| | | | | | |
| COMMON STOCKS (67.3%)(a) |
| | | | Shares | Value |
| Basic materials (2.8%) |
| AdvanSix, Inc. | | | | 5,177 | $244,613 |
| Andersons, Inc. (The) | | | | 2,692 | 104,207 |
| Arkema SA (France) | | | | 5,675 | 800,193 |
| Atkore, Inc.(NON) | | | | 5,479 | 609,210 |
| Avery Dennison Corp. | | | | 10,000 | 2,165,700 |
| Axalta Coating Systems, Ltd.(NON) | | | | 52,800 | 1,748,736 |
| Balchem Corp. | | | | 575 | 96,945 |
| BHP Group PLC (United Kingdom) | | | | 65,172 | 1,940,257 |
| BlueScope Steel, Ltd. (Australia) | | | | 121,443 | 1,855,217 |
| Boise Cascade Co. | | | | 6,390 | 454,968 |
| Brenntag AG (Germany) | | | | 45,496 | 4,122,019 |
| Codexis, Inc.(NON) | | | | 15,916 | 497,693 |
| Compagnie De Saint-Gobain (France) | | | | 64,928 | 4,573,461 |
| Constellium SE (France)(NON) | | | | 14,446 | 258,728 |
| Corteva, Inc. | | | | 91,731 | 4,337,042 |
| Covestro AG (Germany) | | | | 25,543 | 1,576,174 |
| CRH PLC (Ireland) | | | | 128,517 | 6,806,647 |
| Dow, Inc. | | | | 13,400 | 760,048 |
| DuPont de Nemours, Inc. | | | | 103,300 | 8,344,574 |
| Eastman Chemical Co. | | | | 26,287 | 3,178,361 |
| Ecovyst, Inc. | | | | 14,773 | 151,276 |
| Eiffage SA (France) | | | | 11,605 | 1,195,184 |
| EVRAZ PLC (United Kingdom) | | | | 68,579 | 558,436 |
| Freeport-McMoRan, Inc. (Indonesia) | | | | 126,160 | 5,264,657 |
| Innospec, Inc. | | | | 2,629 | 237,504 |
| Intrepid Potash, Inc.(NON) | | | | 2,318 | 99,048 |
| LANXESS AG (Germany) | | | | 6,072 | 376,757 |
| Linde PLC | | | | 7,932 | 2,763,357 |
| Materion Corp. | | | | 1,080 | 99,295 |
| Minerals Technologies, Inc. | | | | 2,876 | 210,379 |
| Mueller Industries, Inc. | | | | 6,539 | 388,155 |
| Nitto Denko Corp. (Japan) | | | | 4,800 | 371,009 |
| NV5 Global, Inc.(NON) | | | | 323 | 44,613 |
| Orion Engineered Carbons SA (Luxembourg)(NON) | | | | 5,141 | 94,389 |
| PotlatchDeltic Corp.(R) | | | | 5,706 | 343,615 |
| PPG Industries, Inc. | | | | 18,710 | 3,226,352 |
| Rio Tinto PLC (United Kingdom) | | | | 39,273 | 2,600,488 |
| Sensient Technologies Corp. | | | | 944 | 94,457 |
| Sherwin-Williams Co. (The) | | | | 12,461 | 4,388,266 |
| Shin-Etsu Chemical Co., Ltd. (Japan) | | | | 8,700 | 1,506,796 |
| SIG Combibloc Group AG (Switzerland) | | | | 29,558 | 825,885 |
| Simpson Manufacturing Co., Inc. | | | | 735 | 102,216 |
| Standex International Corp. | | | | 1,287 | 142,419 |
| Stepan Co. | | | | 1,282 | 159,340 |
| Sterling Construction Co., Inc.(NON) | | | | 3,882 | 102,097 |
| TimkenSteel Corp.(NON) | | | | 6,617 | 109,181 |
| Tronox Holdings PLC Class A (United Kingdom) | | | | 23,004 | 552,786 |
| UFP Industries, Inc. | | | | 4,019 | 369,788 |
| WestRock Co. | | | | 17,100 | 758,556 |
| Weyerhaeuser Co.(R) | | | | 143,100 | 5,892,858 |
| Zymergen, Inc.(NON)(S) | | | | 11,359 | 75,992 |
| | | | | |
|
| | | | | | 77,579,944 |
| Capital goods (4.0%) |
| ABB, Ltd. (Switzerland) | | | | 36,582 | 1,401,132 |
| Aerojet Rocketdyne Holdings, Inc. | | | | 8,580 | 401,201 |
| AGCO Corp. | | | | 18,600 | 2,157,972 |
| Albany International Corp. Class A | | | | 1,111 | 98,268 |
| Allegion PLC (Ireland) | | | | 17,800 | 2,357,432 |
| Allison Transmission Holdings, Inc. | | | | 21,400 | 777,890 |
| Altra Industrial Motion Corp. | | | | 3,594 | 185,343 |
| American Axle & Manufacturing Holdings, Inc.(NON) | | | | 23,241 | 216,839 |
| Argan, Inc. | | | | 1,529 | 59,157 |
| Astec Industries, Inc. | | | | 2,344 | 162,369 |
| Axon Enterprise, Inc.(NON) | | | | 10,300 | 1,617,100 |
| Barnes Group, Inc. | | | | 2,007 | 93,506 |
