
Series 2012-TFT, Class A,
2.89%, 06/05/2030^(E)		1,630,000		1,626,674
Series 2012-TFT, Class C,
3.47%^(D), 06/05/2030^(E)		1,390,000		1,371,814
BBCMS Trust
Series 2013-TYSN, Class B,
4.04%, 09/05/2032^(E)		755,000		752,162
Series 2015-MSQ, Class B,
3.89%, 09/15/2032^(E)		1,150,000		1,125,778
Citigroup Commercial Mortgage Trust
Series 2014-GC19, Class A3,
3.75%, 03/10/2047		102,652		107,851
Series 2014-GC19, Class A4,
4.02%, 03/10/2047		285,000		302,183
Citigroup Mortgage Loan Trust, Inc.
Series 2015-A, Class A1,
3.50%^(D), 06/25/2058^(E)		248,099		248,318
Series 2018-RP1, Class A1,
3.00%^(D), 09/25/2064^(E)		926,118		922,458
COMM Mortgage Trust
Series 2013-CR11, Class AM,
4.72%^(D), 08/10/2050		1,648,000		1,710,826
Series 2013-GAM, Class A1,
1.71%, 02/10/2028^(E)		38,837		38,396
Series 2013-GAM, Class A2,
3.37%, 02/10/2028^(E)		170,000		168,121
Series 2013-WWP, Class B,
3.73%, 03/10/2031^(E)		1,900,000		1,971,945
Series 2014-UBS2, Class A5,
3.96%, 03/10/2047		2,400,000		2,500,897
Series 2015-3BP, Class A,
3.18%, 02/10/2035^(E)		4,500,000		4,605,693
Series 2016-GCT, Class C,
3.46%^(D), 08/10/2029^(E)		690,000		665,810
Commercial Mortgage Pass-Through Certificates Trust
Series 2012-LTRT, Class A2,
3.40%, 10/05/2030^(E)		1,690,000		1,655,368
CSMC Trust
Series 2014-4R, Class 21A1,
1-Month LIBOR + 0.33%, 2.29%^(D), 12/27/2035^(E)		406,049		400,380


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2007-RMP1, Class A2,
1-Month LIBOR + 0.15%, 1.10%^(D), 12/25/2036		$ 116,226		$ 99,938
Fontainebleau Miami Beach Trust
Series 2019-FBLU, Class B,
3.45%, 12/10/2036^(E)		2,200,000		1,882,883
GS Mortgage Securities Trust
Series 2013-G1, Class A2,
3.56%^(D), 04/10/2031^(E)		1,830,837		1,863,581
Houston Galleria Mall Trust
Series 2015-HGLR, Class A1A2,
3.09%, 03/05/2037^(E)		800,000		769,177
JPMorgan Chase Commercial Mortgage Securities Trust
Series 2012-WLDN, Class A,
3.91%, 05/05/2030^(E)		5,250,454		5,226,035
MetLife Securitization Trust
Series 2019-1A, Class A1A,
3.75%^(D), 04/25/2058^(E)		276,681		285,517
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2012-C6, Class AS,
3.48%, 11/15/2045		2,010,000		2,017,969
Series 2013-C11, Class B,
4.35%^(D), 08/15/2046		945,000		929,143
Morgan Stanley Capital Barclays Bank Trust
Series 2016-MART, Class A,
2.20%, 09/13/2031^(E)		4,890,000		4,565,753
Morgan Stanley Resecuritization Trust
Series 2014-R3, Class 2A,
3.00%^(D), 07/26/2048^(E)		437,891		428,464
Motel 6 Trust
Series 2017-MTL6, Class C,
1-Month LIBOR + 1.40%, 2.10%^(D), 08/15/2034^(E)		3,663,174		3,095,799
Nationstar Mortgage Loan Trust
Series 2013-A, Class A,
3.75%^(D), 12/25/2052^(E)		231,590		230,200
New Residential Mortgage Loan Trust
Series 2014-1A, Class A,
3.75%^(D), 01/25/2054^(E)		214,374		220,611
Series 2014-2A, Class A3,
3.75%^(D), 05/25/2054^(E)		804,696		825,936
Series 2014-3A, Class AFX3,
3.75%^(D), 11/25/2054^(E)		207,485		214,582
Series 2015-2A, Class A1,
3.75%^(D), 08/25/2055^(E)		466,861		481,061
Series 2016-2A, Class A1,
3.75%^(D), 11/26/2035^(E)		515,229		530,513
Series 2016-3A, Class A1B,
3.25%^(D), 09/25/2056^(E)		789,156		801,117
Series 2016-4A, Class A1,
3.75%^(D), 11/25/2056^(E)		1,021,659		1,050,875
Series 2017-1A, Class A1,
4.00%^(D), 02/25/2057^(E)		1,216,701		1,259,610
Series 2017-2A, Class A3,
4.00%^(D), 03/25/2057^(E)		1,189,195		1,235,004
Series 2017-3A, Class A1,
4.00%^(D), 04/25/2057^(E)		1,814,608		1,879,367
Series 2017-4A, Class A1,
4.00%^(D), 05/25/2057^(E)		1,462,117		1,516,109
Series 2018-1A, Class A1A,
4.00%^(D), 12/25/2057^(E)		1,294,804		1,338,722


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust (continued)
Series 2019-4A, Class A1B,
3.50%^(D), 12/25/2058^(E)		$ 3,099,502		$ 3,175,113
Series 2019-5A, Class A1B,
3.50%^(D), 08/25/2059^(E)		3,652,551		3,716,694
One Market Plaza Trust
Series 2017-1MKT, Class A,
3.61%, 02/10/2032^(E)		2,169,000		2,104,767
Palisades Center Trust
Series 2016-PLSD, Class A,
2.71%, 04/13/2033^(E)		1,911,000		1,837,923
Provident Funding Mortgage Loan Trust
Series 2005-1, Class 3A1,
1-Month LIBOR + 0.58%, 1.53%^(D), 05/25/2035		127,573		119,002
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030^(E)		916,000		933,934

Total Mortgage-Backed Securities (Cost $68,109,713)				66,195,551


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.3%
California - 0.3%
Los Angeles Community College District, General Obligation Unlimited,
6.60%, 08/01/2042		55,000		84,418
State of California, General Obligation Unlimited
7.30%, 10/01/2039		765,000		1,175,461
7.60%, 11/01/2040		660,000		1,098,319
7.70%, 11/01/2030		580,000		598,229
7.95%, 03/01/2036^(G)		1,525,000		1,531,039
University of California, Revenue Bonds,
Series AD,
4.86%, 05/15/2112		50,000		64,691

				4,552,157

Georgia - 0.0%^(B)
Municipal Electric Authority of Georgia, Revenue Bonds,
Series A,
6.64%, 04/01/2057		50,000		65,462

New Jersey - 0.0%^(B)
New Jersey Turnpike Authority, Revenue Bonds,
Series F,
7.41%, 01/01/2040		71,000		103,944

New York - 0.0%^(B)
Metropolitan Transportation Authority, Revenue Bonds,
Series E,
6.81%, 11/15/2040		60,000		78,431
New York City Water & Sewer System, Revenue Bonds,
Series CC,
5.88%, 06/15/2044		55,000		82,041


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
New York (continued)^(B)
New York State Dormitory Authority, Revenue Bonds,
Series H,
5.39%, 03/15/2040		$ 55,000		$ 65,628
Port Authority of New York & New Jersey, Revenue Bonds,
Series 181,
4.96%, 08/01/2046		95,000		117,903

				344,003

Total Municipal Government Obligations (Cost $5,046,018)				5,065,566


U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.1%
Federal Home Loan Mortgage Corp.
5.00%, 02/01/2024 - 08/01/2035		494,197		546,863
5.50%, 07/01/2037 - 06/01/2041		110,892		125,048
6.00%, 12/01/2037		45,642		52,663
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.89%, 06/25/2027		1,799,352		1,914,854
3.01%, 07/25/2025		4,592,000		4,959,318
3.06%^(D), 08/25/2024		3,640,000		3,875,834
3.46%^(D), 08/25/2023		1,500,000		1,604,806
3.49%, 01/25/2024		2,260,000		2,436,169
Federal National Mortgage Association
3.33%^(D), 10/25/2023		201,498		213,510
3.50%, 07/01/2028 - 01/01/2029		388,799		412,924
12-Month LIBOR + 1.52%, 3.53%^(D), 02/01/2043		56,351		57,276
4.00%, 06/01/2042		124,686		134,820
4.50%, 02/01/2025 - 06/01/2026		195,478		207,860
5.00%, 04/01/2039 - 11/01/2039		1,655,976		1,848,412
5.50%, 04/01/2037 - 12/01/2041		849,216		973,438
6.00%, 08/01/2036 - 06/01/2041		1,521,070		1,750,514
6.50%, 05/01/2040		117,774		137,432
Government National Mortgage Association, Interest Only STRIPS
0.77%^(D), 02/16/2053		666,834		29,126
Uniform Mortgage-Backed Security
2.50%, TBA^(H)		6,670,000		6,917,389
3.00%, TBA^(H)		42,882,000		44,941,981
3.50%, TBA^(H)		36,725,000		38,811,771
4.00%, TBA^(H)		11,808,000		12,592,251

Total U.S. Government Agency Obligations (Cost $122,037,314)				124,544,259


U.S. GOVERNMENT OBLIGATIONS - 9.4%
U.S. Treasury - 8.0%
U.S. Treasury Bond
2.25%, 08/15/2046		2,996,000		3,616,500
2.38%, 11/15/2049^(C)		388,000		483,393
2.50%, 02/15/2045 - 05/15/2046		12,009,000		15,076,593
2.75%, 08/15/2047 - 11/15/2047		5,196,000		6,886,717
2.88%, 08/15/2045		5,077,000		6,802,783
3.00%, 05/15/2042^(C)		2,001,000		2,686,108
3.00%, 08/15/2048 - 02/15/2049		4,419,600		6,146,486
3.13%, 02/15/2042^(C)		3,089,000		4,224,690
3.13%, 05/15/2048		63,000		89,256
3.50%, 02/15/2039		1,789,500		2,549,478
3.63%, 02/15/2044		5,091,700		7,541,683
4.50%, 02/15/2036^(C)		2,210,600		3,390,335
4.75%, 02/15/2037^(C)		7,403,000		11,822,244
5.25%, 02/15/2029		2,086,000		2,915,429


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Note
1.13%, 06/30/2021 - 09/30/2021^(C)		$ 2,832,000		$ 2,868,432
1.50%, 08/15/2026		3,136,000		3,329,183
1.50%, 02/15/2030^(C)		4,346,000		4,679,250
1.63%, 05/15/2026 - 08/15/2029^(C)		5,111,000		5,508,698
2.25%, 11/15/2027		5,395,200		6,066,228
2.38%, 12/31/2020 - 05/15/2029		10,040,000		10,955,434
2.38%, 01/31/2023^(C)		1,374,400		1,455,790
2.50%, 05/15/2024		2,090,000		2,274,018
2.63%, 02/15/2029		1,591,000		1,859,606
2.88%, 09/30/2023 - 05/15/2049		5,917,200		7,173,362
3.13%, 11/15/2028		2,552,600		3,081,567

				123,483,263

U.S. Treasury Inflation-Protected Securities - 1.4%
U.S. Treasury Inflation-Indexed Bond
1.75%, 01/15/2028		3,919,005		4,455,199
2.50%, 01/15/2029		4,952,250		6,072,037
U.S. Treasury Inflation-Indexed Note
0.63%, 01/15/2024		10,011,136		10,174,457

				20,701,693

Total U.S. Government Obligations (Cost $123,328,872)				144,184,956


COMMERCIAL PAPER - 5.5%
Banks - 1.4%
Banco Santander Chile
1.86%^(I), 05/13/2020		6,560,000		6,545,994
Bedford Row Funding Corp.
1.66%^(I), 05/12/2020		6,000,000		5,988,862
Concord Minutemen Capital Co.
1.70%^(I), 05/05/2020		7,000,000		6,988,960
Manhattan Asset Funding Co. LLC
1.68%^(I), 05/06/2020		1,500,000		1,497,594
NATIXIS
1.73%^(I), 05/04/2020		1,122,000		1,120,251

				22,141,661

Capital Markets - 0.4%
Intercontinental Exchange, Inc.
1.75%^(I), 05/11/2020		6,700,000		6,687,195

Diversified Financial Services - 3.5%
Anglesea Funding PLC
1.73%^(I), 05/04/2020		4,200,000		4,193,455
Barton Capital Corp.
1.73%^(I), 04/21/2020		3,000,000		2,997,167
Cafco LLC
1.71%^(I), 04/21/2020		6,000,000		5,994,400
Cancara Asset Securitisation LLC
1.32%^(I), 06/04/2020		1,330,000		1,326,926
Chariot Funding LLC
1.52%^(I), 04/06/2020		3,700,000		3,699,229
GlaxoSmithKline Finance PLC
1.14%^(I), 05/29/2020		7,000,000		6,987,369
Jupiter Securitization Co. LLC
1.78%^(I), 04/13/2020		4,000,000		3,997,667
Kells Funding LLC
1.73%^(I), 04/21/2020		6,000,000		5,994,333
Le Fayette Asset Securitization LLC
1.66%^(I), 05/19/2020		2,850,000		2,843,806
Liberty Funding LLC
1.85%^(I), 04/01/2020		3,000,000		3,000,000


	Principal		Value
COMMERCIAL PAPER (continued)
Diversified Financial Services (continued)
Ridgefield Funding
1.68%^(I), 05/20/2020		$ 6,100,000		$ 6,086,301
Sheffield Receivable
1.66%^(I), 05/20/2020		6,000,000		5,986,688

				53,107,341

Equity Real Estate Investment Trusts - 0.2%
Simon Property Group
1.07%^(I), 05/29/2020		2,450,000		2,445,855

Total Commercial Paper (Cost $84,382,052)				84,382,052


SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.6%
U.S. Treasury Bill
0.23%^(I), 06/11/2020^(C)		200,000		199,909
1.54%^(I), 04/02/2020^(C)		6,961,000		6,960,707
1.55%^(I), 05/07/2020^(C)		1,730,000		1,727,357

Total Short-Term U.S. Government Obligations (Cost $8,887,973)				8,887,973


	Shares		Value
OTHER INVESTMENT COMPANY - 1.2%
Securities Lending Collateral - 1.2%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(I)		18,137,580		18,137,580

Total Other Investment Company (Cost $18,137,580)				18,137,580


	Principal		Value
REPURCHASE AGREEMENT - 2.2%
Fixed Income Clearing Corp., 0.00%^(I), dated 03/31/2020, to be repurchased at $34,220,077 on 04/01/2020. Collateralized by U.S. Government Obligations, 2.00%, due 02/15/2022, and with a total value of $34,911,111.		$ 34,220,077		$ 34,220,077

Total Repurchase Agreement (Cost $34,220,077)				34,220,077

Total Investments (Cost $1,628,160,591)				1,647,794,952
Net Other Assets (Liabilities) - (7.4)%				(113,454,687	)

Net Assets - 100.0%				$ 1,534,340,265


	Shares		Value
INVESTMENT COMPANIES - 94.4%
International Alternative Fund - 19.5%
Transamerica Unconstrained Bond ^(A)		89,477		$ 794,557

International Equity Funds - 7.3%
Transamerica Emerging Markets Equity ^(A)		12,592		100,612
Transamerica Global Real Estate Securities ^(A)		17,973		196,088

				296,700

International Fixed Income Funds - 22.4%
Transamerica Emerging Markets Debt ^(A)		31,849		281,863
Transamerica Inflation Opportunities ^(A)		62,403		629,027

				910,890

U.S. Alternative Funds - 31.0%
Transamerica Event Driven ^(A)		64,292		639,058
Transamerica Long/Short Strategy ^(A)		105,560		623,860

				1,262,918

U.S. Fixed Income Funds - 12.2%
Transamerica Core Bond ^(A)		32,233		332,005
Transamerica High Yield Bond ^(A)		21,315		165,194

				497,199

U.S. Mixed Allocation Fund - 2.0%
Transamerica MLP & Energy Income ^(A)		20,964		83,017

Total Investment Companies (Cost $4,246,565)				3,845,281


	Principal		Value
REPURCHASE AGREEMENT - 5.8%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $235,475 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.00%, due 02/15/2022, and with a value of $243,445.		$ 235,475		235,475

Total Repurchase Agreement (Cost $235,475)				235,475

Total Investments (Cost $4,482,040)				4,080,756
Net Other Assets (Liabilities) - (0.2)%				(7,964	)

Net Assets - 100.0%				$ 4,072,792


	Principal		Value
ASSET-BACKED SECURITIES - 3.4%
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
Series 2004-R3, Class M1,
1-Month LIBOR + 0.78%, 1.73%^(A), 05/25/2034		$ 291,608		$ 280,430
Arbor Realty Commercial Real Estate Notes, Ltd.
Series 2019-FL1, Class A,
1-Month LIBOR + 1.15%, 1.85%^(A), 05/15/2037^(B)		700,000		644,005
Avery Point IV CLO, Ltd.
Series 2014-1A, Class AR,
3-Month LIBOR + 1.10%, 2.89%^(A), 04/25/2026^(B)		228,492		226,318
Baring BDC Static CLO, Ltd.
Series 2019-1A, Class A1,
3-Month LIBOR + 1.02%, 2.85%^(A), 04/15/2027^(B)		565,510		552,391
Crown Point CLO 5, Ltd.
Series 2018-5A, Class A,
3-Month LIBOR + 0.94%, 2.78%^(A), 07/17/2028^(B)		900,000		870,628
CVP Cascade CLO-1, Ltd.
Series 2013-CLO1, Class A1R,
3-Month LIBOR + 1.15%, 2.99%^(A), 01/16/2026^(B)		372,473		367,838
Dryden XXV Senior Loan Fund
Series 2012-25A, Class ARR,
3-Month LIBOR + 0.90%, 2.73%^(A), 10/15/2027^(B)		1,374,869		1,324,778
Encore Credit Receivables Trust
Series 2005-1, Class M1,
1-Month LIBOR + 0.66%, 1.61%^(A), 07/25/2035		417,582		399,230
FFMLT Trust
Series 2005-FF2, Class M4,
1-Month LIBOR + 0.89%, 1.83%^(A), 03/25/2035		133,804		132,280
Flagship CLO VIII, Ltd.
Series 2014-8A, Class ARR,
3-Month LIBOR + 0.85%, 2.69%^(A), 01/16/2026^(B)		229,619		222,228
Ford Credit Auto Owner Trust
Series 2016-2, Class A,
2.03%, 12/15/2027^(B)		2,200,000		2,199,804
Fremont Home Loan Trust
Series 2005-1, Class M5,
1-Month LIBOR + 1.07%, 2.01%^(A), 06/25/2035		400,000		367,335
Gallatin CLO IX, Ltd.
Series 2018-1A, Class A,
3-Month LIBOR + 1.05%, 2.87%^(A), 01/21/2028^(B)		500,000		472,948


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Halcyon Loan Advisors Funding, Ltd.
Series 2014-3A, Class AR,
3-Month LIBOR + 1.10%, 2.90%^(A), 10/22/2025^(B)		$ 433,954		$ 426,456
JPMorgan Mortgage Acquisition Trust
Series 2007-CH5, Class A5,
1-Month LIBOR + 0.26%, 1.21%^(A), 06/25/2037		1,100,000		1,032,741
Legacy Mortgage Asset Trust
Series 2019-GS3, Class A1,
3.75%^(A), 04/25/2059^(B)		807,198		788,524
LoanCore Issuer, Ltd.
Series 2019-CRE2, Class A,
1-Month LIBOR + 1.13%, 1.83%^(A), 05/15/2036^(B)		700,000		655,276
Loomis Sayles CLO II, Ltd.
Series 2015-2A, Class A1R,
3-Month LIBOR + 0.90%, 2.73%^(A), 04/15/2028^(B)		1,600,000		1,537,714
Master Asset-Backed Securities Trust
Series 2004-WMC3, Class M1,
1-Month LIBOR + 0.83%, 1.77%^(A), 10/25/2034		377,660		348,620
Mountain View CLO, Ltd.
Series 2014-1A, Class ARR,
3-Month LIBOR + 0.80%, 2.63%^(A), 10/15/2026^(B)		527,042		509,511
Northstar Education Finance, Inc.
Series 2012-1, Class A,
1-Month LIBOR + 0.70%, 1.65%^(A), 12/26/2031^(B)		26,571		25,985
Palmer Square Loan Funding, Ltd.
Series 2018-4A, Class A1,
3-Month LIBOR + 0.90%, 2.59%^(A), 11/15/2026^(B)		457,641		442,743
PHEAA Student Loan Trust
Series 2016-2A, Class A,
1-Month LIBOR + 0.95%, 1.90%^(A), 11/25/2065^(B)		412,269		400,562
Saxon Asset Securities Trust
Series 2005-4, Class M2,
1-Month LIBOR + 0.45%, 1.40%^(A), 11/25/2037		500,000		434,764
SMB Private Education Loan Trust
Series 2016-B, Class A2B,
1-Month LIBOR + 1.45%, 2.15%^(A), 02/17/2032^(B)		1,098,641		1,092,209
Towd Point Mortgage Trust
Series 2019-HY2, Class A1,
1-Month LIBOR + 1.00%, 1.95%^(A), 05/25/2058^(B)		427,052		417,582
Series 2019-SJ3, Class A1,
3.00%^(A), 11/25/2059^(B)		353,518		350,672


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Venture XIV CLO, Ltd.
Series 2013-14A, Class ARR,
3-Month LIBOR + 1.03%, 0.00%^(A), 08/28/2029 ^(B)		$ 1,300,000		$ 1,237,883
Zais CLO, Ltd.
Series 2014-1A, Class A1AR,
3-Month LIBOR + 1.15%, 2.98%^(A), 04/15/2028 ^(B)		700,000		680,486

Total Asset-Backed Securities (Cost $19,020,680)				18,441,941


CERTIFICATE OF DEPOSIT - 0.2%
Banks - 0.2%
Lloyds Bank Corporate Markets PLC
3-Month LIBOR + 0.50%, 2.38%^{(A) (C)}, 10/26/2020		800,000		800,000

Total Certificate of Deposit (Cost $800,000)				800,000


CORPORATE DEBT SECURITIES - 25.2%
Aerospace & Defense - 0.1%
Spirit AeroSystems, Inc.
3.85%, 06/15/2026		300,000		259,541
3.95%, 06/15/2023		200,000		172,082

				431,623

Airlines - 0.8%
American Airlines Pass-Through Trust
3.00%, 04/15/2030		523,116		493,688
3.25%, 04/15/2030		174,366		158,067
3.50%, 08/15/2033		98,460		81,568
4.00%, 01/15/2027		56,341		56,189
British Airways Pass-Through Trust
3.35%, 12/15/2030^(B)		300,000		282,466
3.80%, 03/20/2033^(B)		368,443		324,494
Norwegian Air Shuttle Pass-Through Trust
4.88%, 11/10/2029^(B)		1,629,629		1,178,836
Spirit Airlines Pass-Through Trust
3.65%, 08/15/2031		179,186		166,229
United Airlines Pass-Through Trust
2.88%, 04/07/2030		804,849		746,840
3.10%, 04/07/2030		804,849		755,356

				4,243,733

Banks - 4.9%
AIB Group PLC
4.75%, 10/12/2023^(B)		700,000		698,718
Bank of America Corp.
Fixed until 12/20/2027, 3.42%^(A), 12/20/2028		4,954,000		5,110,240
Bank of Ireland Group PLC
4.50%, 11/25/2023^(B)		700,000		682,162
Barclays PLC
3.65%, 03/16/2025		1,200,000		1,173,589
4.34%, 01/10/2028		600,000		609,921
Fixed until 02/15/2022, 4.61%^(A), 02/15/2023		700,000		707,885
BNP Paribas SA
Fixed until 01/10/2024, 4.71%^(A), 01/10/2025 ^(B)		1,300,000		1,354,404


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
CIT Group, Inc.
4.13%, 03/09/2021		$ 400,000		$ 394,000
Citigroup, Inc.
4.40%, 06/10/2025		1,200,000		1,254,700
Dexia Credit Local SA
1.88%, 09/15/2021^(B)		2,500,000		2,540,700
JPMorgan Chase & Co.
3.25%, 09/23/2022		200,000		206,262
Lloyds Banking Group PLC
4.38%, 03/22/2028		400,000		426,197
4.55%, 08/16/2028		1,400,000		1,457,507
Mitsubishi UFJ Financial Group, Inc.
3-Month LIBOR + 1.88%, 3.46% ^(A), 03/01/2021		538,000		535,122
Mizuho Financial Group, Inc.
3-Month LIBOR + 1.00%, 1.77% ^(A), 09/11/2024		600,000		567,016
Royal Bank of Scotland Group PLC
Fixed until 05/18/2028, 4.89% ^(A), 05/18/2029		600,000		635,008
6.10%, 06/10/2023		200,000		206,959
Fixed until 08/15/2021 ^(D), 8.63% ^(A)		1,000,000		975,000
Santander Group Holdings PLC
3.13%, 01/08/2021		200,000		199,533
Fixed until 11/03/2027, 3.82% ^(A) 11/03/2028		200,000		198,662
Stichting AK Rabobank Certificaten
6.50%, 12/29/2049 ^{(D) (E)}		EUR 700,000		706,407
Sumitomo Mitsui Financial Group, Inc.
2.63%, 07/14/2026		$ 400,000		389,991
UniCredit SpA
6.57%, 01/14/2022 ^(B)		600,000		611,260
7.83%, 12/04/2023 ^(B)		700,000		747,103
Wells Fargo & Co.
Fixed until 02/11/2025, 2.16% ^(A), 02/11/2026, MTN		700,000		685,778
3.00%, 02/19/2025, MTN		500,000		509,720
Fixed until 06/17/2026, 3.20%^(A), 06/17/2027, MTN		500,000		515,218
Westpac Banking Corp.
2.25%, 11/09/2020 ^(B)		2,400,000		2,417,554

				26,516,616

Beverages - 0.3%
Bacardi, Ltd.
4.45%, 05/15/2025 ^(B)		100,000		105,094
4.70%, 05/15/2028 ^(B)		300,000		320,516
5.15%, 05/15/2038 ^(B)		100,000		104,416
Pernod Ricard SA
5.75%, 04/07/2021 ^(B)		200,000		205,789
Suntory Holdings, Ltd.
2.25%, 10/16/2024 ^(B)		700,000		705,165

				1,440,980

Biotechnology - 0.2%
AbbVie, Inc.
2.60%, 11/21/2024 ^(B)		500,000		504,830
Amgen, Inc.
4.40%, 05/01/2045		500,000		586,934

				1,091,764

Building Products - 0.0% ^(F)
Fortune Brands Home & Security, Inc.
4.00%, 06/15/2025		140,000		144,131


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets - 1.2%
Banco BTG Pactual SA
4.50%, 01/10/2025 ^(B)		$ 600,000		$ 522,000
Brighthouse Holdings LLC
6.50% ^(G), 07/27/2037 ^{(B) (D)}		300,000		297,000
Credit Suisse Group Funding Guernsey, Ltd.
3.75%, 03/26/2025		2,900,000		2,862,849
Deutsche Bank AG
3-Month LIBOR + 1.29%, 3.04% ^(A), 02/04/2021		900,000		865,822
Fixed until 11/26/2024, 3.96% ^(A), 11/26/2025		300,000		276,540
4.25%, 10/14/2021		100,000		95,593
Lazard Group LLC
3.75%, 02/13/2025		81,000		79,885
4.38%, 03/11/2029		100,000		101,081
Moody’s Corp.
5.25%, 07/15/2044		100,000		120,317
Morgan Stanley
4.00%, 07/23/2025, MTN		140,000		147,568
Nomura Holdings, Inc.
2.65%, 01/16/2025		400,000		391,378
S&P Global, Inc.
4.40%, 02/15/2026		80,000		88,759
UBS Group AG
4.13%, 09/24/2025 ^(B)		800,000		830,981

				6,679,773

Chemicals - 0.3%
Huntsman International LLC
4.50%, 05/01/2029		400,000		341,014
5.13%, 11/15/2022		200,000		205,000
International Flavors & Fragrances, Inc.
3.40%, 09/25/2020		600,000		602,693
Sasol Financing USA LLC
5.88%, 03/27/2024		300,000		125,943
Syngenta Finance NV
3.13%, 03/28/2022		100,000		87,351
4.44%, 04/24/2023 ^(B)		200,000		188,408
5.18%, 04/24/2028 ^(B)		400,000		341,295

				1,891,704

Commercial Services & Supplies - 0.2%
Ashtead Capital, Inc.
4.00%, 05/01/2028 ^(B)		500,000		431,000
RELX Capital, Inc.
4.00%, 03/18/2029		600,000		619,258

				1,050,258

Consumer Finance - 0.6%
Discover Financial Services
4.50%, 01/30/2026		300,000		305,994
Ford Motor Credit Co. LLC
3-Month LIBOR + 0.93%, 2.13% ^(A), 09/24/2020, MTN		800,000		760,000
3-Month LIBOR + 0.81%, 2.71%^(A), 04/05/2021		200,000		185,000
5.75%, 02/01/2021		500,000		485,000
Navient Corp.
5.00%, 10/26/2020		100,000		98,500
Nissan Motor Acceptance Corp.
2.80%, 01/13/2022 ^(B)		600,000		571,764


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Consumer Finance (continued)
Synchrony Financial
5.15%, 03/19/2029		$ 100,000		$ 94,867
Volkswagen Group of America Finance LLC
2.70%, 09/26/2022 ^(B)		500,000		483,600

				2,984,725

Containers & Packaging - 0.1%
Trivium Packaging Finance BV
5.50%, 08/15/2026 ^(B)		300,000		298,500

Diversified Consumer Services - 0.6%
Nationwide Building Society
3.90%, 07/21/2025 ^(B)		3,200,000		3,345,152

Diversified Financial Services - 0.8%
AerCap Ireland Capital DAC / AerCap
Global Aviation Trust
4.45%, 10/01/2025 - 04/03/2026		1,600,000		1,345,911
Doric Nimrod Air Alpha Pass-Through Trust
5.25%, 05/30/2025 ^(B)		83,391		84,251
Fairstone Financial, Inc.
7.88%, 07/15/2024 ^(B)		300,000		282,000
GE Capital International Funding Unlimited Co.
2.34%, 11/15/2020		500,000		491,593
Helios Leasing I LLC
1.56%, 09/28/2024		79,666		80,042
LeasePlan Corp. NV
2.88%, 10/24/2024 ^(B)		600,000		587,746
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.65%, 09/19/2022 ^(B)		700,000		680,623
ORIX Corp.
3.25%, 12/04/2024		900,000		941,066
Tagua Leasing LLC
1.58%, 11/16/2024		84,065		84,674

				4,577,906

Diversified Telecommunication Services - 0.5%
AT&T, Inc.
3-Month LIBOR + 0.93%, 2.30% ^(A), 06/30/2020		170,000		168,891
4.30%, 02/15/2030		61,000		65,507
4.35%, 03/01/2029		800,000		863,116
Bell Canada, Inc.
4.30%, 07/29/2049		300,000		346,932
Level 3 Financing, Inc.
3.88%, 11/15/2029 ^(B)		200,000		187,708
Verizon Communications, Inc.
4.33%, 09/21/2028		1,041,000		1,183,951

				2,816,105

Electric Utilities - 2.1%
AEP Texas, Inc.
3.95%, 06/01/2028		800,000		835,985
Appalachian Power Co.
3.40%, 06/01/2025		1,430,000		1,391,809
Avangrid, Inc.
3.80%, 06/01/2029		700,000		715,760
Centrais Eletricas Brasileiras SA
4.63%, 02/04/2030^{(B) (H)}		500,000		442,500
Edison International
3.55%, 11/15/2024		200,000		198,630
Enel Finance International NV
2.65%, 09/10/2024 ^(B)		1,000,000		954,410
4.63%, 09/14/2025 ^(B)		200,000		212,361


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Entergy Louisiana LLC
3.30%, 12/01/2022		$ 150,000		$ 148,933
Entergy Mississippi LLC
2.85%, 06/01/2028		1,300,000		1,305,447
IPALCO Enterprises, Inc.
3.70%, 09/01/2024		600,000		621,828
NextEra Energy Capital Holdings, Inc.
3.20%, 02/25/2022		600,000		609,769
Pacific Gas & Electric Co.
3.50%, 06/15/2025^(I)		40,000		38,600
4.25%, 08/01/2023^{(B) (I)}		400,000		402,000
Perusahaan Listrik Negara PT
4.38%, 02/05/2050^(B)		600,000		534,000
Southern California Edison Co.
3.90%, 03/15/2043		200,000		205,613
4.00%, 04/01/2047		900,000		937,403
4.05%, 03/15/2042		100,000		104,065
4.65%, 10/01/2043		100,000		109,652
Southwestern Electric Power Co.
6.20%, 03/15/2040		1,000,000		1,320,482
SP Group Treasury Pte, Ltd.
3.38%, 02/27/2029^(B)		400,000		436,426

				11,525,673

Electronic Equipment, Instruments & Components - 0.2%
Arrow Electronics, Inc.
3.25%, 09/08/2024		500,000		462,790
Flex, Ltd.
4.75%, 06/15/2025		100,000		100,484
4.88%, 06/15/2029		300,000		281,309

				844,583

Energy Equipment & Services - 0.3%
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
3.14%, 11/07/2029		50,000		44,186
Energy Transfer Partners, LP / Regency Energy Finance Corp.
4.50%, 11/01/2023		1,900,000		1,708,325
Odebrecht Drilling Norbe VIII / IX, Ltd.
6.35%, 12/01/2021^(E)		157,510		132,309

				1,884,820

Entertainment - 0.1%
Walt Disney Co.
2.00%, 09/01/2029		500,000		484,652

Equity Real Estate Investment Trusts - 2.4%
Alexandria Real Estate Equities, Inc.
3.95%, 01/15/2027		300,000		300,515
4.30%, 01/15/2026		800,000		825,311
4.50%, 07/30/2029		700,000		733,518
American Campus Communities Operating Partnership, LP
2.85%, 02/01/2030		600,000		561,214
American Tower Corp.
3.38%, 10/15/2026		1,400,000		1,387,047
3.50%, 01/31/2023		100,000		100,512
4.00%, 06/01/2025		1,250,000		1,283,831
Brixmor Operating Partnership, LP
3-Month LIBOR + 1.05%, 2.81%^(A), 02/01/2022		800,000		786,570
Crown Castle International Corp.
4.45%, 02/15/2026		390,000		413,327
5.25%, 01/15/2023		1,600,000		1,668,110


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
Equinix, Inc.
2.63%, 11/18/2024		$ 300,000		$ 286,128
Essex Portfolio, LP
4.00%, 03/01/2029		700,000		716,527
National Retail Properties, Inc.
4.80%, 10/15/2048		700,000		748,637
VEREIT Operating Partnership, LP
4.63%, 11/01/2025		800,000		746,591
Welltower, Inc.
3.95%, 09/01/2023		300,000		297,136
Weyerhaeuser Co.
4.00%, 11/15/2029		1,500,000		1,517,664
WP Carey, Inc.
4.60%, 04/01/2024		800,000		802,002

				13,174,640

Food & Staples Retailing - 0.0%^(F)
CVS Pass-Through Trust
4.16%, 08/11/2036^(B)		82,531		92,565

Food Products - 0.2%
Conagra Brands, Inc.
5.30%, 11/01/2038		200,000		217,464
Kraft Heinz Foods Co.
3.95%, 07/15/2025		200,000		199,037
4.38%, 06/01/2046		500,000		450,409
4.88%, 02/15/2025^(B)		327,000		327,735

				1,194,645

Gas Utilities - 0.3%
Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024		500,000		483,483
Southern California Gas Co.
4.13%, 06/01/2048		900,000		956,610

				1,440,093

Health Care Equipment & Supplies - 0.6%
Boston Scientific Corp.
3.38%, 05/15/2022		1,430,000		1,474,464
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020		1,640,000		1,640,000
3.15%, 04/01/2022		80,000		80,009
3.55%, 04/01/2025		80,000		80,732

				3,275,205

Health Care Providers & Services - 0.8%
Adventist Health System
2.43%, 09/01/2024		600,000		571,711
AHS Hospital Corp.
5.02%, 07/01/2045		600,000		761,360
Centene Corp.
4.75%, 01/15/2025^(B)		200,000		200,498
CHRISTUS Health
4.34%, 07/01/2028		600,000		683,063
CVS Health Corp.
5.05%, 03/25/2048		700,000		799,770
Hackensack Meridian Health, Inc.
4.50%, 07/01/2057		300,000		364,739
HCA, Inc.
4.13%, 06/15/2029		200,000		200,345
Northwell Healthcare, Inc.
3.98%, 11/01/2046		700,000		721,187

				4,302,673


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Hotels, Restaurants & Leisure - 0.4%
GLP Capital, LP / GLP Financing II, Inc.
4.00%, 01/15/2030		$ 400,000		$ 336,320
5.38%, 04/15/2026		100,000		88,640
Las Vegas Sands Corp.
2.90%, 06/25/2025		300,000		271,971
McDonald’s Corp.
3.80%, 04/01/2028, MTN		700,000		741,160
Sands China, Ltd.

4.60%, 08/08/2023		300,000		306,747

Wynn Macau, Ltd.
5.13%, 12/15/2029^{(B) (H)}		200,000		168,000

				1,912,838

Industrial Conglomerates - 0.1%
General Electric Co.
5.55%, 01/05/2026, MTN		400,000		426,043

Insurance - 1.0%
First American Financial Corp.
4.30%, 02/01/2023^(H)		100,000		100,636
4.60%, 11/15/2024		50,000		55,872
Great-West Lifeco Finance, LP
4.05%, 05/17/2028^(B)		300,000		314,346
Metropolitan Life Global Funding I
2.00%, 04/14/2020^(B)		250,000		249,837
New York Life Insurance Co.
4.45%, 05/15/2069^(B)		200,000		208,986
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(A), 10/24/2067^(B)		1,500,000		1,280,340
Principal Life Global Funding II
2.20%, 04/08/2020^(B)		1,300,000		1,299,398
3.00%, 04/18/2026^(B)		500,000		494,471
Reinsurance Group of America, Inc.
3.90%, 05/15/2029		200,000		195,069
Reliance Standard Life Global Funding II
2.75%, 01/21/2027^(B)		700,000		650,670
RenaissanceRe Holdings, Ltd.

3.60%, 04/15/2029		400,000		392,572

Travelers Cos., Inc.
3.75%, 05/15/2046		100,000		110,591

				5,352,788

Interactive Media & Services - 0.3%
Tencent Holdings, Ltd.
3-Month LIBOR + 0.91%, 2.76% ^(A), 04/11/2024 ^(B)		600,000		586,644
3.98%, 04/11/2029^(B)		800,000		892,601

				1,479,245

Machinery - 0.2%
Westinghouse Air Brake Technologies Corp.
4.40%, 03/15/2024		900,000		894,139

Marine - 0.1%
AP Moller - Maersk A/S
3.88%, 09/28/2025^(B)		450,000		435,732

Media - 0.9%
CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 03/01/2030^(B)		1,200,000		1,194,000


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Media (continued)
Charter Communications Operating LLC / Charter Communications Operating Capital
4.20%, 03/15/2028		$ 800,000		$ 818,103
4.80%, 03/01/2050		300,000		312,172
Comcast Corp.
4.40%, 08/15/2035		50,000		59,981
4.75%, 03/01/2044		1,600,000		2,031,908
Discovery Communications LLC

5.00%, 09/20/2037		500,000		485,644

SES SA
3.60%, 04/04/2023^(B)		200,000		196,125

				5,097,933

Metals & Mining - 0.0%^(F)
Newmont Corp.
2.80%, 10/01/2029		100,000		92,967

Multi-Utilities - 0.1%
CenterPoint Energy, Inc.
Fixed until 09/01/2023^(D), 6.13%^(A) ^(H)		400,000		320,000

Oil, Gas & Consumable Fuels - 1.7%
APT Pipelines, Ltd.
4.25%, 07/15/2027^(B)		500,000		520,194
Diamondback Energy, Inc.
2.88%, 12/01/2024		500,000		349,248
Dolphin Energy, Ltd. LLC
5.50%, 12/15/2021^(E)		400,000		397,324
Energy Transfer Operating, LP
4.05%, 03/15/2025		400,000		347,161
4.75%, 01/15/2026		100,000		91,157
7.50%, 07/01/2038		150,000		158,448
Eni SpA
4.75%, 09/12/2028^(B)		400,000		389,328
EQT Corp.
6.13%, 02/01/2025^(H)		800,000		616,080
NGPL PipeCo LLC
4.88%, 08/15/2027^(B)		570,000		507,323
ONEOK, Inc.
4.35%, 03/15/2029		1,200,000		977,457
Pertamina Persero PT
4.18%, 01/21/2050^{(B) (H)}		600,000		512,287
Rockies Express Pipeline LLC
4.80%, 05/15/2030^(B)		700,000		418,842
Sabine Pass Liquefaction LLC
5.75%, 05/15/2024		1,700,000		1,574,127
Sinopec Group Overseas Development, Ltd.
4.13%, 09/12/2025^(B)		900,000		980,267
Valero Energy Corp.
4.00%, 04/01/2029		800,000		757,973
Woodside Finance, Ltd.
3.65%, 03/05/2025 ^(B)		40,000		37,398
3.70%, 03/15/2028^(B)		700,000		672,176

				9,306,790

Pharmaceuticals - 0.7%
Baxalta, Inc.
3.60%, 06/23/2022		15,000		15,185
Bayer US Finance II LLC
4.63%, 06/25/2038^(B)		1,600,000		1,654,488
Bristol-Myers Squibb Co.
3.20%, 06/15/2026^(B)		900,000		955,434


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Pharmaceuticals (continued)
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		$ 500,000		$ 505,791
Zoetis, Inc.
3.90%, 08/20/2028		800,000		831,381

				3,962,279

Professional Services - 0.1%
IHS Markit, Ltd.
4.75%, 08/01/2028		500,000		523,280

Road & Rail - 0.3%
Avolon Holdings Funding, Ltd.
2.88%, 02/15/2025^{(B) (H)}		100,000		77,507
Fortress Transportation & Infrastructure Investors LLC
6.50%, 10/01/2025^(B)		700,000		512,750
Kansas City Southern
4.95%, 08/15/2045		500,000		519,438
Park Aerospace Holdings, Ltd.
4.50%, 03/15/2023^(B)		100,000		86,745
5.50%, 02/15/2024^(B)		300,000		258,150
Union Pacific Corp.
4.10%, 09/15/2067		300,000		302,771

				1,757,361

Semiconductors & Semiconductor Equipment - 0.2%
Broadcom, Inc.
3.13%, 04/15/2021 ^(B)		900,000		890,199
Marvell Technology Group, Ltd.
4.20%, 06/22/2023		400,000		408,948

				1,299,147

Software - 0.4%
Microsoft Corp.
4.10%, 02/06/2037		800,000		964,336
Oracle Corp.
2.95%, 05/15/2025		1,250,000		1,291,914

				2,256,250

Specialty Retail - 0.0%^(F)
QVC, Inc.
4.45%, 02/15/2025		100,000		82,269
4.85%, 04/01/2024		100,000		86,500

				168,769

Technology Hardware, Storage & Peripherals - 0.5%
Apple, Inc.
2.90%, 09/12/2027		400,000		426,831
3.35%, 02/09/2027		400,000		435,982
4.65%, 02/23/2046		400,000		530,518
Dell International LLC / EMC Corp.
5.30%, 10/01/2029 ^{(B) (H)}		100,000		102,012
8.10%, 07/15/2036^(B)		1,100,000		1,263,915

				2,759,258

Tobacco - 0.1%
BAT Capital Corp.
4.39%, 08/15/2037		500,000		460,905
Imperial Brands Finance PLC
3.75%, 07/21/2022^(B)		200,000		199,966

				660,871


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Trading Companies & Distributors - 0.1%
BOC Aviation, Ltd.
3.50%, 10/10/2024^(B)		$ 400,000		$ 427,813

Transportation Infrastructure - 0.1%
Sydney Airport Finance Co. Pty, Ltd.
3.38%, 04/30/2025^(B)		350,000		346,694

Wireless Telecommunication Services - 0.3%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 09/20/2029^(B)		600,000		612,000
5.15%, 09/20/2029 ^(B)		600,000		639,000
Vodafone Group PLC
3.75%, 01/16/2024		500,000		520,530

				1,771,530

Total Corporate Debt Securities (Cost $138,835,952)				136,984,246


FOREIGN GOVERNMENT OBLIGATIONS - 3.3%
Canada - 0.3%
Province of Quebec
2.50%, 04/20/2026		1,700,000		1,838,806

Indonesia - 0.3%
Indonesia Government International Bond
4.45%, 02/11/2024		1,300,000		1,346,927

Japan - 1.2%
Japan Finance Organization for Municipalities
2.13%, 04/13/2021 - 10/25/2023 ^(B)		3,900,000		4,018,760
Tokyo Metropolitan Government
2.00%, 05/17/2021^(B)		2,600,000		2,636,426

				6,655,186

Kuwait - 0.2%
Kuwait International Government Bond
3.50%, 03/20/2027^(E)		800,000		830,182

