Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: 42.4% | |
| | | Basic Materials: 0.7% |
| 29,000 | | Ashland LLC, 4.750%, 08/15/2022 | $ 30,078 | 0.0 |
| 300,000 | | CF Industries, Inc., 3.450%, 06/01/2023 | 313,500 | 0.1 |
| 231,000 | | Eastman Chemical Co., 3.500%, 12/01/2021 | 234,048 | 0.0 |
| 300,000 | | Freeport-McMoRan, Inc., 3.875%, 03/15/2023 | 313,191 | 0.1 |
| 227,000 | | Nucor Corp., 2.000%, 06/01/2025 | 235,071 | 0.0 |
| 1,007,000 | | Nutrien Ltd., 3.150%, 10/01/2022 | 1,033,968 | 0.3 |
| 300,000 | (1) | SPCM SA, 4.875%, 09/15/2025 | 309,202 | 0.1 |
| 300,000 | (1) | Tronox, Inc., 6.500%, 05/01/2025 | 318,494 | 0.1 |
| | | | 2,787,552 | 0.7 |
| | | | | |
| | | Communications: 2.9% |
| 230,000 | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 239,230 | 0.1 |
| 735,000 | | Amazon.com, Inc., 0.450%, 05/12/2024 | 733,584 | 0.2 |
| 160,000 | | AMC Networks, Inc., 5.000%, 04/01/2024 | 162,493 | 0.0 |
| 351,000 | | AT&T, Inc., 1.700%, 03/25/2026 | 354,772 | 0.1 |
| 423,000 | | AT&T, Inc., 4.050%, 12/15/2023 | 458,554 | 0.1 |
| 501,000 | | Bell Canada, 0.750%, 03/17/2024 | 502,415 | 0.1 |
| 455,000 | | British Telecommunications PLC, 4.500%, 12/04/2023 | 495,822 | 0.1 |
| 360,000 | | Comcast Corp., 3.950%, 10/15/2025 | 403,595 | 0.1 |
| 200,000 | | CSC Holdings LLC, 5.875%, 09/15/2022 | 210,507 | 0.0 |
| 600,000 | | DISH DBS Corp., 5.875%, 11/15/2024 | 645,000 | 0.2 |
| 626,000 | | Fox Corp., 4.030%, 01/25/2024 | 678,414 | 0.2 |
| 248,000 | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 250,186 | 0.1 |
| 900,000 | (1) | Netflix, Inc., 3.625%, 06/15/2025 | 969,228 | 0.2 |
| 725,000 | (1) | NTT Finance Corp., 0.583%, 03/01/2024 | 724,306 | 0.2 |
| 250,000 | (1) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 250,763 | 0.1 |
| 250,000 | (1) | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | 257,174 | 0.1 |
| 300,000 | | Sprint Communications, Inc., 6.000%, 11/15/2022 | 318,000 | 0.1 |
| 600,000 | | T-Mobile USA, Inc., 2.625%, 04/15/2026 | 614,991 | 0.2 |
| 413,000 | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | 448,749 | 0.1 |
| 250,000 | | T-Mobile USA, Inc., 4.000%, 04/15/2022 | 255,154 | 0.1 |
| 300,000 | (1) | Univision Communications, Inc., 5.125%, 02/15/2025 | 306,977 | 0.1 |
| 416,000 | | Verizon Communications, Inc., 0.850%, 11/20/2025 | 411,668 | 0.1 |
| 447,000 | | Verizon Communications, Inc., 3.500%, 11/01/2024 | 483,850 | 0.1 |
| 805,000 | | Walt Disney Co/The, 4.000%, 10/01/2023 | 868,240 | 0.2 |
| | | | 11,043,672 | 2.9 |
| | | | | |
| | | Consumer, Cyclical: 4.9% |
| 128,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.250%, 05/15/2024 | 129,488 | 0.0 |
| 325,000 | (1) | 7-Eleven, Inc., 0.950%, 02/10/2026 | 319,342 | 0.1 |
| 533,000 | | American Honda Finance Corp., 2.050%, 01/10/2023 | 547,238 | 0.1 |
| 900,000 | (1) | Avient Corp., 5.750%, 05/15/2025 | 952,371 | 0.3 |
| 252,000 | (1) | BMW US Capital LLC, 0.800%, 04/01/2024 | 253,235 | 0.1 |
| 365,000 | (1) | BMW US Capital LLC, 3.900%, 04/09/2025 | 402,676 | 0.1 |
| 900,000 | (1) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.500%, 05/01/2025 | 940,500 | 0.3 |
| 449,673 | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | 476,256 | 0.1 |
| 514,000 | (1) | Daimler Finance North America LLC, 3.400%, 02/22/2022 | 524,358 | 0.1 |
| 400,000 | (1) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/2025 | 413,744 | 0.1 |
| 160,000 | | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 164,401 | 0.0 |
| 134,627 | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 136,800 | 0.0 |
| 624,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 670,858 | 0.2 |
| 500,000 | | Ford Motor Credit Co. LLC, 4.389%, 01/08/2026 | 540,625 | 0.1 |
| 400,000 | | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 438,580 | 0.1 |
| 487,000 | | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | 489,935 | 0.1 |
| 441,000 | | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | 450,238 | 0.1 |
| 900,000 | (1) | Hilton Domestic Operating Co., Inc., 5.375%, 05/01/2025 | 949,968 | 0.3 |
| 300,000 | | KB Home, 7.625%, 05/15/2023 | 327,239 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Consumer, Cyclical: (continued) |
| 300,000 | | Lennar Corp., 4.500%, 04/30/2024 | $ 328,500 | 0.1 |
| 300,000 | | MGM Resorts International, 6.000%, 03/15/2023 | 321,503 | 0.1 |
| 300,000 | (1) | Navistar International Corp., 9.500%, 05/01/2025 | 321,975 | 0.1 |
| 548,000 | | PACCAR Financial Corp., 0.350%, 08/11/2023 | 547,453 | 0.1 |
| 574,000 | (1) | Panasonic Corp., 2.536%, 07/19/2022 | 585,473 | 0.2 |
| 1,002,000 | | Ross Stores, Inc., 4.600%, 04/15/2025 | 1,131,570 | 0.3 |
| 250,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 252,813 | 0.1 |
| 900,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | 978,183 | 0.3 |
| 400,000 | | Toll Brothers Finance Corp., 5.875%, 02/15/2022 | 409,260 | 0.1 |
| 200,000 | (1) | Toyota Industries Corp., 3.110%, 03/12/2022 | 203,561 | 0.1 |
| 503,000 | | Toyota Motor Corp., 0.681%, 03/25/2024 | 504,031 | 0.1 |
| 400,000 | | TRI Pointe Group, Inc. / TRI Pointe Homes, Inc., 5.875%, 06/15/2024 | 445,952 | 0.1 |
| 508,412 | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | 548,449 | 0.1 |
| 900,000 | | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | 922,500 | 0.2 |
| 182,457 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 190,972 | 0.1 |
| 400,000 | (1) | William Carter Co/The, 5.500%, 05/15/2025 | 424,420 | 0.1 |
| 618,000 | | WW Grainger, Inc., 1.850%, 02/15/2025 | 640,169 | 0.2 |
| 900,000 | (1) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | 934,875 | 0.2 |
| | | | 18,819,511 | 4.9 |
| | | | | |
| | | Consumer, Non-cyclical: 5.1% |
| 490,000 | | AbbVie, Inc., 2.150%, 11/19/2021 | 493,587 | 0.1 |
| 493,000 | | AbbVie, Inc., 2.300%, 11/21/2022 | 506,129 | 0.1 |
| 489,000 | | AbbVie, Inc., 2.600%, 11/21/2024 | 515,826 | 0.1 |
| 171,000 | | AbbVie, Inc., 2.900%, 11/06/2022 | 176,725 | 0.0 |
| 198,000 | | AbbVie, Inc., 3.375%, 11/14/2021 | 200,288 | 0.1 |
| 241,000 | | AbbVie, Inc., 3.450%, 03/15/2022 | 245,079 | 0.1 |
| 300,000 | | ADT Security Corp./The, 4.125%, 06/15/2023 | 316,125 | 0.1 |
| 346,000 | | AmerisourceBergen Corp., 0.737%, 03/15/2023 | 346,669 | 0.1 |
| 351,000 | | Anthem, Inc., 2.375%, 01/15/2025 | 367,738 | 0.1 |
| 598,000 | | BAT International Finance PLC, 1.668%, 03/25/2026 | 598,125 | 0.2 |
| 290,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 297,613 | 0.1 |
| 363,000 | | Boston Scientific Corp., 1.900%, 06/01/2025 | 374,791 | 0.1 |
| 447,000 | | Bristol-Myers Squibb Co., 0.750%, 11/13/2025 | 443,319 | 0.1 |
| 494,000 | | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | 500,490 | 0.1 |
| 174,000 | | Cardinal Health, Inc., 2.616%, 06/15/2022 | 177,539 | 0.0 |
| 163,000 | (1) | Cargill, Inc., 1.375%, 07/23/2023 | 166,101 | 0.0 |
