FOR VALIDATION PURPOSES ONLY


	Principal		Value
ASSET-BACKED SECURITIES - 7.5%
ABFC Trust
Series 2005-AQ1, Class A4,
4.57% ^(A), 01/25/2034		$ 850		$ 849
Academic Loan Funding Trust
Series 2013-1A, Class A,
1-Month LIBOR + 0.80%,
0.89% ^(A), 12/26/2044 ^(B)		395,433		394,428
American Homes 4 Rent Trust
Series 2014-SFR2, Class A,
3.79%, 10/17/2036 ^(B)		1,950,085		2,068,041
Series 2014-SFR2, Class E,
6.23%, 10/17/2036 ^(B)		200,000		219,922
Series 2014-SFR3, Class D,
5.04%, 12/17/2036 ^(B)		270,000		291,824
Series 2014-SFR3, Class E,
6.42%, 12/17/2036 ^(B)		725,000		795,246
Series 2015-SFR1, Class A,
3.47%, 04/17/2052 ^(B)		884,610		935,261
Series 2015-SFR1, Class D,
4.41%, 04/17/2052 ^(B)		1,800,000		1,925,606
Series 2015-SFR1, Class E,
5.64%, 04/17/2052 ^(B)		825,000		905,999
Series 2015-SFR2, Class E,
6.07%, 10/17/2052 ^(B)		1,155,000		1,306,012
American Tower Trust #1
Series 2013, Class 2A,
3.07%, 03/15/2048 ^(B)		400,000		401,744
AmeriCredit Automobile Receivables Trust
Series 2017-1, Class D,
3.13%, 01/18/2023		462,721		466,030
Business Jet Securities LLC
Series 2019-1, Class A,
4.21%, 07/15/2034 ^(B)		1,622,436		1,673,974
Series 2020-1A, Class A,
2.98%, 11/15/2035 ^(B)		473,851		484,172
Series 2021-1A, Class A,
2.16%, 04/15/2036 ^(B)		870,582		876,180
BVRT Financing Trust
0.01%, 11/10/2032 ^{(C) (D)}		763,464		763,464
Camillo Trust
Series 2016-SFR1,
5.00%, 12/05/2023 ^{(C) (D)}		1,822,821		1,870,670
CarNow Auto Receivables Trust
Series 2021-1A, Class A,
0.97%, 10/15/2024 ^(B)		1,464,082		1,465,036
Cars Net Lease Mortgage Notes
Series 2020-1A, Class A3,
3.10%, 12/15/2050 ^(B)		423,760		441,540
Carvana Auto Receivables Trust
Series 2019-3A, Class D,
3.04%, 04/15/2025 ^(B)		2,770,000		2,862,912
Chase Funding Trust
Series 2003-2, Class 2A2,
1-Month LIBOR + 0.56%,
0.65% ^(A), 02/25/2033		395,451		383,626
Series 2003-6, Class 1A5,
4.97% ^(A), 11/25/2034		126,246		132,881
COOF Securitization Trust Ltd., Interest Only STRIPS
Series 2014-1, Class A,
2.81% ^(A), 06/25/2040 ^(B)		176,541		15,365


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Corevest American Finance Trust
Series 2019-1, Class B,
3.88%, 03/15/2052 ^(B)		$ 1,300,000		$ 1,461,209
Series 2019-3, Class A,
2.71%, 10/15/2052 ^(B)		1,047,294		1,100,948
Credito Real USA Auto Receivables Trust
Series 2021-1A, Class A,
1.35%, 02/16/2027 ^(B)		722,507		722,882
Diamond Resorts Owner Trust
Series 2017-1A, Class A,
3.27%, 10/22/2029 ^(B)		252,653		256,483
Series 2018-1, Class A,
3.70%, 01/21/2031 ^(B)		473,116		492,418
Drive Auto Receivables Trust
Series 2017-1, Class D,
3.84%, 03/15/2023		164,092		164,647
Series 2017-3, Class D,
3.53%, 12/15/2023 ^(B)		773,817		779,780
Series 2019-1, Class D,
4.09%, 06/15/2026		645,000		667,499
DT Auto Owner Trust
Series 2018-1A, Class D,
3.81%, 12/15/2023 ^(B)		231,003		232,202
Series 2019-4A, Class C,
2.73%, 07/15/2025 ^(B)		1,819,000		1,851,344
Series 2021-2A, Class C,
1.10%, 02/16/2027 ^(B)		761,000		765,032
First Investors Auto Owner Trust
Series 2017-2A, Class C,
3.00%, 08/15/2023 ^(B)		313,326		314,111
FirstKey Homes Trust
Series 2020-SFR2, Class E,
2.67%, 10/19/2037 ^(B)		2,000,000		2,045,654
Flagship Credit Auto Trust
Series 2018-3, Class C,
3.79%, 12/16/2024 ^(B)		2,029,000		2,073,456
Series 2019-4, Class D,
3.12%, 01/15/2026 ^(B)		2,200,000		2,306,786
Foundation Finance Trust
Series 2019-1A, Class A,
3.86%, 11/15/2034 ^(B)		440,364		454,577
Series 2020-1A, Class A,
3.54%, 07/16/2040 ^(B)		1,220,493		1,266,783
FREED ABS Trust
Series 2019-2, Class A,
2.62%, 11/18/2026 ^(B)		15,512		15,525
FTF Funding II LLC
Series 2019-1, Class A,
Zero Coupon, 08/15/2024 ^(C)		504,447		381,867
G2 Co.
2.50%, 01/20/2051 ^(E)		850,000		881,543
Gold Key Resorts LLC
Series 2014-A, Class A,
3.22%, 03/17/2031 ^(B)		27,493		27,843
Golden Bear LLC
Series 2016-R, Class R,
5.65%, 09/20/2047 ^(B)		145,815		145,210
Goodgreen Trust
Series 2017, Class R1,
5.00%, 10/20/2051 ^(C)^(F)		1,316,985		1,310,400
Series 2017-1A, Class A,
3.74%, 10/15/2052 ^(B)		176,373		187,572
Series 2017-2A, Class A,
3.26%, 10/15/2053 ^(B)		895,982		938,969
Series 2019-2A, Class A,
2.76%, 04/15/2055 ^(B)		1,085,046		1,118,367


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Hero Funding Trust
Series 2016-3A, Class A1,
3.08%, 09/20/2042 ^(B)		$ 186,093		$ 192,958
Series 2017-1A, Class A2,
4.46%, 09/20/2047 ^(B)		518,443		546,116
Series 2017-3A, Class A2,
3.95%, 09/20/2048 ^(B)		687,133		719,366
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028 ^(B)		131,763		134,882
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
Series 2012-2, Class A,
0.70% ^(A), 08/25/2038 ^(B)		893,720		18,102
Series 2014-2, Class A,
3.00% ^(A), 04/25/2040 ^(B)		164,724		13,497
Mariner Finance Issuance Trust
Series 2019-AA, Class B,
3.51%, 07/20/2032 ^(B)		1,335,000		1,377,871
Mercury Financial Credit Card Master Trust
Series 2021-1A, Class A,
1.54%, 03/20/2026 ^(B)		900,000		903,649
NRZ Excess Spread-Collateralized Notes
Series 2020-PLS1, Class A,
3.84%, 12/25/2025 ^(B)		1,383,715		1,399,683
Series 2021-FHT1, Class A,
3.10%, 07/25/2026 ^(B)		3,010,000		3,002,054
Oportun Funding XIV LLC
Series 2021-A, Class A,
1.21%, 03/08/2028 ^(B)		505,000		506,954
Oportun Issuance Trust
Series 2021-B, Class A,
1.47%, 05/08/2031 ^(B)		900,000		900,641
Renew
Series 2017-1A, Class A,
3.67%, 09/20/2052 ^(B)		226,981		239,821
SART
Series 2018-1,
4.75%, 06/15/2025		1,163,576		1,164,157
SFR Holdco LLC
Series 2019-STL, Class A,
7.25%, 10/11/2026 ^{(C) (D)}		1,400,000		1,400,000
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
Series 2002-AL1, Class A2,
3.45%, 02/25/2032		29,472		28,220
Series 2004-6XS, Class A5A,
6.03% ^(A), 03/25/2034		54,297		54,862
Series 2004-6XS, Class A5B,
6.05% ^(A), 03/25/2034		54,297		54,861
Synchrony Card Funding LLC
Series 2019-A1, Class A,
2.95%, 03/15/2025		3,013,000		3,064,686
Synchrony Card Issuance Trust
Series 2018-A1, Class A,
3.38%, 09/15/2024		1,580,000		1,586,504
Tricolor Auto Securitization Trust
Series 2020-1A, Class A,
4.88%, 11/15/2026 ^(B)^(F)		949,188		964,479
Series 2021-1A, Class D,
1.92%, 05/15/2026 ^(B)		330,000		330,088
US Auto Funding LLC
Series 2018-1A, Class A,
5.50%, 07/15/2023 ^(B)		138,301		139,179
VM Debt Trust
Series 2019-1,
7.50%, 06/15/2024		1,566,219		1,566,219


	Principal		Value
ASSET-BACKED SECURITIES (continued)
VSE VOI Mortgage LLC
Series 2018-A, Class A,
3.56%, 02/20/2036 ^(B)		$ 347,859		$ 365,989
Westgate Resorts LLC
Series 2017-1A, Class A,
3.05%, 12/20/2030 ^(B)		78,271		78,213
World Financial Network Credit Card Master Trust
Series 2019-A, Class A,
3.14%, 12/15/2025		1,385,000		1,407,081

Total Asset-Backed Securities (Cost $63,560,760)				64,804,021


CORPORATE DEBT SECURITIES - 32.1%
Aerospace & Defense - 1.0%
Airbus SE
3.15%, 04/10/2027 ^(B)		327,000		356,463
3.95%, 04/10/2047 ^(B)		150,000		173,879
BAE Systems PLC
1.90%, 02/15/2031 ^(B)		201,000		198,010
3.00%, 09/15/2050 ^(B)		239,000		240,285
Boeing Co.
1.17%, 02/04/2023		435,000		436,445
1.43%, 02/04/2024		885,000		887,250
1.95%, 02/01/2024		600,000		615,209
2.20%, 02/04/2026		540,000		544,753
2.75%, 02/01/2026		580,000		606,431
3.10%, 05/01/2026		400,000		427,082
3.25%, 03/01/2028		366,000		387,061
4.88%, 05/01/2025		290,000		325,142
5.15%, 05/01/2030		450,000		536,652
L3 Harris Technologies, Inc.
1.80%, 01/15/2031		350,000		344,621
Lockheed Martin Corp.
4.50%, 05/15/2036		300,000		383,681
Northrop Grumman Corp.
3.20%, 02/01/2027		268,000		292,914
Precision Castparts Corp.
4.20%, 06/15/2035		150,000		181,499
Raytheon Technologies Corp.
3.20%, 03/15/2024		140,000		149,128
3.75%, 11/01/2046		285,000		329,664
4.15%, 05/15/2045		148,000		179,186
4.50%, 06/01/2042		542,000		692,779
6.70%, 08/01/2028		260,000		345,142

				8,633,276

Airlines - 1.0%
Air Canada Pass-Through Trust
3.30%, 07/15/2031 ^(B)		579,784		592,234
3.55%, 07/15/2031 ^(B)		342,792		336,479
3.60%, 09/15/2028 ^(B)		445,874		456,322
4.13%, 11/15/2026 ^(B)		445,751		459,372
American Airlines Pass-Through Trust
3.00%, 04/15/2030		801,410		818,299
3.65%, 02/15/2029		677,810		707,483
3.70%, 04/01/2028		130,190		132,415
British Airways Pass-Through Trust
3.30%, 06/15/2034 ^(B)		419,737		431,787
4.13%, 03/20/2033 ^(B)		441,558		452,430
Continental Airlines Pass-Through Trust
4.00%, 04/29/2026		159,481		168,899
5.98%, 10/19/2023		107,665		109,713
Spirit Airlines Pass-Through Trust
3.38%, 08/15/2031		231,587		238,839


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Airlines (continued)
United Airlines Pass-Through Trust
2.88%, 04/07/2030		$ 488,990		$ 503,752
3.10%, 04/07/2030		419,716		427,557
3.50%, 09/01/2031		603,404		631,355
3.65%, 07/07/2027		161,053		160,305
3.70%, 09/01/2031		574,250		598,656
4.15%, 02/25/2033		568,743		617,146
4.55%, 08/25/2031		505,992		547,002

				8,390,045

Automobiles - 0.3%
General Motors Co.
6.13%, 10/01/2025		210,000		248,532
Nissan Motor Co. Ltd.
3.52%, 09/17/2025 ^(B)		788,000		844,826
4.35%, 09/17/2027 ^(B)		1,253,000		1,391,374

				2,484,732

Banks - 5.7%
ABN AMRO Bank NV
4.75%, 07/28/2025 ^(B)		600,000		674,636
AIB Group PLC
4.75%, 10/12/2023 ^(B)		700,000		758,347
Australia & New Zealand Banking Group Ltd.
4.40%, 05/19/2026 ^(B)		200,000		227,102
Banco Nacional de Panama
2.50%, 08/11/2030 ^(B)		300,000		290,250
Banco Santander SA
1.85%, 03/25/2026		400,000		406,505
2.75%, 05/28/2025 - 12/03/2030		800,000		834,386
3.13%, 02/23/2023		200,000		207,936
Bank of America Corp.
Fixed until 02/13/2030, 2.50% ^(A), 02/13/2031		1,345,000		1,384,548
Fixed until 06/19/2040, 2.68% ^(A), 06/19/2041		1,172,000		1,155,412
Fixed until 04/22/2031, 2.69% ^(A), 04/22/2032		670,000		699,441
3.25%, 10/21/2027		183,000		199,374
Fixed until 01/23/2025, 3.37% ^(A), 01/23/2026		200,000		215,340
Fixed until 12/20/2027, 3.42% ^(A), 12/20/2028		470,000		516,290
Fixed until 04/24/2027, 3.71% ^(A), 04/24/2028		1,300,000		1,446,267
Fixed until 03/05/2028, 3.97% ^(A), 03/05/2029		1,300,000		1,472,730
Bank of Montreal
Fixed until 12/15/2027, 3.80% ^(A), 12/15/2032		223,000		248,061
Barclays PLC
Fixed until 12/10/2023, 1.01% ^(A), 12/10/2024		604,000		606,378
3.65%, 03/16/2025		223,000		242,297
3.68%, 01/10/2023		300,000		304,260
Fixed until 02/15/2022, 4.61% ^(A), 02/15/2023		600,000		613,329
BNP Paribas SA
Fixed until 06/09/2025, 2.22% ^(A), 06/09/2026 ^(B)		230,000		237,905
Fixed until 08/12/2030, 2.59% ^(A), 08/12/2035 ^(B)		200,000		197,258
2.82%, 01/26/2041 ^(B)^(G)		330,000		319,558
Fixed until 01/13/2030, 3.05% ^(A), 01/13/2031 ^(B)		585,000		623,897


