Pioneer Series Trust IV NPORT-P Pioneer Balanced ESG Fund (Oct 2021 report)

Pioneer Balanced ESG Fund
Schedule of Investments | October 31, 2021
Ticker Symbols:
Class A	AOBLX
Class C	PCBCX
Class K	PCBKX
Class R	CBPRX
Class Y	AYBLX

Schedule of Investments | 10/31/21 (unaudited)

	Shares		Value
		UNAFFILIATED ISSUERS - 107.2%
		COMMON STOCKS - 63.3% of Net Assets
		Automobiles - 0.4%
	63,703	Honda Motor Co., Ltd. (A.D.R.)	$ 1,884,335
		Total Automobiles	$ 1,884,335
		Banks - 3.1%
	290,615	Bank of America Corp.	$ 13,885,585
		Total Banks	$ 13,885,585
		Beverages - 1.8%
	54,340	Britvic Plc	$ 660,500
	45,699	PepsiCo., Inc.	7,384,958
		Total Beverages	$ 8,045,458
		Biotechnology - 2.6%
	48,969	AbbVie, Inc.	$ 5,615,275
	92,526	Gilead Sciences, Inc.	6,003,087
		Total Biotechnology	$ 11,618,362
		Capital Markets - 1.5%
	22,069	CME Group, Inc.	$ 4,867,318
	8,002	T.Rowe Price Group, Inc.	1,735,474
		Total Capital Markets	$ 6,602,792
		Chemicals - 1.1%
	4,253	Dow, Inc.	$ 238,040
	7,553	Ecolab, Inc.	1,678,428
	44,987	Huntsman Corp.	1,465,677
	16,848	LyondellBasell Industries NV	1,563,831
		Total Chemicals	$ 4,945,976
		Commercial Services & Supplies - 0.7%
	34,294(a)	IAA, Inc.	$ 2,045,637
	75,303(a)	KAR Auction Services, Inc.	1,104,695
		Total Commercial Services & Supplies	$ 3,150,332
		Communications Equipment - 3.2%
	120,191	Cisco Systems, Inc.	$ 6,727,090
	29,274	Motorola Solutions, Inc.	7,277,224
		Total Communications Equipment	$ 14,004,314
		Electrical Equipment - 1.0%
	27,958	Eaton Corp. Plc	$ 4,606,360
		Total Electrical Equipment	$ 4,606,360
		Electronic Equipment, Instruments & Components - 1.2%
	34,082	National Instruments Corp.	$ 1,447,463
	24,945	TE Connectivity, Ltd.	3,641,970
		Total Electronic Equipment, Instruments & Components	$ 5,089,433
		Entertainment - 0.4%
	10,295(a)	Walt Disney Co.	$ 1,740,576
		Total Entertainment	$ 1,740,576
		Equity Real Estate Investment Trusts (REITs) - 1.4%
	14,675	Crown Castle International Corp.	$ 2,645,902
	146,604	Outfront Media, Inc.	3,648,974
		Total Equity Real Estate Investment Trusts (REITs)	$ 6,294,876
		Financials - 2.4%
	49,986	PNC Financial Services Group, Inc.	$ 10,548,546
		Total Financials	$ 10,548,546
		Food & Staples Retailing - 0.7%
	77,000	Seven & iHoldings Co., Ltd.	$ 3,232,357
		Total Food & Staples Retailing	$ 3,232,357
		Food Products - 0.7%
	55,194	Lamb Weston Holdings, Inc.	$ 3,115,701
		Total Food Products	$ 3,115,701
		Health Care - 0.5%
	20,027	Medtronic Plc	$ 2,400,436
		Total Health Care	$ 2,400,436
		Health Care Providers & Services - 2.0%
	9,590	Anthem, Inc.	$ 4,172,897
	41,203	CVS Health Corp.	3,678,604
	7,409	Quest Diagnostics, Inc.	1,087,493
		Total Health Care Providers & Services	$ 8,938,994
		Health Care Technology - 0.3%
	19,359	Cerner Corp.	$ 1,438,180
		Total Health Care Technology	$ 1,438,180
		Hotels, Restaurants & Leisure - 1.4%
	42,485(a)	Cedar Fair LP	$ 1,974,278
	11,087	McDonald's Corp.	2,722,413
	18,364	Wyndham Hotels & Resorts, Inc.	1,551,207
		Total Hotels, Restaurants & Leisure	$ 6,247,898
		Industrial Conglomerates - 1.2%
	25,032	Honeywell International, Inc.	$ 5,472,496
		Total Industrial Conglomerates	$ 5,472,496
	Shares		Value
		Information Technology - 1.8%
	37,616	Visa, Inc.	$ 7,965,940
		Total Information Technology	$ 7,965,940
		Insurance - 1.4%
	14,907	Chubb, Ltd.	$ 2,912,529
	59,575	Sun Life Financial, Inc.	3,393,988
		Total Insurance	$ 6,306,517
		Interactive Media & Services - 4.5%
	6,708(a)	Alphabet, Inc.	$ 19,861,851
		Total Interactive Media & Services	$ 19,861,851
		Internet & Direct Marketing Retail - 3.2%
	10,704(a)	Alibaba Group Holding, Ltd. (A.D.R.)	$ 1,765,518
	3,645(a)	Amazon.com, Inc.	12,292,507
		Total Internet & Direct Marketing Retail	$ 14,058,025
		IT Services - 1.4%
	18,291	Automatic Data Processing, Inc.	$ 4,106,146
	20,186	Fidelity National Information Services, Inc.	2,235,398
		Total IT Services	$ 6,341,544
		Machinery - 2.3%
	10,682	Caterpillar, Inc.	$ 2,179,235
	11,172	Deere & Co.	3,824,287
	60,572	Timken Co.	4,297,584
		Total Machinery	$ 10,301,106
		Materials - 0.7%
	20,571	International Flavors & Fragrances, Inc.	$ 3,033,194
		Total Materials	$ 3,033,194
		Media - 0.7%
	55,566	Comcast Corp.	$ 2,857,759
		Total Media	$ 2,857,759
		Metals & Mining - 0.6%
	9,753	Reliance Steel & Aluminum Co.	$ 1,425,499
	20,530	Steel Dynamics, Inc.	1,356,622
		Total Metals & Mining	$ 2,782,121
		Oil, Gas & Consumable Fuels - 2.7%
	28,898	Phillips 66	$ 2,160,992
	9,362	Pioneer Natural Resources Co.	1,750,507
	59,074	Royal Dutch Shell Plc (A.D.R.)	2,712,678
	62,456	Targa Resources Corp.	3,414,470
	25,066	Valero Energy Corp.	1,938,354
		Total Oil, Gas & Consumable Fuels	$ 11,977,001
		Pharmaceuticals - 2.5%
	50,091	AstraZeneca Plc (A.D.R.)	$ 3,124,677
	12,933	Eli Lilly & Co.	3,294,811
	8,348	Merck KGaA	1,970,418
	22,487	Novo Nordisk AS (A.D.R.)	2,476,493
		Total Pharmaceuticals	$ 10,866,399
		Professional Services - 0.7%
	26,448	Robert Half International, Inc.	$ 2,990,475
		Total Professional Services	$ 2,990,475
		Semiconductors & Semiconductor Equipment - 2.4%
	24,342	Analog Devices, Inc.	$ 4,223,094
	7,311	Lam Research Corp.	4,120,260
	18,102	QUALCOMM, Inc.	2,408,290
		Total Semiconductors & Semiconductor Equipment	$ 10,751,644
		Software - 5.1%
	51,636	Microsoft Corp.	$ 17,123,530
	18,419(a)	salesforce.com, Inc.	5,519,990
		Total Software	$ 22,643,520
		Specialty Retail - 2.3%
	16,757	Home Depot, Inc.	$ 6,229,247
	57,630	TJX Cos., Inc.	3,774,189
		Total Specialty Retail	$ 10,003,436
		Technology Hardware, Storage & Peripherals - 0.8%
	254,734	Hewlett Packard Enterprise Co.	$ 3,731,853
		Total Technology Hardware, Storage & Peripherals	$ 3,731,853
		Textiles, Apparel & Luxury Goods - 1.0%
	74,537	Levi Strauss & Co.	$ 1,951,379
	36,810	VF Corp.	2,682,713
		Total Textiles, Apparel & Luxury Goods	$ 4,634,092
		Trading Companies & Distributors - 1.6%
	45,085(a)	AerCap Holdings NV	$ 2,661,818
	27,942	Ferguson Plc	4,225,110
		Total Trading Companies & Distributors	$ 6,886,928
		TOTAL COMMON STOCKS
		(Cost $192,339,186)	$ 281,256,412
	Shares		Value
		CONVERTIBLE PREFERRED STOCK - 0.4% of Net Assets
		Financials - 0.4%
	1,231(b)	Wells Fargo & Co., 7.5%	$ 1,871,083
		Total Financials	$ 1,871,083
		TOTAL CONVERTIBLE PREFERRED STOCK
		(Cost $1,810,572)	$ 1,871,083
	Principal Amount USD ($)
		ASSET BACKED SECURITIES - 2.2% of Net Assets
	146,693	Accelerated LLC, Series 2021-1H, Class C, 2.35%, 10/20/40 (144A)	$ 146,746
	100,000	Amur Equipment Finance Receivables VI LLC, Series 2018-2A, Class C, 4.27%, 1/20/23 (144A)	101,861
	300,000	Amur Equipment Finance Receivables VI LLC, Series 2018-2A, Class D, 4.45%, 6/20/23 (144A)	304,317
	300,000(c)	Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL3, Class C, 1.94% (1 Month USD LIBOR + 185 bps), 8/15/34 (144A)	299,329
	250,000(c)	Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class D, 3.924% (3 Month USD LIBOR + 380 bps), 1/15/33 (144A)	250,287
	250,000(c)	Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class E, 7.144% (3 Month USD LIBOR + 702 bps), 1/15/33 (144A)	249,371
	246,094	Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.443%, 7/15/46 (144A)	246,164
	240,141	BXG Receivables Note Trust, Series 2018-A, Class C, 4.44%, 2/2/34 (144A)	249,555
	250,000(c)	Carlyle US CLO, Ltd., Series 2019-4A, Class C, 4.124% (3 Month USD LIBOR + 400 bps), 1/15/33 (144A)	250,443
	166,857(d)	Cascade MH Asset Trust, Series 2019-MH1, Class A, 4.0%, 11/25/44 (144A)	172,409
	206,030	CoreVest American Finance Trust, Series 2020-3, Class A, 1.358%, 8/15/53 (144A)	202,637
	500,000	Crossroads Asset Trust, Series 2021-A, Class D, 2.52%, 1/20/26 (144A)	494,696
	100,000	DataBank Issuer, Series 2021-1A, Class B, 2.65%, 2/27/51 (144A)	100,023
	196,500	Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.668%, 10/25/49 (144A)	211,278
	50,000	Drive Auto Receivables Trust, Series 2020-2, Class C, 2.28%, 8/17/26	50,856
	30,000	Drive Auto Receivables Trust, Series 2020-2, Class D, 3.05%, 5/15/28	30,850