| CAE, Inc. (Canada)(NON) | | | | 40,980 | 1,033,774 |
| Casella Waste Systems, Inc. Class A(NON) | | | | 1,109 | 94,731 |
| Caterpillar, Inc. | | | | 4,200 | 868,308 |
| Clean Harbors, Inc.(NON) | | | | 8,700 | 867,999 |
| CNH Industrial NV (United Kingdom) | | | | 216,691 | 4,211,214 |
| Comfort Systems USA, Inc. | | | | 2,381 | 235,576 |
| Crown Holdings, Inc. | | | | 18,100 | 2,002,222 |
| CTS Corp. | | | | 2,031 | 74,578 |
| Cummins, Inc. | | | | 21,600 | 4,711,824 |
| Daikin Industries, Ltd. (Japan) | | | | 8,500 | 1,928,259 |
| Deere & Co. | | | | 24,710 | 8,472,812 |
| Donaldson Co., Inc. | | | | 13,800 | 817,788 |
| Dover Corp. | | | | 5,000 | 908,000 |
| Eaton Corp. PLC | | | | 19,309 | 3,336,981 |
| Emerson Electric Co. | | | | 15,400 | 1,431,738 |
| Encore Wire Corp. | | | | 4,014 | 574,403 |
| EnPro Industries, Inc. | | | | 2,479 | 272,864 |
| ESCO Technologies, Inc. | | | | 1,075 | 96,739 |
| Federal Signal Corp. | | | | 2,089 | 90,537 |
| Franklin Electric Co., Inc. | | | | 1,023 | 96,735 |
| GEA Group AG (Germany) | | | | 14,484 | 793,005 |
| General Dynamics Corp. | | | | 26,200 | 5,461,914 |
| Gentherm, Inc.(NON) | | | | 1,090 | 94,721 |
| GrafTech International, Ltd. | | | | 7,884 | 93,268 |
| Hillenbrand, Inc. | | | | 6,779 | 352,440 |
| Honeywell International, Inc. | | | | 30,591 | 6,378,529 |
| Ingersoll Rand, Inc. | | | | 22,326 | 1,381,310 |
| Johnson Controls International PLC | | | | 120,037 | 9,760,209 |
| Kaman Corp. | | | | 2,982 | 128,673 |
| Koito Manufacturing Co., Ltd. (Japan) | | | | 11,300 | 598,347 |
| Legrand SA (France) | | | | 7,640 | 895,038 |
| Lockheed Martin Corp. | | | | 29,600 | 10,520,136 |
| Manitowoc Co., Inc. (The)(NON) | | | | 3,727 | 69,285 |
| Meritor, Inc.(NON) | | | | 3,508 | 86,928 |
| Mitsubishi Electric Corp. (Japan) | | | | 61,700 | 782,395 |
| Moog, Inc. Class A | | | | 2,394 | 193,842 |
| MRC Global, Inc.(NON) | | | | 12,906 | 88,793 |
| MYR Group, Inc.(NON) | | | | 850 | 93,968 |
| National Presto Industries, Inc. | | | | 628 | 51,515 |
| Nordson Corp. | | | | 4,400 | 1,123,188 |
| Northrop Grumman Corp. | | | | 16,201 | 6,270,921 |
| O-I Glass, Inc.(NON) | | | | 23,267 | 279,902 |
| Otis Worldwide Corp. | | | | 18,871 | 1,643,098 |
| Parker Hannifin Corp. | | | | 21,400 | 6,807,768 |
| Raytheon Technologies Corp. | | | | 53,158 | 4,574,777 |
| Republic Services, Inc. | | | | 23,700 | 3,304,965 |
| Ryerson Holding Corp. | | | | 3,691 | 96,151 |
| Sandvik AB (Sweden) | | | | 76,700 | 2,144,089 |
| Schneider Electric SA (France) | | | | 11,477 | 2,253,459 |
| Shyft Group, Inc. (The) | | | | 1,927 | 94,674 |
| Standard Motor Products, Inc. | | | | 1,607 | 84,191 |
| Sturm Ruger & Co., Inc. | | | | 3,678 | 250,178 |
| Terex Corp. | | | | 11,368 | 499,624 |
| Textron, Inc. | | | | 31,000 | 2,393,200 |
| Titan Machinery, Inc.(NON) | | | | 3,776 | 127,213 |
| Toro Co. (The) | | | | 8,900 | 889,199 |
| Toshiba Corp. (Japan) | | | | 4,100 | 168,604 |
| Watts Water Technologies, Inc. Class A | | | | 478 | 92,813 |
| | | | | |
|
| | | | | | 112,577,621 |
| Communication services (1.6%) |
| ADTRAN, Inc. | | | | 6,084 | 138,898 |
| American Tower Corp.(R) | | | | 27,739 | 8,113,658 |
| AT&T, Inc. | | | | 84,600 | 2,081,160 |
| Aviat Networks, Inc.(NON) | | | | 2,129 | 68,298 |
| Cambium Networks Corp.(NON) | | | | 4,590 | 117,642 |
| Charter Communications, Inc. Class A(NON) | | | | 6,244 | 4,070,901 |
| Comcast Corp. Class A | | | | 153,312 | 7,716,193 |
| EchoStar Corp. Class A(NON) | | | | 10,387 | 273,697 |
| KDDI Corp. (Japan) | | | | 75,400 | 2,203,858 |