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
BPCE SA
1.00%, 01/20/2026 ^(B)		$ 435,000		$ 432,443
Fixed until 10/06/2025, 1.65% ^(A), 10/06/2026 ^(B)		309,000		311,813
Fixed until 01/20/2031, 2.28% ^(A), 01/20/2032 ^(B)		315,000		312,846
4.63%, 07/11/2024 ^(B)		600,000		656,650
Citigroup, Inc.
Fixed until 01/28/2026, 1.12% ^(A), 01/28/2027		573,000		568,060
Fixed until 05/01/2031, 2.56% ^(A), 05/01/2032		1,145,000		1,182,726
Fixed until 04/08/2025, 3.11% ^(A), 04/08/2026		1,000,000		1,070,578
Fixed until 04/24/2024, 3.35% ^(A), 04/24/2025		175,000		186,856
Fixed until 10/27/2027, 3.52% ^(A), 10/27/2028		400,000		440,496
Fixed until 02/18/2026 ^(H), 3.88% ^(A)		1,160,000		1,187,260
Fixed until 03/20/2029, 3.98% ^(A), 03/20/2030		850,000		967,450
Citizens Bank NA
3.70%, 03/29/2023		475,000		499,144
Credit Agricole SA
Fixed until 01/26/2026, 1.25% ^(A), 01/26/2027 ^(B)		656,000		650,669
Fixed until 06/16/2025, 1.91% ^(A), 06/16/2026 ^(B)		360,000		368,415
2.81%, 01/11/2041 ^(B)^(G)		250,000		241,394
4.38%, 03/17/2025 ^(B)		200,000		220,514
Danske Bank A/S
Fixed until 12/08/2022, 1.17% ^(A), 12/08/2023 ^(B)		996,000		1,000,603
Fifth Third Bank NA
3.85%, 03/15/2026		200,000		223,296
HSBC Holdings PLC
Fixed until 09/22/2027, 2.01% ^(A), 09/22/2028		705,000		713,226
Fixed until 08/18/2030, 2.36% ^(A), 08/18/2031		580,000		586,126
Fixed until 05/18/2023, 3.95% ^(A), 05/18/2024		1,007,000		1,067,641
Fixed until 03/13/2027, 4.04% ^(A), 03/13/2028		1,103,000		1,233,145
4.25%, 03/14/2024		500,000		540,362
Industrial & Commercial Bank of China Ltd.
2.45%, 10/20/2021		400,000		401,360
ING Groep NV
Fixed until 07/01/2025, 1.40% ^(A), 07/01/2026 ^(B)		410,000		414,253
Fixed until 04/01/2026, 1.73% ^(A), 04/01/2027		225,000		229,048
KeyBank NA
3.18%, 10/15/2027		250,000		256,025
KeyCorp
4.15%, 10/29/2025		235,000		265,697
Lloyds Banking Group PLC
Fixed until 05/11/2026, 1.63% ^(A), 05/11/2027		330,000		332,132
Fixed until 11/07/2022, 2.91% ^(A), 11/07/2023		200,000		205,989
4.38%, 03/22/2028		339,000		392,049
4.58%, 12/10/2025		200,000		225,392


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Macquarie Bank Ltd.
Fixed until 03/03/2031, 3.05% ^(A), 03/03/2036 ^(B)		$ 405,000		$ 408,442
Mitsubishi UFJ Financial Group, Inc.
2.05%, 07/17/2030		700,000		707,387
2.53%, 09/13/2023		200,000		208,868
3.75%, 07/18/2039		430,000		495,876
Mizuho Financial Group, Inc.
Fixed until 05/22/2026, 1.23% ^(A), 05/22/2027		410,000		407,615
Fixed until 05/25/2025, 2.23% ^(A), 05/25/2026		680,000		705,960
Fixed until 09/13/2029, 2.87% ^(A), 09/13/2030		402,000		426,239
National Australia Bank Ltd.
2.65%, 01/14/2041 ^(B)		250,000		239,750
Fixed until 08/02/2029, 3.93% ^(A), 08/02/2034 ^(B)		590,000		646,583
Natwest Group PLC
Fixed until 11/01/2024, 3.75% ^(A), 11/01/2029		554,000		589,126
3.88%, 09/12/2023		350,000		373,284
Fixed until 03/22/2024, 4.27% ^(A), 03/22/2025		255,000		277,115
Fixed until 05/08/2029, 4.45% ^(A), 05/08/2030		570,000		662,668
4.80%, 04/05/2026		462,000		530,439
Nordea Bank Abp
4.25%, 09/21/2022 ^(B)		384,000		399,786
Santander UK Group Holdings PLC
Fixed until 06/14/2026, 1.67% ^(A), 06/14/2027		320,000		321,454
3.57%, 01/10/2023		360,000		364,976
Societe Generale SA
Fixed until 12/14/2025, 1.49% ^(A), 12/14/2026 ^(B)		870,000		866,820
Fixed until 06/09/2026, 1.79% ^(A), 06/09/2027 ^(B)		310,000		311,026
Fixed until 06/09/2031, 2.89% ^(A), 06/09/2032 ^(B)		720,000		734,993
3.00%, 01/22/2030 ^(B)^(G)		391,000		412,726
4.25%, 04/14/2025 ^(B)		270,000		295,019
Standard Chartered PLC
Fixed until 01/14/2026, 1.46% ^(A), 01/14/2027 ^(B)		255,000		253,722
Fixed until 09/10/2021, 2.74% ^(A), 09/10/2022 ^(B)		1,000,000		1,002,334
Fixed until 03/15/2028, 4.87% ^(A), 03/15/2033 ^(B)^(G)		300,000		334,142
Sumitomo Mitsui Financial Group, Inc.
3.04%, 07/16/2029		1,240,000		1,338,277
UniCredit SpA
Fixed until 06/03/2026, 1.98% ^(A), 06/03/2027 ^(B)		400,000		400,857
Fixed until 06/19/2027, 5.86% ^(A), 06/19/2032 ^(B)		200,000		222,566
Wells Fargo & Co.
Fixed until 06/17/2026, 3.20% ^(A), 06/17/2027		1,505,000		1,635,062
Fixed until 03/15/2026 ^(H), 3.90% ^(A)		395,000		410,065
4.10%, 06/03/2026		121,000		136,239
4.30%, 07/22/2027		246,000		282,447
4.40%, 06/14/2046		165,000		201,169
4.65%, 11/04/2044		184,000		231,027
4.75%, 12/07/2046		419,000		537,707
4.90%, 11/17/2045		202,000		262,653


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Westpac Banking Corp.
4.42%, 07/24/2039		$ 335,000		$ 403,670

				49,303,254

Beverages - 0.6%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.70%, 02/01/2036		1,044,000		1,297,004
4.90%, 02/01/2046		170,000		217,730
Anheuser-Busch InBev Finance, Inc.
4.70%, 02/01/2036		154,000		191,433
Anheuser-Busch InBev Worldwide, Inc.
4.35%, 06/01/2040		480,000		580,716
4.44%, 10/06/2048		520,000		634,735
4.60%, 06/01/2060		225,000		282,132
Coca-Cola Femsa SAB de CV
1.85%, 09/01/2032		280,000		271,790
2.75%, 01/22/2030		435,000		457,685
Constellation Brands, Inc.
4.40%, 11/15/2025		185,000		209,642
5.25%, 11/15/2048		110,000		151,178
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/2050		550,000		589,418
Keurig Dr. Pepper, Inc.
3.43%, 06/15/2027		120,000		133,443
4.42%, 05/25/2025		112,000		126,035
4.99%, 05/25/2038		162,000		208,668

				5,351,609

Biotechnology - 0.6%
AbbVie, Inc.
2.80%, 03/15/2023		162,000		166,689
3.20%, 11/21/2029		438,000		480,399
4.05%, 11/21/2039		1,420,000		1,671,873
4.40%, 11/06/2042		425,000		522,602
4.45%, 05/14/2046		165,000		203,700
4.55%, 03/15/2035		300,000		367,773
Biogen, Inc.
2.25%, 05/01/2030		572,000		582,239
3.15%, 05/01/2050		160,000		159,354
Gilead Sciences, Inc.
2.60%, 10/01/2040		545,000		541,019
Regeneron Pharmaceuticals, Inc.
1.75%, 09/15/2030		920,000		888,600

				5,584,248

Building Products - 0.1%
Masco Corp.
2.00%, 10/01/2030		160,000		159,151
6.50%, 08/15/2032		410,000		553,071

				712,222

Capital Markets - 2.1%
Blackstone Secured Lending Fund
3.65%, 07/14/2023		415,000		432,694
Charles Schwab Corp.
Fixed until 06/01/2026 ^(H), 4.00% ^(A)		540,000		563,625
Fixed until 12/01/2030 ^(H), 4.00% ^(A)		425,000		442,510
Credit Suisse Group AG
Fixed until 02/02/2026, 1.31% ^(A), 02/02/2027 ^(B)		1,255,000		1,236,456
Fixed until 06/05/2025, 2.19% ^(A), 06/05/2026 ^(B)		250,000		257,299
Fixed until 01/12/2028, 3.87% ^(A), 01/12/2029 ^(B)		250,000		277,458
4.28%, 01/09/2028 ^(B)		400,000		448,445


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets (continued)
Daiwa Securities Group, Inc.
3.13%, 04/19/2022 ^{(B) (G)}		$ 244,000		$ 248,940
Deutsche Bank AG
Fixed until 11/24/2025, 2.13% ^(A), 11/24/2026		335,000		342,241
3.30%, 11/16/2022		200,000		206,795
3.70%, 05/30/2024		700,000		749,573
Goldman Sachs Group, Inc.
Fixed until 03/09/2026, 1.43% ^(A), 03/09/2027		1,085,000		1,090,009
Fixed until 01/27/2031, 1.99% ^(A), 01/27/2032		290,000		285,342
Fixed until 07/21/2031, 2.38% ^(A), 07/21/2032		440,000		446,499
Fixed until 09/29/2024, 3.27% ^(A), 09/29/2025		725,000		777,304
3.50%, 01/23/2025 - 11/16/2026		362,000		393,528
Fixed until 06/05/2027, 3.69% ^(A), 06/05/2028		1,727,000		1,927,130
Fixed until 04/23/2038, 4.41% ^(A), 04/23/2039		450,000		554,796
6.75%, 10/01/2037		200,000		295,450
Macquarie Group Ltd.
Fixed until 01/15/2029, 5.03% ^(A), 01/15/2030 ^(B)		600,000		719,905
Morgan Stanley
Fixed until 04/28/2025, 2.19% ^(A), 04/28/2026		450,000		467,024
Fixed until 07/22/2027, 3.59% ^(A), 07/22/2028		1,067,000		1,188,031
Fixed until 01/24/2028, 3.77% ^(A), 01/24/2029		278,000		312,372
4.10%, 05/22/2023		150,000		159,628
4.30%, 01/27/2045		280,000		349,479
Fixed until 01/23/2029, 4.43% ^(A), 01/23/2030		457,000		536,560
5.00%, 11/24/2025		497,000		574,026
Nomura Holdings, Inc.
2.65%, 01/16/2025		603,000		635,270
2.68%, 07/16/2030		370,000		378,626
Northern Trust Corp.
Fixed until 05/08/2027, 3.38% ^(A), 05/08/2032 ^(G)		343,000		375,994
UBS Group AG
Fixed until 08/15/2022, 2.86% ^(A), 08/15/2023 ^(B)		200,000		204,918
Fixed until 08/13/2029, 3.13% ^(A), 08/13/2030 ^(B)		320,000		347,273
3.49%, 05/23/2023 ^(B)		400,000		409,855
4.13%, 09/24/2025 ^(B)		200,000		223,870

				17,858,925

Chemicals - 0.2%
Albemarle Corp.
5.45%, 12/01/2044		200,000		263,189
DuPont de Nemours, Inc.
5.32%, 11/15/2038		145,000		193,493
International Flavors & Fragrances, Inc.
5.00%, 09/26/2048		187,000		249,454
LYB International Finance III LLC
1.25%, 10/01/2025		130,000		130,726
Nutrien Ltd.
4.13%, 03/15/2035		450,000		524,515
5.00%, 04/01/2049		140,000		188,889


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Chemicals (continued)
Union Carbide Corp.
7.75%, 10/01/2096		$ 210,000		$ 387,212

				1,937,478

Commercial Services & Supplies - 0.1%
ERAC USA Finance LLC
4.50%, 08/16/2021 ^(B)		175,000		175,261
5.63%, 03/15/2042 ^(B)		141,000		197,005
Republic Services, Inc.
1.45%, 02/15/2031 ^(G)		460,000		442,864
Triton Container International Ltd.
1.15%, 06/07/2024 ^(B)		450,000		451,270

				1,266,400

Construction & Engineering - 0.1%
Quanta Services, Inc.
2.90%, 10/01/2030		640,000		671,798

Construction Materials - 0.1%
CRH America, Inc.
5.13%, 05/18/2045 ^(B)		200,000		265,773
Martin Marietta Materials, Inc.
3.45%, 06/01/2027		276,000		303,735

				569,508

Consumer Finance - 0.6%
BMW US Capital LLC
2.25%, 09/15/2023 ^(B)		330,000		341,499
Capital One Financial Corp.
3.20%, 02/05/2025		123,000		132,524
3.75%, 07/28/2026		200,000		221,736
Fixed until 09/01/2026 ^(H), 3.95% ^(A)		390,000		403,455
4.20%, 10/29/2025		150,000		168,169
Daimler Finance North America LLC
3.35%, 02/22/2023 ^(B)		300,000		313,332
General Motors Financial Co., Inc.
1.25%, 01/08/2026		747,000		746,420
2.35%, 01/08/2031		499,000		498,858
2.70%, 06/10/2031		360,000		368,295
4.35%, 01/17/2027		180,000		203,838
Hyundai Capital America
1.15%, 11/10/2022 ^(B)		649,000		653,447
1.30%, 01/08/2026 ^(B)		180,000		178,929
1.50%, 06/15/2026 ^(B)		515,000		514,110
1.80%, 01/10/2028 ^(B)		345,000		343,998
3.00%, 02/10/2027 ^(B)		215,000		229,792
Volkswagen Group of America Finance LLC
1.63%, 11/24/2027 ^(B)		310,000		311,231