| 269,000 | | Cigna Corp., 1.250%, 03/15/2026 | 269,924 | 0.1 |
| 378,000 | | Constellation Brands, Inc., 3.200%, 02/15/2023 | 394,106 | 0.1 |
| 986,000 | | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | 1,008,898 | 0.3 |
| 400,000 | | Diageo Capital PLC, 1.375%, 09/29/2025 | 406,956 | 0.1 |
| 566,000 | (1) | Element Fleet Management Corp., 3.850%, 06/15/2025 | 609,662 | 0.2 |
| 712,000 | | General Mills, Inc., 3.150%, 12/15/2021 | 716,294 | 0.2 |
| 403,000 | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | 403,214 | 0.1 |
| 256,000 | | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 266,700 | 0.1 |
| 146,000 | | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | 149,261 | 0.0 |
| 453,000 | | Global Payments, Inc., 1.200%, 03/01/2026 | 449,038 | 0.1 |
| 253,000 | (1) | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 257,156 | 0.1 |
| 201,000 | | Hershey Co/The, 0.900%, 06/01/2025 | 201,760 | 0.1 |
| 364,000 | | Hormel Foods Corp., 0.650%, 06/03/2024 | 364,842 | 0.1 |
| 473,000 | | Illumina, Inc., 0.550%, 03/23/2023 | 473,877 | 0.1 |
| 200,000 | (1) | Indigo Merger Sub, Inc., 2.875%, 07/15/2026 | 203,412 | 0.1 |
| 156,000 | | Johnson & Johnson, 0.550%, 09/01/2025 | 154,663 | 0.0 |
| 592,000 | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 631,334 | 0.2 |
| 539,000 | | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | 583,542 | 0.1 |
| 300,000 | | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 314,811 | 0.1 |
| 497,000 | (1) | Mylan, Inc., 3.125%, 01/15/2023 | 515,180 | 0.1 |
| 203,000 | | Mylan, Inc., 4.200%, 11/29/2023 | 217,862 | 0.1 |
| 558,000 | | PayPal Holdings, Inc., 1.350%, 06/01/2023 | 568,080 | 0.1 |
| 473,000 | | PayPal Holdings, Inc., 2.200%, 09/26/2022 | 484,417 | 0.1 |
| 906,000 | (1) | Royalty Pharma PLC, 0.750%, 09/02/2023 | 909,096 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Consumer, Non-cyclical: (continued) |
| 507,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | $ 510,191 | 0.1 |
| 695,000 | | Stryker Corp., 0.600%, 12/01/2023 | 694,789 | 0.2 |
| 300,000 | | Teva Pharmaceutical Finance Co. BV, 3.650%, 11/10/2021 | 301,142 | 0.1 |
| 519,000 | (1) | Triton Container International Ltd., 1.150%, 06/07/2024 | 518,122 | 0.1 |
| 404,000 | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | 404,273 | 0.1 |
| 594,000 | (1) | Viatris, Inc., 1.650%, 06/22/2025 | 601,541 | 0.2 |
| 297,000 | | Zoetis, Inc., 3.250%, 08/20/2021 | 298,055 | 0.1 |
| | | | 19,608,342 | 5.1 |
| | | | | |
| | | Energy: 2.7% |
| 900,000 | (2) | Antero Resources Corp., 5.000%, 03/01/2025 | 922,248 | 0.2 |
| 900,000 | | Apache Corp., 4.625%, 11/15/2025 | 974,560 | 0.3 |
| 109,000 | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 115,452 | 0.0 |
| 571,000 | | Canadian Natural Resources Ltd., 2.050%, 07/15/2025 | 587,137 | 0.2 |
| 300,000 | | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | 311,914 | 0.1 |
| 477,000 | | Diamondback Energy, Inc., 0.900%, 03/24/2023 | 477,123 | 0.1 |
| 1,266,000 | | Energy Transfer L.P., 4.250%, 03/15/2023 | 1,328,908 | 0.3 |
| 900,000 | | EnLink Midstream Partners L.P., 4.150%, 06/01/2025 | 943,731 | 0.2 |
| 243,000 | | Equinor ASA, 2.875%, 04/06/2025 | 259,876 | 0.1 |
| 234,000 | | Exxon Mobil Corp., 2.992%, 03/19/2025 | 251,129 | 0.1 |
| 437,000 | | Cenovus Energy, Inc., 3.950%, 04/15/2022 | 444,875 | 0.1 |
| 434,000 | | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 434,000 | 0.1 |
| 252,000 | | MPLX L.P., 3.500%, 12/01/2022 | 261,864 | 0.1 |
| 900,000 | | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 921,375 | 0.2 |
| 218,000 | | Phillips 66, 3.850%, 04/09/2025 | 240,075 | 0.1 |
| 209,000 | | Pioneer Natural Resources Co., 0.550%, 05/15/2023 | 209,278 | 0.1 |
| 449,000 | | Pioneer Natural Resources Co., 1.125%, 01/15/2026 | 444,792 | 0.1 |
| 202,000 | (1) | Southern Natural Gas Co. LLC, 0.625%, 04/28/2023 | 202,229 | 0.1 |
| 419,000 | | Valero Energy Corp., 1.200%, 03/15/2024 | 422,886 | 0.1 |
| 138,000 | | Valero Energy Corp., 2.850%, 04/15/2025 | 146,424 | 0.0 |
| 475,000 | | Williams Cos, Inc./The, 4.550%, 06/24/2024 | 523,484 | 0.1 |
| | | | 10,423,360 | 2.7 |
| | | | | |
| | | Financial: 18.4% |
| 400,000 | (1) | ABN AMRO Bank NV, 3.400%, 08/27/2021 | 401,987 | 0.1 |
| 389,000 | | Aflac, Inc., 1.125%, 03/15/2026 | 390,073 | 0.1 |
| 604,000 | | Ally Financial, Inc., 3.875%, 05/21/2024 | 651,122 | 0.2 |
| 329,000 | | American Express Co., 2.500%, 07/30/2024 | 346,784 | 0.1 |
| 209,000 | | American Express Co., 3.700%, 11/05/2021 | 210,914 | 0.1 |
| 292,000 | | American Express Co., 3.700%, 08/03/2023 | 311,078 | 0.1 |
| 627,000 | | American International Group, Inc., 3.750%, 07/10/2025 | 691,575 | 0.2 |
| 354,000 | | American Tower Corp., 3.500%, 01/31/2023 | 370,965 | 0.1 |
| 218,000 | | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | 233,871 | 0.1 |
| 513,000 | | Assurant, Inc., 4.200%, 09/27/2023 | 550,559 | 0.1 |
| 229,000 | (1) | Athene Global Funding, 2.550%, 06/29/2025 | 240,009 | 0.1 |
| 237,000 | (1) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 268,102 | 0.1 |
| 400,000 | | Banco Santander SA, 3.500%, 04/11/2022 | 409,758 | 0.1 |
| 556,000 | (3) | Bank of America Corp., 0.810%, 10/24/2024 | 558,458 | 0.1 |
| 906,000 | (3) | Bank of America Corp., 0.976%, 04/22/2025 | 909,205 | 0.2 |
| 372,000 | (3) | Bank of America Corp., 0.981%, 09/25/2025 | 371,932 | 0.1 |
| 360,000 | (3) | Bank of America Corp., 1.319%, 06/19/2026 | 360,939 | 0.1 |
| 329,000 | (3) | Bank of America Corp., 2.015%, 02/13/2026 | 339,358 | 0.1 |
| 3,386,000 | (3) | Bank of America Corp., 3.004%, 12/20/2023 | 3,509,773 | 0.9 |
| 207,000 | | Bank of Montreal, 3.300%, 02/05/2024 | 221,755 | 0.1 |
| 185,000 | | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | 190,056 | 0.1 |
| 151,000 | | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 157,020 | 0.0 |
| 419,000 | | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | 420,124 | 0.1 |
| 509,000 | | Bank of Nova Scotia/The, 0.700%, 04/15/2024 | 509,739 | 0.1 |
| 260,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 266,383 | 0.1 |
| 400,000 | (3) | Barclays PLC, 1.007%, 12/10/2024 | 401,606 | 0.1 |
| 1,610,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 1,669,165 | 0.4 |
| 433,000 | | Brookfield Finance, Inc., 4.000%, 04/01/2024 | 468,200 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Financial: (continued) |
| 507,000 | | Canadian Imperial Bank of Commerce, 0.500%, 12/14/2023 | $ 505,861 | 0.1 |
| 604,000 | | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | 609,587 | 0.2 |
| 342,000 | (3) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 349,948 | 0.1 |
| 986,000 | | Capital One Financial Corp., 3.200%, 01/30/2023 | 1,026,872 | 0.3 |
| 278,000 | | Charles Schwab Corp./The, 0.750%, 03/18/2024 | 279,664 | 0.1 |
| 445,000 | | Charles Schwab Corp./The, 0.900%, 03/11/2026 | 441,919 | 0.1 |
