FOR VALIDATION PURPOSES ONLY


	Principal		Value
ASSET-BACKED SECURITIES - 8.3%
Academic Loan Funding Trust
Series 2013-1A, Class A,
1-Month LIBOR + 0.80%, 0.91%^(A), 12/26/2044 ^(B)		$ 358,420		$ 357,833
Accelerated LLC
Series 2021-1H, Class B,
1.90%, 10/20/2040^(B)		1,059,795		1,029,937
American Homes 4 Rent Trust
Series 2014-SFR2, Class A,
3.79%, 10/17/2036^(B)		1,927,438		1,991,053
Series 2014-SFR2, Class E,
6.23%, 10/17/2036^(B)		200,000		212,546
Series 2014-SFR3, Class D,
5.04%, 12/17/2036^(B)		270,000		281,313
Series 2014-SFR3, Class E,
6.42%, 12/17/2036^(B)		725,000		776,984
Series 2015-SFR1, Class A,
3.47%, 04/17/2052^(B)		875,277		903,553
Series 2015-SFR1, Class D,
4.41%, 04/17/2052^(B)		1,800,000		1,855,699
Series 2015-SFR1, Class E,
5.64%, 04/17/2052^(B)		825,000		872,560
Series 2015-SFR2, Class E,
6.07%, 10/17/2052^(B)		1,155,000		1,245,796
American Tower Trust #1
Series 2013, Class 2A,
3.07%, 03/15/2048^(B)		400,000		399,424
Business Jet Securities LLC
Series 2019-1, Class A,
4.21%, 07/15/2034^(B)		1,272,489		1,279,246
Series 2020-1A, Class A,
2.98%, 11/15/2035^(B)		405,981		408,378
Series 2021-1A, Class A,
2.16%, 04/15/2036^(B)		735,712		716,432
Camillo Trust
Series 2016-SFR1,
5.00%, 12/05/2023^(C)		1,806,825		1,845,672
CarNow Auto Receivables Trust
Series 2021-1A, Class A,
0.97%, 10/15/2024^(B)		712,300		712,037
Series 2021-2A, Class B,
1.30%, 01/15/2026^(B)		1,650,000		1,638,485
Cars Net Lease Mortgage Notes
Series 2020-1A, Class A3,
3.10%, 12/15/2050^(B)		422,698		419,079
Carvana Auto Receivables Trust
Series 2019-3A, Class D,
3.04%, 04/15/2025^(B)		2,770,000		2,819,477
Chase Funding Trust
Series 2003-2, Class 2A2,
1-Month LIBOR + 0.56%, 0.67%^(A), 02/25/2033		382,202		371,705
Series 2003-6, Class 1A5,
4.93%^(A), 11/25/2034		112,787		116,767
Consumer Receivables Asset Investment Trust
Series 2021-1, Class A1X,
3-Month LIBOR + 3.00%, 3.26%^(A), 03/24/2023 ^(B)		1,670,000		1,669,987


	Principal		Value
ASSET-BACKED SECURITIES (continued)
COOF Securitization Trust Ltd., Interest Only STRIPS
Series 2014-1, Class A,
3.34%^(A), 06/25/2040^(B)		$ 150,716		$ 12,920
Corevest American Finance Trust
Series 2019-1, Class B,
3.88%, 03/15/2052^(B)		1,300,000		1,384,897
Series 2019-3, Class A,
2.71%, 10/15/2052^(B)		998,462		1,013,423
Credito Real USA Auto Receivables Trust
Series 2021-1A, Class A,
1.35%, 02/16/2027^(B)		522,066		520,084
Diamond Resorts Owner Trust
Series 2017-1A, Class A,
3.27%, 10/22/2029^(B)		199,015		199,191
Series 2018-1, Class A,
3.70%, 01/21/2031^(B)		360,940		365,726
Diversified ABS Phase III LLC
4.88%, 04/28/2039		2,400,000		2,400,000
Drive Auto Receivables Trust
Series 2019-1, Class D,
4.09%, 06/15/2026		645,000		656,637
DT Auto Owner Trust
Series 2019-4A, Class C,
2.73%, 07/15/2025^(B)		1,726,777		1,739,200
Series 2021-2A, Class C,
1.10%, 02/16/2027^(B)		761,000		750,106
FirstKey Homes Trust
Series 2020-SFR2, Class E,
2.67%, 10/19/2037^(B)		2,000,000		1,964,105
Flagship Credit Auto Trust
Series 2018-3, Class C,
3.79%, 12/16/2024^(B)		1,407,346		1,421,409
Series 2019-4, Class D,
3.12%, 01/15/2026^(B)		2,200,000		2,242,267
Series 2021-4, Class C,
1.96%, 12/15/2027^(B)		1,700,000		1,675,826
Foundation Finance Trust
Series 2019-1A, Class A,
3.86%, 11/15/2034^(B)		337,396		344,527
Series 2020-1A, Class A,
3.54%, 07/16/2040^(B)		973,490		994,075
FTF Funding II LLC
Series 2019-1, Class A,
Zero Coupon, 08/15/2024^(D)		273,176		271,947
Gold Key Resorts LLC
Series 2014-A, Class A,
3.22%, 03/17/2031^(B)		18,719		18,815
Golden Bear LLC
Series 2016-R, Class R,
5.65%, 09/20/2047^(B)		78,846		78,772
Goodgreen Trust
Series 2017, Class R1,
5.00%, 10/20/2051^(D)		916,788		845,546
Series 2017-1A, Class A,
3.74%, 10/15/2052^(B)		153,708		156,988
Series 2017-2A, Class A,
3.26%, 10/15/2053^(B)		786,880		789,640
Series 2019-2A, Class A,
2.76%, 04/15/2055^(B)		948,298		939,257
Hero Funding Trust
Series 2016-3A, Class A1,
3.08%, 09/20/2042^(B)		144,132		147,029
Series 2017-1A, Class A2,
4.46%, 09/20/2047^(B)		430,624		446,133
Series 2017-3A, Class A2,
3.95%, 09/20/2048^(B)		561,102		570,758


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028^(B)		$ 106,406		$ 107,429
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
Series 2012-2, Class A,
0.94%^(A), 08/25/2038^(B)		717,566		14,507
Series 2014-2, Class A,
2.98%^(A), 04/25/2040^(B)		140,490		10,814
LP LMS Asset Securitization Trust
Series 2021-2A, Class A,
1.75%, 01/15/2029^(B)		1,806,135		1,792,847
Mariner Finance Issuance Trust
Series 2019-AA, Class B,
3.51%, 07/20/2032^(B)		1,335,000		1,346,192
Mercury Financial Credit Card Master Trust
Series 2021-1A, Class A,
1.54%, 03/20/2026^(B)		900,000		896,877
NRZ Excess Spread-Collateralized Notes
Series 2020-PLS1, Class A,
3.84%, 12/25/2025^(B)		1,171,818		1,171,337
Series 2021-FHT1, Class A,
3.10%, 07/25/2026^(B)		2,623,746		2,567,650
Series 2021-GNT1, Class A,
3.47%, 11/25/2026^(B)		1,645,572		1,627,972
Oportun Funding XIV LLC
Series 2021-A, Class A,
1.21%, 03/08/2028^(B)		505,000		494,229
Oportun Issuance Trust
Series 2021-B, Class A,
1.47%, 05/08/2031^(B)		900,000		885,428
PRET LLC
Series 2021-NPL6, Class A1,
2.49%^(A), 07/25/2051^(B)		1,558,840		1,544,670
Progress Residential Trust
3.84%, 02/17/2029^(E)		1,700,000		1,682,389
Series 2021-SFR6, Class E1,
2.43%, 07/17/2038^(B)		1,365,000		1,322,559
Renew
Series 2017-1A, Class A,
3.67%, 09/20/2052^(B)		193,620		196,818
SART
Series 2018-1,
4.75%, 06/15/2025		831,294		821,942
SFR Holdco LLC
Series 2019-STL, Class A,
7.25%, 10/11/2026^{(D) (F)}		1,400,000		1,400,000
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
Series 2002-AL1, Class A2,
3.45%, 02/25/2032		23,155		21,986
Series 2004-6XS, Class A5A,
6.03%^(A), 03/25/2034		44,927		45,183
Series 2004-6XS, Class A5B,
6.05%^(A), 03/25/2034		44,927		45,182
Synchrony Card Funding LLC
Series 2019-A1, Class A,
2.95%, 03/15/2025		3,013,000		3,022,635
Tricolor Auto Securitization Trust
Series 2020-1A, Class A,
4.88%, 11/15/2026^(B)		516,169		518,926
Series 2021-1A, Class D,
1.92%, 05/15/2026^(B)		330,000		326,321
US Auto Funding LLC
Series 2021-1A, Class A,
0.79%, 07/15/2024^(B)		1,029,208		1,025,350


	Principal		Value
ASSET-BACKED SECURITIES (continued)
VM Debt Trust
Series 2019-1,
7.50%, 06/15/2024		$ 1,566,218		$ 1,566,218
VSE VOI Mortgage LLC
Series 2018-A, Class A,
3.56%, 02/20/2036^(B)		276,925		283,409
World Financial Network Credit Card Master Trust
Series 2019-A, Class A,
3.14%, 12/15/2025		1,385,000		1,386,255

Total Asset-Backed Securities (Cost $70,003,789)				69,998,366


CORPORATE DEBT SECURITIES - 30.1%
Aerospace & Defense - 0.9%
Airbus SE
3.15%, 04/10/2027^(B)		327,000		339,778
3.95%, 04/10/2047^(B)		150,000		165,142
BAE Systems PLC
1.90%, 02/15/2031^(B)		201,000		184,191
3.00%, 09/15/2050^(B)		239,000		219,227
Boeing Co.
1.17%, 02/04/2023		435,000		434,258
1.43%, 02/04/2024		885,000		876,100
1.95%, 02/01/2024		600,000		602,634
2.20%, 02/04/2026		540,000		531,022
2.75%, 02/01/2026		580,000		587,280
3.10%, 05/01/2026		400,000		406,455
3.25%, 03/01/2028		366,000		371,123
4.88%, 05/01/2025		290,000		312,203
5.15%, 05/01/2030		450,000		506,260
L3 Harris Technologies, Inc.
1.80%, 01/15/2031		350,000		322,282
Northrop Grumman Corp.
3.20%, 02/01/2027		268,000		278,915
Precision Castparts Corp.
4.20%, 06/15/2035		150,000		169,605
Raytheon Technologies Corp.
3.20%, 03/15/2024		140,000		144,184
3.75%, 11/01/2046		285,000		294,780
4.15%, 05/15/2045		148,000		163,512
4.50%, 06/01/2042		542,000		627,810

				7,536,761

Airlines - 0.9%
Air Canada Pass-Through Trust
3.30%, 07/15/2031^(B)		562,248		561,723
3.55%, 07/15/2031^(B)		332,424		318,485
3.60%, 09/15/2028^(B)		431,399		427,580
4.13%, 11/15/2026^(B)		429,201		435,124
American Airlines Pass-Through Trust
3.00%, 04/15/2030		776,462		773,319
3.65%, 02/15/2029		657,813		674,734
3.70%, 04/01/2028		125,073		124,762
British Airways Pass-Through Trust
3.30%, 06/15/2034^(B)		409,332		413,751
4.13%, 03/20/2033^(B)		422,341		421,869
Continental Airlines Pass-Through Trust
4.00%, 04/29/2026		153,304		157,453
5.98%, 10/19/2023		45,062		45,424
Spirit Airlines Pass-Through Trust
3.38%, 08/15/2031		223,742		222,681
United Airlines Pass-Through Trust
2.88%, 04/07/2030		473,131		474,179
3.10%, 04/07/2030		406,104		398,369


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Airlines (continued)
United Airlines Pass-Through Trust (continued)
3.50%, 09/01/2031		$ 586,478		$ 607,182
3.65%, 07/07/2027		151,204		148,637
3.70%, 09/01/2031		558,141		556,897
4.15%, 02/25/2033		553,133		597,040
4.55%, 08/25/2031		492,150		527,807

				7,887,016

Auto Components - 0.0%^(G)
Lear Corp.
2.60%, 01/15/2032		185,000		176,415

Automobiles - 0.3%
General Motors Co.
6.13%, 10/01/2025		210,000		236,840
Nissan Motor Co. Ltd.
3.52%, 09/17/2025^(B)		788,000		813,388
4.35%, 09/17/2027^(B)		1,253,000		1,322,567

				2,372,795

Banks - 5.5%
ABN AMRO Bank NV
Fixed until 12/13/2028, 2.47%^(A), 12/13/2029^(B)		300,000		289,988
4.75%, 07/28/2025^(B)		600,000		641,893
AIB Group PLC
4.75%, 10/12/2023^(B)		700,000		731,322
Australia & New Zealand Banking Group Ltd.
4.40%, 05/19/2026^(B)		200,000		215,044
Banco Nacional de Panama
2.50%, 08/11/2030^(B)		300,000		269,439
Banco Santander SA
Fixed until 09/14/2026, 1.72%^(A), 09/14/2027		200,000		191,688
1.85%, 03/25/2026		400,000		389,595
2.75%, 05/28/2025 - 12/03/2030		800,000		796,884
3.13%, 02/23/2023		200,000		204,669
Bank of America Corp.
Fixed until 07/22/2026, 1.73%^(A), 07/22/2027		185,000		179,381
Fixed until 06/14/2028, 2.09%^(A), 06/14/2029^(H)		946,000		908,608
Fixed until 02/13/2030, 2.50%^(A), 02/13/2031		1,345,000		1,307,091
Fixed until 10/20/2031, 2.57%^(A), 10/20/2032		655,000		634,721
Fixed until 06/19/2040, 2.68%^(A), 06/19/2041		1,172,000		1,067,770
Fixed until 04/22/2031, 2.69%^(A), 04/22/2032		670,000		655,692
Fixed until 01/23/2025, 3.37%^(A), 01/23/2026		200,000		206,876
Fixed until 12/20/2027, 3.42%^(A), 12/20/2028		470,000		487,947
Fixed until 04/24/2027, 3.71%^(A), 04/24/2028		1,300,000		1,367,707
Fixed until 03/05/2028, 3.97%^(A), 03/05/2029		354,000		377,621
Bank of Ireland Group PLC
Fixed until 09/30/2026, 2.03%^(A), 09/30/2027 ^(B)		337,000		322,913
Bank of Montreal
Fixed until 12/15/2027, 3.80%^(A), 12/15/2032		223,000		234,049