	200,000(d)	Finance of America HECM Buyout, Series 2021-HB1, Class M2, 2.084%, 2/25/31 (144A)	198,205
	250,000(c)	First Eagle BSL CLO, Ltd., Series 2019-1A, Class C, 4.482% (3 Month USD LIBOR + 435 bps), 1/20/33 (144A)	250,220
	81,675	Foundation Finance Trust, Series 2021-1A, Class A, 1.27%, 5/15/41 (144A)	80,819
	125,000(c)	HGI CRE CLO, Ltd., Series 2021-FL2, Class C, 1.886% (1 Month USD LIBOR + 180 bps), 9/17/36 (144A)	124,811
	200,000	HOA Funding LLC - HOA, Series 2021-1A, Class A2, 4.723%, 8/20/51 (144A)	203,337
	134,058	Home Partners of America Trust, Series 2019-1, Class D, 3.406%, 9/17/39 (144A)	132,892
	168,945	Home Partners of America Trust, Series 2019-2, Class E, 3.32%, 10/19/39 (144A)	165,729
	103,603	LL ABS Trust, Series 2019-1A, Class B, 3.52%, 3/15/27 (144A)	104,080
	250,000(c)	Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class E, 7.374% (3 Month USD LIBOR + 725 bps), 1/15/33 (144A)	250,105
	100,000	Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.54%, 3/20/26 (144A)	100,174
	500,000(c)	MF1, Ltd., Series 2021-FL7, Class D, 2.636% (1 Month USD LIBOR + 255 bps), 10/16/36 (144A)	499,998
	49,211	Mosaic Solar Loan Trust, Series 2019-2A, Class A, 2.88%, 9/20/40 (144A)	50,982
	132,276	Mosaic Solar Loan Trust, Series 2020-1A, Class A, 2.1%, 4/20/46 (144A)	132,981
	150,000	Nelnet Student Loan Trust, Series 2021-A, Class B1, 2.85%, 4/20/62 (144A)	152,245
	200,000	NMEF Funding LLC, Series 2019-A, Class B, 3.06%, 8/17/26 (144A)	201,842
	100,000	NMEF Funding LLC, Series 2019-A, Class C, 3.3%, 8/17/26 (144A)	101,539
	250,000	NMEF Funding LLC, Series 2019-A, Class D, 4.39%, 8/17/26 (144A)	253,659
	100,000	NMEF Funding LLC, Series 2021-A, Class C, 2.58%, 12/15/27 (144A)	100,036
	100,000	Oportun Funding XIV LLC, Series 2021-A, Class C, 3.44%, 3/8/28 (144A)	101,078
	250,000(c)	Palmer Square Loan Funding, Ltd., Series 2020-1A, Class B, 2.031% (3 Month USD LIBOR + 190 bps), 2/20/28 (144A)	250,044
	210,000	Progress Residential Trust, Series 2019-SFR2, Class E, 4.142%, 5/17/36 (144A)	211,554
	200,000	Republic Finance Issuance Trust, Series 2019-A, Class A, 3.43%, 11/22/27 (144A)	200,624
	150,000	SCF Equipment Leasing LLC, Series 2021-1A, Class D, 1.93%, 9/20/30 (144A)	148,059
	250,000(c)	Sound Point CLO XXV, Ltd., Series 2019-4A, Class D, 4.234% (3 Month USD LIBOR + 411 bps), 1/15/33 (144A)	250,499
	250,000(c)	Sound Point CLO XXV, Ltd., Series 2019-4A, Class E, 7.744% (3 Month USD LIBOR + 762 bps), 1/15/33 (144A)	250,387
	135,579	SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37 (144A)	135,727
	250,000(c)	Symphony CLO XXII, Ltd., Series 2020-22A, Class C, 2.272% (3 Month USD LIBOR + 215 bps), 4/18/33 (144A)	250,388
	200,000(d)	Towd Point Mortgage Trust, Series 2017-4, Class M2, 3.25%, 6/25/57 (144A)	208,586
	100,000	Tricolor Auto Securitization Trust, Series 2021-1A, Class D, 1.92%, 5/15/26 (144A)	99,483
	169,407	Tricon American Homes Trust, Series 2019-SFR1, Class A, 2.75%, 3/17/38 (144A)	174,841
	120,000	Tricon American Homes Trust, Series 2020-SFR2, Class E1, 2.73%, 11/17/39 (144A)	118,297
	250,000(c)	Trinitas CLO VI, Ltd., Series 2017-6A, Class DR4, 4.374% (3 Month USD LIBOR + 425 bps), 1/25/34 (144A)	248,526
	250,000	United Auto Credit Securitization Trust, Series 2020-1, Class D, 2.88%, 2/10/25 (144A)	254,482
	271,211	Welk Resorts LLC, Series 2019-AA, Class C, 3.34%, 6/15/38 (144A)	276,360
	160,787	Westgate Resorts LLC, Series 2020-1A, Class C, 6.213%, 3/20/34 (144A)	168,511
		TOTAL ASSET BACKED SECURITIES
		(Cost $9,735,960)	$ 9,811,922
		COLLATERALIZED MORTGAGE OBLIGATIONS - 4.8% of Net Assets
	110,000(d)	Angel Oak Mortgage Trust I LLC, Series 2019-1, Class M1, 4.5%, 11/25/48 (144A)	$ 110,622
	50,782(c)	Bear Stearns ALT-A Trust, Series 2005-7, Class 11A1, 0.629% (1 Month USD LIBOR + 54 bps), 8/25/35	50,986
Principal Amount USD ($)			Value
		COLLATERALIZED MORTGAGE OBLIGATIONS - (continued)
	82,695(c)	Bellemeade Re, Ltd., Series 2018-1A, Class M1B, 1.689% (1 Month USD LIBOR + 160 bps), 4/25/28 (144A)	$        82,695
	81,858(c)	Bellemeade Re, Ltd., Series 2018-3A, Class M1B, 1.939% (1 Month USD LIBOR + 185 bps), 10/25/28 (144A)	81,858
	145,148(c)	Bellemeade Re, Ltd., Series 2019-1A, Class M1B, 1.839% (1 Month USD LIBOR + 175 bps), 3/25/29 (144A)	145,148
	150,000(c)	Bellemeade Re, Ltd., Series 2020-3A, Class M1C, 3.789% (1 Month USD LIBOR + 370 bps), 10/25/30 (144A)	156,937
	150,000(c)	Bellemeade Re, Ltd., Series 2020-3A, Class M2, 4.939% (1 Month USD LIBOR + 485 bps), 10/25/30 (144A)	160,113
	160,000(c)	Bellemeade Re, Ltd., Series 2020-4A, Class M2B, 3.689% (1 Month USD LIBOR + 360 bps), 6/25/30 (144A)	161,434
	300,000(c)	Bellemeade Re, Ltd., Series 2021-3A, Class M2, 3.199% (SOFR30A + 315 bps), 9/25/31 (144A)	297,752
	100,000(d)	Bunker Hill Loan Depositary Trust, Series 2020-1, Class A3, 3.253%, 2/25/55 (144A)	102,194
	100,000(d)	Cascade Funding Mortgage Trust, Series 2021-HB6, Class M3, 3.735%, 6/25/36 (144A)	100,081
	150,000	Cascade MH Asset Trust, Series 2021-MH1, Class M1, 2.992%, 2/25/46 (144A)	152,642
	300,000(d)	CFMT LLC, Series 2021-HB5, Class M3, 2.91%, 2/25/31 (144A)	298,186
	200,000(d)	CFMT LLC, Series 2021-HB7, Class M3, 3.849%, 10/27/31 (144A)	199,999
	500,000(d)	CIM Trust, Series 2019-R5, Class M3, 3.5%, 9/25/59 (144A)	518,878
	345,193(d)	CIM Trust, Series 2021-J2, Class B1, 2.68%, 4/25/51 (144A)	338,794
	500,000(d)	Citigroup Mortgage Loan Trust, Series 2018-RP3, Class M3, 3.25%, 3/25/61 (144A)	511,008
	697,300(d)	Citigroup Mortgage Loan Trust, Series 2021-INV2, Class B1W, 2.993%, 5/25/51 (144A)	716,067
	44,666(c)	Connecticut Avenue Securities Trust, Series 2019-R06, Class 2M2, 2.189% (1 Month USD LIBOR + 210 bps), 9/25/39 (144A)	44,765
	65,669(c)	Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.189% (1 Month USD LIBOR + 210 bps), 10/25/39 (144A)	65,861
	34,656(c)	Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M2, 2.139% (1 Month USD LIBOR + 205 bps), 1/25/40 (144A)	34,852
	94,705(c)	Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.089% (1 Month USD LIBOR + 200 bps), 1/25/40 (144A)	95,015
	82,591(c)	Eagle Re, Ltd., Series 2018-1, Class M1, 1.789% (1 Month USD LIBOR + 170 bps), 11/25/28 (144A)	82,673
	210,548(c)	Eagle Re, Ltd., Series 2019-1, Class M1B, 1.889% (1 Month USD LIBOR + 180 bps), 4/25/29 (144A)	211,105
	160,000(c)	Eagle Re, Ltd., Series 2020-2, Class M2, 5.689% (1 Month USD LIBOR + 560 bps), 10/25/30 (144A)	162,390
	150,000	Eagle Re, Ltd., Series 2021-2, Class M1C, 0.0%, 4/25/34 (144A)	150,000
	171,707(c)	Fannie Mae Connecticut Avenue Securities, Series 2018-C04, Class 2M2, 2.639% (1 Month USD LIBOR + 255 bps), 12/25/30	174,504
	47,363(c)	Federal Home Loan Mortgage Corp. REMICS, Series 1671, Class S, 0.74% (1 Month USD LIBOR + 65 bps), 2/15/24	47,246
	517,401	Federal Home Loan Mortgage Corp. REMICS, Series 3816, Class HA, 3.5%, 11/15/25	541,049
	18,755(c)	Federal Home Loan Mortgage Corp. REMICS, Series 3868, Class FA, 0.49% (1 Month USD LIBOR + 40 bps), 5/15/41	18,954
	142,446(c)(e)	Federal Home Loan Mortgage Corp. REMICS, Series 4091, Class SH, 6.46% (1 Month USD LIBOR + 655 bps), 8/15/42	29,053
	26,593(c)	Federal National Mortgage Association REMICS, Series 2006-23, Class FP, 0.389% (1 Month USD LIBOR + 30 bps), 4/25/36	26,743
	20,195(c)	Federal National Mortgage Association REMICS, Series 2006-104, Class GF, 0.409% (1 Month USD LIBOR + 32 bps), 11/25/36	20,327
	10,886(c)	Federal National Mortgage Association REMICS, Series 2007-93, Class FD, 0.639% (1 Month USD LIBOR + 55 bps), 9/25/37	11,060
	66,441(c)	Federal National Mortgage Association REMICS, Series 2011-63, Class FG, 0.539% (1 Month USD LIBOR + 45 bps), 7/25/41	67,586
	481,168(d)	Flagstar Mortgage Trust, Series 2021-3INV, Class A2, 2.5%, 6/25/51 (144A)	485,068
	681,265(d)	Flagstar Mortgage Trust, Series 2021-6INV, Class A4, 2.5%, 8/25/51 (144A)	687,359
	190,000(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA3, Class B1, 5.189% (1 Month USD LIBOR + 510 bps), 6/25/50 (144A)	197,585
	190,000(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA4, Class B1, 6.089% (1 Month USD LIBOR + 600 bps), 8/25/50 (144A)	201,853