				5,629,633

Containers & Packaging - 0.2%
Graphic Packaging International LLC
1.51%, 04/15/2026 ^(B)		457,000		458,433
International Paper Co.
8.70%, 06/15/2038		120,000		203,759
WRKCo, Inc.
3.00%, 09/15/2024		350,000		371,456
3.75%, 03/15/2025		300,000		328,848

				1,362,496

Diversified Consumer Services - 0.2%
Ford Foundation
2.82%, 06/01/2070		190,000		197,167
Pepperdine University
3.30%, 12/01/2059		310,000		321,507


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Consumer Services (continued)
SART
4.75%, 07/15/2024		$ 1,012,985		$ 1,015,011
University of Southern California
3.23%, 10/01/2120		310,000		331,167

				1,864,852

Diversified Financial Services - 0.9%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
1.75%, 01/30/2026		189,000		187,822
2.88%, 08/14/2024		345,000		360,928
4.45%, 12/16/2021		310,000		313,505
4.50%, 09/15/2023		1,225,000		1,310,858
6.50%, 07/15/2025		150,000		175,565
Aviation Capital Group LLC
2.88%, 01/20/2022 ^(B)		300,000		302,497
5.50%, 12/15/2024 ^(B)		558,000		632,198
Brookfield Finance, Inc.
3.90%, 01/25/2028		211,000		238,798
4.70%, 09/20/2047		242,000		302,960
China Southern Power Grid International Finance BVI Co. Ltd.
3.50%, 05/08/2027 ^(B)		480,000		532,482
GE Capital International Funding Co. Unlimited Co.
4.42%, 11/15/2035		1,400,000		1,715,610
Jefferies Group LLC
6.25%, 01/15/2036		260,000		354,176
6.45%, 06/08/2027		133,000		167,245
LSEGA Financing PLC
2.00%, 04/06/2028 ^{(B) (G)}		765,000		783,691
Mitsubishi HC Capital, Inc.
2.65%, 09/19/2022 ^(B)		294,000		300,426
ORIX Corp.
2.90%, 07/18/2022		201,000		206,010

				7,884,771

Diversified Telecommunication Services - 0.8%
AT&T, Inc.
1.65%, 02/01/2028		140,000		140,097
2.25%, 02/01/2032		940,000		936,022
2.30%, 06/01/2027		600,000		628,038
3.10%, 02/01/2043		1,340,000		1,337,401
3.50%, 06/01/2041		972,000		1,031,427
Deutsche Telekom AG
3.63%, 01/21/2050 ^(B)		164,000		177,425
GTP Acquisition Partners I LLC
3.48%, 06/15/2050 ^(B)		81,000		86,187
Verizon Communications, Inc.
2.10%, 03/22/2028		880,000		904,516
2.65%, 11/20/2040		427,000		417,538
4.27%, 01/15/2036		400,000		480,050
4.67%, 03/15/2055		385,000		502,742
4.86%, 08/21/2046		447,000		587,689

				7,229,132

Electric Utilities - 2.0%
AEP Texas, Inc.
6.65%, 02/15/2033		100,000		138,209
AEP Transmission Co. LLC
3.15%, 09/15/2049		165,000		178,095
Alabama Power Co.
5.60%, 03/15/2033		160,000		209,403
Appalachian Power Co.
6.38%, 04/01/2036		200,000		283,673
6.70%, 08/15/2037		200,000		291,990


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Arizona Public Service Co.
5.05%, 09/01/2041		$ 303,000		$ 402,770
Baltimore Gas & Electric Co.
2.90%, 06/15/2050		240,000		246,180
3.50%, 08/15/2046		188,000		213,858
Duke Energy Carolinas LLC
6.00%, 12/01/2028		500,000		643,359
6.45%, 10/15/2032		100,000		139,321
Duke Energy Indiana LLC
3.75%, 05/15/2046		200,000		230,425
Duquesne Light Holdings, Inc.
3.62%, 08/01/2027 ^(B)		460,000		503,310
Edison International
5.75%, 06/15/2027 ^(G)		350,000		403,284
EDP Finance BV
3.63%, 07/15/2024 ^(B)		300,000		323,120
Emera US Finance, LP
4.75%, 06/15/2046		350,000		424,091
Enel Finance International NV
3.50%, 04/06/2028 ^(B)		265,000		294,598
3.63%, 05/25/2027 ^(B)		270,000		301,493
Entergy Louisiana LLC
2.90%, 03/15/2051		210,000		213,274
3.05%, 06/01/2031		189,000		205,882
Evergy Metro, Inc.
5.30%, 10/01/2041		500,000		685,225
Florida Power & Light Co.
5.13%, 06/01/2041		112,000		151,846
5.40%, 09/01/2035		100,000		135,113
Fortis, Inc.
3.06%, 10/04/2026		620,000		671,992
ITC Holdings Corp.
2.95%, 05/14/2030 ^(B)		230,000		245,666
Massachusetts Electric Co.
4.00%, 08/15/2046 ^(B)		201,000		230,394
Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028 ^(B)		195,000		221,341
Nevada Power Co.
5.38%, 09/15/2040		52,000		69,608
New England Power Co.
3.80%, 12/05/2047 ^(B)		140,000		157,113
New York State Electric & Gas Corp.
3.25%, 12/01/2026 ^(B)		151,000		165,569
Northern States Power Co.
6.20%, 07/01/2037		89,000		131,195
NRG Energy, Inc.
2.00%, 12/02/2025 ^(B)		310,000		318,780
2.45%, 12/02/2027 ^(B)		345,000		352,425
4.45%, 06/15/2029 ^(B)		375,000		422,440
OGE Energy Corp.
0.70%, 05/26/2023		225,000		225,098
Ohio Edison Co.
6.88%, 07/15/2036		150,000		218,040
Oklahoma Gas & Electric Co.
0.55%, 05/26/2023		275,000		275,150
Pacific Gas & Electric Co.
1.37%, 03/10/2023		625,000		624,555
3-Month LIBOR + 1.38%, 1.53% ^(A), 11/15/2021		1,265,000		1,266,351
1.75%, 06/16/2022		2,310,000		2,306,837
2.95%, 03/01/2026		205,000		209,648
3.45%, 07/01/2025		325,000		339,026
3.75%, 08/15/2042		130,000		118,937
4.30%, 03/15/2045		220,000		208,135
Public Service Electric & Gas Co.
3.65%, 09/01/2042		138,000		160,158


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Southern California Edison Co.
4.05%, 03/15/2042		$ 300,000		$ 326,363
5.50%, 03/15/2040		130,000		165,106
Southern Power Co.
5.15%, 09/15/2041		260,000		324,148
Toledo Edison Co.
6.15%, 05/15/2037		200,000		277,147
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		124,000		141,580
Wisconsin Electric Power Co.
3.65%, 12/15/2042		144,000		162,721
Xcel Energy, Inc.
4.80%, 09/15/2041		116,000		146,048

				17,100,090

Electrical Equipment - 0.1%
Eaton Corp.
7.63%, 04/01/2024		500,000		587,839

Electronic Equipment, Instruments & Components - 0.1%
Arrow Electronics, Inc.
3.25%, 09/08/2024		175,000		186,210
3.50%, 04/01/2022		100,000		101,517
3.88%, 01/12/2028 ^(G)		133,000		149,195
Corning, Inc.
5.35%, 11/15/2048		230,000		318,122

				755,044

Energy Equipment & Services - 0.2%
ANR Pipeline Co.
9.63%, 11/01/2021		200,000		204,553
Baker Hughes Holdings LLC
5.13%, 09/15/2040		200,000		259,506
Halliburton Co.
7.60%, 08/15/2096 ^(B)		160,000		217,107
Schlumberger Holdings Corp.
3.90%, 05/17/2028 ^{(B) (G)}		170,000		190,917
Schlumberger Investment SA
2.65%, 06/26/2030 ^(G)		400,000		425,475
Texas Eastern Transmission, LP
2.80%, 10/15/2022 ^(B)		462,000		471,463
3.50%, 01/15/2028 ^(B)		60,000		65,994

				1,835,015

Entertainment - 0.1%
Walt Disney Co.
7.70%, 10/30/2025		300,000		380,831
8.88%, 04/26/2023		200,000		228,601

				609,432

Equity Real Estate Investment Trusts - 1.5%
Alexandria Real Estate Equities, Inc.
4.00%, 02/01/2050		419,000		496,866
American Tower Corp.
1.50%, 01/31/2028		530,000		522,171
1.88%, 10/15/2030		490,000		480,609
2.10%, 06/15/2030		320,000		319,972
2.95%, 01/15/2051		141,000		138,587
3.10%, 06/15/2050		214,000		215,691
3.38%, 10/15/2026		281,000		307,144
5.00%, 02/15/2024		139,000		153,774
Boston Properties, LP
3.20%, 01/15/2025		228,000		244,541
3.65%, 02/01/2026		408,000		452,489
Brixmor Operating Partnership, LP
2.25%, 04/01/2028		320,000		328,871
3.85%, 02/01/2025		400,000		436,403


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
Corporate Office Properties, LP
2.75%, 04/15/2031		$ 523,000		$ 534,863
Crown Castle International Corp.
2.25%, 01/15/2031		635,000		636,050
Digital Realty Trust, LP
3.70%, 08/15/2027		154,000		173,443
Duke Realty, LP
3.63%, 04/15/2023		168,000		175,421
Equinix, Inc.
2.90%, 11/18/2026		510,000		549,493
Essex Portfolio, LP
2.65%, 03/15/2032		400,000		415,165
GAIF Bond Issuer Pty Ltd.
3.40%, 09/30/2026 ^(B)		353,000		387,502
Healthcare Trust of America Holdings, LP
2.00%, 03/15/2031		280,000		277,005
Healthpeak Properties, Inc.
3.50%, 07/15/2029		447,000		502,807
Life Storage, LP
4.00%, 06/15/2029		522,000		597,196
National Retail Properties, Inc.
3.50%, 10/15/2027		150,000		163,677
3.60%, 12/15/2026		218,000		239,941
Office Properties Income Trust
4.00%, 07/15/2022		416,000		428,336
Realty Income Corp.
3.25%, 01/15/2031		285,000		315,695
3.88%, 04/15/2025		290,000		321,285
Regency Centers, LP
2.95%, 09/15/2029		420,000		450,815
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025 ^(B)		500,000		539,363
UDR, Inc.
2.10%, 08/01/2032		330,000		324,011
3.20%, 01/15/2030		500,000		546,552
Ventas Realty, LP
3.75%, 05/01/2024		300,000		321,726
3.85%, 04/01/2027		203,000		228,825
Welltower, Inc.
3.10%, 01/15/2030		330,000		355,560
4.25%, 04/01/2026		250,000		282,448
WP Carey, Inc.
2.25%, 04/01/2033		545,000		536,059

				13,400,356

Food & Staples Retailing - 0.5%
7-Eleven, Inc.
1.30%, 02/10/2028 ^(B)		221,000		215,848
2.50%, 02/10/2041 ^(B)		225,000		212,970
Alimentation Couche-Tard, Inc.
3.44%, 05/13/2041 ^(B)^(G)		370,000		391,394
3.63%, 05/13/2051 ^(B)		410,000		442,777
3.80%, 01/25/2050 ^(B)^(G)		445,000		490,646
CK Hutchison International 16 Ltd.
1.88%, 10/03/2021 ^(B)		241,000		241,594
2.75%, 10/03/2026 ^(B)		350,000		376,264
CK Hutchison International 19 Ltd.
3.63%, 04/11/2029 ^{(B) (G)}		285,000		318,094
CVS Pass-Through Trust
4.70%, 01/10/2036 ^(B)		460,018		526,920
5.77%, 01/10/2033 ^(B)		134,642		160,500
5.93%, 01/10/2034 ^(B)		478,690		584,320


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Food & Staples Retailing (continued)
Kroger Co.
8.00%, 09/15/2029		$ 175,000		$ 249,814

				4,211,141

Food Products - 0.2%
Bunge Ltd. Finance Corp.
2.75%, 05/14/2031		635,000		650,815
Campbell Soup Co.
3.13%, 04/24/2050		188,000		186,419
Conagra Brands, Inc.
5.30%, 11/01/2038		130,000		167,630
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		288,000		325,187
Smithfield Foods, Inc.
3.00%, 10/15/2030 ^(B)		700,000		714,852
Tyson Foods, Inc.
4.88%, 08/15/2034		100,000		126,043

				2,170,946

Gas Utilities - 0.2%
Atmos Energy Corp.
0.63%, 03/09/2023		165,000		165,043
4.13%, 03/15/2049		570,000		713,117
Boston Gas Co.
4.49%, 02/15/2042 ^(B)		330,000		397,319
Southern Co. Gas Capital Corp.
3.25%, 06/15/2026		85,000		92,529
5.88%, 03/15/2041		109,000		154,243

				1,522,251

Health Care Equipment & Supplies - 0.2%
Boston Scientific Corp.
4.00%, 03/01/2029		998,000		1,149,263
DH Europe Finance II SARL
3.25%, 11/15/2039		134,000		146,463
Zimmer Biomet Holdings, Inc.
3.70%, 03/19/2023		136,000		142,791

				1,438,517

Health Care Providers & Services - 1.2%
Advocate Health & Hospitals Corp.
2.21%, 06/15/2030		310,000		320,704
Aetna, Inc.
4.50%, 05/15/2042		153,000		187,140
6.75%, 12/15/2037		305,000		456,942
Anthem, Inc.
4.10%, 03/01/2028		425,000		489,412
4.38%, 12/01/2047		110,000		137,693
Bon Secours Mercy Health, Inc.
3.21%, 06/01/2050		345,000		367,959
Children’s Hospital
2.93%, 07/15/2050		340,000		350,979
Children’s Hospital Corp.
2.59%, 02/01/2050		300,000		295,461
Cigna Corp.
4.50%, 02/25/2026		367,000		419,092
CommonSpirit Health
1.55%, 10/01/2025		240,000		243,374
2.78%, 10/01/2030		240,000		253,519
Cottage Health Obligated Group
3.30%, 11/01/2049		360,000		396,934
CVS Health Corp.
5.05%, 03/25/2048		1,125,000		1,497,534
Hartford HealthCare Corp.
3.45%, 07/01/2054		780,000		815,064