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Barclays PLC
Fixed until 12/10/2023, 1.01%^(A), 12/10/2024		$ 604,000		$ 593,732
Fixed until 11/24/2031, 2.89%^(A), 11/24/2032		246,000		238,274
3.65%, 03/16/2025		223,000		231,810
Fixed until 02/15/2022, 4.61%^(A), 02/15/2023		600,000		600,699
BNP Paribas SA
Fixed until 09/15/2028, 2.16%^(A), 09/15/2029^(B)		575,000		546,613
Fixed until 06/09/2025, 2.22%^(A), 06/09/2026^(B)		230,000		228,018
Fixed until 08/12/2030, 2.59%^(A), 08/12/2035^(B)		530,000		489,239
Fixed until 01/13/2030, 3.05%^(A), 01/13/2031^(B)		585,000		581,388
BPCE SA
1.00%, 01/20/2026^(B)		435,000		414,745
Fixed until 10/06/2025, 1.65%^(A), 10/06/2026^(B)		309,000		299,376
Fixed until 01/20/2031, 2.28%^(A), 01/20/2032^(B)		315,000		292,769
4.63%, 07/11/2024^(B)		600,000		632,372
Citigroup, Inc.
Fixed until 11/03/2031, 2.52%^(A), 11/03/2032		285,000		274,558
Fixed until 05/01/2031, 2.56%^(A), 05/01/2032		1,145,000		1,108,918
Fixed until 01/25/2032, 3.06%, 01/25/2033		281,000		283,749
Fixed until 04/08/2025, 3.11%^(A), 04/08/2026		1,000,000		1,025,824
Fixed until 04/24/2024, 3.35%^(A), 04/24/2025		175,000		180,455
Fixed until 10/27/2027, 3.52%^(A), 10/27/2028		400,000		417,975
Fixed until 07/24/2027, 3.67%^(A), 07/24/2028		575,000		604,181
Fixed until 03/20/2029, 3.98%^(A), 03/20/2030		850,000		909,398
Citizens Bank NA
3.70%, 03/29/2023		475,000		486,519
Commonwealth Bank of Australia
3.31%, 03/11/2041^(B)		250,000		241,243
Credit Agricole SA
Fixed until 01/26/2026, 1.25%^(A), 01/26/2027^(B)		656,000		625,682
Fixed until 06/16/2025, 1.91%^(A), 06/16/2026^(B)		360,000		355,384
2.81%, 01/11/2041^(B)		250,000		222,560
4.38%, 03/17/2025^(B)		200,000		211,232
Danske Bank A/S
Fixed until 12/08/2022, 1.17%^(A), 12/08/2023 ^(B)		996,000		992,974
Fifth Third Bank NA
3.85%, 03/15/2026		200,000		211,866
HSBC Holdings PLC
Fixed until 09/22/2027, 2.01%^(A), 09/22/2028		705,000		677,431
Fixed until 08/17/2028, 2.21%^(A), 08/17/2029		330,000		314,121
Fixed until 08/18/2030, 2.36%^(A), 08/18/2031		580,000		545,348
Fixed until 05/18/2023, 3.95%^(A), 05/18/2024		1,007,000		1,036,278


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
HSBC Holdings PLC (continued)
Fixed until 03/13/2027, 4.04%^(A), 03/13/2028		$ 1,103,000		$ 1,165,300
4.25%, 03/14/2024		500,000		522,415
ING Groep NV
Fixed until 07/01/2025, 1.40%^(A), 07/01/2026^(B)		410,000		399,305
Fixed until 04/01/2026, 1.73%^(A), 04/01/2027		225,000		218,594
KeyBank NA
3.18%, 10/15/2027		250,000		251,948
KeyCorp
4.15%, 10/29/2025		235,000		252,598
Lloyds Banking Group PLC
Fixed until 05/11/2026, 1.63%^(A), 05/11/2027		330,000		317,946
Fixed until 11/07/2022, 2.91%^(A), 11/07/2023		200,000		202,291
4.38%, 03/22/2028		339,000		370,065
4.58%, 12/10/2025		200,000		213,429
Macquarie Bank Ltd.
Fixed until 03/03/2031, 3.05%^(A), 03/03/2036 ^(B)		405,000		386,373
Mitsubishi UFJ Financial Group, Inc.
2.05%, 07/17/2030		700,000		660,591
2.53%, 09/13/2023		200,000		203,683
3.75%, 07/18/2039		430,000		462,897
Mizuho Financial Group, Inc.
Fixed until 05/22/2026, 1.23%^(A), 05/22/2027		410,000		389,492
Fixed until 05/25/2025, 2.23%^(A), 05/25/2026		680,000		679,318
Fixed until 09/13/2029, 2.87%^(A), 09/13/2030		402,000		402,832
National Australia Bank Ltd.
Fixed until 08/02/2029, 3.93%^(A), 08/02/2034 ^(B)		590,000		610,604
Natwest Group PLC
Fixed until 11/01/2024, 3.75%^(A), 11/01/2029		554,000		569,542
3.88%, 09/12/2023		350,000		361,039
Fixed until 03/22/2024, 4.27%^(A), 03/22/2025		255,000		266,346
Fixed until 05/08/2029, 4.45%^(A), 05/08/2030		570,000		619,155
4.80%, 04/05/2026		462,000		502,977
Nordea Bank Abp
1.50%, 09/30/2026^(B)		228,000		220,245
4.25%, 09/21/2022^(B)		384,000		391,799
Santander UK Group Holdings PLC
Fixed until 06/14/2026, 1.67%^(A), 06/14/2027		320,000		307,252
Societe Generale SA
Fixed until 12/14/2025, 1.49%^(A), 12/14/2026^(B)		870,000		829,375
Fixed until 06/09/2026, 1.79%^(A), 06/09/2027^(B)		310,000		295,971
Fixed until 06/09/2031, 2.89%^(A), 06/09/2032^(B)		720,000		686,245
3.00%, 01/22/2030^(B)		391,000		387,157
4.25%, 04/14/2025^(B)		270,000		281,706
Standard Chartered PLC
Fixed until 01/14/2026, 1.46%^(A), 01/14/2027^(B)		255,000		242,672
Fixed until 03/15/2028, 4.87%^(A), 03/15/2033^(B)		300,000		317,203


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Sumitomo Mitsui Financial Group, Inc.
3.04%, 07/16/2029		$ 1,240,000		$ 1,260,837
UniCredit SpA
Fixed until 06/03/2026, 1.98%^(A), 06/03/2027^(B)		400,000		380,163
Fixed until 06/19/2027, 5.86%^(A), 06/19/2032^(B)		200,000		213,204
Wells Fargo & Co.
Fixed until 04/30/2040, 3.07%^(A), 04/30/2041		419,000		404,708
Fixed until 06/17/2026, 3.20%^(A), 06/17/2027		1,505,000		1,556,667
4.10%, 06/03/2026		121,000		129,218
4.30%, 07/22/2027		246,000		267,509
4.40%, 06/14/2046		165,000		183,703
4.65%, 11/04/2044		184,000		209,431
4.90%, 11/17/2045		202,000		238,175
Westpac Banking Corp.
3.13%, 11/18/2041		371,000		348,727

				46,536,336

Beverages - 0.5%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.70%, 02/01/2036		1,044,000		1,199,516
Anheuser-Busch InBev Finance, Inc.
4.70%, 02/01/2036		154,000		177,349
Anheuser-Busch InBev Worldwide, Inc.
4.44%, 10/06/2048		520,000		581,277
4.60%, 06/01/2060		225,000		259,537
Coca-Cola Femsa SAB de CV
1.85%, 09/01/2032		280,000		257,004
2.75%, 01/22/2030		435,000		432,159
Constellation Brands, Inc.
4.40%, 11/15/2025		185,000		199,419
5.25%, 11/15/2048		110,000		135,247
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/2050		550,000		548,196
Keurig Dr. Pepper, Inc.
3.43%, 06/15/2027		120,000		126,176
4.42%, 05/25/2025		112,000		119,801
4.99%, 05/25/2038		162,000		192,082

				4,227,763

Biotechnology - 0.6%
AbbVie, Inc.
2.80%, 03/15/2023		162,000		163,961
3.20%, 11/21/2029		438,000		451,134
4.05%, 11/21/2039		1,420,000		1,534,309
4.40%, 11/06/2042		425,000		477,561
4.45%, 05/14/2046		165,000		185,184
4.55%, 03/15/2035		300,000		343,530
Biogen, Inc.
2.25%, 05/01/2030		572,000		539,458
Gilead Sciences, Inc.
2.60%, 10/01/2040		545,000		491,302
Regeneron Pharmaceuticals, Inc.
1.75%, 09/15/2030		920,000		837,144

				5,023,583

Building Products - 0.1%
Masco Corp.
2.00%, 10/01/2030		160,000		148,859
6.50%, 08/15/2032		410,000		524,106

				672,965


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets - 2.0%
Blackstone Secured Lending Fund
3.65%, 07/14/2023		$ 415,000		$ 424,701
Credit Suisse Group AG
Fixed until 02/02/2026, 1.31%^(A), 02/02/2027^(B)		1,255,000		1,185,208
Fixed until 06/05/2025, 2.19%^(A), 06/05/2026^(B)		250,000		247,030
Fixed until 01/12/2028, 3.87%^(A), 01/12/2029^(B)		250,000		259,451
4.28%, 01/09/2028^(B)		400,000		424,432
Daiwa Securities Group, Inc.
3.13%, 04/19/2022^(B)		244,000		245,204
Deutsche Bank AG
Fixed until 11/24/2025, 2.13%^(A), 11/24/2026		335,000		327,478
3.30%, 11/16/2022		200,000		203,233
3.70%, 05/30/2024		700,000		724,415
Goldman Sachs Group, Inc.
Fixed until 03/09/2026, 1.43%^(A), 03/09/2027		1,085,000		1,041,246
Fixed until 10/21/2026, 1.95%^(A), 10/21/2027		330,000		321,081
Fixed until 01/27/2031, 1.99%^(A), 01/27/2032		290,000		266,502
Fixed until 07/21/2031, 2.38%^(A), 07/21/2032		440,000		417,238
Fixed until 02/24/2027, 2.64%^(A), 02/24/2028		493,000		493,571
Fixed until 09/29/2024, 3.27%^(A), 09/29/2025		725,000		746,500
3.50%, 01/23/2025 - 11/16/2026		362,000		376,534
Fixed until 06/05/2027, 3.69%^(A), 06/05/2028		1,727,000		1,814,521
Fixed until 04/23/2038, 4.41%^(A), 04/23/2039		450,000		506,448
6.75%, 10/01/2037		200,000		270,498
Macquarie Group Ltd.
Fixed until 01/15/2029, 5.03%^(A), 01/15/2030 ^(B)		600,000		678,047
Morgan Stanley
Fixed until 04/28/2025, 2.19%^(A), 04/28/2026		450,000		449,177
Fixed until 07/22/2027, 3.59%^(A), 07/22/2028		1,067,000		1,118,024
Fixed until 01/24/2028, 3.77%^(A), 01/24/2029		278,000		294,132
4.10%, 05/22/2023		150,000		155,026
4.30%, 01/27/2045		280,000		321,959
Fixed until 01/23/2029, 4.43%^(A), 01/23/2030		457,000		504,791
5.00%, 11/24/2025		497,000		544,833
Nomura Holdings, Inc.
2.65%, 01/16/2025		603,000		610,920
2.68%, 07/16/2030		370,000		358,969
Northern Trust Corp.
Fixed until 05/08/2027, 3.38%^(A), 05/08/2032		343,000		353,163
UBS Group AG
Fixed until 08/15/2022, 2.86%^(A), 08/15/2023^(B)		200,000		201,722
Fixed until 08/13/2029, 3.13%^(A), 08/13/2030^(B)		320,000		323,123


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets (continued)
UBS Group AG (continued)
3.49%, 05/23/2023^(B)		$ 400,000		$ 402,712
4.13%, 09/24/2025^(B)		200,000		212,721

				16,824,610

Chemicals - 0.2%
Albemarle Corp.
5.45%, 12/01/2044		200,000		245,952
DuPont de Nemours, Inc.
5.32%, 11/15/2038		145,000		178,609
International Flavors & Fragrances, Inc.
5.00%, 09/26/2048		187,000		227,029
LYB International Finance III LLC
1.25%, 10/01/2025		128,000		124,249
Nutrien Ltd.
4.13%, 03/15/2035		450,000		493,184
5.00%, 04/01/2049		140,000		176,703
Union Carbide Corp.
7.75%, 10/01/2096		210,000		342,978

				1,788,704

Commercial Services & Supplies - 0.1%
ERAC USA Finance LLC
5.63%, 03/15/2042^(B)		141,000		181,503
Republic Services, Inc.
1.45%, 02/15/2031		460,000		416,451
Triton Container International Ltd.
1.15%, 06/07/2024^(B)		450,000		440,695

				1,038,649

Construction & Engineering - 0.1%
Quanta Services, Inc.
2.35%, 01/15/2032		440,000		408,328
2.90%, 10/01/2030		640,000		629,483

				1,037,811

Construction Materials - 0.1%
CRH America, Inc.
5.13%, 05/18/2045^(B)		200,000		246,978
Martin Marietta Materials, Inc.
3.45%, 06/01/2027		276,000		289,029