| 695,000 | | Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | 715,700 | 0.2 |
| 300,000 | | CIT Group, Inc., 5.000%, 08/15/2022 | 313,887 | 0.1 |
| 456,000 | (3) | Citigroup, Inc., 0.981%, 05/01/2025 | 457,232 | 0.1 |
| 366,000 | (3) | Citigroup, Inc., 1.678%, 05/15/2024 | 373,824 | 0.1 |
| 878,000 | | Citigroup, Inc., 2.900%, 12/08/2021 | 886,379 | 0.2 |
| 71,000 | (3) | Citigroup, Inc., 3.106%, 04/08/2026 | 76,023 | 0.0 |
| 503,000 | | Citizens Bank NA/Providence RI, 3.700%, 03/29/2023 | 529,584 | 0.1 |
| 550,000 | (1),(3) | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | 552,653 | 0.1 |
| 1,548,000 | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 1,620,966 | 0.4 |
| 500,000 | (1),(3) | Credit Agricole SA/London, 1.907%, 06/16/2026 | 510,037 | 0.1 |
| 121,000 | | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | 129,642 | 0.0 |
| 835,000 | | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | 907,554 | 0.2 |
| 805,000 | (1) | Danske Bank A/S, 1.226%, 06/22/2024 | 813,726 | 0.2 |
| 220,000 | (1) | Danske Bank A/S, 2.000%, 09/08/2021 | 220,708 | 0.1 |
| 305,000 | (1),(3) | Danske Bank A/S, 3.001%, 09/20/2022 | 306,513 | 0.1 |
| 465,000 | (3) | Deutsche Bank AG/New York NY, 2.222%, 09/18/2024 | 477,740 | 0.1 |
| 453,000 | | Discover Financial Services, 3.950%, 11/06/2024 | 494,256 | 0.1 |
| 523,000 | (1) | DNB Bank ASA, 2.150%, 12/02/2022 | 536,755 | 0.1 |
| 469,000 | | Equinix, Inc., 1.250%, 07/15/2025 | 470,484 | 0.1 |
| 300,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 305,955 | 0.1 |
| 366,000 | | Federal Realty Investment Trust, 3.950%, 01/15/2024 | 392,699 | 0.1 |
| 430,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 444,499 | 0.1 |
| 517,000 | (3) | Goldman Sachs Group, Inc./The, 0.673%, 03/08/2024 | 518,020 | 0.1 |
| 300,000 | (1) | HAT Holdings I LLC / HAT Holdings II LLC, 3.375%, 06/15/2026 | 302,625 | 0.1 |
| 447,000 | (3) | HSBC Holdings PLC, 1.645%, 04/18/2026 | 453,212 | 0.1 |
| 900,000 | | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.750%, 09/15/2024 | 941,674 | 0.2 |
| 503,000 | | ING Groep NV, 3.150%, 03/29/2022 | 513,855 | 0.1 |
| 550,000 | | Intercontinental Exchange, Inc., 0.700%, 06/15/2023 | 552,375 | 0.1 |
| 510,000 | | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | 541,503 | 0.1 |
| 840,000 | (3) | JPMorgan Chase & Co., 0.824%, 06/01/2025 | 838,751 | 0.2 |
| 1,120,000 | (3) | JPMorgan Chase & Co., 0.969%, 06/23/2025 | 1,121,816 | 0.3 |
| 411,000 | (3) | JPMorgan Chase & Co., 1.514%, 06/01/2024 | 419,195 | 0.1 |
| 273,000 | (3) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 274,542 | 0.1 |
| 236,000 | (3) | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 244,132 | 0.1 |
| 1,721,000 | (3) | JPMorgan Chase & Co., 2.776%, 04/25/2023 | 1,754,323 | 0.5 |
| 1,405,000 | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 1,468,002 | 0.4 |
| 664,000 | (3) | Lloyds Banking Group PLC, 0.695%, 05/11/2024 | 666,000 | 0.2 |
| 201,000 | | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 203,945 | 0.1 |
| 91,000 | (3) | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 98,628 | 0.0 |
| 515,000 | (1) | LSEGA Financing PLC, 0.650%, 04/06/2024 | 514,680 | 0.1 |
| 584,000 | | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | 625,357 | 0.2 |
| 700,000 | (1) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 749,259 | 0.2 |
| 200,000 | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 216,840 | 0.1 |
| 406,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | 408,344 | 0.1 |
| 400,000 | | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 403,986 | 0.1 |
| 319,000 | | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 320,276 | 0.1 |
| 403,000 | | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | 412,990 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Financial: (continued) |
| 1,037,000 | | Mizuho Financial Group, Inc., 0.777%, (US0003M + 0.630%), 05/25/2024 | $ 1,043,662 | 0.3 |
| 400,000 | (3) | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | 402,145 | 0.1 |
| 200,000 | (3) | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | 209,560 | 0.1 |
| 713,000 | (3) | Morgan Stanley, 0.731%, 04/05/2024 | 714,662 | 0.2 |
| 463,000 | (3) | Morgan Stanley, 0.790%, 05/30/2025 | 461,697 | 0.1 |
| 2,214,000 | | Morgan Stanley, 3.750%, 02/25/2023 | 2,333,694 | 0.6 |
| 329,000 | | Morgan Stanley, 4.000%, 07/23/2025 | 366,213 | 0.1 |
| 556,000 | | Morgan Stanley, 5.500%, 07/28/2021 | 558,142 | 0.1 |
| 503,000 | | MUFG Union Bank NA, 2.100%, 12/09/2022 | 514,776 | 0.1 |
| 701,000 | (3) | National Bank of Canada, 0.550%, 11/15/2024 | 698,728 | 0.2 |
| 500,000 | (1) | National Securities Clearing Corp., 0.750%, 12/07/2025 | 493,560 | 0.1 |
| 379,000 | (1) | National Securities Clearing Corp., 1.200%, 04/23/2023 | 385,048 | 0.1 |
| 415,000 | (1),(2) | Nationwide Building Society, 2.000%, 01/27/2023 | 425,877 | 0.1 |
| 870,000 | (3) | Natwest Group PLC, 2.359%, 05/22/2024 | 896,813 | 0.2 |
| 403,000 | | Natwest Group PLC, 3.875%, 09/12/2023 | 430,624 | 0.1 |
| 674,000 | (1) | NatWest Markets PLC, 0.800%, 08/12/2024 | 671,272 | 0.2 |
| 900,000 | | Navient Corp., 6.750%, 06/25/2025 | 997,614 | 0.3 |
| 403,000 | (1) | Nordea Bank Abp, 0.625%, 05/24/2024 | 403,154 | 0.1 |
| 400,000 | (1) | Nordea Bank Abp, 0.750%, 08/28/2025 | 396,112 | 0.1 |
| 300,000 | | OneMain Finance Corp., 6.125%, 05/15/2022 | 312,450 | 0.1 |
| 487,000 | (1) | Pacific Life Global Funding II, 0.500%, 09/23/2023 | 487,876 | 0.1 |
| 453,000 | (1) | Pacific Life Global Funding II, 1.375%, 04/14/2026 | 454,148 | 0.1 |
| 503,000 | | PNC Bank NA, 2.700%, 11/01/2022 | 518,022 | 0.1 |
| 441,000 | | Royal Bank of Canada, 0.500%, 10/26/2023 | 441,737 | 0.1 |
| 210,000 | | Royal Bank of Canada, 0.805%, (US0003M + 0.660%), 10/05/2023 | 212,583 | 0.1 |
| 363,000 | | Royal Bank of Canada, 1.150%, 06/10/2025 | 365,132 | 0.1 |
| 207,000 | | Royal Bank of Canada, 1.600%, 04/17/2023 | 211,556 | 0.1 |
| 533,000 | | Royal Bank of Canada, 1.950%, 01/17/2023 | 546,357 | 0.1 |
| 391,000 | | Royal Bank of Canada, 3.700%, 10/05/2023 | 419,622 | 0.1 |
| 305,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 333,682 | 0.1 |
| 924,000 | (1) | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | 924,494 | 0.2 |
| 406,000 | (1),(3) | Standard Chartered PLC, 0.991%, 01/12/2025 | 405,149 | 0.1 |
| 950,000 | (1) | Starwood Property Trust, Inc., 3.625%, 07/15/2026 | 958,312 | 0.3 |
| 440,000 | (3) | State Street Corp., 2.354%, 11/01/2025 | 462,671 | 0.1 |
| 440,000 | | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | 459,824 | 0.1 |
| 234,000 | | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | 247,514 | 0.1 |
| 620,000 | (1) | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | 623,050 | 0.2 |
| 403,000 | (1) | Swedbank AB, 0.600%, 09/25/2023 | 403,431 | 0.1 |