Peru - 0.3%
Peru Government International Bond
5.94%, 02/12/2029^(E)		PEN 1,900,000		594,551
5.94%, 02/12/2029 ^(B)		1,900,000		594,551
8.20%, 08/12/2026^(B)		1,200,000		434,710

				1,623,812

Qatar - 0.9%
Qatar Government International Bond
2.38%, 06/02/2021^(E)		$ 4,100,000		4,077,680
4.50%, 01/20/2022^(E)		700,000		720,020

				4,797,700

Republic of South Africa - 0.0%^(F)
Republic of South Africa Government International Bond
4.85%, 09/30/2029		300,000		245,568

United Arab Emirates - 0.1%
Abu Dhabi Government International Bond
3.13%, 10/11/2027 ^(B)		700,000		712,278

Total Foreign Government Obligations (Cost $17,712,025)				18,050,459


	Principal		Value
LOAN ASSIGNMENT - 0.2%
Capital Markets - 0.2%
Zephyrus Capital Aviation Partners LLC Term Loan,
4.61%, 10/15/2038 ^{(J) (K) (L)}		$ 1,153,295		$ 1,136,208

Total Loan Assignment (Cost $1,137,220)				1,136,208


MORTGAGE-BACKED SECURITIES - 3.3%
Aggregator of Loans Backed by Assets PLC
Series 2015-1, Class A,
1-Month GBP LIBOR + 1.25%, 1.49%^(A), 04/24/2049 ^(E)		GBP 328,136		406,715
BAMLL Commercial Mortgage Securities Trust
Series 2019-RLJ, Class A,
1-Month LIBOR + 1.05%, 1.75%^(A), 04/15/2036^(B)		$ 700,000		583,916
Bear Stearns Alt-A Trust
Series 2005-5, Class 1A1,
1-Month LIBOR + 0.44%, 1.39%^(A), 07/25/2035		8,004		7,945
ChaseFlex Trust
Series 2007-2, Class A1,
1-Month LIBOR + 0.28%, 1.23%^(A), 05/25/2037		546,633		479,906
CHL Mortgage Pass-Through Trust
Series 2005-9, Class 1A1,
1-Month LIBOR + 0.60%, 1.55%^(A), 05/25/2035		45,907		34,812
Citigroup Mortgage Loan Trust, Inc.
Series 2019-B, Class A1,
3.26%^(A), 04/25/2066^(B)		281,818		277,829
COMM Mortgage Trust
Series 2018-HOME, Class A,
3.82%^(A), 04/10/2033^(B)		700,000		758,514
Credit Suisse Mortgage Capital Certificates
Series 2019-RPL4, Class A1,
3.55%, 08/26/2058^(B)		373,959		388,514
CSMC Trust
Series 2019-RPL9, Class A1,
3.32%^(A), 10/27/2059^(B)		295,510		287,271
DBUBS Mortgage Trust
Series 2017-BRBK, Class A,
3.45%, 10/10/2034^(B)		1,600,000		1,579,569
Dukinfield PLC
Series 1, Class A,
3-Month GBP LIBOR + 1.00%, 1.76%^(A), 08/15/2045^(E)		GBP 158,709		194,654
Eurosail PLC
Series 2006-4X, Class A3C,
3-Month GBP LIBOR + 0.16%, 0.69%^(A), 12/10/2044^(E)		165,872		200,062
HarborView Mortgage Loan Trust
Series 2005-4, Class 3A1,
4.29%^(A), 07/19/2035		$ 89,281		75,365
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(B)		900,000		869,870


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
La Hipotecaria El Salvadorian Mortgage Trust
Series 2016-1A, Class A,
3.36%, 01/15/2046^{(B) (J)}		$ 1,026,025		$ 1,120,303
Merrill Lynch Mortgage Investors Trust
Series 2003-B, Class A1,
1-Month LIBOR + 0.68%, 1.63% ^(A), 04/25/2028		315,722		287,846
Mill City Mortgage Loan Trust
Series 2019-GS2, Class A1,
2.75%^(A), 08/25/2059^(B)		558,573		552,079
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C25, Class A4,
3.37%, 10/15/2048		1,600,000		1,642,617
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS
Series 2013-C8, Class XA,
0.98%^(A), 12/15/2048		1,742,720		36,653
MortgageIT Trust
Series 2005-2, Class 1A1,
1-Month LIBOR + 0.52%, 1.47% ^(A), 05/25/2035		69,274		65,565
Natixis Commercial Mortgage Securities Trust
Series 2019-10K, Class A,
3.62%, 05/15/2039^(B)		1,000,000		953,203
New Residential Mortgage Loan Trust
Series 2019-RPL3, Class A1,
2.75%^(A), 07/25/2059^(B)		851,961		848,510
Series 2020-RPL1, Class A1,
2.75%^(A), 11/25/2059^(B)		491,372		492,637
Southern Pacific Financing PLC
Series 2005-B, Class A,
3-Month GBP LIBOR + 0.18%, 0.71%^(A), 06/10/2043^(E)		GBP 215,843		262,862
Structured Adjustable Rate Mortgage Loan Trust
Series 2005-4, Class 6A1,
1-Month LIBOR + 0.24%, 1.19% ^(A), 03/25/2035		$ 369,335		295,951
Towd Point Mortgage Funding PLC
Series 2019-GR4A, Class A1,
3-Month GBP LIBOR + 1.03%, 1.72%^(A), 10/20/2051^(B)		GBP 1,675,327		2,016,827
Towd Point Mortgage Trust
Series 2019-4, Class A1,
2.90%^(A), 10/25/2059^(B)		$ 374,631		366,514
Uropa Securities PLC
Series 2008-1, Class A,
3-Month GBP LIBOR + 0.20%, 0.73% ^(A), 06/10/2059^(E)		GBP 619,502		687,877
Series 2008-1, Class B,
3-Month GBP LIBOR + 0.75%, 1.28%^(A), 06/10/2059^(E)		125,684		128,190
Series 2008-1, Class M1,
3-Month GBP LIBOR + 0.35%, 0.88% ^(A), 06/10/2059^(E)		150,686		163,781
Series 2008-1, Class M2,
3-Month GBP LIBOR + 0.55%, 1.08% ^(A), 06/10/2059^(E)		118,251		122,900


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates Trust
Series 2006-AR9, Class 2A,
1-COFI + 1.50%, 2.48% ^(A), 08/25/2046		$ 675,136		$ 538,250
Worldwide Plaza Trust
Series 2017-WWP, Class A,
3.53%, 11/10/2036^(B)		1,500,000		1,456,163

Total Mortgage-Backed Securities (Cost $19,145,744)				18,183,670


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.7%
California - 0.2%
Bay Area Toll Authority, Revenue Bonds,
Series S1,
6.92%, 04/01/2040		200,000		294,818
Los Angeles Community College District, General Obligation Unlimited,
6.60%, 08/01/2042		200,000		306,974
State of California, General Obligation Unlimited,
7.35%, 11/01/2039		300,000		463,707

				1,065,499

Florida - 0.0%^(F)
County of Miami-Dade Aviation Revenue, Revenue Bonds,
Series C,
3.86%, 10/01/2029		200,000		215,608

Maryland - 0.1%
County of Baltimore, General Obligation Unlimited,
3.30%, 07/01/2046		450,000		466,969

Michigan - 0.1%
Michigan Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.31%, 06/01/2034		360,000		355,892

New Jersey - 0.1%
New Jersey Transportation Trust Fund Authority, Revenue Bonds,
2.55%, 06/15/2023		370,000		377,837

New York - 0.1%
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		700,000		773,290

Utah - 0.0%^(F)
Utah State Board of Regents, Revenue Bonds,
Series 1,
1-Month LIBOR + 0.75%, 1.70%^(A), 12/26/2031		39,657		39,488

West Virginia - 0.0%^(F)
Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.47%, 06/01/2047		220,000		212,918


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
Wisconsin - 0.1%
State of Wisconsin, Revenue Bonds,
Series A,
2.10%, 05/01/2026		$ 240,000		$ 240,552

Total Municipal Government Obligations (Cost $3,495,763)				3,748,053


U.S. GOVERNMENT AGENCY OBLIGATIONS - 14.5%
Federal Home Loan Mortgage Corp.
4.50%, 08/01/2048		1,574,540		1,697,938
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
1-Month LIBOR + 0.67%, 2.19% ^(A), 02/25/2023		345,987		344,476
3.09%^(A), 04/25/2028		1,700,000		1,892,995
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.40%, 1.10%^(A), 02/15/2041 - 09/15/2045		891,395		889,484
1-Month LIBOR + 0.35%, 2.01%^(A), 01/15/2038		1,026,208		1,018,970
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
2.44%^(A), 01/15/2038		1,026,208		64,778
Federal Home Loan Mortgage Corp., Interest Only STRIPS
1-Month LIBOR + 5.89%, 5.19% ^(A), 09/15/2043		1,361,147		257,250
Federal National Mortgage Association
3.00%, TBA^(M)		21,200,000		22,166,422
3.50%, 06/01/2045		286,133		304,761
3.70%, 09/01/2034		906,992		1,070,892
3.79%, 01/01/2029		800,000		929,223
4.50%, 04/01/2028 - 10/01/2041		447,912		489,808
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.55%, 1.50%^(A), 02/25/2041		286,089		286,303
Federal National Mortgage Association REMIC, Interest Only STRIPS
3.00%, 03/25/2028		630,337		42,980
Government National Mortgage Association
1-Month LIBOR + 0.80%, 2.46% ^(A), 05/20/2066 - 06/20/2066		3,692,776		3,652,428
3.50%, TBA^(M)		3,800,000		4,002,644
Uniform Mortgage-Backed Security
2.50%, TBA^(M)		800,000		825,364
3.50%, TBA ^(M)		25,200,000		26,631,902
4.00%, TBA^(M)		11,400,000		12,153,591

Total U.S. Government Agency Obligations (Cost $77,042,088)				78,722,209


U.S. GOVERNMENT OBLIGATIONS - 36.7%
U.S. Treasury - 33.8%
U.S. Treasury Bond
2.25%, 08/15/2049^(N)		1,120,000		1,364,431
2.88%, 05/15/2043 - 11/15/2046^(N)		7,608,000		10,094,008
3.00%, 05/15/2042 - 11/15/2045		3,870,000		5,197,037
3.00%, 11/15/2044 - 08/15/2048^(N)		7,060,000		9,683,659
3.13%, 11/15/2041 - 05/15/2048^(N)		24,670,000		34,038,801
3.38%, 05/15/2044^(N)		8,580,000		12,273,422
3.63%, 02/15/2044		650,000		962,762
3.75%, 11/15/2043^(N)		6,150,000		9,258,633


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
U.S. Treasury (continued)
4.25%, 05/15/2039 - 11/15/2040^(N)		$ 9,470,000		$ 14,805,000
4.38%, 05/15/2040 - 05/15/2041^(N)		4,720,000		7,569,547
4.50%, 08/15/2039^(N)		15,300,000		24,520,043
U.S. Treasury Note
1.38%, 05/31/2021 ^{(H) (N) (O)}		740,000		751,042
1.50%, 11/30/2024^(H)		50,000		52,650
1.63%, 02/15/2026^(N)		100,000		106,496
1.63%, 08/15/2029^(H)		400,000		434,141
1.75%, 01/31/2023		400,000		416,594
1.88%, 03/31/2022 - 04/30/2022^(N)		38,800,000		40,102,652
1.88%, 07/31/2022^{(N) (O)}		1,100,000		1,142,066
2.00%, 06/30/2024		1,000,000		1,069,180
2.00%, 08/15/2025^(H)		2,300,000		2,490,379
2.13%, 03/31/2024^(P)		800,000		856,719
2.38%, 05/15/2029^(N)		400,000		460,141
2.75%, 04/30/2023 ^{(N) (O)}		1,800,000		1,935,914
2.75%, 05/31/2023 ^(N)		2,700,000		2,908,723
3.00%, 09/30/2025 - 10/31/2025		1,220,000		1,389,791

				183,883,831

U.S. Treasury Inflation-Protected Securities - 2.9%
U.S. Treasury Inflation-Indexed Bond
0.25%, 07/15/2029		70,587		73,290
0.88%, 01/15/2029		1,001,099		1,087,428
1.00%, 02/15/2046 - 02/15/2048^(N)		3,214,680		3,926,492
U.S. Treasury Inflation-Indexed Note
0.13%, 04/15/2022		742,434		732,244
0.38%, 01/15/2027		32,034		32,780
0.50%, 01/15/2028 ^(N)		6,566,996		6,839,366
0.75%, 07/15/2028 ^(N)		2,599,777		2,780,162

				15,471,762

Total U.S. Government Obligations (Cost $174,891,823)				199,355,593


SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 2.5%
U.S. Treasury Bill
0.00%^(C), 04/21/2020^(H)		668,000		668,000
0.01%^(C), 06/18/2020^(H)		1,552,000		1,551,980
0.17%^(C), 04/14/2020^(H)		1,661,000		1,660,898
0.19%^(C), 06/11/2020^(Q)		331,000		330,879
0.22%^(C), 06/11/2020		760,000		759,682
0.28%^(C), 06/11/2020		5,336,000		5,333,095
1.17%^(C), 05/28/2020^(Q)		1,656,000		1,652,985
1.28%^(C), 05/28/2020		1,135,000		1,132,746
1.42% ^(C), 05/28/2020		302,000		301,334
1.52%^(C), 05/21/2020		193,000		192,600

Total Short-Term U.S. Government Obligations (Cost $13,584,199)				13,584,199


	Shares		Value
OTHER INVESTMENT COMPANY - 0.3%
Securities Lending Collateral - 0.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		1,474,493		1,474,493

Total Other Investment Company (Cost $1,474,493)				1,474,493


	Principal		Value
REPURCHASE AGREEMENTS - 74.0%
Bank of New York Mellon Corp., 0.50%^(C), dated 03/30/2020, to be repurchased at $150,000,417 on 04/01/2020. Collatarized by U.S. Government Obligations, 2.25% - 3.13%, due 11/15/2025 - 08/15/2044, and Cash with a total value of $152,113,284.		$ 150,000,000		$ 150,000,000
Bank of New York Mellon Corp., 0.00%^(C), dated 04/01/2020, to be repurchased at $ 150,000,000 on 04/06/2020. Collatarized by U.S. Government Obligations, 2.75% - 3.38%, due 08/15/2042 - 11/15/2048, and Cash with a total value of $150,605,831.		150,000,000		150,000,000
BofA Securities, Inc., 0.02%^(C), dated 03/31/2020, to be repurchased at $50,000,028 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.88%, due 05/15/2049, and with a value of $50,749,736.		50,000,000		50,000,000
Fixed Income Clearing Corp., 0.00% ^(C), dated 03/31/2020, to be repurchased at $1,915,909 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $1,956,051. 1,915,909 1,915,909		1,915,909		1,915,909
RBC Capital Markets LLC, 0.01%^(C), dated 03/31/2020, to be repurchased at $50,300,014 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 11/15/2024, and with a value of $51,483,801.		50,300,000		50,300,000

Total Repurchase Agreements (Cost $402,215,909)				402,215,909

Total Investments Excluding Options Purchased (Cost $869,355,896)				892,696,980
Total Options Purchased - 1.0% (Cost $7,178,852)				5,336,300

Total Investments (Cost $876,534,748)				898,033,280
Net Other Assets (Liabilities) - (65.3)%				(354,652,632	)

Net Assets - 100.0%				$ 543,380,648


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS - (31.3)% ^(R)
Bank of Nova Scotia, 1.69%^(C), dated 01/10/2020, to be repurchased at $(3,587,845) on 04/07/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 08/15/2044, and with a total value of $(3,938,919).		$ (3,572,750	)		$ (3,572,750	)
Bank of Nova Scotia, 1.69%^(C), dated 04/07/2020, to be repurchased at $(1,498,391) on 04/09/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 08/15/2044, and with a total value of $(1,375,146).^(M)		(1,498,250	)		(1,512,003	)
Bank of Nova Scotia, 1.69%^(C), dated 01/13/2020, to be repurchased at $(65,428,016) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 4.25%, due 03/31/2022 - 08/15/2044, and with a total value of $(65,143,451).		(65,149,700	)		(65,391,315	)
Canadian Imperial Bank of Commerce, 1.74%^(C), dated 03/26/2020, to be repurchased at $(3,104,123) on 04/02/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 08/15/2049, and Cash with a total value of $(3,096,026).		(3,101,425	)		(3,102,325	)
Canadian Imperial Bank of Commerce, 1.74%^(C), dated 04/02/2020, to be repurchased at $(1,326,505) on 04/13/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 08/15/2049, and Cash with a total value of $(1,283,379).		(1,325,800	)		(1,326,699	)
Canadian Imperial Bank of Commerce, 1.77%^(C), dated 03/26/2020, to be repurchased at $(5,090,076) on 04/03/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 11/15/2041, and Cash with a total value of $(5,054,187).		(5,088,075	)		(5,089,576	)


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS (continued) ^(R)
RBS Securities, Inc., 1.72%^(C), dated 02/12/2020, to be repurchased at $(4,689,051) on 04/13/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 02/15/2042, and Cash with a total value of $(4,865,703).		$ (4,675,425	)		$ (4,686,371	)
RBS Securities, Inc., 1.73%^(C), dated 04/09/2020, to be repurchased at $(17,835,017) on 04/09/2020. Collateralized by U.S. Government Obligations, 3.38% - 3.75%, due 11/15/2043 - 05/15/2044, and Cash with a total value of $(16,386,694).		(17,787,150	)		(17,828,179	)
RBS Securities, Inc., 1.73%^(C), dated 02/13/2020, to be repurchased at $(51,979,092) on 04/13/2020. Collateralized by U.S. Government Obligations, 3.38% - 4.50%, due 05/15/2039 - 05/15/2044, and Cash with total value of $(53,819,245).		(51,829,650	)		(51,922,683	)
RBS Securities, Inc., 1.73%^(C), dated 04/09/2020, to be repurchased at $(14,777,490) on 04/13/2020. Collateralized by U.S. Government Obligations, 3.38% - 3.75%, due 11/15/2043 - 05/15/2044, and Cash with a total value of $(13,577,458).^(M)		(14,774,650	)		(14,801,170	)
RBS Securities, Inc., 1.74%^(C), dated 02/24/2020, to be repurchased at $(1,109,247) on 04/06/2020. Collateralized by a U.S. Government Obligation, 3.00%, due 05/15/2042, and Cash with a total value of $(1,119,731).		(1,107,000	)		(1,108,980	)

Total Reverse Repurchase Agreements		$ (169,909,875	)		$ (170,342,051	)


	Principal		Value
ASSET-BACKED SECURITIES - 4.3%
Arbor Realty Commercial Real Estate Notes, Ltd.
Series 2019-FL1, Class A,
1-Month LIBOR + 1.15%, 1.85%^(A), 05/15/2037 ^(B)		$ 500,000		$ 460,004
Avery Point IV CLO, Ltd.
Series 2014-1A, Class AR,
3-Month LIBOR + 1.10%, 2.89%^(A), 04/25/2026 ^(B)		130,567		129,325
Baring BDC Static CLO, Ltd.
Series 2019-1A, Class A1,
3-Month LIBOR + 1.02%, 2.85%^(A), 04/15/2027 ^(B)		323,149		315,652
Bear Stearns Asset-Backed Securities Trust
Series 2005-SD1, Class 2M2,
1-Month LIBOR + 1.20%, 2.15%^(A), 01/25/2045		260,413		253,129
Crown Point CLO 5, Ltd.
Series 2018-5A, Class A,
3-Month LIBOR + 0.94%, 2.78%^(A), 07/17/2028 ^(B)		600,000		580,419
CVP Cascade CLO-1, Ltd.
Series 2013-CLO1, Class A1R,
3-Month LIBOR + 1.15%, 2.99%^(A), 01/16/2026 ^(B)		248,315		245,226
Dryden XXV Senior Loan Fund
Series 2012-25A, Class ARR,
3-Month LIBOR + 0.90%, 2.73%^(A), 10/15/2027 ^(B)		883,844		851,643
Encore Credit Receivables Trust
Series 2005-1, Class M1,
1-Month LIBOR + 0.66%, 1.61%^(A), 07/25/2035		278,388		266,153
FFMLT Trust
Series 2005-FF2, Class M4,
1-Month LIBOR + 0.89%, 1.83%^(A), 03/25/2035		100,353		99,210
Flagship CLO VIII, Ltd.
Series 2014-8A, Class ARR,
3-Month LIBOR + 0.85%, 2.69%^(A), 01/16/2026 ^(B)		172,214		166,671
Ford Credit Auto Owner Trust
Series 2016-2, Class A,
2.03%, 12/15/2027^(B)		1,200,000		1,199,893
Fremont Home Loan Trust
Series 2005-1, Class M5,
1-Month LIBOR + 1.07%, 2.01%^(A), 06/25/2035		300,000		275,501
Gallatin CLO IX, Ltd.
Series 2018-1A, Class A,
3-Month LIBOR + 1.05%, 2.87%^(A), 01/21/2028 ^(B)		300,000		283,769


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Halcyon Loan Advisors Funding, Ltd.
Series 2014-3A, Class AR,
3-Month LIBOR + 1.10%, 2.90%^(A), 10/22/2025 ^(B)		$ 267,049		$ 262,434
JPMorgan Mortgage Acquisition Trust
Series 2007-CH5, Class A5,
1-Month LIBOR + 0.26%, 1.21%^(A), 06/25/2037		700,000		657,199
Legacy Mortgage Asset Trust
Series 2019-GS3, Class A1,
3.75%^(A), 04/25/2059^(B)		538,132		525,682
LoanCore Issuer, Ltd.
Series 2019-CRE2, Class A,
1-Month LIBOR + 1.13%, 1.83%^(A), 05/15/2036 ^(B)		500,000		468,054
Loomis Sayles CLO II, Ltd.
Series 2015-2A, Class A1R,
3-Month LIBOR + 0.90%, 2.73%^(A), 04/15/2028 ^(B)		1,000,000		961,071
Master Asset-Backed Securities Trust
Series 2004-WMC3, Class M1,
1-Month LIBOR + 0.83%, 1.77%^(A), 10/25/2034		269,757		249,015
Mountain View CLO, Ltd.
Series 2014-1A, Class ARR,
3-Month LIBOR + 0.80%, 2.63%^(A), 10/15/2026 ^(B)		329,401		318,445
Northstar Education Finance, Inc.
Series 2012-1, Class A,
1-Month LIBOR + 0.70%, 1.65%^(A), 12/26/2031 ^(B)		17,714		17,323
Palmer Square Loan Funding, Ltd.
Series 2018-4A, Class A1,
3-Month LIBOR + 0.90%, 2.59%^(A), 11/15/2026 ^(B)		326,887		316,245
PHEAA Student Loan Trust
Series 2016-2A, Class A,
1-Month LIBOR + 0.95%, 1.90%^(A), 11/25/2065 ^(B)		257,668		250,351
Saxon Asset Securities Trust
Series 2005-4, Class M2,
1-Month LIBOR + 0.45%, 1.40%^(A), 11/25/2037		300,000		260,858
SMB Private Education Loan Trust
Series 2016-B, Class A2B,
1-Month LIBOR + 1.45%, 2.15%^(A), 02/17/2032 ^(B)		578,232		574,847
Towd Point Mortgage Trust
Series 2019-HY2, Class A1,
1-Month LIBOR + 1.00%, 1.95%^(A), 05/25/2058^(B)		284,701		278,388
Series 2019-SJ3, Class A1,
3.00%^(A), 11/25/2059^(B)		265,138		263,004


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Venture XIV CLO, Ltd.
Series 2013-14A, Class ARR,
3-Month LIBOR + 1.03%, 0.00%^(A), 08/28/2029 ^(B)		$ 800,000		$ 761,774
Zais CLO, Ltd.
Series 2014-1A, Class A1AR,
3-Month LIBOR + 1.15%, 2.98%^(A), 04/15/2028 ^(B)		500,000		486,061

Total Asset-Backed Securities (Cost $12,139,500)				11,777,346


CERTIFICATE OF DEPOSIT - 0.1%
Banks - 0.1%
Lloyds Bank Corporate Markets PLC
3-Month LIBOR + 0.50%, 2.38%^(A), 10/26/2020		400,000		400,000
Total Certificate of Deposit (Cost $400,000)				400,000

CORPORATE DEBT SECURITIES - 31.8%
Aerospace & Defense - 0.1%
Spirit AeroSystems, Inc.
3.85%, 06/15/2026		200,000		173,027
3.95%, 06/15/2023		100,000		86,041
				259,068
Airlines - 0.9%
American Airlines Pass-Through Trust
3.00%, 04/15/2030		348,744		329,125
3.25%, 04/15/2030		87,183		79,033
3.50%, 08/15/2033		98,460		81,568
4.00%, 01/15/2027		56,341		56,189
British Airways Pass-Through Trust
3.35%, 12/15/2030^(B)		200,000		188,311
3.80%, 03/20/2033^(B)		184,222		162,247
Norwegian Air Shuttle Pass-Through Trust
4.88%, 11/10/2029^(B)		943,470		682,484
Southwest Airlines Co. Pass-Through Trust
6.65%, 08/01/2022		68,160		67,809
Spirit Airlines Pass-Through Trust
4.10%, 10/01/2029		76,516		74,434
United Airlines Pass-Through Trust
2.88%, 04/07/2030		447,138		414,911
3.10%, 04/07/2030		447,138		419,642
				2,555,753
Banks - 5.5%
AIB Group PLC
4.75%, 10/12/2023^(B)		400,000		399,268
Banco de Credito del Peru
4.65%, 09/17/2024^(B)		PEN 1,300,000		379,729
Bank of America Corp.
Fixed until 12/20/2027, 3.42%^(A), 12/20/2028		$ 2,260,000		2,331,276
Bank of Ireland Group PLC
4.50%, 11/25/2023^(B)		400,000		389,807
Barclays PLC
3.25%, 02/12/2027, MTN^(C)		GBP 400,000		470,109
3.65%, 03/16/2025		$ 500,000		488,995
4.34%, 01/10/2028		400,000		406,614
Fixed until 02/15/2022, 4.61%^(A), 02/15/2023		400,000		404,506


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
BNP Paribas SA
Fixed until 01/10/2024, 4.71%^(A), 01/10/2025 ^(B)		$ 900,000		$ 937,664
CIT Group, Inc.
4.13%, 03/09/2021		200,000		197,000
Citigroup, Inc.
4.40%, 06/10/2025		300,000		313,675
Dexia Credit Local SA
1.88%, 09/15/2021^(B)		1,400,000		1,422,792
JPMorgan Chase & Co.
3.25%, 09/23/2022		200,000		206,262
Lloyds Banking Group PLC
4.38%, 03/22/2028		200,000		213,099
4.55%, 08/16/2028		1,000,000		1,041,077
Mitsubishi UFJ Financial Group, Inc.
3-Month LIBOR + 1.88%, 3.46%^(A), 03/01/2021		292,000		290,438
Mizuho Financial Group, Inc.
3-Month LIBOR + 1.00%, 1.77%^(A), 09/11/2024		400,000		378,011
Fixed until 07/16/2024, 2.84%^(A), 07/16/2025		400,000		394,295
Royal Bank of Scotland Group PLC
Fixed until 05/18/2028, 4.89%^(A), 05/18/2029		400,000		423,339
Fixed until 08/15/2021^(D), 8.63%^(A)		600,000		585,000
Santander Group Holdings PLC
3.13%, 01/08/2021		100,000		99,766
Stichting AK Rabobank Certificaten
6.50%, 12/29/2049^{(C) (D)}		EUR 400,000		403,661
Sumitomo Mitsui Financial Group, Inc.
2.63%, 07/14/2026		$ 200,000		194,995
UniCredit SpA
6.57%, 01/14/2022^(B)		400,000		407,507
Wells Fargo & Co.
Fixed until 02/11/2025, 2.16%^(A), 02/11/2026, MTN		800,000		783,747
3.00%, 02/19/2025, MTN		200,000		203,888
Fixed until 06/17/2026, 3.20%^(A), 06/17/2027, MTN		300,000		309,130
Westpac Banking Corp.
2.25%, 11/09/2020^(B)		700,000		705,120
				14,780,770
Beverages - 0.3%
Bacardi, Ltd.
4.45%, 05/15/2025^(B)		100,000		105,094
4.70%, 05/15/2028^(B)		150,000		160,258
5.15%, 05/15/2038^(B)		100,000		104,416
Suntory Holdings, Ltd.
2.25%, 10/16/2024^(B)		400,000		402,952
				772,720
Biotechnology - 0.2%
AbbVie, Inc.
2.60%, 11/21/2024^(B)		300,000		302,898
Amgen, Inc.
4.40%, 05/01/2045		300,000		352,160
				655,058
Building Products - 0.2%
Fortune Brands Home & Security, Inc.
4.00%, 06/15/2025		410,000		422,097


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets - 1.1%
Banco BTG Pactual SA
4.50%, 01/10/2025^(B)		$ 400,000		$ 348,000
Brighthouse Holdings LLC
6.50%^(E), 07/27/2037^{(B) (D)}		200,000		198,000
Credit Suisse Group Funding Guernsey, Ltd.
3.75%, 03/26/2025		900,000		888,470
Deutsche Bank AG
3-Month LIBOR + 1.29%, 3.04%^(A), 02/04/2021		600,000		577,215
Fixed until 11/26/2024, 3.96%^(A), 11/26/2025		200,000		184,360
Lazard Group LLC
3.75%, 02/13/2025		30,000		29,587
Morgan Stanley
4.00%, 07/23/2025, MTN		60,000		63,244
Nomura Holdings, Inc.
2.65%, 01/16/2025		300,000		293,533
S&P Global, Inc.
4.40%, 02/15/2026		40,000		44,380
UBS Group AG
4.13%, 09/24/2025^(B)		400,000		415,490
				3,042,279
Chemicals - 0.5%
Huntsman International LLC
4.50%, 05/01/2029		370,000		315,438
International Flavors & Fragrances, Inc.
3.40%, 09/25/2020		400,000		401,795
Sasol Financing USA LLC
5.88%, 03/27/2024		200,000		83,962
Syngenta Finance NV
3.13%, 03/28/2022		100,000		87,351
5.18%, 04/24/2028^(B)		400,000		341,295
				1,229,841
Commercial Services & Supplies - 0.2%
Ashtead Capital, Inc.
4.00%, 05/01/2028^(B)		200,000		172,400
RELX Capital, Inc.
4.00%, 03/18/2029		300,000		309,629
				482,029
Consumer Finance - 0.5%
Discover Financial Services
4.50%, 01/30/2026		200,000		203,996
Ford Motor Credit Co. LLC
3-Month LIBOR + 0.93%, 2.13%^(A), 09/24/2020, MTN		300,000		285,000
5.75%, 02/01/2021		400,000		388,000
Navient Corp.
5.00%, 10/26/2020		100,000		98,500
Nissan Motor Acceptance Corp.
2.80%, 01/13/2022^(B)		400,000		381,176
Synchrony Financial
5.15%, 03/19/2029		100,000		94,867
				1,451,539
Diversified Consumer Services - 0.7%
Nationwide Building Society
3.90%, 07/21/2025^(B)		1,900,000		1,986,184


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Financial Services - 1.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.45%, 10/01/2025 - 04/03/2026		$ 1,200,000		$ 1,010,161
Aircastle, Ltd.
5.50%, 02/15/2022		100,000		91,057
Doric Nimrod Air Finance Alpha, Ltd. Pass-Through Trust
5.13%, 11/30/2024^(B)		82,196		83,396
Fairstone Financial, Inc.
7.88%, 07/15/2024^(B)		200,000		188,000
Helios Leasing I LLC
1.56%, 09/28/2024		79,666		80,042
LeasePlan Corp. NV
2.88%, 10/24/2024^(B)		400,000		391,831
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.65%, 09/19/2022^(B)		500,000		486,159
ORIX Corp.
3.25%, 12/04/2024		600,000		627,377
Tagua Leasing LLC
1.58%, 11/16/2024		84,065		84,674
				3,042,697
Diversified Telecommunication Services - 0.8%
AT&T, Inc.
3-Month LIBOR + 0.93%, 2.30%^(A), 06/30/2020		40,000		39,739
4.13%, 02/17/2026		150,000		158,920
4.30%, 02/15/2030		227,000		243,771
4.35%, 03/01/2029		500,000		539,447
Bell Canada, Inc.
4.30%, 07/29/2049		200,000		231,288
Level 3 Financing, Inc.
3.88%, 11/15/2029^(B)		200,000		187,708
Verizon Communications, Inc.
4.33%, 09/21/2028		617,000		701,727
				2,102,600
Electric Utilities - 3.1%
AEP Texas, Inc.
3.95%, 06/01/2028		500,000		522,491
Alabama Power Co.
3.45%, 10/01/2049		300,000		304,822
Appalachian Power Co.
3.40%, 06/01/2025		650,000		632,641
Avangrid, Inc.
3.80%, 06/01/2029		500,000		511,257
Centrais Eletricas Brasileiras SA
4.63%, 02/04/2030^(B)		300,000		265,500
Edison International
3.55%, 11/15/2024		100,000		99,315
Enel Finance International NV
2.65%, 09/10/2024^(B)		800,000		763,527
Entergy Louisiana LLC
3.30%, 12/01/2022		100,000		99,289
Entergy Mississippi LLC
2.85%, 06/01/2028		1,100,000		1,104,609
IPALCO Enterprises, Inc.
3.70%, 09/01/2024		300,000		310,914
NextEra Energy Capital Holdings, Inc.
3.20%, 02/25/2022		400,000		406,512
Niagara Mohawk Power Corp.
4.12%, 11/28/2042^(B)		200,000		198,279
Pacific Gas & Electric Co.
3.50%, 06/15/2025^(F)		20,000		19,300
4.25%, 08/01/2023^{(B) (F)}		300,000		301,500


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Pennsylvania Electric Co.
3.60%, 06/01/2029^(B)		$ 600,000		$ 632,978
Perusahaan Listrik Negara PT
4.88%, 07/17/2049^(B)		300,000		286,500
Southern California Edison Co.
3.90%, 03/15/2043		100,000		102,806
4.00%, 04/01/2047		600,000		624,936
4.05%, 03/15/2042		100,000		104,065
4.65%, 10/01/2043		100,000		109,652
Southwestern Electric Power Co.
6.20%, 03/15/2040		600,000		792,289
SP Group Treasury Pte, Ltd.
3.38%, 02/27/2029^(B)		250,000		272,766
				8,465,948
Electronic Equipment, Instruments & Components - 0.2%
Arrow Electronics, Inc.
3.25%, 09/08/2024		300,000		277,674
Flex, Ltd.
4.75%, 06/15/2025		200,000		200,968
4.88%, 06/15/2029		170,000		159,408
				638,050
Energy Equipment & Services - 0.3%
Energy Transfer Partners, LP / Regency Energy Finance Corp.
5.88%, 03/01/2022		850,000		798,466
Odebrecht Drilling Norbe VIII / IX, Ltd.
6.35%, 12/01/2021^(C)		94,506		79,385
				877,851
Entertainment - 0.1%
Walt Disney Co.
2.00%, 09/01/2029		300,000		290,791
Equity Real Estate Investment Trusts - 3.3%
Alexandria Real Estate Equities, Inc.
3.95%, 01/15/2027		100,000		100,172
4.30%, 01/15/2026		1,090,000		1,124,486
4.50%, 07/30/2029		200,000		209,577
American Campus Communities Operating Partnership, LP
2.85%, 02/01/2030		300,000		280,607
American Tower Corp.
3.38%, 10/15/2026		600,000		594,449
4.00%, 06/01/2025		300,000		308,119
4.40%, 02/15/2026		670,000		702,316
Brixmor Operating Partnership, LP
3-Month LIBOR + 1.05%, 2.81%^(A), 02/01/2022		600,000		589,927
Crown Castle International Corp.
4.45%, 02/15/2026		200,000		211,963
5.25%, 01/15/2023		900,000		938,312
Equinix, Inc.
2.63%, 11/18/2024		200,000		190,752
Essex Portfolio, LP
4.00%, 03/01/2029		500,000		511,805
Kilroy Realty, LP
4.38%, 10/01/2025		590,000		657,750
Mid-America Apartments, LP
4.00%, 11/15/2025		580,000		603,720
National Retail Properties, Inc.
4.80%, 10/15/2048		500,000		534,741
Sabra Health Care, LP
4.80%, 06/01/2024		400,000		405,942


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
VEREIT Operating Partnership, LP
4.63%, 11/01/2025		$ 500,000		$ 466,620
WP Carey, Inc.
4.60%, 04/01/2024		400,000		401,001
				8,832,259
Food Products - 0.3%
Kraft Heinz Foods Co.
3.95%, 07/15/2025		200,000		199,037
4.38%, 06/01/2046		300,000		270,245
4.88%, 02/15/2025^(B)		212,000		212,477
				681,759
Gas Utilities - 0.7%
Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024		400,000		386,787
Piedmont Natural Gas Co., Inc.
3.50%, 06/01/2029		1,000,000		1,011,922
Southern California Gas Co.
4.13%, 06/01/2048		500,000		531,450
				1,930,159
Health Care Equipment & Supplies - 0.9%
Boston Scientific Corp.
3.38%, 05/15/2022		650,000		670,211
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020		1,620,000		1,620,000
3.15%, 04/01/2022		30,000		30,003
3.55%, 04/01/2025		30,000		30,275
				2,350,489
Health Care Providers & Services - 1.1%
Adventist Health System
2.43%, 09/01/2024		400,000		381,141
AHS Hospital Corp.
5.02%, 07/01/2045		400,000		507,573
Anthem, Inc.
2.38%, 01/15/2025		300,000		297,049
Centene Corp.
4.75%, 01/15/2025^(B)		100,000		100,249
CHRISTUS Health
4.34%, 07/01/2028		300,000		341,532
CVS Health Corp.
5.05%, 03/25/2048		500,000		571,264
Hackensack Meridian Health, Inc.
4.50%, 07/01/2057		200,000		243,160
HCA, Inc.
4.13%, 06/15/2029		100,000		100,172
Northwell Healthcare, Inc.
3.98%, 11/01/2046		400,000		412,107
				2,954,247
Hotels, Restaurants & Leisure - 0.4%
GLP Capital, LP / GLP Financing II, Inc.
4.00%, 01/15/2030		200,000		168,160
5.38%, 04/15/2026		100,000		88,640
Las Vegas Sands Corp.
2.90%, 06/25/2025		200,000		181,314
McDonald’s Corp.
3.80%, 04/01/2028, MTN		400,000		423,520
Sands China, Ltd.
4.60%, 08/08/2023		200,000		204,498
Wynn Macau, Ltd.
5.13%, 12/15/2029^{(B) (G)}		100,000		84,000
				1,150,132


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Industrial Conglomerates - 0.1%
General Electric Co.
Fixed until 01/21/2021^(D), 5.00%^(A)		$ 200,000		$ 165,000
5.55%, 01/05/2026, MTN		100,000		106,511
				271,511
Insurance - 1.1%
First American Financial Corp.
4.60%, 11/15/2024		20,000		22,349
Great-West Lifeco Finance, LP
4.05%, 05/17/2028^(B)		200,000		209,564
Metropolitan Life Global Funding I
2.00%, 04/14/2020^(B)		150,000		149,902
New York Life Insurance Co.
4.45%, 05/15/2069^(B)		100,000		104,493
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(A), 10/24/2067 ^(B)		1,000,000		853,560
Principal Life Global Funding II
2.20%, 04/08/2020^(B)		600,000		599,722
3.00%, 04/18/2026^(B)		300,000		296,683
Reinsurance Group of America, Inc.
3.90%, 05/15/2029		100,000		97,534
Reliance Standard Life Global Funding II
2.75%, 01/21/2027^(B)		400,000		371,812
RenaissanceRe Holdings, Ltd.
3.60%, 04/15/2029		300,000		294,429
Travelers Cos., Inc.
3.75%, 05/15/2046		100,000		110,591
				3,110,639
Interactive Media & Services - 0.4%
Tencent Holdings, Ltd.
3-Month LIBOR + 0.91%, 2.76%^(A), 04/11/2024^(B)		400,000		391,096
3.98%, 04/11/2029^(B)		600,000		669,451
				1,060,547
Machinery - 0.2%
Westinghouse Air Brake Technologies Corp.
4.40%, 03/15/2024		600,000		596,092
Marine - 0.1%
AP Moller - Maersk A/S
3.88%, 09/28/2025^(B)		300,000		290,488
Media - 0.9%
CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 03/01/2030^(B)		700,000		696,500
Charter Communications Operating LLC / Charter Communications Operating Capital
4.20%, 03/15/2028		500,000		511,315
4.80%, 03/01/2050		300,000		312,172
Comcast Corp.
4.40%, 08/15/2035		20,000		23,993
4.75%, 03/01/2044		500,000		634,971
Discovery Communications LLC
5.00%, 09/20/2037		300,000		291,386
				2,470,337


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-Utilities - 0.4%
CenterPoint Energy, Inc.
Fixed until 09/01/2023^(D), 6.13%^{(A) (G)}		$ 100,000		$ 80,000
DTE Electric Co.
3.70%, 06/01/2046		1,000,000		1,055,914
				1,135,914
Oil, Gas & Consumable Fuels - 2.2%
APT Pipelines, Ltd.
4.25%, 07/15/2027^(B)		300,000		312,116
Concho Resources, Inc.
3.75%, 10/01/2027		300,000		254,430
Diamondback Energy, Inc.
2.88%, 12/01/2024		300,000		209,549
Dolphin Energy, Ltd. LLC
5.50%, 12/15/2021^(C)		400,000		397,324
Energy Transfer Operating, LP
4.05%, 03/15/2025		200,000		173,581
4.75%, 01/15/2026		40,000		36,463
7.50%, 07/01/2038		100,000		105,632
Eni SpA
4.75%, 09/12/2028^(B)		200,000		194,664
EQT Corp.
6.13%, 02/01/2025		500,000		385,050
NGPL PipeCo LLC
4.88%, 08/15/2027^(B)		300,000		267,012
ONEOK, Inc.
4.35%, 03/15/2029		700,000		570,183
Pertamina Persero PT
4.18%, 01/21/2050^{(B) (G)}		400,000		341,525
Petroleos Mexicanos
6.84%, 01/23/2030^(B)		200,000		144,704
Rockies Express Pipeline LLC
4.80%, 05/15/2030^(B)		400,000		239,338
Sabine Pass Liquefaction LLC
5.75%, 05/15/2024		1,000,000		925,957
Sinopec Group Overseas Development, Ltd.
4.13%, 09/12/2025^(B)		500,000		544,593
Valero Energy Corp.
4.00%, 04/01/2029		500,000		473,733
Woodside Finance, Ltd.
3.65%, 03/05/2025^(B)		20,000		18,699
3.70%, 03/15/2028^(B)		500,000		480,126
				6,074,679
Pharmaceuticals - 0.9%
Baxalta, Inc.
3.60%, 06/23/2022		6,000		6,074
Bayer US Finance II LLC
4.63%, 06/25/2038^(B)		1,000,000		1,034,055
Bristol-Myers Squibb Co.
3.20%, 06/15/2026^(B)		600,000		636,956
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		300,000		303,474
Zoetis, Inc.
3.90%, 08/20/2028		400,000		415,691
				2,396,250
Professional Services - 0.1%
IHS Markit, Ltd.
4.75%, 08/01/2028		300,000		313,968


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Road & Rail - 0.5%
Avolon Holdings Funding, Ltd.
2.88%, 02/15/2025^{(B) (G)}		$ 100,000		$ 77,508
Fortress Transportation & Infrastructure Investors LLC
6.50%, 10/01/2025^(B)		400,000		293,000
Kansas City Southern
4.95%, 08/15/2045		500,000		519,438
Park Aerospace Holdings, Ltd.
5.50%, 02/15/2024^(B)		200,000		172,100
Union Pacific Corp.
4.10%, 09/15/2067		200,000		201,847
				1,263,893
Semiconductors & Semiconductor Equipment - 0.4%
Broadcom, Inc.
3.13%, 04/15/2021^(B)		600,000		593,466
Marvell Technology Group, Ltd.
4.20%, 06/22/2023		200,000		204,474
Micron Technology, Inc.
4.19%, 02/15/2027		400,000		404,067
				1,202,007
Software - 0.4%
Fair Isaac Corp.
4.00%, 06/15/2028^(B)		170,000		161,075
Microsoft Corp.
4.10%, 02/06/2037		500,000		602,710
Oracle Corp.
2.95%, 05/15/2025		290,000		299,724
				1,063,509
Specialty Retail - 0.1%
QVC, Inc.
4.45%, 02/15/2025		100,000		82,269
4.85%, 04/01/2024		100,000		86,500
				168,769
Technology Hardware, Storage & Peripherals - 0.7%
Apple, Inc.
2.90%, 09/12/2027		300,000		320,124
3.35%, 02/09/2027		300,000		326,986
4.65%, 02/23/2046		200,000		265,259
Dell International LLC / EMC Corp.
5.30%, 10/01/2029^(B)		200,000		204,024
8.10%, 07/15/2036^(B)		600,000		689,408
				1,805,801
Tobacco - 0.1%
BAT Capital Corp.
4.39%, 08/15/2037		400,000		368,724
Trading Companies & Distributors - 0.1%
BOC Aviation, Ltd.
3.50%, 10/10/2024^(B)		200,000		213,907
Transportation Infrastructure - 0.1%
Sydney Airport Finance Co. Pty, Ltd.
3.38%, 04/30/2025^(B)		20,000		19,811
3.90%, 03/22/2023^{(B) (G)}		200,000		204,888
				224,699
Water Utilities - 0.0%^(H)
American Water Capital Corp.
3.40%, 03/01/2025		20,000		20,084