				536,007

Consumer Finance - 0.6%
BMW US Capital LLC
2.25%, 09/15/2023^(B)		330,000		334,591
Capital One Financial Corp.
3.20%, 02/05/2025		123,000		126,887
3.75%, 07/28/2026		200,000		209,263
4.20%, 10/29/2025		150,000		159,495
Daimler Finance North America LLC
3.35%, 02/22/2023^(B)		300,000		308,086
General Motors Financial Co., Inc.
1.20%, 10/15/2024		225,000		220,025
1.25%, 01/08/2026		747,000		714,323
2.35%, 01/08/2031		149,000		139,232
2.70%, 06/10/2031		360,000		342,886
4.35%, 01/17/2027		180,000		192,434
Hyundai Capital America
1.15%, 11/10/2022^(B)		649,000		647,436
1.30%, 01/08/2026^(B)		180,000		172,246
1.50%, 06/15/2026^(B)		515,000		494,028
1.80%, 01/10/2028^(B)		345,000		325,804
3.00%, 02/10/2027 ^(B)		215,000		217,188


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Consumer Finance (continued)
Stellantis Finance US, Inc.
2.69%, 09/15/2031^{(B) (H)}		$ 312,000		$ 295,439
Volkswagen Group of America Finance LLC
1.63%, 11/24/2027^(B)		310,000		294,112

				5,193,475

Containers & Packaging - 0.1%
Graphic Packaging International LLC
1.51%, 04/15/2026^(B)		457,000		439,210
International Paper Co.
8.70%, 06/15/2038		120,000		189,268
WRKCo, Inc.
3.00%, 09/15/2024		350,000		360,117
3.75%, 03/15/2025		300,000		314,886

				1,303,481

Diversified Consumer Services - 0.2%
Ford Foundation
2.82%, 06/01/2070		190,000		185,127
Pepperdine University
3.30%, 12/01/2059		310,000		313,772
SART
4.75%, 07/15/2024		733,531		724,361
University of Southern California
3.23%, 10/01/2120		310,000		300,854

				1,524,114

Diversified Financial Services - 0.8%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
1.75%, 01/30/2026		189,000		181,596
2.45%, 10/29/2026		230,000		225,686
2.88%, 08/14/2024		345,000		350,403
3.00%, 10/29/2028		285,000		279,033
3.30%, 01/30/2032		270,000		263,626
4.50%, 09/15/2023		1,225,000		1,272,655
6.50%, 07/15/2025		150,000		168,133
Aviation Capital Group LLC
3.88%, 05/01/2023^(B)		300,000		306,775
5.50%, 12/15/2024^(B)		558,000		600,896
Brookfield Finance, Inc.
3.90%, 01/25/2028		211,000		226,865
4.70%, 09/20/2047		242,000		283,538
China Southern Power Grid International Finance BVI Co. Ltd.
3.50%, 05/08/2027^(B)		480,000		507,765
GE Capital International Funding Co. Unlimited
4.42%, 11/15/2035		757,000		861,006
Jefferies Group LLC
6.25%, 01/15/2036		260,000		328,987
6.45%, 06/08/2027		133,000		158,344
LSEGA Financing PLC
2.00%, 04/06/2028^{(B) (H)}		765,000		736,379
Mitsubishi HC Capital, Inc.
2.65%, 09/19/2022^(B)		294,000		296,209
ORIX Corp.
2.90%, 07/18/2022		201,000		202,896

				7,250,792

Diversified Telecommunication Services - 0.7%
AT&T, Inc.
1.65%, 02/01/2028		140,000		133,141
2.25%, 02/01/2032		940,000		877,847
2.30%, 06/01/2027		600,000		594,695
3.10%, 02/01/2043		1,340,000		1,226,991


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Telecommunication Services (continued)
AT&T, Inc. (continued)
3.50%, 06/01/2041		$ 972,000		$ 948,636
3.55%, 09/15/2055		211,000		199,147
Deutsche Telekom AG
3.63%, 01/21/2050^(B)		164,000		163,544
GTP Acquisition Partners I LLC
3.48%, 06/15/2050^(B)		81,000		83,226
Verizon Communications, Inc.
2.10%, 03/22/2028		880,000		857,344
2.65%, 11/20/2040		427,000		381,480
4.27%, 01/15/2036		400,000		448,621

				5,914,672

Electric Utilities - 1.7%
AEP Texas, Inc.
6.65%, 02/15/2033		100,000		129,418
AEP Transmission Co. LLC
3.15%, 09/15/2049		165,000		158,936
Alabama Power Co.
5.60%, 03/15/2033		160,000		195,788
Appalachian Power Co.
6.38%, 04/01/2036		200,000		263,614
6.70%, 08/15/2037		200,000		267,773
Arizona Public Service Co.
5.05%, 09/01/2041		303,000		356,840
Baltimore Gas & Electric Co.
2.90%, 06/15/2050		240,000		227,187
3.50%, 08/15/2046		188,000		191,081
Duke Energy Carolinas LLC
6.00%, 12/01/2028		500,000		601,985
6.45%, 10/15/2032		100,000		129,025
Duke Energy Indiana LLC
3.75%, 05/15/2046		200,000		212,983
Duquesne Light Holdings, Inc.
3.62%, 08/01/2027^(B)		460,000		479,882
Edison International
5.75%, 06/15/2027		165,000		184,884
EDP Finance BV
3.63%, 07/15/2024^(B)		300,000		309,950
Emera US Finance LP
4.75%, 06/15/2046		350,000		393,134
Enel Finance International NV
3.50%, 04/06/2028^(B)		265,000		275,987
Entergy Louisiana LLC
2.90%, 03/15/2051		210,000		191,931
3.05%, 06/01/2031		189,000		194,154
Evergy Metro, Inc.
5.30%, 10/01/2041		500,000		625,160
Florida Power & Light Co.
5.13%, 06/01/2041		112,000		138,693
5.40%, 09/01/2035		100,000		125,568
Fortis, Inc.
3.06%, 10/04/2026		620,000		636,432
ITC Holdings Corp.
2.95%, 05/14/2030^(B)		230,000		229,545
Massachusetts Electric Co.
4.00%, 08/15/2046^(B)		201,000		207,809
Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028^(B)		195,000		210,789
Nevada Power Co.
5.38%, 09/15/2040		52,000		64,645
New England Power Co.
3.80%, 12/05/2047^(B)		140,000		146,782
New York State Electric & Gas Corp.
3.25%, 12/01/2026^(B)		151,000		157,564
Northern States Power Co.
6.20%, 07/01/2037		89,000		123,894


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
NRG Energy, Inc.
2.00%, 12/02/2025^(B)		$ 310,000		$ 304,491
2.45%, 12/02/2027^(B)		345,000		331,157
4.45%, 06/15/2029^(B)		375,000		398,254
OGE Energy Corp.
0.70%, 05/26/2023		225,000		222,597
Ohio Edison Co.
6.88%, 07/15/2036		150,000		207,912
Oklahoma Gas & Electric Co.
0.55%, 05/26/2023		275,000		271,955
Pacific Gas & Electric Co.
1.37%, 03/10/2023		625,000		618,625
1.70%, 11/15/2023		290,000		287,617
1.75%, 06/16/2022		2,310,000		2,309,280
2.95%, 03/01/2026		205,000		205,111
3.45%, 07/01/2025		325,000		331,543
3.75%, 08/15/2042		130,000		113,885
4.30%, 03/15/2045		220,000		206,418
Public Service Electric & Gas Co.
3.65%, 09/01/2042		138,000		143,641
Southern California Edison Co.
4.05%, 03/15/2042		300,000		307,186
5.50%, 03/15/2040		130,000		155,091
Southern Power Co.
5.15%, 09/15/2041		260,000		300,797
Toledo Edison Co.
6.15%, 05/15/2037		200,000		263,995
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		124,000		136,183
Wisconsin Electric Power Co.
3.65%, 12/15/2042		144,000		147,051
Xcel Energy, Inc.
4.80%, 09/15/2041		116,000		135,474

				14,829,696

Electrical Equipment - 0.1%
Eaton Corp.
7.63%, 04/01/2024		500,000		557,051

Electronic Equipment, Instruments & Components - 0.1%
Arrow Electronics, Inc.
3.25%, 09/08/2024		175,000		180,058
3.50%, 04/01/2022		100,000		100,000
3.88%, 01/12/2028		133,000		140,612
Corning, Inc.
5.35%, 11/15/2048^(H)		230,000		298,403

				719,073

Energy Equipment & Services - 0.1%
Baker Hughes Holdings LLC
5.13%, 09/15/2040		200,000		237,880
Halliburton Co.
7.60%, 08/15/2096^(B)		160,000		207,132
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(B)		170,000		179,796
Texas Eastern Transmission LP
2.80%, 10/15/2022^(B)		462,000		465,758
3.50%, 01/15/2028^(B)		60,000		62,246

				1,152,812

Entertainment - 0.1%
Activision Blizzard, Inc.
1.35%, 09/15/2030		405,000		366,228


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Entertainment (continued)
Walt Disney Co.
7.70%, 10/30/2025		$ 300,000		$ 360,689
8.88%, 04/26/2023		200,000		218,228

				945,145

Equity Real Estate Investment Trusts - 1.9%
Alexandria Real Estate Equities, Inc.
4.00%, 02/01/2050		419,000		460,471
American Campus Communities Operating Partnership LP
2.25%, 01/15/2029		250,000		239,367
American Tower Corp.
1.50%, 01/31/2028		530,000		492,794
1.88%, 10/15/2030		490,000		446,928
2.10%, 06/15/2030		320,000		298,144
2.95%, 01/15/2051		141,000		122,867
3.10%, 06/15/2050		214,000		190,912
3.38%, 10/15/2026		281,000		292,221
5.00%, 02/15/2024		139,000		147,794
Boston Properties LP
3.20%, 01/15/2025		228,000		236,234
3.65%, 02/01/2026		408,000		429,411
Brixmor Operating Partnership LP
2.25%, 04/01/2028		320,000		310,231
2.50%, 08/16/2031		170,000		160,508
3.85%, 02/01/2025		400,000		418,528
Corporate Office Properties LP
2.00%, 01/15/2029		140,000		131,599
2.75%, 04/15/2031		523,000		503,087
Crown Castle International Corp.
2.25%, 01/15/2031		635,000		593,322
Digital Realty Trust LP
3.70%, 08/15/2027		154,000		163,553
Equinix, Inc.
2.90%, 11/18/2026		510,000		519,870
Essex Portfolio LP
2.65%, 03/15/2032		400,000		389,901
GAIF Bond Issuer Pty Ltd.
3.40%, 09/30/2026^(B)		353,000		370,166
Healthcare Trust of America Holdings LP
2.00%, 03/15/2031^(H)		280,000		258,645
Healthpeak Properties, Inc.
2.13%, 12/01/2028^(H)		575,000		562,796
3.50%, 07/15/2029		447,000		469,666
Life Storage LP
2.40%, 10/15/2031		200,000		190,480
4.00%, 06/15/2029		522,000		562,871
National Retail Properties, Inc.
3.50%, 10/15/2027		150,000		157,711
3.60%, 12/15/2026		218,000		228,829
Office Properties Income Trust
2.40%, 02/01/2027		420,000		396,778
3.45%, 10/15/2031		190,000		178,122
4.00%, 07/15/2022		416,000		420,560
Physicians Realty LP
2.63%, 11/01/2031		220,000		212,553
Public Storage
1.95%, 11/09/2028		262,000		254,064
2.25%, 11/09/2031		220,000		214,532
Realty Income Corp.
3.25%, 01/15/2031		285,000		297,086
3.88%, 04/15/2025		290,000		307,310
Regency Centers LP
2.95%, 09/15/2029		420,000		424,862
Sabra Health Care LP
3.20%, 12/01/2031		375,000		355,945


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
Safehold Operating Partnership LP
2.85%, 01/15/2032		$ 673,000		$ 641,173
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025^{(B) (H)}		500,000		519,843
UDR, Inc.
2.10%, 08/01/2032		330,000		303,550
3.20%, 01/15/2030		500,000		511,625
Ventas Realty LP
3.75%, 05/01/2024		300,000		311,017
3.85%, 04/01/2027		203,000		216,514
Welltower, Inc.
3.10%, 01/15/2030		330,000		335,415
4.25%, 04/01/2026		250,000		270,183
WP Carey, Inc.
2.25%, 04/01/2033		545,000		501,055

				16,021,093

Food & Staples Retailing - 0.4%
7-Eleven, Inc.
1.30%, 02/10/2028^(B)		221,000		205,546
2.50%, 02/10/2041^(B)		225,000		196,013
Alimentation Couche-Tard, Inc.
3.44%, 05/13/2041^{(B) (H)}		370,000		364,890
3.63%, 05/13/2051^(B)		410,000		407,385
3.80%, 01/25/2050^(B)		445,000		455,700
CK Hutchison International 16 Ltd.
2.75%, 10/03/2026^(B)		350,000		358,141
CK Hutchison International 19 Ltd.
3.63%, 04/11/2029^{(B) (H)}		285,000		304,704
CVS Pass-Through Trust
4.70%, 01/10/2036^(B)		448,815		492,639
5.77%, 01/10/2033^(B)		130,454		148,655
5.93%, 01/10/2034^(B)		465,543		541,822
Kroger Co.
8.00%, 09/15/2029		175,000		235,366

				3,710,861

Food Products - 0.2%
Bunge Ltd. Finance Corp.
2.75%, 05/14/2031		635,000		617,090
Campbell Soup Co.
3.13%, 04/24/2050		188,000		174,474
Conagra Brands, Inc.
5.30%, 11/01/2038		130,000		155,622
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		288,000		310,239
Smithfield Foods, Inc.
3.00%, 10/15/2030^(B)		700,000		679,269
Tyson Foods, Inc.
4.88%, 08/15/2034		100,000		117,621