| Koninklijke KPN NV (Netherlands) | | | | 305,616 | 949,886 |
| Liberty Global PLC Class C (United Kingdom)(NON) | | | | 59,201 | 1,662,956 |
| Liberty Latin America, Ltd. Class C (Chile)(NON) | | | | 14,076 | 160,466 |
| Shenandoah Telecommunications Co. | | | | 4,365 | 111,308 |
| SK Telecom Co., Ltd. (South Korea) | | | | 21,704 | 1,056,661 |
| T-Mobile US, Inc.(NON) | | | | 16,654 | 1,931,531 |
| Telstra Corp., Ltd. (Australia) | | | | 637,849 | 1,940,159 |
| Verizon Communications, Inc. | | | | 227,410 | 11,816,224 |
| | | | | |
|
| | | | | | 44,413,496 |
| Communications equipment (—%) |
| Viavi Solutions, Inc.(NON) | | | | 5,849 | 103,059 |
| | | | | |
|
| | | | | | 103,059 |
| Computers (4.8%) |
| A10 Networks, Inc. | | | | 21,132 | 350,369 |
| Agilysys, Inc.(NON) | | | | 1,614 | 71,758 |
| Altair Engineering, Inc. Class A(NON) | | | | 1,292 | 99,897 |
| Apple, Inc. | | | | 502,911 | 89,301,907 |
| Avid Technology, Inc.(NON) | | | | 8,394 | 273,393 |
| Brightcove, Inc.(NON) | | | | 6,402 | 65,428 |
| Calix, Inc.(NON) | | | | 8,389 | 670,868 |
| Cisco Systems, Inc./California | | | | 170,700 | 10,817,259 |
| CommVault Systems, Inc.(NON) | | | | 6,535 | 450,392 |
| CS Disco, Inc.(NON) | | | | 10,866 | 388,460 |
| Digi International, Inc.(NON) | | | | 2,290 | 56,265 |
| Dropbox, Inc. Class A(NON) | | | | 81,800 | 2,007,372 |
| Extreme Networks, Inc.(NON) | | | | 33,109 | 519,811 |
| Fortinet, Inc.(NON) | | | | 28,000 | 10,063,200 |
| Fujitsu, Ltd. (Japan) | | | | 6,900 | 1,182,230 |
| NetScout Systems, Inc.(NON) | | | | 3,087 | 102,118 |
| OneSpan, Inc.(NON) | | | | 3,802 | 64,368 |
| Qualys, Inc.(NON) | | | | 2,469 | 338,796 |
| ServiceNow, Inc.(NON) | | | | 5,817 | 3,775,873 |
| Snowflake, Inc. Class A(NON) | | | | 9,600 | 3,252,000 |
| Sprout Social, Inc. Class A(NON) | | | | 6,047 | 548,402 |
| Super Micro Computer, Inc.(NON) | | | | 2,197 | 96,558 |
| Synopsys, Inc.(NON) | | | | 19,500 | 7,185,750 |
| Tenable Holdings, Inc.(NON) | | | | 1,986 | 109,369 |
| Xperi Holding Corp. | | | | 8,027 | 151,791 |
| | | | | |
|
| | | | | | 131,943,634 |
| Conglomerates (0.2%) |
| 3M Co. | | | | 4,500 | 799,335 |
| AMETEK, Inc. | | | | 23,800 | 3,499,552 |
| General Electric Co. | | | | 7,430 | 701,912 |
| SPX Corp.(NON) | | | | 2,743 | 163,702 |
| | | | | |
|
| | | | | | 5,164,501 |
| Consumer cyclicals (10.7%) |
| Abercrombie & Fitch Co. Class A(NON) | | | | 14,151 | 492,879 |
| ABM Industries, Inc. | | | | 6,972 | 284,806 |
| Allfunds Group PLC (United Kingdom)(NON) | | | | 61,651 | 1,214,000 |
| Amadeus IT Holding SA Class A (Spain)(NON) | | | | 18,106 | 1,229,400 |
| Amazon.com, Inc.(NON) | | | | 15,589 | 51,979,026 |
| AMC Entertainment Holdings, Inc. Class A(NON)(S) | | | | 1,448 | 39,386 |
| Aramark | | | | 67,022 | 2,469,761 |
| Aristocrat Leisure, Ltd. (Australia) | | | | 39,112 | 1,240,454 |
| Arrowhead Pharmaceuticals, Inc.(NON) | | | | 9,818 | 650,933 |
| Beazer Homes USA, Inc.(NON) | | | | 8,453 | 196,279 |
| Benefit One, Inc. (Japan) | | | | 4,500 | 193,081 |
| Berkeley Group Holdings PLC (The) (United Kingdom) | | | | 7,638 | 493,659 |
| BJ's Wholesale Club Holdings, Inc.(NON)(S) | | | | 60,007 | 4,018,668 |
| Block, Inc. Class A(NON) | | | | 3,206 | 517,801 |
| Bluegreen Vacations Holding Corp.(NON) | | | | 2,032 | 71,323 |
| BlueLinx Holdings, Inc.(NON) | | | | 2,194 | 210,097 |
| Booking Holdings, Inc.(NON) | | | | 400 | 959,692 |
| Brambles, Ltd. (Australia) | | | | 81,471 | 630,213 |
| Brunswick Corp. | | | | 18,400 | 1,853,432 |
| Caleres, Inc. | | | | 12,254 | 277,921 |