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Wireless Telecommunication Services - 0.5%
Sprint Corp. Co.
7.25%, 02/01/2028^(B)		$ 100,000		$ 100,500
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC
4.74%, 09/20/2029^(B)		400,000		408,000
5.15%, 09/20/2029^(B)		400,000		426,000
Vodafone Group PLC
3.75%, 01/16/2024		300,000		312,318
				1,246,818
Total Corporate Debt Securities (Cost $87,623,853)				86,252,956

FOREIGN GOVERNMENT OBLIGATIONS - 3.9%
Canada - 0.4%
Province of Quebec
2.50%, 04/20/2026		900,000		973,485
Indonesia - 0.3%
Indonesia Government International Bond
4.45%, 02/11/2024		800,000		828,878
Japan - 1.2%
Japan Finance Organization for Municipalities
2.13%, 04/13/2021 - 10/25/2023^(B)		1,800,000		1,862,723
Tokyo Metropolitan Government
2.00%, 05/17/2021^(B)		1,500,000		1,521,015
				3,383,738
Kuwait - 0.2%
Kuwait International Government Bond
3.50%, 03/20/2027^(C)		500,000		518,864
Peru - 0.4%
Peru Government International Bond
5.94%, 02/12/2029^(C)		PEN 1,500,000		469,382
5.94%, 02/12/2029^(B)		1,200,000		375,506
8.20%, 08/12/2026^(B)		600,000		217,355
				1,062,243
Qatar - 1.1%
Qatar Government International Bond
2.38%, 06/02/2021^(C)		$ 2,800,000		2,784,757
4.50%, 01/20/2022^(C)		200,000		205,720
				2,990,477
Republic of South Africa - 0.1%
Republic of South Africa Government International Bond
4.85%, 09/30/2029		300,000		245,568
United Arab Emirates - 0.2%
Abu Dhabi Government International Bond
3.13%, 10/11/2027^(B)		500,000		508,770
Total Foreign Government Obligations (Cost $10,352,070)				10,512,023


	Principal		Value
LOAN ASSIGNMENT - 0.3%
Capital Markets - 0.3%
Zephyrus Capital Aviation Partners LLC Term Loan,
4.61%, 10/15/2038^{(I) (J) (K)}		$ 741,404		$ 730,420
Total Loan Assignment (Cost $731,073)				730,420

MORTGAGE-BACKED SECURITIES - 4.1%
Aggregator of Loans Backed by Assets PLC
Series 2015-1, Class A,
1-Month GBP LIBOR + 1.25%, 1.49%^(A), 04/24/2049 ^(C)		GBP 187,506		232,408
BAMLL Commercial Mortgage Securities Trust
Series 2019-RLJ, Class A,
1-Month LIBOR + 1.05%, 1.75%^(A), 04/15/2036 ^(B)		$ 500,000		417,083
Banc of America Mortgage Trust
Series 2004-D, Class 2A2,
4.81%^(A), 05/25/2034		8,170		7,563
Bear Stearns Alt-A Trust
Series 2005-5, Class 1A1,
1-Month LIBOR + 0.44%, 1.39%^(A), 07/25/2035		6,137		6,091
ChaseFlex Trust
Series 2007-2, Class A1,
1-Month LIBOR + 0.28%, 1.23%^(A), 05/25/2037		352,275		309,273
CHL Mortgage Pass-Through Trust
Series 2004-J3, Class A7,
5.50%, 05/25/2034		136,215		130,285
COMM Mortgage Trust
Series 2018-HOME, Class A,
3.82%^(A), 04/10/2033^(B)		400,000		433,436
Credit Suisse Mortgage Capital Certificates
Series 2019-RPL4, Class A1,
3.55%, 08/26/2058^(B)		280,469		291,385
CSMC Trust
Series 2019-RPL9, Class A1,
3.32%^(A), 10/27/2059^(B)		197,007		191,514
DBGS Mortgage Trust
Series 2019-1735, Class A,
3.84%, 04/10/2037^(B)		200,000		199,171
DBUBS Mortgage Trust
Series 2017-BRBK, Class A,
3.45%, 10/10/2034^(B)		1,000,000		987,230
Eurosail PLC
Series 2006-4X, Class A3C,
3-Month GBP LIBOR + 0.16%, 0.69%^(A), 12/10/2044 ^(C)		GBP 82,936		100,031
HarborView Mortgage Loan Trust
Series 2005-4, Class 3A1,
4.29%^(A), 07/19/2035		$ 59,521		50,243
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(B)		600,000		579,914
La Hipotecaria El Salvadorian Mortgage Trust
Series 2016-1A, Class A,
3.36%, 01/15/2046^{(B) (J)}		513,013		560,152


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust
Series 2003-B, Class A1,
1-Month LIBOR + 0.68%, 1.63%^(A), 04/25/2028		$ 170,004		$ 154,994
Mill City Mortgage Loan Trust
Series 2019-GS2, Class A1,
2.75%^(A), 08/25/2059^(B)		372,382		368,053
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C25, Class A4,
3.37%, 10/15/2048		900,000		923,972
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS
Series 2013-C8, Class XA,
0.98%^(A), 12/15/2048		1,603,302		33,721
MortgageIT Trust
Series 2005-2, Class 1A1,
1-Month LIBOR + 0.52%, 1.47%^(A), 05/25/2035		36,675		34,711
Natixis Commercial Mortgage Securities Trust
Series 2019-10K, Class A,
3.62%, 05/15/2039^(B)		700,000		667,242
New Residential Mortgage Loan Trust
Series 2019-RPL3, Class A1,
2.75%^(A), 07/25/2059^(B)		567,974		565,673
Series 2020-RPL1, Class A1,
2.75%^(A), 11/25/2059^(B)		294,823		295,582
Southern Pacific Financing PLC
Series 2005-B, Class A,
3-Month GBP LIBOR + 0.18%, 0.71%^(A), 06/10/2043 ^(C)		GBP 64,259		78,257
Towd Point Mortgage Funding PLC
Series 2019-GR4A, Class A1,
3-Month GBP LIBOR + 1.03%, 1.72%^(A), 10/20/2051 ^(B)		1,005,196		1,210,096
Towd Point Mortgage Trust
Series 2019-4, Class A1,
2.90%^(A), 10/25/2059^(B)		$ 280,973		274,885
Uropa Securities PLC
Series 2008-1, Class A,
3-Month GBP LIBOR + 0.20%, 0.73%^(A), 06/10/2059^(C)		GBP 354,366		393,478
Series 2008-1, Class B,
3-Month GBP LIBOR + 0.75%, 1.28%^(A), 06/10/2059^(C)		72,302		73,744
Series 2008-1, Class M1,
3-Month GBP LIBOR + 0.35%, 0.88%^(A), 06/10/2059^(C)		86,492		94,009
Series 2008-1, Class M2,
3-Month GBP LIBOR + 0.55%, 1.08%^(A), 06/10/2059^(C)		67,572		70,229
WaMu Mortgage Pass-Through Certificates Trust
Series 2006-AR9, Class 2A,
1-COFI + 1.50%, 2.48%^(A), 08/25/2046		$ 476,566		379,941
Worldwide Plaza Trust
Series 2017-WWP, Class A,
3.53%, 11/10/2036^(B)		900,000		873,698
Total Mortgage-Backed Securities (Cost $11,586,925)				10,988,064


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS - 1.0%
California - 0.3%
Bay Area Toll Authority, Revenue Bonds,
Series S1,
6.92%, 04/01/2040		$ 200,000		$ 294,818
Los Angeles Community College District, General Obligation Unlimited,
6.60%, 08/01/2042		200,000		306,974
State of California, General Obligation Unlimited,
7.35%, 11/01/2039		300,000		463,707
				1,065,499
Florida - 0.1%
County of Miami-Dade Aviation Revenue, Revenue Bonds,
Series C,
3.86%, 10/01/2029		200,000		215,608
Maryland - 0.1%
County of Baltimore, General Obligation Unlimited,
3.30%, 07/01/2046		200,000		207,542
Michigan - 0.1%
Michigan Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.31%, 06/01/2034		225,000		222,433
New Jersey - 0.1%
New Jersey Transportation Trust Fund Authority, Revenue Bonds,
2.55%, 06/15/2023		200,000		204,236
New York - 0.1%
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		400,000		441,880
Utah - 0.0%^(H)
Utah State Board of Regents, Revenue Bonds,
Series 1,
1-Month LIBOR + 0.75%, 1.70%^(A), 12/26/2031		26,438		26,325
West Virginia - 0.1%
Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.47%, 06/01/2047		185,000		179,045
Wisconsin - 0.1%
State of Wisconsin, Revenue Bonds,
Series A,
2.10%, 05/01/2026		140,000		140,322
Total Municipal Government Obligations (Cost $2,496,708)				2,702,890

U.S. GOVERNMENT AGENCY OBLIGATIONS - 19.3%
Federal Home Loan Mortgage Corp.
4.50%, 08/01/2048		977,095		1,053,670
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
1-Month LIBOR + 0.67%, 2.19%^(A), 02/25/2023		103,796		103,343
3.09%^(A), 04/25/2028		1,000,000		1,113,526


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.40%, 1.10%^(A), 02/15/2041 - 09/15/2045		$ 274,567		$ 273,916
1-Month LIBOR + 0.35%, 2.01%^(A), 01/15/2038		566,183		562,190
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
2.44%^(A), 01/15/2038		566,183		35,740
Federal Home Loan Mortgage Corp., Interest Only STRIPS
1-Month LIBOR + 5.89%, 5.19%^(A), 09/15/2043		826,411		156,187
Federal National Mortgage Association
3.00%, TBA^(L)		10,300,000		10,769,535
3.50%, 06/01/2045		228,906		243,809
3.70%, 09/01/2034		453,496		535,446
4.00%, 09/01/2048 - 10/01/2048		326,937		348,219
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.55%, 1.50%^(A), 02/25/2041		222,514		222,680
Federal National Mortgage Association REMIC, Interest Only STRIPS
3.00%, 03/25/2028		393,960		26,863
Government National Mortgage Association
1-Month LIBOR + 0.80%, 2.46%^(A), 05/20/2066 - 06/20/2066		2,051,925		2,029,503
3.50%, TBA^(L)		3,200,000		3,370,648
Uniform Mortgage-Backed Security
2.50%, TBA^(L)		2,900,000		2,991,945
3.50%, TBA^(L)		21,000,000		22,192,894
4.00%, TBA^(L)		4,800,000		5,117,301
4.50%, TBA^(L)		1,000,000		1,075,430
Total U.S. Government Agency Obligations (Cost $51,189,737)				52,222,845

U.S. GOVERNMENT OBLIGATIONS - 50.1%
U.S. Treasury - 46.6%
U.S. Treasury Bond
2.25%, 08/15/2049^(M)		430,000		523,844
2.88%, 05/15/2043		450,000		593,912
3.00%, 02/15/2048 - 08/15/2048^(M)		3,000,000		4,165,680
3.13%, 11/15/2041 - 05/15/2048^(M)		15,800,000		21,846,792
3.13%, 02/15/2042^{(G) (M)}		3,200,000		4,376,500
3.38%, 05/15/2044^(M)		3,380,000		4,834,984
3.63%, 02/15/2044		185,000		274,017
3.75%, 11/15/2043^(M)		4,790,000		7,211,195
4.25%, 05/15/2039 - 11/15/2040^(M)		8,520,000		13,340,328
4.38%, 05/15/2040 - 05/15/2041^(M)		2,360,000		3,785,479
4.50%, 08/15/2039^(M)		16,630,000		26,651,524
U.S. Treasury Bond, Principal Only STRIPS
Zero Coupon, 08/15/2044		300,000		213,831
U.S. Treasury Note
1.50%, 11/30/2024^(G)		250,000		263,252
1.63%, 02/15/2026^(M)		800,000		851,969
1.63%, 08/15/2029^(G)		200,000		217,070
1.88%, 03/31/2022 - 07/31/2022^(M)		26,000,000		26,875,727
2.00%, 12/31/2021^{(M) (N)}		2,200,000		2,268,406
2.00%, 11/30/2022		103,000		107,703
2.00%, 08/15/2025^(G)		1,200,000		1,299,328
2.00%, 11/15/2026^(M)		1,875,000		2,053,491


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Note (continued)
2.13%, 05/15/2025^(G)		$ 650,000		$ 706,240
2.38%, 05/15/2029^(M)		200,000		230,070
2.75%, 04/30/2023^{(M) (N)}		900,000		967,957
2.75%, 05/31/2023^(M)		1,600,000		1,723,688
2.88%, 05/15/2049		10,000		13,645
3.00%, 09/30/2025 - 10/31/2025		770,000		877,130
				126,273,762
U.S. Treasury Inflation-Protected Securities - 3.5%
U.S. Treasury Inflation-Indexed Bond
0.88%, 01/15/2029		694,640		754,542
1.00%, 02/15/2046 - 02/15/2048^(M)		1,929,660		2,356,602
U.S. Treasury Inflation-Indexed Note
0.13%, 04/15/2022		424,248		418,425
0.50%, 01/15/2028^(M)		4,067,773		4,236,486
0.75%, 07/15/2028^(M)		1,664,680		1,780,183
				9,546,238
Total U.S. Government Obligations (Cost $117,274,859)				135,820,000

SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 1.4%
U.S. Treasury Bill
0.01%^(O), 06/18/2020^(G)		4,000		4,000
0.01%^(O), 06/18/2020		377,000		376,996
0.17%^(O), 04/14/2020^{(G) (P)}		471,000		470,971
0.22%^(O), 06/11/2020^(P)		321,000		320,865
0.28%^(O), 06/11/2020^(P)		1,232,000		1,231,328
0.59%^(O), 04/07/2020^(G)		297,000		296,971
1.17%^(O), 05/28/2020^(Q)		392,000		391,286
1.28%^(O), 05/28/2020^(Q)		342,000		341,321
1.52%^(O), 05/21/2020^(G)		392,000		391,188
Total Short-Term U.S. Government Obligations (Cost $3,824,926)				3,824,926


	Shares		Value
OTHER INVESTMENT COMPANY - 0.3%
Securities Lending Collateral - 0.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(O)		757,630		$ 757,630
Total Other Investment Company (Cost $757,630)				757,630

	Principal		Value
REPURCHASE AGREEMENTS - 34.0%
BNP Paribas, 0.01%^(O), dated 03/31/2020, to be repurchased at $91,300,025 on 04/01/2020. Collateralized by a U.S. Government Obligation, 3.00%, due 09/30/2025, and with a value of $93,326,532.		$ 91,300,000		91,300,000
Fixed Income Clearing Corp., 0.00%^(O), dated 03/31/2020, to be repurchased at $787,500 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $803,285.		787,500		787,500
Total Repurchase Agreements (Cost $92,087,500)				92,087,500
Total Investments Excluding Options Purchased (Cost $390,464,781)				408,076,600
Total Options Purchased - 0.5% (Cost $1,671,788)				1,242,700
Total Investments (Cost $392,136,569)				409,319,300
Net Other Assets (Liabilities) - (51.1)%				(138,463,330)
Net Assets - 100.0%				$ 270,855,970


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS - (42.2)% ^(R)
Bank of Nova Scotia, 1.69%^(O), dated 01/13/2020, to be repurchased at $(12,067,231) on 04/07/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 04/30/2022 - 02/15/2044, and with a total value of $(11,209,036).		$ (12,015,900	)		$ (12,015,900	)
Bank of Nova Scotia, 1.69%^(O), dated 04/09/2020, to be repurchased at $(5,502,858) on 04/09/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.75%, due 07/15/2028 - 02/15/2044, and with a total value of $(5,191,313).		(5,480,475	)		(5,500,800	)
Bank of Nova Scotia, 1.69%^(O), dated 04/07/2020, to be repurchased at $(10,497,856) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 08/15/2044, and with a total value of $(9,903,519).^(L)		(10,494,900	)		(10,531,498	)
Bank of Nova Scotia, 1.69%^(O), dated 04/09/2020, to be repurchased at $(4,331,538) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.75%, due 07/15/2028 - 02/15/2044, and with a total value of $(4,086,308).^(L)		(4,330,725	)		(4,345,827	)
Bank of Nova Scotia, 1.69%^(O), dated 01/13/2020, to be repurchased at $(32,368,162) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 4.50%, due 03/31/2022 - 08/15/2044, and with a total value of $(34,372,288).		(32,230,475	)		(32,342,868	)
BofA Securities, Inc., 0.10%^(O), dated 03/31/2020, to be repurchased at $(1,348,754) on 04/01/2020. Collateralized by a U.S. Government Obligation, 1.00%, due 02/15/2046, and with a value of $(1,325,022).		(1,348,750	)		(1,348,750	)
BofA Securities, Inc., 0.96%^(O), dated 03/27/2020, to be repurchased at $(3,402,148) on 04/15/2020. Collateralized by a U.S. Government Obligation, 3.38%, due 05/15/2044 and with a value of $(3,435,712).		(3,400,425	)		(3,400,817	)


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS (continued) ^(R)
BofA Securities, Inc., 0.96%^(O), dated 03/30/2020, to be repurchased at $(974,291) on 04/15/2020. Collateralized by a U.S. Government Obligation, 3.00%, due 02/15/2048, and with a value of $(974,669).		$ (973,875	)		$ (973,988	)
Canadian Imperial Bank of Commerce, 1.74%^(O), dated 03/26/2020, to be repurchased at $(1,101,846) on 04/02/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 08/15/2049, and with a value of $(1,135,900).		(1,100,888	)		(1,101,207	)
Canadian Imperial Bank of Commerce, 1.74%^(O), dated 04/02/2020, to be repurchased at $(509,284) on 04/13/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 08/15/2049, and with a value of $(509,284).		(509,013	)		(509,332	)
RBS Securities, Inc., 1.72%^(O), dated 02/12/2020, to be repurchased at $(5,584,027) on 04/13/2020. Collateralized by U.S. Government Obligations, 3.13%, due 11/15/2041 - 02/15/2042, and Cash with a total value of $(5,623,746).		(5,567,800	)		(5,580,835	)
RBS Securities, Inc., 1.73%^(O), dated 02/13/2020, to be repurchased at $(36,156,802) on 04/13/2020. Collateralized by U.S. Government Obligations, 4.25% - 4.50%, due 05/15/2039 - 05/15/2041, and Cash with a total value of $(35,731,380).		(36,052,850	)		(36,136,012	)
RBS Securities, Inc., 1.74%^(O), dated 02/24/2020, to be repurchased at $(905,710) on 04/06/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 05/15/2048, and Cash with a total value of $(884,577).		(903,875)			(905,492)
Total Reverse Repurchase Agreements		$ (114,409,951	)		$ (114,693,326	)


	Principal		Value
ASSET-BACKED SECURITIES - 1.9%
Arbor Realty Commercial Real Estate Notes, Ltd.
Series 2019-FL1, Class A,
1-Month LIBOR + 1.15%, 1.85%^(A), 05/15/2037 ^(B)		$ 300,000		$ 276,002
Avery Point IV CLO, Ltd.
Series 2014-1A, Class AR,
3-Month LIBOR + 1.10%, 2.89%^(A), 04/25/2026 ^(B)		81,604		80,828
Baring BDC Static CLO, Ltd.
Series 2019-1A, Class A1,
3-Month LIBOR + 1.02%, 2.85%^(A), 04/15/2027 ^(B)		242,361		236,739
Crown Point CLO 5, Ltd.
Series 2018-5A, Class A,
3-Month LIBOR + 0.94%, 2.78%^(A), 07/17/2028 ^(B)		400,000		386,946
CVP Cascade CLO-1, Ltd.
Series 2013-CLO1, Class A1R,
3-Month LIBOR + 1.15%, 2.99%^(A), 01/16/2026 ^(B)		144,850		143,048
Dryden XXV Senior Loan Fund
Series 2012-25A, Class ARR,
3-Month LIBOR + 0.90%, 2.73%^(A), 10/15/2027 ^(B)		491,025		473,135
Encore Credit Receivables Trust
Series 2005-1, Class M1,
1-Month LIBOR + 0.66%, 1.61%^(A), 07/25/2035		153,114		146,384
FFMLT Trust
Series 2005-FF2, Class M4,
1-Month LIBOR + 0.89%, 1.83%^(A), 03/25/2035		100,353		99,210
Flagship CLO VIII, Ltd.
Series 2014-8A, Class ARR,
3-Month LIBOR + 0.85%, 2.69%^(A), 01/16/2026 ^(B)		172,214		166,671
Ford Credit Auto Owner Trust
Series 2016-2, Class A,
2.03%, 12/15/2027^(B)		700,000		699,938
Fremont Home Loan Trust
Series 2005-1, Class M5,
1-Month LIBOR + 1.07%, 2.01%^(A), 06/25/2035		200,000		183,667
Halcyon Loan Advisors Funding, Ltd.
Series 2014-3A, Class AR,
3-Month LIBOR + 1.10%, 2.90%^(A), 10/22/2025 ^(B)		166,905		164,021


	Principal		Value
ASSET-BACKED SECURITIES (continued)
JPMorgan Mortgage Acquisition Trust
Series 2007-CH5, Class A5,
1-Month LIBOR + 0.26%, 1.21%^(A), 06/25/2037		$ 400,000		$ 375,542
Legacy Mortgage Asset Trust
Series 2019-GS3, Class A1,
3.75%^(A), 04/25/2059^(B)		269,066		262,841
LoanCore Issuer, Ltd.
Series 2019-CRE2, Class A,
1-Month LIBOR + 1.13%, 1.83%^(A), 05/15/2036 ^(B)		300,000		280,832
Loomis Sayles CLO II, Ltd.
Series 2015-2A, Class A1R,
3-Month LIBOR + 0.90%, 2.73%^(A), 04/15/2028 ^(B)		600,000		576,643
Master Asset-Backed Securities Trust
Series 2004-WMC3, Class M1,
1-Month LIBOR + 0.83%, 1.77%^(A), 10/25/2034		161,854		149,409
Mountain View CLO, Ltd.
Series 2014-1A, Class ARR,
3-Month LIBOR + 0.80%, 2.63%^(A), 10/15/2026 ^(B)		197,641		191,067
Northstar Education Finance, Inc.
Series 2012-1, Class A,
1-Month LIBOR + 0.70%, 1.65%^(A), 12/26/2031 ^(B)		26,571		25,985
Palmer Square Loan Funding, Ltd.
Series 2018-4A, Class A1,
3-Month LIBOR + 0.90%, 2.59%^(A), 11/15/2026 ^(B)		196,132		189,747
PHEAA Student Loan Trust
Series 2016-2A, Class A,
1-Month LIBOR + 0.95%, 1.90%^(A), 11/25/2065 ^(B)		154,601		150,211
Saxon Asset Securities Trust
Series 2005-4, Class M2,
1-Month LIBOR + 0.45%, 1.40%^(A), 11/25/2037		100,000		86,953
SMB Private Education Loan Trust
Series 2016-B, Class A2B,
1-Month LIBOR + 1.45%, 2.15%^(A), 02/17/2032 ^(B)		346,939		344,908
Towd Point Mortgage Trust
Series 2019-HY2, Class A1,
1-Month LIBOR + 1.00%, 1.95%^(A), 05/25/2058^(B)		142,351		139,194
Series 2019-SJ3, Class A1,
3.00%^(A), 11/25/2059^(B)		88,379		87,668


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Venture XIV CLO, Ltd.
Series 2013-14A, Class ARR,
3-Month LIBOR + 1.03%, 2.64%^(A), 08/28/2029 ^(B)		$ 500,000		$ 476,109
Zais CLO, Ltd.
Series 2014-1A, Class A1AR,
3-Month LIBOR + 1.15%, 2.98%^(A), 04/15/2028 ^(B)		300,000		291,637

Total Asset-Backed Securities (Cost $6,904,935)				6,685,335


CERTIFICATE OF DEPOSIT - 0.1%
Banks - 0.1%
Lloyds Bank Corporate Markets PLC
3-Month LIBOR + 0.50%, 2.38%^(A), 10/26/2020		200,000		200,000

Total Certificate of Deposit (Cost $200,000)				200,000


CORPORATE DEBT SECURITIES - 15.2%
Aerospace & Defense - 0.0%^(C)
Spirit AeroSystems, Inc.
3.85%, 06/15/2026		100,000		86,514
3.95%, 06/15/2023		100,000		86,040

				172,554

Airlines - 0.4%
American Airlines Pass-Through Trust
3.00%, 04/15/2030		174,372		164,563
3.25%, 04/15/2030		87,183		79,033
3.50%, 08/15/2033		88,614		73,411
4.00%, 01/15/2027		56,341		56,189
British Airways Pass-Through Trust
3.80%, 03/20/2033^(B)		184,222		162,247
Norwegian Air Shuttle Pass-Through Trust
4.88%, 11/10/2029^(B)		600,390		434,308
Spirit Airlines Pass-Through Trust
4.10%, 10/01/2029		76,516		74,434
United Airlines Pass-Through Trust
2.88%, 04/07/2030		268,283		248,947
3.10%, 01/07/2030 - 04/07/2030		355,091		332,321

				1,625,453

Banks - 3.0%
AIB Group PLC
4.75%, 10/12/2023^(B)		200,000		199,634
Bank of America Corp.
Fixed until 12/20/2027, 3.42%^(A), 12/20/2028		1,440,000		1,485,415
Bank of Ireland Group PLC
4.50%, 11/25/2023^(B)		300,000		292,355
Barclays PLC
3.65%, 03/16/2025		300,000		293,397
4.34%, 01/10/2028		200,000		203,307
Fixed until 02/15/2022, 4.61%^(A), 02/15/2023		200,000		202,253
BNP Paribas SA
Fixed until 01/10/2024, 4.71%^(A), 01/10/2025 ^(B)		400,000		416,740


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
CIT Group, Inc.
4.13%, 03/09/2021		$ 70,000		$ 68,950
Citigroup, Inc.
4.40%, 06/10/2025		750,000		784,187
Citizens Financial Group, Inc.
2.85%, 07/27/2026		300,000		292,538
Dexia Credit Local SA
1.88%, 09/15/2021^(B)		800,000		813,024
HSBC Holdings PLC
3-Month LIBOR + 1.38%, 2.16%^(A), 09/12/2026		200,000		190,403
JPMorgan Chase & Co.
3.25%, 09/23/2022		100,000		103,131
Lloyds Banking Group PLC
4.38%, 03/22/2028		200,000		213,098
4.55%, 08/16/2028		600,000		624,646
Mitsubishi UFJ Financial Group, Inc.
3-Month LIBOR + 0.86%, 2.65%^(A), 07/26/2023		200,000		183,648
3-Month LIBOR + 1.88%, 3.46%^(A), 03/01/2021		329,000		327,240
Mizuho Financial Group, Inc.
3-Month LIBOR + 1.00%, 1.77%^(A), 09/11/2024		200,000		189,005
Royal Bank of Scotland Group PLC
3.88%, 09/12/2023		300,000		307,903
Fixed until 05/18/2028, 4.89%^(A), 05/18/2029		300,000		317,504
Fixed until 08/15/2021^(D), 8.63%^(A)		300,000		292,500
Santander Group Holdings PLC
3.13%, 01/08/2021		60,000		59,860
Stichting AK Rabobank Certificaten
6.50%, 12/29/2049^{(D) (E)}		EUR 200,000		201,830
Sumitomo Mitsui Financial Group, Inc.
2.63%, 07/14/2026		$ 100,000		97,498
Wells Fargo & Co.
Fixed until 02/11/2025, 2.16%^(A), 02/11/2026, MTN		500,000		489,842
3.00%, 02/19/2025, MTN		100,000		101,944
Fixed until 06/17/2026, 3.20%^(A), 06/17/2027, MTN		200,000		206,087
Westpac Banking Corp.
2.25%, 11/09/2020^(B)		1,900,000		1,913,897

				10,871,836

Beverages - 0.1%
Bacardi, Ltd.
4.45%, 05/15/2025^(B)		100,000		105,094
4.70%, 05/15/2028^(B)		100,000		106,839
Suntory Holdings, Ltd.
2.25%, 10/16/2024^(B)		200,000		201,476

				413,409

Biotechnology - 0.1%
AbbVie, Inc.
2.60%, 11/21/2024^(B)		190,000		191,835
Amgen, Inc.
4.40%, 05/01/2045		200,000		234,774

				426,609

Building Products - 0.1%
Fortune Brands Home & Security, Inc.
4.00%, 06/15/2025		250,000		257,376


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets - 0.5%
Banco BTG Pactual SA
4.50%, 01/10/2025^(B)		$ 200,000		$ 174,000
Brighthouse Holdings LLC
6.50%^(F), 07/27/2037^{(B) (D)}		100,000		99,000
Credit Suisse Group AG
4.28%, 01/09/2028^(B)		300,000		306,972
Deutsche Bank AG
3-Month LIBOR + 1.29%, 3.04%^(A), 02/04/2021		300,000		288,608
Fixed until 11/26/2024, 3.96%^(A), 11/26/2025		200,000		184,360
4.25%, 10/14/2021		100,000		95,594
Lazard Group LLC
3.75%, 02/13/2025		19,000		18,738
Morgan Stanley
4.00%, 07/23/2025, MTN		40,000		42,162
Nomura Holdings, Inc.
2.65%, 01/16/2025		200,000		195,689
S&P Global, Inc.
4.40%, 02/15/2026		30,000		33,285
UBS Group AG
4.13%, 09/24/2025^(B)		400,000		415,490

				1,853,898

Chemicals - 0.2%
Huntsman International LLC
4.50%, 05/01/2029		100,000		85,253
International Flavors & Fragrances, Inc.
3.40%, 09/25/2020		200,000		200,897
Sasol Financing USA LLC
5.88%, 03/27/2024		300,000		125,943
Syngenta Finance NV
3.13%, 03/28/2022		70,000		61,146
5.18%, 04/24/2028^(B)		200,000		170,648

				643,887

Commercial Services & Supplies - 0.1%
RELX Capital, Inc.
4.00%, 03/18/2029		200,000		206,419

Consumer Finance - 0.3%
Discover Financial Services
4.50%, 01/30/2026		100,000		101,998
Ford Motor Credit Co. LLC
3-Month LIBOR + 0.93%, 2.13%^(A), 09/24/2020, MTN		300,000		285,000
5.75%, 02/01/2021		200,000		194,000
Nissan Motor Acceptance Corp.
2.80%, 01/13/2022^(B)		170,000		162,000
Volkswagen Group of America Finance LLC
4.00%, 11/12/2021^(B)		200,000		197,848

				940,846

Diversified Consumer Services - 0.1%
Nationwide Building Society
3.90%, 07/21/2025^(B)		300,000		313,608

Diversified Financial Services - 0.5%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.45%, 10/01/2025		700,000		592,655
Aircastle, Ltd.
5.50%, 02/15/2022		100,000		91,057
Fairstone Financial, Inc.
7.88%, 07/15/2024^(B)		100,000		94,000


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Financial Services (continued)
Helios Leasing I LLC
1.56%, 09/28/2024		$ 39,833		$ 40,021
LeasePlan Corp. NV
2.88%, 10/24/2024^(B)		200,000		195,915
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.65%, 09/19/2022^(B)		300,000		291,696
ORIX Corp.
3.25%, 12/04/2024		300,000		313,689
Tagua Leasing LLC
1.58%, 11/16/2024		42,033		42,337

				1,661,370

Diversified Telecommunication Services - 0.2%
AT&T, Inc.
3-Month LIBOR + 0.93%, 2.30%^(A), 06/30/2020		100,000		99,348
4.35%, 03/01/2029		300,000		323,668
Bell Canada, Inc.
4.30%, 07/29/2049		100,000		115,644
Level 3 Financing, Inc.
3.88%, 11/15/2029^(B)		200,000		187,708
Verizon Communications, Inc.
4.52%, 09/15/2048		90,000		115,221

				841,589

Electric Utilities - 1.4%
AEP Texas, Inc.
3.95%, 06/01/2028		300,000		313,495
Appalachian Power Co.
3.40%, 06/01/2025		370,000		360,119
Avangrid, Inc.
3.80%, 06/01/2029		300,000		306,754
Centrais Eletricas Brasileiras SA
4.63%, 02/04/2030^{(B) (G)}		200,000		177,000
Edison International
3.55%, 11/15/2024		100,000		99,315
Enel Finance International NV
2.65%, 09/10/2024^(B)		400,000		381,764
Entergy Mississippi LLC
2.85%, 06/01/2028		700,000		702,933
IPALCO Enterprises, Inc.
3.70%, 09/01/2024		200,000		207,276
NextEra Energy Capital Holdings, Inc.
3.20%, 02/25/2022		200,000		203,256
Niagara Mohawk Power Corp.
4.12%, 11/28/2042^(B)		100,000		99,139
Pacific Gas & Electric Co.
2.45%, 08/15/2022^(H)		500,000		490,000
3.50%, 06/15/2025^(H)		10,000		9,650
Pennsylvania Electric Co.
3.60%, 06/01/2029^(B)		400,000		421,985
Perusahaan Listrik Negara PT
4.38%, 02/05/2050^(B)		200,000		178,000
Southern California Edison Co.
3.90%, 03/15/2043		100,000		102,806
4.00%, 04/01/2047		300,000		312,468
4.65%, 10/01/2043		300,000		328,955
Southwestern Electric Power Co.
6.20%, 03/15/2040		400,000		528,193

				5,223,108


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electronic Equipment, Instruments & Components - 0.1%
Arrow Electronics, Inc.
3.25%, 09/08/2024		$ 200,000		$ 185,116
Flex, Ltd.
4.75%, 06/15/2025		100,000		100,484
4.88%, 06/15/2029		100,000		93,770

				379,370

Energy Equipment & Services - 0.1%
Energy Transfer Partners, LP / Regency Energy Finance Corp.
5.88%, 03/01/2022		255,000		239,540
Hanwha Energy USA Holdings Corp.
2.38%, 07/30/2022^(B)		200,000		198,679
Odebrecht Drilling Norbe VIII / IX, Ltd.
6.35%, 12/01/2021^(E)		63,004		52,923

				491,142

Entertainment - 0.1%
Walt Disney Co.
2.00%, 09/01/2029		200,000		193,861

Equity Real Estate Investment Trusts - 1.7%
Alexandria Real Estate Equities, Inc.
3.95%, 01/15/2027		100,000		100,172
4.30%, 01/15/2026		550,000		567,401
4.50%, 07/30/2029		200,000		209,577
American Campus Communities Operating Partnership, LP
2.85%, 02/01/2030		200,000		187,071
American Tower Corp.
3.38%, 10/15/2026		400,000		396,299
4.00%, 06/01/2025		760,000		780,569
4.40%, 02/15/2026		400,000		419,293
Brixmor Operating Partnership, LP
3-Month LIBOR + 1.05%, 2.81%^(A), 02/01/2022		400,000		393,285
Crown Castle International Corp.
4.45%, 02/15/2026		120,000		127,178
5.25%, 01/15/2023		600,000		625,541
Equinix, Inc.
2.63%, 11/18/2024		90,000		85,838
Essex Portfolio, LP
4.00%, 03/01/2029		300,000		307,083
Kilroy Realty, LP
4.38%, 10/01/2025		350,000		390,191
Mid-America Apartments, LP
4.00%, 11/15/2025		350,000		364,314
National Retail Properties, Inc.
4.80%, 10/15/2048		300,000		320,845
Sabra Health Care, LP
4.80%, 06/01/2024		300,000		304,456
VEREIT Operating Partnership, LP
4.63%, 11/01/2025		300,000		279,972
WP Carey, Inc.
4.60%, 04/01/2024		300,000		300,751

				6,159,836

Food Products - 0.1%
Kraft Heinz Foods Co.
3.95%, 07/15/2025		100,000		99,519
4.38%, 06/01/2046		250,000		225,204
4.88%, 02/15/2025^(B)		87,000		87,196

				411,919


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Gas Utilities - 0.3%
Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024		$ 200,000		$ 193,393
Piedmont Natural Gas Co., Inc.
3.50%, 06/01/2029		600,000		607,154
Southern California Gas Co.
4.13%, 06/01/2048		300,000		318,870

				1,119,417

Health Care Equipment & Supplies - 0.2%
Boston Scientific Corp.
3.38%, 05/15/2022		370,000		381,505
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020		510,000		510,000
3.15%, 04/01/2022		20,000		20,002
3.55%, 04/01/2025		20,000		20,183

				931,690

Health Care Providers & Services - 0.5%
Adventist Health System
2.43%, 09/01/2024		160,000		152,456
AHS Hospital Corp.
5.02%, 07/01/2045		200,000		253,787
Anthem, Inc.
2.38%, 01/15/2025		200,000		198,033
Centene Corp.
4.75%, 01/15/2025^(B)		90,000		90,224
CHRISTUS Health
4.34%, 07/01/2028		200,000		227,688
CVS Health Corp.
5.05%, 03/25/2048		300,000		342,758
Hackensack Meridian Health, Inc.
4.50%, 07/01/2057		100,000		121,580
HCA, Inc.
4.13%, 06/15/2029		100,000		100,172
Northwell Healthcare, Inc.
3.98%, 11/01/2046		200,000		206,053

				1,692,751

Hotels, Restaurants & Leisure - 0.2%
GLP Capital, LP / GLP Financing II, Inc.
4.00%, 01/15/2030		100,000		84,080
5.38%, 04/15/2026		60,000		53,184
Las Vegas Sands Corp.
2.90%, 06/25/2025		170,000		154,117
McDonald’s Corp.
3.80%, 04/01/2028, MTN		300,000		317,640

				609,021

Industrial Conglomerates - 0.1%
General Electric Co.
5.55%, 01/05/2026, MTN		200,000		213,021

Insurance - 0.6%
First American Financial Corp.
4.60%, 11/15/2024		10,000		11,174
Great-West Lifeco Finance, LP
4.05%, 05/17/2028^(B)		100,000		104,782
MET Tower Global Funding
SOFR + 0.55%, 1.56%^(A), 01/17/2023 ^(B)		300,000		273,168
Metropolitan Life Global Funding I
2.00%, 04/14/2020^(B)		150,000		149,902
New York Life Insurance Co.
4.45%, 05/15/2069^(B)		100,000		104,493
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(A), 10/24/2067 ^(B)		600,000		512,136


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
Principal Life Global Funding II
2.20%, 04/08/2020^(B)		$ 300,000		$ 299,861
3.00%, 04/18/2026^(B)		200,000		197,789
Reinsurance Group of America, Inc.
3.90%, 05/15/2029		100,000		97,534
Reliance Standard Life Global Funding II
2.75%, 01/21/2027^(B)		200,000		185,906
RenaissanceRe Holdings, Ltd.
3.60%, 04/15/2029		100,000		98,143
Travelers Cos., Inc.
3.75%, 05/15/2046		100,000		110,591

				2,145,479

Interactive Media & Services - 0.2%
Tencent Holdings, Ltd.
3-Month LIBOR + 0.91%, 2.76%^(A), 04/11/2024^(B)		200,000		195,548
3.98%, 04/11/2029^(B)		400,000		446,301

				641,849

Machinery - 0.1%
Westinghouse Air Brake Technologies Corp.
4.40%, 03/15/2024		400,000		397,395

Marine - 0.1%
AP Moller - Maersk A/S
3.88%, 09/28/2025^(B)		200,000		193,659

Media - 0.6%
CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 03/01/2030^(B)		400,000		398,000
Charter Communications Operating LLC / Charter Communications Operating Capital
4.20%, 03/15/2028		300,000		306,789
4.80%, 03/01/2050		200,000		208,115
Comcast Corp.
4.40%, 08/15/2035		10,000		11,996
4.75%, 03/01/2044		700,000		888,960
Cox Communications, Inc.
4.60%, 08/15/2047^(B)		10,000		10,326
Discovery Communications LLC
5.00%, 09/20/2037		200,000		194,257

				2,018,443

Multi-Utilities - 0.2%
CenterPoint Energy, Inc.
Fixed until 09/01/2023^(D), 6.13%^(A) ^(G)		100,000		80,000
DTE Electric Co.
3.70%, 06/01/2046		600,000		633,548

				713,548

Oil, Gas & Consumable Fuels - 1.2%
APT Pipelines, Ltd.
4.25%, 07/15/2027^(B)		200,000		208,078
Concho Resources, Inc.
3.75%, 10/01/2027		200,000		169,620
Diamondback Energy, Inc.
2.88%, 12/01/2024		170,000		118,744
Dolphin Energy, Ltd. LLC
5.50%, 12/15/2021^(E)		200,000		198,662


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Energy Transfer Operating, LP
4.05%, 03/15/2025		$ 100,000		$ 86,790
4.75%, 01/15/2026		400,000		364,627
7.50%, 07/01/2038		50,000		52,816
Eni SpA
4.75%, 09/12/2028^(B)		200,000		194,664
EQT Corp.
6.13%, 02/01/2025^(G)		300,000		231,030
NGPL PipeCo LLC
4.88%, 08/15/2027^(B)		200,000		178,008
ONEOK, Inc.
4.35%, 03/15/2029		400,000		325,819
Pertamina Persero PT
4.18%, 01/21/2050^(B)		200,000		170,762
Rockies Express Pipeline LLC
4.80%, 05/15/2030^(B)		200,000		119,669
Sabine Pass Liquefaction LLC
5.75%, 05/15/2024		600,000		555,574
Sinopec Group Overseas Development, Ltd.
4.13%, 09/12/2025^(B)		500,000		544,593
Valero Energy Corp.
4.00%, 04/01/2029		400,000		378,986
Woodside Finance, Ltd.
3.65%, 03/05/2025^(B)		10,000		9,350
3.70%, 03/15/2028^(B)		300,000		288,076

				4,195,868

Pharmaceuticals - 0.4%
Baxalta, Inc.
3.60%, 06/23/2022		3,000		3,037
Bayer US Finance II LLC
4.63%, 06/25/2038^(B)		600,000		620,433
Bristol-Myers Squibb Co.
3.20%, 06/15/2026^(B)		300,000		318,478
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		200,000		202,317
Zoetis, Inc.
3.90%, 08/20/2028		200,000		207,845

				1,352,110

Professional Services - 0.1%
IHS Markit, Ltd.
4.75%, 08/01/2028		200,000		209,312

Road & Rail - 0.2%
Avolon Holdings Funding, Ltd.
2.88%, 02/15/2025^(B)		100,000		77,507
Fortress Transportation & Infrastructure Investors LLC
6.50%, 10/01/2025^(B)		200,000		146,500
Kansas City Southern
4.95%, 08/15/2045		300,000		311,663
Park Aerospace Holdings, Ltd.
5.50%, 02/15/2024^(B)		100,000		86,050
Union Pacific Corp.
4.10%, 09/15/2067		100,000		100,924

				722,644

Semiconductors & Semiconductor Equipment - 0.1%
Broadcom, Inc.
3.13%, 04/15/2021^(B)		300,000		296,733
Marvell Technology Group, Ltd.
4.20%, 06/22/2023		80,000		81,790

				378,523


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Software - 0.3%
Fair Isaac Corp.
4.00%, 06/15/2028^(B)		$ 100,000		$ 94,750
Microsoft Corp.
4.10%, 02/06/2037		300,000		361,626
Oracle Corp.
2.95%, 05/15/2025		760,000		785,484

				1,241,860

Specialty Retail - 0.0%^(C)
QVC, Inc.
4.85%, 04/01/2024		100,000		86,500

Technology Hardware, Storage & Peripherals - 0.3%
Apple, Inc.
2.90%, 09/12/2027		200,000		213,416
3.35%, 02/09/2027		200,000		217,991
4.65%, 02/23/2046		100,000		132,629
Dell International LLC / EMC Corp.
8.10%, 07/15/2036^(B)		400,000		459,605

				1,023,641

Tobacco - 0.1%
BAT Capital Corp.
4.39%, 08/15/2037		100,000		92,181
Imperial Brands Finance PLC
3.13%, 07/26/2024^(B)		400,000		376,912

				469,093

Trading Companies & Distributors - 0.1%
BOC Aviation, Ltd.
3.50%, 10/10/2024^(B)		200,000		213,907

Transportation Infrastructure - 0.0%^(C)
Sydney Airport Finance Co. Pty, Ltd.
3.38%, 04/30/2025^(B)		10,000		9,905
3.90%, 03/22/2023^(B)		100,000		102,444

				112,349

Water Utilities - 0.1%
American Water Capital Corp.
3.40%, 03/01/2025		260,000		261,094

Wireless Telecommunication Services - 0.1%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 09/20/2029^(B)		200,000		204,000
5.15%, 09/20/2029^(B)		200,000		213,000
Vodafone Group PLC
3.75%, 01/16/2024		80,000		83,285

				500,285

Total Corporate Debt Securities (Cost $55,259,760)				54,531,549


FOREIGN GOVERNMENT OBLIGATIONS - 2.0%
Canada - 0.2%
Province of Quebec
2.50%, 04/20/2026		600,000		648,990

Indonesia - 0.1%
Indonesia Government International Bond
4.45%, 02/11/2024		500,000		518,049


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Japan - 0.8%
Japan Finance Organization for Municipalities
2.13%, 04/13/2021 - 10/25/2023^(B)		$ 2,000,000		$ 2,049,245
Tokyo Metropolitan Government
2.00%, 05/17/2021^(B)		900,000		912,609