				2,054,315

Gas Utilities - 0.2%
Atmos Energy Corp.
0.63%, 03/09/2023		165,000		164,052
4.13%, 03/15/2049		570,000		641,924
Boston Gas Co.
4.49%, 02/15/2042^(B)		330,000		357,302
Southern Co. Gas Capital Corp.
3.25%, 06/15/2026		85,000		88,268
5.88%, 03/15/2041		109,000		143,040

				1,394,586


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Equipment & Supplies - 0.2%
Boston Scientific Corp.
4.00%, 03/01/2029		$ 998,000		$ 1,074,555
DH Europe Finance II SARL
3.25%, 11/15/2039		134,000		135,181
Zimmer Biomet Holdings, Inc.
2.60%, 11/24/2031		493,000		476,157

				1,685,893

Health Care Providers & Services - 1.2%
Advocate Health & Hospitals Corp.
2.21%, 06/15/2030		310,000		301,518
Aetna, Inc.
4.50%, 05/15/2042		153,000		172,059
6.75%, 12/15/2037		305,000		423,728
Anthem, Inc.
4.10%, 03/01/2028		425,000		460,604
4.38%, 12/01/2047		110,000		125,265
Bon Secours Mercy Health, Inc.
3.21%, 06/01/2050		345,000		344,019
Children’s Hospital
2.93%, 07/15/2050		340,000		319,564
Children’s Hospital Corp.
2.59%, 02/01/2050		300,000		275,193
Cigna Corp.
4.50%, 02/25/2026		367,000		397,453
CommonSpirit Health
1.55%, 10/01/2025		240,000		234,451
2.78%, 10/01/2030		240,000		239,803
Cottage Health Obligated Group
3.30%, 11/01/2049		360,000		370,996
CVS Health Corp.
5.05%, 03/25/2048		1,125,000		1,380,205
Hartford HealthCare Corp.
3.45%, 07/01/2054		780,000		782,087
HCA, Inc.
3.50%, 07/15/2051^(H)		380,000		352,290
5.13%, 06/15/2039		420,000		486,105
5.25%, 06/15/2026		500,000		546,124
Mayo Clinic
4.13%, 11/15/2052		198,000		239,761
Memorial Health Services
3.45%, 11/01/2049		720,000		753,839
NYU Langone Hospitals
3.38%, 07/01/2055		300,000		294,860
Providence St. Joseph Health Obligated Group
2.75%, 10/01/2026		168,000		173,081
Texas Health Resources
4.33%, 11/15/2055		175,000		220,337
UnitedHealth Group, Inc.
4.63%, 07/15/2035		234,000		273,678
Universal Health Services, Inc.
2.65%, 10/15/2030 - 01/15/2032^(B)		675,000		641,300
Yale-New Haven Health Services Corp.
2.50%, 07/01/2050		390,000		346,118

				10,154,438

Hotels, Restaurants & Leisure - 0.1%
McDonald’s Corp.
4.70%, 12/09/2035		465,000		543,256

Household Durables - 0.0%^(G)
Lennar Corp.
4.50%, 04/30/2024		155,000		162,942


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Independent Power & Renewable Electricity Producers - 0.0%^(G)
Alexander Funding Trust
1.84%, 11/15/2023^(B)		$ 400,000		$ 398,047

Industrial Conglomerates - 0.0%^(G)
Roper Technologies, Inc.
2.00%, 06/30/2030		280,000		260,484

Insurance - 1.3%
AIA Group Ltd.
3.20%, 09/16/2040^(B)		200,000		198,627
3.60%, 04/09/2029^(B)		200,000		214,431
3.90%, 04/06/2028^(B)		335,000		361,438
AIG SunAmerica Global Financing X
6.90%, 03/15/2032^(B)		400,000		538,687
Assurant, Inc.
4.20%, 09/27/2023		425,000		441,553
Athene Global Funding
0.95%, 01/08/2024^(B)		185,000		182,131
1.45%, 01/08/2026^{(B) (H)}		215,000		207,836
2.50%, 01/14/2025^(B)		52,000		52,437
2.95%, 11/12/2026^(B)		1,340,000		1,371,441
Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042		268,000		310,123
Brown & Brown, Inc.
2.38%, 03/15/2031		820,000		779,087
Dai-ichi Life Insurance Co. Ltd.
Fixed until 07/24/2026^(I), 4.00%^(A) ^(B)		421,000		435,735
F&G Global Funding
1.75%, 06/30/2026^(B)		300,000		292,260
Hanover Insurance Group, Inc.
2.50%, 09/01/2030		250,000		243,560
Hartford Financial Services Group, Inc.
4.30%, 04/15/2043		360,000		400,031
Intact US Holdings, Inc.
4.60%, 11/09/2022		500,000		511,423
Jackson National Life Global Funding
3.05%, 04/29/2026^(B)		303,000		312,581
Liberty Mutual Group, Inc.
3.95%, 10/15/2050^(B)		300,000		312,428
Liberty Mutual Insurance Co.
8.50%, 05/15/2025^(B)		200,000		237,014
Lincoln National Corp.
4.00%, 09/01/2023		300,000		311,668
MassMutual Global Funding II
2.75%, 06/22/2024^(B)		400,000		409,632
Metropolitan Life Global Funding I
3.00%, 09/19/2027^(B)		350,000		363,718
New York Life Global Funding
2.35%, 07/14/2026^(B)		226,000		230,000
New York Life Insurance Co.
4.45%, 05/15/2069^(B)		330,000		387,946
Northwestern Mutual Global Funding
1.70%, 06/01/2028^(B)		320,000		308,470
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(A), 10/24/2067 ^(B)		198,000		215,773
Prudential Insurance Co. of America
8.30%, 07/01/2025^(B)		900,000		1,066,724
Sumitomo Life Insurance Co.
Fixed until 09/14/2027, 4.00%^(A), 09/14/2077 ^(B)		250,000		262,500


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
Teachers Insurance & Annuity Association of America
4.27%, 05/15/2047^(B)		$ 260,000		$ 295,293
Travelers Property Casualty Corp.
7.75%, 04/15/2026		200,000		245,521

				11,500,068

Internet & Direct Marketing Retail - 0.1%
Amazon.com, Inc.
3.88%, 08/22/2037		500,000		558,544

IT Services - 0.3%
CGI, Inc.
1.45%, 09/14/2026^(B)		340,000		326,375
2.30%, 09/14/2031^(B)		609,000		570,941
Fiserv, Inc.
3.20%, 07/01/2026		230,000		238,301
4.40%, 07/01/2049		220,000		242,742
Global Payments, Inc.
3.20%, 08/15/2029		397,000		400,677
4.15%, 08/15/2049		460,000		484,610
Leidos, Inc.
2.30%, 02/15/2031		200,000		184,023

				2,447,669

Leisure Products - 0.1%
Hasbro, Inc.
3.90%, 11/19/2029		535,000		569,578

Life Sciences Tools & Services - 0.1%
Thermo Fisher Scientific, Inc.
2.00%, 10/15/2031		555,000		527,657

Machinery - 0.2%
nVent Finance SARL
4.55%, 04/15/2028		337,000		365,998
Otis Worldwide Corp.
2.57%, 02/15/2030		775,000		766,575
Xylem, Inc.
2.25%, 01/30/2031		235,000		224,676

				1,357,249

Media - 0.7%
Charter Communications Operating LLC / Charter Communications Operating Capital
3.70%, 04/01/2051		375,000		332,628
4.80%, 03/01/2050		315,000		323,573
5.05%, 03/30/2029		400,000		440,820
6.83%, 10/23/2055		150,000		199,823
Comcast Cable Holdings LLC
10.13%, 04/15/2022		414,000		419,137
Comcast Corp.
2.89%, 11/01/2051^(B)		533,000		482,619
2.94%, 11/01/2056^(B)		283,000		250,806
2.99%, 11/01/2063^(B)		768,000		675,827
3.25%, 11/01/2039		380,000		379,529
3.45%, 02/01/2050		95,000		94,651
3.95%, 10/15/2025		335,000		358,502
Discovery Communications LLC
5.20%, 09/20/2047^(H)		335,000		386,342
SES SA
3.60%, 04/04/2023^(B)		100,000		102,022
Time Warner Cable LLC
5.50%, 09/01/2041		400,000		452,208
Time Warner Entertainment Co. LP
8.38%, 07/15/2033		250,000		348,729


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Media (continued)
ViacomCBS, Inc.
2.90%, 01/15/2027		$ 250,000		$ 254,348
4.00%, 01/15/2026		208,000		220,743
4.85%, 07/01/2042		150,000		168,547
5.85%, 09/01/2043		100,000		126,800

				6,017,654

Metals & Mining - 0.3%
Anglo American Capital PLC
3.63%, 09/11/2024^(B)		200,000		206,658
Barrick Gold Corp.
6.45%, 10/15/2035		140,000		184,097
Glencore Funding LLC
2.50%, 09/01/2030^(B)		790,000		739,472
2.63%, 09/23/2031^(B)		103,000		96,346
4.13%, 05/30/2023^(B)		234,000		240,992
Steel Dynamics, Inc.
3.45%, 04/15/2030		522,000		542,370
Vale Overseas Ltd.
3.75%, 07/08/2030		475,000		481,650

				2,491,585

Multi-Utilities - 0.3%
Delmarva Power & Light Co.
4.00%, 06/01/2042		294,000		306,713
4.15%, 05/15/2045		270,000		295,967
Dominion Energy, Inc.
5.25%, 08/01/2033		500,000		590,542
NiSource, Inc.
5.80%, 02/01/2042		600,000		750,981
San Diego Gas & Electric Co.
6.00%, 06/01/2026		320,000		370,023
6.13%, 09/15/2037		100,000		129,306

				2,443,532

Multiline Retail - 0.2%
Dollar General Corp.
4.13%, 05/01/2028		280,000		303,208
Kohl’s Corp.
3.38%, 05/01/2031^(H)		645,000		635,229
Nordstrom, Inc.
4.25%, 08/01/2031^(H)		481,000		444,771

				1,383,208

Oil, Gas & Consumable Fuels - 2.1%
APT Pipelines Ltd.
4.25%, 07/15/2027^(B)		386,000		415,626
Boardwalk Pipelines LP
4.80%, 05/03/2029		250,000		273,761
BP Capital Markets America, Inc.
2.77%, 11/10/2050		370,000		322,716
2.94%, 06/04/2051		35,000		31,332
3.00%, 03/17/2052		405,000		366,269
BP Capital Markets PLC
3.28%, 09/19/2027^(H)		173,000		181,247
Cameron LNG LLC
3.70%, 01/15/2039^(B)		554,000		563,966
Cheniere Corpus Christi Holdings LLC
5.13%, 06/30/2027		295,000		325,868
Chevron USA, Inc.
3.25%, 10/15/2029		290,000		307,147
ConocoPhillips
2.40%, 02/15/2031^{(B) (H)}		255,000		249,862
Diamondback Energy, Inc.
3.25%, 12/01/2026		270,000		278,675
4.75%, 05/31/2025		300,000		323,936


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Ecopetrol SA
5.38%, 06/26/2026		$ 135,000		$ 139,820
Energy Transfer LP
3.90%, 07/15/2026		195,000		204,335
4.15%, 09/15/2029		395,000		413,732
4.75%, 01/15/2026		618,000		664,812
5.50%, 06/01/2027		69,000		77,268
6.05%, 06/01/2041		538,000		625,923
6.10%, 02/15/2042		500,000		577,831
Eni SpA
5.70%, 10/01/2040^(B)		500,000		614,170
Enterprise Products Operating LLC
4.45%, 02/15/2043		161,000		172,817
7.55%, 04/15/2038		161,000		225,747
EQT Corp.
3.90%, 10/01/2027		264,000		265,798
Exxon Mobil Corp.
3.00%, 08/16/2039		515,000		505,123
4.11%, 03/01/2046		294,000		330,051
Flex Intermediate Holdco LLC
3.36%, 06/30/2031^(B)		310,000		301,247
4.32%, 12/30/2039^(B)		220,000		215,517
Galaxy Pipeline Assets Bidco Ltd.
2.94%, 09/30/2040^(B)		450,000		428,007
Gray Oak Pipeline LLC
2.00%, 09/15/2023^(B)		250,000		250,845
2.60%, 10/15/2025^(B)		305,000		307,681
3.45%, 10/15/2027^(B)		597,000		611,433
HollyFrontier Corp.
2.63%, 10/01/2023		425,000		429,705
5.88%, 04/01/2026		224,000		245,941
Lundin Energy Finance BV
2.00%, 07/15/2026^(B)		200,000		195,903
3.10%, 07/15/2031^(B)		200,000		195,341
Marathon Petroleum Corp.
4.70%, 05/01/2025		94,000		101,043
NGPL PipeCo LLC
3.25%, 07/15/2031^(B)		335,000		331,710
ONEOK Partners LP
6.65%, 10/01/2036		220,000		277,106
ONEOK, Inc.
2.20%, 09/15/2025		500,000		497,940
Phillips 66 Partners LP
3.15%, 12/15/2029		300,000		301,981
4.90%, 10/01/2046		144,000		166,513
Pioneer Natural Resources Co.
1.90%, 08/15/2030		520,000		479,301
Plains All American Pipeline LP / PAA Finance Corp.
4.30%, 01/31/2043		150,000		144,670
4.65%, 10/15/2025		495,000		531,885
4.70%, 06/15/2044		160,000		158,798
Saudi Arabian Oil Co.
1.63%, 11/24/2025^(B)		200,000		195,750
Southern Natural Gas Co. LLC
4.80%, 03/15/2047^(B)		136,000		154,583
8.00%, 03/01/2032		105,000		140,673
Suncor Energy, Inc.
5.95%, 12/01/2034		550,000		681,958
7.88%, 06/15/2026		100,000		119,969
TotalEnergies Capital International SA
2.99%, 06/29/2041		650,000		621,564
3.13%, 05/29/2050		605,000		586,269
3.46%, 07/12/2049		200,000		202,770


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
Valero Energy Corp.
2.15%, 09/15/2027		$ 390,000		$ 380,555