| 676,000 | | Toronto-Dominion Bank/The, 0.550%, 03/04/2024 | 675,801 | 0.2 |
| 718,000 | | Toronto-Dominion Bank/The, 1.150%, 06/12/2025 | 723,560 | 0.2 |
| 205,000 | (1) | UBS AG/London, 1.750%, 04/21/2022 | 207,317 | 0.1 |
| 401,000 | (1),(3) | UBS Group AG, 1.008%, 07/30/2024 | 404,055 | 0.1 |
| 715,000 | (1),(3) | UBS Group AG, 2.859%, 08/15/2023 | 733,893 | 0.2 |
| 253,000 | (1) | USAA Capital Corp., 1.500%, 05/01/2023 | 258,204 | 0.1 |
| 1,206,000 | (3) | Wells Fargo & Co., 2.406%, 10/30/2025 | 1,262,375 | 0.3 |
| 183,000 | | Wells Fargo & Co., 4.125%, 08/15/2023 | 196,872 | 0.1 |
| 325,000 | | XLIT Ltd., 4.450%, 03/31/2025 | 364,987 | 0.1 |
| | | | 70,763,534 | 18.4 |
| | | | | |
| | | Industrial: 2.0% |
| 613,000 | | 3M Co., 2.000%, 02/14/2025 | 639,047 | 0.2 |
| 300,000 | | Ball Corp., 4.000%, 11/15/2023 | 318,214 | 0.1 |
| 108,000 | | Berry Global, Inc., 5.125%, 07/15/2023 | 108,243 | 0.0 |
| 327,000 | | Boeing Co/The, 4.875%, 05/01/2025 | 366,563 | 0.1 |
| 533,000 | | Caterpillar Financial Services Corp., 2.850%, 05/17/2024 | 566,909 | 0.2 |
| 110,000 | | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 110,601 | 0.0 |
| 250,000 | | Crown Americas LLC / Crown Americas Capital Corp. IV, 4.500%, 01/15/2023 | 262,188 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Industrial: (continued) |
| 433,000 | (1) | Graphic Packaging International LLC, 0.821%, 04/15/2024 | $ 430,132 | 0.1 |
| 363,000 | | Honeywell International, Inc., 1.350%, 06/01/2025 | 369,893 | 0.1 |
| 458,000 | (2) | John Deere Capital Corp., 2.050%, 01/09/2025 | 479,130 | 0.1 |
| 93,000 | | Raytheon Technologies Corp., 2.800%, 03/15/2022 | 94,485 | 0.0 |
| 705,000 | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | 750,221 | 0.2 |
| 700,000 | | Republic Services, Inc., 2.500%, 08/15/2024 | 735,882 | 0.2 |
| 300,000 | (1) | Sealed Air Corp., 5.250%, 04/01/2023 | 317,742 | 0.1 |
| 515,000 | (1) | Siemens Financieringsmaatschappij NV, 0.650%, 03/11/2024 | 515,736 | 0.1 |
| 300,000 | | Silgan Holdings, Inc., 4.750%, 03/15/2025 | 305,808 | 0.1 |
| 719,000 | | Teledyne Technologies, Inc., 0.950%, 04/01/2024 | 720,243 | 0.2 |
| 503,000 | | WestRock RKT LLC, 4.000%, 03/01/2023 | 527,618 | 0.1 |
| | | | 7,618,655 | 2.0 |
| | | | | |
| | | Technology: 2.2% |
| 218,000 | | Analog Devices, Inc., 2.950%, 04/01/2025 | 233,464 | 0.1 |
| 165,000 | | Apple, Inc., 0.700%, 02/08/2026 | 163,173 | 0.0 |
| 718,000 | | Apple, Inc., 1.125%, 05/11/2025 | 726,744 | 0.2 |
| 237,000 | | Apple, Inc., 2.750%, 01/13/2025 | 253,536 | 0.1 |
| 471,000 | | Broadcom, Inc., 3.150%, 11/15/2025 | 505,121 | 0.1 |
| 300,000 | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 334,794 | 0.1 |
| 505,000 | | Fidelity National Information Services, Inc., 0.600%, 03/01/2024 | 504,577 | 0.1 |
| 521,000 | | Fiserv, Inc., 2.750%, 07/01/2024 | 549,829 | 0.1 |
| 436,000 | | HP, Inc., 2.200%, 06/17/2025 | 452,749 | 0.1 |
| 223,000 | | Intel Corp., 3.700%, 07/29/2025 | 246,632 | 0.1 |
| 900,000 | | Microchip Technology, Inc., 4.250%, 09/01/2025 | 945,149 | 0.3 |
| 360,000 | | NetApp, Inc., 1.875%, 06/22/2025 | 370,399 | 0.1 |
| 313,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | 330,401 | 0.1 |
| 447,000 | | Oracle Corp., 1.650%, 03/25/2026 | 453,330 | 0.1 |
| 282,000 | | Oracle Corp., 2.500%, 04/01/2025 | 296,366 | 0.1 |
| 150,000 | | Roper Technologies, Inc., 0.450%, 08/15/2022 | 150,158 | 0.0 |
| 614,000 | | Roper Technologies, Inc., 3.125%, 11/15/2022 | 632,679 | 0.2 |
| 500,000 | | salesforce.com, Inc., 0.625%, 07/15/2024 | 500,330 | 0.1 |
| 401,000 | | VMware, Inc., 2.950%, 08/21/2022 | 411,468 | 0.1 |
| 395,000 | | VMware, Inc., 4.500%, 05/15/2025 | 441,536 | 0.1 |
| | | | 8,502,435 | 2.2 |
| | | | | |
| | | Utilities: 3.5% |
| 467,000 | (1) | AEP Texas, Inc., 3.850%, 10/01/2025 | 511,618 | 0.1 |
| 360,000 | (1) | AES Corp./The, 1.375%, 01/15/2026 | 356,640 | 0.1 |
| 269,000 | (1) | AES Corp./The, 3.300%, 07/15/2025 | 287,885 | 0.1 |
| 188,000 | | Ameren Illinois Co., 2.700%, 09/01/2022 | 192,138 | 0.0 |
| 497,000 | | American Electric Power Co., Inc., 0.750%, 11/01/2023 | 497,321 | 0.1 |
| 152,000 | | Arizona Public Service Co., 3.350%, 06/15/2024 | 162,491 | 0.0 |
| 602,000 | | Atmos Energy Corp., 0.625%, 03/09/2023 | 602,204 | 0.2 |
| 282,000 | | Avangrid, Inc., 3.200%, 04/15/2025 | 303,089 | 0.1 |
| 282,000 | | Connecticut Light and Power Co/The, 0.750%, 12/01/2025 | 278,627 | 0.1 |
| 433,000 | (1) | Dominion Energy, Inc., 2.450%, 01/15/2023 | 446,037 | 0.1 |
| 300,000 | (3) | Dominion Energy, Inc., 2.715%, 08/15/2021 | 300,865 | 0.1 |
| 550,000 | | DTE Energy Co., 2.600%, 06/15/2022 | 561,995 | 0.1 |
| 525,000 | | Duke Energy Corp., 1.800%, 09/01/2021 | 525,511 | 0.1 |
| 242,000 | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 257,890 | 0.1 |
| 407,000 | (1) | East Ohio Gas Co/The, 1.300%, 06/15/2025 | 410,908 | 0.1 |
| 463,000 | | Entergy Arkansas LLC, 3.050%, 06/01/2023 | 482,318 | 0.1 |
| 280,000 | | Entergy Corp., 0.900%, 09/15/2025 | 276,516 | 0.1 |
| 145,000 | | Entergy Louisiana LLC, 3.300%, 12/01/2022 | 149,788 | 0.0 |
| 160,000 | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 170,186 | 0.0 |
| 245,000 | | FirstEnergy Corp., 4.750%, 03/15/2023 | 258,702 | 0.1 |
| 478,000 | | Interstate Power and Light Co., 3.250%, 12/01/2024 | 514,603 | 0.1 |
| 26,000 | | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | 28,005 | 0.0 |
| 779,000 | | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | 795,222 | 0.2 |
| 273,000 | | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | 290,160 | 0.1 |
| 282,000 | | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 299,874 | 0.1 |
| 443,000 | (1) | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | 455,917 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| CORPORATE BONDS/NOTES: (continued) | |
| | | Utilities: (continued) |
| 314,000 | | OGE Energy Corp., 0.703%, 05/26/2023 | $ 314,116 | 0.1 |
| 260,000 | | Oncor Electric Delivery Co. LLC, 2.750%, 06/01/2024 | 275,823 | 0.1 |
| 105,000 | | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 107,613 | 0.0 |
| 199,000 | | ONE Gas, Inc., 0.850%, 03/11/2023 | 199,104 | 0.0 |
| 180,000 | | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | 193,507 | 0.0 |
| 282,000 | | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | 279,124 | 0.1 |
| 235,000 | (2) | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 235,765 | 0.1 |
| 199,000 | | Southern California Edison Co., 2.400%, 02/01/2022 | 200,709 | 0.1 |
| 188,000 | | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 195,517 | 0.0 |
| 255,000 | | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | 276,745 | 0.1 |
| 715,000 | | Southern Co/The, 0.600%, 02/26/2024 | 713,360 | 0.2 |
| 252,000 | | WEC Energy Group, Inc., 0.550%, 09/15/2023 | 252,042 | 0.1 |