| Carriage Services, Inc. | | | | 3,633 | 234,111 |
| CBIZ, Inc.(NON) | | | | 3,123 | 122,172 |
| CIE Generale Des Etablissements Michelin SCA (France) | | | | 17,233 | 2,828,189 |
| CK Hutchison Holdings, Ltd. (Hong Kong) | | | | 87,500 | 564,640 |
| Cornerstone Building Brands, Inc.(NON) | | | | 5,638 | 98,327 |
| CoStar Group, Inc.(NON) | | | | 5,000 | 395,150 |
| CRA International, Inc. | | | | 1,003 | 93,640 |
| Crocs, Inc.(NON) | | | | 590 | 75,650 |
| Daiwa House Industry Co., Ltd. (Japan) | | | | 37,900 | 1,090,014 |
| Dillard's, Inc. Class A | | | | 1,990 | 487,590 |
| DraftKings, Inc. Class A(NON)(S) | | | | 47,674 | 1,309,605 |
| Entain PLC (United Kingdom)(NON) | | | | 83,736 | 1,907,527 |
| Entravision Communications Corp. Class A | | | | 17,846 | 120,996 |
| Ethan Allen Interiors, Inc. | | | | 3,864 | 101,585 |
| Exponent, Inc. | | | | 760 | 88,715 |
| FactSet Research Systems, Inc. | | | | 1,200 | 583,212 |
| Flutter Entertainment PLC (Ireland)(NON) | | | | 12,320 | 1,961,066 |
| Ford Motor Co. | | | | 612,100 | 12,713,317 |
| Forrester Research, Inc.(NON) | | | | 1,644 | 96,552 |
| GAN, Ltd. (United Kingdom)(NON) | | | | 9,693 | 89,079 |
| Gartner, Inc.(NON) | | | | 16,900 | 5,650,008 |
| General Motors Co.(NON) | | | | 94,966 | 5,567,857 |
| GMS, Inc.(NON) | | | | 5,081 | 305,419 |
| Golden Entertainment, Inc.(NON) | | | | 3,142 | 158,765 |
| Goodyear Tire & Rubber Co. (The)(NON) | | | | 29,108 | 620,583 |
| Group 1 Automotive, Inc. | | | | 455 | 88,825 |
| HC Brillant Services GmbH (acquired various dates from 8/2/13 to 8/31/16, cost $1) (Private) (Germany)(NON)(F)(RES) | | | | 2 | — |
| Hermes International (France) | | | | 1,256 | 2,196,412 |
| Hilton Worldwide Holdings, Inc.(NON) | | | | 21,785 | 3,398,242 |
| Home Depot, Inc. (The) | | | | 9,127 | 3,787,796 |
| Houghton Mifflin Harcourt Co.(NON) | | | | 22,413 | 360,849 |
| ICF International, Inc. | | | | 911 | 93,423 |
| iHeartMedia, Inc. Class A(NON) | | | | 22,428 | 471,885 |
| Industria de Diseno Textil SA (Inditex) (Spain) | | | | 20,978 | 681,395 |
| InterContinental Hotels Group PLC (United Kingdom)(NON) | | | | 23,407 | 1,514,742 |
| International Game Technology PLC | | | | 20,482 | 592,135 |
| Interpublic Group of Cos., Inc. (The) | | | | 49,500 | 1,853,775 |
| JD Sports Fashion PLC (United Kingdom) | | | | 257,273 | 758,449 |
| JELD-WEN Holding, Inc.(NON) | | | | 3,634 | 95,792 |
| John Wiley & Sons, Inc. Class A | | | | 1,690 | 96,786 |
| Kontoor Brands, Inc. | | | | 1,707 | 87,484 |
| La Francaise des Jeux SAEM (France) | | | | 11,573 | 513,068 |
| Laureate Education, Inc. Class A | | | | 21,906 | 268,129 |
| Live Nation Entertainment, Inc.(NON) | | | | 22,199 | 2,656,998 |
| LiveRamp Holdings, Inc.(NON) | | | | 8,302 | 398,081 |
| Lululemon Athletica, Inc. (Canada)(NON) | | | | 8,339 | 3,264,302 |
| LVMH Moet Hennessy Louis Vuitton SA (France) | | | | 3,909 | 3,235,437 |
| Macy's, Inc. | | | | 26,131 | 684,110 |
| MarineMax, Inc.(NON) | | | | 1,736 | 102,493 |
| Marriott International, Inc./MD Class A(NON) | | | | 35,400 | 5,849,496 |
| Masonite International Corp.(NON) | | | | 825 | 97,309 |
| Mastercard, Inc. Class A | | | | 20,817 | 7,479,964 |
| MasterCraft Boat Holdings, Inc.(NON) | | | | 2,608 | 73,885 |
| Medifast, Inc. | | | | 460 | 96,338 |
| Moncler SpA (Italy) | | | | 16,080 | 1,172,019 |
| Movado Group, Inc. | | | | 2,268 | 94,870 |
| New York Times Co. Class A | | | | 16,900 | 816,270 |
| Nike, Inc. Class B | | | | 31,527 | 5,254,605 |
| Nintendo Co., Ltd. (Japan) | | | | 4,800 | 2,238,902 |