				17,714,490

Personal Products - 0.1%
Estee Lauder Cos., Inc.
2.60%, 04/15/2030		549,000		553,750

Pharmaceuticals - 0.7%
AstraZeneca PLC
6.45%, 09/15/2037		180,000		253,218
Bristol-Myers Squibb Co.
4.13%, 06/15/2039		377,000		424,649
4.55%, 02/20/2048		370,000		441,582
5.00%, 08/15/2045		114,000		143,259
Mylan, Inc.
5.40%, 11/29/2043		100,000		114,721
Royalty Pharma PLC
0.75%, 09/02/2023		465,000		458,220
1.20%, 09/02/2025		193,000		185,411
2.15%, 09/02/2031		287,000		262,358
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		778,000		806,251
Takeda Pharmaceutical Co. Ltd.
3.03%, 07/09/2040		885,000		828,062
3.18%, 07/09/2050		415,000		382,902
Utah Acquisition Sub, Inc.
3.95%, 06/15/2026		185,000		195,109
Viatris, Inc.
2.30%, 06/22/2027		1,260,000		1,243,343
Zoetis, Inc.
2.00%, 05/15/2030		410,000		389,910

				6,128,995

Professional Services - 0.1%
IHS Markit Ltd.
4.25%, 05/01/2029		519,000		576,739

Real Estate Management & Development - 0.1%
Ontario Teachers’ Cadillac Fairview Properties Trust
3.13%, 03/20/2022^(B)		314,000		314,673
3.88%, 03/20/2027^(B)		325,000		348,398

				663,071

Road & Rail - 0.9%
Avolon Holdings Funding Ltd.
2.13%, 02/21/2026^(B)		250,000		240,092
2.53%, 11/18/2027^(B)		2,259,000		2,141,460
2.88%, 02/15/2025^(B)		150,000		150,701
3.63%, 05/01/2022^(B)		215,000		215,994
4.25%, 04/15/2026^(B)		280,000		290,494
4.38%, 05/01/2026^(B)		510,000		530,542
5.25%, 05/15/2024^(B)		555,000		588,580
5.50%, 01/15/2026^(B)		890,000		966,846
Burlington Northern Santa Fe LLC
3.55%, 02/15/2050		233,000		246,781
5.75%, 05/01/2040		300,000		396,490
7.29%, 06/01/2036		90,000		131,030
CSX Corp.
4.75%, 11/15/2048		215,000		260,189
6.00%, 10/01/2036		340,000		437,624
Kansas City Southern
4.70%, 05/01/2048		316,000		376,280


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Road & Rail (continued)
Norfolk Southern Corp.
3.85%, 01/15/2024		$ 266,000		$ 276,789
Park Aerospace Holdings Ltd.
4.50%, 03/15/2023^(B)		95,000		97,381
5.50%, 02/15/2024^(B)		42,000		44,342

				7,391,615

Semiconductors & Semiconductor Equipment - 0.7%
Analog Devices, Inc.
2.80%, 10/01/2041		367,000		352,315
Broadcom, Inc.
1.95%, 02/15/2028^(B)		1,000,000		953,019
3.14%, 11/15/2035^(B)		356,000		337,513
3.19%, 11/15/2036^(B)		925,000		878,719
4.11%, 09/15/2028		541,000		575,644
KLA Corp.
3.30%, 03/01/2050		300,000		298,937
Microchip Technology, Inc.
0.97%, 02/15/2024		530,000		519,108
0.98%, 09/01/2024^(B)		615,000		598,274
NXP BV / NXP Funding LLC / NXP USA, Inc.
2.50%, 05/11/2031^(B)		570,000		547,529
3.25%, 05/11/2041^(B)		585,000		563,729
Xilinx, Inc.
2.38%, 06/01/2030		360,000		350,593

				5,975,380

Software - 0.2%
Citrix Systems, Inc.
1.25%, 03/01/2026		119,000		116,916
Microsoft Corp.
2.92%, 03/17/2052		307,000		299,639
3.04%, 03/17/2062		183,000		179,751
Oracle Corp.
2.30%, 03/25/2028		690,000		666,656
VMware, Inc.
1.40%, 08/15/2026		679,000		650,227
4.65%, 05/15/2027		220,000		241,352

				2,154,541

Specialty Retail - 0.1%
AutoZone, Inc.
1.65%, 01/15/2031		350,000		319,568
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		247,000		260,264

				579,832

Technology Hardware, Storage & Peripherals - 0.3%
Apple, Inc.
3.45%, 02/09/2045		528,000		549,482
3.75%, 09/12/2047		500,000		542,866
3.85%, 08/04/2046		207,000		228,441
4.65%, 02/23/2046		119,000		147,152
Dell International LLC / EMC Corp.
5.45%, 06/15/2023		67,000		70,053
6.02%, 06/15/2026		793,000		899,763
HP, Inc.
3.00%, 06/17/2027		335,000		343,046

				2,780,803

Tobacco - 0.3%
Altria Group, Inc.
2.45%, 02/04/2032		665,000		604,786


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Tobacco (continued)
BAT Capital Corp.
2.26%, 03/25/2028		$ 290,000		$ 275,248
3.73%, 09/25/2040		195,000		175,706
3.98%, 09/25/2050		300,000		270,711
4.39%, 08/15/2037		400,000		404,297
4.54%, 08/15/2047		290,000		282,532
BAT International Finance PLC
1.67%, 03/25/2026		215,000		207,032

				2,220,312

Trading Companies & Distributors - 0.3%
Air Lease Corp.
3.25%, 03/01/2025 - 10/01/2029		1,153,000		1,150,073
3.38%, 07/01/2025		950,000		972,193
BOC Aviation Ltd.
2.75%, 09/18/2022^(B)		270,000		271,489
3.50%, 10/10/2024^(B)		200,000		206,996
International Lease Finance Corp.
5.88%, 08/15/2022		154,000		158,012
WW Grainger, Inc.
4.60%, 06/15/2045		198,000		237,488

				2,996,251

Transportation Infrastructure - 0.1%
Mexico City Airport Trust
5.50%, 07/31/2047^(B)		200,000		186,422
Penske Truck Leasing Co. LP / PTL Finance Corp.
4.13%, 08/01/2023^(B)		233,000		241,114

				427,536

Water Utilities - 0.1%
American Water Capital Corp.
3.85%, 03/01/2024		300,000		312,240
4.00%, 12/01/2046		172,000		188,401

				500,641

Wireless Telecommunication Services - 0.4%
America Movil SAB de CV
4.38%, 04/22/2049^(H)		251,000		288,791
T-Mobile USA, Inc.
2.05%, 02/15/2028		1,150,000		1,106,070
3.00%, 02/15/2041		310,000		280,666
3.75%, 04/15/2027		773,000		812,241
Vodafone Group PLC
4.88%, 06/19/2049		545,000		634,965
5.25%, 05/30/2048		260,000		313,276

				3,436,009

Total Corporate Debt Securities (Cost $251,428,770)				254,832,350


FOREIGN GOVERNMENT OBLIGATIONS - 0.5%
Chile - 0.0%^(G)
Chile Government International Bond
2.55%, 01/27/2032^(H)		218,000		210,043

Mexico - 0.5%
Mexico Government International Bond
2.66%, 05/24/2031^(H)		467,000		439,172
3.75%, 01/11/2028		1,042,000		1,100,644
3.77%, 05/24/2061		345,000		295,713
4.13%, 01/21/2026		615,000		661,900
4.35%, 01/15/2047^(H)		183,000		177,510
4.60%, 02/10/2048		200,000		200,312


	Principal		Value
FOREIGN GOVERNMENT OBLIGATIONS (continued)
Mexico (continued)
Mexico Government International Bond (continued)
4.75%, 03/08/2044		$ 190,000		$ 195,943
5.75%, 10/12/2110		550,000		596,442

				3,667,636

Panama - 0.0%^(G)
Panama Government International Bond
4.50%, 04/16/2050		200,000		205,510

Saudi Arabia - 0.0%^(G)
Saudi Arabia Government International Bond
2.25%, 02/02/2033^{(B) (H)}		272,000		258,403

Total Foreign Government Obligations (Cost $4,411,847)				4,341,592


MORTGAGE-BACKED SECURITIES - 6.8%
American General Mortgage Loan Trust
Series 2006-1, Class A5,
5.75%^(A), 12/25/2035^(B)		652		695
Banc of America Funding Trust
Series 2004-3, Class 1A1,
5.50%, 10/25/2034		34,202		34,696
Banc of America Mortgage Trust
Series 2003-C, Class 3A1,
2.37%^(A), 04/25/2033		24,627		25,213
BB-UBS Trust
Series 2012-SHOW, Class A,
3.43%, 11/05/2036^(B)		1,500,000		1,540,116
Bear Stearns ARM Trust
Series 2003-4, Class 3A1,
2.18%^(A), 07/25/2033		16,168		16,808
Series 2004-2, Class 14A,
2.86%^(A), 05/25/2034		12,094		11,991
Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2005-PWR8, Class X1,
0.72%^(A), 06/11/2041^(B)		3,053		3
BVRT Financing Trust
Series 2020-3F, Class A,
1-Month LIBOR + 3.00%, 3.08%, 11/10/2022 ^(C)		682,669		681,523
Chase Mortgage Finance Trust
Series 2007-A1, Class 1A3,
2.32%^(A), 02/25/2037		199,950		202,964
Series 2007-A1, Class 2A1,
2.44%^(A), 02/25/2037		33,280		33,817
Series 2007-A1, Class 7A1,
2.46%^(A), 02/25/2037		23,206		23,929
Series 2007-A1, Class 9A1,
2.59%^(A), 02/25/2037		12,614		12,862
Series 2007-A2, Class 1A1,
2.29%^(A), 06/25/2035		5,906		5,792
Series 2007-A2, Class 2A1,
2.37%^(A), 06/25/2035		58,833		59,694
CHL Mortgage Pass-Through Trust
Series 2004-3, Class A26,
5.50%, 04/25/2034		68,451		68,925
Series 2004-3, Class A4,
5.75%, 04/25/2034		102,676		103,808
Series 2004-5, Class 1A4,
5.50%, 06/25/2034		84,939		87,238
Series 2004-8, Class 2A1,
4.50%, 06/25/2019^(D)		256		256


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Global Markets Mortgage Securities VII, Inc.
Series 2003-HYB1, Class A,
2.24%^(A), 09/25/2033		$ 17,208		$ 18,052
Citigroup Mortgage Loan Trust, Inc.
Series 2003-1, Class 3A4,
5.25%, 09/25/2033		26,811		27,130
Series 2005-2, Class 2A11,
5.50%, 05/25/2035		61,769		63,206
Series 2009-10, Class 1A1,
2.52%^(A), 09/25/2033^(B)		63,803		64,424
COMM Mortgage Trust
Series 2015-CR25, Class A4,
3.76%, 08/10/2048		562,000		592,846
Series 2018-HOME, Class A,
3.82%^(A), 04/10/2033^(B)		2,410,000		2,562,575
COMM Mortgage Trust, Interest Only STRIPS
Series 2012-CR2, Class XA,
1.61%^(A), 08/15/2045		1,629,014		1,119
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-21, Class 1A4,
5.25%, 09/25/2033		23,218		23,551
Series 2003-AR15, Class 3A1,
2.28%^(A), 06/25/2033		43,581		45,505
Series 2004-5, Class 3A1,
5.25%, 08/25/2019		13,645		12,539
CSFB Mortgage-Backed Pass-Through Certificates
Series 2003-27, Class 5A4,
5.25%, 11/25/2033		14,081		14,159
Series 2003-29, Class 5A1,
7.00%, 12/25/2033		34,974		35,987
Series 2004-4, Class 2A4,
5.50%, 09/25/2034		47,705		49,532
Series 2004-8, Class 1A4,
5.50%, 12/25/2034		100,357		101,628
CSMC OA LLC
Series 2014-USA, Class D,
4.37%, 09/15/2037^(B)		500,000		460,345
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2005-1, Class 2A1,
4.33%^(A), 02/25/2020		6,354		6,320
FMC GMSR Issuer Trust
3.69%, 02/25/2024		2,835,000		2,836,701
Series 2020-GT1, Class A,
4.45%^(A), 01/25/2026^(B)		1,700,000		1,685,667
Series 2021-GT1, Class A,
3.62%^(A), 07/25/2026^(B)		1,700,000		1,666,995
Series 2021-GT2, Class A,
3.85%^(A), 10/25/2026^(B)		1,440,000		1,412,038
GSMPS Mortgage Loan Trust
Series 2005-RP3, Class 1AF,
1-Month LIBOR + 0.35%, 0.46%^(A), 09/25/2035 ^(B)		522,770		453,483
GSMPS Mortgage Loan Trust, Interest Only STRIPS
Series 2005-RP3, Class 1AS,
4.13%^(A), 09/25/2035^(B)		392,078		34,522
GSR Mortgage Loan Trust
Series 2003-7F, Class 1A4,
5.25%, 06/25/2033		108,785		112,195
Series 2004-8F, Class 2A3,
6.00%, 09/25/2034		71,086		72,428