| 60,000 | | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | 61,260 | 0.0 |
| 220,000 | | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 222,597 | 0.1 |
| 644,000 | | Xcel Energy, Inc., 0.500%, 10/15/2023 | 644,254 | 0.2 |
| | | | 13,588,046 | 3.5 |
| | | | | |
| | Total Corporate Bonds/Notes | | |
| | (Cost $161,585,166) | 163,155,107 | 42.4 |
| | | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 5.0% | |
| 241,259 | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.542%, (US0001M + 4.450%), 01/25/2029 | 252,842 | 0.1 |
| 327,510 | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.442%, (US0001M + 4.350%), 05/25/2029 | 343,641 | 0.1 |
| 534,815 | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.092%, (US0001M + 3.000%), 10/25/2029 | 551,996 | 0.2 |
| 415,170 | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.492%, (US0001M + 2.400%), 05/25/2030 | 421,438 | 0.1 |
| 427,464 | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.292%, (US0001M + 2.200%), 08/25/2030 | 432,564 | 0.1 |
| 650,089 | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.642%, (US0001M + 2.550%), 12/25/2030 | 662,428 | 0.2 |
| 203,951 | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.192%, (US0001M + 2.100%), 03/25/2031 | 206,533 | 0.1 |
| 115,791 | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 120,389 | 0.0 |
| 21,978 | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 22,678 | 0.0 |
| 105,979 | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 108,689 | 0.0 |
| 698,459 | | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | 726,509 | 0.2 |
| 1,445,758 | | Freddie Mac 3049 XF, 0.423%, (US0001M + 0.350%), 05/15/2033 | 1,455,791 | 0.4 |
| 215,411 | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 245,825 | 0.1 |
| 650,647 | | Freddie Mac REMICS 3255 FA, 0.353%, (US0001M + 0.280%), 12/15/2036 | 654,607 | 0.2 |
| 55,799 | | Freddie Mac REMICS 3747 FA, 0.573%, (US0001M + 0.500%), 10/15/2040 | 56,248 | 0.0 |
| 159,281 | | Freddie Mac REMICS 3878 FA, 0.423%, (US0001M + 0.350%), 04/15/2041 | 159,435 | 0.0 |
| 132,482 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.692%, (US0001M + 3.600%), 07/25/2050 | 134,221 | 0.0 |
| 100,000 | (1) | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.392%, (US0001M + 2.300%), 10/25/2048 | 101,020 | 0.0 |
| 280,993 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.892%, (US0001M + 3.800%), 03/25/2029 | 291,296 | 0.1 |
| 388,652 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA4 M3, 3.992%, (US0001M + 3.900%), 04/25/2029 | 405,214 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| 400,000 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 2.618%, (SOFR30A + 2.600%), 11/25/2050 | $ 406,787 | 0.1 |
| 106,402 | | Ginnie Mae Series 2010-H03 FA, 0.640%, (US0001M + 0.550%), 03/20/2060 | 107,033 | 0.0 |
| 50,328 | | Ginnie Mae Series 2010-H10 FC, 1.090%, (US0001M + 1.000%), 05/20/2060 | 51,109 | 0.0 |
| 423,553 | | Ginnie Mae Series 2010-H11 FA, 1.090%, (US0001M + 1.000%), 06/20/2060 | 431,228 | 0.1 |
| 110,055 | | Ginnie Mae Series 2011-H03 FA, 0.607%, (US0001M + 0.500%), 01/20/2061 | 110,666 | 0.0 |
| 112,775 | | Ginnie Mae Series 2011-H05 FA, 0.607%, (US0001M + 0.500%), 12/20/2060 | 113,359 | 0.0 |
| 132,366 | | Ginnie Mae Series 2011-H05 FB, 0.607%, (US0001M + 0.500%), 12/20/2060 | 133,160 | 0.0 |
| 751,990 | | Ginnie Mae Series 2011-H06 FA, 0.557%, (US0001M + 0.450%), 02/20/2061 | 755,394 | 0.2 |
| 128,179 | | Ginnie Mae Series 2011-H07 FA, 0.607%, (US0001M + 0.500%), 02/20/2061 | 128,677 | 0.0 |
| 175,651 | | Ginnie Mae Series 2011-H08 FD, 0.607%, (US0001M + 0.500%), 02/20/2061 | 176,638 | 0.1 |
| 443,827 | | Ginnie Mae Series 2011-H08 FG, 0.587%, (US0001M + 0.480%), 03/20/2061 | 446,119 | 0.1 |
| 934,990 | | Ginnie Mae Series 2011-H09 AF, 0.607%, (US0001M + 0.500%), 03/20/2061 | 939,703 | 0.3 |
| 74,623 | | Ginnie Mae Series 2011-H11 FB, 0.607%, (US0001M + 0.500%), 04/20/2061 | 75,013 | 0.0 |
| 264,003 | | Ginnie Mae Series 2012-H18 NA, 0.627%, (US0001M + 0.520%), 08/20/2062 | 265,523 | 0.1 |
| 1,621,503 | | Ginnie Mae Series 2012-H23 SA, 0.637%, (US0001M + 0.530%), 10/20/2062 | 1,640,053 | 0.4 |
| 1,485,885 | | Ginnie Mae Series 2012-H23 WA, 0.627%, (US0001M + 0.520%), 10/20/2062 | 1,493,619 | 0.4 |
| 534,014 | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | 562,420 | 0.2 |
| 327,443 | (3) | Ginnie Mae Series 2014-53 JM, 7.079%, 04/20/2039 | 384,037 | 0.1 |
| 1,648,503 | | Ginnie Mae Series 2017-H06 FE, 0.657%, (US0001M + 0.550%), 02/20/2067 | 1,662,952 | 0.4 |
| 1,053,961 | | Ginnie Mae Series 2017-H07 FG, 0.567%, (US0001M + 0.460%), 02/20/2067 | 1,058,803 | 0.3 |
| 450,000 | (1) | Mello Warehouse Securitization Trust 2020-1 A, 0.992%, (US0001M + 0.900%), 10/25/2053 | 450,438 | 0.1 |
| 250,000 | (1) | Mello Warehouse Securitization Trust 2020-2 A, 0.892%, (US0001M + 0.800%), 11/25/2053 | 250,529 | 0.1 |
| | | | | |
| | Total Collateralized Mortgage Obligations | | |
| | (Cost $18,841,895) | 18,996,624 | 5.0 |
| | | | |
| U.S. TREASURY OBLIGATIONS: 19.6% | |
| | | U.S. Treasury Notes: 19.6% |
| 46,440,400 | | 0.125%,06/30/2022 | 46,453,599 | 12.1 |
| 3,367,000 | | 0.125%,05/31/2023 | 3,360,029 | 0.9 |
| 5,227,000 | | 0.125%,06/30/2023 | 5,214,647 | 1.4 |
| 20,171,000 | | 0.250%,06/15/2024 | 20,048,871 | 5.2 |
| 139,500 | | 0.750%,04/30/2026 | 138,808 | 0.0 |
| 130,300 | (2) | 0.750%,05/31/2026 | 129,567 | 0.0 |
| 128,000 | | 0.875%,06/30/2026 | 127,945 | 0.0 |
| | | | | |
| | Total U.S. Treasury Obligations | | |
| | (Cost $75,505,534) | 75,473,466 | 19.6 |
| | | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.9% | |
| 500,000 | (1) | Alen 2021-ACEN B Mortgage Trust, 1.723%, (US0001M + 1.650%), 04/15/2034 | 501,168 | 0.1 |
| 4,000,000 | (1) | BBCMS Trust 2021-AGW E, 3.223%, (US0001M + 3.150%), 06/15/2036 | 4,016,745 | 1.0 |
| 968,000 | (1) | Benchmark 2020-B20 D Mortgage Trust, 2.000%, 10/15/2053 | 858,661 | 0.2 |
| 670,000 | | Benchmark 2021-B25 A5 Mortgage Trust, 2.577%, 04/15/2054 | 702,600 | 0.2 |
| 2,917,000 | (1) | BHMS 2018-ATLS C, 1.973%, (US0001M + 1.900%), 07/15/2035 | 2,922,629 | 0.8 |
| 428,971 | (1) | BHP Trust 2019-BXHP A, 1.048%, (US0001M + 0.975%), 08/15/2036 | 429,568 | 0.1 |
| 359,081 | (1) | BX Commercial Mortgage Trust 2020-BXLP C, 1.193%, (US0001M + 1.120%), 12/15/2036 | 359,529 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| 2,000,000 | (1),(3) | BX Commercial Mortgage Trust 2020-VIVA D, 3.667%, 03/11/2044 | $ 2,069,987 | 0.5 |
| 1,126,000 | (1) | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | 1,216,140 | 0.3 |
| 3,000,000 | (1) | BX Trust 2019-OC11 B, 3.605%, 12/09/2041 | 3,292,256 | 0.9 |
| 2,000,000 | (1) | BX Trust 2020-BXLP C, 1.900%, (US0001M + 1.800%), 06/15/2038 | 2,006,778 | 0.5 |
| 2,500,000 | (1) | BX Trust 2021-VIEW E, 3.750%, (US0001M + 3.600%), 06/15/2023 | 2,510,093 | 0.7 |