| Nitori Holdings Co., Ltd. (Japan) | | | | 8,400 | 1,256,212 |
| O'Reilly Automotive, Inc.(NON) | | | | 21,305 | 15,046,230 |
| OPAP SA (Greece) | | | | 91,348 | 1,296,876 |
| Oxford Industries, Inc. | | | | 913 | 92,688 |
| Pandora A/S (Denmark) | | | | 11,505 | 1,436,177 |
| PayPal Holdings, Inc.(NON) | | | | 46,358 | 8,742,192 |
| Pitney Bowes, Inc. | | | | 44,857 | 297,402 |
| Porsche Automobil Holding SE (Preference) (Germany) | | | | 15,769 | 1,497,998 |
| PROG Holdings, Inc.(NON) | | | | 2,155 | 97,212 |
| Publicis Groupe SA (France) | | | | 29,064 | 1,958,890 |
| PulteGroup, Inc. | | | | 80,901 | 4,624,301 |
| QuinStreet, Inc.(NON) | | | | 8,972 | 163,201 |
| Quotient Technology, Inc.(NON) | | | | 13,068 | 96,965 |
| RE/MAX Holdings, Inc. Class A | | | | 2,155 | 65,706 |
| Red Rock Resorts, Inc. Class A(S) | | | | 11,300 | 621,613 |
| Ross Stores, Inc.(S) | | | | 8,800 | 1,005,664 |
| Ryohin Keikaku Co., Ltd. (Japan) | | | | 17,700 | 269,923 |
| Scholastic Corp. | | | | 1,898 | 75,844 |
| SGS SA (Switzerland) | | | | 427 | 1,427,863 |
| Signet Jewelers, Ltd. | | | | 6,691 | 582,318 |
| Skyline Champion Corp.(NON) | | | | 6,993 | 552,307 |
| Smith & Wesson Brands, Inc. | | | | 23,029 | 409,916 |
| Sofina SA (Belgium) | | | | 607 | 298,542 |
| Sonos, Inc.(NON) | | | | 18,560 | 553,088 |
| Sony Group Corp. (Japan) | | | | 57,200 | 7,230,612 |
| Stellantis NV (Italy) | | | | 113,767 | 2,160,196 |
| Steven Madden, Ltd. | | | | 1,964 | 91,267 |
| Tapestry, Inc. | | | | 99,600 | 4,043,760 |
| Target Corp. | | | | 67,775 | 15,685,846 |
| Tesla, Inc.(NON) | | | | 14,361 | 15,176,418 |
| Thomson Reuters Corp. (Canada) | | | | 17,230 | 2,060,463 |
| Tilly's, Inc. Class A | | | | 6,014 | 96,886 |
| TJX Cos., Inc. (The) | | | | 123,101 | 9,345,828 |
| Toyota Motor Corp. (Japan) | | | | 16,800 | 310,126 |
| TRI Pointe Homes, Inc.(NON) | | | | 19,547 | 545,166 |
| United Rentals, Inc.(NON) | | | | 7,893 | 2,622,765 |
| Universal Music Group NV (Netherlands) | | | | 155,286 | 4,380,932 |
| Vectrus, Inc.(NON) | | | | 1,229 | 56,251 |
| Vera Bradley, Inc.(NON) | | | | 5,357 | 45,588 |
| Vista Outdoor, Inc.(NON) | | | | 12,969 | 597,482 |
| Visteon Corp.(NON) | | | | 4,826 | 536,362 |
| Volkswagen AG (Preference) (Germany) | | | | 1,998 | 403,718 |
| Volvo AB (Sweden) | | | | 71,711 | 1,663,776 |
| Walmart, Inc. | | | | 151,684 | 21,947,158 |
| Walt Disney Co. (The)(NON) | | | | 12,115 | 1,876,492 |
| Wesfarmers, Ltd. (Australia) | | | | 52,851 | 2,280,496 |
| World Fuel Services Corp. | | | | 8,890 | 235,318 |
| Wyndham Hotels & Resorts, Inc. | | | | 12,200 | 1,093,730 |
| Yamaha Motor Co., Ltd. (Japan) | | | | 79,000 | 1,895,054 |
| | | | | |
|
| | | | | | 295,511,664 |
| Consumer staples (4.6%) |
| ACCO Brands Corp. | | | | 9,789 | 80,857 |
| Airbnb, Inc. Class A(NON) | | | | 14,020 | 2,334,190 |
| Asahi Group Holdings, Ltd. (Japan) | | | | 32,100 | 1,245,766 |
| Bloomin' Brands, Inc.(NON) | | | | 4,849 | 101,732 |
| Cargurus, Inc.(NON) | | | | 14,633 | 492,254 |
| Carlsberg A/S Class B (Denmark) | | | | 3,782 | 653,971 |
| Cars.com, Inc.(NON) | | | | 9,864 | 158,712 |
| ChannelAdvisor Corp.(NON) | | | | 3,423 | 84,480 |
| Chipotle Mexican Grill, Inc.(NON) | | | | 1,566 | 2,737,760 |
| Chocoladefabriken Lindt & Spruengli AG (Switzerland) | | | | 4 | 536,435 |
| Coca-Cola Co. (The) | | | | 137,300 | 8,129,533 |
| Coca-Cola Europacific Partners PLC (United Kingdom) | | | | 39,450 | 2,206,438 |
| Coca-Cola HBC AG (Switzerland) | | | | 70,146 | 2,425,873 |