	24,050(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA4, Class M2, 3.839% (1 Month USD LIBOR + 375 bps), 8/25/50 (144A)	24,200
	105,000(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA5, Class B1, 4.849% (SOFR30A + 480 bps), 10/25/50 (144A)	111,083
	135,229(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA5, Class M2, 2.849% (SOFR30A + 280 bps), 10/25/50 (144A)	136,752
	80,000(c)	Freddie Mac Stacr Remic Trust, Series 2020-DNA6, Class B2, 5.699% (SOFR30A + 565 bps), 12/25/50 (144A)	86,179
	60,000(c)	Freddie Mac Stacr Remic Trust, Series 2020-HQA4, Class B1, 5.339% (1 Month USD LIBOR + 525 bps), 9/25/50 (144A)	62,754
	130,000(c)	Freddie Mac Stacr Remic Trust, Series 2021-DNA1, Class B1, 2.699% (SOFR30A + 265 bps), 1/25/51 (144A)	130,593
	195,000(c)	Freddie Mac Stacr Remic Trust, Series 2021-DNA1, Class B2, 4.799% (SOFR30A + 475 bps), 1/25/51 (144A)	202,144
	90,000(c)	Freddie Mac Stacr Remic Trust, Series 2021-DNA5, Class B1, 3.099% (SOFR30A + 305 bps), 1/25/34 (144A)	91,012
Principal Amount USD ($)			Value
		COLLATERALIZED MORTGAGE OBLIGATIONS - (continued)
	120,000(c)	Freddie Mac Stacr Remic Trust, Series 2021-HQA1, Class B2, 5.049% (SOFR30A + 500 bps), 8/25/33 (144A)	$ 123,732
	24,969(c)	Freddie Mac Stacr Trust, Series 2018-HQA2, Class M1, 0.839% (1 Month USD LIBOR + 75 bps), 10/25/48 (144A)	24,985
	110,000(c)	Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, 7.449% (SOFR30A + 740 bps), 11/25/50 (144A)	131,916
	446,477(e)	Government National Mortgage Association, Series 2019-159, Class CI, 3.5%, 12/20/49	58,953
	397,639(c)(e)	Government National Mortgage Association, Series 2020-9, Class SA, 3.264% (1 Month USD LIBOR + 335 bps), 1/20/50	28,956
	113,059(d)	GS Mortgage-Backed Securities Trust, Series 2020-NQM1, Class A3, 2.352%, 9/27/60 (144A)	113,881
	489,480(d)	GS Mortgage-Backed Securities Trust, Series 2021-PJ7, Class A2, 2.5%, 1/25/52 (144A)	493,246
	44,390(c)	Home Re, Ltd., Series 2018-1, Class M1, 1.689% (1 Month USD LIBOR + 160 bps), 10/25/28 (144A)	44,453
	68,968(c)	Home Re, Ltd., Series 2019-1, Class M1, 1.739% (1 Month USD LIBOR + 165 bps), 5/25/29 (144A)	68,968
	150,000(c)	Home Re, Ltd., Series 2020-1, Class M1C, 4.239% (1 Month USD LIBOR + 415 bps), 10/25/30 (144A)	151,869
	150,000(c)	Home Re, Ltd., Series 2020-1, Class M2, 5.339% (1 Month USD LIBOR + 525 bps), 10/25/30 (144A)	154,865
	165,000(c)	Home Re, Ltd., Series 2021-1, Class M2, 2.939% (1 Month USD LIBOR + 285 bps), 7/25/33 (144A)	161,749
	100,000(d)	Homeward Opportunities Fund I Trust, Series 2020-2, Class A3, 3.196%, 5/25/65 (144A)	101,650
	100,000(d)	Imperial Fund Mortgage Trust, Series 2021-NQM2, Class B1, 3.295%, 9/25/56 (144A)	99,096
	100,000(d)	Imperial Fund Mortgage Trust, Series 2021-NQM2, Class M1, 2.489%, 9/25/56 (144A)	99,261
	400,000	IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA, 3.4%, 8/18/43 (144A)	416,000
	350,000	JP Morgan Martgage Trust, Series 2021-INV6, Class A5A, 2.5%, 4/25/52 (144A)	349,836
	381,673(d)	JP Morgan Mortgage Trust, Series 2021-7, Class A3, 2.5%, 11/25/51 (144A)	384,839
	396,232(d)	JP Morgan Mortgage Trust, Series 2021-7, Class B2, 2.815%, 11/25/51 (144A)	395,387
	491,742(d)	JP Morgan Mortgage Trust, Series 2021-10, Class A15, 2.5%, 12/25/51 (144A)	491,199
	393,232(d)	JP Morgan Mortgage Trust, Series 2021-12, Class A3, 2.5%, 2/25/52 (144A)	396,258
	297,104(d)	JP Mortgage Trust, Series 2021-INV1, Class B1, 3.004%, 10/25/51 (144A)	303,372
	600,000	Med Trust, Series 2021-MDLN, Class E, 0.0%, 11/15/26 (144A)	600,000
	500,000	Med Trust, Series 2021-MDLN, Class F, 0.0%, 11/15/26 (144A)	500,000
	493,111(d)	Mello Mortgage Capital Acceptance, Series 2021-MTG1, Class B1, 2.645%, 4/25/51 (144A)	488,037
	109,825(d)	MFA Trust, Series 2020-NQM1, Class A3, 2.3%, 8/25/49 (144A)	110,351
	625,909(d)	Mill City Mortgage Loan Trust, Series 2018-4, Class A1B, 3.5%, 4/25/66 (144A)	642,109
	300,000(d)	Mill City Mortgage Loan Trust, Series 2019-GS2, Class M3, 3.25%, 8/25/59 (144A)	310,104
	73,264(d)	New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1, 2.492%, 9/25/59 (144A)	73,739
	158,390(d)	New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1, 3.25%, 2/25/59 (144A)	163,345
	150,000(c)	Oaktown Re V, Ltd., Series 2020-2A, Class M1B, 3.689% (1 Month USD LIBOR + 360 bps), 10/25/30 (144A)	150,373
	150,000(c)	Oaktown Re V, Ltd., Series 2020-2A, Class M2, 5.339% (1 Month USD LIBOR + 525 bps), 10/25/30 (144A)	155,737
	566,032(d)	OBX Trust, Series 2021-J1, Class A19, 2.5%, 5/25/51 (144A)	565,294
	592,506(d)	PRMI Securitization Trust, Series 2021-1, Class B1, 2.482%, 4/25/51 (144A)	578,785
	283,668(d)	Provident Funding Mortgage Trust, Series 2021-1, Class A5, 2.5%, 4/25/51 (144A)	285,851
	592,866(d)	Provident Funding Mortgage Trust, Series 2021-INV1, Class A1, 2.5%, 8/25/51 (144A)	601,874
	5,888(c)	Radnor Re, Ltd., Series 2018-1, Class M1, 1.489% (1 Month USD LIBOR + 140 bps), 3/25/28 (144A)	5,890
	191,559(c)	Radnor Re, Ltd., Series 2019-1, Class M1B, 2.039% (1 Month USD LIBOR + 195 bps), 2/25/29 (144A)	191,681
	360,000(c)	Radnor Re, Ltd., Series 2020-1, Class M1C, 1.839% (1 Month USD LIBOR + 175 bps), 1/25/30 (144A)	356,429
	250,000(d)	RMF Buyout Issuance Trust, Series 2020-1, Class M2, 2.623%, 2/25/30 (144A)	249,182
	66,409(d)	RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75%, 10/25/63 (144A)	65,606
	400,000(d)	RMF Proprietary Issuance Trust, Series 2021-2, Class A, 2.125%, 9/25/61 (144A)	395,640
	606,337(d)	Sequoia Mortgage Trust, Series 2021-4, Class A1, 2.5%, 6/25/51 (144A)	611,731
	80,000(c)	STACR Trust, Series 2018-HRP2, Class M3, 2.489% (1 Month USD LIBOR + 240 bps), 2/25/47 (144A)	81,662
	150,000(c)	Traingle Re, Ltd., Series 2020-1, Class M1C, 4.589% (1 Month USD LIBOR + 450 bps), 10/25/30 (144A)	151,120
	350,000(c)	Traingle Re, Ltd., Series 2021-1, Class M1C, 3.489% (1 Month USD LIBOR + 340 bps), 8/25/33 (144A)	350,490
	162,406(d)	Visio Trust, Series 2019-2, Class A1, 2.722%, 11/25/54 (144A)	165,001
	430,000(d)	Vista Point Securitization Trust, Series 2020-1, Class A3, 3.201%, 3/25/65 (144A)	435,214
		TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
		(Cost $21,297,467)	$ 21,264,875
		COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% of Net Assets
	200,000(c)	Austin Fairmont Hotel Trust, Series 2019-FAIR, Class A, 1.14% (1 Month USD LIBOR + 105 bps), 9/15/32 (144A)	$ 199,880
	500,000	BANK, Series 2017-BNK7, Class AS, 3.748%, 9/15/60	542,852
	250,000(c)	Beast Mortgage Trust, Series 2021-1818, Class A, 1.3% (1 Month USD LIBOR + 105 bps), 3/15/36 (144A)	249,696
	300,000	Benchmark Mortgage Trust, Series 2018-B8, Class A4, 3.963%, 1/15/52	331,307
	175,000	Benchmark Mortgage Trust, Series 2021-B27, Class A5, 2.39%, 7/15/54	177,957
	341,438(c)	BX Commercial Mortgage Trust, Series 2020-BXLP, Class D, 1.34% (1 Month USD LIBOR + 125 bps), 12/15/36 (144A)	340,688
Principal Amount USD ($)			Value
		COMMERCIAL MORTGAGE-BACKED SECURITIES - (continued)
	425,000(c)	BX Commercial Mortgage Trust, Series 2021-VOLT, Class F, 2.49% (1 Month USD LIBOR + 240 bps), 9/15/36 (144A)	$ 424,489
	243,491	CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A2, 3.597%, 1/10/48	258,954
	198,551(c)	CHC Commercial Mortgage Trust, Series 2019-CHC, Class D, 2.14% (1 Month USD LIBOR + 205 bps), 6/15/34 (144A)	196,435
	248,188(c)	CHC Commercial Mortgage Trust, Series 2019-CHC, Class E, 2.44% (1 Month USD LIBOR + 235 bps), 6/15/34 (144A)	241,539
	500,000(d)	Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class B, 4.805%, 3/10/47	532,665
	300,000	Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5, 2.717%, 2/15/53	312,898
	196,598(c)	Cold Storage Trust, Series 2020-ICE5, Class D, 2.19% (1 Month USD LIBOR + 210 bps), 11/15/37 (144A)	196,480
	334,196	COMM Mortgage Trust, Series 2014-UBS3, Class A3, 3.546%, 6/10/47	347,374
	1,606	Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C2, Class AMFX, 4.877%, 4/15/37	1,625
	400,000(c)	Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E, 2.24% (1 Month USD LIBOR + 215 bps), 5/15/36 (144A)	400,248