				2,961,854

Kuwait - 0.1%
Kuwait International Government Bond
3.50%, 03/20/2027^(E)		300,000		311,318

Peru - 0.2%
Peru Government International Bond
5.94%, 02/12/2029^(B)		PEN 600,000		187,753
5.94%, 02/12/2029^(E)		700,000		219,045
8.20%, 08/12/2026^(B)		400,000		144,903

				551,701

Qatar - 0.5%
Qatar Government International Bond
2.38%, 06/02/2021^(E)		$ 1,600,000		1,591,290
4.50%, 01/20/2022^(E)		200,000		205,720

				1,797,010

United Arab Emirates - 0.1%
Abu Dhabi Government International Bond
3.13%, 10/11/2027^(B)		300,000		305,262

Total Foreign Government Obligations (Cost $6,946,320)				7,094,184


LOAN ASSIGNMENT - 0.1%
Capital Markets - 0.1%
Zephyrus Capital Aviation Partners LLC Term Loan,
4.61%, 10/15/2038^{(I) (J) (K)}		411,891		405,789

Total Loan Assignment (Cost $406,172)				405,789


MORTGAGE-BACKED SECURITIES - 1.9%
Aggregator of Loans Backed by Assets PLC
Series 2015-1, Class A,
1-Month GBP LIBOR + 1.25%, 1.49% ^(A), 04/24/2049 ^(E)		GBP 93,753		116,204
BAMLL Commercial Mortgage Securities Trust
Series 2019-RLJ, Class A,
1-Month LIBOR + 1.05%, 1.75%^(A), 04/15/2036 ^(B)		$ 300,000		250,250
Bear Stearns Alt-A Trust
Series 2005-5, Class 1A1,
1-Month LIBOR + 0.44%, 1.39%^(A), 07/25/2035		5,870		5,826
ChaseFlex Trust
Series 2007-2, Class A1,
1-Month LIBOR + 0.28%, 1.23%^(A), 05/25/2037		218,653		191,963
COMM Mortgage Trust
Series 2018-HOME, Class A,
3.82%^(A), 04/10/2033^(B)		300,000		325,077


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse First Boston Mortgage Securities Corp.
Series 2004-AR7, Class 2A1,
4.17%^(A), 11/25/2034		$ 40,883		$ 38,262
Credit Suisse Mortgage Capital Certificates
Series 2019-RPL4, Class A1,
3.55%, 08/26/2058^(B)		186,980		194,257
CSMC Trust
Series 2019-RPL9, Class A1,
3.32%^(A), 10/27/2059^(B)		98,503		95,757
DBUBS Mortgage Trust
Series 2017-BRBK, Class A,
3.45%, 10/10/2034^(B)		600,000		592,338
Eurosail PLC
Series 2006-4X, Class A3C,
3-Month GBP LIBOR + 0.16%, 0.69%^(A), 12/10/2044 ^(E)		GBP 49,762		60,019
HarborView Mortgage Loan Trust
Series 2005-4, Class 3A1,
4.29%^(A), 07/19/2035		$ 29,760		25,122
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(B)		400,000		386,609
La Hipotecaria El Salvadorian Mortgage Trust
Series 2016-1A, Class A,
3.36%, 01/15/2046^{(B) (K)}		293,150		320,087
MASTR Alternative Loan Trust
Series 2003-9, Class 4A1,
5.25%, 11/25/2033		118,932		120,862
Merrill Lynch Mortgage Investors Trust
Series 2003-B, Class A1,
1-Month LIBOR + 0.68%, 1.63%^(A), 04/25/2028		109,288		99,639
Mill City Mortgage Loan Trust
Series 2019-GS2, Class A1,
2.75%^(A), 08/25/2059^(B)		186,191		184,026
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C25, Class A4,
3.37%, 10/15/2048		500,000		513,318
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS
Series 2013-C8, Class XA,
0.98%^(A), 12/15/2048		697,088		14,661
MortgageIT Trust
Series 2005-2, Class 1A1,
1-Month LIBOR + 0.52%, 1.47%^(A), 05/25/2035		24,450		23,141
Natixis Commercial Mortgage Securities Trust
Series 2019-10K, Class A,
3.62%, 05/15/2039^(B)		400,000		381,281
New Residential Mortgage Loan Trust
Series 2019-RPL3, Class A1,
2.75%^(A), 07/25/2059^(B)		378,649		377,116
Series 2020-RPL1, Class A1,
2.75%^(A), 11/25/2059^(B)		196,549		197,055
Southern Pacific Financing PLC
Series 2005-B, Class A,
3-Month GBP LIBOR + 0.18%, 0.71%^(A), 06/10/2043 ^(E)		GBP 163,165		198,708


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Funding PLC
Series 2019-GR4A, Class A1,
3-Month GBP LIBOR + 1.03%, 1.72%^(A), 10/20/2051 ^(B)		$ 586,364		$ 705,889
Towd Point Mortgage Trust
Series 2019-4, Class A1,
2.90%^(A), 10/25/2059^(B)		187,316		183,257
Uropa Securities PLC
Series 2008-1, Class A,
3-Month GBP LIBOR + 0.20%, 0.73%^(A), 06/10/2059^(E)		GBP 209,166		232,251
Series 2008-1, Class B,
3-Month GBP LIBOR + 0.75%, 1.28%^(A), 06/10/2059^(E)		42,571		43,419
Series 2008-1, Class M1,
3-Month GBP LIBOR + 0.35%, 0.88%^(A), 06/10/2059^(E)		50,679		55,083
Series 2008-1, Class M2,
3-Month GBP LIBOR + 0.55%, 1.08%^(A), 06/10/2059^(E)		39,868		41,435
WaMu Mortgage Pass-Through Certificates Trust
Series 2005-AR4, Class A5,
3.95%^(A), 04/25/2035		$ 23,314		20,852
Series 2006-AR9, Class 2A,
1-COFI + 1.50%, 2.48%^(A), 08/25/2046		277,997		221,632
Worldwide Plaza Trust
Series 2017-WWP, Class A,
3.53%, 11/10/2036^(B)		500,000		485,388

Total Mortgage-Backed Securities (Cost $7,054,409)				6,700,784


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.4%
California - 0.2%
Bay Area Toll Authority, Revenue Bonds,
Series S1,
6.92%, 04/01/2040		100,000		147,409
Los Angeles Community College District, General Obligation Unlimited,
6.60%, 08/01/2042		100,000		153,487
State of California, General Obligation Unlimited,
7.35%, 11/01/2039		150,000		231,853

				532,749

Florida - 0.1%
County of Miami-Dade Aviation Revenue, Revenue Bonds,
Series C,
3.86%, 10/01/2029		200,000		215,608

Maryland - 0.0%^(C)
County of Baltimore, General Obligation Unlimited,
3.30%, 07/01/2046		100,000		103,771

Michigan - 0.0%^(C)
Michigan Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.31%, 06/01/2034		90,000		88,973


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
New Jersey - 0.0%^(C)
New Jersey Transportation Trust Fund Authority, Revenue Bonds,
2.55%, 06/15/2023		$ 100,000		$ 102,118

New York - 0.1%
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		300,000		331,410

Utah - 0.0%^(C)
Utah State Board of Regents, Revenue Bonds,
Series 1,
1-Month LIBOR + 0.75%, 1.70%^(A), 12/26/2031		39,657		39,488

West Virginia - 0.0%^(C)
Tobacco Settlement Finance Authority, Revenue Bonds,
Series A,
7.47%, 06/01/2047		100,000		96,781

Wisconsin - 0.0%^(C)
State of Wisconsin, Revenue Bonds,
Series A,
2.10%, 05/01/2026		100,000		100,230

Total Municipal Government Obligations (Cost $1,490,431)				1,611,128


U.S. GOVERNMENT AGENCY OBLIGATIONS - 12.9%
Federal Home Loan Mortgage Corp.
4.50%, 08/01/2048		610,125		657,941
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
1-Month LIBOR + 0.67%, 2.19%^(A), 02/25/2023		276,789		275,581
3.09%^(A), 04/25/2028		600,000		668,116
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.40%, 1.10%^(A), 02/15/2041 - 09/15/2045		725,273		723,807
1-Month LIBOR + 0.35%, 2.01%^(A), 01/15/2038		353,865		351,369
3.50%, 01/15/2048		649,086		739,271
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
2.44%^(A), 01/15/2038		353,865		22,337
Federal Home Loan Mortgage Corp., Interest Only STRIPS
1-Month LIBOR + 5.89%, 5.19%^(A), 09/15/2043		486,124		91,875
Federal National Mortgage Association
3.00%, TBA^(L)		12,600,000		13,174,383
3.50%, 06/01/2045		228,906		243,809
3.70%, 09/01/2034		272,098		321,268
3.79%, 01/01/2029		400,000		464,611
4.50%, 03/01/2039 - 02/01/2041		192,854		210,988
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.55%, 1.50%^(A), 02/25/2041		127,151		127,246


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC, Interest Only STRIPS
3.00%, 03/25/2028		$ 236,376		$ 16,118
Government National Mortgage Association
1-Month LIBOR + 0.80%, 2.46%^(A), 05/20/2066 - 06/20/2066		1,314,060		1,299,696
3.50%, TBA^(L)		1,400,000		1,474,658
Uniform Mortgage-Backed Security
2.50%, TBA^(L)		2,100,000		2,166,581
3.50%, TBA^(L)		9,550,000		10,092,526
4.00%, TBA^(L)		11,100,000		11,833,759
4.50%, TBA^(L)		1,000,000		1,075,430

Total U.S. Government Agency Obligations (Cost $45,048,797)				46,031,370


U.S. GOVERNMENT OBLIGATIONS - 28.8%
U.S. Treasury - 27.1%
U.S. Treasury Bond
2.88%, 05/15/2043		970,000		1,280,211
2.88%, 11/15/2046^(M)		1,200,000		1,623,516
3.00%, 05/15/2042 - 08/15/2048^(M)		4,180,000		5,707,131
3.13%, 11/15/2041 - 05/15/2048^(M)		9,630,000		13,288,810
3.38%, 05/15/2044^(M)		2,950,000		4,219,883
3.63%, 02/15/2044		185,000		274,017
3.75%, 11/15/2043^(M)		3,500,000		5,269,141
4.25%, 05/15/2039 - 11/15/2040^(M)		5,750,000		9,003,062
4.38%, 05/15/2040 - 05/15/2041^(M)		2,010,000		3,223,242
4.50%, 08/15/2039^(M)		9,860,000		15,801,805
U.S. Treasury Note
1.50%, 11/30/2024^(G)		180,000		189,541
1.63%, 02/15/2026^(M)		1,300,000		1,384,449
1.63%, 08/15/2029^(G)		200,000		217,070
1.88%, 03/31/2022 - 07/31/2022^(M)		14,500,000		14,989,008
2.00%, 11/30/2022 - 06/30/2024		1,515,000		1,604,193
2.00%, 08/15/2025^(G)		1,200,000		1,299,328
2.13%, 03/31/2024^(N)		600,000		642,539
2.13%, 05/15/2025^(G)		40,000		43,461
2.25%, 02/15/2027^(M)		12,250,000		13,661,143
2.38%, 05/15/2029^(M)		200,000		230,070
2.75%, 04/30/2023 - 05/31/2023^(M)		2,230,000		2,400,772
3.00%, 09/30/2025 - 10/31/2025		420,000		478,311

				96,830,703

U.S. Treasury Inflation-Protected Securities - 1.7%
U.S. Treasury Inflation-Indexed Bond
0.88%, 01/15/2029		408,612		443,848
1.00%, 02/15/2046^(M)		762,020		926,074
1.00%, 02/15/2048		418,400		515,053
U.S. Treasury Inflation-Indexed Note
0.13%, 04/15/2022		318,186		313,819
0.38%, 07/15/2027		115,990		119,270
0.50%, 01/15/2028^(M)		2,603,793		2,711,787
0.75%, 07/15/2028^(M)		935,098		999,979

				6,029,830

Total U.S. Government Obligations (Cost $91,199,379)				102,860,533


	Principal		Value
SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 4.0%
U.S. Treasury Bill
0.00%^(O), 04/21/2020^(G)		$ 628,000		$ 628,000
0.01%^(O), 06/18/2020		1,537,000		1,536,980
0.17%^(O), 04/14/2020^(G)		1,681,000		1,680,897
0.19%^(O), 06/11/2020^(P)		331,000		330,879
0.22%^(O), 06/11/2020		841,000		840,648
0.28%^(O), 06/11/2020		4,915,000		4,912,320
0.50%^(O), 04/07/2020		159,000		158,987
1.17%^(O), 05/28/2020^(P)		1,605,000		1,602,078
1.28%^(O), 05/28/2020		1,104,000		1,101,808
1.42%^(O), 05/28/2020		272,000		271,400
1.52%^(O), 05/21/2020^(Q)		1,014,000		1,011,899
1.54%^(O), 05/21/2020		173,000		172,637

Total Short-Term U.S. Government Obligations (Cost $14,248,533)				14,248,533


	Shares		Value
OTHER INVESTMENT COMPANY - 0.1%
Securities Lending Collateral - 0.1%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(O)		449,775		449,775

Total Other Investment Company (Cost $449,775)				449,775


	Principal		Value
REPURCHASE AGREEMENTS - 107.3%
Bank of New York Mellon Corp., 0.00%^(O), dated 04/01/2020, to be repurchased at $150,000,000 on 04/06/2020. Collateralized by U.S. Government Obligations, 3.13% - 3.63%, due 08/15/2043 - 08/15/2044, and Cash with a total value of $150,615,458.		$ 150,000,000		150,000,000
Bank of New York Mellon Corp., 0.05%^(O), dated 03/30/2020, to be repurchased at $150,000,417 on 04/01/2020. Collateralized by U.S. Government Obligations, 2.25% - 2.75%, due 11/15/2025 - 11/15/2042, and Cash with a total value of $152,245,320.		150,000,000		150,000,000
Fixed Income Clearing Corp., 0.00%^(O), dated 03/31/2020, to be repurchased at $2,230,792 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $2,279,451.		2,230,792		2,230,792
RBC Capital Markets LLC, 0.01%^(O), dated 03/31/2020, to be repurchased at $81,200,023 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 11/15/2024, and Cash with a total value of $83,140,757.		81,200,000		81,200,000

Total Repurchase Agreements (Cost $383,430,792)				383,430,792

Total Investments Excluding Options Purchased (Cost $612,639,303)				624,249,772
Total Options Purchased - 1.1% (Cost $5,487,397)				4,078,980

Total Investments (Cost $618,126,700)				628,328,752
Net Other Assets (Liabilities) - (75.8)%				(270,952,277	)

Net Assets - 100.0%				$ 357,376,475


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS - (24.7)% ^(R)
Bank of Nova Scotia, 1.69%^(O), dated 01/10/2020, to be repurchased at $(3,703,582) on 04/07/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.13%, due 07/15/2028 - 08/15/2044, and with a total value of $(4,174,505).		$ (3,688,000	)		$ (3,688,000	)
Bank of Nova Scotia, 1.69%^(O), dated 04/07/2020, to be repurchased at $(2,881,521) on 04/09/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.13%, due 07/15/2028 - 08/15/2044, and with a total value of $(2,715,095).^(L)		(2,881,250	)		(2,895,447	)
Bank of Nova Scotia, 1.69%^(O), dated 01/13/2020, to be repurchased at $(17,563,963) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 4.50%, due 03/31/2022 - 02/15/2044, and with a total value of $(17,309,862).		(17,489,250	)		(17,554,111	)
BofA Securities, Inc., 1.72%^(O), dated 02/05/2020, to be repurchased at $(880,183) on 04/06/2020. Collateralized by a U.S. Government Obligation, 3.38%, due 05/15/2044, and with a value of $(1,010,504).		(877,625	)		(879,973	)
Canadian Imperial Bank of Commerce, 1.74%^(O), dated 03/26/2020, to be repurchased at $(2,107,032) on 04/02/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 05/15/2048, and with a value of $(2,171,955).		(2,105,200	)		(2,105,811	)
Canadian Imperial Bank of Commerce, 1.74%^(O), dated 04/02/2020, to be repurchased at $(1,413,451) on 04/13/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 05/15/2048, and with a value of $(1,413,451).		(1,412,700	)		(1,413,311	)
Canadian Imperial Bank of Commerce, 1.77%^(O), dated 03/26/2020, to be repurchased at $(3,193,256) on 04/03/2020. Collateralized by U.S. Government Obligations, 2.88% - 3.13%, due 02/15/2042 - 11/15/2046, and with a total value of $(3,283,272).		(3,192,000	)		(3,192,942	)
JPMorgan Securities LLC, 1.72%^(O), dated 02/25/2020, to be repurchased at $(2,044,282) on 04/07/2020. Collateralized by a U.S. Government Obligations, 3.13% - 3.38%, due 05/15/2044 - 08/15/2044, and with a total value of $(2,222,314).		(2,040,188	)		(2,043,697	)
RBS Securities, Inc., 1.72%^(O), dated 02/12/2020, to be repurchased at $(1,821,067) on 04/13/2020. Collateralized by a U.S. Government Obligation, 3.13%, due 11/15/2041, and Cash with a total value of $(1,872,242).		(1,815,775	)		(1,820,026	)
RBS Securities, Inc., 1.73%^(O), dated 02/13/2020, to be repurchased at $(4,517,123) on 04/09/2020. Collateralized by a U.S. Government Obligation, 3.75%, due 11/15/2043, and Cash with a total value of $(4,063,318).		(4,505,000	)		(4,515,391	)
RBS Securities, Inc., 1.73%^(O), dated 04/09/2020, to be repurchased at $(3,180,611) on 04/13/2020. Collateralized by a U.S. Government Obligation, 3.75%, due 11/15/2043, and Cash with a total value of $(2,861,076).^(L)		(3,180,000	)		(3,186,620	)
RBS Securities, Inc., 1.73%^(O), dated 02/13/2020, to be repurchased at $(29,528,345) on 04/13/2020. Collateralized by U.S. Government Obligations, 3.13% - 4.50%, due 05/15/2039 - 08/15/2044, and Cash with a total value of $(29,902,428).		(29,443,450	)		(29,504,746	)
RBS Securities, Inc., 1.74%^(O), dated 02/24/2020, to be repurchased at $(1,748,417) on 04/06/2020. Collateralized by a U.S. Government Obligation, 3.00%, due 11/15/2044, and Cash with a total value of $(1,734,373).		(1,744,875	)		(1,747,995	)
Royal Bank of Canada, 0.94%^(O), dated 03/11/2020, to be repurchased at $(13,730,389) on 04/09/2020. Collateralized by a U.S. Government Obligation, 2.25%, due 02/15/2027, and with a value of $(13,698,367).		(13,720,000	)		(13,727,523	)

Total Reverse Repurchase Agreements		$ (88,095,313	)		$ (88,275,593	)


	Principal		Value
ASSET-BACKED SECURITIES - 10.3%
ABFC Trust
Series 2004-OPT4, Class A1,
1-Month LIBOR + 0.62%, 1.57%^(A), 04/25/2034		$ 87,427		$ 86,905
Adams Mill CLO, Ltd.
Series 2014-1A, Class A1R,
3-Month LIBOR + 1.10%, 2.93%^(A), 07/15/2026 ^(B)		3,066,016		2,961,367
Ameriquest Mortgage Securities Trust
Series 2006-R1, Class M1,
1-Month LIBOR + 0.39%, 1.34%^(A), 03/25/2036		150,361		144,209
Argent Securities, Inc. Asset-Backed Pass-Through Certificates
Series 2005-W4, Class A2D,
1-Month LIBOR + 0.38%, 1.33%^(A), 02/25/2036		2,551,077		1,990,211
Aurium CLO II DAC
Series 2A, Class AR,
3-Month EURIBOR + 0.68%, 0.68%^(A), 10/13/2029 ^(B)		EUR 3,600,000		3,795,209
B&M CLO, Ltd.
Series 2014-1A, Class A1R,
3-Month LIBOR + 0.73%, 2.57%^(A), 04/16/2026 ^(B)		$ 958,057		945,148
Barings Euro CLO
Series 2016-1A, Class A1R,
3-Month EURIBOR + 0.68%, 0.68%^(A), 07/27/2030 ^(B)		EUR 6,000,000		6,350,743
Bear Stearns Asset-Backed Securities I Trust
Series 2005-AQ1, Class M2,
1-Month LIBOR + 0.65%, 1.60%^(A), 03/25/2035		$ 595,048		588,724
Series 2005-HE6, Class M2,
1-Month LIBOR + 1.01%, 1.95%^(A), 06/25/2035		203,196		199,185
Series 2006-HE10, Class 21A3,
1-Month LIBOR + 0.24%, 1.87%^(A), 12/25/2036		12,707,932		8,506,712
Series 2007-HE3, Class 1A2,
1-Month LIBOR + 0.20%, 1.15%^(A), 04/25/2037		181,901		453,887
Bear Stearns Asset-Backed Securities Trust
Series 2002-2, Class A1,
1-Month LIBOR + 0.66%, 1.61%^(A), 10/25/2032		5,881		5,650
Series 2004-1, Class M1,
1-Month LIBOR + 0.98%, 1.92%^(A), 06/25/2034		1,862,673		1,765,943
Series 2006-SD3, Class 21A1,
4.20%^(A), 07/25/2036		75,042		70,600
Benefit Street Partners CLO VII, Ltd.
Series 2015-VIIA, Class A1AR,
3-Month LIBOR + 0.78%, 2.60%^(A), 07/18/2027 ^(B)		3,681,306		3,564,925


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Cent CLO 19, Ltd.
Series 2013-19A, Class A1A,
3-Month LIBOR + 1.33%, 3.10%^(A), 10/29/2025 ^(B)		$ 2,511,473		$ 2,475,953
Chesapeake Funding II LLC
Series 2018-2A, Class A1,
3.23%, 08/15/2030^(B)		5,147,551		5,147,916
CIFC Funding, Ltd.
Series 2015-5A, Class A1R,
3-Month LIBOR + 0.86%, 2.65%^(A), 10/25/2027 ^(B)		8,200,000		7,831,476
CIT Mortgage Loan Trust
Series 2007-1, Class 1A,
1-Month LIBOR + 1.35%, 2.30%^(A), 10/25/2037 ^(B)		3,718,718		3,567,464
Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificates
Series 2004-OPT1, Class M3,
1-Month LIBOR + 0.95%, 1.89%^(A), 10/25/2034		4,631,000		4,216,863
Citigroup Mortgage Loan Trust, Inc.
Series 2007-AMC1, Class A1,
1-Month LIBOR + 0.16%, 1.11%^(A), 12/25/2036^(B)		8,484,537		5,015,073
Series 2007-AMC4, Class A2C,
1-Month LIBOR + 0.17%, 1.12%^(A), 05/25/2037		362,702		357,138
Series 2007-FS1, Class 1A1,
4.49%^(A), 10/25/2037^(B)		2,786,302		2,778,970
Countrywide Asset-Backed Certificates
Series 2006-20, Class 1A,
1-Month LIBOR + 0.14%, 1.09%^(A), 04/25/2047		3,494,530		3,142,940
Series 2006-24, Class 1A,
1-Month LIBOR + 0.14%, 1.09%^(A), 06/25/2047		9,162,482		7,290,359
Series 2006-24, Class 2A3,
1-Month LIBOR + 0.15%, 1.10%^(A), 06/25/2047		2,258,244		2,174,534
Series 2007-2, Class 2A3,
1-Month LIBOR + 0.14%, 1.09%^(A), 08/25/2037		4,310,621		4,051,990
CWABS, Inc. Asset-Backed Certificates Trust
Series 2004-9, Class MV4,
1-Month LIBOR + 1.58%, 2.52%^(A), 11/25/2034		2,500,000		2,169,831
Dryden XXV Senior Loan Fund
Series 2012-25A, Class ARR,
3-Month LIBOR + 0.90%, 2.73%^(A), 10/15/2027 ^(B)		6,972,549		6,718,518
Evergreen Credit Card Trust
Series 2019-2, Class A,
1.90%, 09/15/2024^(B)		8,100,000		7,971,400
Gallatin CLO IX, Ltd.
Series 2018-1A, Class A,
3-Month LIBOR + 1.05%, 2.87%^(A), 01/21/2028 ^(B)		6,700,000		6,337,503


	Principal		Value
ASSET-BACKED SECURITIES (continued)
GSAMP Trust
Series 2005-HE1, Class M2,
1-Month LIBOR + 1.32%, 2.27%^(A), 12/25/2034		$ 2,959,700		$ 2,145,011
Series 2007-HS1, Class A1,
1-Month LIBOR + 0.85%, 1.80%^(A), 02/25/2047		142,498		142,204
Halcyon Loan Advisors Funding, Ltd.
Series 2014-3A, Class AR,
3-Month LIBOR + 1.10%, 2.90%^(A), 10/22/2025 ^(B)		2,503,582		2,460,321
Home Equity Asset Trust
Series 2002-1, Class A4,
1-Month LIBOR + 0.60%, 1.55%^(A), 11/25/2032		1,283		981
Series 2004-4, Class M1,
1-Month LIBOR + 0.78%, 1.73%^(A), 10/25/2034		3,227,054		2,995,715
Home Equity Mortgage Loan Asset-Backed Trust
Series 2007-A, Class 1A,
1-Month LIBOR + 0.22%, 1.17%^(A), 04/25/2037		1,405,786		1,055,035
KVK CLO, Ltd.
Series 2013-1A, Class AR,
3-Month LIBOR + 0.90%, 2.74%^(A), 01/14/2028 ^(B)		7,000,000		6,697,012
LoanCore Issuer, Ltd.
Series 2018-CRE1, Class A,
1-Month LIBOR + 1.13%, 1.83%^(A), 05/15/2028 ^(B)		6,600,000		6,312,515
Master Asset-Backed Securities Trust
Series 2007-HE2, Class A1,
1-Month LIBOR + 1.15%, 2.10%^(A), 08/25/2037		3,108,965		2,347,447
Monarch Grove CLO Trust
Series 2018-1A, Class A1,
3-Month LIBOR + 0.88%, 2.67%^(A), 01/25/2028 ^(B)		5,700,000		5,364,584
Morgan Stanley ABS Capital I, Inc. Trust
Series 2004-HE9, Class M2,
1-Month LIBOR + 0.93%, 1.88%^(A), 11/25/2034		1,220,225		1,161,512
Series 2005-WMC6, Class M3,
1-Month LIBOR + 0.77%, 1.71%^(A), 07/25/2035		2,404,385		2,356,084
Series 2007-HE5, Class A2C,
1-Month LIBOR + 0.25%, 1.20%^(A), 03/25/2037		2,733,936		1,252,262
Mountain Hawk III CLO, Ltd.
Series 2014-3A, Class AR,
3-Month LIBOR + 1.20%, 3.02%^(A), 04/18/2025 ^(B)		1,879,227		1,847,107
Navient Private Education Loan Trust
Series 2018-BA, Class A1,
1-Month LIBOR + 0.35%, 1.05%^(A), 12/15/2059 ^(B)		486,950		486,323
OCP CLO, Ltd.
Series 2015-9A, Class A1R,
3-Month LIBOR + 0.80%, 2.63%^(A), 07/15/2027 ^(B)		4,410,168		4,252,315


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Octagon Investment Partners XXIII, Ltd.
Series 2015-1A, Class A1R,
3-Month LIBOR + 0.85%, 2.68%^(A), 07/15/2027 ^(B)		$ 4,100,000		$ 3,961,641
OneMain Direct Auto Receivables Trust
Series 2018-1A, Class A,
3.43%, 12/16/2024^(B)		6,700,000		6,668,293
Option One Mortgage Loan Trust
Series 2007-2, Class 1A1,
1-Month LIBOR + 0.14%, 1.09%^(A), 03/25/2037		5,035,871		3,429,231
Series 2007-5, Class 1A1,
1-Month LIBOR + 0.22%, 1.17%^(A), 05/25/2037		7,876,082		4,938,367
RASC Trust
Series 2005-KS11, Class M2,
1-Month LIBOR + 0.42%, 1.37%^(A), 12/25/2035		7,100,000		6,573,122
Series 2006-EMX1, Class M1,
1-Month LIBOR + 0.41%, 1.36%^(A), 01/25/2036		1,130,835		1,110,779
Series 2006-KS9, Class AI3,
1-Month LIBOR + 0.16%, 1.11%^(A), 11/25/2036		976,561		923,950
SLM Student Loan Trust
Series 2003-11, Class A6,
3-Month LIBOR + 0.55%, 1.29%^(A), 12/15/2025^(B)		4,297,256		4,236,656
Series 2005-3, Class A5,
3-Month LIBOR + 0.09%, 1.88%^(A), 10/25/2024		442,623		442,355
Sofi Professional Loan Program LLC
Series 2018-A, Class A2A,
2.39%, 02/25/2042^(B)		1,518,203		1,518,335
Sofi Professional Loan Program Trust
Series 2018-B, Class A1FX,
2.64%, 08/25/2047^(B)		1,782,589		1,771,976
Soundview Home Loan Trust
Series 2005-3, Class M3,
1-Month LIBOR + 0.83%, 1.77%^(A), 06/25/2035		91,546		88,986
Series 2006-OPT2, Class A3,
1-Month LIBOR + 0.18%, 1.13%^(A), 05/25/2036		826,586		819,881
Series 2007-WMC1, Class 3A1,
1-Month LIBOR + 0.11%, 1.06%^(A), 02/25/2037		1,217,013		343,644
Structured Asset Investment Loan Trust
Series 2005-9, Class M1,
1-Month LIBOR + 0.42%, 1.37%^(A), 11/25/2035		6,000,000		5,595,367
TICP CLO I, Ltd.
Series 2015-1A, Class AR,
3-Month LIBOR + 0.80%, 2.62%^(A), 07/20/2027 ^(B)		6,934,595		6,595,334
TICP CLO III, Ltd.
Series 2018-3R, Class A,
3-Month LIBOR + 0.84%, 2.66%^(A), 04/20/2028 ^(B)		5,500,000		5,335,055
Tralee CLO, Ltd.
Series 2018-5A, Class A1,
3-Month LIBOR + 1.11%, 2.93%^(A), 10/20/2028 ^(B)		7,900,000		7,578,573


	Principal		Value
ASSET-BACKED SECURITIES (continued)
U.S. Small Business Administration
Series 2003-20I, Class 1,
5.13%, 09/01/2023		$ 17,376		$ 18,076
Series 2004-20C, Class 1,
4.34%, 03/01/2024		147,407		152,595
Series 2008-20L, Class 1,
6.22%, 12/01/2028		470,005		519,108
Venture XII CLO, Ltd.
Series 2012-12A, Class ARR,
3-Month LIBOR + 0.80%, 2.41%^(A), 02/28/2026 ^(B)		5,390,322		5,152,604
Venture XVI CLO, Ltd.
Series 2014-16A, Class ARR,
3-Month LIBOR + 0.85%, 2.68%^(A), 01/15/2028 ^(B)		7,000,000		6,601,770
Venture XX CLO, Ltd.
Series 2015-20A, Class AR,
3-Month LIBOR + 0.82%, 2.65%^(A), 04/15/2027 ^(B)		4,440,771		4,270,272
Voya CLO, Ltd.
Series 2014-3A, Class A1R,
3-Month LIBOR + 0.72%, 2.51%^(A), 07/25/2026 ^(B)		3,520,213		3,427,166
Wachovia Mortgage Loan Trust
Series 2005-WMC1, Class M2,
1-Month LIBOR + 0.69%, 1.64%^(A), 10/25/2035		1,651,000		1,348,414
WaMu Asset-Backed Certificates Trust
Series 2007-HE2, Class 2A3,
1-Month LIBOR + 0.25%, 1.20% ^(A), 04/25/2037		4,102,846		1,773,214
Westlake Automobile Receivables Trust
Series 2018-3A, Class A2A,
2.98%, 01/18/2022^(B)		1,092,475		1,090,975

Total Asset-Backed Securities (Cost $232,195,617)				229,839,513


CORPORATE DEBT SECURITIES - 47.5%
Aerospace & Defense - 0.2%
Spirit AeroSystems, Inc.
3.95%, 06/15/2023		4,200,000		3,613,708
United Technologies Corp.
3.65%, 08/16/2023		799,000		840,158

				4,453,866

Airlines - 0.7%
Continental Airlines Pass-Through Trust
4.15%, 10/11/2025		1,666,192		1,795,472
Delta Air Lines Pass-Through Trust
6.82%, 02/10/2024		5,867,558		6,179,502
JetBlue Pass-Through Trust
2.75%, 11/15/2033		3,600,000		3,149,459
Latam Airlines Pass-Through Trust
4.20%, 08/15/2029		4,437,986		3,994,188

				15,118,621

Auto Components - 0.0%^(C)
ZF North America Capital, Inc.
4.50%, 04/29/2022^(B)		800,000		750,614


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Automobiles - 0.4%
BMW Finance NV
2.25%, 08/12/2022^(B)		$ 6,700,000		$ 6,453,079
Volkswagen Bank GmbH
1.88%, 01/31/2024, MTN^(D)		EUR 2,300,000		2,486,671

				8,939,750

Banks - 14.4%
AIB Group PLC
4.75%, 10/12/2023^(B)		$ 6,600,000		6,587,917
Banco Espirito Santo SA
2.63%, 05/08/2017, MTN^(D) (E) (F)		EUR 1,600,000		282,342
4.00%, 01/21/2019, MTN^(D) (E) (F)		800,000		141,171
Banco Santander SA
3.85%, 04/12/2023		$ 6,800,000		6,834,709
Bank of America Corp.
Fixed until 12/20/2022, 3.00%^(A), 12/20/2023		16,197,000		16,524,118
4.10%, 07/24/2023		4,100,000		4,368,092
Banque Federative du Credit Mutuel SA
3-Month LIBOR + 0.96%, 2.78%^(A), 07/20/2023 ^(B)		8,000,000		7,618,872
Barclays Bank PLC
7.63%, 11/21/2022		3,100,000		3,171,300
10.18%, 06/12/2021^(B)		5,520,000		5,897,045
Barclays PLC
3-Month LIBOR + 1.63%, 3.46%^(A), 01/10/2023		5,200,000		4,999,852
3-Month LIBOR + 2.11%, 3.84%^(A), 08/10/2021		5,200,000		5,022,251
Fixed until 09/15/2023 ^(G), 7.75%^(A)		6,500,000		5,700,500
Fixed until 09/15/2022^(G), 7.88%^{(A) (D)}		GBP 3,000,000		3,223,250
BBVA USA
2.50%, 08/27/2024		$ 4,000,000		3,899,156
Citibank, NA
3.05%, 05/01/2020		9,500,000		9,496,204
Citigroup, Inc.
2.70%, 10/27/2022		6,800,000		6,761,468
2.75%, 04/25/2022		8,400,000		8,445,528
2.90%, 12/08/2021		3,700,000		3,728,464
3-Month LIBOR + 1.43%, 3.01%^(A), 09/01/2023		4,300,000		4,203,225
Cooperatieve Rabobank UA
3-Month LIBOR + 0.43%, 2.22%^(A), 04/26/2021		3,700,000		3,534,377
4.38%, 08/04/2025		7,400,000		7,579,124
Fixed until 06/29/2021^(G), 6.63%^{(A) (D)}		EUR 3,200,000		3,361,637
HSBC Holdings PLC
3-Month LIBOR + 0.65%, 1.43%^(A), 09/11/2021		$ 6,500,000		6,354,849
ING Groep NV
4.63%, 01/06/2026^(B)		900,000		948,374
Intesa Sanpaolo SpA
4.00%, 09/23/2029^(B)		5,900,000		5,374,532
JPMorgan Chase & Co.
Fixed until 04/23/2023, 3.56%^(A), 04/23/2024		1,100,000		1,151,126
3.90%, 07/15/2025		6,150,000		6,545,705
JPMorgan Chase Bank NA
Fixed until 04/26/2020, 3.09%^(A), 04/26/2021		17,200,000		17,192,966
Lloyds Bank PLC
2.25%, 08/14/2022		8,100,000		8,085,420
7.50%^(H), 04/02/2032, MTN^(D)		9,600,000		8,578,166


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Lloyds Banking Group PLC
Fixed until 03/17/2022, 2.86%^(A), 03/17/2023		$ 5,400,000		$ 5,324,757
4.05%, 08/16/2023		5,100,000		5,255,781
Fixed until 06/27/2023^(G), 7.63%^{(A) (D)}		GBP 2,500,000		2,608,411
Mitsubishi UFJ Financial Group, Inc.
3.41%, 03/07/2024		$ 5,100,000		5,203,324
3.46%, 03/02/2023		4,900,000		5,026,406
Mizuho Financial Group, Inc.
Fixed until 09/11/2023, 3.92%^(A), 09/11/2024		8,100,000		8,410,886
NatWest Markets PLC
0.63%, 03/02/2022, MTN^(D)		EUR 5,800,000		6,256,560
Royal Bank of Scotland Group PLC
Fixed until 05/15/2022, 3.50%^(A), 05/15/2023		$ 5,000,000		4,937,641
Fixed until 06/25/2023, 4.52%^(A), 06/25/2024		5,000,000		5,034,703
Fixed until 08/15/2021^(G), 8.63%^(A)		3,800,000		3,705,000
Santander PLC
3.75%, 11/15/2021		8,100,000		7,884,716
Skandinaviska Enskilda Banken AB
3-Month LIBOR + 0.43%, 2.12%^(A), 05/17/2021^(B)		6,700,000		6,478,801
3.25%, 05/17/2021^(B)		6,800,000		6,808,160
Societe Generale SA
4.25%, 09/14/2023^(B)		6,500,000		6,642,191
Standard Chartered PLC
Fixed until 01/20/2022, 4.25%^(A), 01/20/2023 ^(B)		6,700,000		6,726,271
Sumitomo Mitsui Financial Group, Inc.
3-Month LIBOR + 1.68%, 2.68%^(A), 03/09/2021		6,000,000		5,935,573
Synchrony Bank
3.65%, 05/24/2021		6,900,000		6,789,757
Toronto-Dominion Bank
3.35%, 10/22/2021^(B)		8,100,000		8,360,167
UniCredit SpA
6.57%, 01/14/2022^(B)		7,000,000		7,131,367
7.83%, 12/04/2023^(B)		12,500,000		13,341,126
Wells Fargo & Co.
2.10%, 07/26/2021		4,000,000		3,986,660
2.63%, 07/22/2022, MTN		5,400,000		5,417,511
3-Month LIBOR + 1.23%, 3.01% ^(A), 10/31/2023		2,000,000		1,908,172
Wells Fargo Bank NA
3.55%, 08/14/2023		8,000,000		8,375,777

				323,161,458

Beverages - 0.6%
Constellation Brands, Inc.
4.25%, 05/01/2023		700,000		706,533
Keurig Dr. Pepper, Inc.
4.06%, 05/25/2023		6,700,000		6,969,523
Molson Coors Beverage Co.
2.10%, 07/15/2021		2,400,000		2,350,819
Pernod Ricard SA
4.45%, 01/15/2022^(B)		4,000,000		4,109,742

				14,136,617

Biotechnology - 0.8%
AbbVie, Inc.
2.95%, 11/21/2026^(B)		6,400,000		6,429,356
3.38%, 11/14/2021		8,200,000		8,381,371
3.75%, 11/14/2023		2,700,000		2,797,498

				17,608,225


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets - 4.6%
Credit Suisse Group AG
3-Month LIBOR + 1.24%, 2.02%^(A), 06/12/2024^(B)		$ 6,600,000		$ 5,830,449
Fixed until 06/12/2023, 4.21%^(A), 06/12/2024^(B)		6,700,000		6,586,195
Credit Suisse Group Funding Guernsey, Ltd.
3.45%, 04/16/2021		3,700,000		3,723,393
3-Month LIBOR + 2.29%, 4.11%^(A), 04/16/2021		5,300,000		5,303,163
Deutsche Bank AG
2.70%, 07/13/2020		7,000,000		6,862,570
3.15%, 01/22/2021		8,200,000		8,010,983
3.30%, 11/16/2022		4,500,000		4,216,266
3.38%, 05/12/2021		6,400,000		6,063,529
3.70%, 05/30/2024		8,200,000		7,754,399
4.25%, 10/14/2021		4,100,000		3,919,339
5.00%, 02/14/2022		5,300,000		5,239,779
Goldman Sachs Group, Inc.
3-Month LIBOR + 0.75%, 2.43%^(A), 02/23/2023		3,500,000		3,356,745
3-Month LIBOR + 0.78%, 2.56%^(A), 10/31/2022		4,900,000		4,720,106
3.75%, 05/22/2025		10,700,000		11,076,095
Morgan Stanley
Fixed until 04/24/2023, 3.74%^(A), 04/24/2024		1,800,000		1,843,432
UBS Group AG
3.00%, 04/15/2021^(B)		11,000,000		11,021,194
4.13%, 09/24/2025 ^(B)		2,200,000		2,285,197
4.25%, 03/23/2028^(B)		4,900,000		5,135,303

				102,948,137

Chemicals - 0.3%
Sasol Financing USA LLC
5.88%, 03/27/2024		5,300,000		2,224,993
Syngenta Finance NV
4.44%, 04/24/2023^(B)		5,000,000		4,710,192

				6,935,185

Construction & Engineering - 0.0%^(C)
Odebrecht Offshore Drilling Finance, Ltd.
6.72%, 12/01/2022^(B)		733,835		587,068
PIK Rate 1.00%, Cash Rate 6.72%, 12/01/2026 ^(B) (I)		3,621,681		362,168
Odebrecht Oil & Gas Finance, Ltd.
Zero Coupon, 04/30/2020^{(B) (G)}		500,930		4,258

				953,494

Consumer Finance - 5.7%
American Express Co.
3.38%, 05/17/2021		4,010,000		4,057,154
3.40%, 02/27/2023		8,300,000		8,503,470
Capital One Financial Corp.
2.40%, 10/30/2020		3,000,000		2,993,796
4.25%, 04/30/2025^(J)		6,000,000		6,147,139
Daimler Finance North America LLC
2.55%, 08/15/2022^(B)		8,000,000		7,678,530
3.35%, 05/04/2021^(B)		6,800,000		6,731,170
3.40%, 02/22/2022^(B)		8,000,000		7,776,277
Ford Motor Credit Co. LLC
3-Month EURIBOR + 0.37%, Zero Coupon^(A), 12/01/2021, MTN		EUR 800,000		772,030


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Consumer Finance (continued)
Ford Motor Credit Co. LLC (continued)
3-Month LIBOR + 0.93%, 2.13%^(A), 09/24/2020, MTN		$ 14,500,000		$ 13,775,000
3.20%, 01/15/2021		6,500,000		6,280,625
5.60%, 01/07/2022		6,500,000		6,288,750
5.75%, 02/01/2021		6,500,000		6,305,000
General Motors Financial Co., Inc.
3-Month EURIBOR + 0.55%, 0.18%^(A), 03/26/2022, MTN^(D)		EUR 1,900,000		1,965,085
3-Month LIBOR + 0.85%, 2.73%^(A), 04/09/2021		$ 4,100,000		3,691,089
3-Month LIBOR + 0.93%, 2.78%^(A), 04/13/2020		8,400,000		8,382,276
3.20%, 07/13/2020		7,000,000		6,979,563
4.20%, 11/06/2021		6,400,000		6,108,442
Nissan Motor Acceptance Corp.
2.60%, 09/28/2022, MTN^(D)		6,130,000		5,840,700
Springleaf Finance Corp.
6.88%, 03/15/2025		5,600,000		5,639,872
Volkswagen Group of America Finance LLC
3-Month LIBOR + 0.86%, 2.06% ^(A), 09/24/2021 ^(B)		5,400,000		4,945,581
3-Month LIBOR + 0.77%, 2.48%^(A), 11/13/2020^(B)		6,700,000		6,615,453

				127,477,002

Diversified Financial Services - 2.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023		7,500,000		6,381,564
4.13%, 07/03/2023		5,400,000		4,571,864
Aircastle, Ltd.
5.13%, 03/15/2021		2,400,000		2,382,273
Aviation Capital Group LLC
2.88%, 01/20/2022^(B)		1,100,000		994,384
3.88%, 05/01/2023^(B)		3,900,000		3,644,462
4.13%, 08/01/2025^(B)		5,300,000		4,559,712
Mitsubishi UFJ Lease & Finance Co., Ltd.
2.25%, 09/07/2021, MTN^(D)		4,100,000		4,021,380
NTT Finance Corp.
1.90%, 07/21/2021, MTN^(D)		3,400,000		3,373,299
Tayarra, Ltd.
3.63%, 02/15/2022		2,388,540		2,441,125
Washington Prime Group, LP
6.45%, 08/15/2024^(J)		22,800,000		13,395,000

				45,765,063

Diversified Telecommunication Services - 1.0%
AT&T, Inc.
3-Month LIBOR + 1.18%, 1.96%^(A), 06/12/2024		6,700,000		6,222,303
3-Month LIBOR + 0.75%, 2.33%^(A), 06/01/2021		7,900,000		7,671,346
3-Month LIBOR + 0.95%, 2.78% ^(A), 07/15/2021		7,000,000		6,840,290
3.40%, 06/15/2022		2,100,000		2,134,368