| Coles Group, Ltd. (Australia) | | | | 126,577 | 1,652,473 |
| Colgate-Palmolive Co. | | | | 98,300 | 8,388,922 |
| Copart, Inc.(NON) | | | | 26,200 | 3,972,444 |
| CoreCivic, Inc.(NON) | | | | 18,991 | 189,340 |
| Costco Wholesale Corp. | | | | 2,563 | 1,455,015 |
| Darden Restaurants, Inc. | | | | 18,700 | 2,816,968 |
| Diageo PLC (United Kingdom) | | | | 111,436 | 6,087,668 |
| Edgewell Personal Care Co. | | | | 2,166 | 99,008 |
| Estee Lauder Cos., Inc. (The) Class A | | | | 10,076 | 3,730,135 |
| Ferguson PLC (United Kingdom) | | | | 13,299 | 2,359,013 |
| G-III Apparel Group, Ltd.(NON) | | | | 3,268 | 90,328 |
| Heidrick & Struggles International, Inc. | | | | 2,813 | 123,012 |
| Herc Holdings, Inc. | | | | 544 | 85,163 |
| Hostess Brands, Inc.(NON) | | | | 12,467 | 254,576 |
| Imperial Brands PLC (United Kingdom) | | | | 70,794 | 1,548,982 |
| Ingles Markets, Inc. Class A | | | | 1,978 | 170,781 |
| Inter Parfums, Inc. | | | | 1,890 | 202,041 |
| ITOCHU Corp. (Japan) | | | | 26,700 | 816,669 |
| Itron, Inc.(NON) | | | | 8,315 | 569,744 |
| Jeronimo Martins SGPS SA (Portugal) | | | | 81,418 | 1,863,157 |
| John B. Sanfilippo & Son, Inc. | | | | 614 | 55,358 |
| Keurig Dr Pepper, Inc. | | | | 87,649 | 3,230,742 |
| Kforce, Inc. | | | | 2,693 | 202,567 |
| Koninklijke Ahold Delhaize NV (Netherlands) | | | | 60,667 | 2,081,405 |
| Korn Ferry | | | | 5,440 | 411,971 |
| L'Oreal SA (France) | | | | 6,291 | 2,986,321 |
| ManpowerGroup, Inc. | | | | 10,500 | 1,021,965 |
| McDonald's Corp. | | | | 30,600 | 8,202,942 |
| National Beverage Corp. | | | | 1,820 | 82,501 |
| Nestle SA (Switzerland) | | | | 18,819 | 2,632,016 |
| Netflix, Inc.(NON) | | | | 3,082 | 1,856,720 |
| Nissin Food Products Co., Ltd. (Japan) | | | | 3,900 | 284,077 |
| PepsiCo, Inc. | | | | 30,765 | 5,344,188 |
| Perdoceo Education Corp.(NON) | | | | 13,477 | 158,490 |
| Philip Morris International, Inc. | | | | 118,400 | 11,248,000 |
| Primo Water Corp. | | | | 19,498 | 343,750 |
| Procter & Gamble Co. (The) | | | | 84,246 | 13,780,961 |
| Resideo Technologies, Inc.(NON) | | | | 3,445 | 89,673 |
| Resources Connection, Inc. | | | | 3,039 | 54,216 |
| Sally Beauty Holdings, Inc.(NON) | | | | 25,252 | 466,152 |
| Simply Good Foods Co. (The)(NON) | | | | 7,842 | 325,992 |
| Starbucks Corp. | | | | 29,100 | 3,403,827 |
| Swedish Match AB (Sweden) | | | | 106,117 | 845,770 |
| TriNet Group, Inc.(NON) | | | | 5,478 | 521,834 |
| TrueCar, Inc.(NON) | | | | 14,725 | 50,065 |
| Tyson Foods, Inc. Class A | | | | 11,900 | 1,037,204 |
| Uber Technologies, Inc.(NON) | | | | 111,214 | 4,663,203 |
| Unilever PLC (United Kingdom) | | | | 7,815 | 417,355 |
| United Natural Foods, Inc.(NON) | | | | 9,831 | 482,505 |
| Universal Corp./VA | | | | 1,876 | 103,030 |
| USANA Health Sciences, Inc.(NON) | | | | 928 | 93,914 |
| Vector Group, Ltd. | | | | 21,899 | 251,401 |
| Veritiv Corp.(NON) | | | | 2,648 | 324,565 |
| Yakult Honsha Co., Ltd. (Japan) | | | | 13,900 | 724,080 |
| ZOZO, Inc. (Japan) | | | | 40,700 | 1,267,318 |
| | | | | |
|
| | | | | | 126,709,518 |
| Electronics (3.6%) |
| Advanced Micro Devices, Inc.(NON) | | | | 25,859 | 3,721,110 |
| Agilent Technologies, Inc. | | | | 2,900 | 462,985 |
| Alpha & Omega Semiconductor, Ltd.(NON) | | | | 9,368 | 567,326 |
| Ambarella, Inc.(NON) | | | | 481 | 97,590 |
| Brother Industries, Ltd. (Japan) | | | | 24,500 | 470,994 |
| CEVA, Inc.(NON) | | | | 2,900 | 125,396 |
| Cirrus Logic, Inc.(NON) | | | | 10,800 | 993,816 |
| Garmin, Ltd. | | | | 24,400 | 3,322,548 |
| Hoya Corp. (Japan) | | | | 33,400 | 4,952,369 |