	250,000(d)	CSAIL Commercial Mortgage Trust, Series 2015-C4, Class AS, 4.174%, 11/15/48	270,488
	27,297(c)	Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class M1, 2.049% (SOFR30A + 200 bps), 1/25/51 (144A)	27,502
	300,000	Freddie Mac Multifamily Structured Pass Through Certificates, Series K729, Class A2, 3.136%, 10/25/24	315,629
	100,000(d)	FREMF Mortgage Trust, Series 2017-KW03, Class B, 4.062%, 7/25/27 (144A)	104,561
	92,742(c)	FREMF Mortgage Trust, Series 2019-KF64, Class B, 2.38% (1 Month USD LIBOR + 230 bps), 6/25/26 (144A)	93,186
	250,000(d)	FREMF Trust, Series 2018-KW04, Class B, 3.911%, 9/25/28 (144A)	258,572
	903,380(d)(e)	Government National Mortgage Association, Series 2017-21, Class IO, 0.659%, 10/16/58	42,006
	300,000(c)	GS Mortgage Securities Corp. Trust, Series 2021-IP, Class D, 2.2% (1 Month USD LIBOR + 210 bps), 10/15/36 (144A)	300,182
	290,000	GS Mortgage Securities Trust, Series 2015-GC28, Class A5, 3.396%, 2/10/48	307,433
	200,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2, Class A4, 2.822%, 8/15/49	209,816
	375,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class AFX, 4.248%, 7/5/33 (144A)	392,851
	250,000	JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A4, 4.211%, 6/15/51	281,890
	2,450,000(d)(e)	JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class XB, 0.112%, 6/15/51	22,006
	250,000	Key Commercial Mortgage Securities Trust, Series 2019-S2, Class A3, 3.469%, 6/15/52 (144A)	260,967
	300,000(d)	Morgan Stanley Capital I Trust, Series 2018-MP, Class A, 4.276%, 7/11/40 (144A)	332,215
	188,569(c)	Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M7, 1.789% (1 Month USD LIBOR + 170 bps), 10/15/49 (144A)	188,042
	85,000	Palisades Center Trust, Series 2016-PLSD, Class A, 2.713%, 4/13/33 (144A)	79,746
	475,000	SLG Office Trust, Series 2021-OVA, Class E, 2.851%, 7/15/41 (144A)	457,680
	250,000(d)	Soho Trust, Series 2021-SOHO, Class A, 2.697%, 8/10/38 (144A)	245,746
	399,815(c)	TTAN, Series 2021-MHC, Class B, 1.191% (1 Month USD LIBOR + 110 bps), 3/15/38 (144A)	399,692
	250,000(d)	UBS Commercial Mortgage Trust, Series 2018-C9, Class C, 4.881%, 3/15/51	272,022
	400,000(d)	Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A4, 4.012%, 3/15/51	446,914
	250,000(d)	WFRBS Commercial Mortgage Trust, Series 2014-C25, Class D, 3.803%, 11/15/47 (144A)	238,062
		TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
		(Cost $10,318,125)	$ 10,302,295
		CORPORATE BONDS - 11.0% of Net Assets
		Advertising - 0.1%
	226,000	Interpublic Group of Cos., Inc., 4.75%, 3/30/30	$ 265,693
	257,000	Midas OpCo Holdings LLC, 5.625%, 8/15/29 (144A)	262,168
		Total Advertising	$ 527,861
		Aerospace & Defense - 0.2%
	355,000	Raytheon Technologies Corp., 3.2%, 3/15/24	$ 373,108
	505,000	Teledyne Technologies, Inc., 2.25%, 4/1/28	508,221
		Total Aerospace & Defense	$ 881,329
		Airlines - 0.3%
	25,000	Air Canada, 3.875%, 8/15/26 (144A)	$ 25,312
	134,578	Air Canada 2017-1 Class AA Pass Through Trust, 3.3%, 1/15/30 (144A)	137,306
	277,405	Alaska Airlines 2020-1 Class A Pass Through Trust, 4.8%, 8/15/27 (144A)	307,975
	40,000	American Airlines 2021-1 Class B Pass Through Trust, 3.95%, 7/11/30	40,000
	45,000	American Airlines, Inc./AAdvantage Loyalty IP, Ltd., 5.5%, 4/20/26 (144A)	47,193
	35,000	American Airlines, Inc./AAdvantage Loyalty IP, Ltd., 5.75%, 4/20/29 (144A)	37,669
	144,031	British Airways 2019-1 Class A Pass Through Trust, 3.35%, 6/15/29 (144A)	143,981
	109,602	British Airways 2019-1 Class AA Pass Through Trust, 3.3%, 12/15/32 (144A)	112,434
	35,006	British Airways 2020-1 Class A Pass Through Trust, 4.25%, 11/15/32 (144A)	37,728
	47,959	British Airways 2020-1 Class B Pass Through Trust, 8.375%, 11/15/28 (144A)	55,941
	60,000	Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28 (144A)	66,675
	106,111	JetBlue 2019-1 Class AA Pass Through Trust, 2.75%, 5/15/32	109,108
	40,626	JetBlue 2020-1 Class A Pass Through Trust, 4.0%, 11/15/32	44,599
	66,452	United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 1/15/26	70,229
		Total Airlines	$ 1,236,150
		Apparel - 0.0%†
	85,000	Wolverine World Wide, Inc., 4.0%, 8/15/29 (144A)	$ 83,921
		Total Apparel	$ 83,921
Principal Amount USD ($)			Value
		Auto Manufacturers - 0.4%
	200,000	Ford Motor Credit Co. LLC, 3.625%, 6/17/31	$ 202,250
	300,000	Ford Motor Credit Co. LLC, 5.584%, 3/18/24	322,500
	410,000(c)	General Motors Financial Co., Inc., 0.809% (SOFRRATE + 76 bps), 3/8/24	412,474
	610,000(c)	Toyota Motor Credit Corp., 0.369% (SOFRRATE + 32 bps), 4/6/23	611,501
		Total Auto Manufacturers	$ 1,548,725
		Auto Parts & Equipment - 0.0%†
	80,000	Dana, Inc., 4.25%, 9/1/30	$ 80,956
		Total Auto Parts & Equipment	$ 80,956
		Banks - 1.5%
	200,000	ABN AMRO Bank NV, 4.8%, 4/18/26 (144A)	$ 222,396
	200,000(d)	AIB Group Plc, 4.263% (3 Month USD LIBOR + 187 bps), 4/10/25 (144A)	212,728
	200,000	Banco do Brasil SA, 3.25%, 9/30/26 (144A)	197,200
	200,000	Banco Santander Chile, 2.7%, 1/10/25 (144A)	206,170
	200,000(d)	Banco Santander SA, 1.722% (1 Year CMT Index + 90 bps), 9/14/27	197,015
	335,000(d)	Bank of America Corp., 2.572% (SOFRRATE + 121 bps), 10/20/32	336,346
	217,000(d)	Bank of America Corp., 4.083% (3 Month USD LIBOR + 315 bps), 3/20/51	261,752
	225,000(d)	BNP Paribas SA, 2.159% (SOFRRATE + 122 bps), 9/15/29 (144A)	221,076
	350,000(d)	BPCE SA, 3.116% (SOFRRATE + 173 bps), 10/19/32 (144A)	352,143
	200,000	BPCE SA, 4.875%, 4/1/26 (144A)	223,134
	220,000(d)	Citigroup, Inc., 2.52% (SOFRRATE + 118 bps), 11/3/32	219,346
	465,000(b)(d)	Credit Suisse Group AG, 7.125% (5 Year USD Swap Rate + 511 bps)	480,694
	210,000(d)	Goldman Sachs Group, Inc., 2.65% (SOFRRATE + 126 bps), 10/21/32	211,172
	195,000(d)	Goldman Sachs Group, Inc., 3.272% (3 Month USD LIBOR + 120 bps), 9/29/25	205,795
	140,000(d)	Goldman Sachs Group, Inc., 4.223% (3 Month USD LIBOR + 130 bps), 5/1/29	156,845
	305,000(d)	HSBC Holdings Plc, 2.206% (SOFRRATE + 129 bps), 8/17/29	299,302
	300,000(d)	Macquarie Group, Ltd., 2.691% (SOFRRATE + 144 bps), 6/23/32 (144A)	297,895
	175,000(d)	Macquarie Group, Ltd., 2.871% (SOFRRATE + 153 bps), 1/14/33 (144A)	174,079
	200,000(d)	Mitsubishi UFJ Financial Group, Inc., 2.494% (1 Year CMT Index + 97 bps), 10/13/32	199,469
	200,000(b)(d)	Societe Generale SA, 5.375% (5 Year CMT Index + 451 bps) (144A)	212,500
	225,000	Sumitomo Mitsui Financial Group, Inc., 3.202%, 9/17/29	235,667
	250,000	Truist Bank, 2.25%, 3/11/30	250,180
	240,000(b)(d)	UBS Group AG, 7.0% (5 Year USD Swap Rate + 434 bps) (144A)	259,500
	350,000(d)	UniCredit S.p.A., 2.569% (1 Year CMT Index + 230 bps), 9/22/26 (144A)	352,007
	200,000(d)	UniCredit S.p.A., 7.296% (5 Year USD 1100 Run ICE Swap Rate + 491 bps), 4/2/34 (144A)	241,263
	530,000(d)	US Bancorp, 2.491% (5 Year CMT Index + 95 bps), 11/3/36	528,600
		Total Banks	$ 6,754,274
		Biotechnology - 0.1%
	200,000	Grifols Escrow Issuer SA, 4.75%, 10/15/28 (144A)	$ 203,000
		Total Biotechnology	$ 203,000
		Building Materials - 0.1%
	130,000	Builders FirstSource, Inc., 4.25%, 2/1/32 (144A)	$ 131,032
	116,000	Carrier Global Corp., 2.7%, 2/15/31	118,485
	118,000	Carrier Global Corp., 2.722%, 2/15/30	121,163
	20,000	PGT Innovations, Inc., 4.375%, 10/1/29 (144A)	19,900
	85,000	Standard Industries, Inc., 4.375%, 7/15/30 (144A)	85,000
	10,000	Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 1/15/29 (144A)	10,475
		Total Building Materials	$ 486,055
		Chemicals - 0.1%
	55,000	Ingevity Corp., 3.875%, 11/1/28 (144A)	$ 54,035
	71,000	NOVA Chemicals Corp., 5.25%, 6/1/27 (144A)	74,725
	150,000	Tronox, Inc., 4.625%, 3/15/29 (144A)	147,050
		Total Chemicals	$ 275,810
		Commercial Services - 0.2%
	35,000	Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.625%, 7/15/26 (144A)	$ 36,803
	90,000	CoreLogic, Inc., 4.5%, 5/1/28 (144A)	88,926
	110,000	Element Fleet Management Corp., 1.6%, 4/6/24 (144A)	110,741
	115,000	Garda World Security Corp., 4.625%, 2/15/27 (144A)	113,850
	50,000	HealthEquity, Inc., 4.5%, 10/1/29 (144A)	50,562
	295,000	Moody's Corp., 2.75%, 8/19/41	289,063