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Providers & Services (continued)
HCA, Inc.
3.50%, 07/15/2051		$ 380,000		$ 391,952
5.13%, 06/15/2039		420,000		534,880
5.25%, 06/15/2026		500,000		583,063
Mayo Clinic
4.13%, 11/15/2052		198,000		258,817
Memorial Health Services
3.45%, 11/01/2049		720,000		802,200
NYU Langone Hospitals
3.38%, 07/01/2055		300,000		328,899
Providence St. Joseph Health Obligated Group
2.75%, 10/01/2026		168,000		180,357
Texas Health Resources
4.33%, 11/15/2055		175,000		237,562
UnitedHealth Group, Inc.
4.63%, 07/15/2035		234,000		300,450
Universal Health Services, Inc.
2.65%, 10/15/2030 ^(B)		320,000		325,216
Yale-New Haven Health Services Corp.
2.50%, 07/01/2050		390,000		372,472

				10,547,675

Hotels, Restaurants & Leisure - 0.1%
McDonald’s Corp.
4.70%, 12/09/2035		465,000		588,140
Starbucks Corp.
2.55%, 11/15/2030		390,000		410,548

				998,688

Household Durables - 0.0% ^(I)
Lennar Corp.
4.50%, 04/30/2024		155,000		168,562

Independent Power & Renewable Electricity Producers - 0.0% ^(I)
Alexander Funding Trust
1.84%, 11/15/2023 ^(B)		400,000		406,702

Industrial Conglomerates - 0.0% ^(I)
Roper Technologies, Inc.
2.00%, 06/30/2030		280,000		280,674

Insurance - 1.5%
AIA Group Ltd.
3.20%, 09/16/2040 ^(B)		200,000		208,269
3.60%, 04/09/2029 ^(B)		200,000		224,637
3.90%, 04/06/2028 ^(B)		335,000		379,884
AIG SunAmerica Global Financing X
6.90%, 03/15/2032 ^(B)		400,000		577,820
Assurant, Inc.
4.20%, 09/27/2023		425,000		455,895
Athene Global Funding
0.95%, 01/08/2024 ^(B)^(G)		250,000		251,905
1.45%, 01/08/2026 ^(B)^(G)		215,000		216,911
2.95%, 11/12/2026 ^(B)^(G)		1,340,000		1,442,698
Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042		268,000		341,743
Brown & Brown, Inc.
2.38%, 03/15/2031		820,000		831,225
Dai-ichi Life Insurance Co. Ltd.
Fixed until 07/24/2026 ^(H), 4.00% ^(A) ^(B)		421,000		457,311
F&G Global Funding
1.75%, 06/30/2026 ^(B)		300,000		306,228
Hanover Insurance Group, Inc.
2.50%, 09/01/2030		250,000		255,170


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
Hartford Financial Services Group, Inc.
4.30%, 04/15/2043		$ 360,000		$ 436,038
Intact US Holdings, Inc.
4.60%, 11/09/2022		500,000		523,097
Jackson National Life Global Funding
3.05%, 04/29/2026 ^(B)		303,000		327,408
Liberty Mutual Group, Inc.
3.95%, 10/15/2050 ^(B)		300,000		339,530
Liberty Mutual Insurance Co.
8.50%, 05/15/2025 ^(B)		200,000		245,900
Lincoln National Corp.
4.00%, 09/01/2023		300,000		321,563
Manulife Financial Corp.
Fixed until 02/24/2027,
4.06% ^(A), 02/24/2032		350,000		384,363
MassMutual Global Funding II
2.75%, 06/22/2024 ^(B)		400,000		424,140
Metropolitan Life Global Funding I
3.00%, 09/19/2027 ^(B)		350,000		382,852
New York Life Global Funding
2.35%, 07/14/2026 ^{(B) (G)}		226,000		239,056
New York Life Insurance Co.
4.45%, 05/15/2069 ^(B)		330,000		422,476
Northwestern Mutual Global Funding
1.70%, 06/01/2028 ^(B)		320,000		327,149
Pacific Life Insurance Co.
Fixed until 10/24/2047,
4.30% ^(A), 10/24/2067 ^(B)		198,000		232,561
Progressive Corp.
Fixed until 03/15/2023 ^(H), 5.38% ^(A)		245,000		256,025
Prudential Insurance Co. of America
8.30%, 07/01/2025 ^(B)		900,000		1,131,669
Sumitomo Life Insurance Co.
Fixed until 09/14/2027, 4.00% ^(A), 09/14/2077 ^(B)		250,000		273,125
Teachers Insurance & Annuity Association of America
4.27%, 05/15/2047 ^(B)		260,000		319,366
Travelers Property Casualty Corp.
7.75%, 04/15/2026		200,000		259,267

				12,795,281

Internet & Direct Marketing Retail - 0.1%
Amazon.com, Inc.
3.88%, 08/22/2037		500,000		605,384

IT Services - 0.2%
DXC Technology Co.
4.25%, 04/15/2024		172,000		186,340
Fiserv, Inc.
3.20%, 07/01/2026		230,000		250,276
4.40%, 07/01/2049		220,000		270,819
Global Payments, Inc.
4.15%, 08/15/2049		460,000		541,342
Leidos, Inc.
2.30%, 02/15/2031		200,000		198,292

				1,447,069

Leisure Products - 0.1%
Hasbro, Inc.
3.90%, 11/19/2029		535,000		602,084

Life Sciences Tools & Services - 0.0% ^(I)
Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026		161,000		175,093


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Machinery - 0.2%
nVent Finance SARL
4.55%, 04/15/2028		$ 337,000		$ 374,394
Otis Worldwide Corp.
2.57%, 02/15/2030		775,000		817,999
Xylem, Inc.
2.25%, 01/30/2031 ^(G)		235,000		240,585

				1,432,978

Media - 0.8%
Charter Communications Operating LLC / Charter Communications Operating Capital
3.70%, 04/01/2051		375,000		378,886
4.80%, 03/01/2050		315,000		369,147
5.05%, 03/30/2029		400,000		476,969
6.83%, 10/23/2055		150,000		225,262
Comcast Cable Holdings LLC
10.13%, 04/15/2022		414,000		441,985
Comcast Corp.
3.25%, 11/01/2039		380,000		414,352
3.45%, 02/01/2050		95,000		105,931
3.95%, 10/15/2025		335,000		375,631
4.60%, 10/15/2038		415,000		521,738
4.95%, 10/15/2058		525,000		741,219
Discovery Communications LLC
5.20%, 09/20/2047		335,000		423,932
NBCUniversal Media LLC
5.95%, 04/01/2041		210,000		308,136
SES SA
3.60%, 04/04/2023 ^(B)		100,000		104,388
Time Warner Cable LLC
5.50%, 09/01/2041		400,000		505,299
Time Warner Entertainment Co., LP
8.38%, 07/15/2033		250,000		382,835
ViacomCBS, Inc.
2.90%, 01/15/2027		250,000		268,614
4.00%, 01/15/2026		208,000		232,078
4.85%, 07/01/2042		150,000		186,790
5.85%, 09/01/2043		100,000		139,481

				6,602,673

Metals & Mining - 0.3%
Anglo American Capital PLC
3.63%, 09/11/2024 ^(B)		200,000		216,280
3.95%, 09/10/2050 ^(B)		200,000		218,998
Barrick Gold Corp.
6.45%, 10/15/2035		140,000		197,452
Glencore Funding LLC
1.63%, 09/01/2025 ^(B)		234,000		237,611
2.50%, 09/01/2030 ^(B)^(G)		790,000		795,998
4.13%, 05/30/2023 ^(B)		234,000		248,154
Steel Dynamics, Inc.
3.45%, 04/15/2030		522,000		576,137
Vale Overseas Ltd.
3.75%, 07/08/2030		475,000		508,250

				2,998,880

Multi-Utilities - 0.3%
Delmarva Power & Light Co.
4.00%, 06/01/2042		294,000		343,292
4.15%, 05/15/2045		270,000		332,402
Dominion Energy, Inc.
5.25%, 08/01/2033		500,000		638,518


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-Utilities (continued)
NiSource, Inc.
5.80%, 02/01/2042		$ 600,000		$ 823,181
San Diego Gas & Electric Co.
6.00%, 06/01/2026		320,000		392,185
6.13%, 09/15/2037		100,000		141,807

				2,671,385

Multiline Retail - 0.2%
Dollar General Corp.
4.13%, 05/01/2028		280,000		324,349
Kohl’s Corp.
3.38%, 05/01/2031 ^(G)		645,000		675,528
Nordstrom, Inc.
4.25%, 08/01/2031 ^(G)		481,000		505,456

				1,505,333

Oil, Gas & Consumable Fuels - 2.6%
APT Pipelines Ltd.
4.25%, 07/15/2027 ^(B)		386,000		442,016
Boardwalk Pipelines, LP
4.80%, 05/03/2029		250,000		291,819
BP Capital Markets America, Inc.
2.77%, 11/10/2050		370,000		351,829
2.94%, 06/04/2051		35,000		34,243
BP Capital Markets PLC
3.28%, 09/19/2027		321,000		354,745
Cameron LNG LLC
3.70%, 01/15/2039 ^(B)		554,000		626,597
Cheniere Corpus Christi Holdings LLC
5.13%, 06/30/2027		295,000		345,472
Chevron USA, Inc.
3.25%, 10/15/2029		290,000		323,470
5.25%, 11/15/2043		400,000		555,532
ConocoPhillips
2.40%, 02/15/2031 ^(B)		255,000		265,864
Diamondback Energy, Inc.
3.25%, 12/01/2026		270,000		291,476
4.75%, 05/31/2025		300,000		336,764
Ecopetrol SA
5.38%, 06/26/2026		135,000		147,623
Enable Midstream Partners, LP
4.15%, 09/15/2029		395,000		438,553
Energy Transfer, LP
3.90%, 07/15/2026		195,000		214,825
4.75%, 01/15/2026		618,000		696,738
5.50%, 06/01/2027		69,000		81,876
6.05%, 06/01/2041		538,000		679,109
6.10%, 02/15/2042		500,000		628,128
Eni SpA
5.70%, 10/01/2040 ^(B)		500,000		658,380
Enterprise Products Operating LLC
4.45%, 02/15/2043		161,000		193,691
7.55%, 04/15/2038		161,000		253,235
EQT Corp.
3.90%, 10/01/2027		264,000		286,110
Exxon Mobil Corp.
3.00%, 08/16/2039		515,000		541,566
4.11%, 03/01/2046		294,000		357,642
Flex Intermediate Holdco LLC
3.36%, 06/30/2031 ^(B)		310,000		318,535
4.32%, 12/30/2039 ^(B)		220,000		231,044
Galaxy Pipeline Assets Bidco Ltd.
2.94%, 09/30/2040 ^(B)		450,000		453,236
Gray Oak Pipeline LLC
2.00%, 09/15/2023 ^(B)		250,000		255,175
2.60%, 10/15/2025 ^(B)		305,000		316,215
3.45%, 10/15/2027 ^(B)		597,000		634,368


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
HollyFrontier Corp.
2.63%, 10/01/2023		$ 425,000		$ 439,644
5.88%, 04/01/2026		224,000		259,373
Kinder Morgan, Inc.
2.00%, 02/15/2031		270,000		265,367
Lundin Energy Finance BV
2.00%, 07/15/2026 ^(B)		200,000		202,240
3.10%, 07/15/2031 ^(B)		200,000		204,328
Marathon Petroleum Corp.
4.50%, 05/01/2023		156,000		165,951
4.70%, 05/01/2025		94,000		105,874
MPLX, LP
5.20%, 12/01/2047		305,000		372,154
NGPL PipeCo LLC
3.25%, 07/15/2031 ^(B)		335,000		348,898
ONEOK Partners, LP
6.65%, 10/01/2036		220,000		300,534
ONEOK, Inc.
2.20%, 09/15/2025		500,000		516,788
3.40%, 09/01/2029		495,000		533,906
Phillips 66 Partners, LP
3.15%, 12/15/2029		300,000		318,433
4.90%, 10/01/2046		144,000		170,785
Pioneer Natural Resources Co.
1.90%, 08/15/2030		520,000		504,215
Plains All American Pipeline, LP / PAA Finance Corp.
4.30%, 01/31/2043		150,000		152,383
4.65%, 10/15/2025		495,000		555,000
4.70%, 06/15/2044		160,000		171,474
Saudi Arabian Oil Co.
1.63%, 11/24/2025 ^(B)		200,000		202,020
Southern Natural Gas Co. LLC
4.80%, 03/15/2047 ^(B)		136,000		170,369
8.00%, 03/01/2032		105,000		152,128
Suncor Energy, Inc.
5.95%, 12/01/2034		550,000		738,242
7.88%, 06/15/2026		100,000		127,070
TC PipeLines, LP
3.90%, 05/25/2027 ^(G)		141,000		157,442
Tennessee Gas Pipeline Co. LLC
2.90%, 03/01/2030 ^(B)		595,000		625,348
TotalEnergies Capital International SA
2.99%, 06/29/2041		650,000		681,287
3.13%, 05/29/2050		605,000		631,034
3.46%, 07/12/2049		200,000		220,347
Valero Energy Corp.
1.20%, 03/15/2024		430,000		433,739
2.15%, 09/15/2027		390,000		397,174
Williams Cos., Inc.
4.85%, 03/01/2048 ^(G)		249,000		306,364

				22,035,787

Personal Products - 0.1%
Estee Lauder Cos., Inc.
2.60%, 04/15/2030		549,000		587,498
Pharmaceuticals - 0.8%
AstraZeneca PLC
6.45%, 09/15/2037		180,000		273,341
Bristol-Myers Squibb Co.
4.13%, 06/15/2039		377,000		464,258
4.55%, 02/20/2048		370,000		494,842
5.00%, 08/15/2045		114,000		158,933
Mylan, Inc.
5.40%, 11/29/2043		100,000		125,910


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Pharmaceuticals (continued)
Royalty Pharma PLC
0.75%, 09/02/2023 ^(B)		$ 465,000		$ 466,666
1.20%, 09/02/2025 ^(B)		460,000		459,952
1.75%, 09/02/2027 ^(B)		460,000		462,536
3.55%, 09/02/2050 ^(B)		390,000		395,351
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		778,000		847,639
Takeda Pharmaceutical Co. Ltd.
3.03%, 07/09/2040		430,000		448,216
3.18%, 07/09/2050		415,000		431,798
3.38%, 07/09/2060		290,000		312,869
Utah Acquisition Sub, Inc.
3.95%, 06/15/2026		185,000		205,187
Viatris, Inc.
2.30%, 06/22/2027 ^(B)		1,260,000		1,295,796
Zoetis, Inc.
2.00%, 05/15/2030		410,000		415,007