| Intel Corp. | | | | 15,800 | 813,700 |
| Knowles Corp.(NON) | | | | 14,934 | 348,709 |
| MACOM Technology Solutions Holdings, Inc.(NON) | | | | 7,377 | 577,619 |
| Marvell Technology, Inc. | | | | 46,861 | 4,099,869 |
| MinebeaMitsumi, Inc. (Japan) | | | | 78,400 | 2,225,747 |
| National Instruments Corp. | | | | 22,900 | 1,000,043 |
| nVent Electric PLC (United Kingdom) | | | | 15,700 | 596,600 |
| NVIDIA Corp. | | | | 134,746 | 39,630,146 |
| NXP Semiconductors NV | | | | 9,505 | 2,165,049 |
| Omron Corp. (Japan) | | | | 10,200 | 1,016,352 |
| Qualcomm, Inc. | | | | 123,260 | 22,540,556 |
| Samsung Electronics Co., Ltd. (Preference) (South Korea) | | | | 36,293 | 2,172,375 |
| Sanmina Corp.(NON) | | | | 2,442 | 101,245 |
| Semtech Corp.(NON) | | | | 6,719 | 597,521 |
| Shimadzu Corp. (Japan) | | | | 29,700 | 1,253,713 |
| Synaptics, Inc.(NON) | | | | 2,142 | 620,130 |
| Texas Instruments, Inc. | | | | 10,796 | 2,034,722 |
| Thales SA (France) | | | | 26,250 | 2,235,444 |
| Vishay Intertechnology, Inc. | | | | 4,502 | 98,459 |
| Vontier Corp. | | | | 63,112 | 1,939,432 |
| | | | | |
|
| | | | | | 100,781,565 |
| Energy (1.8%) |
| Antero Resources Corp.(NON) | | | | 35,773 | 626,028 |
| BP PLC (United Kingdom) | | | | 401,057 | 1,794,122 |
| California Resources Corp. | | | | 12,162 | 519,439 |
| Chevron Corp. | | | | 35,300 | 4,142,455 |
| ConocoPhillips | | | | 68,684 | 4,957,611 |
| CONSOL Energy, Inc.(NON) | | | | 4,407 | 100,083 |
| DCC PLC (Ireland) | | | | 4,347 | 355,975 |
| Denbury, Inc.(NON) | | | | 5,099 | 390,532 |
| Enterprise Products Partners LP | | | | 76,543 | 1,680,884 |
| EOG Resources, Inc. | | | | 12,909 | 1,146,706 |
| Equinor ASA (Norway) | | | | 78,290 | 2,097,145 |
| Exxon Mobil Corp. | | | | 121,353 | 7,425,590 |
| Golar LNG, Ltd. (Norway)(NON) | | | | 8,109 | 100,471 |
| Halliburton Co. | | | | 77,200 | 1,765,564 |
| Marathon Petroleum Corp. | | | | 49,900 | 3,193,101 |
| MWO Holdings, LLC (Units)(F) | | | | 89 | 227 |
| NOW, Inc.(NON) | | | | 40,428 | 345,255 |
| Oasis Petroleum, Inc. | | | | 7,686 | 968,359 |
| Oceaneering International, Inc.(NON) | | | | 21,132 | 239,003 |
| Ovintiv, Inc. | | | | 21,276 | 717,001 |
| Reliance Industries, Ltd. 144A (India) | | | | 31,645 | 2,023,698 |
| Royal Dutch Shell PLC Class A (Amsterdam Exchange) (United Kingdom) | | | | 158,837 | 3,491,941 |
| Royal Dutch Shell PLC Class B (United Kingdom) | | | | 263,271 | 5,781,430 |
| Schlumberger, Ltd. | | | | 14,700 | 440,265 |
| SM Energy Co. | | | | 18,807 | 554,430 |
| SunCoke Energy, Inc. | | | | 16,522 | 108,880 |
| Targa Resources Corp. | | | | 43,000 | 2,246,320 |
| Valero Energy Corp. | | | | 47,476 | 3,565,922 |
| Warrior Met Coal, Inc. | | | | 4,186 | 107,622 |
| | | | | |
|
| | | | | | 50,886,059 |
| Financials (9.5%) |
| 3i Group PLC (United Kingdom) | | | | 59,754 | 1,171,952 |
| Aflac, Inc. | | | | 38,800 | 2,265,532 |
| AIA Group, Ltd. (Hong Kong) | | | | 174,800 | 1,762,232 |
| Alexander & Baldwin, Inc.(R) | | | | 5,730 | 143,766 |
| Allianz SE (Germany) | | | | 11,943 | 2,823,438 |
| Allstate Corp. (The) | | | | 19,400 | 2,282,410 |
| Ally Financial, Inc. | | | | 86,900 | 4,137,309 |
| American Equity Investment Life Holding Co. | | | | 8,499 | 330,781 |
| American International Group, Inc. | | | | 54,925 | 3,123,036 |
| Ameriprise Financial, Inc. | | | | 18,100 | 5,460,046 |
| Ameris Bancorp | | | | 1,870 | 92,902 |
| AMERISAFE, Inc. | | | | 1,742 | 93,772 |
| Apollo Global Management, Inc. | | | | 37,411 | 2,709,679 |