	115,000	Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, 1/15/28 (144A)	117,875
		Total Commercial Services	$ 807,820
		Cosmetics/Personal Care - 0.0%†
	75,000	Edgewell Personal Care Co., 5.5%, 6/1/28 (144A)	$ 78,462
		Total Cosmetics/Personal Care	$ 78,462
		Diversified Financial Services - 0.4%
	205,000	Aercap Ireland CAP, 3.3%, 1/30/32	$ 209,018
	225,000	Alliance Data Systems Corp., 7.0%, 1/15/26 (144A)	239,625
	18,000	Avolon Holdings Funding, Ltd., 3.95%, 7/1/24 (144A)	18,986
	200,000	B3 SA - Brasil Bolsa Balcao, 4.125%, 9/20/31 (144A)	191,490
	300,000	Capital One Financial Corp., 3.75%, 4/24/24	318,974
	110,000	Capital One Financial Corp., 4.25%, 4/30/25	120,412
	45,000	Nationstar Mortgage Holdings, Inc., 5.125%, 12/15/30 (144A)	45,353
	15,000	Nationstar Mortgage Holdings, Inc., 6.0%, 1/15/27 (144A)	15,675
	120,000	OneMain Finance Corp., 3.5%, 1/15/27	117,300
	305,000	OneMain Finance Corp., 4.0%, 9/15/30	296,231
	185,000	Raymond James Financial, Inc., 3.75%, 4/1/51	210,737
Principal Amount USD ($)			Value
		Diversified Financial Services - (continued)
	163,000	United Wholesale Mortgage LLC, 5.5%, 4/15/29 (144A)	$ 158,518
		Total Diversified Financial Services	$ 1,942,319
		Electric - 0.8%
	190,000	AES Corp., 2.45%, 1/15/31	$ 186,083
	60,000	AES Corp., 3.95%, 7/15/30 (144A)	65,472
	125,000	American Electric Power Co., Inc., 4.3%, 12/1/28	141,421
	529,000	Calpine Corp., 3.75%, 3/1/31 (144A)	507,845
	30,000	Clearway Energy Operating LLC, 3.75%, 1/15/32 (144A)	29,855
	220,000	Consolidated Edison Co. of New York, Inc., 4.625%, 12/1/54	279,424
	76,000(f)	Dominion Energy, Inc., 3.071%, 8/15/24	79,758
	250,000	Duke Energy Carolinas LLC, 3.95%, 3/15/48	292,640
	230,000	Edison International, 2.95%, 3/15/23	234,744
	200,000(d)	Enel S.p.A., 8.75% (5 Year USD Swap Rate + 588 bps), 9/24/73 (144A)	226,040
	121,000	New York State Electric & Gas Corp., 3.3%, 9/15/49 (144A)	128,112
	25,000	Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.5%, 8/15/28 (144A)	25,875
	205,000	Puget Energy, Inc., 2.379%, 6/15/28	202,936
	145,000	Puget Energy, Inc., 4.1%, 6/15/30	159,564
	350,000	San Diego Gas & Electric Co., 2.95%, 8/15/51	354,848
	215,000	Sempra Energy, 3.4%, 2/1/28	231,154
	90,000	Talen Energy Supply LLC, 6.625%, 1/15/28 (144A)	85,050
	100,000	Talen Energy Supply LLC, 7.625%, 6/1/28 (144A)	95,500
	200,000	Virginia Electric & Power Co., 4.45%, 2/15/44	245,202
	155,000	Vistra Operations Co. LLC, 4.375%, 5/1/29 (144A)	153,450
		Total Electric	$ 3,724,973
		Electronics - 0.0%†
	55,000	Atkore, Inc., 4.25%, 6/1/31 (144A)	$ 55,550
		Total Electronics	$ 55,550
		Energy-Alternate Sources - 0.1%
	42,142	Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A)	$ 48,597
	560,000	Atlantica Sustainable Infrastructure Plc, 4.125%, 6/15/28 (144A)	570,500
		Total Energy-Alternate Sources	$ 619,097
		Engineering & Construction - 0.1%
	118,000	Dycom Industries, Inc., 4.5%, 4/15/29 (144A)	$ 119,770
	95,000	TopBuild Corp., 4.125%, 2/15/32 (144A)	95,831
		Total Engineering & Construction	$ 215,601
		Entertainment - 0.0%†
	25,000	Boyne USA, Inc., 4.75%, 5/15/29 (144A)	$ 25,563
		Total Entertainment	$ 25,563
		Food - 0.2%
	160,000	Lamb Weston Holdings, Inc., 4.125%, 1/31/30 (144A)	$ 160,152
	160,000	Lamb Weston Holdings, Inc., 4.375%, 1/31/32 (144A)	160,237
	200,000	Minerva Luxembourg SA, 4.375%, 3/18/31 (144A)	190,140
	40,000	Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.625%, 3/1/29 (144A)	40,400
	215,000	Smithfield Foods, Inc., 2.625%, 9/13/31 (144A)	207,518
	155,000	Smithfield Foods, Inc., 3.0%, 10/15/30 (144A)	155,126
	4,000	Smithfield Foods, Inc., 5.2%, 4/1/29 (144A)	4,599
		Total Food	$ 918,172
		Forest Products & Paper - 0.0%†
	95,000	Glatfelter Corp., 4.75%, 11/15/29 (144A)	$ 96,701
		Total Forest Products & Paper	$ 96,701
		Gas - 0.2%
	325,000	Boston Gas Co., 3.15%, 8/1/27 (144A)	$ 341,212
	250,000	Southern California Gas Co., 5.125%, 11/15/40	324,600
		Total Gas	$ 665,812
		Hand/Machine Tools - 0.0%†
	96,000	Kennametal, Inc., 2.8%, 3/1/31	$ 96,266
		Total Hand/Machine Tools	$ 96,266
		Healthcare-Products - 0.1%
	140,000	Edwards Lifesciences Corp., 4.3%, 6/15/28	$ 160,108
	350,000	Smith & Nephew Plc, 2.032%, 10/14/30	340,405
		Total Healthcare-Products	$ 500,513
		Healthcare-Services - 0.2%
	400,000	Fresenius Medical Care US Finance III, Inc., 2.375%, 2/16/31 (144A)	$ 386,251
	200,000	Laboratory Corp. of America Holdings, 2.7%, 6/1/31	203,719
	60,000	ModivCare Escrow Issuer, Inc., 5.0%, 10/1/29 (144A)	61,030
		Total Healthcare-Services	$ 651,000
		Insurance - 0.9%
	250,000	AXA SA, 8.6%, 12/15/30	$ 367,978
	50,000(d)	Farmers Exchange Capital III, 5.454% (3 Month USD LIBOR + 345 bps), 10/15/54 (144A)	61,109
	225,000(d)	Farmers Insurance Exchange, 4.747% (3 Month USD LIBOR + 323 bps), 11/1/57 (144A)	257,960
	875,000	Liberty Mutual Insurance Co., 7.697%, 10/15/97 (144A)	1,391,471
	250,000	Nationwide Financial Services, Inc., 5.3%, 11/18/44 (144A)	316,557
	402,000	Nationwide Mutual Insurance Co., 4.35%, 4/30/50 (144A)	467,569
	270,000(d)	Nippon Life Insurance Co., 2.75% (5 Year CMT Index + 265 bps), 1/21/51 (144A)	262,237
	200,000(d)	Nippon Life Insurance Co., 2.9% (5 Year CMT Index + 260 bps), 9/16/51 (144A)	194,587
Principal Amount USD ($)			Value
		Insurance - (continued)
	305,000	Prudential Financial, Inc., 3.0%, 3/10/40	$ 313,140
	163,000	Prudential Financial, Inc., 3.878%, 3/27/28	182,936
	110,000	Teachers Insurance & Annuity Association of America, 4.27%, 5/15/47 (144A)	134,660
	110,000	Teachers Insurance & Annuity Association of America, 4.9%, 9/15/44 (144A)	143,642
	20,000	Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A)	29,906
	40,000	Willis North America, Inc., 2.95%, 9/15/29	41,325
		Total Insurance	$ 4,165,077
		Internet - 0.2%
	625,000	Amazon.com, Inc., 3.1%, 5/12/51	$ 670,581
		Total Internet	$ 670,581
		Lodging - 0.0%†
	110,000	Hilton Domestic Operating Co., Inc., 3.75%, 5/1/29 (144A)	$ 110,000
		Total Lodging	$ 110,000
		Machinery-Diversified - 0.2%
	500,000	CNH Industrial Capital LLC, 1.875%, 1/15/26	$ 504,292
	180,000	CNH Industrial Capital LLC, 1.95%, 7/2/23	183,216
		Total Machinery-Diversified	$ 687,508
		Media - 0.2%
	125,000	CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 6/1/33 (144A)	$ 124,688
	200,000	CSC Holdings LLC, 4.625%, 12/1/30 (144A)	183,250
	53,000	Diamond Sports Group LLC/Diamond Sports Finance Co., 6.625%, 8/15/27 (144A)	15,805
	350,000	Walt Disney Co., 3.8%, 3/22/30	394,357
		Total Media	$ 718,100
		Metal Fabricate/Hardware - 0.0%†
	5,000	Roller Bearing Co. of America, Inc., 4.375%, 10/15/29 (144A)	$ 5,094
		Total Metal Fabricate/Hardware	$ 5,094
		Mining - 0.3%
	200,000	Anglo American Capital Plc, 2.25%, 3/17/28 (144A)	$ 196,671
	290,000	AngloGold Ashanti Holdings Plc, 3.75%, 10/1/30	293,262
	250,000	Corp Nacional del Cobre de Chile, 5.625%, 10/18/43 (144A)	322,260
	199,000	FMG Resources August 2006 Pty, Ltd., 4.375%, 4/1/31 (144A)	201,487
	35,000	Novelis Corp., 3.25%, 11/15/26 (144A)	34,913
	55,000	Novelis Corp., 3.875%, 8/15/31 (144A)	53,697
		Total Mining	$ 1,102,290
		Miscellaneous Manufacturer - 0.0%†
	50,000	Hillenbrand, Inc., 3.75%, 3/1/31	$ 48,875
		Total Miscellaneous Manufacturer	$ 48,875
		Multi-National - 0.1%
	370,000	Banque Ouest Africaine de Developpement, 4.7%, 10/22/31 (144A)	$ 402,841
		Total Multi-National	$ 402,841
		Oil & Gas - 0.5%
	379,000	Cenovus Energy, Inc., 6.75%, 11/15/39	$ 518,847
	45,000	EQT Corp., 3.625%, 5/15/31 (144A)	45,956
	45,000	Hilcorp Energy I LP/Hilcorp Finance Co., 6.0%, 2/1/31 (144A)	46,187
	600,000	Lundin Energy Finance BV, 3.1%, 7/15/31 (144A)	605,008
	95,000	MEG Energy Corp., 7.125%, 2/1/27 (144A)	99,750
	70,000	Phillips 66, 2.15%, 12/15/30	67,696
	250,000	Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A)	269,137
	330,000	Southwestern Energy Co., 5.375%, 3/15/30	348,143
	95,000	Sunoco LP/Sunoco Finance Corp., 4.5%, 4/30/30 (144A)	95,838
	162,000	Valero Energy Corp., 6.625%, 6/15/37	220,597
		Total Oil & Gas	$ 2,317,159
		Packaging & Containers - 0.0%†