				22,868,307

Electric Utilities - 2.3%
Duke Energy Corp.
3.05%, 08/15/2022		7,060,000		7,098,988
Edison International
3.55%, 11/15/2024		3,900,000		3,873,277
Emera US Finance, LP
2.70%, 06/15/2021		1,214,000		1,228,036
Enel Finance International NV
4.25%, 09/14/2023^(B)		1,746,000		1,786,258


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Evergy, Inc.
2.45%, 09/15/2024		$ 1,500,000		$ 1,471,493
FirstEnergy Corp.
3.90%, 07/15/2027		3,100,000		3,149,067
Florida Power & Light Co.
3.70%, 12/01/2047		3,000,000		3,305,788
Jersey Central Power & Light Co.
4.70%, 04/01/2024^(B)		4,700,000		5,012,910
NextEra Energy Capital Holdings, Inc.
1.95%, 09/01/2022		6,700,000		6,612,435
2.20%, 12/02/2026, MTN		AUD 7,700,000		4,641,218
3.20%, 02/25/2022		$ 6,700,000		6,809,086
Progress Energy, Inc.
4.40%, 01/15/2021		4,400,000		4,432,617
Southern Co.
2.75%, 06/15/2020		1,800,000		1,801,558

				51,222,731

Equity Real Estate Investment Trusts - 3.2%
Alexandria Real Estate Equities, Inc.
3.38%, 08/15/2031		1,300,000		1,264,868
4.30%, 01/15/2026		4,100,000		4,229,719
American Tower Corp.
2.40%, 03/15/2025		5,100,000		5,006,982
3.38%, 05/15/2024		7,800,000		7,816,342
AvalonBay Communities, Inc.
3.45%, 06/01/2025, MTN		5,500,000		5,642,441
Boston Properties, LP
3.40%, 06/21/2029		6,500,000		6,249,618
Brandywine Operating Partnership, LP
3.95%, 11/15/2027		2,500,000		2,343,432
CBL & Associates, LP
5.95%, 12/15/2026		7,100,000		1,313,500
Crown Castle International Corp.
5.25%, 01/15/2023		4,000,000		4,170,276
Digital Realty Trust, LP
3.70%, 08/15/2027		1,600,000		1,588,540
Hudson Pacific Properties, LP
4.65%, 04/01/2029		1,200,000		1,230,267
MPT Operating Partnership, LP / MPT Finance Corp.
2.55%, 12/05/2023		GBP 1,000,000		1,213,378
Sabra Health Care, LP
3.90%, 10/15/2029		$ 900,000		804,289
Service Properties Trust
4.25%, 02/15/2021		1,900,000		1,806,551
4.35%, 10/01/2024		6,500,000		4,771,300
Simon Property Group, LP
2.00%, 09/13/2024		6,800,000		6,547,691
Unibail-Rodamco-Westfield SE
1.00%, 03/14/2025, MTN^(D)		EUR 4,900,000		5,309,417
WEA Finance LLC / Westfield UK & Europe Finance PLC
3.25%, 10/05/2020 ^(B)		$ 4,200,000		4,158,544
Welltower, Inc.
4.25%, 04/15/2028		5,900,000		5,944,555

				71,411,710

Food Products - 1.4%
Campbell Soup Co.
3.30%, 03/15/2021		2,900,000		2,893,087
Conagra Brands, Inc.
3.80%, 10/22/2021		2,761,000		2,778,675
Kraft Heinz Foods Co.
3.38%, 06/15/2021		8,000,000		8,015,821


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Food Products (continued)
Mondelez International Holdings BV
2.00%, 10/28/2021^(B)		$ 2,600,000		$ 2,589,059
Mondelez International, Inc.
3.63%, 05/07/2023		6,800,000		7,135,267
Tyson Foods, Inc.
3-Month LIBOR + 0.45%, 2.15%^(A), 08/21/2020		8,800,000		8,781,071

				32,192,980

Gas Utilities - 0.6%
Boston Gas Co.
3.00%, 08/01/2029 ^(B)		6,150,000		5,938,256
CenterPoint Energy Resources Corp.
3.55%, 04/01/2023		6,900,000		6,971,748

				12,910,004

Health Care Equipment & Supplies - 0.1%
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020		2,000,000		2,000,000

Health Care Providers & Services - 1.0%
CVS Health Corp.
2.80%, 07/20/2020		8,100,000		8,101,498
3.50%, 07/20/2022		1,500,000		1,538,818
3.70%, 03/09/2023		5,600,000		5,816,541
4.00%, 12/05/2023		400,000		421,603
HCA, Inc.
5.38%, 09/01/2026		5,300,000		5,459,000
5.88%, 02/01/2029		100,000		105,750

				21,443,210

Hotels, Restaurants & Leisure - 1.0%
Choice Hotels International, Inc.
3.70%, 12/01/2029		2,400,000		1,920,000
GLP Capital, LP / GLP Financing II, Inc.
4.00%, 01/15/2030		6,100,000		5,128,880
Marriott International, Inc.
4.15%, 12/01/2023		7,000,000		6,412,786
Marriott Ownership Resorts, Inc. / ILG LLC
6.50%, 09/15/2026		4,000,000		3,480,000
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.50%, 03/01/2025^(B)		6,200,000		5,766,000

				22,707,666

Household Products - 0.2%
Reckitt Benckiser Treasury Services PLC
2.38%, 06/24/2022^(B)		5,400,000		5,301,452

Industrial Conglomerates - 0.2%
General Electric Co.
0.38%, 05/17/2022		EUR 1,800,000		1,900,081
4.65%, 10/17/2021, MTN		$ 2,300,000		2,340,161

				4,240,242

Insurance - 0.8%
Allstate Corp.
3-Month LIBOR + 0.63%, 2.00%^(A), 03/29/2023		5,600,000		5,296,134
Ambac LSNI LLC
3-Month LIBOR + 5.00%, 6.45%^(A), 02/12/2023 ^(B)		5,319,051		5,053,099


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
American International Group, Inc.
3.75%, 07/10/2025		$ 2,200,000		$ 2,202,053
Jackson National Life Global Funding
2.38%, 09/15/2022^(B)		6,500,000		6,480,651

				19,031,937

Internet & Catalog Retail - 0.0%^(C)
Expedia Group, Inc.
3.80%, 02/15/2028		1,200,000		1,037,270

IT Services - 0.3%
PayPal Holdings, Inc.
2.85%, 10/01/2029		6,700,000		6,629,473

Machinery - 0.3%
Westinghouse Air Brake Technologies Corp.
3-Month LIBOR + 1.30%, 2.04%^(A), 09/15/2021		6,600,000		6,406,434

Media - 0.5%
Charter Communications Operating LLC / Charter Communications Operating Capital
3-Month LIBOR + 1.65%, 3.41%^(A), 02/01/2024		3,500,000		3,399,561
4.46%, 07/23/2022		3,800,000		3,941,543
Discovery Communications LLC
2.80%, 06/15/2020		500,000		498,830
Time Warner Cable LLC
4.00%, 09/01/2021		2,400,000		2,404,748

				10,244,682

Oil, Gas & Consumable Fuels - 0.4%
BP Capital Markets America, Inc.
3.79%, 02/06/2024		1,600,000		1,640,262
Enbridge, Inc.
3-Month LIBOR + 0.70%, 1.44% ^(A), 06/15/2020		5,300,000		5,242,946
Petrobras Global Finance BV
5.09%, 01/15/2030^(B)		2,873,000		2,607,247

				9,490,455

Pharmaceuticals - 1.3%
Allergan Funding SCS
3.45%, 03/15/2022		300,000		311,502
Allergan Sales LLC
5.00%, 12/15/2021^(B)		1,200,000		1,243,306
Bayer US Finance II LLC
3.50%, 06/25/2021^(B)		2,000,000		2,003,866
3.88%, 12/15/2023^(B)		13,800,000		14,121,786
4.25%, 12/15/2025^(B)		3,800,000		3,946,924
Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021		900,000		892,458
Teva Pharmaceutical Finance II BV
1.25%, 03/31/2023 ^(D)		EUR 2,800,000		2,705,531
3.25%, 04/15/2022		3,800,000		3,986,412

				29,211,785


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Road & Rail - 0.3%
Avolon Holdings Funding, Ltd.
5.25%, 05/15/2024^(B)		$ 2,400,000		$ 2,043,858
5.50%, 01/15/2023 ^(B)		1,700,000		1,525,501
Park Aerospace Holdings, Ltd.
5.25%, 08/15/2022^(B)		3,400,000		3,072,294

				6,641,653

Semiconductors & Semiconductor Equipment - 1.4%
Broadcom Corp. / Broadcom Cayman Finance, Ltd.
3.00%, 01/15/2022		5,959,000		5,892,676
3.63%, 01/15/2024		5,000,000		4,911,409
Broadcom, Inc.
3.13%, 10/15/2022^(B)		5,300,000		5,249,313
Microchip Technology, Inc.
3.92%, 06/01/2021		4,600,000		4,482,173
NXP BV / NXP Funding LLC
4.13%, 06/01/2021^(B)		10,200,000		10,291,674

				30,827,245

Software - 0.3%
VMware, Inc.
2.95%, 08/21/2022		7,100,000		7,063,004

Technology Hardware, Storage & Peripherals - 0.3%
Dell International LLC / EMC Corp.
5.45%, 06/15/2023^(B)		6,500,000		6,679,730

Tobacco - 0.4%
BAT Capital Corp.
3.56%, 08/15/2027		3,400,000		3,202,235
JT International Financial Services BV
3.50%, 09/28/2023, MTN^(D)		4,500,000		4,678,280

				7,880,515

Trading Companies & Distributors - 0.4%
Air Lease Corp.
3.88%, 04/01/2021		1,800,000		1,646,845
4.25%, 02/01/2024, MTN		5,000,000		4,231,788
BOC Aviation, Ltd.
4.00%, 01/25/2024, MTN^(D)		2,000,000		2,146,915

				8,025,548

Wireless Telecommunication Services - 0.1%
Sprint Corp.
7.13%, 06/15/2024		200,000		219,530
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023 ^(B)		2,700,000		2,686,500

				2,906,030

Total Corporate Debt Securities (Cost $1,113,466,552)				1,066,622,095


FOREIGN GOVERNMENT OBLIGATIONS - 4.4%
Israel - 0.3%
State of Israel
2.75%, 07/03/2030		6,400,000		6,400,000

Japan - 1.3%
Japan Bank for International Cooperation
2.88%, 07/21/2027		8,500,000		9,487,559
Japan Finance Organization for Municipalities
2.63%, 04/20/2022 ^(B)		8,400,000		8,684,016
3.38%, 09/27/2023^(B)		10,500,000		11,426,255

				29,597,830


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Kuwait - 0.1%
Kuwait International Government Bond
2.75%, 03/20/2022^(D)		$ 1,300,000		$ 1,306,747

Qatar - 0.7%
Qatar Government International Bond
4.50%, 04/23/2028 ^(D)		7,300,000		7,989,412
5.10%, 04/23/2048^(D)		6,900,000		8,366,526

				16,355,938

Spain - 2.0%
Spain Government Bond
1.40%, 07/30/2028^{(B) (D)}		EUR 11,000,000		12,959,871
1.45%, 04/30/2029^{(B) (D)}		7,400,000		8,763,445
1.85%, 07/30/2035 ^(B) (D)		4,500,000		5,525,271
0.60%, 10/31/2029, MTN ^(B) (D)		15,600,000		17,137,786

				44,386,373

Total Foreign Government Obligations (Cost $95,319,865)				98,046,888


LOAN ASSIGNMENT - 0.2%
Hotels, Restaurants & Leisure - 0.2%
Wyndham Hotels & Resorts, Inc.
Term Loan B,
1-Month LIBOR + 1.75%, 2.74% ^(A), 05/30/2025		$ 4,235,500		3,646,058

Total Loan Assignment (Cost $4,235,500)				3,646,058


MORTGAGE-BACKED SECURITIES - 8.3%
Adjustable Rate Mortgage Trust
Series 2005-10, Class 1A21,
4.06%^(A), 01/25/2036		107,370		87,174
Series 2005-4, Class 1A1,
2.71%^(A), 08/25/2035		72,396		50,318
Series 2005-5, Class 2A1,
4.40%^(A), 09/25/2035		66,484		56,666
Alternative Loan Trust
Series 2003-J3, Class 2A1,
6.25%, 12/25/2033		22,199		21,765
Series 2005-14, Class 2A1,
1-Month LIBOR + 0.21%, 1.16%^(A), 05/25/2035		134,025		109,069
Series 2005-56, Class 5A2,
1-Month LIBOR + 0.77%, 1.72%^(A), 11/25/2035		317,470		252,475
Series 2005-62, Class 2A1,
12-MTA + 1.00%, 2.97%^(A), 12/25/2035		12,230		10,241
Series 2005-76, Class 1A2,
12-MTA + 2.00%, 3.97%^(A), 01/25/2036		7,478,188		5,543,345
Series 2005-80CB, Class 1A1,
6.00%, 02/25/2036		3,465,507		3,063,008
Series 2005-J12, Class 2A1,
1-Month LIBOR + 0.54%, 1.49%^(A), 08/25/2035		3,838,193		2,252,089
Series 2006-OA12, Class A1B,
1-Month LIBOR + 0.19%, 0.96%^(A), 09/20/2046		2,172,117		1,771,896


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Alternative Loan Trust (continued)
Series 2006-OA21, Class A1,
1-Month LIBOR + 0.19%, 0.96%^(A), 03/20/2047		$ 1,892,367		$ 1,369,292
Series 2007-9T1, Class 1A10,
6.00%, 05/25/2037		838,903		409,679
Series 2007-HY4, Class 1A1,
3.51%^(A), 06/25/2037		958,528		741,331
American Home Mortgage Assets Trust
Series 2007-1, Class A1,
12-MTA + 0.70%, 2.67%^(A), 02/25/2047		3,285,410		1,428,917
Ashford Hospitality Trust
Series 2018-AHT1, Class A,
1-Month LIBOR + 1.00%, 1.70%^(A), 05/15/2035 ^(B)		7,500,000		5,776,161
Banc of America Funding Trust
Series 2005-D, Class A1,
4.41%^(A), 05/25/2035		1,937,111		1,805,407
Series 2006-D, Class 5A1,
3.93%^(A), 05/20/2036		179,887		142,977
Series 2006-J, Class 4A1,
4.18%^(A), 01/20/2047		41,569		35,864
BBCMS Trust
Series 2015-STP, Class A,
3.32%, 09/10/2028^(B)		4,390,117		4,370,379
BCAP LLC Trust
Series 2013-RR12, Class 1A3,
1-Month LIBOR + 0.50%, 2.13%^(A), 05/26/2035 ^(B)		36,386		34,680
Bear Stearns Alt-A Trust
Series 2005-8, Class 21A1,
3.76%^(A), 10/25/2035		1,595,804		1,352,322
Series 2006-6, Class 31A1,
3.88%^(A), 11/25/2036		2,655,121		2,165,835
Series 2006-6, Class 32A1,
3.78%^(A), 11/25/2036		542,165		401,813
Series 2006-8, Class 3A1,
1-Month LIBOR + 0.16%, 1.11%^(A), 02/25/2034		267,074		231,570
Series 2006-R1, Class 2E21,
3.72%^(A), 08/25/2036		485,628		404,373
Bear Stearns ARM Trust
Series 2003-5, Class 2A1,
4.22%^(A), 08/25/2033		217,199		200,899
Series 2003-8, Class 2A1,
4.10%^(A), 01/25/2034		19,944		19,035
Series 2003-8, Class 4A1,
4.26%^(A), 01/25/2034		56,285		52,333
Series 2003-9, Class 2A1,
4.00%^(A), 02/25/2034		31,616		29,961
Series 2004-10, Class 22A1,
4.38%^(A), 01/25/2035		59,138		48,646
Series 2006-4, Class 1A1,
4.32%^(A), 10/25/2036		99,766		90,806
Bear Stearns Structured Products, Inc. Trust
Series 2007-R6, Class 1A1,
3.73%^(A), 01/26/2036		201,793		161,740
Series 2007-R6, Class 2A1,
2.21%^(A), 12/26/2046		170,267		140,717
Business Mortgage Finance 7 PLC
Series 7X, Class A1,
3-Month GBP LIBOR + 1.00%, 2.76%^(A), 02/15/2041 ^(D)		GBP 1,490,753		1,811,959


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
CHL Mortgage Pass-Through Trust
Series 2004-12, Class 11A1,
3.79%^(A), 08/25/2034		$ 14,524		$ 13,210
Series 2005-HY10, Class 5A1,
3.50%^(A), 02/20/2036		71,843		58,350
Series 2006-OA5, Class 2A2,
1-Month LIBOR + 0.30%, 1.25%^(A), 04/25/2046		19,050		1,266
Citigroup Commercial Mortgage Trust
Series 2016-P5, Class AAB,
2.84%, 10/10/2049		7,200,000		7,339,071
Citigroup Mortgage Loan Trust, Inc.
Series 2005-6, Class A1,
1-Year CMT + 2.10%, 3.84%^(A), 09/25/2035		108,429		102,813
Series 2005-6, Class A2,
1-Year CMT + 2.15%, 4.55%^(A), 09/25/2035		66,033		60,773
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-AR15, Class 2A1,
3.95%^(A), 06/25/2033		152,302		133,123
CSMC Trust
Series 2008-3R, Class 1A2,
3.98%^(A), 07/26/2037^(B)		748,590		544,376
DBGS Mortgage Trust
Series 2019-1735, Class A,
3.84%, 04/10/2037^(B)		6,500,000		6,473,063
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2005-AR1, Class 2A1,
2.98%^(A), 08/25/2035		66,994		56,228
Eurosail PLC
Series 2007-3X, Class A3C,
3-Month GBP LIBOR + 0.95%, 1.46%^(A), 06/13/2045 ^(D)		GBP 1,551,908		1,807,149
First Horizon Mortgage Pass-Through Trust
Series 2005-AR3, Class 2A1,
4.62%^(A), 08/25/2035		$ 20,738		15,724
GS Mortgage Securities Corp. Trust
Series 2016-RENT, Class A,
3.20%, 02/10/2029^(B)		6,000,000		5,961,843
GS Mortgage Securities Trust
Series 2016-GS3, Class AAB,
2.78%, 10/10/2049		4,400,000		4,471,414
Series 2016-GS3, Class WMA,
3.60%^(A), 10/10/2049^(B)		2,000,000		1,536,060
GSR Mortgage Loan Trust
Series 2004-12, Class 1A1,
1-Month LIBOR + 0.34%, 1.29%^(A), 12/25/2034		193,660		166,906
Series 2005-8F, Class 2A6,
5.50%, 11/25/2035		2,669,241		2,446,545
Series 2005-AR6, Class 2A1,
4.10%^(A), 09/25/2035		95,093		89,011
Series 2006-AR1, Class 2A1,
3.93%^(A), 01/25/2036		1,998		1,816
HarborView Mortgage Loan Trust
Series 2006-7, Class 2A1A,
1-Month LIBOR + 0.20%, 0.95%^(A), 09/19/2046		248,860		194,689
Hawksmoor Mortgages
Series 2019-1A, Class A,
SONIA + 1.05%, 1.76%^(A), 05/25/2053 ^(B)		GBP 23,569,139		27,921,986


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Hilton USA Trust
Series 2016-SFP, Class A,
2.83%, 11/05/2035^(B)		$ 8,600,000		$ 8,105,247
IndyMac INDX Mortgage Loan Trust
Series 2006-AR35, Class 2A1A,
1-Month LIBOR + 0.17%, 1.12%^(A), 01/25/2037		5,440,796		4,878,837
Series 2006-R1, Class A3,
3.51%^(A), 12/25/2035		2,789,878		2,250,555
MASTR Alternative Loan Trust
Series 2006-2, Class 2A1,
1-Month LIBOR + 0.40%, 1.35%^(A), 03/25/2036		220,309		15,827
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2015-C20, Class ASB,
3.07%, 02/15/2048		5,814,289		5,932,935
Series 2015-C27, Class ASB,
3.56%, 12/15/2047		5,300,000		5,510,281
Morgan Stanley Mortgage Loan Trust
Series 2007-14AR, Class 1A3,
4.15%^(A), 10/25/2037		685,199		538,753
NACC Reperforming Loan REMIC Trust
Series 2004-R1, Class A1,
6.50%, 03/25/2034^(B)		342,133		311,171
RALI Trust
Series 2005-QA13, Class 2A1,
4.56%^(A), 12/25/2035		1,515,799		1,203,029
Series 2005-QO3, Class A1,
1-Month LIBOR + 0.80%, 1.75%^(A), 10/25/2045		173,292		134,192
Series 2007-QO2, Class A1,
1-Month LIBOR + 0.15%, 1.10%^(A), 02/25/2047		3,391,474		1,499,194
Reperforming Loan REMIC Trust
Series 2003-R4, Class 2A,
4.92%^(A), 01/25/2034^(B)		267,121		245,102
Series 2004-R1, Class 2A,
6.50%, 11/25/2034^(B)		126,789		120,925
Series 2005-R2, Class 1AF1,
1-Month LIBOR + 0.34%, 1.29%^(A), 06/25/2035^(B)		270,755		240,906
Series 2006-R1, Class AF1,
1-Month LIBOR + 0.34%, 1.29%^(A), 01/25/2036^(B)		2,572,700		2,330,067
Residential Asset Securitization Trust
Series 2007-A2, Class 2A2,
6.50%, 04/25/2037		3,789,082		1,481,909
RFMSI Trust
Series 2003-S9, Class A1,
6.50%, 03/25/2032		2,936		3,032
Series 2005-SA4, Class 1A21,
4.23%^(A), 09/25/2035		374,013		262,347
RMAC Securities No. 1 PLC
Series 2007-NS1X, Class A2B,
3-Month LIBOR + 0.15%, 0.93%^(A), 06/12/2044 ^(D)		6,725,287		5,773,847
Sequoia Mortgage Trust
Series 2004-12, Class A1,
1-Month LIBOR + 0.54%, 1.31%^(A), 01/20/2035		388,931		325,038
Series 2010, Class 2A1,
1-Month LIBOR + 0.76%, 1.53%^(A), 10/20/2027		7,145		6,374


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Structured Adjustable Rate Mortgage Loan Trust
Series 2004-12, Class 3A1,
3.83%^(A), 09/25/2034		$ 38,915		$ 37,293
Series 2004-20, Class 3A1,
3.56%^(A), 01/25/2035		51,377		45,225
Series 2005-1, Class 1A1,
3.74%^(A), 02/25/2035		178,019		157,376
Series 2005-17, Class 3A1,
3.98%^(A), 08/25/2035		32,249		27,498
Series 2005-18, Class 3A1,
4.04%^(A), 09/25/2035		804,739		603,972
Series 2006-8, Class 1A2,
3.71%^(A), 09/25/2036		2,590,215		1,848,325
Structured Asset Mortgage Investments II Trust
Series 2005-AR5, Class A1,
1-Month LIBOR + 0.25%, 1.00%^(A), 07/19/2035		43,373		35,718
Series 2005-AR5, Class A2,
1-Month LIBOR + 0.25%, 1.00%^(A), 07/19/2035		25,055		21,573
Series 2005-AR5, Class A3,
1-Month LIBOR + 0.25%, 1.00%^(A), 07/19/2035		64,321		56,761
Series 2005-AR8, Class A1A,
1-Month LIBOR + 0.28%, 1.23%^(A), 02/25/2036		133,290		111,188
Structured Asset Mortgage Investments Trust
Series 2002-AR3, Class A1,
1-Month LIBOR + 0.66%, 1.41%^(A), 09/19/2032		9,049		8,199
Towd Point Mortgage Funding
Series 2019-A13A, Class A1,
SONIA + 0.90%, 1.61%^(A), 07/20/2045 ^(B)		GBP 22,349,481		26,924,489
Towd Point Mortgage Funding PLC
Series 2019-GR4A, Class A1,
3-Month GBP LIBOR + 1.03%, 1.72%^(A), 10/20/2051 ^(B)		12,983,782		15,630,410
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR9, Class 2A,
4.39%^(A), 09/25/2033		$ 556,937		479,804
Series 2005-AR13, Class A1A1,
1-Month LIBOR + 0.29%, 1.24%^(A), 10/25/2045		1,608,550		1,459,696
Series 2006-AR10, Class 1A1,
3.73%^(A), 09/25/2036		508,217		429,379
Series 2006-AR7, Class 2A,
12-MTA + 0.98%, 2.95%^(A), 07/25/2046		112,539		91,494
Series 2007-HY1, Class 1A1,
3.48%^(A), 02/25/2037		269,710		213,428
Series 2007-HY4, Class 2A2,
3.41%^(A), 04/25/2037		2,168,605		1,737,843

Total Mortgage-Backed Securities (Cost $198,376,840)				186,929,397


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.3%
California - 0.2%
Metropolitan Water District of Southern California, Revenue Bonds,
Series A,
6.95%, 07/01/2040		3,000,000		3,037,350


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
Illinois - 0.1%
State of Illinois, General Obligation Unlimited,
6.63%, 02/01/2035		$ 2,000,000		$ 2,152,760

Kentucky - 0.0%^(C)
Kentucky State Property & Building Commission, Revenue Bonds,
Series C,
4.40%, 11/01/2020		600,000		610,500

Total Municipal Government Obligations (Cost $6,072,453)				5,800,610


U.S. GOVERNMENT AGENCY OBLIGATIONS - 55.8%
Federal Home Loan Mortgage Corp.
3.50%, 03/01/2048 - 08/01/2049		3,036,793		3,235,966
12-Month LIBOR + 1.35%, 3.75%^(A), 09/01/2035		31,911		31,765
4.00%, 12/01/2047 - 01/01/2049		12,771,151		13,629,746
12-Month LIBOR + 1.87%, 4.17%^(A), 09/01/2035		164,651		166,340
1-Year CMT + 2.22%, 4.65%^(A), 08/01/2023		6,214		6,291
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Interest Only STRIPS
1.24%^(A), 08/25/2022		16,705,779		410,309
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.35%, 1.05%^(A), 12/15/2029		14,625		14,525
1-Month LIBOR + 0.40%, 1.10%^(A), 06/15/2041		4,381,815		4,342,378
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
12-MTA + 1.20%, 3.17%^(A), 10/25/2044		553,918		544,964
12-MTA + 1.40%, 3.37%^(A), 07/25/2044		268,763		282,105
6.50%, 07/25/2043		41,384		51,009
Federal National Mortgage Association
3.00%, 08/01/2049		3,135,539		3,297,855
3.00%, TBA^(K)		25,220,000		26,369,677
12-MTA + 1.20%, 3.25%^(A), 06/01/2043		62,653		61,519
6-Month LIBOR + 1.38%, 3.26%^(A), 08/01/2035		209,695		212,599
6-Month LIBOR + 1.61%, 3.48%^(A), 08/01/2036		45,611		45,981
12-Month LIBOR + 1.36%, 3.48%^(A), 12/01/2034		4,082		4,072
3.50%, 04/01/2045 - 05/01/2049		7,059,499		7,530,942
6-Month LIBOR + 1.75%, 3.75%^(A), 05/01/2035		50,085		50,609
4.00%, 12/01/2040 - 03/01/2049		54,508,420		58,131,395
1-Year CMT + 1.81%, 4.07%^(A), 08/01/2035		7,172		7,248
1-Year CMT + 2.04%, 4.12%^(A), 09/01/2035		262,344		267,198
1-Year CMT + 2.18%, 4.18%^(A), 10/01/2035		3,398		3,434
1-Year CMT + 2.22%, 4.31%^(A), 01/01/2028		12,708		12,833
1-Year CMT + 2.24%, 4.46%^(A), 01/01/2036		2,310,141		2,331,023
4.50%, 07/01/2041 - 12/01/2047		9,915,926		10,726,958


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
1-Year CMT + 2.16%, 4.53%^(A), 07/01/2032		$ 3,036		$ 3,054
5.00%, 12/01/2022 - 06/01/2037		153,555		164,857
5.50%, 01/01/2025 - 09/01/2027		64,992		69,002
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.45%, 2.11%^(A), 09/25/2046		2,884,729		2,900,477
Government National Mortgage Association
1-Month LIBOR + 0.37%, 2.03%^(A), 06/20/2061 - 10/20/2066		513,395		512,361
1-Month LIBOR + 0.58%, 2.24%^(A), 06/20/2065		4,420,571		4,335,509
1-Month LIBOR + 0.60%, 2.26%^(A), 04/20/2065 - 10/20/2065		38,198,347		37,551,992
1-Month LIBOR + 0.62%, 2.28%^(A), 09/20/2065		5,357,503		5,265,387
1-Month LIBOR + 0.68%, 2.34%^(A), 03/20/2062		9,631		9,591
1-Month LIBOR + 0.70%, 2.36%^(A), 10/20/2065		174,214		173,758
1-Month LIBOR + 0.75%, 2.41%^(A), 08/20/2067		3,264,543		3,235,250
1-Month LIBOR + 0.77%, 2.43%^(A), 10/20/2066		7,076,516		6,989,649
1-Month LIBOR + 0.78%, 2.44%^(A), 09/20/2066		9,868,995		9,757,054
1-Month LIBOR + 0.80%, 2.46%^(A), 06/20/2066		5,394,200		5,334,425
1-Month LIBOR + 0.95%, 2.61%^(A), 12/20/2066		2,637,667		2,624,617
12-Month LIBOR + 0.80%, 2.92%^(A), 09/20/2067		4,729,900		4,734,338
3.00%, TBA^(K)		14,000,000		14,789,687
3.50%, TBA^(K)		11,000,000		11,593,905
4.00%, 10/20/2044 - 04/20/2048		12,630,054		13,604,697
4.00%, TBA^(K)		313,700,000		333,483,685
4.50%, 06/20/2048		4,244,917		4,542,727
4.50%, TBA^(K)		72,100,000		76,518,297
5.00%, 08/20/2048 - 04/20/2049		11,670,096		12,524,070
5.00%, TBA^(K)		14,175,000		15,078,656
Uniform Mortgage-Backed Security
2.50%, TBA^(K)		101,300,000		104,716,820
3.00%, TBA^(K)		229,680,000		240,655,828
3.50%, TBA^(K)		179,720,000		189,863,516
4.00%, TBA ^(K)		8,300,000		8,851,261
5.00%, TBA^(K)		11,000,000		11,560,313

Total U.S. Government Agency Obligations (Cost $1,233,296,265)				1,253,213,524


U.S. GOVERNMENT OBLIGATIONS - 37.2%
U.S. Treasury - 29.1%
U.S. Treasury Bond
2.00%, 02/15/2050^{(J) (L)}		21,400,000		24,791,398
2.75%, 08/15/2042 - 11/15/2042^(L)		27,300,000		35,290,476
2.88%, 05/15/2043^(L)		13,800,000		18,213,305
2.88%, 08/15/2045^{(J) (L)}		18,900,000		25,324,524
3.00%, 11/15/2044^{(J) (L)}		33,600,000		45,552,938
3.00%, 05/15/2045^(L)		21,700,000		29,559,469
3.13%, 02/15/2043 - 08/15/2044^(L)		54,400,000		75,037,290
3.38%, 05/15/2044^(L)		42,300,000		60,508,828
3.63%, 08/15/2043 - 02/15/2044^(L)		31,800,000		47,029,578
3.75%, 11/15/2043^(L)		12,400,000		18,667,812
4.25%, 05/15/2039^(L)		2,000,000		3,110,781
4.38%, 11/15/2039 - 05/15/2040		1,800,000		2,857,585
4.50%, 08/15/2039^{(J) (L)}		3,100,000		4,968,113
4.63%, 02/15/2040		1,100,000		1,798,930


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Note
1.75%, 09/30/2022^{(M) (N) (O)}		$ 5,600,000		$ 5,808,469
1.75%, 06/30/2024^{(J) (L)}		19,600,000		20,756,094
1.88%, 07/31/2022 - 08/31/2022^{(L) (M) (N) (O)}		48,800,000		50,681,500
2.00%, 10/31/2022^(M)		200,000		208,938
2.13%, 09/30/2024^{(L) (M)}		65,900,000		71,084,477
2.25%, 10/31/2024^{(L) (M) (N)}		14,500,000		15,737,031
2.25%, 08/15/2027 ^(L) (M)		62,700,000		70,348,910
2.63%, 02/15/2029^(L)		22,800,000		26,649,281

				653,985,727

U.S. Treasury Inflation-Protected Securities - 8.1%
U.S. Treasury Inflation-Indexed Bond
0.75%, 02/15/2042		13,926,544		15,596,777
0.75%, 02/15/2045^(L)		1,204,907		1,377,563
0.88%, 01/15/2029 - 02/15/2047^(L)		27,253,094		30,761,293
1.00%, 02/15/2048^(L)		5,543,345		6,823,893
1.00%, 02/15/2049^{(J) (L)}		1,537,575		1,910,269
1.38%, 02/15/2044^(L)		3,320,250		4,255,828
U.S. Treasury Inflation-Indexed Note
0.13%, 04/15/2022^{(L) (N) (O)}		30,017,561		29,605,561
0.38%, 01/15/2027^(L)		8,115,356		8,304,338
0.63%, 01/15/2026 ^(L)		12,483,825		12,894,271
0.75%, 07/15/2028 ^(L)		65,251,330		69,778,773

				181,308,566

Total U.S. Government Obligations (Cost $735,368,070)				835,294,293


	Shares		Value
OTHER INVESTMENT COMPANY - 1.0%
Securities Lending Collateral - 1.0%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(P)		23,214,484		23,214,484

Total Other Investment Company (Cost $23,214,484)				23,214,484


	Principal			Value
REPURCHASE AGREEMENT - 2.7%
RBC Capital Markets LLC, 0.01%^(P), dated 03/31/2020, to be repurchased at $60,500,017 on 04/01/2020. Collateralized by U.S. Government Obligations, 1.63% - 3.63%, due 05/15/2026 - 08/15/2043, and with a total value of $63,570,765.		$ 60,500,000			$ 60,500,000

Total Repurchase Agreement (Cost $60,500,000)					60,500,000

Total Investments Excluding Options Purchased (Cost $3,702,045,646)					3,763,106,862
Total Options Purchased - 0.0%^(C) (Cost $22,024)					385,835

Total Investments Before Securities Sold Short (Cost $3,702,067,670)					3,763,492,697


TBA SHORT COMMITMENTS - (5.5)%
U.S. GOVERNMENT AGENCY OBLIGATION - (5.5)%
Government National Mortgage Association
3.50%, TBA,^(K)		(11,000,000	)		(11,593,905	)
Uniform Mortgage-Backed Security
2.50%, TBA^(K)		(8,800,000	)		(9,116,250	)
3.00%, TBA^(K)		(5,900,000	)		(6,185,090	)
3.50%, TBA^(K)		(73,100,000	)		(77,166,361	)
4.00%, TBA ^(K)		(8,300,000	)		(8,851,260	)
4.50%, TBA^(K)		(9,900,000	)		(10,646,754	)

Total U.S. Government Agency Obligations (Proceeds $(122,919,559))					(123,559,620	)

Total TBA Short Commitments (Proceeds $(122,919,559))					(123,559,620	)

Net Other Assets (Liabilities), Net of Securities Sold Short - (62.2)%					(1,395,207,772	)

Net Assets - 100.0%					$ 2,244,725,305


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS - (21.8)% ^(Q)
Bank of Montreal, 1.73%^(P), dated 02/14/2020, to be repurchased at $(56,497,433) on 04/14/2020. Collateralized by U.S. Government Obligations, 0.17% - 3.75%, due 07/31/2020 - 05/15/2048, and with a total value of $(56,338,680).		$ (56,335,000	)		$ (56,462,239	)
Bank of Nova Scotia, 1.69%^(P), dated 01/15/2020, to be repurchased at $(17,350,767) on 04/09/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 02/15/2044, and with a total value of $(15,696,695).		(17,281,000	)		(17,344,157	)
Bank of Nova Scotia, 1.69%^(P), dated 01/14/2020, to be repurchased at $(17,354,012) on 04/13/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 02/15/2044, and with a total value of $(15,891,044).		(17,281,000	)		(17,344,277	)
Bank of Nova Scotia, 1.69%^(P), dated 01/16/2020, to be repurchased at $(14,758,855) on 04/13/2020. Collateralized by a U.S. Government Obligation, 0.75% - 3.63%, due 07/15/2028 - 02/15/2044, and with a total value of $(13,443,245).		(14,698,125	)		(14,751,842	)
Bank of Nova Scotia, 1.69%^(P), dated 01/15/2020, to be repurchased at $(24,841,357) on 04/13/2020. Collateralized by a U.S. Government Obligation, 0.75% - 3.63%, due 07/15/2028 - 05/15/2045, and with a total value of $(26,970,939).		(24,738,000	)		(24,828,410	)
Bank of Nova Scotia, 1.69%^(P), dated 01/13/2020, to be repurchased at $(39,963,170) on 04/13/2020. Collateralized by a U.S. Government Obligation, 0.75% - 4.63%, due 07/31/2022 - 11/15/2044, and with a total value of $(41,763,476).		(39,793,176	)		(39,938,608	)
Bank of Nova Scotia, 1.70%^(P), dated 01/23/2020, to be repurchased at $(6,650,456) on 04/23/2020. Collateralized by U.S. Government Obligations, 0.75% - 3.63%, due 07/15/2028 - 08/15/2044, and with a total value of $(7,014,057).		(6,622,000	)		(6,643,576	)
BofA Securities, Inc., 1.70%^(P), dated 01/10/2020, to be repurchased at $(3,738,948) on 04/09/2020. Collateralized by U.S. Government Obligations, 2.63% - 4.25%, due 02/15/2029 - 11/15/2045, and with a total value of $(3,670,633).		(3,723,125	)		(3,737,542	)


	Face Value			Value Including Accrued Interest
REVERSE REPURCHASE AGREEMENTS (continued) ^(Q)
BofA Securities, Inc., 1.73%^(P), dated 02/25/2020, to be repurchased at $(11,890,451) on 04/07/2020. Collateralized by U.S. Government Obligations, 2.63% - 4.25%, due 02/15/2029 - 11/15/2045, and with a total value of $(11,326,525).		$ (11,866,500	)		$ (11,887,029	)
BofA Securities, Inc., 1.73%^(P), dated 02/21/2020, to be repurchased at $(36,265,312) on 04/20/2020. Collateralized by U.S. Government Obligations, 2.75% - 4.25%, due 11/15/2040 - 11/15/2045, and with a total value of $(36,529,650).		(36,162,780	)		(36,232,293	)
Royal Bank of Canada, 0.94%^(P), dated 03/11/2020, to be repurchased at $(260,100,187) on 04/09/2020. Collateralized by U.S. Government Obligations, 2.13% - 3.63%, due 09/30/2024 - 08/15/2045, and with a total value of $(257,289,720).		(259,903,382	)		(260,045,896	)

Total Reverse Repurchase Agreements		$ (488,404,088	)		$ (489,215,869	)

Credit Default Swap Agreements on Corporate and Sovereign Issues – Sell Protection ^(R)


	Principal		Value
ASSET-BACKED SECURITY - 0.2%
STORE Master Funding I-VII
Series 2018-1A, Class A1,
3.96%, 10/20/2048^(A)		$ 388,292		$ 386,120

Total Asset-Backed Security (Cost $388,191)				386,120


CORPORATE DEBT SECURITIES - 19.6%
Aerospace & Defense - 0.2%
L3 Harris Technologies, Inc.
2.90%, 12/15/2029		263,000		245,451

Banks - 10.5%
BAC Capital Trust XIV
3-Month LIBOR + 0.40%, 4.00%^(B), 04/15/2020 ^(C)		779,000		632,937
Bank of America Corp.
CPI-YoY + 1.10%, 3.39%^(B), 11/19/2024, MTN		5,000,000		4,825,000
4.18%, 11/25/2027, MTN		626,000		647,073
Fixed until 04/24/2037, 4.24%^(B), 04/24/2038		891,000		1,024,639
Barclays Bank PLC
CPI-YoY + 1.00%, 3.29%^(B), 05/22/2023, MTN		2,600,000		2,457,000
BBVA Bancomer SA
Fixed until 01/17/2028, 5.13%^(B), 01/18/2033 ^(A)		334,000		276,552
Citigroup, Inc.
1.38*CPI-YoY, 3.43%^(B), 03/27/2025, MTN		1,000,000		932,200
4.65%, 07/23/2048		865,000		1,039,856
Corestates Capital II
3-Month LIBOR + 0.65%, 2.48%^(B), 01/15/2027 ^(A)		244,000		204,960
Credit Agricole SA
Fixed until 01/10/2028, 4.00%^(B), 01/10/2033 ^(A)		751,000		755,984
Danske Bank A/S
Fixed until 12/20/2024, 3.24%^(B), 12/20/2025 ^(A)		200,000		185,879
Royal Bank of Scotland Group PLC
Fixed until 03/08/2022, 2.00%^(B), 03/08/2023, MTN^(D)		EUR 400,000		434,344
Fixed until 11/01/2024, 3.75%^(B), 11/01/2029		$ 499,000		461,441
Fixed until 06/25/2023, 4.52%^(B), 06/25/2024^(E)		630,000		634,373
Fixed until 08/15/2021^(C), 8.63%^(B)		234,000		228,150
Truist Bank
2.25%, 03/11/2030		364,000		332,825
UniCredit SpA
Fixed until 06/19/2027, 5.86%^(B), 06/19/2032^{(A) (E)}		241,000		218,005


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
UniCredit SpA (continued)
Fixed until 04/02/2029, 7.30%^(B), 04/02/2034^(A)		$ 211,000		$ 200,230
Zions Bancorp NA
3.25%, 10/29/2029		762,000		645,760

				16,137,208

Biotechnology - 0.1%
AbbVie, Inc.
4.05%, 11/21/2039^(A)		114,000		117,261

Building Products - 0.5%
Masco Corp.
3.50%, 11/15/2027		827,000		764,272

Capital Markets - 0.4%
Goldman Sachs Group, Inc.
Fixed until 11/10/2022^(C), 5.00%^(B) (E)		759,000		646,099

Chemicals - 0.5%
Dow Chemical Co.
4.80%, 05/15/2049		447,000		461,469
Huntsman International LLC
4.50%, 05/01/2029		370,000		315,438

				776,907

Consumer Finance - 0.1%
Navient Corp.
CPI-YoY + 2.15%, 4.44%^(B), 12/15/2020, MTN		189,000		187,819

Electric Utilities - 0.2%
FirstEnergy Corp.
3.90%, 07/15/2027		268,000		272,242

Food Products - 0.5%
General Mills, Inc.
2.88%, 04/15/2030		140,000		139,720
Smithfield Foods, Inc.
5.20%, 04/01/2029^(A)		670,000		673,821

				813,541

Health Care Providers & Services - 0.4%
CVS Health Corp.
4.78%, 03/25/2038		510,000		563,928

Insurance - 0.4%
Hartford Financial Services Group, Inc.
3-Month LIBOR + 2.13%, 3.82%^(B), 02/12/2067 ^(A)		1,051,000		679,482

Machinery - 0.1%
CNH Industrial NV
3.85%, 11/15/2027, MTN^(E)		197,000		189,707

Metals & Mining - 1.8%
Glencore Funding LLC
4.00%, 04/16/2025^(A)		348,000		337,202
Newcrest Finance Pty, Ltd.
4.20%, 10/01/2022^(A)		790,000		829,477
5.75%, 11/15/2041^(A)		515,000		638,096
Newmont Corp.
2.25%, 10/01/2030		608,000		564,927


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Metals & Mining (continued)
Steel Dynamics, Inc.
3.45%, 04/15/2030		$ 189,000		$ 171,037
Teck Resources, Ltd.
6.13%, 10/01/2035		229,000		210,259

				2,750,998

Multi-Utilities - 0.1%
WEC Energy Group, Inc.
3-Month LIBOR + 2.11%, 3.80%^(B), 05/15/2067		242,000		194,514

Oil, Gas & Consumable Fuels - 2.7%
Apache Corp.
4.25%, 01/15/2030^(E)		810,000		419,501
BP Capital Markets America, Inc.
3.00%, 02/24/2050^(E)		743,000		690,185
Cenovus Energy, Inc.
4.25%, 04/15/2027		474,000		232,112
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/2029^(A)		130,000		97,116
Enable Midstream Partners, LP
4.95%, 05/15/2028		260,000		156,774
Enbridge, Inc.
Fixed until 07/15/2027, 5.50%^(B), 07/15/2077		874,000		629,280
Energy Transfer Operating, LP
5.80%, 06/15/2038		318,000		275,646
Fixed until 02/15/2023^(C), 6.25%^(B)		755,000		377,500
EnLink Midstream LLC
5.38%, 06/01/2029		126,000		65,520
EnLink Midstream Partners, LP
4.85%, 07/15/2026		406,000		199,630
Fixed until 12/15/2022^(C), 6.00%^(B)		142,000		25,560
Enterprise Products Operating LLC
Fixed until 08/16/2027, 5.25%^(B), 08/16/2077		278,000		190,430
MPLX, LP
4.25%, 12/01/2027^(A)		380,000		306,944
Fixed until 02/15/2023^(C), 6.88%^(B)		381,000		232,410
Noble Energy, Inc.
3.85%, 01/15/2028		130,000		91,953
Petroleos Mexicanos
7.69%, 01/23/2050^(A)		215,000		148,350

				4,138,911

Transportation Infrastructure - 1.1%
Heathrow Funding, Ltd.
1.37%, 03/28/2032^(D)		GBP 606,795		889,441
Penske Truck Leasing Co., LP / PTL Finance Corp.
3.35%, 11/01/2029^(A)		$ 730,000		729,292