				7,258,301

Professional Services - 0.1%
IHS Markit Ltd.
4.25%, 05/01/2029		519,000		605,673

Real Estate Management & Development - 0.1%
Ontario Teachers’ Cadillac Fairview Properties Trust
3.13%, 03/20/2022 ^(B)		314,000		318,941
3.88%, 03/20/2027 ^(B)		325,000		363,179

				682,120

Road & Rail - 0.9%
Avolon Holdings Funding Ltd.
2.13%, 02/21/2026 ^(B)		250,000		251,128
2.88%, 02/15/2025 ^(B)		150,000		155,447
3.63%, 05/01/2022 ^(B)		215,000		219,173
4.25%, 04/15/2026 ^(B)		280,000		306,038
4.38%, 05/01/2026 ^(B)		510,000		561,117
5.25%, 05/15/2024 ^(B)		555,000		611,423
5.50%, 01/15/2023 - 01/15/2026 ^(B)		1,455,000		1,615,088
Burlington Northern Santa Fe LLC
3.55%, 02/15/2050		233,000		270,396
5.75%, 05/01/2040		300,000		432,317
7.29%, 06/01/2036		90,000		139,260
CSX Corp.
4.75%, 11/15/2048		215,000		283,176
6.00%, 10/01/2036		340,000		479,590
Kansas City Southern
4.70%, 05/01/2048		316,000		402,232
Norfolk Southern Corp.
3.85%, 01/15/2024		266,000		284,353
Park Aerospace Holdings Ltd.
4.50%, 03/15/2023 ^(B)		95,000		99,898
5.25%, 08/15/2022 ^(B)		1,865,000		1,945,638
5.50%, 02/15/2024 ^(B)		150,000		165,290

				8,221,564

Semiconductors & Semiconductor Equipment - 0.7%
Analog Devices, Inc.
4.50%, 12/05/2036		226,000		272,035
Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027		200,000		221,726
Broadcom, Inc.
1.95%, 02/15/2028 ^(B)		1,000,000		1,007,751
4.11%, 09/15/2028		697,000		785,948
4.75%, 04/15/2029		925,000		1,085,283


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Semiconductors & Semiconductor Equipment (continued)
Microchip Technology, Inc.
0.97%, 02/15/2024 ^(B)		$ 530,000		$ 530,961
0.98%, 09/01/2024 ^(B)		615,000		614,108
NXP BV / NXP Funding LLC / NXP USA, Inc.
2.50%, 05/11/2031 ^(B)		570,000		590,261
3.25%, 05/11/2041 ^(B)		585,000		617,030
Xilinx, Inc.
2.38%, 06/01/2030		360,000		370,596

				6,095,699

Software - 0.3%
Citrix Systems, Inc.
1.25%, 03/01/2026		150,000		149,163
Microsoft Corp.
2.92%, 03/17/2052		307,000		330,538
3.04%, 03/17/2062		183,000		200,143
Oracle Corp.
2.30%, 03/25/2028		690,000		715,908
VMware, Inc.
1.40%, 08/15/2026 ^(E)		679,000		681,169
4.65%, 05/15/2027		220,000		255,317

				2,332,238

Specialty Retail - 0.1%
AutoZone, Inc.
1.65%, 01/15/2031		350,000		337,935
Lowe’s Cos., Inc.
3.65%, 04/05/2029		472,000		533,766
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		247,000		279,374

				1,151,075

Technology Hardware, Storage & Peripherals - 0.4%
Apple, Inc.
3.45%, 02/09/2045		528,000		597,930
3.75%, 09/12/2047		500,000		594,474
3.85%, 08/04/2046		207,000		248,994
4.65%, 02/23/2046		119,000		159,707
Dell International LLC / EMC Corp.
5.45%, 06/15/2023		250,000		270,369
6.02%, 06/15/2026		793,000		954,455
HP, Inc.
3.00%, 06/17/2027		335,000		361,538

				3,187,467

Tobacco - 0.2%
Altria Group, Inc.
2.45%, 02/04/2032		665,000		653,698
BAT Capital Corp.
2.26%, 03/25/2028		290,000		291,716
3.73%, 09/25/2040		195,000		195,608
3.98%, 09/25/2050		300,000		297,904
4.54%, 08/15/2047		290,000		312,866
BAT International Finance PLC
1.67%, 03/25/2026		215,000		217,140

				1,968,932

Trading Companies & Distributors - 0.4%
Air Lease Corp.
3.25%, 03/01/2025 - 10/01/2029		1,153,000		1,220,470
3.38%, 07/01/2025		950,000		1,023,500
BOC Aviation Ltd.
2.75%, 09/18/2022 ^(B)		270,000		274,466
3.50%, 10/10/2024 ^(B)^(G)		200,000		213,034


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Trading Companies & Distributors (continued)
International Lease Finance Corp.
5.88%, 08/15/2022		$ 154,000		$ 162,256
8.63%, 01/15/2022		700,000		725,379
WW Grainger, Inc.
4.60%, 06/15/2045		198,000		261,878

				3,880,983

Transportation Infrastructure - 0.1%
Mexico City Airport Trust
5.50%, 07/31/2047 ^(B)		200,000		202,000
Penske Truck Leasing Co., LP / PTL Finance Corp.
4.13%, 08/01/2023 ^(B)		233,000		247,524

				449,524

Water Utilities - 0.1%
American Water Capital Corp.
3.85%, 03/01/2024		300,000		322,428
4.00%, 12/01/2046		172,000		207,252

				529,680

Wireless Telecommunication Services - 0.5%
America Movil SAB de CV
3.13%, 07/16/2022		236,000		241,833
4.38%, 04/22/2049 ^(G)		251,000		314,639
T-Mobile USA, Inc.
2.05%, 02/15/2028		1,150,000		1,175,841
3.00%, 02/15/2041		310,000		312,861
3.75%, 04/15/2027		1,210,000		1,349,005
Vodafone Group PLC
4.88%, 06/19/2049		545,000		694,522
5.25%, 05/30/2048		260,000		345,884

				4,434,585

Total Corporate Debt Securities (Cost $256,779,239)				277,024,597


FOREIGN GOVERNMENT OBLIGATIONS - 0.6%
Chile - 0.0% ^(I)
Chile Government International Bond
2.55%, 01/27/2032 ^(G)		218,000		223,363

Colombia - 0.1%
Colombia Government International Bond
4.00%, 02/26/2024		300,000		314,580
5.00%, 06/15/2045		200,000		209,018
7.38%, 09/18/2037		200,000		259,730

				783,328

Mexico - 0.5%
Mexico Government International Bond
2.66%, 05/24/2031		467,000		458,972
3.75%, 01/11/2028 ^(G)		1,042,000		1,143,584
3.77%, 05/24/2061		345,000		321,599
4.13%, 01/21/2026 ^(G)		615,000		692,638
4.35%, 01/15/2047		183,000		192,704
4.60%, 02/10/2048		200,000		216,310
4.75%, 03/08/2044		190,000		210,374
5.75%, 10/12/2110		550,000		661,177

				3,897,358

Panama - 0.0% ^(I)
Panama Government International Bond
4.50%, 04/16/2050		200,000		227,580


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Saudi Arabia - 0.0% ^(I)
Saudi Arabia Government International Bond
2.25%, 02/02/2033 ^(B)		$ 272,000		$ 266,944

Total Foreign Government Obligations (Cost $5,158,555)				5,398,573


MORTGAGE-BACKED SECURITIES - 7.8%
American General Mortgage Loan Trust
Series 2006-1, Class A5,
5.75% ^(A), 12/25/2035 ^(B)		1,037		1,089
Banc of America Funding Trust
Series 2004-3, Class 1A1,
5.50%, 10/25/2034		50,095		51,166
Series 2004-C, Class 1A1,
3.23% ^(A), 12/20/2034		18,935		19,618
Series 2005-E, Class 4A1,
2.77% ^(A), 03/20/2035		1,853		1,852
Banc of America Mortgage Trust
Series 2003-C, Class 3A1,
2.37% ^(A), 04/25/2033		25,661		26,217
BB-UBS Trust
Series 2012-SHOW, Class A,
3.43%, 11/05/2036 ^(B)		1,500,000		1,593,404
Bear Stearns ARM Trust
Series 2003-4, Class 3A1,
2.17% ^(A), 07/25/2033		16,679		17,371
Series 2004-2, Class 14A,
2.71% ^(A), 05/25/2034		17,666		17,285
Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2005-PWR8, Class X1,
0.72% ^(A), 06/11/2041 ^(B)		3,652		5
BVRT Financing Trust
Series 2020-3F, Class A,
3.15%, 11/10/2022 ^{(C) (D)}		1,568,655		1,568,655
Castlelake, LP
3.34%, 03/15/2023		2,530,000		2,530,000
Chase Mortgage Finance Trust
Series 2007-A1, Class 1A3,
2.47% ^(A), 02/25/2037		218,776		221,749
Series 2007-A1, Class 2A1,
2.40% ^(A), 02/25/2037		46,268		46,825
Series 2007-A1, Class 7A1,
2.79% ^(A), 02/25/2037		38,608		39,594
Series 2007-A1, Class 9A1,
2.68% ^(A), 02/25/2037		18,756		19,097
Series 2007-A2, Class 1A1,
2.28% ^(A), 06/25/2035		8,368		8,170
Series 2007-A2, Class 2A1,
2.64% ^(A), 06/25/2035		74,957		76,104
CHL Mortgage Pass-Through Trust
Series 2004-3, Class A26,
5.50%, 04/25/2034		69,827		72,704
Series 2004-3, Class A4,
5.75%, 04/25/2034		104,741		109,247
Series 2004-5, Class 1A4,
5.50%, 06/25/2034		95,870		98,632
Series 2004-8, Class 2A1,
4.50%, 06/25/2019 ^(C)		259		274
Citigroup Global Markets Mortgage Securities VII, Inc.
Series 2003-HYB1, Class A,
2.59% ^(A), 09/25/2033		24,272		25,300


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Inc.
Series 2003-1, Class 3A4,
5.25%, 09/25/2033		$ 34,957		$ 35,525
Series 2005-2, Class 2A11,
5.50%, 05/25/2035		70,108		72,144
Series 2009-10, Class 1A1,
2.76% ^(A), 09/25/2033 ^(B)		65,980		66,627
COMM Mortgage Trust
Series 2015-CR25, Class A4,
3.76%, 08/10/2048		562,000		620,017
Series 2018-HOME, Class A,
3.82% ^(A), 04/10/2033 ^(B)		2,410,000		2,698,674
COMM Mortgage Trust, Interest Only STRIPS
Series 2012-CR2, Class XA,
1.61% ^(A), 08/15/2045		1,654,557		13,779
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-21, Class 1A4,
5.25%, 09/25/2033		25,575		26,323
Series 2003-AR15, Class 3A1,
2.30% ^(A), 06/25/2033		43,581		44,997
Series 2004-5, Class 3A1,
5.25%, 08/25/2019		13,645		12,586
CSFB Mortgage-Backed Pass-Through Certificates
Series 2003-27, Class 5A4,
5.25%, 11/25/2033		35,532		36,022
Series 2003-29, Class 5A1,
7.00%, 12/25/2033		39,313		40,626
Series 2004-4, Class 2A4,
5.50%, 09/25/2034		53,927		56,450
Series 2004-8, Class 1A4,
5.50%, 12/25/2034		102,173		103,741
CSMC OA LLC
Series 2014-USA, Class D,
4.37%, 09/15/2037 ^(B)		500,000		480,088
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2005-1, Class 2A1,
4.39% ^(A), 02/25/2020		6,755		6,712
FMC GMSR Issuer Trust
3.69%, 02/25/2024 ^(C)		2,835,000		2,832,074
Series 2020-GT1, Class A,
4.45% ^(A), 01/25/2026 ^(B)		1,700,000		1,719,230
Series 2021-GT1, Class A,
3.62% ^(A), 07/25/2026 ^(B)		1,700,000		1,699,803
GS Mortgage Securities Trust, Interest Only STRIPS
Series 2006-GG8, Class X,
1.05% ^(A), 11/10/2039 ^(B)		814,268		2,059
GSMPS Mortgage Loan Trust
Series 2005-RP3, Class 1AF,
1-Month LIBOR + 0.35%,
0.44% ^(A), 09/25/2035 ^(B)		563,459		481,154
GSMPS Mortgage Loan Trust, Interest Only STRIPS
Series 2005-RP3, Class 1AS,
4.24% ^(A), 09/25/2035 ^(B)		422,595		50,761
GSR Mortgage Loan Trust
Series 2003-7F, Class 1A4,
5.25%, 06/25/2033		169,805		174,957
Series 2004-8F, Class 2A3,
6.00%, 09/25/2034		89,969		92,124
Series 2005-5F, Class 8A3,
1-Month LIBOR + 0.50%, 0.59% ^(A), 06/25/2035		6,579		6,372


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Headlands Residential LLC
Series 2017-RPL1, Class A,
3.88% ^(A), 11/25/2024 ^(B)		$ 1,980,000		$ 1,995,805
Series 2018-RPL1, Class A,
3.88% ^(A), 08/25/2024 ^(B)		2,410,000		2,426,704
Series 2019-RPL1, Class NOTE,
3.97% ^(A), 06/25/2024 ^(B)		1,528,736		1,536,807
Impac CMB Trust
Series 2005-4, Class 2A1,
1-Month LIBOR + 0.30%,
0.69% ^(A), 05/25/2035		85,003		85,016
Impac Secured Assets CMN Owner Trust
Series 2003-2, Class A1,
5.50%, 08/25/2033		29,712		28,996
Impac Secured Assets Trust
Series 2006-1, Class 2A1,
1-Month LIBOR + 0.70%,
0.79% ^(A), 05/25/2036		59,694		59,530
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035 ^(B)		1,590,000		1,686,635
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2006-CB15, Class X1,
0.18% ^(A), 06/12/2043		1,706,689		334
JPMorgan Mortgage Trust
Series 2004-A3, Class 4A1,
2.30% ^(A), 07/25/2034		3,421		3,534
Series 2004-A4, Class 1A1,
2.31% ^(A), 09/25/2034		8,608		8,481
Series 2004-S1, Class 1A7,
5.00%, 09/25/2034		1,564		1,626
Series 2005-A1, Class 3A4,
2.70% ^(A), 02/25/2035		41,124		40,698
Series 2006-A2, Class 5A3,
2.49% ^(A), 11/25/2033		76,962		77,750
Series 2006-A3, Class 6A1,
2.61% ^(A), 08/25/2034		10,780		10,839
LB-UBS Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C1, Class XCL,
0.37% ^(A), 02/15/2041 ^(B)		911,815		102
LHOME Mortgage Trust
Series 2019-RTL3, Class A1,
3.87%, 07/25/2024 ^(B)		2,210,000		2,226,432
Series 2021-RTL1, Class A1,
2.09% ^(A), 09/25/2026 ^(B)		810,000		808,799
MASTR Adjustable Rate Mortgages Trust
Series 2004-13, Class 2A1,
2.70% ^(A), 04/21/2034		96,753		96,930
Series 2004-13, Class 3A7,
2.79% ^(A), 11/21/2034		64,167		64,775
MASTR Alternative Loan Trust
Series 2003-9, Class 2A1,
6.00%, 12/25/2033		10,773		11,183
MASTR Asset Securitization Trust
Series 2003-11, Class 9A6,
5.25%, 12/25/2033		150,822		153,663
Series 2004-P7, Class A6,
5.50%, 12/27/2033 ^(B)		15,808		15,832
MASTR Resecuritization Trust, Principal Only STRIPS
Series 2005, Class 3,
Zero Coupon, 05/28/2035 ^(B)		6,792		5,639
Merrill Lynch Mortgage Investors Trust
Series 2003-A4, Class 2A,
2.44% ^(A), 07/25/2033		29,183		28,976