	100,000	TriMas Corp., 4.125%, 4/15/29 (144A)	$ 101,250
		Total Packaging & Containers	$ 101,250
		Pharmaceuticals - 0.6%
	618,000	AbbVie, Inc., 3.2%, 11/21/29	$ 660,734
	117,000	AbbVie, Inc., 4.05%, 11/21/39	134,325
	55,000	AdaptHealth LLC, 5.125%, 3/1/30 (144A)	55,275
	147,000	Bausch Health Americas, Inc., 9.25%, 4/1/26 (144A)	156,187
	250,000	Cardinal Health, Inc., 4.9%, 9/15/45	303,211
	135,000	Cigna Corp., 4.375%, 10/15/28	154,822
	83,290	CVS Pass-Through Trust, 5.298%, 1/11/27 (144A)	90,446
	82,852	CVS Pass-Through Trust, 5.773%, 1/10/33 (144A)	99,022
	65,326	CVS Pass-Through Trust, 8.353%, 7/10/31 (144A)	84,023
	200,000	Organon & Co./Organon Foreign Debt Co.-Issuer BV, 4.125%, 4/30/28 (144A)	202,750
	371,000	Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/1/26	349,667
	400,000	Teva Pharmaceutical Finance Netherlands III BV, 6.75%, 3/1/28	438,000
		Total Pharmaceuticals	$ 2,728,462
		Pipelines - 0.7%
	40,000	Enable Midstream Partners LP, 4.15%, 9/15/29	$ 43,098
	332,000	Enable Midstream Partners LP, 4.95%, 5/15/28	371,055
	210,000	EnLink Midstream Partners LP, 5.45%, 6/1/47	210,000
	47,000	EnLink Midstream Partners LP, 5.6%, 4/1/44	46,102
	50,000	Hess Midstream Operations LP, 4.25%, 2/15/30 (144A)	50,000
	85,000	Hess Midstream Operations LP, 5.125%, 6/15/28 (144A)	88,289
Principal Amount USD ($)			Value
		Pipelines - (continued)
	295,000	Midwest Connector Capital Co. LLC, 4.625%, 4/1/29 (144A)	$ 314,609
	280,000	MPLX LP, 4.25%, 12/1/27	312,127
	180,000	NGPL PipeCo LLC, 3.25%, 7/15/31 (144A)	183,326
	400,000	Phillips 66 Partners LP, 3.75%, 3/1/28	437,118
	290,000	Sabine Pass Liquefaction LLC, 5.0%, 3/15/27	328,891
	35,000	Venture Global Calcasieu Pass LLC, 3.875%, 8/15/29 (144A)	35,672
	55,000	Venture Global Calcasieu Pass LLC, 4.125%, 8/15/31 (144A)	56,922
	205,000	Williams Cos., Inc., 5.75%, 6/24/44	269,160
	242,000	Williams Cos., Inc., 7.75%, 6/15/31	333,934
		Total Pipelines	$ 3,080,303
		Real Estate - 0.0%†
	155,000	Kennedy-Wilson, Inc., 4.75%, 2/1/30	$ 155,969
		Total Real Estate	$ 155,969
		REITs - 0.7%
	125,000	Alexandria Real Estate Equities, Inc., 1.875%, 2/1/33	$ 117,329
	50,000	Alexandria Real Estate Equities, Inc., 3.45%, 4/30/25	53,737
	125,000	Corporate Office Properties LP, 2.0%, 1/15/29	121,301
	145,000	Corporate Office Properties LP, 2.75%, 4/15/31	145,641
	300,000	Duke Realty LP, 3.75%, 12/1/24	321,326
	568,000	HAT Holdings I LLC/HAT Holdings II LLC, 3.375%, 6/15/26 (144A)	563,030
	399,000	Healthcare Realty Trust, Inc., 2.05%, 3/15/31	385,686
	265,000	Healthcare Trust of America Holdings LP, 3.1%, 2/15/30	274,593
	82,000	Iron Mountain, Inc., 4.5%, 2/15/31 (144A)	82,820
	160,000	iStar, Inc., 4.25%, 8/1/25	164,000
	65,000	iStar, Inc., 4.75%, 10/1/24	68,673
	40,000	iStar, Inc., 5.5%, 2/15/26	41,550
	265,000	Lexington Realty Trust, 2.375%, 10/1/31	255,150
	110,000	Lexington Realty Trust, 2.7%, 9/15/30	110,498
	123,000	MPT Operating Partnership LP/MPT Finance Corp., 3.5%, 3/15/31	123,935
	105,000	Sun Communities Operating LP, 2.3%, 11/1/28	104,214
	205,000	UDR, Inc., 1.9%, 3/15/33	190,555
	140,000	UDR, Inc., 4.4%, 1/26/29	158,124
		Total REITs	$ 3,282,162
		Retail - 0.3%
	240,000	7-Eleven, Inc., 1.8%, 2/10/31 (144A)	$ 227,844
	240,000	7-Eleven, Inc., 2.8%, 2/10/51 (144A)	224,981
	50,000	AutoNation, Inc., 1.95%, 8/1/28	48,830
	50,000	AutoNation, Inc., 2.4%, 8/1/31	48,506
	250,000	AutoNation, Inc., 4.75%, 6/1/30	290,554
	65,000	Beacon Roofing Supply, Inc., 4.125%, 5/15/29 (144A)	63,944
	565,000	Best Buy Co., Inc., 1.95%, 10/1/30	545,836
	25,000	Gap, Inc., 3.625%, 10/1/29 (144A)	24,500
	25,000	Gap, Inc., 3.875%, 10/1/31 (144A)	24,500
		Total Retail	$ 1,499,495
		Semiconductors - 0.1%
	391,000	Broadcom, Inc., 3.187%, 11/15/36 (144A)	$ 384,874
	60,000	Broadcom, Inc., 4.3%, 11/15/32	66,849
	105,000	Skyworks Solutions, Inc., 3.0%, 6/1/31	106,282
		Total Semiconductors	$ 558,005
		Software - 0.3%
	435,000	Autodesk, Inc., 2.4%, 12/15/31	$ 428,149
	530,000	Broadridge Financial Solutions, Inc., 2.6%, 5/1/31	533,693
	175,000	Infor, Inc., 1.75%, 7/15/25 (144A)	176,391
		Total Software	$ 1,138,233
		Telecommunications - 0.4%
	448,000	Level 3 Financing, Inc., 3.75%, 7/15/29 (144A)	$ 423,360
	96,000	Level 3 Financing, Inc., 4.625%, 9/15/27 (144A)	98,400
	110,000	Lumen Technologies, Inc., 5.8%, 3/15/22	111,203
	215,000	Motorola Solutions, Inc., 2.3%, 11/15/30	210,013
	174,000	Plantronics, Inc., 4.75%, 3/1/29 (144A)	159,645
	625,000	T-Mobile USA, Inc., 2.55%, 2/15/31	620,585
	230,000	Verizon Communications, Inc., 3.55%, 3/22/51	247,601
		Total Telecommunications	$ 1,870,807
		Transportation - 0.3%
	150,000	Burlington Northern Santa Fe LLC, 5.15%, 9/1/43	$ 204,373
	250,000	FedEx Corp., 4.55%, 4/1/46	302,660
	370,000	Union Pacific Corp., 3.375%, 2/1/35	403,282
	350,000	United Parcel Service, Inc., 4.45%, 4/1/30	415,448
		Total Transportation	$ 1,325,763
		Trucking & Leasing - 0.1%
	195,000	Penske Truck Leasing Co. LP/PTL Finance Corp., 1.7%, 6/15/26 (144A)	$ 194,176
	165,000	Penske Truck Leasing Co. LP/PTL Finance Corp., 3.35%, 11/1/29 (144A)	175,837
	99,000	Penske Truck Leasing Co. LP/PTL Finance Corp., 4.2%, 4/1/27 (144A)	110,197
		Total Trucking & Leasing	$ 480,210
Principal Amount USD ($)			Value
		Water - 0.0%†
	75,000	Essential Utilities, Inc., 3.566%, 5/1/29	$ 81,104
		Total Water	$ 81,104
		TOTAL CORPORATE BONDS
		(Cost $47,140,474)	$ 49,005,218
		FOREIGN GOVERNMENT BONDS - 0.2% of Net Assets
		Chile - 0.1%
	270,000	Chile Government International Bond, 3.1%, 5/7/41	$ 263,271
		Total Chile	$ 263,271
		Mexico - 0.1%
	300,000	Mexico Government International Bond, 4.6%, 2/10/48	$ 318,657
		Total Mexico	$ 318,657
		Philippines - 0.0%†
	200,000	Philippine Government International Bond, 5.0%, 1/13/37	$ 246,403
		Total Philippines	$ 246,403
		TOTAL FOREIGN GOVERNMENT BONDS
		(Cost $805,869)	$ 828,331
		INSURANCE-LINKED SECURITIES - 0.4% of Net Assets#
		Event Linked Bonds - 0.4%
		Health - U.S. - 0.0%†
	250,000(c)	Vitality Re X, 1.791% (3 Month U.S. Treasury Bill + 175 bps), 1/10/23 (144A)	$ 244,100
		Multiperil - U.S. - 0.2%
	250,000(c)	Easton Re Pte, 4.041% (3 Month U.S. Treasury Bill + 400 bps), 1/8/24 (144A)	$ 253,225
	250,000(c)	Residential Reinsurance 2017, 6.081% (3 Month U.S. Treasury Bill + 604 bps), 12/6/21 (144A)	250,350
	250,000(c)	Tailwind Re 2017-1, 7.691% (3 Month U.S. Treasury Bill + 765 bps), 1/8/22 (144A)	251,350
			$ 754,925
		Multiperil - U.S. & Canada - 0.1%
	250,000(c)	Mona Lisa Re, 8.041% (3 Month U.S. Treasury Bill + 800 bps), 1/9/23 (144A)	$ 252,475
		Windstorm - U.S. - 0.1%
	250,000(c)	Bonanza Re, 4.791% (3 Month U.S. Treasury Bill + 475 bps), 12/23/24 (144A)	$ 254,525
		Total Event Linked Bonds	$ 1,506,025
Face Amount USD ($)
		Reinsurance Sidecars - 0.0%†
		Multiperil - Worldwide - 0.0%†
	250,000+(a)(g)	Bantry Re 2016, 3/31/23	$ 20,150
	100,000+(a)(h)	Lorenz Re 2018, 7/1/22	765
	100,000+(g)	Sector Re V, Series 9, Class A, 3/1/24 (144A)	65,143
			$ 86,058
		Total Reinsurance Sidecars	$ 86,058
		TOTAL INSURANCE-LINKED SECURITIES
		(Cost $1,639,120)	$ 1,592,083
Principal Amount USD ($)
		MUNICIPAL BONDS - 0.1% of Net Assets(i)
		Municipal Education - 0.0%†
	100,000	Massachusetts Development Finance Agency, Series B, 4.844%, 9/1/43	$ 127,084
		Total Municipal Education	$ 127,084
		Municipal General - 0.0%†
	100,000(j)	Central Texas Regional Mobility Authority, 1/1/25	$ 97,236
		Total Municipal General	$ 97,236
		Municipal Higher Education - 0.1%
	200,000(k)	University of California, Series AG, 4.062%, 5/15/33	$ 211,474
		Total Municipal Higher Education	$ 211,474
		Municipal Medical - 0.0%†
	100,000	Health & Educational Facilities Authority of the State of Missouri, Washington University, Series A, 3.685%, 2/15/47	$ 119,952
		Total Municipal Medical	$ 119,952
		TOTAL MUNICIPAL BONDS
		(Cost $484,257)	$ 555,746
		SENIOR SECURED FLOATING RATE LOAN INTERESTS - 0.2% of Net Assets*(c)
		Broadcasting & Entertainment - 0.0%†
	107,120	Sinclair Television Group, Inc., Tranche B Term Loan, 2.34% (LIBOR + 225 bps), 1/3/24	$ 105,804