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
GSR Mortgage Loan Trust (continued)
Series 2005-5F, Class 8A3,
1-Month LIBOR + 0.50%, 0.61%^(A), 06/25/2035		$ 5,880		$ 5,791
Headlands Residential LLC
Series 2017-RPL1, Class A,
3.88%^(A), 11/25/2024^(B)		1,980,000		1,977,460
Series 2018-RPL1, Class A,
3.88%^(A), 08/25/2024^(B)		797,793		798,862
Impac CMB Trust
Series 2005-4, Class 2A1,
1-Month LIBOR + 0.30%, 0.71%^(A), 05/25/2035		83,852		82,848
Impac Secured Assets CMN Owner Trust
Series 2003-2, Class A1,
5.50%, 08/25/2033		25,544		24,306
Impac Secured Assets Trust
Series 2006-1, Class 2A1,
1-Month LIBOR + 0.70%, 0.81%^(A), 05/25/2036		54,304		54,452
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035^(B)		1,590,000		1,632,672
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2006-CB15, Class X1,
0.30%^(A), 06/12/2043		1,317,175		13
JPMorgan Mortgage Trust
Series 2004-A3, Class 4A1,
2.30%^(A), 07/25/2034		3,166		3,270
Series 2004-A4, Class 1A1,
2.24%^(A), 09/25/2034		8,066		7,949
Series 2004-S1, Class 1A7,
5.00%, 09/25/2034		1,564		1,636
Series 2005-A1, Class 3A4,
2.59%^(A), 02/25/2035		34,757		34,482
Series 2006-A2, Class 5A3,
2.27%^(A), 11/25/2033		60,684		61,449
Series 2006-A3, Class 6A1,
2.61%^(A), 08/25/2034		9,027		9,096
LHOME Mortgage Trust
Series 2019-RTL3, Class A1,
3.87%, 07/25/2024^(B)		737,940		740,206
Series 2021-RTL1, Class A1,
2.09%^(A), 09/25/2026^(B)		810,000		807,174
MASTR Adjustable Rate Mortgages Trust
Series 2004-13, Class 2A1,
2.62%^(A), 04/21/2034		85,106		85,454
Series 2004-13, Class 3A7,
2.73%^(A), 11/21/2034		57,279		57,854
MASTR Alternative Loan Trust
Series 2003-9, Class 2A1,
6.00%, 12/25/2033		10,489		10,884
MASTR Asset Securitization Trust
Series 2003-11, Class 9A6,
5.25%, 12/25/2033		121,549		124,282
Series 2004-P7, Class A6,
5.50%, 12/27/2033^(B)		15,423		15,043
MASTR Resecuritization Trust, Principal Only STRIPS
Series 2005, Class 3,
Zero Coupon, 05/28/2035^(B)		5,492		4,590
Merrill Lynch Mortgage Investors Trust
Series 2003-A4, Class 2A,
2.41%^(A), 07/25/2033		27,994		27,904
Series 2003-A5, Class 2A6,
1.99%^(A), 08/25/2033		11,998		12,031


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust (continued)
Series 2004-1, Class 2A1,
2.03%^(A), 12/25/2034		$ 63,593		$ 64,452
Series 2004-A4, Class A2,
2.65%^(A), 08/25/2034		30,278		30,742
Series 2004-D, Class A2,
6-Month LIBOR + 0.72%, 0.87%^(A), 09/25/2029		51,802		50,587
Morgan Stanley Capital I Trust, Interest Only STRIPS
Series 2006-T21, Class X,
0.07%^(A), 10/12/2052^(B)		3,203,328		440
Morgan Stanley Mortgage Loan Trust
Series 2004-3, Class 4A,
5.63%^(A), 04/25/2034		80,940		84,520
MRCD Mortgage Trust
Series 2019-PARK, Class D,
2.72%, 12/15/2036^(B)		1,443,000		1,400,539
PRET LLC
Series 2021-RN4, Class A1,
2.49%^(A), 10/25/2051^(B)		2,958,353		2,950,954
Pretium Mortgage Credit Partners I LLC
Series 2021-NPL1, Class A1,
2.24%^(A), 09/27/2060^(B)		1,633,131		1,613,537
Prime Mortgage Trust
Series 2004-CL1, Class 1A1,
6.00%, 02/25/2034		25,788		26,574
Prime Mortgage Trust, Principal Only STRIPS
Series 2004-CL1, Class 1,
Zero Coupon, 02/25/2034		2,016		1,853
PRPM LLC
Series 2021-1, Class A1,
2.12%^(A), 01/25/2026^(B)		1,450,308		1,434,143
Series 2021-3, Class A1,
1.87%^(A), 04/25/2026^(B)		867,186		857,709
RAMP Trust
Series 2004-SL2, Class A3,
7.00%, 10/25/2031		63,244		65,741
Seasoned Credit Risk Transfer Trust
Series 2017-4, Class M60C,
3.50%, 06/25/2057		1,681,955		1,747,453
Series 2018-2, Class M55D,
4.00%, 11/25/2057		2,291,312		2,403,337
Series 2019-1, Class MT,
3.50%, 07/25/2058		1,791,267		1,859,513
Series 2019-3, Class MB,
3.50%, 10/25/2058		946,274		1,018,123
Series 2019-4, Class M55D,
4.00%, 02/25/2059		1,273,865		1,336,649
Sequoia Mortgage Trust
Series 2004-11, Class A1,
1-Month LIBOR + 0.60%, 0.70%^(A), 12/20/2034		108,700		105,021
Series 2004-11, Class A3,
1-Month LIBOR + 0.60%, 0.70%^(A), 12/20/2034		7,340		7,296
Series 2004-12, Class A3,
6-Month LIBOR + 0.32%, 0.63%^(A), 01/20/2035		57,050		55,640
SLG Office Trust
Series 2021-OVA, Class A,
2.59%, 07/15/2041^(B)		1,620,000		1,612,636
Structured Asset Mortgage Investments II Trust
Series 2004-AR5, Class 1A1,
1-Month LIBOR + 0.66%, 0.76%^(A), 10/19/2034

		111,882		110,419


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Structured Asset Securities Corp.
Series 2003-37A, Class 2A,
2.04%^(A), 12/25/2033		$ 33,559		$ 34,467
Series 2004-4XS, Class 1A5,
5.15%^(A), 02/25/2034		166,675		170,071
Thornburg Mortgage Securities Trust
Series 2003-4, Class A1,
1-Month LIBOR + 0.64%, 0.75%^(A), 09/25/2043		52,828		53,873
Series 2004-1, Class II2A,
1.42%^(A), 03/25/2044		17,663		17,683
Toorak Mortgage Corp. Ltd.
Series 2019-2, Class A1,
3.72%^(A), 09/25/2022		966,300		968,186
Towd Point Mortgage Trust
Series 2021-R1, Class A1,
2.92%^(A), 11/30/2060^(B)		2,332,192		2,313,079
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030^(B)		1,000,000		1,000,697
UBS-Barclays Commercial Mortgage Trust
Series 2012-C2, Class A4,
3.53%, 05/10/2063		650,000		651,253
UBS-Barclays Commercial Mortgage Trust, Interest Only STRIPS
Series 2012-C2, Class XA,
1.27%^(A), 05/10/2063^(B)		3,794,138		6,985
Vericrest Opportunity Loan Transferee
Series 2021-NPL4, Class A1,
2.24%^(A), 03/27/2051^(B)		514,399		508,542
VNDO Mortgage Trust
Series 2012-6AVE, Class A,
3.00%, 11/15/2030^(B)		1,000,000		1,012,314
VOLT C LLC
Series 2021-NPL9, Class A1,
1.99%^(A), 05/25/2051^(B)		844,310		835,941
VOLT CI LLC
Series 2021-NP10, Class A1,
1.99%^(A), 05/25/2051^(B)		879,854		871,743
VOLT XCIII LLC
Series 2021-NPL2, Class A1,
1.89%^(A), 02/27/2051^(B)		2,080,211		2,050,889
VOLT XCIV LLC
Series 2021-NPL3, Class A1,
2.24%^(A), 02/27/2051^(B)		1,469,041		1,454,704
VOLT XCVII LLC
Series 2021-NPL6, Class A1,
2.24%^(A), 04/25/2051^(B)		1,329,419		1,311,017
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C24, Class XC,
0.00%^(A), 03/15/2045^(B)		461,539		5
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR6, Class A1,
2.56%^(A), 06/25/2033		91,208		91,473
Series 2003-AR7, Class A7,
2.37%^(A), 08/25/2033		36,038		35,807
Series 2003-AR8, Class A,
2.70%^(A), 08/25/2033		13,653		14,135
Series 2003-AR9, Class 1A6,
2.52%^(A), 09/25/2033		70,241		70,306
Series 2003-S3, Class 1A4,
5.50%, 06/25/2033		110,391		111,929
Series 2003-S4, Class 2A10,
(2.75) * 1-Month LIBOR + 17.46%, 17.17%^(A), 06/25/2033		2,786		3,094


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates Trust (continued)
Series 2003-S9, Class A8,
5.25%, 10/25/2033		$ 45,733		$ 46,717
Series 2004-AR3, Class A1,
2.60%^(A), 06/25/2034		7,993		8,222
Series 2004-AR3, Class A2,
2.60%^(A), 06/25/2034		82,211		84,388
Series 2004-S2, Class 2A4,
5.50%, 06/25/2034		58,244		59,285
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
Series 2004-RA2, Class 2A,
7.00%, 07/25/2033		30,669		32,737
Wells Fargo Commercial Mortgage Trust
Series 2016-C35, Class A4,
2.93%, 07/15/2048		1,915,000		1,961,397
Wells Fargo Mortgage-Backed Securities Trust
Series 2004-U, Class A1,
2.77%^(A), 10/25/2034		147,462		146,689
ZH Trust
Series 2021-1, Class A,
2.25%, 02/18/2027^(B)		800,000		790,061

Total Mortgage-Backed Securities (Cost $57,874,410)				57,398,552


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.8%
California - 0.2%
State of California, General Obligation Unlimited,
7.30%, 10/01/2039		520,000		788,216
University of California Regents Medical Center Pooled Revenue, Revenue Bonds,
Series N,
3.71%, 05/15/2120		820,000		857,038

				1,645,254

New York - 0.3%
New York State Dormitory Authority, Revenue Bonds,
Series D,
5.60%, 03/15/2040		280,000		364,633
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		800,000		1,004,534
5.65%, 11/01/2040		655,000		869,933

				2,239,100

Ohio - 0.3%
American Municipal Power, Inc., Revenue Bonds,
Series B,
7.50%, 02/15/2050		640,000		1,018,269
Ohio State University, Revenue Bonds,
Series A,
4.80%, 06/01/2111		1,370,000		1,958,890

				2,977,159

Total Municipal Government Obligations (Cost $5,231,173)				6,861,513


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS - 24.8%
Federal Home Loan Mortgage Corp.
6-Month LIBOR + 1.55%, 1.72%^(A), 05/01/2037		$ 44,654		$ 46,399
6-Month LIBOR + 1.70%, 1.83%^(A), 10/01/2036		12,549		12,722
12-Month LIBOR + 1.58%, 1.83%^(A), 12/01/2036		45,102		46,653
12-Month LIBOR + 1.64%, 1.89%^(A), 11/01/2036		23,186		24,034
12-Month LIBOR + 1.67%, 1.92%^(A), 12/01/2036		82,355		86,092
12-Month LIBOR + 1.77%, 2.02%^(A), 09/01/2037		10,824		10,988
12-Month LIBOR + 1.70%, 2.02%^(A), 02/01/2037		20,361		21,340
6-Month LIBOR + 2.01%, 2.14%^(A), 05/01/2037		15,574		16,365
12-Month LIBOR + 1.91%, 2.16%^(A), 04/01/2037		1,232		1,233
12-Month LIBOR + 1.89%, 2.22%^(A), 05/01/2038		4,497		4,571
12-Month LIBOR + 2.00%, 2.25%^(A), 11/01/2036		6,036		6,047
1-Year CMT + 2.25%, 2.32%^(A), 07/01/2036		96,449		101,641
1-Year CMT + 2.24%, 2.35%^(A), 11/01/2036		63,511		66,180
1-Year CMT + 2.25%, 2.35%^(A), 02/01/2036		111,020		115,950
12-Month LIBOR + 1.98%, 2.35%^(A), 04/01/2037		15,882		15,937
1-Year CMT + 2.36%, 2.36%^(A), 10/01/2037		5,451		5,455
1-Year CMT + 2.25%, 2.38%^(A), 01/01/2035		158,817		166,773
12-Month LIBOR + 2.07%, 2.43%^(A), 05/01/2037		16,127		16,282
12-Month LIBOR + 2.18%, 2.43%^(A), 05/01/2037		83,027		88,440
1-Year CMT + 2.43%, 2.50%^(A), 12/01/2031		162,616		163,306
12-Month LIBOR + 2.33%, 2.62%^(A), 05/01/2036		9,539		10,065
12-Month LIBOR + 2.47%, 2.73%^(A), 03/01/2036		36,609		38,628
1-Year CMT + 2.65%, 2.78%^(A), 10/01/2037		58,969		58,987
3.00%, 02/01/2052		1,650,000		1,689,437
3.50%, 06/01/2042 - 07/15/2042		1,136,303		1,200,201
4.00%, 04/01/2043 - 09/01/2049		3,098,707		3,345,871
4.50%, 05/01/2041 - 07/01/2047		5,149,060		5,640,220
5.00%, 08/01/2040		133,394		149,422
5.50%, 05/01/2023 - 12/01/2035		234,842		242,843
6.00%, 12/01/2036 - 06/01/2037		136,977		152,018
6.50%, 05/01/2035 - 03/01/2038		559,228		634,754
7.50%, 02/01/2038 - 09/01/2038		26,744		29,975
10.00%, 10/01/2030		2,076		2,208
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.31%, 12/25/2022		1,036,307		1,045,229
2.72%, 07/25/2026		1,456,000		1,489,552
2.74%, 09/25/2025		1,000,000		1,029,221
2.81%, 09/25/2024		3,665,636		3,756,758
2.84%, 09/25/2022		209,926		211,338
2.93%, 01/25/2023		385,136		390,204
3.24%, 04/25/2027		1,097,000		1,171,706
3.30%^(A), 11/25/2027		965,000		1,037,531
3.33%, 05/25/2027		590,000		631,607
3.34%^(A), 04/25/2028		970,000		1,035,563