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust (continued)
Series 2003-A5, Class 2A6,
2.03% ^(A), 08/25/2033		$ 14,310		$ 14,374
Series 2004-1, Class 2A1,
2.12% ^(A), 12/25/2034		75,716		76,914
Series 2004-A4, Class A2,
2.64% ^(A), 08/25/2034		32,988		33,454
Series 2004-D, Class A2,
6-Month LIBOR + 0.72%, 0.92% ^(A), 09/25/2029		60,094		58,610
ML-CFC Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-4, Class XC,
1.17% ^(A), 12/12/2049 ^{(B) (J)}		6,365		0
Morgan Stanley Capital I Trust, Interest Only STRIPS
Series 2006-IQ12, Class X1,
0.29% ^(A), 12/15/2043 ^(B)		297,469		2
Series 2006-T21, Class X,
0.08% ^(A), 10/12/2052 ^(B)		3,307,274		906
Series 2007-HQ11, Class X,
0.30% ^(A), 02/12/2044 ^(B)^(K)		183,435		0
Morgan Stanley Mortgage Loan Trust
Series 2004-3, Class 4A,
5.65% ^(A), 04/25/2034		92,599		98,629
MRCD Mortgage Trust
Series 2019-PARK, Class D,
2.72%, 12/15/2036 ^(B)		1,443,000		1,459,777
Pretium Mortgage Credit Partners I LLC
Series 2021-NPL1, Class A1,
2.24% ^(A), 09/27/2060 ^(B)		1,928,391		1,931,058
Prime Mortgage Trust
Series 2004-CL1, Class 1A1,
6.00%, 02/25/2034		28,660		29,111
Prime Mortgage Trust, Principal Only STRIPS
Series 2004-CL1, Class 1,
Zero Coupon, 02/25/2034		2,114		1,779
PRPM LLC
Series 2021-1, Class A1,
2.12% ^(A), 01/25/2026 ^(B)		1,563,211		1,567,584
Series 2021-3, Class A1,
1.87% ^(A), 04/25/2026 ^(B)		955,667		961,345
RAMP Trust
Series 2004-SL2, Class A3,
7.00%, 10/25/2031		66,205		70,182
RBSSP Resecuritization Trust
Series 2009-1, Class 1A1,
6.50% ^(A), 02/26/2036 ^(B)		26,067		26,256
RCO V Mortgage LLC
Series 2020-1, Class A1,
3.10% ^(A), 09/25/2025 ^(B)		1,153,792		1,162,804
Seasoned Credit Risk Transfer Trust
Series 2017-4, Class M60C,
3.50%, 06/25/2057		1,855,387		1,989,775
Series 2018-2, Class M55D,
4.00%, 11/25/2057		2,543,914		2,776,404
Series 2019-1, Class MT,
3.50%, 07/25/2058		2,005,734		2,216,461
Series 2019-3, Class MB,
3.50%, 10/25/2058		955,632		1,115,491
Series 2019-4, Class M55D,
4.00%, 02/25/2059		1,466,369		1,621,576
Sequoia Mortgage Trust
Series 2004-11, Class A1,
1-Month LIBOR + 0.60%, 0.68% ^(A), 12/20/2034		122,907		125,899


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Sequoia Mortgage Trust (continued)
Series 2004-11, Class A3,
1-Month LIBOR + 0.60%, 0.68% ^(A), 12/20/2034		$ 20,127		$ 20,094
Series 2004-12, Class A3,
6-Month LIBOR + 0.32%, 0.48% ^(A), 01/20/2035		62,299		60,411
SLG Office Trust
Series 2021-OVA, Class A,
2.59%, 07/15/2041 ^(B)		1,620,000		1,713,775
Structured Asset Mortgage Investments II Trust
Series 2004-AR5, Class 1A1,
1-Month LIBOR + 0.66%,
0.75% ^(A), 10/19/2034		141,375		138,959
Structured Asset Securities Corp.
Series 2003-37A, Class 2A,
2.24% ^(A), 12/25/2033		36,405		36,490
Series 2004-4XS, Class 1A5,
5.15% ^(A), 02/25/2034		184,580		188,252
Thornburg Mortgage Securities Trust
Series 2003-4, Class A1,
1-Month LIBOR + 0.64%, 0.73% ^(A), 09/25/2043		60,359		61,453
Series 2004-1, Class II2A,
1.67% ^(A), 03/25/2044		21,501		21,515
Toorak Mortgage Corp. Ltd.
Series 2019-2, Class A1,
3.72% ^(A), 09/25/2022		1,548,000		1,563,013
Towd Point Mortgage Trust
Series 2021-R1, Class A1,
2.92% ^(A), 11/30/2060 ^(B)		2,382,363		2,457,741
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030 ^(B)		1,000,000		1,006,435
UBS-Barclays Commercial Mortgage Trust
Series 2012-C2, Class A4,
3.53%, 05/10/2063		650,000		661,869
UBS-Barclays Commercial Mortgage Trust, Interest Only STRIPS
Series 2012-C2, Class XA,
1.28% ^(A), 05/10/2063 ^(B)		3,935,665		31,243
V.M. Jog Engineering Ltd.
Series 2017, Class A,
1-Month LIBOR + 4.60%,
4.82% ^(A), 12/15/2021		1,140,000		1,140,000
Vericrest Opportunity Loan Transferee
Series 2021-NPL4, Class A1,
2.24% ^(A), 03/27/2051 ^(B)		618,024		618,103
VNDO Mortgage Trust
Series 2012-6AVE, Class A,
3.00%, 11/15/2030 ^(B)		1,000,000		1,024,847
VOLT C LLC
Series 2021-NPL9, Class A1,
1.99% ^(A), 05/25/2051 ^(B)		1,021,142		1,022,457
VOLT CI LLC
Series 2021-NP10, Class A1,
1.99% ^(A), 05/25/2051 ^(B)		978,192		979,624
VOLT XCIII LLC
Series 2021-NPL2, Class A1,
1.89% ^(A), 02/27/2051 ^(B)		2,257,135		2,256,129
VOLT XCIV LLC
Series 2021-NPL3, Class A1,
2.24% ^(A), 02/27/2051 ^(B)		1,599,919		1,602,557
VOLT XCVII LLC
Series 2021-NPL6, Class A1,
2.24% ^(A), 04/25/2051 ^(B)		1,431,726		1,433,305


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C24, Class XC,
0.00% ^(A), 03/15/2045 ^(B)		$ 478,902		$ 5
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR6, Class A1,
2.56% ^(A), 06/25/2033		96,093		99,623
Series 2003-AR7, Class A7,
2.38% ^(A), 08/25/2033		39,526		40,420
Series 2003-AR8, Class A,
2.91% ^(A), 08/25/2033		14,461		14,925
Series 2003-AR9, Class 1A6,
2.76% ^(A), 09/25/2033		71,629		72,836
Series 2003-S3, Class 1A4,
5.50%, 06/25/2033		111,748		114,435
Series 2003-S4, Class 2A10,
(2.75) * 1-Month LIBOR + 17.46%, 17.22% ^(A), 06/25/2033		3,964		4,707
Series 2003-S9, Class A8,
5.25%, 10/25/2033		48,398		49,664
Series 2004-AR3, Class A1,
2.58% ^(A), 06/25/2034		8,616		8,870
Series 2004-AR3, Class A2,
2.58% ^(A), 06/25/2034		88,624		91,025
Series 2004-S2, Class 2A4,
5.50%, 06/25/2034		73,526		75,605
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
Series 2004-RA2, Class 2A,
7.00%, 07/25/2033		32,295		35,014
Wells Fargo Commercial Mortgage Trust
Series 2016-C35, Class A4,
2.93%, 07/15/2048		1,915,000		2,046,136
Wells Fargo Mortgage-Backed Securities Trust
Series 2004-U, Class A1,
2.90% ^(A), 10/25/2034		162,584		161,395

Total Mortgage-Backed Securities (Cost $66,468,649)				67,483,612


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.9%
California - 0.2%
State of California, General Obligation Unlimited,
7.30%, 10/01/2039		520,000		844,434
University of California Regents Medical Center Pooled Revenue, Revenue Bonds,
Series N,
3.71%, 05/15/2120		820,000		917,991

				1,762,425

New York - 0.3%
New York State Dormitory Authority, Revenue Bonds,
Series D,
5.60%, 03/15/2040		280,000		387,078
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		800,000		1,099,216
5.65%, 11/01/2040		655,000		944,110

				2,430,404


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
Ohio - 0.4%
American Municipal Power, Inc., Revenue Bonds,
Series B,
7.50%, 02/15/2050		$ 640,000		$ 1,065,162
Ohio State University, Revenue Bonds,
Series A,
4.80%, 06/01/2111		1,370,000		2,035,207

				3,100,369

Total Municipal Government Obligations (Cost $5,233,799)				7,293,198


U.S. GOVERNMENT AGENCY OBLIGATIONS - 25.8%
Federal Home Loan Mortgage Corp.
6-Month LIBOR + 1.55%, 1.83% ^(A), 05/01/2037		50,003		52,088
6-Month LIBOR + 1.70%, 1.95% ^(A), 10/01/2036		12,903		13,103
12-Month LIBOR + 1.64%, 2.02% ^(A), 11/01/2036		24,269		25,356
12-Month LIBOR + 1.58%, 2.04% ^(A), 12/01/2036		79,763		84,048
12-Month LIBOR + 1.70%, 2.07% ^(A), 02/01/2037		20,968		22,158
12-Month LIBOR + 1.87%, 2.21% ^(A), 05/01/2038		5,217		5,316
12-Month LIBOR + 1.77%, 2.23% ^(A), 09/01/2037		11,223		11,465
6-Month LIBOR + 2.01%, 2.26% ^(A), 05/01/2037		20,891		22,020
12-Month LIBOR + 1.67%, 2.27% ^(A), 12/01/2036		84,972		89,818
12-Month LIBOR + 1.91%, 2.29% ^(A), 04/01/2037		1,266		1,267
1-Year CMT + 2.25%, 2.33% ^(A), 07/01/2036		106,012		113,304
12-Month LIBOR + 1.98%, 2.35% ^(A), 04/01/2037		16,286		16,341
1-Year CMT + 2.24%, 2.37% ^(A), 11/01/2036		68,725		72,172
1-Year CMT + 2.25%, 2.38% ^(A), 01/01/2035		170,271		181,305
12-Month LIBOR + 2.04%, 2.41% ^(A), 05/01/2037		18,408		18,640
1-Year CMT + 2.25%, 2.41% ^(A), 02/01/2036		125,827		132,450
12-Month LIBOR + 2.18%, 2.43% ^(A), 05/01/2037		85,721		92,016
12-Month LIBOR + 2.00%, 2.44% ^(A), 11/01/2036		6,187		6,223
1-Year CMT + 2.43%, 2.58% ^(A), 12/01/2031		191,516		191,910
12-Month LIBOR + 2.33%, 2.61% ^(A), 05/01/2036		10,913		11,579
1-Year CMT + 2.36%, 2.73% ^(A), 10/01/2037		5,589		5,605
1-Year CMT + 2.65%, 2.78% ^(A), 10/01/2037		60,073		59,945
12-Month LIBOR + 2.47%, 2.89% ^(A), 03/01/2036		41,808		44,735
3.50%, 06/01/2042 - 07/15/2042		1,361,553		1,479,309
4.00%, 04/01/2043 - 09/01/2049		3,816,082		4,174,727
4.50%, 05/01/2041 - 07/01/2047		6,124,943		6,797,871
5.00%, 08/01/2040		153,913		176,064
5.50%, 05/01/2023 - 12/01/2035		247,551		259,657