				1,618,733

Total Corporate Debt Securities (Cost $33,591,431)				30,097,073


FOREIGN GOVERNMENT OBLIGATIONS - 20.0%
Australia - 3.3%
Australia Government Bond
0.75%, 11/21/2027^(D)		AUD 7,500,000		5,062,073

Canada - 3.3%
Canada Government Real Return Bond
4.25%, 12/01/2021		CAD 6,750,691		5,051,146


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
France - 1.5%
France Government Bond OAT
2.10%, 07/25/2023^(D)		EUR 1,941,281		$ 2,317,134

Japan - 2.1%
Japan Government CPI Linked Bond
0.10%, 03/10/2028 - 03/10/2029		JPY 353,591,000		3,289,326

Mexico - 1.1%
Mexico Udibonos
Series S,
2.50%, 12/10/2020		MXN 18,262,679		759,138
4.50%, 12/04/2025		20,720,667		908,966

				1,668,104

New Zealand - 3.2%
New Zealand Government Inflation-Linked Bond
2.00%, 09/20/2025^(D)		NZD 6,750,000		4,874,393

Spain - 4.0%
Spain Government Inflation-Linked Bond
0.30%, 11/30/2021		EUR 3,117,270		3,458,251
1.00%, 11/30/2030^(D)		2,286,086		2,764,227

				6,222,478

United Kingdom - 1.5%
U.K. Gilt Inflation-Linked
0.13%, 03/22/2044^(D)		GBP 1,108,992		2,271,242

Total Foreign Government Obligations (Cost $33,250,307)				30,755,896


MORTGAGE-BACKED SECURITIES - 1.4%
BANK
Series 2019-BN19, Class A3,
3.18%, 08/15/2061		$ 1,000,000		1,055,928
Benchmark Mortgage Trust
Series 2018-B1, Class A2,
3.57%, 01/15/2051		230,000		237,555
Jackson Park Trust
Series 2019-LIC, Class A,
2.77%, 10/14/2039^(A)		800,000		784,100

Total Mortgage-Backed Securities (Cost $2,064,442)				2,077,583


U.S. GOVERNMENT OBLIGATIONS - 54.5%
U.S. Treasury Inflation-Protected Securities - 54.5%
U.S. Treasury Inflation-Indexed Bond
0.13%, 01/15/2030^(E)		4,711,985		4,851,466
0.25%, 07/15/2029		3,025,170		3,140,995
0.63%, 02/15/2043		2,804,775		3,079,160
0.75%, 02/15/2042 - 02/15/2045		5,627,811		6,390,239
1.00%, 02/15/2046		2,666,417		3,240,465
1.38%, 02/15/2044		2,600,863		3,333,732
2.00%, 01/15/2026		2,599,180		2,891,138
2.38%, 01/15/2025 - 01/15/2027		7,270,145		8,196,443
2.50%, 01/15/2029		600,695		736,522
3.63%, 04/15/2028		956,862		1,230,913
U.S. Treasury Inflation-Indexed Note
0.13%, 04/15/2022 - 07/15/2024		18,012,847		17,866,636
0.25%, 01/15/2025		1,415,726		1,428,437
0.38%, 07/15/2025 - 01/15/2027		8,045,582		8,218,483
0.50%, 01/15/2028		5,458,554		5,684,950
0.63%, 01/15/2024 - 01/15/2026		7,350,151		7,555,188
0.75%, 07/15/2028		5,446,174		5,824,055

Total U.S. Government Obligations (Cost $79,136,447)				83,668,822


	Shares		Value
PREFERRED STOCKS - 0.3%
Banks - 0.3%
Banco Santander SA,
Series 6, 3-Month LIBOR + 0.52%, 4.00%^(B) (E)		3,500		$ 73,255
US Bancorp,
Series A, 3-Month LIBOR + 1.02%, 3.50%^(B) (F)		500		367,000

Total Preferred Stocks (Cost $500,925)				440,255


	Principal		Value
SHORT-TERM INVESTMENT COMPANY - 2.5%
Money Market Fund - 2.5%
State Street Institutional U.S. Government Money Market Fund, 0.32%^(G)		$ 3,803,199		3,803,199

Total Short-Term Investment Company (Cost $3,803,199)				3,803,199


	Shares		Value
EXCHANGE-TRADED FUNDS - 87.9%
International Equity Funds - 5.7%
iShares Edge MSCI Min Vol EAFE ETF ^(A)		34,320		$ 2,129,556
Vanguard FTSE All-World ex-US ETF		306,217		12,561,021
Vanguard Total International Stock ETF ^(A)		98,969		4,152,739

				18,843,316

International Fixed Income Fund - 6.2%
Vanguard Total International Bond ETF ^(A)		361,439		20,334,558

U.S. Equity Funds - 15.6%
iShares Core S&P 500 ETF		45,794		11,833,169
iShares Edge MSCI Min Vol USA ETF ^(A)		35,684		1,927,293
iShares Russell 1000 ETF ^(A)		237,113		33,558,603
Vanguard Small-Cap Growth ETF ^(A)		13,726		2,063,018
Vanguard Small-Cap Value ETF ^(A)		21,785		1,934,508

				51,316,591

U.S. Fixed Income Funds - 60.4%
iShares Core U.S. Aggregate Bond ETF		417,085		48,119,097
iShares TIPS Bond ETF ^(A)		57,782		6,813,653
SPDR Bloomberg Barclays Convertible Securities ETF ^(A)		192,013		9,189,742
Vanguard Total Bond Market ETF		1,572,853		134,243,004

				198,365,496

Total Exchange-Traded Funds (Cost $300,556,121)				288,859,961


	Shares		Value
OTHER INVESTMENT COMPANY - 6.6%
Securities Lending Collateral - 6.6%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		21,848,693		$ 21,848,693

Total Other Investment Company (Cost $21,848,693)				21,848,693


	Principal		Value
REPURCHASE AGREEMENT - 12.2%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $40,154,549 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.00%, due 02/15/2022, and with a value of $40,960,989.		$ 40,154,549		40,154,549

Total Repurchase Agreement (Cost $40,154,549)				40,154,549

Total Investments (Cost $362,559,363)				350,863,203
Net Other Assets (Liabilities) - (6.7)%				(22,147,189	)

Net Assets - 100.0%				$ 328,716,014


	Shares		Value
EXCHANGE-TRADED FUNDS - 63.6%
International Equity Funds - 9.5%
iShares Edge MSCI Min Vol EAFE ETF ^(A)		36,112		$ 2,240,750
Vanguard FTSE All-World ex-US ETF		787,399		32,299,107
Vanguard Total International Stock ETF ^(A)		273,574		11,479,165

				46,019,022

International Fixed Income Fund - 4.2%
Vanguard Total International Bond ETF		355,637		20,008,138

U.S. Equity Funds - 23.2%
iShares Core S&P 500 ETF		77,364		19,990,857
iShares Edge MSCI Min Vol USA ETF ^(A)		39,873		2,153,541
iShares Russell 1000 ETF ^(A)		567,694		80,345,732
Vanguard Small-Cap Growth ETF ^(A)		47,600		7,154,280
Vanguard Small-Cap Value ETF ^(A)		25,904		2,300,275

				111,944,685

U.S. Fixed Income Funds - 26.7%
iShares Core U.S. Aggregate Bond ETF		219,208		25,290,027
iShares TIPS Bond ETF ^(A)		42,688		5,033,769
SPDR Bloomberg Barclays Convertible Securities ETF ^(A)		197,793		9,466,373
Vanguard Total Bond Market ETF		1,044,078		89,112,057

				128,902,226

Total Exchange-Traded Funds (Cost $354,798,338)				306,874,071


	Shares		Value
OTHER INVESTMENT COMPANY - 4.3%
Securities Lending Collateral - 4.3%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		20,881,352		$ 20,881,352

Total Other Investment Company (Cost $20,881,352)				20,881,352


	Principal		Value
REPURCHASE AGREEMENT - 36.5%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $176,494,268 on 04/01/2020. Collateralized by U.S. Government Obligations, 1.13% - 2.00%, due 02/15/2022 - 02/28/2022, and with a total value of $180,026,920.		$ 176,494,268		176,494,268

Total Repurchase Agreement (Cost $176,494,268)				176,494,268

Total Investments (Cost $552,173,958)				504,249,691
Net Other Assets (Liabilities) - (4.4)%				(21,347,538	)

Net Assets - 100.0%				$ 482,902,153


	Shares		Value
EXCHANGE-TRADED FUNDS - 77.3%
International Equity Funds - 8.4%
iShares Edge MSCI Min Vol EAFE ETF		106,581		$ 6,613,351
Vanguard FTSE All-World ex-US ETF		1,830,499		75,087,069
Vanguard Total International Stock ETF ^(A)		485,336		20,364,699

				102,065,119

International Fixed Income Fund - 5.9%
Vanguard Total International Bond ETF ^(A)		1,286,649		72,386,873

U.S. Equity Funds - 19.0%
iShares Core S&P 500 ETF		152,264		39,345,018
iShares Edge MSCI Min Vol USA ETF		117,803		6,362,540
iShares Russell 1000 ETF		1,168,163		165,330,109
Vanguard Small-Cap Growth ETF ^(A)		93,224		14,011,567
Vanguard Small-Cap Value ETF ^(A)		74,519		6,617,287

				231,666,521

U.S. Fixed Income Funds - 44.0%
iShares Core U.S. Aggregate Bond ETF		864,258		99,709,445
iShares TIPS Bond ETF ^(A)		213,840		25,216,013
SPDR Bloomberg Barclays Convertible Securities ETF		724,882		34,692,853
Vanguard Total Bond Market ETF		4,413,010		376,650,403

				536,268,714

Total Exchange-Traded Funds (Cost $1,030,918,734)				942,387,227


	Shares		Value
OTHER INVESTMENT COMPANY - 2.2%
Securities Lending Collateral - 2.2%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		27,159,369		$ 27,159,369

Total Other Investment Company (Cost $27,159,369)				27,159,369


	Principal		Value
REPURCHASE AGREEMENT - 22.8%
Fixed Income Clearing Corp., 0.00%^(B), dated 03/31/2020, to be repurchased at $277,485,668 on 04/01/2020. Collateralized by U.S. Government Obligations, 1.13% - 2.38%, due 02/28/2022 - 03/15/2022, and with a total value of $283,038,311.		$ 277,485,668		277,485,668

Total Repurchase Agreement (Cost $277,485,668)				277,485,668

Total Investments (Cost $1,335,563,771)				1,247,032,264
Net Other Assets (Liabilities) - (2.3)%				(28,302,488	)

Net Assets - 100.0%				$ 1,218,729,776


	Shares		Value
COMMON STOCKS - 94.4%
Aerospace & Defense - 1.3%
Aerojet Rocketdyne Holdings, Inc. ^(A)		33,500		$ 1,401,305
Cubic Corp.		26,150		1,080,256
Curtiss-Wright Corp.		11,500		1,062,715
Elbit Systems, Ltd.		10,300		1,315,207

				4,859,483

Airlines - 0.6%
Alaska Air Group, Inc.		35,200		1,002,144
Delta Air Lines, Inc.		37,200		1,061,316

				2,063,460

Auto Components - 0.7%
Dana, Inc.		63,100		492,811
Gentex Corp.		23,000		509,680
Stoneridge, Inc. ^(A)		33,900		567,825
Visteon Corp. ^{(A) (B)}		21,650		1,038,767

				2,609,083

Banks - 5.9%
Atlantic Union Bankshares Corp.		35,850		785,115
Bank of Princeton		26,500		616,125
Berkshire Hills Bancorp, Inc.		66,562		989,111
Carolina Financial Corp.		4,400		113,828
CIT Group, Inc.		130,576		2,253,742
Dime Community Bancshares, Inc.		69,500		952,845
Evans Bancorp, Inc.		5,750		139,782
First Citizens BancShares, Inc., Class A		9,357		3,114,665
First Community Bankshares, Inc.		50,054		1,166,258
Hanmi Financial Corp.		47,000		509,950
Hope Bancorp, Inc.		69,072		567,772
Lakeland Bancorp, Inc.		137,000		1,480,970
People’s United Financial, Inc.		84,400		932,620
Sandy Spring Bancorp, Inc.		71,000		1,607,440
Signature Bank		18,000		1,447,020
Sterling Bancorp		76,000		794,200
Umpqua Holdings Corp.		104,000		1,133,600
United Community Banks, Inc.		62,500		1,144,375
Washington Trust Bancorp, Inc.		16,003		585,070
Webster Financial Corp.		13,500		309,150
Western Alliance Bancorp		24,500		749,945

				21,393,583

Beverages - 1.2%
Molson Coors Beverage Co., Class B		109,800		4,283,298

Biotechnology - 2.0%
Alexion Pharmaceuticals, Inc. ^(A)		44,100		3,959,739
United Therapeutics Corp. ^(A)		36,800		3,489,560

				7,449,299

Building Products - 1.1%
American Woodmark Corp. ^(A)		15,350		699,500
Gibraltar Industries, Inc. ^(A)		11,500		493,580
Insteel Industries, Inc.		4,700		62,275
Masonite International Corp. ^(A)		13,500		640,575
Owens Corning		18,050		700,520
PGT Innovations, Inc. ^(A)		88,500		742,515
Quanex Building Products Corp.		66,000		665,280

				4,004,245


	Shares		Value
COMMON STOCKS (continued)
Capital Markets - 1.3%
Franklin Resources, Inc.		55,200		$ 921,288
Legg Mason, Inc.		28,650		1,399,553
Piper Sandler Cos.		22,800		1,152,996
Stifel Financial Corp.		27,800		1,147,584

				4,621,421

Chemicals - 2.2%
Chase Corp.		4,600		378,534
Corteva, Inc.		134,300		3,156,050
Huntsman Corp.		39,500		569,985
Mosaic Co.		320,267		3,465,289
Trinseo SA		34,250		620,267

				8,190,125

Commercial Services & Supplies - 0.6%
HNI Corp.		11,300		284,647
Knoll, Inc.		66,500		686,280
Tetra Tech, Inc.		16,000		1,129,920

				2,100,847

Communications Equipment - 1.3%
Arista Networks, Inc. ^(A)		8,800		1,782,440
Harmonic, Inc. ^(A)		91,100		524,736
KVH Industries, Inc. ^(A)		168,982		1,593,500
NETGEAR, Inc. ^(A)		8,700		198,708
Silicom, Ltd. ^(A)		24,350		657,450

				4,756,834

Construction & Engineering - 1.1%
Comfort Systems USA, Inc.		46,250		1,690,438
EMCOR Group, Inc.		29,850		1,830,402
Granite Construction, Inc. ^(B)		33,600		510,048

				4,030,888

Construction Materials - 0.1%
US Concrete, Inc. ^(A)		29,850		541,479

Consumer Finance - 0.6%
Ally Financial, Inc.		143,500		2,070,705

Distributors - 0.9%
LKQ Corp. ^(A)		169,000		3,466,190

Diversified Consumer Services - 0.8%
American Public Education, Inc. ^(A)		60,800		1,454,944
K12, Inc. ^(A)		75,700		1,427,702

				2,882,646

Diversified Financial Services - 0.6%
Jefferies Financial Group, Inc.		170,298		2,327,974

Diversified Telecommunication Services - 1.1%
GCI Liberty, Inc., Class A ^(A)		68,400		3,896,748

Electric Utilities - 2.2%
FirstEnergy Corp.		108,800		4,359,616
PPL Corp.		147,500		3,640,300

				7,999,916

Electrical Equipment - 0.8%
Acuity Brands, Inc.		11,750		1,006,505
LSI Industries, Inc.		74,500		281,610
Regal Beloit Corp.		24,000		1,510,800

				2,798,915


	Shares		Value
COMMON STOCKS (continued)
Electronic Equipment, Instruments & Components - 1.2%
Coherent, Inc. ^(A)		4,000		$ 425,640
Daktronics, Inc.		9,400		46,342
Methode Electronics, Inc.		56,000		1,480,080
OSI Systems, Inc. ^(A)		15,150		1,044,138
Vishay Intertechnology, Inc.		84,000		1,210,440

				4,206,640

Energy Equipment & Services - 0.9%
Baker Hughes Co.		278,600		2,925,300
Helmerich & Payne, Inc.		26,700		417,855

				3,343,155

Equity Real Estate Investment Trusts - 5.5%
Apple Hospitality, Inc.		125,200		1,148,084
Brandywine Realty Trust		126,350		1,329,202
Colony Capital, Inc.		471,800		825,650
Community Healthcare Trust, Inc.		40,600		1,554,168
DiamondRock Hospitality Co.		178,000		904,240
Gaming and Leisure Properties, Inc.		104,000		2,881,840
JBG SMITH Properties		136,800		4,354,344
Lexington Realty Trust		164,900		1,637,457
Outfront Media, Inc.		33,050		445,514
Physicians Realty Trust		109,000		1,519,460
Piedmont Office Realty Trust, Inc., Class A		35,000		618,100
Sabra Health Care, Inc.		76,400		834,288
Summit Hotel Properties, Inc.		138,700		585,314
VEREIT, Inc.		308,500		1,508,565

				20,146,226

Food & Staples Retailing - 1.2%
US Foods Holding Corp. ^(A)		198,600		3,517,206
Village Super Market, Inc., Class A		31,500		774,270

				4,291,476

Food Products - 2.6%
Kraft Heinz Co.		108,300		2,679,342
Nomad Foods, Ltd. ^(A)		7,600		141,056
Post Holdings, Inc. ^(A)		70,968		5,888,215
Sanderson Farms, Inc.		5,400		665,928

				9,374,541

Gas Utilities - 1.7%
UGI Corp.		233,200		6,219, 444

Health Care Equipment & Supplies - 2.3%
AngioDynamics, Inc. ^(A)		59,000		615,370
Meridian Bioscience, Inc. ^(A)		108,500		911,400
OraSure Technologies, Inc. ^(A)		137,300		1,477,348
Zimmer Biomet Holdings, Inc.		51,700		5,225,836

				8,229,954

Health Care Providers & Services - 5.2%
AmerisourceBergen Corp.		59,900		5,301,150
AMN Healthcare Services, Inc. ^(A)		30,900		1,786,329
BioTelemetry, Inc. ^(A)		9,400		361,994
Centene Corp. ^(A)		58,000		3,445,780
Cross Country Healthcare, Inc. ^(A)		190,000		1,280,600
Encompass Health Corp.		26,000		1,664,780
Laboratory Corp. of America Holdings ^(A)		38,700		4,891,293

				18,731,926

Health Care Technology - 0.2%
Omnicell, Inc. ^(A)		9,500		623,010


	Shares		Value
COMMON STOCKS (continued)
Hotels, Restaurants & Leisure - 1.0%
Aramark		112,600		$ 2,248,622
Churchill Downs, Inc.		13,800		1,420,710

				3,669,332

Household Durables - 1.2%
Ethan Allen Interiors, Inc.		9,150		93,513
Helen of Troy, Ltd. ^(A)		10,750		1,548,323
KB Home		7,900		142,990
La-Z-Boy, Inc.		47,000		965,850
NVR, Inc. ^(A)		375		963,416
Turtle Beach Corp. ^{(A) (B)}		67,050		418,392
ZAGG, Inc. ^{(A) (B)}		36,400		113,204

				4,245,688

Household Products - 0.2%
Spectrum Brands Holdings, Inc.		24,500		891,065

Insurance - 8.6%
Alleghany Corp.		8,500		4,694,975
Allstate Corp.		52,300		4,797,479
Arch Capital Group, Ltd. ^(A)		168,800		4,804,048
Fidelity National Financial, Inc.		213,327		5,307,576
Loews Corp.		120,423		4,194,333
Markel Corp. ^(A)		4,500		4,175,505
Selective Insurance Group, Inc.		43,133		2,143,710
United Fire Group, Inc.		31,539		1,028,487

				31,146,113

Internet & Catalog Retail - 1.0%
Expedia Group, Inc.		38,464		2,164,369
Qurate Retail, Inc., Series A ^(A)		263,500		1,608,668

				3,773,037

Internet & Direct Marketing Retail - 0.9%
eBay, Inc.		109,900		3,303,594

IT Services - 1.4%
Alliance Data Systems Corp.		47,800		1,608,470
KBR, Inc.		81,500		1,685,420
Leidos Holdings, Inc.		18,000		1,649,700
Perficient, Inc. ^(A)		8,965		242,862

				5,186,452

Leisure Products - 0.2%
MasterCraft Boat Holdings, Inc. ^(A)		98,500		719,050

Machinery - 2.4%
Altra Industrial Motion Corp.		41,050		717,964
Columbus McKinnon Corp.		43,613		1,090,325
Douglas Dynamics, Inc.		25,600		909,056
Gencor Industries, Inc. ^(A)		78,500		824,250
Miller Industries, Inc.		15,000		424,200
Mueller Industries, Inc.		55,000		1,316,700
Oshkosh Corp.		9,150		588,620
Trinity Industries, Inc. ^(B)		143,300		2,302,831
Watts Water Technologies, Inc., Class A		5,800		490,970

				8,664,916

Media - 5.5%
Discovery, Inc., Class C ^(A)		118,944		2,086,278
DISH Network Corp., Class A ^(A)		160,200		3,202,398
Fox Corp., Class A		109,500		2,587,485
Liberty Media Corp. - Liberty SiriusXM, Class C ^(A)		111,744		3,533,345
MSG Networks, Inc., Class A ^(A) (B)		129,400		1,319,880


	Shares		Value
COMMON STOCKS (continued)
Media (continued)
News Corp., Class A		346,500		$ 3,109,838
ViacomCBS, Inc., Class B		290,902		4,075,537

				19,914,761

Metals & Mining - 0.8%
Commercial Metals Co.		91,000		1,436,890
Kaiser Aluminum Corp.		14,750		1,021,880
Schnitzer Steel Industries, Inc., Class A		37,500		489,000

				2,947,770

Mortgage Real Estate Investment Trusts - 1.2%
Annaly Capital Management, Inc.		859,589		4,358,116

Multi-Utilities - 2.5%
CenterPoint Energy, Inc.		382,700		5,912,715
NorthWestern Corp.		50,850		3,042,355

				8,955,070

Multiline Retail - 1.3%
Dollar Tree, Inc. ^(A)		65,100		4,782,897

Oil, Gas & Consumable Fuels - 2.8%
Antero Resources Corp. ^{(A) (B)}		702,100		500,527
Delek US Holdings, Inc.		40,094		631,881
EQT Corp. ^(B)		216,800		1,532,776
HollyFrontier Corp.		73,200		1,794,132
Magnolia Oil & Gas Corp., Class A ^(A) (B)		156,000		624,000
REX American Resources Corp. ^(A)		19,350		899,969
Williams Cos., Inc.		307,300		4,348,295

				10,331,580

Paper & Forest Products - 0.4%
Domtar Corp.		33,850		732,514
P.H. Glatfelter Co.		49,500		604,890

				1,337,404

Pharmaceuticals - 0.6%
BioDelivery Sciences International, Inc. ^(A)		211,000		799,690
Jazz Pharmaceuticals PLC ^(A)		14,550		1,451,217

				2,250,907

Professional Services - 1.4%
ASGN, Inc. ^(A)		31,150		1,100,218
FTI Consulting, Inc. ^(A)		8,850		1,059,964
Heidrick & Struggles International, Inc.		41,250		928,125
ICF International, Inc.		29,850		2,050,695

				5,139,002

Real Estate Management & Development - 0.2%
Newmark Group, Inc., Class A		141,900		603,075

Road & Rail - 0.3%
AMERCO		4,100		1,191,255

Semiconductors & Semiconductor Equipment - 4.6%
Applied Materials, Inc.		24,500		1,122,590
AXT, Inc. ^(A)		109,900		352,779
Brooks Automation, Inc.		26,150		797,575
Cohu, Inc.		110,076		1,362,741
Entegris, Inc.		37,650		1,685,590
MagnaChip Semiconductor Corp. ^(A)		127,500		1,408,875
MaxLinear, Inc. ^(A)		18,000		210,060
MKS Instruments, Inc.		22,350		1,820,407
Onto Innovation, Inc. ^(A)		28,750		853,013
Qorvo, Inc. ^(A)		41,900		3,378,397
Silicon Motion Technology Corp., ADR		51,250		1,878,825
Tower Semiconductor, Ltd. ^(A)		65,900		1,049,128
Universal Display Corp.		7,100		935,638

				16,855,618


	Shares		Value
COMMON STOCKS (continued)
Software - 2.0%
CDK Global, Inc.		86,100		$ 2,828,385
LogMeIn, Inc.		15,050		1,253,364
Progress Software Corp.		24,650		788,800
SS&C Technologies Holdings, Inc.		55,900		2,449,538

				7,320,087

Specialty Retail - 2.3%
Abercrombie & Fitch Co., Class A ^(B)		58,000		527,220
American Eagle Outfitters, Inc.		125,000		993,750
Foot Locker, Inc.		131,100		2,890,755
Ross Stores, Inc.		21,800		1,895,946
Urban Outfitters, Inc. ^(A)		65,000		925,600
Williams-Sonoma, Inc. ^(B)		23,000		977,960

				8,211,231

Technology Hardware, Storage & Peripherals - 1.0%
Dell Technologies, Inc., Class C ^(A)		27,200		1,075,760
NCR Corp. ^(A)		135,300		2,394,810

				3,470,570

Textiles, Apparel & Luxury Goods - 0.7%
Capri Holdings, Ltd. ^(A)		21,200		228,748
Deckers Outdoor Corp. ^(A)		8,650		1,159,100
Steven Madden, Ltd.		43,200		1,003,536

				2,391,384

Thrifts & Mortgage Finance - 1.1%
OceanFirst Financial Corp.		32,500		517,075
Provident Financial Services, Inc.		52,500		675,150
TrustCo Bank Corp.		123,700		669,217
Washington Federal, Inc.		79,450		2,062,522

				3,923,964

Trading Companies & Distributors - 1.6%
AerCap Holdings NV ^(A)		92,200		2,101,238
HD Supply Holdings, Inc. ^(A)		137,300		3,903,439

				6,004,677

Total Common Stocks (Cost $429,908,045)				343,102,126


OTHER INVESTMENT COMPANY - 0.2%
Securities Lending Collateral - 0.2%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		625,132		625,132

Total Other Investment Company (Cost $625,132)				625,132


	Principal		Value
REPURCHASE AGREEMENT - 4.6%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $16,609,115 on 04/01/2020. Collateralized by U.S. Government Obligations, 2.38%, due 03/15/2022, and with a total value of $16,947,223.		$ 16,609,115		16,609,115

Total Repurchase Agreement (Cost $16,609,115)				16,609,115

Total Investments (Cost $447,142,292)				360,336,373
Net Other Assets (Liabilities) - 0.8%				3,042,009

Net Assets - 100.0%				$ 363,378,382


	Shares		Value
COMMON STOCKS - 98.8%
Aerospace & Defense - 3.3%
Aerojet Rocketdyne Holdings, Inc. ^(A)		150,247		$ 6,284,832
Curtiss-Wright Corp.		45,597		4,213,619
HEICO Corp., Class A		56,046		3,581,339
Hexcel Corp.		62,746		2,333,524
Moog, Inc., Class A		48,829		2,467,329
Teledyne Technologies, Inc. ^(A)		19,132		5,687,370

				24,568,013

Air Freight & Logistics - 0.3%
XPO Logistics, Inc. ^(A)		49,507		2,413,466

Auto Components - 0.3%
LCI Industries		32,424		2,166,896

Automobiles - 0.0% ^(B)
Thor Industries, Inc. ^(C)		6,170		260,251

Banks - 1.2%
Ameris Bancorp		68,950		1,638,252
Carolina Financial Corp.		17,074		441,705
CenterState Bank Corp.		106,544		1,835,753
First Bancorp		80,158		1,850,047
Signature Bank		15,216		1,223,214
Western Alliance Bancorp		72,679		2,224,704

				9,213,675

Beverages - 1.0%
Boston Beer Co., Inc., Class A ^(A) (C)		12,989		4,774,237
Coca-Cola Consolidated, Inc.		13,600		2,836,008

				7,610,245

Biotechnology - 7.8%
Acadia Pharmaceuticals, Inc. ^{(A) (C)}		109,689		4,634,360
Acceleron Pharma, Inc. ^(A)		37,161		3,339,659
Agios Pharmaceuticals, Inc. ^(A)		42,848		1,520,247
Aimmune Therapeutics, Inc. ^{(A) (C)}		41,886		603,996
Alkermes PLC ^(A)		63,013		908,647
Alnylam Pharmaceuticals, Inc. ^{(A) (C)}		6,000		653,100
Amicus Therapeutics, Inc. ^{(A) (C)}		71,095		656,918
Bluebird Bio, Inc. ^(A)		9,020		414,559
Blueprint Medicines Corp. ^(A)		40,503		2,368,615
CRISPR Therapeutics AG ^(A)		35,695		1,513,825
Deciphera Pharmaceuticals, Inc. ^(A)		19,738		812,613
Emergent BioSolutions, Inc. ^(A)		71,620		4,143,933
Enanta Pharmaceuticals, Inc. ^(A)		9,163		471,253
Exact Sciences Corp. ^{(A) (C)}		64,445		3,737,810
Exelixis, Inc. ^(A)		79,700		1,372,434
FibroGen, Inc. ^{(A) (C)}		41,544		1,443,654
Global Blood Therapeutics, Inc. ^(A) (C)		50,104		2,559,813
Immunomedics, Inc. ^{(A) (C)}		75,113		1,012,523
Insmed, Inc. ^{(A) (C)}		89,495		1,434,605
Ionis Pharmaceuticals, Inc. ^(A)		16,964		802,058
Iovance Biotherapeutics, Inc. ^(A)		45,100		1,350,069
Ironwood Pharmaceuticals, Inc. ^(A) (C)		79,491		802,064
Karyopharm Therapeutics, Inc. ^{(A) (C)}		16,411		315,255
Kodiak Sciences, Inc. ^{(A) (C)}		45,294		2,160,524
Ligand Pharmaceuticals, Inc. ^{(A) (C)}		26,159		1,902,283
Madrigal Pharmaceuticals, Inc. ^(A) (C)		4,085		272,715
Mirati Therapeutics, Inc. ^{(A) (C)}		24,233		1,862,791
Neurocrine Biosciences, Inc. ^(A)		22,027		1,906,437
Principia Biopharma, Inc. ^(A)		20,500		1,217,290


	Shares		Value
COMMON STOCKS (continued)
Biotechnology (continued)
PTC Therapeutics, Inc. ^(A)		47,829		$ 2,133,652
Sage Therapeutics, Inc. ^{(A) (C)}		24,330		698,758
Sarepta Therapeutics, Inc. ^{(A) (C)}		14,701		1,438,052
Seattle Genetics, Inc. ^(A)		20,775		2,397,020
Ultragenyx Pharmaceutical, Inc. ^(A)		48,563		2,157,654
uniQure NV ^{(A) (C)}		33,941		1,610,500
Xencor, Inc. ^(A)		49,297		1,472,994

				58,102,680

Building Products - 1.1%
AAON, Inc.		40,224		1,943,624
Lennox International, Inc.		22,057		4,009,742
Patrick Industries, Inc.		73,937		2,082,066

				8,035,432

Capital Markets - 1.6%
Cboe Global Markets, Inc.		35,015		3,125,089
E*TRADE Financial Corp.		18,448		633,135
FactSet Research Systems, Inc. ^(C)		7,743		2,018,445
MarketAxess Holdings, Inc.		17,696		5,885,159

				11,661,828

Chemicals - 2.8%
AdvanSix, Inc. ^(A)		38,908		371,182
Chase Corp.		29,791		2,451,501
HB Fuller Co.		37,193		1,038,800
Ingevity Corp. ^(A)		60,923		2,144,490
Innospec, Inc.		53,918		3,746,762
Minerals Technologies, Inc.		28,053		1,017,202
NewMarket Corp.		8,031		3,074,829
PolyOne Corp.		19,537		370,617
Quaker Chemical Corp. ^(C)		17,422		2,200,050
Scotts Miracle-Gro Co.		30,769		3,150,746
Stepan Co.		16,551		1,464,101

				21,030,280

Commercial Services & Supplies - 2.4%
Casella Waste Systems, Inc., Class A ^(A)		139,005		5,429,536
IAA, Inc. ^(A)		117,521		3,520,929
McGrath RentCorp		33,374		1,748,130
Rollins, Inc.		49,144		1,776,064
UniFirst Corp.		25,514		3,854,910
US Ecology, Inc.		40,400		1,228,160

				17,557,729

Communications Equipment - 0.5%
Ubiquiti, Inc. ^(C)		24,085		3,409,954

Construction & Engineering - 0.7%
Comfort Systems USA, Inc.		49,360		1,804,108
EMCOR Group, Inc.		58,800		3,605,616

				5,409,724

Construction Materials - 0.3%
Eagle Materials, Inc.		40,991		2,394,694

Consumer Finance - 0.3%
Green Dot Corp., Class A ^(A)		26,268		666,944
SLM Corp.		179,447		1,290,224

				1,957,168

Containers & Packaging - 0.5%
Berry Global Group, Inc. ^(A)		99,984		3,370,461


	Shares		Value
COMMON STOCKS (continued)
Distributors - 0.9%
Pool Corp.		32,576		$ 6,409,980

Diversified Consumer Services - 2.6%
Bright Horizons Family Solutions, Inc. ^(A)		29,367		2,995,434
frontdoor, Inc. ^(A)		71,755		2,495,639
Grand Canyon Education, Inc. ^(A)		41,844		3,192,069
Service Corp. International		115,935		4,534,218
ServiceMaster Global Holdings, Inc. ^(A)		108,722		2,935,494
Strategic Education, Inc.		20,604		2,879,615
WW International, Inc. ^(A)		30,404		514,132

				19,546,601

Diversified Telecommunication Services - 0.7%
GCI Liberty, Inc., Class A ^(A)		85,880		4,892,584

Electrical Equipment - 1.0%
Atkore International Group, Inc. ^(A)		108,870		2,293,891
Generac Holdings, Inc. ^(A)		54,304		5,059,504

				7,353,395

Electronic Equipment, Instruments & Components - 3.3%
Cognex Corp.		51,548		2,176,357
Coherent, Inc. ^(A)		26,374		2,806,457
ePlus, Inc. ^(A)		12,948		810,804
Littelfuse, Inc.		28,233		3,766,847
Novanta, Inc. ^(A)		61,687		4,927,558
OSI Systems, Inc. ^(A)		46,896		3,232,072
Tech Data Corp. ^(A)		13,105		1,714,789
Zebra Technologies Corp., Class A ^(A)		26,492		4,863,931

				24,298,815

Energy Equipment & Services - 0.2%
Apergy Corp. ^(A)		89,414		514,131
Computer Modelling Group, Ltd.		21,300		57,968
Dril-Quip, Inc. ^(A)		30,725		937,112

				1,509,211

Entertainment - 1.0%
Live Nation Entertainment, Inc. ^(A)		24,162		1,098,405
Take-Two Interactive Software, Inc. ^(A)		32,671		3,875,107
Zynga, Inc., Class A ^(A)		372,700		2,552,995

				7,526,507

Equity Real Estate Investment Trusts - 4.3%
Americold Realty Trust		163,335		5,559,923
CoreSite Realty Corp.		38,869		4,504,917
CubeSmart		135,655		3,634,197
CyrusOne, Inc.		63,410		3,915,568
Equity Lifestyle Properties, Inc.		50,533		2,904,637
First Industrial Realty Trust, Inc.		115,880		3,850,692
PS Business Parks, Inc.		16,657		2,257,357
Terreno Realty Corp.		100,534		5,202,635
Universal Health Realty Income Trust		3,100		312,511

				32,142,437

Food & Staples Retailing - 1.6%
Casey’s General Stores, Inc.		45,699		6,054,661
Performance Food Group Co. ^(A)		148,225		3,664,122
Sprouts Farmers Market, Inc. ^(A)		128,017		2,379,836

				12,098,619


	Shares		Value
COMMON STOCKS (continued)
Food Products - 1.4%
J&J Snack Foods Corp.		27,681		$ 3,349,401
John B Sanfilippo & Son, Inc.		23,246		2,078,193
Post Holdings, Inc. ^(A)		40,804		3,385,508
TreeHouse Foods, Inc. ^(A)		35,855		1,582,998

				10,396,100

Health Care Equipment & Supplies - 6.6%
Cantel Medical Corp. ^(C)		42,900		1,540,110
Cooper Cos., Inc.		6,615		1,823,557
Globus Medical, Inc., Class A ^(A)		69,678		2,963,405
Haemonetics Corp. ^(A)		49,433		4,926,493
ICU Medical, Inc. ^(A)		28,985		5,848,304
Inogen, Inc. ^(A)		10,490		541,913
Insulet Corp. ^(A)		17,000		2,816,560
Lantheus Holdings, Inc. ^(A)		121,990		1,556,592
LivaNova PLC ^(A)		30,736		1,390,804
Masimo Corp. ^(A)		46,491		8,234,486
Merit Medical Systems, Inc. ^(A)		57,000		1,781,250
Nevro Corp. ^(A)		17,800		1,779,644
NuVasive, Inc. ^(A)		53,065		2,688,273
Penumbra, Inc. ^{(A) (C)}		25,155		4,058,256
Tandem Diabetes Care, Inc. ^{(A) (C)}		20,500		1,319,175
West Pharmaceutical Services, Inc.		39,258		5,977,031

				49,245,853

Health Care Providers & Services - 5.4%
Addus HomeCare Corp. ^(A)		33,998		2,298,265
Amedisys, Inc. ^(A)		31,791		5,834,920
AMN Healthcare Services, Inc. ^(A)		64,643		3,737,012
BioTelemetry, Inc. ^(A)		47,352		1,823,525
Chemed Corp.		17,675		7,656,810
CorVel Corp. ^(A)		29,549		1,610,716
Encompass Health Corp.		49,262		3,154,246
Ensign Group, Inc.		101,469		3,816,249
Molina Healthcare, Inc. ^(A)		53,729		7,506,478
Pennant Group, Inc. ^(A)		70,948		1,004,624
US Physical Therapy, Inc.		29,535		2,037,915

				40,480,760

Health Care Technology - 0.7%
Omnicell, Inc. ^(A)		57,331		3,759,767
Tabula Rasa HealthCare, Inc. ^{(A) (C)}		21,581		1,128,470

				4,888,237

Hotels, Restaurants & Leisure - 4.6%
Boyd Gaming Corp.		142,750		2,058,455
Choice Hotels International, Inc. ^(C)		53,161		3,256,111
Churchill Downs, Inc.		53,105		5,467,160
Denny’s Corp. ^(A)		188,022		1,444,009
Domino’s Pizza, Inc.		10,532		3,413,105
Dunkin’ Brands Group, Inc.		22,400		1,189,440
Hilton Grand Vacations, Inc. ^(A)		102,970		1,623,837
Marriott Vacations Worldwide Corp.		3,408		189,417
Papa John’s International, Inc.		41,175		2,197,510
Penn National Gaming, Inc. ^(A)		153,066		1,936,285
Ruth’s Hospitality Group, Inc.		102,316		683,471
Texas Roadhouse, Inc.		77,547		3,202,691
Vail Resorts, Inc.		27,643		4,083,147
Wendy’s Co.		248,801		3,702,159

				34,446,797


	Shares		Value
COMMON STOCKS (continued)
Household Durables - 1.0%
Cavco Industries, Inc. ^(A)		11,327		$ 1,641,735
Helen of Troy, Ltd. ^(A)		41,854		6,028,232

				7,669,967

Independent Power & Renewable Electricity Producers - 0.5%
Ormat Technologies, Inc.		60,274		4,078,139

Insurance - 1.3%
First American Financial Corp.		12,700		538,607
Heritage Insurance Holdings, Inc.		8,657		92,716
Kemper Corp.		32,921		2,448,335
Primerica, Inc.		61,677		5,457,181
Universal Insurance Holdings, Inc.		61,951		1,110,162

				9,647,001

IT Services - 4.4%
Booz Allen Hamilton Holding Corp.		92,628		6,357,986
Broadridge Financial Solutions, Inc.		13,312		1,262,377
CACI International, Inc., Class A ^(A)		26,704		5,638,550
Cardtronics PLC, Class A ^(A)		67,751		1,417,351
Euronet Worldwide, Inc. ^(A)		66,183		5,673,207
Gartner, Inc. ^(A)		16,540		1,646,888
MAXIMUS, Inc.		86,061		5,008,750
Science Applications International Corp.		39,599		2,955,273
WEX, Inc. ^(A)		31,066		3,247,950

				33,208,332

Leisure Products - 0.2%
Brunswick Corp.		34,306		1,213,403

Life Sciences Tools & Services - 3.9%
Bio-Rad Laboratories, Inc., Class A ^(A)		12,108		4,244,580
Bruker Corp.		47,021		1,686,173
Charles River Laboratories International, Inc. ^(A)		47,942		6,050,760
Medpace Holdings, Inc. ^(A)		64,119		4,705,052
NeoGenomics, Inc. ^(A)		74,700		2,062,467
PRA Health Sciences, Inc. ^(A)		66,272		5,503,227
Repligen Corp. ^(A)		52,170		5,036,492

				29,288,751

Machinery - 4.4%
Albany International Corp., Class A		52,246		2,472,803
Douglas Dynamics, Inc.		69,691		2,474,727
EnPro Industries, Inc.		25,668		1,015,939
Graco, Inc.		84,435		4,114,518
IDEX Corp.		8,435		1,164,958
Ingersoll Rand, Inc. ^(A)		128,347		3,183,006
John Bean Technologies Corp.		41,950		3,115,627
Lincoln Electric Holdings, Inc.		22,333		1,540,977
Lydall, Inc. ^(A)		52,663		340,203
Nordson Corp.		23,310		3,148,482
RBC Bearings, Inc. ^(A)		4,200		473,718
SPX Corp. ^(A)		38,100		1,243,584
Standex International Corp.		7,955		389,954
Toro Co.		81,915		5,331,847
Woodward, Inc.		53,794		3,197,515

				33,207,858

Media - 2.0%
Cable One, Inc.		6,796		11,172,692
Gray Television, Inc. ^(A)		132,740		1,425,627
MSG Networks, Inc., Class A ^(A) (C)		39,395		401,829
Nexstar Media Group, Inc., Class A ^(C)		38,819		2,241,021

				15,241,169


	Shares		Value
COMMON STOCKS (continued)
Metals & Mining - 0.1%
Worthington Industries, Inc.		16,541		$ 434,201

Oil, Gas & Consumable Fuels - 0.3%
PBF Energy, Inc., Class A		48,675		344,619
Texas Pacific Land Trust ^(C)		3,400		1,292,034
WPX Energy, Inc. ^(A)		318,027		969,982

				2,606,635

Pharmaceuticals - 3.0%
Axsome Therapeutics, Inc. ^(A)		16,581		975,460
Catalent, Inc. ^(A)		115,359		5,992,900
Horizon Therapeutics PLC ^(A)		152,543		4,518,324
Innoviva, Inc. ^(A)		66,016		776,348
Jazz Pharmaceuticals PLC ^(A)		6,978		695,986
MyoKardia, Inc. ^{(A) (C)}		29,520		1,383,898
Nektar Therapeutics ^{(A) (C)}		31,679		565,470
Pacira BioSciences, Inc. ^(A)		26,806		898,805
Phibro Animal Health Corp., Class A		50,185		1,212,971
Prestige Consumer Healthcare, Inc. ^(A)		56,092		2,057,455
Reata Pharmaceuticals, Inc., Class A ^(A) (C)		10,330		1,491,032
Supernus Pharmaceuticals, Inc. ^(A)		55,138		991,933
Theravance Biopharma, Inc. ^{(A) (C)}		35,605		822,831

				22,383,413

Professional Services - 1.8%
ASGN, Inc. ^(A)		73,780		2,605,910
CoreLogic, Inc.		88,600		2,705,844
Exponent, Inc.		87,687		6,305,572
Insperity, Inc.		44,575		1,662,647

				13,279,973

Road & Rail - 1.0%
Landstar System, Inc.		40,409		3,873,607
Old Dominion Freight Line, Inc.		28,407		3,728,703

				7,602,310

Semiconductors & Semiconductor Equipment - 5.1%
Advanced Energy Industries, Inc. ^(A)		49,421		2,396,424
Cabot Microelectronics Corp.		31,100		3,549,754
Cirrus Logic, Inc. ^(A)		60,850		3,993,586
Entegris, Inc.		148,444		6,645,838
Ichor Holdings, Ltd. ^(A)		36,808		705,241
MaxLinear, Inc. ^(A)		151,110		1,763,454
Mellanox Technologies, Ltd. ^(A)		56,373		6,839,172
MKS Instruments, Inc.		58,716		4,782,418
Monolithic Power Systems, Inc.		37,411		6,264,846
Onto Innovation, Inc. ^(A)		30,067		892,088

				37,832,821

Software - 8.4%
ACI Worldwide, Inc. ^(A)		136,535		3,297,320
Aspen Technology, Inc. ^(A)		31,943		3,036,821
Blackbaud, Inc.		59,195		3,288,282
Ceridian HCM Holding, Inc. ^(A)		60,813		3,044,907
CommVault Systems, Inc. ^(A)		51,062		2,066,990
CyberArk Software, Ltd. ^(A)		17,940		1,534,946
Descartes Systems Group, Inc. ^(A)		47,864		1,646,043
Envestnet, Inc. ^(A)		74,746		4,019,840
Fair Isaac Corp. ^(A)		21,530		6,624,566