		Total Broadcasting & Entertainment	$ 105,804
		Computers & Electronics - 0.1%
	168,875	Iron Mountain Information Management LLC, Incremental Term B Loan, 1.837% (LIBOR + 175 bps), 1/2/26	$ 167,292
		Total Computers & Electronics	$ 167,292
		Forest Products - 0.0%†
	109,725	Schweitzer-Mauduit International, Inc., Term B Loan, 4.5% (LIBOR + 375 bps), 2/9/28	$ 109,656
		Total Forest Products	$ 109,656
Principal Amount USD ($)			Value
		Insurance - 0.0%†
	96,482	USI, Inc., 2017 New Term Loan, 3.132% (LIBOR + 300 bps), 5/16/24	$ 95,897
		Total Insurance	$ 95,897
		Leasing - 0.1%
	73,161	Avolon TLB Borrower 1 (US) LLC, Term B-4 Loan, 2.25% (LIBOR + 150 bps), 2/12/27	$ 72,629
	130,275	IBC Capital I, Ltd., First Lien Tranche B-1 Term Loan, 3.87% (LIBOR + 375 bps), 9/11/23	128,361
		Total Leasing	$ 200,990
		Machinery - 0.0%†
	100,000	Grinding Media, Inc., First Lien Initial Term Loan, 4.75% (LIBOR + 400 bps), 10/12/28	$ 100,375
		Total Machinery	$ 100,375
		Securities & Trusts - 0.0%†
	40,000	LSF11 A5 Holdco LLC, Term Loan, 4.25% (LIBOR + 375 bps), 10/15/28	$ 40,016
		Total Securities & Trusts	$ 40,016
		TOTAL SENIOR SECURED FLOATING RATE LOAN INTERESTS
		(Cost $823,534)	$ 820,030
		U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 22.3% of Net Assets
	1,000,000	Fannie Mae, 1.5%, 11/1/36 (TBA)	$ 1,005,859
	400,000	Fannie Mae, 2.0%, 11/1/36 (TBA)	410,391
	21,596	Fannie Mae, 2.5%, 3/1/43	22,374
	16,469	Fannie Mae, 2.5%, 4/1/43	17,078
	7,707	Fannie Mae, 2.5%, 8/1/43	7,992
	15,560	Fannie Mae, 2.5%, 4/1/45	16,077
	24,349	Fannie Mae, 2.5%, 4/1/45	25,159
	14,741	Fannie Mae, 2.5%, 8/1/45	15,176
	497,186	Fannie Mae, 2.5%, 10/1/51	512,154
	10,000,000	Fannie Mae, 2.5%, 11/1/51 (TBA)	10,269,531
	47,770	Fannie Mae, 3.0%, 10/1/30	50,508
	13,038	Fannie Mae, 3.0%, 2/1/43	13,878
	122,290	Fannie Mae, 3.0%, 6/1/45	131,055
	5,973	Fannie Mae, 3.0%, 5/1/46	6,360
	5,947	Fannie Mae, 3.0%, 10/1/46	6,320
	2,874	Fannie Mae, 3.0%, 1/1/47	3,048
	20,237	Fannie Mae, 3.0%, 7/1/49	21,610
	1,400,000	Fannie Mae, 3.0%, 1/1/51 (TBA)	1,456,835
	3,000,000	Fannie Mae, 3.0%, 11/1/51 (TBA)	3,130,195
	600,000	Fannie Mae, 3.0%, 12/1/51 (TBA)	625,178
	479,980	Fannie Mae, 3.5%, 7/1/43	521,480
	128,090	Fannie Mae, 3.5%, 1/1/47	137,543
	10,611	Fannie Mae, 3.5%, 2/1/49	11,182
	6,597	Fannie Mae, 3.5%, 4/1/49	6,750
	199,758	Fannie Mae, 3.5%, 5/1/49	217,043
	299,654	Fannie Mae, 3.5%, 5/1/49	327,102
	304,682	Fannie Mae, 3.5%, 6/1/49	331,575
	3,000,000	Fannie Mae, 3.5%, 11/1/51 (TBA)	3,170,391
	1,000,000	Fannie Mae, 3.5%, 12/1/51 (TBA)	1,056,328
	96,404	Fannie Mae, 4.0%, 10/1/40	107,750
	150,140	Fannie Mae, 4.0%, 3/1/41	165,404
	33,884	Fannie Mae, 4.0%, 5/1/42	37,321
	221,226	Fannie Mae, 4.0%, 6/1/42	244,482
	67,071	Fannie Mae, 4.0%, 9/1/42	73,807
	165,138	Fannie Mae, 4.0%, 7/1/43	176,805
	42,658	Fannie Mae, 4.0%, 8/1/43	46,759
	104,006	Fannie Mae, 4.0%, 8/1/43	114,919
	36,458	Fannie Mae, 4.0%, 4/1/47	39,784
	10,218	Fannie Mae, 4.0%, 6/1/47	11,160
	16,363	Fannie Mae, 4.0%, 6/1/47	17,850
	137,526	Fannie Mae, 4.0%, 3/1/48	147,195
	1,500,000	Fannie Mae, 4.0%, 11/1/51 (TBA)	1,606,052
	1,000,000	Fannie Mae, 4.0%, 12/1/51 (TBA)	1,070,624
	143,126	Fannie Mae, 4.5%, 6/1/40	159,457
	110,967	Fannie Mae, 4.5%, 4/1/41	124,739
	175,039	Fannie Mae, 4.5%, 12/1/43	194,574
	335,379	Fannie Mae, 4.5%, 5/1/49	367,295
	198,827	Fannie Mae, 4.5%, 4/1/50	216,632
	3,200,000	Fannie Mae, 4.5%, 11/1/51 (TBA)	3,459,000
	2,800,000	Fannie Mae, 4.5%, 12/1/51 (TBA)	3,028,571
	82,823	Fannie Mae, 5.0%, 5/1/31	93,403
	24,513	Fannie Mae, 5.0%, 6/1/49	26,920
	14,651	Fannie Mae, 5.0%, 10/1/49	16,123
	2,380	Fannie Mae, 5.5%, 3/1/23	2,420
	2,416	Fannie Mae, 5.5%, 3/1/34	2,706
	5,343	Fannie Mae, 5.5%, 12/1/34	6,100
	34,616	Fannie Mae, 5.5%, 10/1/35	40,143
	11,933	Fannie Mae, 5.5%, 12/1/35	13,879
	15,831	Fannie Mae, 5.5%, 12/1/35	18,412
	9,791	Fannie Mae, 5.5%, 5/1/37	11,427
	70,846	Fannie Mae, 5.5%, 5/1/38	82,754
	377	Fannie Mae, 6.0%, 9/1/29	429
Principal Amount USD ($)			Value
		U.S. GOVERNMENT AND AGENCY OBLIGATIONS - (continued)
	1,078	Fannie Mae, 6.0%, 8/1/32	$ 1,263
	5,938	Fannie Mae, 6.0%, 12/1/33	6,671
	6,234	Fannie Mae, 6.0%, 10/1/37	7,357
	4,173	Fannie Mae, 6.0%, 12/1/37	4,927
	7,678	Fannie Mae, 6.5%, 4/1/29	8,431
	3,106	Fannie Mae, 6.5%, 7/1/29	3,493
	10,462	Fannie Mae, 6.5%, 5/1/32	11,918
	9,772	Fannie Mae, 6.5%, 9/1/32	11,277
	4,337	Fannie Mae, 6.5%, 10/1/32	4,899
	9,253	Fannie Mae, 7.0%, 1/1/36	10,631
	197,070	Federal Home Loan Mortgage Corp, 2.5%, 8/1/51	203,334
	46,057	Federal Home Loan Mortgage Corp., 3.0%, 2/1/43	49,376
	75,777	Federal Home Loan Mortgage Corp., 3.0%, 4/1/43	81,250
	47,149	Federal Home Loan Mortgage Corp., 3.0%, 5/1/43	50,193
	94,475	Federal Home Loan Mortgage Corp., 3.0%, 6/1/46	100,564
	23,515	Federal Home Loan Mortgage Corp., 3.0%, 12/1/46	25,032
	183,286	Federal Home Loan Mortgage Corp., 3.0%, 2/1/47	196,350
	9,327	Federal Home Loan Mortgage Corp., 3.0%, 11/1/47	9,968
	104,005	Federal Home Loan Mortgage Corp., 3.5%, 3/1/42	112,464
	113,524	Federal Home Loan Mortgage Corp., 3.5%, 8/1/46	122,411
	117,159	Federal Home Loan Mortgage Corp., 3.5%, 8/1/46	126,893
	124,771	Federal Home Loan Mortgage Corp., 3.5%, 8/1/46	135,390
	11,833	Federal Home Loan Mortgage Corp., 3.5%, 6/1/47	12,747
	139,307	Federal Home Loan Mortgage Corp., 4.0%, 2/1/40	153,984
	190,756	Federal Home Loan Mortgage Corp., 4.0%, 11/1/40	210,168
	194,466	Federal Home Loan Mortgage Corp., 4.0%, 11/1/40	214,926
	118,458	Federal Home Loan Mortgage Corp., 4.0%, 1/1/41	130,512
	19,867	Federal Home Loan Mortgage Corp., 4.0%, 4/1/47	21,543
	29,732	Federal Home Loan Mortgage Corp., 4.0%, 4/1/47	32,369
	58,858	Federal Home Loan Mortgage Corp., 4.0%, 4/1/47	64,069
	22,004	Federal Home Loan Mortgage Corp., 4.5%, 8/1/34	24,464
	71,220	Federal Home Loan Mortgage Corp., 4.5%, 5/1/40	79,362
	34,851	Federal Home Loan Mortgage Corp., 4.5%, 7/1/40	38,898
	67,484	Federal Home Loan Mortgage Corp., 4.5%, 5/1/41	74,713
	17,046	Federal Home Loan Mortgage Corp., 5.0%, 11/1/34	19,478
	14,623	Federal Home Loan Mortgage Corp., 5.0%, 8/1/37	16,733
	3,537	Federal Home Loan Mortgage Corp., 5.0%, 5/1/39	4,052
	9,370	Federal Home Loan Mortgage Corp., 5.0%, 12/1/39	10,732
	38,206	Federal Home Loan Mortgage Corp., 5.0%, 10/1/49	42,082
	360,327	Federal Home Loan Mortgage Corp., 5.0%, 12/1/49	396,652
	9,509	Federal Home Loan Mortgage Corp., 5.5%, 11/1/34	11,053
	5,815	Federal Home Loan Mortgage Corp., 6.0%, 1/1/38	6,822
	11,895	Federal Home Loan Mortgage Corp., 6.0%, 10/1/38	14,005
	4,663	Federal Home Loan Mortgage Corp., 6.5%, 10/1/33	5,413
	70,197	Federal Home Loan Mortgage Corp., 7.0%, 10/1/46	73,185
	2,000,000	Government National Mortgage Association, 2.5%, 11/1/51 (TBA)	2,055,781
	1,400,000	Government National Mortgage Association, 3.0%, 11/1/51 (TBA)	1,453,539
	1,400,000	Government National Mortgage Association, 3.5%, 11/1/51 (TBA)	1,464,641
	700,000	Government National Mortgage Association, 4.0%, 11/1/51 (TBA)	741,944
	500,000	Government National Mortgage Association, 4.5%, 11/1/51 (TBA)	533,281
	89,002	Government National Mortgage Association I, 3.5%, 11/15/41	95,677
	9,174	Government National Mortgage Association I, 3.5%, 10/15/42	9,783
	135,951	Government National Mortgage Association I, 4.0%, 9/15/41	149,124
	24,400	Government National Mortgage Association I, 4.0%, 4/15/45	26,766
	49,531	Government National Mortgage Association I, 4.0%, 6/15/45	54,306
	27,798	Government National Mortgage Association I, 4.5%, 5/15/39	31,811
	6,298	Government National Mortgage Association I, 5.5%, 8/15/33	7,347
	9,437	Government National Mortgage Association I, 5.5%, 9/15/33	10,609
	7,900	Government National Mortgage Association I, 6.0%, 10/15/33	8,980
	9,121	Government National Mortgage Association I, 6.0%, 9/15/34	10,238
	31,812	Government National Mortgage Association I, 6.0%, 9/15/38	37,036
	4,094	Government National Mortgage Association I, 6.5%, 10/15/28	4,575
	15,395	Government National Mortgage Association I, 6.5%, 5/15/31	17,206
	6,226	Government National Mortgage Association I, 6.5%, 6/15/32	7,169