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.25%, 0.36%^(A), 08/15/2023		$ 25,294		$ 25,304
1-Month LIBOR + 0.30%, 0.41%^(A), 03/15/2036		18,222		18,299
1-Month LIBOR + 0.40%, 0.50%^(A), 07/15/2037		243,067		243,098
1-Month LIBOR + 1.20%, 1.31%^(A), 07/15/2039		10,282		10,496
4.00%, 11/15/2041 - 07/15/2042		2,642,772		2,978,590
4.50%, 06/15/2025		548,642		570,118
5.00%, 07/15/2033 - 07/15/2041		8,375,842		9,357,728
5.30%, 01/15/2033		212,726		234,963
5.50%, 10/15/2032 - 01/15/2039		1,265,407		1,419,094
(3.62) * 1-Month LIBOR + 27.21%, 5.50%^(A), 05/15/2041		210,647		224,262
(3.67) * 1-Month LIBOR + 27.50%, 5.50%^(A), 05/15/2041		207,912		221,070
5.67%^(A), 10/15/2038		98,863		110,715
6.00%, 05/15/2034 - 06/15/2038		867,950		993,169
6.25%, 10/15/2023		27,281		28,203
6.50%, 02/15/2026 - 06/15/2032		381,711		420,181
7.00%, 12/15/2036		225,523		264,541
7.48%^(A), 11/15/2046		326,908		377,792
7.50%, 11/15/2036 - 12/15/2036		268,783		319,838
(7.27) * 1-Month LIBOR + 48.00%, 8.00%^(A), 06/15/2035		9,568		10,788
(1.50) * 1-Month LIBOR + 9.08%, 8.92%^(A), 11/15/2033		18,746		19,311
(1.83) * 1-Month LIBOR + 14.85%, 14.66%^(A), 06/15/2033		15,184		18,453
(3.33) * 1-Month LIBOR + 17.50%, 17.15%^(A), 02/15/2040		206,249		260,936
(2.50) * 1-Month LIBOR + 17.45%, 17.18%^(A), 02/15/2038		7,228		8,865
(3.00) * 1-Month LIBOR + 20.22%, 19.90%^(A), 07/15/2035		16,615		22,231
(2.60) * 1-Month LIBOR + 20.93%, 20.65%^(A), 08/15/2031		21,206		27,918
(4.00) * 1-Month LIBOR + 22.00%, 21.57%^(A), 05/15/2035		26,253		33,912
(4.50) * 1-Month LIBOR + 24.75%, 24.27%^(A), 06/15/2035		39,871		61,442
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
1.58%^(A), 01/15/2040		208,620		8,930
4.50%, 12/15/2024^(J)		4		0
5.00%, 10/15/2039 - 08/15/2040		260,956		16,128
(1.00) * 1-Month LIBOR + 6.00%, 5.89%^(A), 11/15/2037 - 10/15/2040		273,919		43,271
(1.00) * 1-Month LIBOR + 6.05%, 5.94%^(A), 05/15/2038		37,868		3,013
(1.00) * 1-Month LIBOR + 6.10%, 5.99%^(A), 05/15/2039		25,787		4,014
(1.00) * 1-Month LIBOR + 6.25%, 6.14%^(A), 12/15/2039		111,466		16,408
(1.00) * 1-Month LIBOR + 6.34%, 6.23%^(A), 12/15/2039		286,562		33,817
(1.00) * 1-Month LIBOR + 6.40%, 6.29%^(A), 01/15/2037		26,084		2,692
(1.00) * 1-Month LIBOR + 6.45%, 6.34%^(A), 11/15/2037		12,015		2,175
(1.00) * 1-Month LIBOR + 6.80%, 6.69%^(A), 09/15/2039		75,105		9,175


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS
09/15/2032 - 12/15/2043		$ 2,136,640		$ 1,936,843
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
1.55%^(A), 10/25/2037		225,684		229,949
5.23%, 05/25/2043		613,719		680,465
6.50%, 02/25/2043		215,033		248,576
6.50%^(A), 09/25/2043		94,297		113,437
7.00%, 02/25/2043 - 07/25/2043		234,885		275,190
7.50%, 02/25/2042 - 09/25/2043		282,955		329,751
Federal Home Loan Mortgage Corp., Interest Only STRIPS
(1.00) * 1-Month LIBOR + 7.70%, 7.59%^(A), 08/15/2036		191,154		52,643
Federal National Mortgage Association
1-Month LIBOR + 0.22%, 0.33%^(A), 03/25/2045 - 02/25/2046		78,670		78,592
1-Month LIBOR + 0.40%, 0.51%^(A), 05/25/2042		139,547		139,400
1-Month LIBOR + 0.55%, 0.66%^(A), 08/25/2042		313,092		316,309
0.75%, 09/25/2028		2,791,317		2,656,321
1.00%, 11/25/2033		2,224,573		2,160,255
1-Month LIBOR + 0.93%, 1.03%^(A), 11/25/2022		138,424		138,442
6-Month LIBOR + 1.24%, 1.36%^(A), 09/01/2036		16,507		16,931
6-Month LIBOR + 1.31%, 1.47%^(A), 07/01/2037		39,563		40,763
12-Month LIBOR + 1.33%, 1.58%^(A), 11/01/2037		22,195		22,842
6-Month LIBOR + 1.46%, 1.59%^(A), 02/01/2037		5,983		6,107
6-Month LIBOR + 1.48%, 1.61%^(A), 02/01/2037		35,596		36,900
12-Month LIBOR + 1.57%, 1.82%^(A), 09/01/2036		57,089		59,097
12-Month LIBOR + 1.63%, 1.89%^(A), 07/01/2037		11,868		12,299
12-Month LIBOR + 1.65%, 1.90%^(A), 05/01/2036		12,665		12,694
12-Month LIBOR + 1.60%, 1.98%^(A), 04/01/2037		1,943		1,965
12-Month LIBOR + 1.76%, 2.01%^(A), 09/01/2037		4,001		4,036
12-Month LIBOR + 1.77%, 2.02%^(A), 10/01/2036		21,653		21,725
12-Month LIBOR + 1.80%, 2.05%^(A), 07/01/2037		20,779		20,838
12-Month LIBOR + 1.69%, 2.06%^(A), 04/01/2036		17,703		18,430
12-Month LIBOR + 1.82%, 2.07%^(A), 09/01/2036 - 12/01/2036		18,302		18,433
12-Month LIBOR + 1.87%, 2.12%^(A), 06/01/2036		30,835		32,484
1-Year CMT + 2.08%, 2.12%^(A), 11/01/2037		37,166		39,295
12-Month LIBOR + 1.88%, 2.13%^(A), 08/01/2036		3,695		3,713
2.15%, 01/25/2023		711,234		714,746
12-Month LIBOR + 1.95%, 2.20%^(A), 11/01/2036		810		811
2.38%, 10/01/2026		1,439,855		1,472,378
2.43%, 08/01/2026		1,842,932		1,887,812
2.47%^(A), 12/25/2026		384,940		395,313
2.49%, 05/01/2026		953,776		978,473


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
2.50%, 01/01/2052^(E)		$ 1,758,600		$ 1,758,022
2.61%, 06/01/2026		1,012,000		1,044,444
12-Month LIBOR + 2.37%, 2.62%^(A), 08/01/2037		16,457		16,728
2.62%, 11/01/2031		4,165,000		4,323,279
2.63%, 03/01/2026		2,789,155		2,874,440
2.64%, 06/01/2026		2,477,000		2,559,543
6-Month LIBOR + 2.50%, 2.66%^(A), 03/01/2036		84,126		89,729
12-Month LIBOR + 2.38%, 2.69%^(A), 03/01/2036		43,383		45,893
2.70%, 07/01/2026		1,226,466		1,270,960
2.80%, 01/01/2028		1,110,999		1,157,477
2.90%, 06/25/2027		2,033,569		2,114,223
2.92%, 01/01/2025		2,416,690		2,498,230
2.94%^(A), 01/25/2026		3,172,858		3,294,541
2.94%, 12/01/2028		5,000,000		5,290,608
2.98%, 06/01/2027		1,700,804		1,784,805
3.00%, 06/01/2043 - 01/01/2052		1,769,572		1,830,561
3.00%, 01/01/2052^(E)		1,559,088		1,609,514
3.02%, 07/01/2024 - 07/01/2029		7,501,500		7,889,606
3.04%, 06/01/2024		1,667,248		1,711,784
3.06%^(A), 05/25/2027 - 03/25/2028		2,712,554		2,867,530
3.07%^(A), 06/25/2027		1,451,420		1,538,955
3.08%, 12/01/2024		1,784,769		1,851,639
3.09%^(A), 02/25/2030		815,000		870,552
3.09%, 09/01/2029		3,797,000		4,087,798
3.11%, 03/01/2027		1,866,889		1,965,450
3.12%^(A), 04/25/2029		1,332,401		1,424,831
3.15%, 04/01/2031		2,574,913		2,715,522
3.24%, 06/01/2026		864,952		912,440
3.29%, 08/01/2026		975,651		1,029,397
3.36%^(A), 07/25/2028		2,032,000		2,184,675
3.37%, 05/01/2037		835,561		904,093
3.50%, 04/01/2043 - 03/01/2060		5,687,768		6,034,249
3.76%, 12/01/2035		1,813,694		2,062,114
3.97%, 12/01/2025		388,522		417,091
4.00%, 01/01/2043 - 08/01/2048		2,859,304		3,071,161
4.45%, 07/01/2026		1,247,731		1,373,485
4.55%, 06/25/2043		57,676		61,681
5.00%, 08/01/2024 - 08/01/2040		309,414		346,293
5.50%, 11/01/2032 - 07/01/2037		776,355		868,341
6.00%, 08/01/2022 - 11/01/2037		981,672		1,080,073
6.50%, 06/01/2023 - 07/25/2042		675,428		760,082
7.00%, 12/25/2033 - 02/25/2044		756,855		866,751
7.50%, 10/01/2037 - 12/25/2045		416,307		486,481
8.00%, 10/01/2031		21,392		23,128
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.25%, 0.32%^(A), 06/27/2036		107,631		106,071
1-Month LIBOR + 0.24%, 0.35%^(A), 10/25/2046		68,847		68,127
1-Month LIBOR + 0.29%, 0.40%^(A), 07/25/2036		66,612		66,813
1-Month LIBOR + 0.40%, 0.51%^(A), 06/25/2037		14,252		14,383
1-Month LIBOR + 0.55%, 0.66%^(A), 08/25/2041		112,308		113,318
1-Month LIBOR + 0.60%, 0.71%^(A), 04/25/2040		88,688		89,411
2.00%^(A), 12/25/2039		71,880		75,136
3.00%, 01/25/2046		516,915		537,534
3.50%, 02/25/2043		463,634		477,020
4.50%, 02/25/2039 - 05/25/2041		572,254		623,635
5.11%^(A), 01/25/2032^(K)		13,274		13,817
5.45%^(A), 12/25/2042		78,872		84,480


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC (continued)
5.50%, 08/25/2025 - 10/25/2040		$ 3,564,771		$ 3,985,974
5.75%, 08/25/2034		438,830		465,840
5.83%^(A), 05/25/2051		97,235		109,994
6.00%, 03/25/2029 - 12/25/2049		1,049,781		1,158,320
6.01%^(A), 06/25/2040		85,018		95,565
6.21%^(A), 02/25/2040		95,479		105,651
6.25%, 09/25/2038		14,328		16,228
6.43%^(A), 03/25/2040		141,011		156,110
6.50%, 04/18/2028 - 11/25/2041		391,824		444,475
6.75%, 04/25/2037		35,623		37,837
7.00%, 03/25/2038 - 11/25/2041		794,291		924,615
7.50%, 05/17/2024		17,083		17,789
8.00%, 02/25/2023		38,648		39,681
(2.00) * 1-Month LIBOR + 12.66%, 12.44%^(A), 03/25/2040		99,473		121,573
(2.00) * 1-Month LIBOR + 16.20%, 15.98%^(A), 01/25/2034		4,264		4,472
(2.50) * 1-Month LIBOR + 16.88%, 16.61%^(A), 08/25/2035 - 10/25/2035		29,940		38,234
(3.33) * 1-Month LIBOR + 17.67%, 17.31%^(A), 04/25/2040		103,542		127,028
(2.75) * 1-Month LIBOR + 17.88%, 17.58%^(A), 09/25/2024		28,419		30,798
(2.75) * 1-Month LIBOR + 19.53%, 19.23%^(A), 05/25/2034		59,702		81,497
(2.75) * 1-Month LIBOR + 20.13%, 19.83%^(A), 05/25/2035		55,103		64,070
(3.33) * 1-Month LIBOR + 22.67%, 22.31%^(A), 04/25/2037		32,272		43,452
(3.67) * 1-Month LIBOR + 24.57%, 24.17%^(A), 11/25/2035		31,883		41,973
Federal National Mortgage Association REMIC, Interest Only STRIPS
1.30%^(A), 01/25/2038		37,257		1,597
1.59%^(A), 04/25/2041		133,697		8,469
(1.00) * 1-Month LIBOR + 4.44%, 4.33%^(A), 11/25/2040		262,710		28,452
(1.00) * 1-Month LIBOR + 5.00%, 4.89%^(A), 07/25/2040		317,043		39,693
5.00%, 07/25/2039		39,184		5,991
5.50%, 10/25/2039		58,190		10,207
(1.00) * 1-Month LIBOR + 5.90%, 5.79%^(A), 10/25/2039		19,898		2,859
(1.00) * 1-Month LIBOR + 6.00%, 5.89%^(A), 02/25/2038 - 06/25/2039		313,897		44,103
(1.00) * 1-Month LIBOR + 6.18%, 6.07%^(A), 12/25/2039		6,220		891
(1.00) * 1-Month LIBOR + 6.25%, 6.14%^(A), 01/25/2040		146,693		24,027
(1.00) * 1-Month LIBOR + 6.35%, 6.24%^(A), 12/25/2037		200,866		32,054
(1.00) * 1-Month LIBOR + 6.40%, 6.29%^(A), 07/25/2037 - 05/25/2040		381,095		65,019
(1.00) * 1-Month LIBOR + 6.42%, 6.31%^(A), 04/25/2040		61,278		8,882
(1.00) * 1-Month LIBOR + 6.45%, 6.34%^(A), 10/25/2037 - 12/25/2037		161,513		31,454
(1.00) * 1-Month LIBOR + 6.62%, 6.51%^(A), 07/25/2037		69,713		11,233
(1.00) * 1-Month LIBOR + 6.65%, 6.54%^(A), 10/25/2026 - 03/25/2039		246,711		25,478
(1.00) * 1-Month LIBOR + 6.70%, 6.59%^(A), 03/25/2036		649,392		121,002
(1.00) * 1-Month LIBOR + 6.99%, 6.88%^(A), 03/25/2038		67,856		12,733