	Shares		Value
COMMON STOCKS (continued)
Software (continued)
Fortinet, Inc. ^(A)		19,914		$ 2,014,699
j2 Global, Inc. ^(C)		31,761		2,377,311
LogMeIn, Inc.		11,118		925,907
Manhattan Associates, Inc. ^(A)		51,414		2,561,446
Paylocity Holding Corp. ^(A)		9,000		794,880
Pegasystems, Inc.		65,635		4,675,181
Proofpoint, Inc. ^(A)		38,849		3,985,519
PTC, Inc. ^(A)		10,575		647,296
Qualys, Inc. ^(A)		46,833		4,074,003
RealPage, Inc. ^(A)		74,683		3,952,971
Sapiens International Corp. NV		48,319		919,027
SS&C Technologies Holdings, Inc.		65,877		2,886,730
Tyler Technologies, Inc. ^(A)		15,887		4,711,449

				63,086,134

Specialty Retail - 0.9%
Aaron’s, Inc.		37,589		856,278
Burlington Stores, Inc. ^(A)		24,733		3,919,191
Murphy USA, Inc. ^(A)		25,545		2,154,976

				6,930,445

Technology Hardware, Storage & Peripherals - 0.2%
NCR Corp. ^(A)		97,539		1,726,440

Textiles, Apparel & Luxury Goods - 0.7%
Carter’s, Inc.		43,710		2,873,058
Steven Madden, Ltd.		110,174		2,559,342

				5,432,400

Thrifts & Mortgage Finance - 0.2%
Radian Group, Inc.		87,558		1,133,876

Trading Companies & Distributors - 0.7%
Beacon Roofing Supply, Inc. ^(A)		33,258		550,087
Univar Solutions, Inc. ^(A)		65,488		702,032
Watsco, Inc.		25,611		4,047,306

				5,299,425


	Shares		Value
COMMON STOCKS (continued)
Water Utilities - 0.3%
Middlesex Water Co.		38,748		$ 2,329,530

Total Common Stocks (Cost $728,350,581)				738,030,615


OTHER INVESTMENT COMPANY - 0.6%
Securities Lending Collateral - 0.6%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(D)		4,259,371		4,259,371

Total Other Investment Company (Cost $4,259,371)				4,259,371


	Principal		Value
REPURCHASE AGREEMENT - 1.4%
Fixed Income Clearing Corp., 0.00%^(D), dated 03/31/2020, to be repurchased at $10,423,193 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $10,635,699.		$ 10,423,193		10,423,193

Total Repurchase Agreement (Cost $10,423,193)				10,423,193

Total Investments (Cost $743,033,145)				752,713,179
Net Other Assets (Liabilities) - (0.8)%				(6,180,495	)

Net Assets - 100.0%				$ 746,532,684


	Shares		Value
COMMON STOCKS - 96.2%
Australia - 3.0%
BHP Group PLC, ADR		17,200		$ 521,848
Challenger, Ltd.		162,077		395,893
LendLease Group		123,000		771,184
Macquarie Group, Ltd.		21,200		1,129,068
Qantas Airways, Ltd.		479,300		932,529
Santos, Ltd.		198,200		407,054

				4,157,576

Belgium - 1.8%
Groupe Bruxelles Lambert SA		17,600		1,384,786
KBC Group NV		26,000		1,179,754

				2,564,540

Brazil - 0.2%
Embraer SA, ADR ^(A)		44,300		327,820

China - 0.4%
Baidu, Inc., ADR ^(A)		5,800		584,582

Denmark - 1.0%
AP Moller - Maersk A/S, Class B		1,300		1,152,273
Drilling Co. of 1972 A/S ^(A)		9,400		179,084

				1,331,357

France - 7.8%
Airbus SE		4,200		270,824
Arkema SA		15,693		1,071,432
Dassault Aviation SA		500		410,594
Engie SA		176,500		1,807,438
Rexel SA		78,300		576,551
Sanofi		31,568		2,732,993
TOTAL SA ^(B)		36,100		1,360,204
Veolia Environnement SA		82,000		1,731,911
Vivendi SA		46,200		976,824

				10,938,771

Germany - 11.2%
Allianz SE		11,241		1,914,313
Bayer AG		24,626		1,411,031
Deutsche Boerse AG		9,800		1,346,362
Fresenius SE & Co. KGaA		57,900		2,155,771
HeidelbergCement AG		38,500		1,644,837
Infineon Technologies AG		105,600		1,524,415
SAP SE		25,700		2,869,351
Siemens AG		26,107		2,186,070
Talanx AG ^(A)		17,000		571,981
TUI AG		20,900		92,765

				15,716,896

Hong Kong - 3.4%
China Mobile, Ltd.		195,500		1,465,132
CK Asset Holdings, Ltd.		218,900		1,187,683
CK Hutchison Holdings, Ltd.		311,000		2,072,864

				4,725,679

Ireland - 3.2%
AIB Group PLC ^(A)		388,500		430,779
DCC PLC		26,800		1,673,690
Ryanair Holdings PLC, ADR ^(A)		7,585		402,688
Smurfit Kappa Group PLC ^(B)		70,121		1,986,403

				4,493,560


	Shares		Value
COMMON STOCKS (continued)
Isle of Man - 0.5%
GVC Holdings PLC		100,700		$ 697,522

Italy - 1.9%
Mediobanca Banca di Credito Finanziario SpA		101,118		551,415
Prysmian SpA		52,335		830,916
UniCredit SpA		168,400		1,302,840

				2,685,171

Japan - 29.0%
Astellas Pharma, Inc.		153,900		2,371,192
Daiwa Securities Group, Inc.		359,500		1,389,215
Denka Co., Ltd.		25,760		538,945
FANUC Corp.		11,000		1,469,884
Fujitsu, Ltd.		13,410		1,207,821
Hitachi, Ltd.		76,440		2,195,845
Japan Airlines Co., Ltd. ^(B)		62,300		1,144,915
JXTG Holdings, Inc.		569,200		1,939,484
Kirin Holdings Co., Ltd.		61,300		1,210,690
Kuraray Co., Ltd.		69,000		694,238
Kyocera Corp.		24,400		1,439,862
Matsumotokiyoshi Holdings Co., Ltd.		18,900		688,969
MS&AD Insurance Group Holdings, Inc.		10,500		292,962
Nintendo Co., Ltd.		5,400		2,098,729
Olympus Corp.		139,900		2,016,699
ORIX Corp.		193,400		2,307,390
Rakuten, Inc.		229,700		1,731,720
Sega Sammy Holdings, Inc.		117,100		1,420,689
Seven & i Holdings Co., Ltd.		85,600		2,826,930
Sony Corp.		70,500		4,175,964
Square Enix Holdings Co., Ltd.		33,800		1,510,037
Sumitomo Mitsui Financial Group, Inc. ^(B)		90,200		2,191,263
Toshiba Corp.		76,850		1,684,424
Toyota Industries Corp.		46,800		2,231,412

				40,779,279

Luxembourg - 0.6%
ArcelorMittal SA		96,200		908,170

Netherlands - 5.5%
ASML Holding NV		5,800		1,528,964
EXOR NV		8,600		443,237
Heineken Holding NV		25,643		1,998,319
Koninklijke Philips NV		60,665		2,490,745
NXP Semiconductors NV		14,800		1,227,364

				7,688,629

Norway - 0.8%
Mowi ASA		70,900		1,071,968

Republic of Korea - 0.8%
Samsung Electronics Co., Ltd.		30,000		1,166,445

Singapore - 1.2%
DBS Group Holdings, Ltd.		124,000		1,617,971

Spain - 1.0%
Siemens Gamesa Renewable Energy SA		99,200		1,463,809

Sweden - 0.8%
Investor AB, B Shares		23,678		1,068,201


	Shares		Value
COMMON STOCKS (continued)
Switzerland - 8.5%
ABB, Ltd.		112,300		$ 1,951,890
Alcon, Inc. ^(A)		7,000		358,615
Glencore PLC ^(A)		206,300		312,245
Nestle SA		34,176		3,498,521
Novartis AG		28,180		2,324,816
Roche Holding AG		4,600		1,480,013
UBS Group AG ^(A)		220,900		2,024,794

				11,950,894

United Kingdom - 13.6%
Ashtead Group PLC		50,100		1,082,859
Aviva PLC		543,660		1,787,419
Barratt Developments PLC		57,300		309,724
British Land Co. PLC, REIT		275,900		1,150,554
IG Group Holdings PLC		65,600		562,874
Imperial Brands PLC		80,499		1,485,637
Inchcape PLC		184,987		987,246
Informa PLC		104,904		571,382
Linde PLC		4,000		692,000
Persimmon PLC		44,100		1,042,464
Savills PLC		28,800		293,279
Smith & Nephew PLC		63,800		1,123,934
Tesco PLC		887,200		2,505,476
Unilever PLC		68,993		3,479,330
Vodafone Group PLC		1,461,244		2,021,549

				19,095,727

Total Common Stocks (Cost $170,545,444)				135,034,567


OTHER INVESTMENT COMPANY - 2.6%
Securities Lending Collateral - 2.6%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(C)		3,718,030		3,718,030

Total Other Investment Company (Cost $3,718,030)				3,718,030


	Principal		Value
REPURCHASE AGREEMENT - 3.1%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $4,413,988 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $4,506,741.		$ 4,413,988		4,413,988

Total Repurchase Agreement (Cost $4,413,988)				4,413,988

Total Investments (Cost $178,677,462)				143,166,585
Net Other Assets (Liabilities) - (1.9)%				(2,704,488	)

Net Assets - 100.0%				$ 140,462,097


	Shares		Value
COMMON STOCKS - 98.7%
Aerospace & Defense - 2.0%
Boeing Co.		5,044		$ 752,262
General Dynamics Corp.		2,188		289,494
Howmet Aerospace, Inc.		3,526		56,628
Huntington Ingalls Industries, Inc.		373		67,964
L3 Harris Technologies, Inc.		2,061		371,227
Lockheed Martin Corp.		2,342		793,821
Northrop Grumman Corp.		1,481		448,077
Raytheon Co.		2,596		340,466
Textron, Inc.		2,017		53,793
TransDigm Group, Inc.		474		151,770
United Technologies Corp.		7,654		722,002

				4,047,504

Air Freight & Logistics - 0.5%
CH Robinson Worldwide, Inc.		1,237		81,889
Expeditors International of Washington, Inc.		1,632		108,887
FedEx Corp.		2,241		271,744
United Parcel Service, Inc., Class B		6,612		617,693

				1,080,213

Airlines - 0.2%
Alaska Air Group, Inc.		1,145		32,598
American Airlines Group, Inc.		3,443		41,970
Delta Air Lines, Inc.		5,485		156,487
Southwest Airlines Co.		4,447		158,358
United Airlines Holdings, Inc. ^(A)		2,030		64,047

				453,460

Auto Components - 0.1%
Aptiv PLC		2,440		120,146
BorgWarner, Inc.		1,928		46,985

				167,131

Automobiles - 0.2%
Ford Motor Co.		37,015		178,783
General Motors Co.		11,755		244,269
Harley-Davidson, Inc.		1,283		24,287

				447,339

Banks - 4.1%
Bank of America Corp.		76,242		1,618,618
Citigroup, Inc.		20,583		866,956
Citizens Financial Group, Inc.		4,058		76,331
Comerica, Inc.		1,321		38,758
Fifth Third Bancorp		6,459		95,916
First Republic Bank		1,608		132,306
Huntington Bancshares, Inc.		9,972		81,870
JPMorgan Chase & Co.		29,525		2,658,136
KeyCorp		8,974		93,060
M&T Bank Corp.		1,261		130,425
People’s United Financial, Inc.		4,144		45,791
PNC Financial Services Group, Inc.		4,082		390,729
Regions Financial Corp.		9,012		80,838
SVB Financial Group ^(A)		497		75,087
Truist Financial Corp.		12,493		385,284
US Bancorp		13,431		462,698
Wells Fargo & Co.		36,269		1,040,920
Zions Bancorp NA		1,647		44,074

				8,317,797


	Shares		Value
COMMON STOCKS (continued)
Beverages - 1.8%
Brown-Forman Corp., Class B		1,753		$ 97,309
Coca-Cola Co.		36,320		1,607,160
Constellation Brands, Inc., Class A		1,591		228,086
Molson Coors Beverage Co., Class B		1,675		65,342
Monster Beverage Corp. ^(A)		3,573		201,017
PepsiCo, Inc.		13,134		1,577,393

				3,776,307

Biotechnology - 2.4%
AbbVie, Inc.		13,939		1,062,012
Alexion Pharmaceuticals, Inc. ^(A)		2,074		186,224
Amgen, Inc.		5,599		1,135,085
Biogen, Inc. ^(A)		1,704		539,112
Gilead Sciences, Inc.		11,926		891,588
Incyte Corp. ^(A)		1,710		125,223
Regeneron Pharmaceuticals, Inc. ^(A)		745		363,776
Vertex Pharmaceuticals, Inc. ^(A)		2,427		577,505

				4,880,525

Building Products - 0.3%
A.O. Smith Corp.		1,342		50,741
Allegion PLC		845		77,757
Fortune Brands Home & Security, Inc.		1,272		55,014
Johnson Controls International PLC		7,332		197,671
Masco Corp.		2,604		90,020
Trane Technologies PLC		2,279		188,223

				659,426

Capital Markets - 2.6%
Ameriprise Financial, Inc.		1,211		124,103
Bank of New York Mellon Corp.		7,842		264,119
BlackRock, Inc.		1,114		490,127
Cboe Global Markets, Inc.		1,067		95,230
Charles Schwab Corp.		10,657		358,288
CME Group, Inc.		3,383		584,955
E*TRADE Financial Corp.		2,066		70,905
Franklin Resources, Inc.		2,660		44,395
Goldman Sachs Group, Inc.		3,010		465,316
Intercontinental Exchange, Inc.		5,187		418,850
Invesco, Ltd.		3,623		32,897
MarketAxess Holdings, Inc.		363		120,723
Moody’s Corp.		1,515		320,423
Morgan Stanley		11,465		389,810
MSCI, Inc.		804		232,324
Nasdaq, Inc.		1,102		104,635
Northern Trust Corp.		2,020		152,429
Raymond James Financial, Inc.		1,124		71,037
S&P Global, Inc.		2,308		565,575
State Street Corp.		3,409		181,597
T. Rowe Price Group, Inc.		2,219		216,685

				5,304,423

Chemicals - 1.7%
Air Products & Chemicals, Inc.		2,083		415,788
Albemarle Corp.		970		54,679
Celanese Corp.		1,166		85,573
CF Industries Holdings, Inc.		1,994		54,237
Corteva, Inc.		7,125		167,438
Dow, Inc.		6,939		202,896
DuPont de Nemours, Inc.		6,925		236,142
Eastman Chemical Co.		1,283		59,762
Ecolab, Inc.		2,338		364,331
FMC Corp.		1,247		101,867
International Flavors & Fragrances, Inc.		967		98,711


	Shares		Value
COMMON STOCKS (continued)
Chemicals (continued)
Linde PLC		5,065		$ 876,245
LyondellBasell Industries NV, Class A		2,336		115,936
Mosaic Co.		3,390		36,680
PPG Industries, Inc.		2,248		187,933
Sherwin-Williams Co.		766		351,992

				3,410,210

Commercial Services & Supplies - 0.4%
Cintas Corp.		800		138,576
Copart, Inc. ^(A)		1,952		133,751
Republic Services, Inc.		2,008		150,721
Rollins, Inc.		1,381		49,909
Waste Management, Inc.		3,637		336,641

				809,598

Communications Equipment - 1.0%
Arista Networks, Inc. ^(A)		520		105,326
Cisco Systems, Inc.		39,955		1,570,631
F5 Networks, Inc. ^(A)		566		60,353
Juniper Networks, Inc.		3,082		58,989
Motorola Solutions, Inc.		1,626		216,128

				2,011,427

Construction & Engineering - 0.1%
Jacobs Engineering Group, Inc.		1,302		103,210
Quanta Services, Inc.		1,222		38,774

				141,984

Construction Materials - 0.1%
Martin Marietta Materials, Inc.		583		110,321
Vulcan Materials Co.		1,206		130,333

				240,654

Consumer Finance - 0.5%
American Express Co.		6,334		542,254
Capital One Financial Corp.		4,357		219,680
Discover Financial Services		3,005		107,188
Synchrony Financial		5,158		82,992

				952,114

Containers & Packaging - 0.3%
Amcor PLC		15,111		122,701
Avery Dennison Corp.		761		77,523
Ball Corp.		3,110		201,093
International Paper Co.		3,658		113,873
Packaging Corp. of America		867		75,282
Sealed Air Corp.		1,325		32,741
WestRock Co.		2,356		66,580

				689,793

Distributors - 0.1%
Genuine Parts Co.		1,398		94,127
LKQ Corp. ^(A)		2,800		57,428

				151,555

Diversified Consumer Services - 0.0% ^(B)
H&R Block, Inc.		1,702		23,964

Diversified Financial Services - 1.6%
Berkshire Hathaway, Inc., Class B ^(A)		18,410		3,365,900

Diversified Telecommunication Services - 2.0%
AT&T, Inc.		68,783		2,005,024
CenturyLink, Inc.		9,422		89,132
Verizon Communications, Inc.		38,942		2,092,354

				4,186,510


	Shares		Value
COMMON STOCKS (continued)
Electric Utilities - 2.2%
Alliant Energy Corp.		2,304		$ 111,260
American Electric Power Co., Inc.		4,604		368,228
Duke Energy Corp.		6,884		556,778
Edison International		3,322		182,012
Entergy Corp.		1,868		175,536
Evergy, Inc.		2,125		116,981
Eversource Energy		3,028		236,820
Exelon Corp.		9,070		333,867
FirstEnergy Corp.		5,061		202,794
NextEra Energy, Inc.		4,607		1,108,536
NRG Energy, Inc.		2,227		60,708
Pinnacle West Capital Corp.		1,025		77,685
PPL Corp.		7,312		180,460
Southern Co.		9,904		536,203
Xcel Energy, Inc.		4,897		295,289

				4,543,157

Electrical Equipment - 0.4%
AMETEK, Inc.		2,178		156,860
Eaton Corp. PLC		3,860		299,883
Emerson Electric Co.		5,688		271,033
Rockwell Automation, Inc.		1,100		166,001

				893,777

Electronic Equipment, Instruments & Components - 0.5%
Amphenol Corp., Class A		2,815		205,157
CDW Corp.		1,372		127,966
Corning, Inc.		7,330		150,558
FLIR Systems, Inc.		1,275		40,660
IPG Photonics Corp. ^(A)		350		38,598
Keysight Technologies, Inc. ^(A)		1,787		149,536
TE Connectivity, Ltd.		3,178		200,151
Zebra Technologies Corp., Class A ^(A)		490		89,964

				1,002,590

Energy Equipment & Services - 0.2%
Baker Hughes Co.		6,178		64,869
Halliburton Co.		7,999		54,793
Helmerich & Payne, Inc.		906		14,179
National Oilwell Varco, Inc.		3,573		35,123
Schlumberger, Ltd.		12,783		172,443
TechnipFMC PLC		3,918		26,407

				367,814

Entertainment - 2.0%
Activision Blizzard, Inc.		7,157		425,698
Electronic Arts, Inc. ^(A)		2,767		277,170
Live Nation Entertainment, Inc. ^(A)		1,300		59,098
Netflix, Inc. ^(A)		4,128		1,550,064
Take-Two Interactive Software, Inc. ^(A)		1,082		128,336
Walt Disney Co.		16,974		1,639,689

				4,080,055

Equity Real Estate Investment Trusts - 2.9%
Alexandria Real Estate Equities, Inc.		1,168		160,086
American Tower Corp.		4,177		909,542
Apartment Investment & Management Co., Class A		1,383		48,612
AvalonBay Communities, Inc.		1,329		195,589
Boston Properties, Inc.		1,309		120,729


	Shares		Value
COMMON STOCKS (continued)
Equity Real Estate Investment Trusts (continued)
Crown Castle International Corp.		3,926		$ 566,914
Digital Realty Trust, Inc.		2,452		340,607
Duke Realty Corp.		3,523		114,075
Equinix, Inc.		806		503,403
Equity Residential		3,320		204,877
Essex Property Trust, Inc.		601		132,364
Extra Space Storage, Inc.		1,174		112,422
Federal Realty Investment Trust		644		48,049
Healthpeak Properties, Inc.		4,608		109,901
Host Hotels & Resorts, Inc.		6,918		76,375
Iron Mountain, Inc.		2,630		62,594
Kimco Realty Corp.		3,923		37,935
Mid-America Apartment Communities, Inc.		1,063		109,521
Prologis, Inc.		6,971		560,259
Public Storage		1,424		282,821
Realty Income Corp.		3,103		154,716
Regency Centers Corp.		1,530		58,798
SBA Communications Corp.		1,052		284,008
Simon Property Group, Inc.		2,921		160,246
SL Green Realty Corp.		776		33,446
UDR, Inc.		2,737		100,010
Ventas, Inc.		3,391		90,879
Vornado Realty Trust		1,446		52,360
Welltower, Inc.		3,804		174,147
Weyerhaeuser Co.		7,122		120,718

				5,926,003

Food & Staples Retailing - 1.7%
Costco Wholesale Corp.		4,162		1,186,711
Kroger Co.		7,491		225,629
Sysco Corp.		4,781		218,157
Walgreens Boots Alliance, Inc.		6,989		319,747
Walmart, Inc.		13,361		1,518,077

				3,468,321

Food Products - 1.2%
Archer-Daniels-Midland Co.		5,296		186,313
Campbell Soup Co.		1,553		71,686
Conagra Brands, Inc.		4,549		133,468
General Mills, Inc.		5,637		297,464
Hershey Co.		1,411		186,958
Hormel Foods Corp.		2,617		122,057
J.M. Smucker Co.		1,091		121,101
Kellogg Co.		2,340		140,377
Kraft Heinz Co.		5,941		146,980
Lamb Weston Holdings, Inc.		1,409		80,454
McCormick & Co., Inc.		1,178		166,345
Mondelez International, Inc., Class A		13,585		680,337
Tyson Foods, Inc., Class A		2,808		162,499

				2,496,039

Gas Utilities - 0.1%
Atmos Energy Corp.		1,144		113,519

Health Care Equipment & Supplies - 3.7%
Abbott Laboratories		16,653		1,314,088
ABIOMED, Inc. ^(A)		420		60,967
Align Technology, Inc. ^(A)		654		113,763
Baxter International, Inc.		4,757		386,221
Becton Dickinson and Co.		2,554		586,833
Boston Scientific Corp. ^(A)		12,988		423,798
Cooper Cos., Inc.		462		127,360


	Shares		Value
COMMON STOCKS (continued)
Health Care Equipment & Supplies (continued)
Danaher Corp.		6,028		$ 834,336
DENTSPLY SIRONA, Inc.		2,149		83,446
Edwards Lifesciences Corp. ^(A)		1,944		366,677
Hologic, Inc. ^(A)		2,583		90,663
IDEXX Laboratories, Inc. ^(A)		816		197,668
Intuitive Surgical, Inc. ^(A)		1,092		540,769
Medtronic PLC		12,632		1,139,154
ResMed, Inc.		1,367		201,345
STERIS PLC		770		107,777
Stryker Corp.		3,042		506,463
Teleflex, Inc.		443		129,737
Varian Medical Systems, Inc. ^(A)		874		89,725
Zimmer Biomet Holdings, Inc.		1,955		197,611

				7,498,401

Health Care Providers & Services - 2.9%
AmerisourceBergen Corp.		1,438		127,263
Anthem, Inc.		2,395		543,761
Cardinal Health, Inc.		2,727		130,732
Centene Corp. ^(A)		5,449		323,725
Cigna Corp.		3,526		624,737
CVS Health Corp.		12,273		728,157
DaVita, Inc. ^(A)		834		63,434
HCA Healthcare, Inc.		2,475		222,379
Henry Schein, Inc. ^(A)		1,340		67,697
Humana, Inc.		1,235		387,815
Laboratory Corp. of America Holdings ^(A)		904		114,256
McKesson Corp.		1,685		227,913
Quest Diagnostics, Inc.		1,257		100,937
UnitedHealth Group, Inc.		8,921		2,224,719
Universal Health Services, Inc., Class B		732		72,527

				5,960,052

Health Care Technology - 0.1%
Cerner Corp.		2,987		188,151

Hotels, Restaurants & Leisure - 1.5%
Carnival Corp.		3,656		48,149
Chipotle Mexican Grill, Inc. ^(A)		243		159,019
Darden Restaurants, Inc.		1,165		63,446
Hilton Worldwide Holdings, Inc.		2,682		183,020
Las Vegas Sands Corp.		3,221		136,796
Marriott International, Inc., Class A		2,540		190,017
McDonald’s Corp.		7,096		1,173,324
MGM Resorts International		4,810		56,758
Norwegian Cruise Line Holdings, Ltd. ^(A)		1,937		21,229
Royal Caribbean Cruises, Ltd.		1,566		50,378
Starbucks Corp.		11,139		732,278
Wynn Resorts, Ltd.		857		51,583
Yum! Brands, Inc.		2,873		196,887

				3,062,884

Household Durables - 0.3%
D.R. Horton, Inc.		3,052		103,768
Garmin, Ltd.		1,386		103,895
Leggett & Platt, Inc.		1,265		33,750
Lennar Corp., Class A		2,549		97,372
Mohawk Industries, Inc. ^(A)		553		42,161
Newell Brands, Inc.		3,547		47,104
NVR, Inc. ^(A)		32		82,211
PulteGroup, Inc.		2,421		54,037
Whirlpool Corp.		578		49,592

				613,890


	Shares		Value
COMMON STOCKS (continued)
Household Products - 1.9%
Church & Dwight Co., Inc.		2,302		$ 147,742
Clorox Co.		1,192		206,514
Colgate-Palmolive Co.		8,093		537,052
Kimberly-Clark Corp.		3,193		408,289
Procter & Gamble Co.		23,477		2,582,470

				3,882,067

Independent Power & Renewable Electricity Producers - 0.0% ^(B)
AES Corp.		6,304		85,734

Industrial Conglomerates - 1.3%
3M Co.		5,424		740,430
General Electric Co.		82,425		654,455
Honeywell International, Inc.		6,737		901,343
Roper Technologies, Inc.		971		302,768

				2,598,996

Insurance - 2.0%
Aflac, Inc.		6,872		235,297
Allstate Corp.		3,028		277,758
American International Group, Inc.		8,158		197,832
Aon PLC		2,183		360,282
Arthur J. Gallagher & Co.		1,779		145,006
Assurant, Inc.		563		58,603
Chubb, Ltd.		4,282		478,257
Cincinnati Financial Corp.		1,417		106,913
Everest Re Group, Ltd.		372		71,580
Globe Life, Inc.		918		66,068
Hartford Financial Services Group, Inc.		3,279		115,552
Lincoln National Corp.		1,808		47,587
Loews Corp.		2,463		85,786
Marsh & McLennan Cos., Inc.		4,769		412,328
MetLife, Inc.		7,320		223,772
Principal Financial Group, Inc.		2,494		78,162
Progressive Corp.		5,446		402,133
Prudential Financial, Inc.		3,717		193,804
Travelers Cos., Inc.		2,448		243,209
Unum Group		1,985		29,795
Willis Towers Watson PLC		1,204		204,499
WR Berkley Corp.		1,335		69,647

				4,103,870

Interactive Media & Services - 5.1%
Alphabet, Inc., Class A ^(A)		2,820		3,276,699
Alphabet, Inc., Class C ^(A)		2,813		3,270,985
Facebook, Inc., Class A ^(A)		22,648		3,777,686
Twitter, Inc. ^(A)		7,272		178,600

				10,503,970

Internet & Catalog Retail - 0.3%
Booking Holdings, Inc. ^(A)		395		531,402
Expedia Group, Inc.		1,304		73,376

				604,778

Internet & Direct Marketing Retail - 3.8%
Amazon.com, Inc. ^(A)		3,919		7,640,953
eBay, Inc.		7,154		215,049

				7,856,002

IT Services - 5.5%
Accenture PLC, Class A		5,986		977,274
Akamai Technologies, Inc. ^(A)		1,508		137,967
Alliance Data Systems Corp.		341		11,475
Automatic Data Processing, Inc.		4,086		558,474


	Shares		Value
COMMON STOCKS (continued)
IT Services (continued)
Broadridge Financial Solutions, Inc.		1,099		$ 104,218
Cognizant Technology Solutions Corp., Class A		5,117		237,787
DXC Technology Co.		2,351		30,681
Fidelity National Information Services, Inc.		5,797		705,147
Fiserv, Inc. ^(A)		5,394		512,376
FleetCor Technologies, Inc. ^(A)		814		151,844
Gartner, Inc. ^(A)		862		85,829
Global Payments, Inc.		2,801		403,988
International Business Machines Corp.		8,349		926,155
Jack Henry & Associates, Inc.		700		108,668
Leidos Holdings, Inc.		1,218		111,630
Mastercard, Inc., Class A		8,359		2,019,200
Paychex, Inc.		2,988		188,005
PayPal Holdings, Inc. ^(A)		11,065		1,059,363
VeriSign, Inc. ^(A)		983		177,028
Visa, Inc., Class A		16,115		2,596,449
Western Union Co.		3,946		71,541

				11,175,099

Leisure Products - 0.0% ^(B)
Hasbro, Inc.		1,227		87,792

Life Sciences Tools & Services - 1.1%
Agilent Technologies, Inc.		2,896		207,412
Illumina, Inc. ^(A)		1,370		374,174
IQVIA Holdings, Inc. ^(A)		1,692		182,499
Mettler-Toledo International, Inc. ^(A)		232		160,198
PerkinElmer, Inc.		1,014		76,334
Thermo Fisher Scientific, Inc.		3,779		1,071,725
Waters Corp. ^(A)		603		109,776

				2,182,118

Machinery - 1.4%
Caterpillar, Inc.		5,217		605,381
Cummins, Inc.		1,456		197,026
Deere & Co.		2,935		405,500
Dover Corp.		1,392		116,845
Flowserve Corp.		1,120		26,757
Fortive Corp.		2,818		155,525
IDEX Corp.		731		100,958
Illinois Tool Works, Inc.		2,726		387,419
Ingersoll Rand, Inc. ^(A)		3,158		78,318
PACCAR, Inc.		3,241		198,122
Parker-Hannifin Corp.		1,191		154,508
Pentair PLC		1,566		46,604
Snap-on, Inc.		503		54,737
Stanley Black & Decker, Inc.		1,451		145,100
Westinghouse Air Brake Technologies Corp.		1,651		79,463
Xylem, Inc.		1,680		109,418

				2,861,681

Media - 1.3%
Charter Communications, Inc., Class A ^(A)		1,479		645,302
Comcast Corp., Class A		42,759		1,470,054
Discovery, Inc., Class A ^{(A) (C)}		1,300		25,272
Discovery, Inc., Class C ^(A)		3,070		53,848
DISH Network Corp., Class A ^(A)		2,289		45,757
Fox Corp., Class A		3,420		80,815
Fox Corp., Class B ^(A)		1,527		34,938
Interpublic Group of Cos., Inc.		3,556		57,572
News Corp., Class A		3,347		30,039
News Corp., Class B		1,012		9,098
Omnicom Group, Inc.		2,030		111,447
ViacomCBS, Inc., Class B		4,925		68,999

				2,633,141


	Shares		Value
COMMON STOCKS (continued)
Metals & Mining - 0.3%
Freeport-McMoRan, Inc.		13,534		$ 91,354
Newmont Corp.		7,645		346,166
Nucor Corp.		2,835		102,117

				539,637

Multi-Utilities - 1.1%
Ameren Corp.		2,344		170,713
CenterPoint Energy, Inc.		4,768		73,665
CMS Energy Corp.		2,707		159,036
Consolidated Edison, Inc.		3,154		246,012
Dominion Energy, Inc.		7,772		561,061
DTE Energy Co.		1,802		171,136
NiSource, Inc.		3,406		85,048
Public Service Enterprise Group, Inc.		4,804		215,748
Sempra Energy		2,631		297,277
WEC Energy Group, Inc.		2,991		263,597

				2,243,293

Multiline Retail - 0.5%
Dollar General Corp.		2,373		358,347
Dollar Tree, Inc. ^(A)		2,250		165,308
Kohl’s Corp.		1,494		21,798
Macy’s, Inc. ^(C)		2,551		12,525
Nordstrom, Inc.		891		13,668
Target Corp.		4,786		444,954

				1,016,600

Oil, Gas & Consumable Fuels - 2.4%
Apache Corp.		3,432		14,346
Cabot Oil & Gas Corp.		3,954		67,969
Chevron Corp.		17,815		1,290,875
Concho Resources, Inc.		1,878		80,472
ConocoPhillips		10,239		315,361
Devon Energy Corp.		3,586		24,779
Diamondback Energy, Inc.		1,429		37,440
EOG Resources, Inc.		5,520		198,278
Exxon Mobil Corp.		39,854		1,513,256
Hess Corp.		2,418		80,519
HollyFrontier Corp.		1,258		30,834
Kinder Morgan, Inc.		18,203		253,386
Marathon Oil Corp.		7,323		24,093
Marathon Petroleum Corp.		6,217		146,846
Noble Energy, Inc.		4,378		26,443
Occidental Petroleum Corp.		8,262		95,674
ONEOK, Inc.		3,972		86,629
Phillips 66		4,156		222,970
Pioneer Natural Resources Co.		1,506		105,646
Valero Energy Corp.		3,853		174,772
Williams Cos., Inc.		11,549		163,418

				4,954,006

Personal Products - 0.2%
Coty, Inc., Class A		2,458		12,683
Estee Lauder Cos., Inc., Class A		2,075		330,631

				343,314

Pharmaceuticals - 5.1%
Allergan PLC		3,099		548,833
Bristol-Myers Squibb Co.		22,089		1,231,241
Eli Lilly & Co.		7,963		1,104,627
Johnson & Johnson		24,773		3,248,484
Merck & Co., Inc.		23,977		1,844,790
Mylan NV ^(A)		4,701		70,092
Perrigo Co. PLC		1,264		60,786


	Shares		Value
COMMON STOCKS (continued)
Pharmaceuticals (continued)
Pfizer, Inc.		52,121		$ 1,701,229
Zoetis, Inc.		4,499		529,487

				10,339,569

Professional Services - 0.3%
Equifax, Inc.		1,156		138,084
IHS Markit, Ltd.		3,805		228,300
Nielsen Holdings PLC		3,381		42,398
Robert Half International, Inc.		1,098		41,449
Verisk Analytics, Inc.		1,534		213,809

				664,040

Real Estate Management & Development - 0.1%
CBRE Group, Inc., Class A ^(A)		3,046		114,865

Road & Rail - 1.0%
CSX Corp.		7,349		421,098
JB Hunt Transport Services, Inc.		780		71,939
Kansas City Southern		924		117,514
Norfolk Southern Corp.		2,432		355,072
Old Dominion Freight Line, Inc.		916		120,234
Union Pacific Corp.		6,545		923,107

				2,008,964

Semiconductors & Semiconductor Equipment - 4.5%
Advanced Micro Devices, Inc. ^(A)		11,044		502,281
Analog Devices, Inc.		3,436		308,037
Applied Materials, Inc.		8,611		394,556
Broadcom, Inc.		3,740		886,754
Intel Corp.		40,955		2,216,485
KLA Corp.		1,498		215,323
Lam Research Corp.		1,355		325,200
Maxim Integrated Products, Inc.		2,524		122,692
Microchip Technology, Inc.		2,245		152,211
Micron Technology, Inc. ^(A)		10,458		439,863
NVIDIA Corp.		5,764		1,519,390
Qorvo, Inc. ^(A)		1,117		90,064
QUALCOMM, Inc.		10,770		728,590
Skyworks Solutions, Inc.		1,625		145,243
Texas Instruments, Inc.		8,811		880,483
Xilinx, Inc.		2,390		186,277

				9,113,449

Software - 8.5%
Adobe, Inc. ^(A)		4,560		1,451,174
ANSYS, Inc. ^(A)		802		186,441
Autodesk, Inc. ^(A)		2,052		320,317
Cadence Design Systems, Inc. ^(A)		2,670		176,327
Citrix Systems, Inc.		1,098		155,422
Fortinet, Inc. ^(A)		1,325		134,050
Intuit, Inc.		2,457		565,110
Microsoft Corp.		71,774		11,319,478
Norton Lifelock, Inc.		5,504		102,980
Oracle Corp.		20,419		986,850
Paycom Software, Inc. ^(A)		449		90,702
salesforce.com, Inc. ^(A)		8,356		1,203,097
ServiceNow, Inc. ^(A)		1,781		510,399
Synopsys, Inc. ^(A)		1,430		184,170

				17,386,517

Specialty Retail - 2.2%
Advance Auto Parts, Inc.		635		59,258
AutoZone, Inc. ^(A)		223		188,658
Best Buy Co., Inc.		2,174		123,918
CarMax, Inc. ^(A)		1,534		82,575
Gap, Inc.		1,769		12,454


	Shares		Value
COMMON STOCKS (continued)
Specialty Retail (continued)
Home Depot, Inc.		10,271		$ 1,917,698
L Brands, Inc.		1,984		22,935
Lowe’s Cos., Inc.		7,235		622,572
O’Reilly Automotive, Inc. ^(A)		719		216,455
Ross Stores, Inc.		3,381		294,046
Tiffany & Co.		1,008		130,536
TJX Cos., Inc.		11,454		547,616
Tractor Supply Co.		1,080		91,314
Ulta Beauty, Inc. ^(A)		533		93,648

				4,403,683

Technology Hardware, Storage & Peripherals - 5.2%
Apple, Inc.		39,296		9,992,580
Hewlett Packard Enterprise Co.		12,386		120,268
HP, Inc.		14,063		244,134
NetApp, Inc.		2,092		87,215
Seagate Technology PLC		2,121		103,505
Western Digital Corp.		2,708		112,707
Xerox Holdings Corp.		1,799		34,073

				10,694,482

Textiles, Apparel & Luxury Goods - 0.6%
Capri Holdings, Ltd. ^(A)		1,239		13,369
Hanesbrands, Inc.		3,496		27,513
NIKE, Inc., Class B		11,747		971,947
PVH Corp.		711		26,762
Ralph Lauren Corp.		424		28,336
Tapestry, Inc.		2,385		30,886
Under Armour, Inc., Class A ^(A)		1,565		14,414
Under Armour, Inc., Class C ^(A)		1,618		13,041
VF Corp.		3,117		168,567

				1,294,835


	Shares		Value
COMMON STOCKS (continued)
Tobacco - 0.9%
Altria Group, Inc.		17,632		$ 681,830
Philip Morris International, Inc.		14,665		1,069,958

				1,751,788

Trading Companies & Distributors - 0.2%
Fastenal Co.		5,456		170,500
United Rentals, Inc. ^(A)		717		73,779
WW Grainger, Inc.		418		103,873

				348,152

Water Utilities - 0.1%
American Water Works Co., Inc.		1,719		205,524

Wireless Telecommunication Services - 0.1%
T-Mobile US, Inc. ^(A)		2,959		248,260

Total Common Stocks (Cost $225,795,177)				201,578,713


OTHER INVESTMENT COMPANY - 0.0% ^(B)
Securities Lending Collateral - 0.0% ^(B)
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(D)		20,656		20,656

Total Other Investment Company (Cost $20,656)				20,656

Total Investments (Cost $225,815,833)				201,599,369
Net Other Assets (Liabilities) - 1.3%				2,598,145

Net Assets - 100.0%				$ 204,197,514


	Shares		Value
COMMON STOCKS - 98.5%
Aerospace & Defense - 1.0%
Raytheon Co.		774		$ 101,510

Beverages - 2.4%
Constellation Brands, Inc., Class A		821		117,699
Monster Beverage Corp. ^(A)		2,227		125,291

				242,990

Biotechnology - 3.4%
Biogen, Inc. ^(A)		204		64,542
Sarepta Therapeutics, Inc. ^{(A) (B)}		487		47,638
Seattle Genetics, Inc. ^(A)		799		92,189
Vertex Pharmaceuticals, Inc. ^(A)		611		145,387

				349,756

Building Products - 0.8%
Fortune Brands Home & Security, Inc.		1,978		85,548

Chemicals - 1.5%
PPG Industries, Inc.		1,007		84,185
Sherwin-Williams Co.		140		64,333

				148,518

Commercial Services & Supplies - 0.8%
Copart, Inc. ^(A)		1,138		77,976

Consumer Finance - 1.7%
American Express Co.		1,332		114,032
Capital One Financial Corp.		1,197		60,353

				174,385

Diversified Telecommunication Services - 0.8%
Verizon Communications, Inc.		1,419		76,243

Electrical Equipment - 1.7%
AMETEK, Inc.		1,211		87,216
Eaton Corp. PLC		1,106		85,925

				173,141

Electronic Equipment, Instruments & Components - 1.3%
CDW Corp.		766		71,445
Zebra Technologies Corp., Class A ^(A)		357		65,545

				136,990

Entertainment - 2.0%
Activision Blizzard, Inc.		1,917		114,023
Walt Disney Co.		950		91,770

				205,793

Equity Real Estate Investment Trusts - 1.4%
American Tower Corp.		644		140,231

Food & Staples Retailing - 1.9%
Costco Wholesale Corp.		663		189,041

Health Care Equipment & Supplies - 4.4%
Baxter International, Inc.		2,000		162,380
Becton Dickinson and Co.		421		96,733
Edwards Lifesciences Corp. ^(A)		490		92,424
Teleflex, Inc.		334		97,815

				449,352


	Shares		Value
COMMON STOCKS (continued)
Health Care Providers & Services - 2.6%
UnitedHealth Group, Inc.		1,066		$ 265,839

Hotels, Restaurants & Leisure - 1.0%
McDonald’s Corp.		613		101,360

Household Products - 2.2%
Colgate-Palmolive Co.		1,982		131,526
Procter & Gamble Co.		807		88,770

				220,296

Insurance - 0.8%
Allstate Corp.		896		82,190

Interactive Media & Services - 8.3%
Alphabet, Inc., Class A ^(A)		394		457,808
Facebook, Inc., Class A ^(A)		2,335		389,478

				847,286

Internet & Direct Marketing Retail - 7.3%
Amazon.com, Inc. ^(A)		379		738,944

IT Services - 8.4%
EPAM Systems, Inc. ^(A)		441		81,876
FleetCor Technologies, Inc. ^(A)		527		98,307
Global Payments, Inc.		912		131,538
GoDaddy, Inc., Class A ^(A)		1,665		95,088
Mastercard, Inc., Class A		1,229		296,877
PayPal Holdings, Inc. ^(A)		1,550		148,397

				852,083

Life Sciences Tools & Services - 1.6%
Thermo Fisher Scientific, Inc.		577		163,637

Machinery - 2.1%
Illinois Tool Works, Inc.		926		131,603
Nordson Corp.		639		86,310

				217,913

Pharmaceuticals - 2.7%
Allergan PLC		523		92,623
Eli Lilly & Co.		1,279		177,423

				270,046

Professional Services - 0.7%
Equifax, Inc.		553		66,056

Road & Rail - 1.3%
Norfolk Southern Corp.		494		72,124
Uber Technologies, Inc. ^(A)		2,035		56,817

				128,941

Semiconductors & Semiconductor Equipment - 4.9%
Advanced Micro Devices, Inc. ^(A)		2,671		121,477
Entegris, Inc.		1,533		68,633
KLA Corp.		658		94,581
Marvell Technology Group, Ltd.		4,537		102,672
Micron Technology, Inc. ^(A)		1,834		77,138
Teradyne, Inc.		653		35,373

				499,874

Software - 17.2%
Adobe, Inc. ^(A)		771		245,363
DocuSign, Inc. ^(A)		1,104		102,010
Guidewire Software, Inc. ^(A)		840		66,620
Microsoft Corp.		5,105		805,109


	Shares		Value
COMMON STOCKS (continued)
Software (continued)
salesforce.com, Inc. ^(A)		1,516		$ 218,274
ServiceNow, Inc. ^(A)		496		142,144
SS&C Technologies Holdings, Inc.		1,589		69,630
Workday, Inc., Class A ^(A)		734		95,581

				1,744,731

Specialty Retail - 1.4%
TJX Cos., Inc.		2,971		142,043

Technology Hardware, Storage & Peripherals - 7.7%
Apple, Inc.		3,075		781,942

Textiles, Apparel & Luxury Goods - 3.2%
NIKE, Inc., Class B		1,976		163,495
PVH Corp.		955		35,946
Under Armour, Inc., Class C ^(A)		6,570		52,954
VF Corp.		1,412		76,361

				328,756

Total Common Stocks (Cost $7,672,484)				10,003,411


	Principal		Value
REPURCHASE AGREEMENT - 1.8%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $184,439 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $192,997.		$ 184,439		$ 184,439

Total Repurchase Agreement (Cost $184,439)				184,439

Total Investments (Cost $7,856,923)				10,187,850
Net Other Assets (Liabilities) - (0.3)%				(31,109	)

Net Assets - 100.0%				$ 10,156,741


	Shares		Value
COMMON STOCKS - 98.3%
Aerospace & Defense - 1.0%
Raytheon Co.		222,671		$ 29,203,302

Beverages - 2.4%
Constellation Brands, Inc., Class A		236,319		33,878,692
Monster Beverage Corp. ^(A)		640,961		36,060,466

				69,939,158

Biotechnology - 3.4%
Biogen, Inc. ^(A)		58,656		18,557,585
Sarepta Therapeutics, Inc. ^{(A) (B)}		140,323		13,726,396
Seattle Genetics, Inc. ^(A)		230,030		26,540,861
Vertex Pharmaceuticals, Inc. ^(A)		175,968		41,871,586

				100,696,428

Building Products - 0.8%
Fortune Brands Home & Security, Inc.		569,204		24,618,073

Chemicals - 1.6%
PPG Industries, Inc.		289,962		24,240,823
Sherwin-Williams Co.		50,188		23,062,390

				47,303,213

Commercial Services & Supplies - 0.8%
Copart, Inc. ^(A)		327,435		22,435,846

Consumer Finance - 1.7%
American Express Co.		383,280		32,812,601
Capital One Financial Corp.		344,272		17,358,194

				50,170,795

Diversified Telecommunication Services - 0.7%
Verizon Communications, Inc.		408,683		21,958,538

Electrical Equipment - 1.7%
AMETEK, Inc.		348,617		25,107,396
Eaton Corp. PLC		318,332		24,731,213

				49,838,609

Electronic Equipment, Instruments & Components - 1.3%
CDW Corp.		222,288		20,732,802
Zebra Technologies Corp., Class A ^(A)		102,989		18,908,780

				39,641,582

Entertainment - 2.0%
Activision Blizzard, Inc.		551,892		32,826,536
Walt Disney Co.		271,003		26,178,890

				59,005,426

Equity Real Estate Investment Trusts - 1.6%
American Tower Corp.		218,284		47,531,341

Food & Staples Retailing - 1.8%
Costco Wholesale Corp.		190,855		54,418,486

Health Care Equipment & Supplies - 4.7%
Baxter International, Inc.		575,584		46,731,665
Becton Dickinson and Co.		121,140		27,834,338
Danaher Corp.		68,732		9,513,196
Edwards Lifesciences Corp. ^(A)		141,046		26,604,096
Teleflex, Inc.		96,087		28,140,039

				138,823,334


	Shares		Value
COMMON STOCKS (continued)
Health Care Providers & Services - 2.6%
UnitedHealth Group, Inc.		303,711		$ 75,739,449

Hotels, Restaurants & Leisure - 1.0%
McDonald’s Corp.		176,092		29,116,812

Household Products - 2.1%
Colgate-Palmolive Co.		570,523		37,859,906
Procter & Gamble Co.		232,199		25,541,890

				63,401,796

Insurance - 0.8%
Allstate Corp.		257,933		23,660,194

Interactive Media & Services - 8.2%
Alphabet, Inc., Class A ^(A)		113,441		131,812,770
Facebook, Inc., Class A ^(A)		674,969		112,584,829

				244,397,599

Internet & Direct Marketing Retail - 7.2%
Amazon.com, Inc. ^(A)		109,017		212,552,625

IT Services - 8.7%
EPAM Systems, Inc. ^(A)		127,583		23,687,060
FleetCor Technologies, Inc. ^(A)		151,723		28,302,408
Global Payments, Inc.		263,502		38,004,894
GoDaddy, Inc., Class A ^(A)		479,200		27,367,112
Leidos Holdings, Inc.		47,055		4,312,591
Mastercard, Inc., Class A		353,849		85,475,764
PayPal Holdings, Inc. ^(A)		446,108		42,710,380
Visa, Inc., Class A		57,884		9,326,270

				259,186,479

Life Sciences Tools & Services - 1.6%
Thermo Fisher Scientific, Inc.		166,099		47,105,676

Machinery - 2.1%
Illinois Tool Works, Inc.		266,525		37,878,533
Nordson Corp.		184,037		24,857,878

				62,736,411

Pharmaceuticals - 2.6%
Allergan PLC		150,574		26,666,655
Eli Lilly & Co.		368,141		51,068,520

				77,735,175

Professional Services - 0.6%
Equifax, Inc.		159,209		19,017,515

Road & Rail - 1.3%
Norfolk Southern Corp.		142,152		20,754,192
Uber Technologies, Inc. ^(A)		585,665		16,351,767

				37,105,959

Semiconductors & Semiconductor Equipment - 4.8%
Advanced Micro Devices, Inc. ^(A)		771,269		35,077,314
Entegris, Inc.		437,537		19,588,532
KLA Corp.		190,393		27,367,090
Marvell Technology Group, Ltd.		1,305,784		29,549,892


	Shares		Value
COMMON STOCKS (continued)
Semiconductors & Semiconductor Equipment (continued)
Micron Technology, Inc. ^(A)		527,988		$ 22,207,175
Teradyne, Inc.		182,100		9,864,357

				143,654,360

Software - 16.9%
Adobe, Inc. ^(A)		221,083		70,357,454
DocuSign, Inc. ^(A)		320,218		29,588,143
Guidewire Software, Inc. ^(A)		241,897		19,184,851
Microsoft Corp.		1,469,459		231,748,379
salesforce.com, Inc. ^(A)		436,325		62,822,073
ServiceNow, Inc. ^(A)		142,663		40,884,363
SS&C Technologies Holdings, Inc.		448,412		19,649,414
Workday, Inc., Class A ^(A)		211,188		27,500,901

				501,735,578

Specialty Retail - 1.4%
TJX Cos., Inc.		854,782		40,867,127

Technology Hardware, Storage & Peripherals - 7.6%
Apple, Inc.		884,985		225,042,836

Textiles, Apparel & Luxury Goods - 3.3%
NIKE, Inc., Class B		588,508		48,693,152
PVH Corp.		274,928		10,348,290
Under Armour, Inc., Class C ^(A)		1,891,404		15,244,716
VF Corp.		406,345		21,975,138

				96,261,296

Total Common Stocks (Cost $2,344,266,085)				2,914,901,018


	Principal		Value
REPURCHASE AGREEMENT - 2.1%
Fixed Income Clearing Corp., 0.00%^(C), dated 03/31/2020, to be repurchased at $62,992,180 on 04/01/2020. Collateralized by a U.S. Government Obligation, 2.38%, due 03/15/2022, and with a value of $64,252,351.		$ 62,992,180		$ 62,992,180

Total Repurchase Agreement (Cost $62,992,180)				62,992,180

Total Investments (Cost $2,407,258,265)				2,977,893,198
Net Other Assets (Liabilities) - (0.4)%				(10,746,285	)

Net Assets - 100.0%				$ 2,967,146,913

All investments in securities are recorded at their estimated fair value. The Portfolios value their investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Portfolios utilize various methods to measure the fair value of their investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:

Level 1 – Unadjusted quoted prices in active markets for identical securities.