	11,635	Government National Mortgage Association I, 6.5%, 12/15/32	13,481
	12,655	Government National Mortgage Association I, 6.5%, 5/15/33	14,144
	148	Government National Mortgage Association I, 7.0%, 8/15/28	163
	2,369	Government National Mortgage Association I, 8.0%, 2/15/30	2,380
	37,318	Government National Mortgage Association II, 4.5%, 9/20/44	40,559
	17,651	Government National Mortgage Association II, 4.5%, 10/20/44	19,608
	36,981	Government National Mortgage Association II, 4.5%, 11/20/44	41,062
	13,729	Government National Mortgage Association II, 5.5%, 2/20/34	16,123
	21,797	Government National Mortgage Association II, 6.5%, 11/20/28	24,299
	1,196	Government National Mortgage Association II, 7.5%, 9/20/29	1,359
	12,000,000(j)	U.S. Treasury Bills, 11/12/21	11,999,853
	10,000,000(j)	U.S. Treasury Bills, 11/23/21	9,999,658
	13,668,000(j)	U.S. Treasury Bills, 11/26/21	13,667,464
Principal Amount USD ($)			Value
		U.S. GOVERNMENT AND AGENCY OBLIGATIONS - (continued)
	3,332,000(j)	U.S. Treasury Bills, 12/2/21	$ 3,331,827
	4,000,000(j)	U.S. Treasury Bills, 12/9/21	3,999,732
	535,000	U.S. Treasury Bonds, 2.0%, 2/15/50	540,266
	1,550,000	U.S. Treasury Bonds, 3.0%, 2/15/48	1,885,914
	1,480,000	U.S. Treasury Bonds, 3.0%, 2/15/49	1,811,497
	1,508,672	U.S. Treasury Inflation Indexed Bonds, 0.125%, 1/15/31	1,673,271
	49,596	U.S. Treasury Inflation Indexed Bonds, 0.125%, 2/15/51	56,351
	66,930	U.S. Treasury Inflation Indexed Bonds, 0.25%, 2/15/50	78,013
	1,250,000	U.S. Treasury Notes, 0.375%, 4/30/25	1,226,562
	1,550,000	U.S. Treasury Notes, 1.125%, 2/15/31	1,495,750
	2,500,000	U.S. Treasury Notes, 1.5%, 2/15/30	2,503,809
		TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS
		(Cost $99,207,331)	$ 99,356,080
		TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS - 107.2%
		(Cost $385,601,895)	$ 476,664,075

Shares			Dividend Income	Net Realized Gain (Loss)	Change in Net Unrealized Appreciation (Depreciation)	Value
		AFFILIATED ISSUER - 0.2%
		CLOSED-END FUND -  0.2% of Net Assets
	110,371(l)	Pioneer ILS Interval Fund	-               $	-          $	(24,282)	$ 931,531
		TOTAL CLOSED-END FUND
		(Cost $1,123,856)				$ 931,531
		TOTAL INVESTMENTS IN AFFILIATED ISSUER - 0.2%
		(Cost $1,123,856)				$ 931,531
		OTHER ASSETS AND LIABILITIES - (7.4)%				$ (32,773,504)
		NET ASSETS - 100.0%				$ 444,822,102

bps	Basis Points.
CMT	Constant Maturity Treasury Index.
FREMF	Freddie Mac Multifamily Fixed-Rate Mortgage Loans.
ICE	Intercontinental Exchange.
LIBOR	London Interbank Offered Rate.
REIT	Real Estate Investment Trust.
REMICS	Real Estate Mortgage Investment Conduits.
SOFRRATE	Secured Overnight Financing Rate.
(144A)	Security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration. At October 31, 2021, the value of these securities amounted to $58,162,704, or 13.1% of net assets.
(A.D.R.)	American Depositary Receipts.
(TBA)	“To Be Announced” Securities.
†	Amount rounds to less than 0.1%.
*	Senior secured floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically redetermined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR, (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The interest rate shown is the rate accruing at October 31, 2021.
+	Security that used significant unobservable inputs to determine its value.
(a)	Non-income producing security.
(b)	Security is perpetual in nature and has no stated maturity date.
(c)	Floating rate note. Coupon rate, reference index and spread shown at October 31, 2021.
(d)	The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at October 31, 2021.
(e)	Security represents the interest-only portion payments on a pool of underlying mortgages or mortgage-backed securities.
(f)	Debt obligation initially issued at one coupon which converts to a higher coupon at a specific date.  The rate shown is the rate at October 31, 2021.
(g)	Issued as participation notes.
(h)	Issued as preference shares.
(i)	Consists of Revenue Bonds unless otherwise indicated.
(j)	Security issued with a zero coupon. Income is recognized through accretion of discount.
(k)	Pre-refunded bonds have been collateralized by U.S. Treasury or U.S. Government Agency securities which are held in escrow to pay interest and principal on the tax exempt issue and to retire the bonds in full at the earliest refunding date.
(l)	Pioneer ILS Interval Fund is an affiliated closed-end fund managed by Amundi Asset Management, Inc., (the "Adviser”).
#	Securities are restricted as to resale.

Schedule of Investments | 10/31/21 (unaudited) (continued)

Restricted Securities	Acquisition date	Cost	Value
Bantry Re 2016	2/6/2019	$ 20,150	$ 20,150
Bonanza Re	12/15/2020	250,000	254,525
Easton Re Pte	12/15/2020	250,000	253,225
Lorenz Re 2018	6/26/2018	19,097	765
Mona Lisa Re	12/30/2019	250,000	252,475
Residential Reinsurance 2017	11/3/2017	250,000	250,350
Sector Re V, Series 9	4/23/2019	100,000	65,143
Tailwind Re 2017-1	12/20/2017	250,000	251,350
Vitality Re X	2/3/2020	249,873	244,100
Total Restricted Securities			$ 1,592,083
% of Net assets			0.4%

FUTURES CONTRACTS
FIXED INCOME INDEX FUTURES CONTRACTS
Number of Contracts Long	Description	Expiration Date	Notional Amount	Market Value	Unrealized Appreciation (Depreciation)
54	U.S. 2 Year Note (CBT)	12/31/21	$ 11,890,125	$ 11,839,500	$ (50,625)
76	U.S. 5 Year Note (CBT)	12/31/21	9,392,469	9,253,000	(139,469)
3	U.S. Long Bond (CBT)	12/21/21	488,297	482,531	(5,766)
29	U.S. Ultra Bond (CBT)	12/21/21	5,690,102	5,695,782	5,680
			$ 27,460,993	$ 27,270,813	$ (190,180)
Number of Contracts Short	Description	Expiration Date	Notional Amount	Market Value	Unrealized Appreciation
2	U.S. 10 Year Note (CBT)	12/21/21	$ (264,516)	$ (261,407)	$ 3,109
54	U.S. 10 Year Ultra	12/21/21	(7,873,813)	(7,831,688)	42,125
			$ (8,138,329)	$ (8,093,095)	$ 45,234
TOTAL FUTURES CONTRACTS			$ 19,322,664	$ 19,177,718	$ (144,946)

Principal amounts are denominated in U.S. dollars ("USD") unless otherwise noted.

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels below.
Level 1 - unadjusted quoted prices in active markets for identical securities.
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risks, etc.).
Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments).
The following is a summary of the inputs used as of October 31, 2021, in valuing the Fund's investments:
	Level 1	Level 2	Level 3	Total
Common Stocks	$ 281,256,412	$ –	$ –	$ 281,256,412
Convertible Preferred Stock	1,871,083	–	–	1,871,083
Asset Backed Securities	–	9,811,922	–	9,811,922
Collateralized Mortgage Obligations	–	21,264,875	–	21,264,875
Commercial Mortgage-Backed Securities	–	10,302,295	–	10,302,295
Corporate Bonds	–	49,005,218	–	49,005,218
Foreign Government Bonds	–	828,331	–	828,331
Insurance-Linked Securities
Reinsurance Sidecars
Multiperil - Worldwide	–	–	86,058	86,058
All Other Insurance-Linked Securities	–	1,506,025	–	1,506,025
Municipal Bonds	–	555,746	–	555,746
Senior Secured Floating Rate Loan Interests	–	820,030	–	820,030
U.S. Government and Agency Obligations	–	99,356,080	–	99,356,080
Investment Company	–	931,531	–	931,531
Total Investments in Securities	$ 283,127,495	$ 194,382,053	$ 86,058	$ 477,595,606
Other Financial Instruments
Net unrealized depreciation on futures contracts	$ (144,946)	$ –	$ –	$ (144,946)
Total Other Financial Instruments	$ (144,946)	$ –	$ –	$ (144,946)

The following is a reconciliation of assets valued using significant unobservable inputs (Level 3):

	Insurance-Linked Securities
Balance as of 7/31/21	$          82,535
Realized gain (loss)	(817)
Changed in unrealized appreciation (depreciation)	6,710
Accrued discounts/premiums	--
Purchases	--
Sales	(2,370)
Transfers in to Level 3*	--
Transfers out of Level 3*	--
Balance as of 10/31/21	$        86,058

* Transfers are calculated on the beginning of period value. During the three months ended October 31, 2021, there were no transfers in or out of Level 3.

Net change in unrealized appreciation (depreciation) of Level 3 investments still held and considered Level 3 at October 31, 2021: $5,893.