| 3,000,000 | (1) | BXMT 2020-FL2 A Ltd., 1.025%, (US0001M + 0.900%), 02/16/2037 | 3,000,471 | 0.8 |
| 1,060,000 | (1) | BXMT 2020-FL2 AS Ltd., 1.275%, (US0001M + 1.150%), 02/15/2038 | 1,059,010 | 0.3 |
| 733,000 | (1),(3) | Century Plaza Towers 2019-CPT B, 3.097%, 11/13/2039 | 780,002 | 0.2 |
| 500,000 | (1),(3) | Century Plaza Towers 2019-CPT C, 3.097%, 11/13/2039 | 525,495 | 0.1 |
| 225,000 | (1),(3) | Century Plaza Towers 2019-CPT D, 3.097%, 11/13/2039 | 231,066 | 0.1 |
| 360,000 | (1) | CGDB Commercial Mortgage Trust 2019-MOB F, 2.623%, (US0001M + 2.550%), 11/15/2036 | 357,646 | 0.1 |
| 2,508,000 | (1) | CLNY Trust 2019-IKPR C, 1.749%, (US0001M + 1.676%), 11/15/2038 | 2,514,649 | 0.7 |
| 197,699 | (1) | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | 200,008 | 0.0 |
| 540,000 | | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | 554,829 | 0.1 |
| 2,000,000 | (1),(3) | COMM 2013-CCRE11 C Mortgage Trust, 5.285%, 08/10/2050 | 2,135,322 | 0.6 |
| 990,000 | (1),(3) | COMM 2013-CR10 D Mortgage Trust, 5.064%, 08/10/2046 | 1,008,795 | 0.3 |
| 120,000 | (1),(3) | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | 118,440 | 0.0 |
| 680,000 | (1),(3) | COMM 2013-SFS A2 Mortgage Trust, 3.086%, 04/12/2035 | 697,252 | 0.2 |
| 89,607 | (1) | CSWF 2018-TOP D, 1.873%, (US0001M + 1.800%), 08/15/2035 | 89,749 | 0.0 |
| 1,000,000 | (1) | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317%), 06/15/2034 | 999,700 | 0.3 |
| 1,000,000 | (1),(3) | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | 1,029,507 | 0.3 |
| 1,000,000 | (1) | DOLP Trust 2021-NYC A, 2.956%, 05/10/2041 | 1,069,207 | 0.3 |
| 2,000,000 | (1) | DOLP Trust 2021-NYC C, 3.530%, 05/10/2041 | 2,135,322 | 0.6 |
| 2,200,000 | (1),(4) | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 1,334,407 | 0.3 |
| 548,000 | (1),(5) | GAM Re-REMIC Trust 2021-FRR1 1B, 0.000%, 07/28/2027 | 422,874 | 0.1 |
| 710,000 | (1),(5) | GAM Re-REMIC Trust 2021-FRR1 2B, 0.000%, 12/29/2027 | 536,461 | 0.1 |
| 34,880 | (3) | Ginnie Mae 2011-53 B, 3.905%, 05/16/2051 | 35,842 | 0.0 |
| 64,579 | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 65,658 | 0.0 |
| 17,242 | (3) | Ginnie Mae 2015-21 AF, 2.151%, 07/16/2048 | 17,486 | 0.0 |
| 92,001 | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 93,586 | 0.0 |
| 22,838 | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 23,163 | 0.0 |
| 216,007 | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 220,702 | 0.1 |
| 98,573 | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 100,614 | 0.0 |
| 34,102 | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 34,752 | 0.0 |
| 68,845 | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 70,361 | 0.0 |
| 319,747 | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 326,909 | 0.1 |
| 233,450 | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 237,397 | 0.1 |
| 79,331 | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | 80,964 | 0.0 |
| 3,000,000 | (1) | Grace Trust 2020-GRCE B, 2.600%, 12/10/2040 | 3,084,401 | 0.8 |
| 600,000 | (1) | Great Wolf Trust 2019-WOLF C, 1.706%, (US0001M + 1.633%), 12/15/2036 | 600,908 | 0.2 |
| 1,557,250 | (1) | Great Wolf Trust 2019-WOLF E, 2.805%, (US0001M + 2.732%), 12/15/2036 | 1,532,122 | 0.4 |
| 330,000 | (1) | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | 323,332 | 0.1 |
| 1,039,000 | (1),(3) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.744%, 10/10/2032 | 1,037,862 | 0.3 |
| 1,070,000 | (1) | GS Mortgage Securities Corp. Trust 2019-70P C, 1.573%, (US0001M + 1.500%), 10/15/2036 | 1,064,858 | 0.3 |
| 473,175 | (1),(3) | GS Mortgage Securities Trust 2011-GC3 D, 5.585%, 03/10/2044 | 472,780 | 0.1 |
| 290,000 | (1),(3) | GS Mortgage Securities Trust 2012-GC6 C, 5.860%, 01/10/2045 | 289,284 | 0.1 |
| 320,000 | (1) | GS Mortgage Securities Trust 2018-HART A, 1.170%, (US0001M + 1.090%), 10/15/2031 | 320,463 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| 190,000 | (1) | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | $ 199,132 | 0.0 |
| 330,000 | (1) | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | 344,106 | 0.1 |
| 271,140 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | 276,704 | 0.1 |
| 680,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2018-AON C, 4.580%, 07/05/2031 | 716,599 | 0.2 |
| 200,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | 200,996 | 0.1 |
| 730,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.874%, 11/15/2043 | 724,283 | 0.2 |
| 1,040,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.611%, 08/15/2046 | 1,042,007 | 0.3 |
| 384,770 | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | 392,849 | 0.1 |
| 210,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.240%, 12/15/2047 | 215,234 | 0.1 |
| 900,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 888,987 | 0.2 |
| 269,944 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | 278,490 | 0.1 |
| 360,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT CFX, 4.950%, 07/05/2033 | 379,135 | 0.1 |
| 100,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | 98,372 | 0.0 |
| 1,100,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.369%, 11/15/2045 | 1,136,012 | 0.3 |
| 820,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.821%, 04/15/2047 | 869,038 | 0.2 |
| 430,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C24 A4A2, 3.373%, 11/15/2047 | 453,301 | 0.1 |
| 1,000,000 | (1),(3) | LSTAR Commercial Mortgage Trust 2016-4 F, 4.739%, 03/10/2049 | 819,531 | 0.2 |
| 184,743 | (1) | MF1 2020-FL3 A Ltd., 2.175%, (US0001M + 2.050%), 07/15/2035 | 186,475 | 0.0 |
| 610,000 | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | 620,490 | 0.2 |
| 720,000 | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | 741,106 | 0.2 |
| 400,000 | (1),(3) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 E, 4.191%, 12/15/2048 | 362,786 | 0.1 |
| 500,665 | (1) | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | 484,832 | 0.1 |
| 290,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 159,500 | 0.0 |
| 321,644 | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | 337,765 | 0.1 |
| 910,000 | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | 951,842 | 0.2 |
| 1,069,954 | (1) | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.242%, (US0001M + 2.150%), 02/25/2035 | 1,074,400 | 0.3 |
| 1,070,244 | (1) | SLIDE 2018-FUN A, 1.223%, (US0001M + 0.900%), 06/15/2031 | 1,072,501 | 0.3 |
| 160,000 | | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | 166,039 | 0.0 |
| 1,161,034 | (1) | VMC Finance 2019-FL3 A LLC, 1.182%, (US0001M + 1.100%), 09/15/2036 | 1,158,875 | 0.3 |
| 1,642,500 | (1),(3) | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | 1,699,884 | 0.4 |
| 209,667 | | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | 211,292 | 0.1 |
| 677,199 | | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | 678,471 | 0.2 |