Level 2 – Inputs, other than quoted prices included in Level 1, which are observable, 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 based on the best information available in the circumstances, to the extent observable inputs are not available, which may include the Portfolio’s own assumptions used in determining the fair value of investments and derivative instruments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Portfolios’ investments at March 31, 2020, is disclosed within the Investment Valuation section of each Portfolio’s Schedule of Investments or Consolidated Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

Fair value measurements: Descriptions of the valuation techniques applied to the Portfolios’ significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Equity securities: Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

Exchange-traded funds (“ETF”): ETFs are stated at the last reported sale price or closing price on the day of valuation taken from the primary exchange where the ETF is principally traded. ETFs are generally categorized in Level 1 of the fair value hierarchy.

Foreign equity securities: Securities in which the primary trading market closes at the same time or after the NYSE, are valued based on quotations from the primary market in which they are traded and are categorized in Level 1. Because many foreign securities markets and exchanges close prior to the close of the NYSE, closing prices for foreign securities in those markets or on those exchanges do not reflect the events that occur after that close. Certain foreign securities may be fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, or ETFs and the movement of certain indices of securities based on a statistical analysis of their historical relationship; such valuations generally are categorized in Level 2.

Investment companies: Certain investment companies are valued at the NAV of the underlying Portfolios as the practical expedient. These investment companies are not included within the fair value hierarchy. Certain other investment companies are valued at the actively traded NAV of the underlying portfolios and no valuation adjustments are applied. These investment companies are categorized in Level 1 of the fair value hierarchy.

Asset-backed securities: The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

Certificate of Deposit: A certificate of deposit is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Commercial paper: Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Convertible bonds: The fair value of convertible bonds is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, broker price quotations (where observable), and models incorporating benchmark curves, underlying stock data, and foreign exchange rates. While most convertible bonds are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

Corporate debt securities: The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

Foreign government obligations: Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Loan assignments: Loan assignments are normally valued using an income approach, which projects future cash flows and converts those future cash flows to a present value using a discount rate. The resulting present value reflects the likely fair value of the loan. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise are categorized in Level 3.

Mortgage-backed securities: The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

Municipal government obligations: The fair value of municipal government obligations and variable rate notes is estimated based on models that consider, among other factors, information received from market makers and broker-dealers, current trades, bid-want lists, offerings, market movements, the liquidity of the bond, state of issuance, benchmark yield curves, and bond or note insurance. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

Repurchase agreements: Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

Short-term notes: The Portfolio normally values short-term government and U.S. government agency securities using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers and reference data. Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

U.S. government agency obligations: U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced (“TBA”) securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Warrants: Warrants may be priced intrinsically using a model that incorporates the subscription or strike price, the daily market price for the underlying security, and a subscription ratio. If the inputs are unavailable, or if the subscription or strike price is higher than the market price, then the warrants are priced at zero. Warrants are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Restricted securities: Restricted securities for which quotations are not readily available are valued at fair value. Restricted securities issued by publicly traded companies are generally valued at a discount to similar publicly traded securities. Restricted securities issued by nonpublic entities may be valued by reference to comparable public entities and/or fundamental data relating to the issuer. Depending on the relative significance of observable valuation inputs, these instruments may be classified in either Level 2 or Level 3 of the fair value hierarchy.

Derivative instruments: Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties’ creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Portfolios using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Value
ASSETS
Investments
Investment Companies	$	25,736,914	$	—	$	—	$	25,736,914

Total Investments	$	25,736,914	$	—	$	—	$	25,736,914


Affiliated Investments	Value December 31, 2019		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)			Value March 31, 2020		Shares as of March 31, 2020		Dividend Income		Net Capital Gain Distributions
Transamerica Core Bond	$	10,517,495	$	1,574,863	$	(1,773,332	)	$	146,810		$	4,005		$	10,469,841		1,016,489	$	75,530	$	—
Transamerica International Equity Index VP		3,936,293		1,329,653		(341,155	)		(58,592	)		(1,042,353	)		3,823,846		436,512		—		—
Transamerica U.S. Equity Index VP		11,817,803		2,824,872		(485,011	)		22,190			(2,736,627	)		11,443,227		1,015,371		—		—

Total	$	26,271,591	$	5,729,388	$	(2,599,498	)	$	110,408		$	(3,774,975	)	$	25,736,914		2,468,372	$	75,530	$	—


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs^(P)		Value
ASSETS
Investments
Corporate Debt Securities	$	—	$	195,407,736	$	—	$	195,407,736
Loan Assignments		—		4,649,647		—		4,649,647
Common Stocks		481,702		—		152,224		633,926
Preferred Stocks		2,180,213		—		329,132		2,509,345
Warrant		—		—		0		0
Other Investment Company		3,996,930		—		—		3,996,930
Repurchase Agreement		—		1,436,873		—		1,436,873

Total Investments	$	6,658,845	$	201,494,256	$	481,356	$	208,634,457


Investments	Description	Acquisition Date		Acquisition Cost		Value		Value as Percentage of Net Assets
Common Stocks	Homer City Generation LLC		01/10/2011 - 04/01/2013	$	2,125,325	$	152,224		0.1	%
Preferred Stocks	Associated Materials Group, Inc., PIK Rate 0.00%, Cash Rate 0.00%		11/04/2016 - 06/30/2019		1,548,324		329,132		0.2
Warrant	Associated Materials Group, Inc., 11/17/2023		11/04/2016		0		0		0.0

Total				$	3,673,649	$	481,356		0.3	%


Description	Number of Contracts		Expiration Date		Notional Amount			Value			Unrealized Appreciation			Unrealized Depreciation
2-Year U.S. Treasury Note		50		06/30/2020		$	11,020,049		$	11,019,141		$	—		$	(908	)
5-Year U.S. Treasury Note		100		06/30/2020			12,320,337			12,535,937			215,600			—
U.S. Treasury Ultra Bond		29		06/19/2020			5,853,175			6,434,375			581,200			—

Total												$	796,800		$	(908	)


(A)		Affiliated investment in the Class I2 shares of Transamerica Funds and/or affiliated investment in the Initial Class shares of Transamerica Series Trust. The Portfolio’s transactions and earnings are as follows:


(A)		Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Unless otherwise indicated, the securities are deemed to be liquid for purposes of compliance limitations on holdings of illiquid securities and may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2020, the total value of 144A securities is $113,902,058, representing 54.9% of the Portfolio’s net assets.
(B)		All or a portion of the securities are on loan. The total value of all securities on loan is $7,875,443, collateralized by cash collateral of $3,996,930 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $4,040,438. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(C)		Perpetual maturity. The date displayed is the next call date.
(D)		Floating or variable rate securities. The rates disclosed are as of March 31, 2020. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description.
(E)		Rounds to less than $1 or $(1).
(F)		Payment in-kind. Securities pay interest or dividends in the form of additional bonds or preferred stock. If the securities make a cash payment in addition to in-kind, the cash rate is disclosed separately.
(G)		Percentage rounds to less than 0.1% or (0.1)%.
(H)		Securities in default; partial receipt of dividends declared during the last 12 months. At March 31, 2020, the total value of such securities is $71,860, representing less than 0.1% of the Portfolio’s net assets.
(I)		Non-income producing securities.
(J)		Securities are Level 3 of the fair value hierarchy.
(K)		Restricted securities. At March 31, 2020, the value of such securities held by the Portfolio are as follows:


(L)		Fair valued as determined in good faith in accordance with procedures established by the Board. At March 31, 2020, the total value of securities is $481,356, representing 0.2% of the Portfolio’s net assets.
(M)		Rates disclosed reflect the yields at March 31, 2020.
(N)		Security deemed worthless.
(O)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(P)		Level 3 securities were not considered significant to the Portfolio.


CMT		Constant Maturity Treasury
LIBOR		London Interbank Offered Rate
MTN		Medium Term Note


(E)		When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after March 31, 2020. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(F)		Rates disclosed reflect the yields at March 31, 2020.
(G)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(H)		Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).


(A)		Rate disclosed reflects the yield at March 31, 2020.
(B)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(C)		Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).



EUR		Euro
GBP		Pound Sterling

PORTFOLIO ABBREVIATIONS:

FTSE		Financial Times Stock Exchange
STOXX		Deutsche Börse Group & SIX Group Index


(A)		All or a portion of the security is on loan. The value of the security on loan is $4,883,537, collateralized by non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $5,005,675. The amount on loan indicated may not correspond with the security on loan identified because a security with pending sales are in the process of recall from the brokers.
(B)		Rate disclosed reflects the yield at March 31, 2020.
(C)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.


Description	Number of Contracts		Expiration Date		Notional Amount				Value				Unrealized Appreciation			Unrealized Depreciation
E-Mini Russell 2000^® Index		(6)		06/19/2020		$	(358,996	)		$	(344,280	)		$	14,716		$	—
EUR Currency		(133)		06/15/2020			(18,523,825	)			(18,369,794	)			154,031			—
EURO STOXX 50^® Index		(573)		06/19/2020			(14,620,636	)			(17,359,978	)			—			(2,739,342	)
FTSE 100 Index		(39)		06/19/2020			(2,436,722	)			(2,729,944	)			—			(293,222	)
GBP Currency		(37)		06/15/2020			(2,873,442	)			(2,880,450	)			—			(7,008	)
JPY Currency		(55)		06/15/2020			(6,498,393	)			(6,407,156	)			91,237			—
MSCI Emerging Markets Index		(314)		06/19/2020			(12,938,480	)			(13,233,530	)			—			(295,050	)
Nikkei 225 Index		(37)		06/11/2020			(6,194,145	)			(6,510,486	)			—			(316,341	)
S&P 500^® E-Mini Index		(442)		06/19/2020			(58,337,081	)			(56,790,370	)			1,546,711			—
S&P Midcap 400^® E-Mini Index		(23)		06/19/2020			(3,431,658	)			(3,306,940	)			124,718			—

Total Futures Contracts														$	1,931,413		$	(3,650,963	)


	Level 1 - Unadjusted Quoted Prices			Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs		Value
ASSETS
Investments
Investment Company	$	235,297,897		$	—	$	—	$	235,297,897
Repurchase Agreement		—			15,002,579		—		15,002,579

Total Investments	$	235,297,897		$	15,002,579	$	—	$	250,300,476

Other Financial Instruments
Futures Contracts	$	1,931,413		$	—	$	—	$	1,931,413

Total Other Financial Instruments	$	1,931,413		$	—	$	—	$	1,931,413

LIABILITIES
Other Financial Instruments
Futures Contracts	$	(3,650,963	)	$	—	$	—	$	(3,650,963	)

Total Other Financial Instruments	$	(3,650,963	)	$	—	$	—	$	(3,650,963	)


Affiliated Investments	Value December 31, 2019		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)			Value March 31, 2020		Shares as of March 31, 2020		Dividend Income		Net Capital Gain Distributions
Transamerica Blackrock Global Allocation VP	$	272,322,552	$	8,499,522	$	(10,246,363	)	$	(2,892,077	)	$	(32,385,737	)	$	235,297,897		29,709,330	$	—	$	—


Description	Number of Contracts		Expiration Date		Notional Amount				Value				Unrealized Appreciation			Unrealized Depreciation
E-Mini Russell 2000^® Index		(4)		06/19/2020		$	(233,157	)		$	(229,520	)		$	3,637		$	—
EUR Currency		(55)		06/15/2020			(7,577,500	)			(7,596,531	)			—			(19,031	)
EURO STOXX 50^® Index		(323)		06/19/2020			(8,254,216	)			(9,785,817	)			—			(1,531,601	)
FTSE 100 Index		(22)		06/19/2020			(1,375,749	)			(1,539,968	)			—			(164,219	)
GBP Currency		(12)		06/15/2020			(911,965	)			(934,200	)			—			(22,235	)
JPY Currency		(28)		06/15/2020			(3,310,703	)			(3,261,825	)			48,878			—
MSCI Emerging Markets Index		(178)		06/19/2020			(7,340,647	)			(7,501,810	)			—			(161,163	)
Nikkei 225 Index		(21)		06/11/2020			(3,446,335	)			(3,695,141	)			—			(248,806	)
S&P 500^® E-Mini Index		(254)		06/19/2020			(33,329,297	)			(32,635,190	)			694,107			—
S&P Midcap 400^® E-Mini Index		(13)		06/19/2020			(1,908,530	)			(1,869,140	)			39,390			—

Total Futures Contracts														$	786,012		$	(2,147,055	)


Description	Exercise Price			Expiration Date		Notional Amount			Number of Contracts		Premiums Paid			Value
Call - Alphabet, Inc.		USD	1,400.00		06/19/2020		USD	697,686		6		$	39,537		$	7,200
Call - Amazon.com, Inc.		USD	2,100.00		07/17/2020		USD	2,534,636		13			109,695			111,150
Call - Autodesk, Inc.		USD	200.00		07/17/2020		USD	1,482,950		95			112,032			32,490
Call - Boston Scientific Corp.		USD	35.00		08/21/2020		USD	714,597		219			59,795			49,932
Call - BP PLC		USD	39.00		04/17/2020		USD	1,075,599		441			35,113			441
Call - Capital One Financial Corp.		USD	60.00		09/18/2020		USD	685,712		136			64,627			60,520
Call - Charter Communications, Inc.		USD	540.00		06/19/2020		USD	1,439,823		33			39,254			15,510
Call - Comcast Corp.		USD	42.50		07/17/2020		USD	1,392,390		405			76,731			34,425
Call - Costco Wholesale Corp.		USD	300.00		06/19/2020		USD	798,364		28			30,583			39,200
Call - CVS Health Corp.		USD	65.00		05/15/2020		USD	403,444		68			25,057			11,832
Call - Exxon Mobil Corp.		USD	62.50		06/19/2020		USD	1,070,754		282			67,465			1,692
Call - Facebook, Inc.		USD	205.00		06/19/2020		USD	1,417,800		85			71,725			12,750
Call - Fortive Corp.		USD	60.00		06/19/2020		USD	419,444		76			27,096			29,640
Call - Home Depot, Inc.		USD	185.00		08/21/2020		USD	3,379,451		181			368,733			459,740
Call - Intuitive Surgical, Inc.		USD	630.00		06/19/2020		USD	99,042		2			3,148			1,240
Call - Invesco QQQ Trust, Series 1		USD	220.00		04/17/2020		USD	4,379,200		230			60,083			3,220
Call - Invesco QQQ Trust, Series 1		USD	225.00		04/17/2020		USD	1,161,440		61			22,514			488
Call - Invesco QQQ Trust, Series 1		USD	228.00		07/17/2020		USD	2,684,640		141			93,120			22,560
Call - Invesco QQQ Trust, Series 1		USD	230.00		05/15/2020		USD	2,513,280		132			48,807			4,224
Call - iShares China Large-Cap ETF		USD	45.00		04/17/2020		USD	3,296,012		878			29,917			5,268
Call - L3 Harris Technologies, Inc.		USD	200.00		08/21/2020		USD	702,468		39			54,605			55,770
Call - Marathon Petroleum Corp.		USD	62.50		04/17/2020		USD	1,157,380		490			130,122			245
Call - Microsoft Corp.		USD	170.00		05/15/2020		USD	1,151,283		73			53,176			37,595
Call - NXP Semiconductors NV		USD	95.00		06/19/2020		USD	671,733		81			41,245			39,285
Call - PPG Industries, Inc.		USD	95.00		08/21/2020		USD	693,880		83			34,550			36,935
Call - salesforce.com, Inc.		USD	185.00		06/19/2020		USD	1,468,596		102			75,274			11,016
Call - ServiceNow, Inc.		USD	350.00		05/15/2020		USD	1,432,900		50			69,892			19,000
Call - SPDR S&P 500 ETF Trust		USD	260.00		04/17/2020		USD	3,428,075		133			19,442			115,577
Call - SPDR S&P 500 ETF Trust		USD	270.00		04/03/2020		USD	541,275		21			12,231			1,491
Call - SPDR S&P 500 ETF Trust		USD	270.00		05/15/2020		USD	14,794,850		574			668,903			511,434
Call - SPDR S&P 500 ETF Trust		USD	285.00		07/17/2020		USD	6,160,225		239			206,969			167,300
Call - SPDR S&P 500 ETF Trust		USD	290.00		04/17/2020		USD	4,330,200		168			62,978			5,712
Call - SPDR S&P 500 ETF Trust		USD	290.00		12/18/2020		USD	8,299,550		322			392,751			381,248
Call - SPDR S&P 500 ETF Trust		USD	294.00		09/30/2020		USD	1,855,800		72			72,984			49,284
Call - SPDR S&P 500 ETF Trust		USD	310.00		04/24/2020		USD	4,433,300		172			44,010			2,408
Call - SPDR S&P 500 ETF Trust		USD	315.00		04/17/2020		USD	7,217,000		280			167,864			1,400
Call - SPDR S&P 500 ETF Trust		USD	320.00		04/17/2020		USD	11,959,600		464			204,054			1,856
Call - SPDR S&P 500 ETF Trust		USD	323.00		04/17/2020		USD	9,459,425		367			196,254			1,468
Call - SPDR S&P 500 ETF Trust		USD	328.00		06/19/2020		USD	3,556,950		138			52,729			3,036
Call - SPDR S&P 500 ETF Trust		USD	346.00		04/17/2020		USD	81,706,750		3,170			735,697			6,340
Call - UnitedHealth Group, Inc.		USD	260.00		04/17/2020		USD	3,416,506		137			181,147			109,600
Call - VMware, Inc.		USD	140.00		07/17/2020		USD	1,622,740		134			85,360			93,934
Put - iShares iBoxx High Yield Corporate Bond ETF		USD	87.00		04/17/2020		USD	755,286		98			13,841			98,000
Put - iShares iBoxx High Yield Corporate Bond ETF		USD	88.00		04/17/2020		USD	3,028,851		393			55,851			446,055

Total												$	5,016,961		$	3,099,511


Description	Counterparty		Exercise Price			Expiration Date		Notional Amount			Number of Contracts		Premiums Paid			Value
Call - Agilent Technologies, Inc.		NOMI		USD	87.50		05/15/2020		USD	1,773,669		24,765		$	82,964		$	10,580
Call - Alibaba Group Holding, Ltd.		SG		USD	230.00		05/15/2020		USD	1,886,650		9,701			92,354			6,689
Call - Apple, Inc.		MSCS		USD	270.00		04/17/2020		USD	2,161,465		8,500			138,742			55,365
Call - Eli Lilly & Co.		CITI		USD	142.00		06/19/2020		USD	1,763,131		12,710			65,329			102,477
Call - HCA Healthcare, Inc.		MSCS		USD	135.00		04/17/2020		USD	271,167		3,018			17,504			41
Call - HCA Healthcare, Inc.		MSCS		USD	135.00		06/19/2020		USD	271,167		3,018			23,842			1,345
Call - Hess Corp.		NOMI		USD	60.00		04/17/2020		USD	974,957		29,278			104,288			1,545
Call - Lowe’s Cos., Inc.		NOMI		USD	125.00		04/17/2020		USD	1,505,703		17,498			69,992			36
Call - SPDR Gold Shares^(K)		SG		USD	149.00		04/17/2020		USD	5,527,447		37,335			91,844			105,762
Call - SPDR Gold Shares^(K)		SG		USD	151.00		05/15/2020		USD	8,890,254		60,049			199,363			241,088
Call - SPDR Gold Shares^(K)		SG		USD	151.00		06/19/2020		USD	14,512,749		98,026			310,742			552,208
Call - SPDR Gold Shares^(K)		MSCS		USD	155.00		05/01/2020		USD	8,216,331		55,497			178,630			114,218
Call - SPDR Gold Shares^(K)		MSCS		USD	160.00		05/01/2020		USD	4,046,947		27,335			101,126			34,109
Call - SPDR Gold Shares^(K)		MSCS		USD	160.00		06/30/2020		USD	6,658,697		44,976			357,442			158,486
Call - SPDR S&P 500 ETF Trust		MSCS		USD	360.00		06/18/2021		USD	10,773,950		41,800			173,470			35,963

Total														$	2,007,632		$	1,419,912


Description	Counterparty	Floating Rate Index	Pay/Receive Floating Rate	Exercise Rate			Expiration Date		Notional Amount/ Number of Contracts			Premiums (Received)				Value
Call - 5-Year	JPM	3-Month USD-LIBOR	Receive		0.66	%		09/23/2020		USD	3,558,000		$	(110,476	)		$	(71,901	)
Call - 5-Year	MSCS	3-Month USD-LIBOR	Receive		0.68			09/10/2020		USD	1,468,499			(37,814	)			(30,084	)
Call - 5-Year	DUB	3-Month USD-LIBOR	Receive		0.76			09/25/2020		USD	1,779,000			(44,653	)			(44,784	)
Call - 5-Year	BOA	3-Month USD-LIBOR	Receive		0.88			08/13/2020		USD	44,335,218			(96,867	)			(497,059	)
Put - 5-Year	JPM	3-Month USD-LIBOR	Pay		0.66			09/23/2020		USD	3,558,000			(110,476	)			(89,955	)
Put - 5-Year	MSCS	3-Month USD-LIBOR	Pay		0.68			09/10/2020		USD	1,468,499			(37,814	)			(35,123	)
Put - 5-Year	DUB	3-Month USD-LIBOR	Pay		0.76			09/25/2020		USD	1,779,000			(44,653	)			(35,805	)
Put - 5-Year	CITI	3-Month USD-LIBOR	Pay		1.57			04/06/2020		USD	21,471,609			(19,571	)			— ^(S	⁾
Put - 5-Year	BOA	3-Month USD-LIBOR	Pay		1.67			04/08/2020		USD	81,008,071			(92,203	)			(1	)
Put - 5-Year	BOA	3-Month USD-LIBOR	Pay		1.88			08/13/2020		USD	47,025,821			(89,939	)			— ^(S	⁾
Put - 5-Year	JPM	3-Month USD-LIBOR	Pay		2.00			02/11/2022		USD	18,002,475			(348,348	)			(106,031	)

Total													$	(1,032,814	)		$	(910,743	)


	Premiums (Received)				Value
TOTAL WRITTEN OPTIONS AND SWAPTIONS		$	(10,571,761	)		$	(16,270,683	)


Reference Obligation	Fixed Rate Payable			Payment Frequency	Maturity Date		Notional Amount ^(U)			Value ^(V)		Premiums Paid (Received)			Net Unrealized Appreciation (Depreciation)
North America High Yield Index - Series 33		5.00	%	Quarterly		12/20/2024		USD	7,296	$	450	$	312		$	138
North America Investment Grade Index - Series 33		1.00		Quarterly		12/20/2024		USD	62,958,055		198,123		(1,315,442	)		1,513,565

Total										$	198,573	$	(1,315,130	)	$	1,513,703


Reference Obligation	Fixed Rate Receivable			Payment Frequency	Maturity Date		Notional Amount ^(U)			Value ^(V)			Premiums Paid (Received)			Net Unrealized Appreciation (Depreciation)
Markit iTraxx^® Europe Crossover - Series 32		5.00	%	Quarterly		12/20/2024		EUR	1,528,688	$	(31,791	)	$	217,028		$	(248,819	)
North America High Yield Index - Series 34^(B)		5.00		Quarterly		06/20/2025		USD	7,802,430		(366,312	)		(386,557	)		20,245

Total										$	(398,103	)	$	(169,529	)	$	(228,574	)


Floating Rate Index	Pay/Receive Fixed Rate	Fixed Rate			Payment Frequency		Maturity Date		Notional Amount			Value				Premiums Paid (Received)			Net Unrealized Appreciation (Depreciation)
3-Month CAD-CDOR	Receive		1.91	%		Semi-Annually		07/09/2021		CAD	2,740,731		$	28,708			$	13		$	28,695
3-Month CAD-CDOR	Receive		1.91			Semi-Annually		07/09/2021		CAD	50,572,698			531,083				249			530,834
3-Month USD-LIBOR	Pay		1.05			Semi-Annually/ Quarterly		03/26/2030		USD	11,034,564			(349,039	)			198			(349,237	)
3-Month USD-LIBOR	Pay		1.06			Semi-Annually/ Quarterly		03/27/2022		USD	113,698,030			(1,350,712	)			888			(1,351,600	)
3-Month USD-LIBOR	Pay		1.09			Semi-Annually/ Quarterly		03/27/2030		USD	25,698,880			(911,919	)			462			(912,381	)
3-Month USD-LIBOR	Receive		1.21			Semi-Annually/ Quarterly		03/27/2022		USD	16,504,553			245,603				124			245,479
3-Month USD-LIBOR	Receive		1.21			Semi-Annually/ Quarterly		03/27/2022		USD	16,504,553			252,007				124			251,883
3-Month USD-LIBOR	Receive		1.29			Semi-Annually/ Quarterly		03/27/2030		USD	2,966,476			163,570				53			163,517
3-Month USD-LIBOR	Receive		1.29			Semi-Annually/ Quarterly		03/27/2030		USD	2,966,476			169,061				53			169,008
3-Month USD-LIBOR	Pay		1.60			Semi-Annually/ Quarterly		01/24/2025		USD	31,900,000			(1,626,528	)			801			(1,627,329	)
3-Month USD-LIBOR	Receive		1.75			Semi-Annually/ Quarterly		11/08/2029		USD	5,565,000			562,641				94			562,547

Total													$	(2,285,525	)		$	3,059		$	(2,288,584	)


Reference Entity	Counterparty	Pay/ Receive		Payment Frequency		Maturity Date		Notional Amount			Number of Shares or Units		Value				Premiums Paid (Received)				Net Unrealized Appreciation (Depreciation)
Expensive Software Basket Index	GSI		Receive		Quarterly		01/24/2021		USD	1,884,075		10,553		$	(130,815	)		$	—			$	(130,815	)
Expensive Software Basket Index	GSC		Receive		Maturity/ Quarterly		01/22/2021		USD	1,455,317		7,980			(128,681	)			—				(128,681	)
iShares iBoxx High Yield Corporate Bond ETF	CITI		Pay		Maturity/ Monthly		06/20/2020		USD	1,799,383		1,825,188			(189,871	)			(163,580	)			(26,291	)
S&P 500^® Annual Dividend Futures	GSI		Receive		Maturity/ Annually		12/18/2020		USD	371,806		7,750			(46,694	)			—				(46,694	)
S&P 500^® Annual Dividend Futures	BNP		Receive		Maturity/ Annually		12/17/2021		USD	473,363		9,750			(110,175	)			—				(110,175	)

Total														$	(606,236	)		$	(163,580	)		$	(442,656	)



	Value
OTC Swap Agreements, at value (Liabilities)		$	(606,236	)


Counterparty	Settlement Date		Currency Purchased			Currency Sold			Unrealized Appreciation		Unrealized Depreciation
BCLY		04/23/2020		USD	9,723,633		JPY	1,072,619,230	$	—	$	(263,799	)
BCLY		04/30/2020		MXN	32,290,000		USD	1,713,308		—		(358,378	)
BNP		04/17/2020		USD	1,183,232		BRL	5,143,000		194,609		—
BNP		04/23/2020		USD	8,526,000		HKD	66,224,194		—		(15,126	)
BNP		04/27/2020		USD	4,078,108		IDR	58,703,588,000		488,247		—
BNP		04/27/2020		IDR	58,703,588,000		USD	4,101,673		—		(511,812	)
BNP		04/27/2020		RUB	93,371,250		USD	1,433,061		—		(249,982	)
BNP		04/29/2020		USD	9,824,152		CNH	70,077,991		—		(53,370	)
BNP		04/29/2020		EUR	6,661,000		USD	7,187,394		167,747		—
BNP		04/30/2020		USD	2,385,883		IDR	33,233,095,536		354,209		—
BNP		04/30/2020		USD	1,140,388		INR	82,341,582		55,894		—
BNP		04/30/2020		RUB	107,953,000		USD	1,691,408		—		(324,344	)
BNP		04/30/2020		GBP	1,285,000		USD	1,693,446		—		(96,229	)
BOA		04/03/2020		USD	4,305,509		ZAR	63,886,000		735,214		—
BOA		04/23/2020		JPY	534,223,411		EUR	4,498,000		8,894		—
BOA		04/23/2020		USD	13,716,318		JPY	1,496,300,826		—		(216,122	)
BOA		04/23/2020		JPY	1,168,532,945		USD	10,956,558		—		(76,049	)
BOA		04/23/2020		EUR	2,905,905		USD	3,248,796		—		(40,932	)
BOA		04/29/2020		USD	24,820,437		EUR	22,777,731		—		(330,956	)
BOA		04/29/2020		CNH	280,877,000		USD	40,190,486		—		(600,755	)
BOA		04/30/2020		USD	1,715,064		MXN	32,289,000		360,177		—
BOA		04/30/2020		CHF	3,739,000		USD	3,852,018		39,004		—
CITI		04/23/2020		USD	7,642,262		JPY	850,660,230		—		(278,453	)
CITI		04/28/2020		USD	4,848,578		JPY	539,477,000		—		(176,188	)
CITI		04/29/2020		BRL	7,410,000		USD	1,714,444		—		(291,221	)
CITI		04/29/2020		EUR	4,571,716		USD	4,945,957		102,176		—
CITI		04/30/2020		USD	1,315,416		JPY	146,340,000		—		(47,785	)
CITI		04/30/2020		BRL	14,672,000		USD	3,397,524		—		(579,698	)
DUB		04/16/2020		USD	337,709		GBP	261,000		13,414		—
DUB		04/17/2020		BRL	7,055,000		USD	1,680,562		—		(324,402	)
DUB		04/28/2020		USD	3,402,373		JPY	367,180,000		—		(17,594	)
DUB		04/30/2020		USD	4,763,180		BRL	20,103,000		902,304		—
DUB		04/30/2020		USD	5,117,826		EUR	4,676,000		—		(45,691	)
GSI		04/23/2020		USD	8,500,000		HKD	66,036,310		—		(16,894	)
GSI		04/23/2020		USD	3,492,646		INR	267,163,000		—		(28,823	)
GSI		04/23/2020		USD	6,919,633		JPY	768,046,000		—		(231,840	)
GSI		04/23/2020		JPY	981,867,600		USD	9,310,810		—		(168,389	)
GSI		04/23/2020		EUR	10,624,095		USD	12,060,476		—		(332,407	)
GSI		04/23/2020		USD	1,473,707		ZAR	22,805,000		203,333		—
GSI		04/27/2020		USD	4,081,765		RUB	266,775,000		701,537		—
GSI		04/27/2020		MXN	81,019,000		USD	4,125,414		—		(724,419	)
GSI		04/29/2020		USD	3,777,086		EUR	3,425,859		—		(5,782	)
GSI		04/29/2020		RUB	109,230,000		USD	1,705,415		—		(321,917	)
GSI		04/30/2020		USD	24,835,902		EUR	22,697,333		—		(227,841	)
GSI		04/30/2020		USD	1,586,599		JPY	170,515,000		—		(1,799	)
GSI		04/30/2020		MXN	32,019,000		USD	1,696,414		—		(352,856	)
GSI		04/30/2020		RUB	107,983,000		USD	1,694,374		—		(326,929	)


Industry	Percentage of Total Investments			Value
U.S. Government Obligations		9.3	%		$	140,259,901
Securities Lending Collateral		6.7				101,036,281
Foreign Government Obligations		6.0				89,659,846
Software		4.8				72,233,458
Banks		4.3				64,702,285
Pharmaceuticals		4.0				59,284,083
Semiconductors & Semiconductor Equipment		2.5				37,499,360
Interactive Media & Services		2.5				37,442,058
Health Care Equipment & Supplies		2.3				34,561,545
Media		2.2				33,153,101
Health Care Providers & Services		2.2				32,675,517
International Commodity Funds		1.8				27,614,138
Chemicals		1.7				25,861,034
IT Services		1.7				25,035,900
Food Products		1.6				24,573,018
U.S. Government Agency Obligation		1.6				23,661,455
Internet & Direct Marketing Retail		1.6				23,329,606
Hotels, Restaurants & Leisure		1.5				22,770,593
Electric Utilities		1.4				20,999,038
Technology Hardware, Storage & Peripherals		1.4				20,938,817


	Level 1 - Unadjusted Quoted Prices			Level 2 - Other Significant Observable Inputs			Level 3 - Significant Unobservable Inputs^(Z)		Value
ASSETS
Investments
Common Stocks	$	518,885,228		$	230,649,966		$	169,805	$	749,704,999
Convertible Preferred Stock		643,380			—			—		643,380
Preferred Stocks		2,714,149			2,411,045			1,174,380		6,299,574
Exchange-Traded Funds		53,989,533			—			—		53,989,533
Asset-Backed Security		—			401,820			—		401,820
Convertible Bonds		—			676,693			318,000		994,693
Corporate Debt Securities		—			72,423,303			3,531,126		75,954,429
Foreign Government Obligations		—			89,659,846			—		89,659,846
Loan Assignments		—			95,119			—		95,119
Mortgage-Backed Securities		—			1,052,891			—		1,052,891
U.S. Government Agency Obligation		—			23,661,455			—		23,661,455
U.S. Government Obligations		—			140,259,901			—		140,259,901
Short-Term Foreign Government Obligations		—			95,762,367			—		95,762,367
Short-Term U.S. Government Obligations		—			153,629,384			—		153,629,384
Other Investment Company		101,036,281			—			—		101,036,281
Repurchase Agreements		—			6,576,318			—		6,576,318
Exchange-Traded Options Purchased		3,099,511			—			—		3,099,511
Over-the-Counter Options Purchased		1,178,824			241,088			—		1,419,912
Over-the-Counter Foreign Exchange Options Purchased		—			1,672,056			—		1,672,056
Over-the-Counter Interest Rate Swaptions Purchased		—			592,001			—		592,001

Total Investments	$	681,546,906		$	819,765,253		$	5,193,311	$	1,506,505,470

Other Financial Instruments
Centrally Cleared Credit Default Swap Agreements	$	—		$	198,573		$	—	$	198,573
Centrally Cleared Interest Rate Swap Agreements		—			1,952,673			—		1,952,673
Futures Contracts ^(AA)		5,089,963			—			—		5,089,963
Forward Foreign Currency Contracts ^(AA)		—			7,781,226			—		7,781,226

Total Other Financial Instruments	$	5,089,963		$	9,932,472		$	—	$	15,022,435

LIABILITIES
Securities Sold Short
Common Stocks	$	(2,328,231	)	$	—		$	—	$	(2,328,231	)
Exchange-Traded Fund		(2,126,225	)		—			—		(2,126,225	)

Total Securities Sold Short	$	(4,454,456	)	$	—		$	—	$	(4,454,456	)

Other Financial Instruments
Exchange-Traded Options Written	$	(8,429,085	)	$	—		$	—	$	(8,429,085	)
Over-the-Counter Options Written		(1,607,796	)		(4,878,905	)		—		(6,486,701	)
Over-the-Counter Foreign Exchange Options Written		—			(444,154	)		—		(444,154	)
Over-the-Counter Interest Rate Swaptions Written		—			(910,743	)		—		(910,743	)
Centrally Cleared Credit Default Swap Agreements		—			(398,103	)		—		(398,103	)
Centrally Cleared Interest Rate Swap Agreements		—			(4,238,198	)		—		(4,238,198	)
Over-the-Counter Total Return Swap Agreements		—			(606,236	)		—		(606,236	)
Futures Contracts ^(Z)		(1,248,233	)		—			—		(1,248,233	)
Forward Foreign Currency Contracts ^(Z)		—			(14,922,521	)		—		(14,922,521	)

Total Other Financial Instruments	$	(11,285,114	)	$	(26,398,860	)	$	—	$	(37,683,974	)


(Y)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(Z)		Level 3 securities were not considered significant to the Portfolio.
(AA)		Futures contracts and/or forward foreign currency contracts are valued at unrealized appreciation (depreciation).


AUD		Australian Dollar
BRL		Brazilian Real
CAD		Canadian Dollar
CHF		Swiss Franc
CLP		Chilean Peso
CNH		Chinese Yuan Renminbi (offshore)
EUR		Euro
GBP		Pound Sterling
HKD		Hong Kong Dollar
IDR		Indonesian Rupiah
INR		Indian Rupee
JPY		Japanese Yen
KRW		South Korean Won
MXN		Mexican Peso
NOK		Norwegian Krone
RUB		Russian Ruble
SGD		Singapore Dollar
TRY		Turkish New Lira
USD		United States Dollar
ZAR		South African Rand


BCLY		Barclays Bank PLC
BNP		BNP Paribas
BOA		Bank of America, N.A.
CITI		Citibank, N.A.
DUB		Deutsche Bank AG
GSC		Goldman Sachs & Co.
GSI		Goldman Sachs International
HSBC		HSBC Bank USA
JPM		JPMorgan Chase Bank, N.A.
MSCS		Morgan Stanley Capital Services Inc.
NOMI		Nomura International PLC
SG		Societe Generale
SSB		State Street Bank & Trust Co.
UBS		UBS AG


ADR		American Depositary Receipt
CDOR		Canadian Dollar Offered Rate
CNX Nifty		CRISIL NSE Index (National Stock Exchange of India’s Benchmark Index)
DAX		Deutscher Aktienindex (Frankfurt Stock Index)
ETF		Exchange-Traded Fund
FTSE		Financial Times Stock Exchange
LIBOR		London Interbank Offered Rate
NASDAQ		National Association of Securities Dealers Automated Quotations
REIT		Real Estate Investment Trust
SGX		Singapore Exchange
SPDR		Standard & Poor’s Depositary Receipt
STOXX		Deutsche Börse Group & SIX Group Index
TBA		To Be Announced
TBD		To Be Determined
TOPIX		Tokyo Price Index


(A)		Security is Level 3 of the fair value hierarchy.
(B)		Non-income producing security.
(C)		Security deemed worthless.
(D)		Fair valued as determined in good faith in accordance with procedures established by the Board. At March 31, 2020, the value of the security is $0, representing less than 0.1% of the Portfolio’s net assets.
(E)		All or a portion of the securities are on loan. The total value of all securities on loan is $31,431,519, collateralized by cash collateral of $30,122,547 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $2,003,720. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(F)		Rates disclosed reflect the yields at March 31, 2020.
(G)		There were no transfers in or out of Level 3 during the period ended March 31, 2020. Please reference the Security Valuation section of the Notes to Schedules of Investments for more information regarding security valuation and pricing inputs.
(H)		Level 3 securities were not considered significant to the Portfolio.


	Shares		Value
OTHER INVESTMENT COMPANY - 5.1%
Securities Lending Collateral - 5.1%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.24% ^(B)		16,696,388		$ 16,696,388

Total Other Investment Company (Cost $16,696,388)				16,696,388

Total Investments (Cost $350,088,457)				341,861,160
Net Other Assets (Liabilities) - (4.8)%				(15,796,766	)

Net Assets - 100.0%				$ 326,064,394