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. (continued)
6.00%, 12/01/2036 - 06/01/2037		$ 148,931		$ 170,229
6.50%, 05/01/2035 - 03/01/2038		630,666		737,232
7.50%, 02/01/2038 - 09/01/2038		29,078		33,691
10.00%, 03/17/2026 - 10/01/2030		3,335		3,611
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
1-Month LIBOR + 0.70%, 0.80% ^(A), 09/25/2022		16,886		16,902
2.31%, 12/25/2022		1,610,597		1,645,626
2.72%, 07/25/2026		1,456,000		1,555,377
2.74%, 09/25/2025		1,000,000		1,072,527
2.81%, 09/25/2024		4,140,000		4,388,772
2.84%, 09/25/2022		235,277		239,774
2.93%, 01/25/2023		628,572		648,373
3.21% ^(A), 04/25/2028		970,000		1,091,106
3.24%, 04/25/2027		1,097,000		1,225,012
3.30% ^(A), 11/25/2027		965,000		1,088,400
3.33%, 05/25/2027		590,000		660,815
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.25%, 0.34% ^(A), 08/15/2023		40,173		40,194
1-Month LIBOR + 0.30%, 0.39% ^(A), 03/15/2036		20,467		20,574
1-Month LIBOR + 0.40%, 0.49% ^(A), 07/15/2037		284,987		285,008
1-Month LIBOR + 1.20%, 1.29% ^(A), 07/15/2039		12,114		12,360
4.00%, 11/15/2041 - 07/15/2042		2,758,017		3,255,256
4.50%, 06/15/2025		758,867		801,160
5.00%, 07/15/2033 - 07/15/2041		8,513,380		9,992,741
5.30%, 01/15/2033		233,784		269,489
5.50%, 02/15/2022 - 01/15/2039		1,489,682		1,725,885
(3.62) * 1-Month LIBOR + 27.21%, 5.50% ^(A), 05/15/2041		270,939		295,595
(3.67) * 1-Month LIBOR + 27.50%, 5.50% ^(A), 05/15/2041		276,592		300,500
5.70% ^(A), 10/15/2038		122,624		142,553
6.00%, 05/15/2034 - 06/15/2038		986,770		1,169,023
6.25%, 10/15/2023		39,488		41,458
6.50%, 08/15/2021 - 06/15/2032		443,113		500,552
6.62% ^(A), 11/15/2021		382		383
7.00%, 12/15/2036		256,648		311,236
7.41% ^(A), 11/15/2046		363,328		433,110
7.50%, 11/15/2036 - 12/15/2036		309,484		380,988
(7.27) * 1-Month LIBOR + 48.00%, 8.00% ^(A), 06/15/2035		10,880		12,658
(1.50) * 1-Month LIBOR + 9.08%, 8.92% ^(A), 11/15/2033		26,003		27,664
(1.83) * 1-Month LIBOR + 14.85%, 14.68% ^(A), 06/15/2033		18,027		23,266
(3.33) * 1-Month LIBOR + 17.50%, 17.19% ^(A), 02/15/2040		237,365		330,431
(2.50) * 1-Month LIBOR + 17.45%, 17.22% ^(A), 02/15/2038		8,193		10,943
(3.00) * 1-Month LIBOR + 20.22%, 19.94% ^(A), 07/15/2035		20,447		29,250
(2.60) * 1-Month LIBOR + 20.93%, 20.69% ^(A), 08/15/2031		24,522		34,838
(4.00) * 1-Month LIBOR + 22.00%, 21.63% ^(A), 05/15/2035		29,278		42,309
(4.50) * 1-Month LIBOR + 24.75%, 24.33% ^(A), 06/15/2035		43,961		76,931


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
1.73% ^(A), 01/15/2040		$ 225,180		$ 10,475
4.50%, 12/15/2024 ^(J)		23		0
5.00%, 10/15/2039 - 08/15/2040		378,096		25,947
(1.00) * 1-Month LIBOR + 6.00%, 5.91% ^(A), 11/15/2037 - 10/15/2040		366,774		63,930
(1.00) * 1-Month LIBOR + 6.05%, 5.96% ^(A), 05/15/2038		47,652		4,383
(1.00) * 1-Month LIBOR + 6.10%, 6.01% ^(A), 05/15/2039		28,234		4,904
(1.00) * 1-Month LIBOR + 6.25%, 6.16% ^(A), 12/15/2039		121,440		19,992
(1.00) * 1-Month LIBOR + 6.34%, 6.25% ^(A), 12/15/2039		311,879		47,973
(1.00) * 1-Month LIBOR + 6.40%, 6.31% ^(A), 01/15/2037		26,626		3,734
(1.00) * 1-Month LIBOR + 6.45%, 6.36% ^(A), 11/15/2037		15,717		3,186
(1.00) * 1-Month LIBOR + 6.80%, 6.71% ^(A), 09/15/2039		86,676		13,279
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS
09/15/2032 - 12/15/2043		2,510,951		2,252,567
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
1.72% ^(A), 10/25/2037		262,639		267,928
5.23%, 05/25/2043		645,571		742,991
6.50%, 02/25/2043		223,692		268,768
6.50% ^(A), 09/25/2043		98,601		122,969
7.00%, 02/25/2043 - 07/25/2043		247,736		301,676
7.50%, 02/25/2042 - 09/25/2043		300,218		362,227
Federal Home Loan Mortgage Corp., Interest Only STRIPS
(1.00) * 1-Month LIBOR + 7.70%, 7.61% ^(A), 08/15/2036		217,408		54,098
Federal National Mortgage Association
1-Month LIBOR + 0.22%, 0.31% ^(A), 03/25/2045 - 02/25/2046		88,750		88,657
1-Month LIBOR + 0.40%, 0.49% ^(A), 05/25/2042		148,128		147,969
1-Month LIBOR + 0.55%, 0.64% ^(A), 08/25/2042		386,039		388,817
0.75%, 09/25/2028		3,106,145		3,081,841
1.00%, 11/25/2033		2,652,439		2,654,175
1-Month LIBOR + 0.93%, 1.01% ^(A), 11/25/2022		231,372		231,630
6-Month LIBOR + 1.23%, 1.48% ^(A), 09/01/2036		18,357		18,858
6-Month LIBOR + 1.30%, 1.55% ^(A), 07/01/2037		45,378		46,832
6-Month LIBOR + 1.46%, 1.71% ^(A), 02/01/2037		6,160		6,297
6-Month LIBOR + 1.48%, 1.71% ^(A), 02/01/2037		36,795		38,214
12-Month LIBOR + 1.36%, 1.92% ^(A), 11/01/2037		26,693		27,898
12-Month LIBOR + 1.70%, 1.95% ^(A), 05/01/2036		18,440		18,633
12-Month LIBOR + 1.60%, 1.98% ^(A), 04/01/2037		2,039		2,071
12-Month LIBOR + 1.69%, 2.06% ^(A), 04/01/2036		18,270		19,080
12-Month LIBOR + 1.57%, 2.07% ^(A), 09/01/2036		58,766		61,212
12-Month LIBOR + 1.66%, 2.09% ^(A), 07/01/2037		14,778		15,613
12-Month LIBOR + 1.49%, 2.09% ^(A), 09/01/2037		15,892		16,152


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
12-Month LIBOR + 1.86%, 2.11% ^(A), 06/01/2036		$ 34,078		$ 36,192
2.15%, 01/25/2023		1,052,878		1,070,661
1-Year CMT + 2.03%, 2.18% ^(A), 11/01/2037		54,710		58,611
12-Month LIBOR + 1.82%, 2.23% ^(A), 12/01/2036		12,434		12,619
12-Month LIBOR + 1.80%, 2.28% ^(A), 07/01/2037		24,878		24,985
12-Month LIBOR + 1.94%, 2.31% ^(A), 12/01/2036		24,472		24,521
12-Month LIBOR + 1.82%, 2.32% ^(A), 09/01/2036		6,375		6,437
12-Month LIBOR + 1.95%, 2.32% ^(A), 11/01/2036		918		919
12-Month LIBOR + 1.77%, 2.38% ^(A), 10/01/2036		22,259		22,322
2.38%, 10/01/2026		1,453,511		1,549,531
2.43%, 08/01/2026		1,858,591		1,984,188
2.48% ^(A), 12/25/2026		415,806		447,328
2.49%, 05/01/2026		962,727		1,028,643
12-Month LIBOR + 1.88%, 2.53% ^(A), 08/01/2036		3,848		3,886
2.61%, 06/01/2026		1,012,000		1,089,662
2.62%, 11/01/2031		4,165,000		4,557,499
2.63%, 03/01/2026		2,818,159		3,034,108
2.64%, 06/01/2026		2,477,000		2,670,642
2.70%, 07/01/2026		1,238,109		1,339,368
6-Month LIBOR + 2.50%, 2.75% ^(A), 03/01/2036		95,562		102,254
12-Month LIBOR + 2.38%, 2.76% ^(A), 03/01/2036		57,140		61,002
12-Month LIBOR + 2.28%, 2.78% ^(A), 11/01/2036		3,955		3,999
2.80%, 01/01/2028		1,126,603		1,229,958
12-Month LIBOR + 2.37%, 2.85% ^(A), 08/01/2037		22,864		23,411
2.90%, 06/25/2027		2,034,989		2,234,550
2.92%, 01/01/2025		2,440,358		2,616,516
2.94% ^(A), 01/25/2026		3,426,569		3,682,462
2.94%, 12/01/2028		5,000,000		5,564,476
2.98%, 06/01/2027		1,712,866		1,885,795
3.00%, 06/01/2043		798,363		862,699
3.02%, 07/01/2024 - 07/01/2029		7,524,739		8,293,120
3.04%, 06/01/2024		1,681,691		1,791,817
3.05% ^(A), 03/25/2028		1,138,000		1,268,489
3.06% ^(A), 05/25/2027		1,700,000		1,875,445
3.08% ^(A), 06/25/2027		1,707,979		1,900,449
3.08%, 12/01/2024		1,803,901		1,940,573
3.09% ^(A), 02/25/2030		815,000		927,661
3.09%, 09/01/2029		3,797,000		4,275,144
3.11%, 03/01/2027		1,885,263		2,079,934
3.15%, 04/01/2031		2,682,707		2,959,061
3.16% ^(A), 04/25/2029		1,357,150		1,532,030
3.24%, 06/01/2026		875,249		964,573
3.29%, 08/01/2026		984,277		1,085,809
3.37% ^(A), 07/25/2028		2,032,000		2,310,258
3.37%, 05/01/2037		853,328		971,561
3.50%, 04/01/2043 - 03/01/2060		4,837,870		5,253,184
3.76%, 12/01/2035		1,831,035		2,196,680
3.97%, 12/01/2025		393,023		440,039
4.00%, 01/01/2043 - 08/01/2048		3,580,099		3,911,478
4.45%, 07/01/2026		1,263,373		1,428,518
4.55%, 06/25/2043		62,681		69,507
5.00%, 08/01/2024 - 08/01/2040		365,222		412,507
5.50%, 11/01/2032 - 07/01/2037		850,816		977,209
6.00%, 08/01/2021 - 11/01/2037		1,159,080		1,307,285


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
6.00%, 08/01/2021 ^(J)		$ 0		$ 0
6.50%, 06/01/2023 - 07/25/2042		811,499		939,183
7.00%, 12/25/2033 - 02/25/2044		830,507		985,017
7.50%, 10/01/2037 - 12/25/2045		463,999		561,831
8.00%, 10/01/2031		29,752		32,991
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.24%, 0.33% ^(A), 10/25/2046		79,067		78,261
1-Month LIBOR + 0.25%, 0.35% ^(A), 06/27/2036		110,310		108,712
1-Month LIBOR + 0.29%, 0.38% ^(A), 07/25/2036		76,396		76,703
1-Month LIBOR + 0.40%, 0.49% ^(A), 06/25/2037		17,797		18,075
1-Month LIBOR + 0.55%, 0.64% ^(A), 08/25/2041		136,671		137,877
1-Month LIBOR + 0.60%, 0.69% ^(A), 04/25/2040		108,492		109,435
2.11% ^(A), 12/25/2039		86,322		90,279
3.00%, 01/25/2046		568,492		615,146
3.50%, 02/25/2043		551,397		584,585
4.50%, 02/25/2039 - 05/25/2041		671,271		757,443
5.11%, 01/25/2032 ^(L)		18,531		19,838
5.50%, 08/25/2025 - 10/25/2040		4,061,189		4,713,083
5.58% ^(A), 12/25/2042		83,448		92,799
5.75%, 08/25/2034		516,811		566,442
5.82% ^(A), 05/25/2051		125,143		145,792
6.00%, 03/25/2029 - 12/25/2049		1,244,789		1,427,304
6.02% ^(A), 06/25/2040		97,615		113,144
6.22% ^(A), 02/25/2040		117,473		134,037
6.25%, 09/25/2038		15,643		18,329
6.44% ^(A), 03/25/2040		155,625		176,726
6.50%, 04/18/2028 - 11/25/2041		449,011		525,255
6.75%, 04/25/2037		40,582		44,517
7.00%, 03/25/2038 - 11/25/2041		917,072		1,104,749
7.50%, 05/17/2024		25,591		27,033
8.00%, 02/25/2023		71,935		74,975
(2.00) * 1-Month LIBOR + 12.66%, 12.48% ^(A), 03/25/2040		122,519		158,239
(2.00) * 1-Month LIBOR + 16.20%, 16.02% ^(A), 01/25/2034		6,584		7,205
(2.50) * 1-Month LIBOR + 16.88%, 16.65% ^(A), 08/25/2035 - 10/25/2035		34,484		47,614
(3.33) * 1-Month LIBOR + 17.67%, 17.37% ^(A), 04/25/2040		117,986		158,526
(2.75) * 1-Month LIBOR + 17.88%, 17.63% ^(A), 09/25/2024		37,273		42,611
(2.75) * 1-Month LIBOR + 19.53%, 19.28% ^(A), 05/25/2034		69,761		102,768
(2.75) * 1-Month LIBOR + 20.13%, 19.88% ^(A), 05/25/2035		67,764		84,242
(3.33) * 1-Month LIBOR + 22.67%, 22.37% ^(A), 04/25/2037		40,104		62,961
(3.67) * 1-Month LIBOR + 24.57%, 24.24% ^(A), 11/25/2035		37,134		53,607
Federal National Mortgage Association REMIC, Interest Only STRIPS
1.39% ^(A), 01/25/2038		40,464		1,703
1.62% ^(A), 04/25/2041		157,108		10,272
(1.00) * 1-Month LIBOR + 4.44%, 4.35% ^(A), 11/25/2040		336,903		42,985
(1.00) * 1-Month LIBOR + 5.00%, 4.91% ^(A), 07/25/2040		395,031		55,677
5.00%, 07/25/2039		45,269		6,712
5.50%, 10/25/2039		66,474		11,496