| 465,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2012-C6 D, 5.850%, 04/15/2045 | 472,457 | 0.1 |
| 270,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | 291,231 | 0.1 |
| 500,000 | (3) | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | 515,703 | 0.1 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| 548,038 | (1) | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | $ 550,231 | 0.1 |
| | | | | |
| | Total Commercial Mortgage-Backed Securities | | |
| | (Cost $72,536,029) | 72,490,466 | 18.9 |
| | | | |
| ASSET-BACKED SECURITIES: 13.6% | |
| | | Automobile Asset-Backed Securities: 5.2% |
| 200,000 | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 202,407 | 0.1 |
| 100,000 | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | 102,937 | 0.0 |
| 350,000 | | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | 357,519 | 0.1 |
| 400,000 | | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | 408,448 | 0.1 |
| 700,000 | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | 703,925 | 0.2 |
| 400,000 | | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | 407,076 | 0.1 |
| 400,000 | | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | 402,898 | 0.1 |
| 350,000 | | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | 351,098 | 0.1 |
| 350,000 | | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | 358,614 | 0.1 |
| 100,000 | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 103,821 | 0.0 |
| 2,700,000 | | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | 2,797,316 | 0.7 |
| 550,000 | | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | 569,641 | 0.1 |
| 450,000 | | Carmax Auto Owner Trust 2021-1 A3, 0.340%, 12/15/2025 | 449,561 | 0.1 |
| 150,000 | | CarMax Auto Owner Trust 2021-2 B, 1.030%, 12/15/2026 | 150,160 | 0.0 |
| 400,000 | | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | 400,888 | 0.1 |
| 650,000 | | Drive Auto Receivables Trust 2021-1 B, 0.650%, 07/15/2025 | 651,415 | 0.2 |
| 250,000 | | Ford Credit Auto Lease Trust 2020-A A4, 1.880%, 05/15/2023 | 253,361 | 0.1 |
| 250,000 | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | 248,712 | 0.1 |
| 642,399 | | GM Financial Automobile Leasing Trust 2019-2 A4, 2.720%, 03/20/2023 | 643,931 | 0.2 |
| 300,000 | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | 306,940 | 0.1 |
| 550,000 | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | 553,020 | 0.1 |
| 2,600,000 | | GM Financial Consumer Automobile Receivables Trust 2020-1 A4, 1.900%, 03/17/2025 | 2,670,688 | 0.7 |
| 750,000 | | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | 749,275 | 0.2 |
| 200,000 | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 205,216 | 0.1 |
| 500,000 | | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | 503,285 | 0.1 |
| 400,000 | | Honda Auto Receivables 2021-1 A3 Owner Trust, 0.270%, 04/21/2025 | 399,819 | 0.1 |
| 350,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | 352,849 | 0.1 |
| 300,000 | | Mercedes-Benz Auto Lease Trust 2020-A A4, 1.880%, 09/15/2025 | 304,797 | 0.1 |
| 200,000 | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | 204,596 | 0.1 |
| 250,000 | | Nissan Auto Lease Trust 2020-A A4, 1.880%, 04/15/2025 | 253,948 | 0.1 |
| 350,000 | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | 361,862 | 0.1 |
| 142,555 | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | 142,900 | 0.0 |
| 750,000 | | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | 753,835 | 0.2 |
| 500,000 | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | 501,609 | 0.1 |
| 350,000 | | Santander Drive Auto Receivables Trust 2021-2 B, 0.590%, 09/15/2025 | 350,739 | 0.1 |
| 300,000 | (1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 304,797 | 0.1 |
| 900,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 915,503 | 0.2 |
| 1,102 | (1) | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | 1,104 | 0.0 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| ASSET-BACKED SECURITIES: (continued) | |
| | | Automobile Asset-Backed Securities: (continued) |
| 350,000 | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | $ 358,720 | 0.1 |
| | | | 19,759,230 | 5.2 |
| | | | | |
| | | Credit Card Asset-Backed Securities: 0.7% |
| 700,000 | | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | 712,266 | 0.2 |
| 800,000 | | Capital One Multi-Asset Execution Trust 2019-A2 A2, 1.720%, 08/15/2024 | 813,863 | 0.2 |
| 800,000 | (1) | CARDS II Trust 2021-1A A, 0.602%, 04/15/2027 | 798,638 | 0.2 |
| 450,000 | | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 455,380 | 0.1 |
| | | | 2,780,147 | 0.7 |
| | | | | |
| | | Other Asset-Backed Securities: 7.4% |
| 500,000 | (1) | Aimco CLO 11 Ltd. 2020-11A A1, 1.564%, (US0003M + 1.380%), 10/15/2031 | 500,910 | 0.1 |
| 600,000 | (1) | Allegany Park CLO Ltd. 2019-1A A, 1.518%, (US0003M + 1.330%), 01/20/2033 | 600,982 | 0.2 |
| 700,000 | (1) | Apidos CLO XXXII 2019-32A A1, 1.508%, (US0003M + 1.320%), 01/20/2033 | 700,629 | 0.2 |
| 400,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | 398,774 | 0.1 |
| 250,000 | (1) | Babson CLO Ltd. 2017-1A A2, 1.540%, (US0003M + 1.350%), 07/18/2029 | 249,953 | 0.1 |
| 500,000 | (1) | Barings Clo Ltd. 2019-4A A1, 1.514%, (US0003M + 1.330%), 01/15/2033 | 500,417 | 0.1 |
| 4,000,000 | (1) | BDS 2020-FL5 A Ltd., 1.275%, (US0001M + 1.150%), 02/16/2037 | 4,001,267 | 1.0 |
| 600,000 | (1) | Beechwood Park CLO Ltd. 2019-1A A1, 1.520%, (US0003M + 1.330%), 01/17/2033 | 601,239 | 0.2 |
| 250,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.388%, (US0003M + 1.200%), 01/20/2031 | 249,430 | 0.1 |
| 450,000 | (1) | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400%), 07/20/2031 | 450,011 | 0.1 |
| 800,000 | (1) | Carlyle US Clo 2021-4A A2 Ltd., 1.546%, (US0003M + 1.400%), 04/20/2034 | 800,280 | 0.2 |
| 500,000 | (1) | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.306%, (US0003M + 1.160%), 07/23/2034 | 501,007 | 0.1 |
| 250,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.440%, (US0003M + 1.250%), 10/17/2030 | 250,061 | 0.1 |
| 250,000 | (1) | CIFC Funding 2015-IA ARR Ltd., 1.294%, (US0003M + 1.110%), 01/22/2031 | 250,075 | 0.1 |
| 600,000 | (1) | CIFC Funding 2019-6A A1 Ltd., 1.514%, (US0003M + 1.330%), 01/16/2033 | 600,601 | 0.2 |
| 250,000 | (1) | CIFC Funding 2019-6A A2 Ltd., 1.934%, (US0003M + 1.750%), 01/16/2033 | 250,753 | 0.1 |
| 500,000 | (1) | CIFC Funding 2020-2A A1 Ltd., 1.838%, (US0003M + 1.650%), 08/24/2032 | 500,851 | 0.1 |
| 500,000 | (1) | CIFC Funding 2020-3A A2 Ltd., 1.788%, (US0003M + 1.600%), 10/20/2031 | 500,680 | 0.1 |
| 87,971 | | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 88,040 | 0.0 |
| 250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 1.368%, (US0003M + 1.180%), 10/20/2030 | 250,033 | 0.1 |
| 300,000 | (1) | Dryden 68 CLO Ltd. 2019-68A A, 1.494%, (US0003M + 1.310%), 07/15/2032 | 300,014 | 0.1 |