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC, Interest Only STRIPS (continued)
(1.00) * 1-Month LIBOR + 7.10%, 6.99%^(A), 02/25/2040		$ 56,713		$ 8,496
Federal National Mortgage Association REMIC, Principal Only STRIPS
10/25/2023 - 12/25/2043		1,529,759		1,386,886
Federal National Mortgage Association, Interest Only STRIPS
1.98%^(A), 11/25/2033		13,194,770		1,664,481
2.01%^(A), 07/25/2030		13,901,784		1,635,389
Federal National Mortgage Association, Principal Only STRIPS
09/25/2024 - 08/25/2032		157,791		150,292
FREMF Mortgage Trust
3.58%^(A), 11/25/2049^(B)		920,000		952,756
3.67%^(A), 01/25/2048^(B)		4,355,000		4,525,174
3.67%^(A), 01/25/2048^(B)		1,405,000		1,439,163
3.83%^(A), 11/25/2047^(B)		2,000,000		2,078,608
3.87%^(A), 07/25/2049^(B)		750,000		769,084
4.07%^(A), 11/25/2047^(B)		853,000		886,887
Government National Mortgage Association
1-Month LIBOR + 0.45%, 0.55%^(A), 03/20/2060		8,852		8,868
1-Month LIBOR + 0.47%, 0.57%^(A), 05/20/2063		731,678		732,571
1-Month LIBOR + 0.50%, 0.60%^(A), 06/20/2067		1,493,363		1,497,994
1-Month LIBOR + 0.52%, 0.62%^(A), 10/20/2062		631,228		632,545
1-Month LIBOR + 0.53%, 0.63%^(A), 10/20/2062		883,626		886,373
1-Month LIBOR + 0.58%, 0.68%^(A), 05/20/2066		341,836		342,465
1-Month LIBOR + 0.60%, 0.70%^(A), 11/20/2065		2,139,817		2,153,535
1-Month LIBOR + 0.65%, 0.75%^(A), 05/20/2061 - 01/20/2066		4,093,566		4,119,776
1-Month LIBOR + 0.70%, 0.80%^(A), 05/20/2061 - 03/20/2066		2,948,377		2,972,625
1-Month LIBOR + 1.00%, 1.10%^(A), 12/20/2066		548,489		558,339
1-Year CMT + 1.76%, 1.90%^(A), 11/20/2071		2,155,550		2,324,427
1-Year CMT + 1.76%, 1.92%^(A), 11/20/2071		1,736,964		1,872,934
1-Year CMT + 1.83%, 1.98%^(A), 08/20/2071		1,535,552		1,659,543
2.50%, 08/20/2051 - 10/20/2051		1,018,209		1,026,394
3.50%, 01/20/2051		1,768,601		1,917,141
4.50%, 11/20/2034 - 11/20/2049		2,483,908		2,670,448
5.50%, 01/16/2033 - 09/20/2039		2,103,753		2,277,977
5.75%, 02/20/2036 - 10/20/2037		267,478		291,342
5.82%^(A), 10/20/2033		128,306		140,504
6.00%, 11/20/2033 - 08/20/2038		460,103		500,358
6.50%, 01/15/2032 - 12/15/2035		294,498		332,585
7.00%, 09/15/2031 - 10/16/2040		331,152		370,349
(6.25) * 1-Month LIBOR + 44.50%, 7.00%^(A), 09/20/2034		6,413		6,787
7.50%, 09/16/2035 - 10/15/2037		53,263		59,499
(2.92) * 1-Month LIBOR + 17.50%, 17.20%^(A), 02/20/2034		25,409		29,777
(3.50) * 1-Month LIBOR + 23.28%, 22.91%^(A), 04/20/2037		70,120		92,139
Government National Mortgage Association, Interest Only STRIPS
1.68%^(A), 06/20/2067		3,346,442		220,531


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association, Interest Only STRIPS (continued)
(1.00) * 1-Month LIBOR + 5.83%, 5.73%^(A), 02/20/2038		$ 36,645		$ 3,446
(1.00) * 1-Month LIBOR + 5.90%, 5.80%^(A), 09/20/2038		232,684		27,588
(1.00) * 1-Month LIBOR + 5.95%, 5.85%^(A), 02/20/2039 - 06/20/2039		88,671		9,741
(1.00) * 1-Month LIBOR + 6.00%, 5.90%^(A), 02/20/2038		376,127		48,865
(1.00) * 1-Month LIBOR + 6.04%, 5.94%^(A), 02/20/2039		29,208		2,563
(1.00) * 1-Month LIBOR + 6.05%, 5.94%^(A), 08/16/2039		133,853		15,270
(1.00) * 1-Month LIBOR + 6.09%, 5.99%^(A), 09/20/2039		232,482		36,343
(1.00) * 1-Month LIBOR + 6.10%, 5.99%^(A), 07/16/2039		119,937		13,025
(1.00) * 1-Month LIBOR + 6.10%, 6.00%^(A), 11/20/2034		191,189		16,734
(1.00) * 1-Month LIBOR + 6.15%, 6.05%^(A), 07/20/2038		255,904		21,687
(1.00) * 1-Month LIBOR + 6.20%, 6.10%^(A), 03/20/2037 - 06/20/2038		104,535		12,165
(1.00) * 1-Month LIBOR + 6.40%, 6.29%^(A), 11/16/2039		153,978		24,277
(1.00) * 1-Month LIBOR + 6.40%, 6.30%^(A), 12/20/2038		8,923		101
(1.00) * 1-Month LIBOR + 6.55%, 6.44%^(A), 11/16/2033		37,292		2,803
(1.00) * 1-Month LIBOR + 6.55%, 6.45%^(A), 11/20/2037		24,284		2,334
(1.00) * 1-Month LIBOR + 6.60%, 6.50%^(A), 05/20/2041		152,664		18,479
6.50%, 03/20/2039		21,367		3,541
(1.00) * 1-Month LIBOR + 6.68%, 6.58%^(A), 07/20/2037		145,389		19,598
(1.00) * 1-Month LIBOR + 6.70%, 6.60%^(A), 06/20/2037		271,903		43,483
(1.00) * 1-Month LIBOR + 7.30%, 7.20%^(A), 12/20/2038		150,926		18,674
(1.00) * 1-Month LIBOR + 7.60%, 7.50%^(A), 09/20/2038		17,830		2,228
(1.00) * 1-Month LIBOR + 7.70%, 7.59%^(A), 04/16/2038		16,866		2,157
Government National Mortgage Association, Principal Only STRIPS
08/20/2035 - 12/20/2040		482,546		448,133
Resolution Funding Corp., Principal Only STRIPS
Zero Coupon, 01/15/2030		2,000,000		1,709,466
Tennessee Valley Authority
4.25%, 09/15/2065		365,000		496,810
4.63%, 09/15/2060		451,000		662,488
5.88%, 04/01/2036		2,565,000		3,642,937
Tennessee Valley Authority, Principal Only STRIPS
11/01/2025 - 05/01/2030		3,300,000		2,976,155
Uniform Mortgage-Backed Security
2.50%, TBA^(E)		1,115,000		1,110,855
Vendee Mortgage Trust
6.75%, 06/15/2028		118,080		130,911
7.25%, 02/15/2023		29,334		30,062

Total U.S. Government Agency Obligations (Cost $207,346,657)				210,176,169


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS - 24.1%
U.S. Treasury - 24.1%
U.S. Treasury Bond
1.25%, 05/15/2050		$ 3,141,000		$ 2,560,528
1.63%, 11/15/2050		4,275,000		3,823,620
1.75%, 08/15/2041		300,000		279,844
1.88%, 02/15/2041 - 11/15/2051		28,515,100		27,141,245
2.00%, 11/15/2041 - 02/15/2050		1,439,000		1,404,201
2.25%, 05/15/2041 - 08/15/2046		4,320,000		4,375,962
2.38%, 11/15/2049 - 05/15/2051		5,765,000		6,096,472
2.50%, 02/15/2045		2,300,000		2,430,273
2.88%, 08/15/2045^(H)		2,260,000		2,552,476
3.00%, 02/15/2048		430,000		504,662
3.13%, 02/15/2043		1,355,000		1,573,653
3.13%, 05/15/2048^(H)		296,000		355,778
3.38%, 05/15/2044		3,000,000		3,637,617
3.50%, 02/15/2039		4,900,000		5,945,461
3.63%, 08/15/2043 - 02/15/2044		8,790,000		11,009,487
3.88%, 08/15/2040		3,035,000		3,862,867
4.25%, 05/15/2039		1,400,000		1,856,805
U.S. Treasury Bond, Principal Only STRIPS
02/15/2022 - 11/15/2041^(H)		50,240,000		45,941,360
08/15/2023 - 05/15/2036		845,000		807,447
U.S. Treasury Note
0.38%, 01/31/2026		290,000		276,825
0.50%, 02/28/2026		8,880,000		8,509,884
0.63%, 08/15/2030		690,000		628,250
0.75%, 04/30/2026		220,000		212,566
0.88%, 06/30/2026 - 11/15/2030		4,800,500		4,534,686
1.25%, 03/31/2028^(H)		4,015,000		3,904,587
1.25%, 06/30/2028 - 08/15/2031		10,217,000		9,866,624
1.38%, 11/15/2031^(H)		655,000		631,256
1.50%, 02/28/2023 - 08/15/2026		5,142,000		5,176,976
1.63%, 02/15/2026^(H)		88,400		88,680
1.63%, 05/15/2031		340,000		335,856
1.75%, 02/28/2022 - 12/31/2026		16,735,000		16,770,423
1.75%, 05/15/2023 - 12/31/2024^(H)		5,114,200		5,168,356
1.88%, 08/31/2022		4,000,000		4,030,938
1.88%, 08/31/2024^(H)		398,000		403,846
2.00%, 02/15/2023 - 11/15/2026^(H)		1,015,800		1,031,342
2.13%, 06/30/2022 - 03/31/2024		2,279,000		2,310,645
2.25%, 11/15/2024 - 02/15/2027^(H)		4,435,000		4,549,983
2.50%, 08/15/2023 - 02/28/2026		2,215,000		2,268,115
2.50%, 05/15/2024^(H)		148,000		152,209
2.75%, 05/31/2023 - 02/15/2024		6,334,000		6,531,868

Total U.S. Government Obligations (Cost $201,879,839)				203,543,673


	Shares		Value
OTHER INVESTMENT COMPANY - 4.5%
Securities Lending Collateral - 4.5%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 0.04%^(L)		38,105,835		38,105,835

Total Other Investment Company (Cost $38,105,835)				38,105,835


	Principal		Value
REPURCHASE AGREEMENT - 5.1%
Fixed Income Clearing Corp., 0.00%^(L), dated 01/31/2022, to be repurchased at $42,738,663 on 02/01/2022. Collateralized by a U.S. Government Obligation, 0.50%, due 01/15/2028, and with a value of $43,593,558.		$ 42,738,663		$ 42,738,663

Total Repurchase Agreement (Cost $42,738,663)				42,738,663

Total Investments (Cost $879,020,983)				887,996,713
Net Other Assets (Liabilities) - (5.0)%				(42,396,792	)

Net Assets - 100.0%				$ 845,599,921

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 January 31, 2022, 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 ^(C)	$	—	$	—	$	—	$	2,527,195


(A)		Floating or variable rate securities. The rates disclosed are as of January 31, 2022. 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 January 31, 2022, the total value of 144A securities is $171,535,655, representing 20.3% of the Fund’s net assets.
(C)		Transferred from Level 3 to 2 due to utilizing significant observable inputs. As of prior reporting period, the security utilized significant unobservable inputs.
^(D)		Fair valued as determined in good faith in accordance with procedures established by the Board. At January 31, 2022, the total value of securities is $2,517,749, representing 0.3% of the Fund’s net assets.
(E)		When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after January 31, 2022. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(F)		Security is Level 3 of the fair value hierarchy.
(G)		Percentage rounds to less than 0.1% or (0.1)%.
(H)		All or a portion of the securities are on loan. The total value of all securities on loan is $60,102,492, collateralized by cash collateral of $38,105,835 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $23,240,250. 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.
(I)		Perpetual maturity. The date displayed is the next call date.
(J)		Rounds to less than $1 or $(1).
(K)		Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of January 31, 2022; the maturity date disclosed is the ultimate maturity date.
(L)		Rates disclosed reflect the yields at January 31, 2022.
(M)		The Fund recognizes transfers in and out of Level 3 as of January 31, 2022. Please reference the Investment Valuation section of the Notes to Financial Statements for more information regarding investment valuation and pricing inputs.
(N)		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 ^(N)		Value
ASSETS
Investments
Asset-Backed Securities	$	—	$	68,598,366	$	1,400,000	$	69,998,366
Corporate Debt Securities		—		254,832,350		—		254,832,350
Foreign Government Obligations		—		4,341,592		—		4,341,592
Mortgage-Backed Securities		—		57,398,552		—		57,398,552
Municipal Government Obligations		—		6,861,513		—		6,861,513
U.S. Government Agency Obligations		—		210,176,169		—		210,176,169
U.S. Government Obligations		—		203,543,673		—		203,543,673
Other Investment Company		38,105,835		—		—		38,105,835
Repurchase Agreement		—		42,738,663		—		42,738,663

Total Investments	$	38,105,835	$	848,490,878	$	1,400,000	$	887,996,713


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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