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC, Interest Only STRIPS (continued)
(1.00) * 1-Month LIBOR + 5.90%, 5.81% ^(A), 10/25/2039		$ 23,557		$ 3,794
(1.00) * 1-Month LIBOR + 6.00%, 5.91% ^(A), 02/25/2038 - 06/25/2039		411,025		64,969
(1.00) * 1-Month LIBOR + 6.18%, 6.09% ^(A), 12/25/2039		7,517		1,213
(1.00) * 1-Month LIBOR + 6.25%, 6.16% ^(A), 01/25/2040		166,333		30,644
(1.00) * 1-Month LIBOR + 6.35%, 6.26% ^(A), 12/25/2037		251,761		46,750
(1.00) * 1-Month LIBOR + 6.40%, 6.31% ^(A), 07/25/2037 - 05/25/2040		451,134		87,156
(1.00) * 1-Month LIBOR + 6.42%, 6.33% ^(A), 04/25/2040		76,980		12,546
(1.00) * 1-Month LIBOR + 6.45%, 6.36% ^(A), 10/25/2037 - 12/25/2037		179,745		39,653
(1.00) * 1-Month LIBOR + 6.62%, 6.53% ^(A), 07/25/2037		89,998		16,279
(1.00) * 1-Month LIBOR + 6.65%, 6.56% ^(A), 10/25/2026 - 03/25/2039		310,807		38,790
(1.00) * 1-Month LIBOR + 6.70%, 6.61% ^(A), 03/25/2036		733,158		156,391
(1.00) * 1-Month LIBOR + 6.99%, 6.90% ^(A), 03/25/2038		81,007		16,847
(1.00) * 1-Month LIBOR + 7.10%, 7.01% ^(A), 02/25/2040		65,753		11,062
Federal National Mortgage Association REMIC, Principal Only STRIPS
10/25/2023 - 12/25/2043		1,768,250		1,635,199
Federal National Mortgage Association, Interest Only STRIPS
2.01% ^(A), 11/25/2033		13,622,552		1,866,548
2.02% ^(A), 07/25/2030		14,216,530		1,834,131
Federal National Mortgage Association, Principal Only STRIPS
09/25/2024 - 08/25/2032		190,557		184,087
FREMF Mortgage Trust
3.58% ^(A), 11/25/2049 ^(B)		920,000		1,007,148
3.68% ^(A), 01/25/2048 ^(B)		4,355,000		4,711,666
3.68% ^(A), 01/25/2048 ^(B)		1,405,000		1,493,002
3.83% ^(A), 11/25/2047 ^(B)		2,000,000		2,157,907
3.86% ^(A), 07/25/2049 ^(B)		750,000		788,498
4.07% ^(A), 11/25/2047 ^(B)		853,000		919,755
Government National Mortgage Association
1-Month LIBOR + 0.45%, 0.54% ^(A), 03/20/2060		9,076		9,099
1-Month LIBOR + 0.47%, 0.56% ^(A), 05/20/2063		916,589		919,356
1-Month LIBOR + 0.50%, 0.59% ^(A), 06/20/2067		1,624,749		1,634,201
1-Month LIBOR + 0.52%, 0.61% ^(A), 10/20/2062		745,982		748,990
1-Month LIBOR + 0.53%, 0.62% ^(A), 10/20/2062		938,128		948,893
1-Month LIBOR + 0.58%, 0.67% ^(A), 05/20/2066		471,863		473,523
1-Month LIBOR + 0.60%, 0.69% ^(A), 11/20/2065		2,346,977		2,369,670
1-Month LIBOR + 0.65%, 0.74% ^(A), 05/20/2061 - 01/20/2066		4,532,240		4,570,621
1-Month LIBOR + 0.70%, 0.79% ^(A), 05/20/2061 - 03/20/2066		3,411,000		3,449,883
1-Month LIBOR + 1.00%, 1.09% ^(A), 12/20/2066		611,183		624,184
3.50%, 01/20/2051		1,891,102		2,077,936
4.50%, 11/20/2034 - 11/20/2049		2,911,067		3,173,268


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association (continued)
5.50%, 01/16/2033 - 09/20/2039		$ 2,346,038		$ 2,607,752
5.75%, 02/20/2036 - 10/20/2037		315,474		351,128
5.83% ^(A), 10/20/2033		141,203		158,818
6.00%, 11/20/2033 - 08/20/2038		517,825		577,057
6.50%, 01/15/2032 - 12/15/2035		336,101		393,652
7.00%, 09/15/2031 - 10/16/2040		413,317		472,706
(6.25) * 1-Month LIBOR + 44.50%, 7.00% ^(A), 09/20/2034		7,448		8,064
7.50%, 09/16/2035 - 10/15/2037		77,451		88,875
(2.92) * 1-Month LIBOR + 17.50%, 17.26% ^(A), 02/20/2034		28,644		36,559
(3.50) * 1-Month LIBOR + 23.28%, 22.98% ^(A), 04/20/2037		78,932		114,093
Government National Mortgage Association, Interest Only STRIPS
1.68% ^(A), 06/20/2067		3,724,822		280,107
(1.00) * 1-Month LIBOR + 5.83%, 5.75% ^(A), 02/20/2038		41,009		4,998
(1.00) * 1-Month LIBOR + 5.90%, 5.82% ^(A), 09/20/2038		260,952		42,002
(1.00) * 1-Month LIBOR + 5.95%, 5.87% ^(A), 02/20/2039 - 06/20/2039		102,177		14,062
(1.00) * 1-Month LIBOR + 6.00%, 5.92% ^(A), 02/20/2038		427,950		67,646
(1.00) * 1-Month LIBOR + 6.04%, 5.96% ^(A), 02/20/2039		33,383		4,678
(1.00) * 1-Month LIBOR + 6.05%, 5.96% ^(A), 08/16/2039		156,425		21,188
(1.00) * 1-Month LIBOR + 6.09%, 6.01% ^(A), 09/20/2039		263,063		50,621
(1.00) * 1-Month LIBOR + 6.10%, 6.01% ^(A), 07/16/2039		146,948		18,766
(1.00) * 1-Month LIBOR + 6.10%, 6.02% ^(A), 11/20/2034		211,142		24,218
(1.00) * 1-Month LIBOR + 6.15%, 6.07% ^(A), 07/20/2038		287,157		34,931
(1.00) * 1-Month LIBOR + 6.20%, 6.12% ^(A), 03/20/2037 - 06/20/2038		115,043		17,600
(1.00) * 1-Month LIBOR + 6.40%, 6.31% ^(A), 11/16/2039		172,953		31,791
(1.00) * 1-Month LIBOR + 6.40%, 6.32% ^(A), 12/20/2038		21,634		779
(1.00) * 1-Month LIBOR + 6.55%, 6.46% ^(A), 11/16/2033		42,876		4,083
(1.00) * 1-Month LIBOR + 6.55%, 6.47% ^(A), 11/20/2037		27,389		3,493
6.50%, 03/20/2039		24,273		4,276
(1.00) * 1-Month LIBOR + 6.60%, 6.52% ^(A), 05/20/2041		169,810		23,103
(1.00) * 1-Month LIBOR + 6.68%, 6.60% ^(A), 07/20/2037		161,822		28,777
(1.00) * 1-Month LIBOR + 6.70%, 6.62% ^(A), 06/20/2037		305,974		60,710
(1.00) * 1-Month LIBOR + 7.30%, 7.22% ^(A), 12/20/2038		171,955		26,117
(1.00) * 1-Month LIBOR + 7.60%, 7.52% ^(A), 09/20/2038		20,043		3,139
(1.00) * 1-Month LIBOR + 7.70%, 7.61% ^(A), 04/16/2038		17,665		2,990
Government National Mortgage Association, Principal Only STRIPS
08/20/2035 - 12/20/2040		556,273		527,776
Resolution Funding Corp., Principal Only STRIPS
Zero Coupon, 01/15/2030		2,000,000		1,773,702
Tennessee Valley Authority
4.25%, 09/15/2065 ^(G)		365,000		533,389


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Tennessee Valley Authority (continued)
4.63%, 09/15/2060		$ 451,000		$ 689,691
5.88%, 04/01/2036		2,565,000		3,879,287
Tennessee Valley Authority, Principal Only STRIPS
11/01/2025 - 05/01/2030		3,300,000		3,085,141
Uniform Mortgage-Backed Security
2.00%, TBA ^(E)		195,000		202,053
2.50%, TBA ^(E)		4,470,000		4,644,086
Vendee Mortgage Trust
6.75%, 06/15/2028		137,650		157,710
7.25%, 02/15/2023		52,366		54,446

Total U.S. Government Agency Obligations (Cost $211,935,527)				222,516,743


U.S. GOVERNMENT OBLIGATIONS - 22.8%
U.S. Treasury - 22.4%
U.S. Treasury Bond
1.25%, 05/15/2050		3,105,000		2,642,040
1.63%, 11/15/2050		4,275,000		3,994,453
1.88%, 02/15/2051 ^(G)		8,695,000		8,622,994
2.00%, 02/15/2050		999,000		1,018,863
2.25%, 05/15/2041 - 08/15/2046		2,720,000		2,917,678
2.38%, 11/15/2049		4,745,000		5,239,889
2.50%, 02/15/2045		2,300,000		2,572,766
2.88%, 08/15/2045 ^(G)		2,000,000		2,388,828
3.00%, 02/15/2048 ^(G)		430,000		530,294
3.13%, 02/15/2043 - 05/15/2048 ^(G)		1,651,000		2,041,531
3.38%, 05/15/2044		3,000,000		3,855,937
3.50%, 02/15/2039		2,900,000		3,726,953
3.63%, 08/15/2043 - 02/15/2044		8,790,000		11,678,001
3.88%, 08/15/2040		1,185,000		1,601,046
U.S. Treasury Bond, Principal Only STRIPS
08/15/2021 - 08/15/2041		28,055,000		27,049,187
11/15/2021 - 11/15/2041 ^(G)		29,280,000		26,718,424
U.S. Treasury Note
0.38%, 01/31/2026		290,000		286,658
0.50%, 02/28/2026		8,880,000		8,821,725
0.63%, 08/15/2030		690,000		656,255
0.75%, 04/30/2026		220,000		220,877
0.88%, 06/30/2026		1,453,000		1,465,827
0.88%, 11/15/2030 ^(G)		2,875,000		2,790,098
1.25%, 10/31/2021 ^(G)		4,300,000		4,312,595
1.25%, 03/31/2028 - 06/30/2028		11,232,000		11,426,058
1.50%, 02/28/2023 - 08/15/2026		5,142,000		5,255,331
1.63%, 02/15/2026 ^(G)		88,400		92,288
1.63%, 05/15/2031		340,000		352,059
1.75%, 02/28/2022 - 12/31/2026		17,070,000		17,284,098
1.75%, 05/15/2023 - 12/31/2024 ^(G)		5,114,200		5,266,545
1.88%, 11/30/2021 ^(G)		2,800,000		2,816,731
1.88%, 08/31/2022 - 08/31/2024		4,398,000		4,493,330
2.00%, 10/31/2021		3,900,000		3,918,575
2.00%, 02/15/2023 - 11/15/2026 ^(G)		1,015,800		1,063,017
2.13%, 06/30/2022 ^(G)		1,000,000		1,018,594
2.13%, 02/29/2024 - 03/31/2024		1,279,000		1,340,768
2.25%, 11/15/2024 - 02/15/2027 ^(G)		4,435,000		4,717,615
2.50%, 08/15/2023 - 02/28/2026		2,215,000		2,326,539
2.50%, 05/15/2024 ^(G)		148,000		157,024
2.75%, 05/31/2023 - 02/15/2024		6,334,000		6,726,583

				193,408,074


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury Inflation-Protected Securities - 0.4%
U.S. Treasury Inflation-Indexed Note
0.13%, 01/15/2022		$ 3,456,597		$ 3,525,864

Total U.S. Government Obligations (Cost $188,391,959)				196,933,938


	Shares		Value
OTHER INVESTMENT COMPANY - 4.1%
Securities Lending Collateral - 4.1%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.05% ^(M)		35,260,098		35,260,098

Total Other Investment Company (Cost $35,260,098)				35,260,098


	Principal		Value
REPURCHASE AGREEMENT - 2.7%
Fixed Income Clearing Corp., 0.00%^(M), dated 07/30/2021, to be repurchased at $22,879,246 on 08/02/2021. Collateralized by a U.S. Government Obligation, 0.63%, due 04/15/2023, and with a value of $23,336,853.		$ 22,879,246		22,879,246

Total Repurchase Agreement (Cost $22,879,246)				22,879,246

Total Investments (Cost $855,667,832)				899,594,026
Net Other Assets (Liabilities) - (4.3)%				(36,782,754	)

Net Assets - 100.0%				$ 862,811,272

All investments in securities are recorded at their estimated fair value. The Fund values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Fund utilizes various methods to measure the fair value of its 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 Fund’s own assumptions used in determining the fair value of investments.

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 Fund’s investments at July 31, 2021, is disclosed within the Investment Valuation section of the 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 Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

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.

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.

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.

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.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

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.


Investments	Transfers from Level 1 to Level 3		Transfers from Level 3 to Level 1		Transfers from Level 2 to Level 3		Transfers from Level 3 to Level 2
Asset-Backed Securities ^(F)	$	—	$	—	$	—	$	2,274,879


(A)		Floating or variable rate securities. The rates disclosed are as of July 31, 2021. 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.
(B)		Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, the total value of 144A securities is $173,285,426, representing 20.1% of the Fund’s net assets.
(C)		Fair valued as determined in good faith in accordance with procedures established by the Board. At July 31, 2021, the total value of securities is $10,127,404, representing 1.2% of the Fund’s net assets.
(D)		Securities are Level 3 of the fair value hierarchy.
(E)		When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after July 31, 2021. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(F)		Transferred from Level 2 to 3 due to utilizing significant unobservable inputs. As of prior reporting period, the security utilized significant observable inputs.
(G)		All or a portion of the securities are on loan. The total value of all securities on loan is $63,545,718, collateralized by cash collateral of $35,260,098 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $29,604,613. 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.
(H)		Perpetual maturity. The date displayed is the next call date.
(I)		Percentage rounds to less than 0.1% or (0.1)%.
(J)		Rounds to less than $1 or $(1).
(K)		Security deemed worthless.
(L)		Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of July 31, 2021; the maturity date disclosed is the ultimate maturity date.
(M)		Rates disclosed reflect the yields at July 31, 2021.
(N)		The Fund recognizes transfers in and out of Level 3 as of July 31, 2021. Please reference the Investment Valuation section of the Notes to Financial Statements for more information regarding investment valuation and pricing inputs.
(O)		Level 3 securities were not considered significant to the Fund.


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs ^(O)		Value
ASSETS
Investments
Asset-Backed Securities	$	—	$	60,769,887	$	4,034,134	$	64,804,021
Corporate Debt Securities		—		277,024,597		—		277,024,597
Foreign Government Obligations		—		5,398,573		—		5,398,573
Mortgage-Backed Securities		—		65,914,957		1,568,655		67,483,612
Municipal Government Obligations		—		7,293,198		—		7,293,198
U.S. Government Agency Obligations		—		222,516,743		—		222,516,743
U.S. Government Obligations		—		196,933,938		—		196,933,938
Other Investment Company		35,260,098		—		—		35,260,098
Repurchase Agreement		—		22,879,246		—		22,879,246

Total Investments	$	35,260,098	$	858,731,139	$	5,602,789	$	899,594,026


CMT		Constant Maturity Treasury
LIBOR		London Interbank Offered Rate
STRIPS		Separate Trading of Registered Interest and Principal of Securities
TBA		To Be Announced


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