| 360,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.356%, (US0003M + 1.200%), 08/15/2030 | 360,074 | 0.1 |
| 250,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 1.438%, (US0003M + 1.250%), 01/20/2030 | 249,771 | 0.1 |
| 350,000 | (1) | Elevation CLO 2014-2A A1R Ltd., 1.414%, (US0003M + 1.230%), 10/15/2029 | 350,011 | 0.1 |
| 250,000 | (1) | Elmwood CLO IX Ltd. 2021-2A A, 1.276%, (US0003M + 1.130%), 07/20/2034 | 250,100 | 0.1 |
| 70,137 | (1) | Grand Avenue CRE 2020-FL2 A Ltd., 2.575%, (US0001M + 2.450%), 03/15/2035 | 70,707 | 0.0 |
| 750,000 | (1) | Kayne CLO 6 Ltd. 2019-6A A1, 1.568%, (US0003M + 1.380%), 01/20/2033 | 750,928 | 0.2 |
| 500,000 | (1) | Kayne CLO 7 Ltd. 2020-7A A1, 1.390%, (US0003M + 1.200%), 04/17/2033 | 501,710 | 0.1 |
| 310,000 | (1) | LoanCore 2019-CRE2 A Issuer Ltd., 1.203%, (US0001M + 1.130%), 05/15/2036 | 309,903 | 0.1 |
| 600,000 | (1) | Madison Park Funding XXXVII Ltd. 2019-37A A1, 1.484%, (US0003M + 1.300%), 07/15/2032 | 600,174 | 0.2 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| ASSET-BACKED SECURITIES: (continued) | |
| | | Other Asset-Backed Securities: (continued) |
| 500,000 | (1) | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.468%, (US0003M + 1.280%), 01/20/2032 | $ 500,148 | 0.1 |
| 850,000 | (1) | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | 858,356 | 0.2 |
| 600,000 | (1) | Marlette Funding Trust 2021-1A B, 1.000%, 06/16/2031 | 601,471 | 0.2 |
| 500,000 | (1) | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL6 A, 1.200%, (US0001M + 1.100%), 07/16/2036 | 500,313 | 0.1 |
| 1,575,000 | (1) | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL6 C, 1.950%, (US0001M + 1.850%), 07/16/2036 | 1,576,476 | 0.4 |
| 340,000 | (1) | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.530%, (US0003M + 1.340%), 01/19/2033 | 340,515 | 0.1 |
| 700,000 | (1) | Niagara Park Clo Ltd. 2019-B A4, 1.490%, (US0003M + 1.300%), 07/17/2032 | 700,000 | 0.2 |
| 400,000 | (1) | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | 400,806 | 0.1 |
| 250,000 | (1) | OCP Clo 2019-17A C1 Ltd., 1.938%, (US0003M + 1.750%), 07/20/2032 | 250,000 | 0.1 |
| 500,000 | (1) | Octagon Investment Partners 48 Ltd. 2020-3A A, 1.688%, (US0003M + 1.500%), 10/20/2031 | 500,495 | 0.1 |
| 250,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.540%, (US0003M + 1.350%), 07/19/2030 | 249,841 | 0.1 |
| 600,000 | (1) | Octagon Loan Funding Ltd. 2014-1A ARR, 1.335%, (US0003M + 1.180%), 11/18/2031 | 600,104 | 0.1 |
| 500,000 | (1) | OHA Credit Funding 3 Ltd. 2019-3A A1, 1.508%, (US0003M + 1.320%), 07/20/2032 | 500,000 | 0.1 |
| 400,000 | (1) | OHA Credit Funding 4 Ltd. 2019-4A A1, 1.552%, (US0003M + 1.330%), 10/22/2032 | 400,542 | 0.1 |
| 500,000 | (1) | OHA Loan Funding 2015-1A A1R2 Ltd., 1.496%, (US0003M + 1.340%), 11/15/2032 | 501,012 | 0.1 |
| 500,000 | (1) | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | 499,461 | 0.1 |
| 500,000 | (1) | Palmer Square CLO 2020-2A A1A Ltd., 1.884%, (US0003M + 1.700%), 07/15/2031 | 500,142 | 0.1 |
| 350,000 | (1) | PFS Financing Corp. 2021-B A, 0.775%, 08/17/2026 | 348,546 | 0.1 |
| 19,875 | (1) | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | 19,953 | 0.0 |
| 36,307 | (1) | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | 36,500 | 0.0 |
| 152,697 | (1) | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | 153,980 | 0.0 |
| 590,000 | (1) | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.584%, (US0003M + 1.400%), 01/15/2033 | 590,591 | 0.1 |
| 400,000 | (1) | Symphony CLO XXI Ltd. 2019-21A A, 1.564%, (US0003M + 1.380%), 07/15/2032 | 400,001 | 0.1 |
| 500,000 | (1) | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | 500,053 | 0.1 |
| 400,000 | (1) | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.834%, (US0003M + 1.650%), 01/15/2033 | 400,557 | 0.1 |
| 300,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | 301,948 | 0.1 |
| 58,935 | | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | 59,342 | 0.0 |
| 300,000 | (1) | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | 299,999 | 0.1 |
| | | | 28,580,537 | 7.4 |
| | | | | |
| | | Student Loan Asset-Backed Securities: 0.3% |
| 48,641 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 49,288 | 0.0 |
| 137,543 | (1) | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | 140,282 | 0.0 |
| 300,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 1.673%, (US0001M + 1.600%), 10/15/2031 | 305,356 | 0.1 |
| 383,119 | (1) | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | 390,741 | 0.1 |
| 119,311 | (1) | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 119,867 | 0.0 |
Principal
Amount† | | | Value | Percentage
of Net
Assets |
| ASSET-BACKED SECURITIES: (continued) | |
| | | Student Loan Asset-Backed Securities: (continued) |
| 211,568 | (1) | Navient Private Education Refi Loan Trust 2021-A A, 0.840%, 05/15/2069 | $ 211,367 | 0.1 |
| | | | 1,216,901 | 0.3 |
| | | | | |
| | Total Asset-Backed Securities | | |
| | (Cost $52,084,910) | 52,336,815 | 13.6 |
| | | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.1% | |
| | | Federal Home Loan Mortgage Corporation: 0.1%(6) |
| 24,275 | | 5.500%,01/01/2037 | 27,091 | 0.0 |
| 21,299 | | 5.500%,08/01/2038 | 23,765 | 0.0 |
| 8,012 | | 5.500%,10/01/2038 | 8,944 | 0.0 |
| 4,373 | | 5.500%,10/01/2038 | 4,879 | 0.0 |
| 177,428 | | 5.500%,11/01/2038 | 203,015 | 0.1 |
| 104,074 | | 5.500%,02/01/2039 | 116,204 | 0.0 |
| | | | 383,898 | 0.1 |
| | | | | |
| | | Uniform Mortgage-Backed Securities: 0.0% |
| 43,585 | | 5.000%,03/01/2027 | 45,463 | 0.0 |
| 92,176 | | 5.000%,07/01/2034 | 104,741 | 0.0 |
| | | | 150,204 | 0.0 |
| | | | | |
| | Total U.S. Government Agency Obligations | | |
| | (Cost $507,749) | 534,102 | 0.1 |
| | | | |
| | Total Long-Term Investments | | |
| | (Cost $381,061,283) | 382,986,580 | 99.6 |
| | | | |
| SHORT-TERM INVESTMENTS: 1.7% |
| | | Commercial Paper: 0.6% |
| 1,050,000 | | Entergy Corp., 0.200%, 07/14/2021 | 1,049,918 | 0.3 |
| 1,200,000 | | Sherwin-Williams Co., 0.190%, 07/20/2021 | 1,199,878 | 0.3 |
| | | | |
| | Total Commercial Paper | | |
| | (Cost $2,249,832) | 2,249,796 | 0.6 |
| | | | |
| | | Repurchase Agreements: 0.2% |
| 866,076 | (7) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $866,077, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $883,398, due 08/01/21-04/15/62) | | |
| | | (Cost $866,076) | 866,076 | 0.2 |
| | | | | |
| Shares | | | Value | Percentage
of Net
Assets |
| | | Mutual Funds: 0.9% |
| 3,432,000 | (8) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | |
| | | (Cost $3,432,000) | 3,432,000 | 0.9 |
| | | | | |
| | Total Short-Term Investments | | |
| | (Cost $6,547,908) | 6,547,872 | 1.7 |
| | | | |
| | Total Investments in Securities
(Cost $387,609,191) | $ 389,534,452 | 101.3 |
| | Liabilities in Excess of Other Assets | (4,922,928) | (1.3) |
| | Net Assets | $ 384,611,524 | 100.0 |
| |