| Apple Hospitality REIT, Inc.(R) | | | | 11,907 | 192,298 |
| Argo Group International Holdings, Ltd. (Bermuda) | | | | 2,638 | 153,294 |
| Armada Hoffler Properties, Inc.(R) | | | | 4,934 | 75,095 |
| Associated Banc-Corp. | | | | 4,144 | 93,613 |
| Assured Guaranty, Ltd. | | | | 67,104 | 3,368,621 |
| Athene Holding, Ltd. Class A(NON) | | | | 36,400 | 3,033,212 |
| Atlantic Union Bankshares Corp. | | | | 4,733 | 176,494 |
| AvalonBay Communities, Inc.(R) | | | | 3,600 | 909,324 |
| Aviva PLC (United Kingdom) | | | | 241,536 | 1,341,725 |
| AXA SA (France) | | | | 154,557 | 4,607,593 |
| Banco Bilbao Vizcaya Argenta (Spain) | | | | 327,726 | 1,958,859 |
| Banco Latinoamericano de Comercio Exterior SA (Panama) | | | | 3,147 | 52,240 |
| Bank Leumi Le-Israel BM (Israel) | | | | 176,075 | 1,894,437 |
| Bank of America Corp. | | | | 226,978 | 10,098,251 |
| Bank of Ireland Group PLC (Ireland)(NON) | | | | 346,745 | 1,968,318 |
| Banner Corp. | | | | 2,302 | 139,662 |
| BGC Partners, Inc. Class A | | | | 59,136 | 274,982 |
| Blucora, Inc.(NON) | | | | 5,615 | 97,252 |
| BNP Paribas SA (France) | | | | 30,804 | 2,131,225 |
| BOC Hong Kong Holdings, Ltd. (Hong Kong) | | | | 240,000 | 786,571 |
| Boston Properties, Inc.(R) | | | | 24,516 | 2,823,753 |
| BrightSpire Capital, Inc.(R) | | | | 8,545 | 87,672 |
| Brixmor Property Group, Inc.(R) | | | | 37,000 | 940,170 |
| Brookline Bancorp, Inc. | | | | 5,927 | 95,958 |
| Byline Bancorp, Inc. | | | | 1,929 | 52,758 |
| Capital One Financial Corp. | | | | 22,964 | 3,331,847 |
| Cathay General Bancorp | | | | 6,678 | 287,087 |
| CBRE Group, Inc. Class A(NON) | | | | 38,400 | 4,166,784 |
| CBTX, Inc. | | | | 1,867 | 54,143 |
| Central Pacific Financial Corp. | | | | 3,019 | 85,045 |
| CIT Group, Inc. | | | | 9,975 | 512,117 |
| Citigroup, Inc. | | | | 343,893 | 20,767,698 |
| City Office REIT, Inc. (Canada)(R) | | | | 6,022 | 118,754 |
| CK Asset Holdings, Ltd. (Hong Kong) | | | | 240,159 | 1,514,486 |
| CNO Financial Group, Inc. | | | | 17,507 | 417,367 |
| ConnectOne Bancorp, Inc. | | | | 2,166 | 70,850 |
| Corporate Office Properties Trust(R) | | | | 3,389 | 94,790 |
| Cowen, Inc. Class A | | | | 2,622 | 94,654 |
| CubeSmart(R) | | | | 52,900 | 3,010,539 |
| Cushman & Wakefield PLC(NON) | | | | 22,409 | 498,376 |
| Customers Bancorp, Inc.(NON) | | | | 7,966 | 520,737 |
| CVB Financial Corp. | | | | 10,206 | 218,510 |
| Dai-ichi Life Holdings, Inc. (Japan) | | | | 52,200 | 1,054,609 |
| DBS Group Holdings, Ltd. (Singapore) | | | | 92,000 | 2,227,435 |
| Deutsche Boerse AG (Germany) | | | | 16,007 | 2,680,745 |
| Dexus Property Group (Australia)(R) | | | | 73,302 | 593,210 |
| Discover Financial Services | | | | 4,100 | 473,796 |
| Eagle Bancorp, Inc. | | | | 1,633 | 95,269 |
| East West Bancorp, Inc. | | | | 21,200 | 1,668,016 |
| EastGroup Properties, Inc.(R) | | | | 3,309 | 753,956 |
| Employers Holdings, Inc. | | | | 2,328 | 96,333 |
| Enova International, Inc.(NON) | | | | 6,272 | 256,901 |
| Enstar Group, Ltd.(NON) | | | | 798 | 197,577 |
| Enterprise Financial Services Corp. | | | | 3,633 | 171,078 |
| Equitable Holdings, Inc. | | | | 81,300 | 2,665,827 |
| Equity Lifestyle Properties, Inc.(R) | | | | 10,400 | 911,664 |
| Essent Group, Ltd. | | | | 12,737 | 579,916 |
| Essential Properties Realty Trust, Inc.(R) | | | | 15,713 | 453,006 |
| Fidelity National Financial, Inc. | | | | 38,800 | 2,024,584 |
| First BanCorp/Puerto Rico (Puerto Rico) | | | | 36,296 | 500,159 |
| First Busey Corp. | | | | 3,898 | 105,714 |
| First Commonwealth Financial Corp. | | | | 6,049 | 97,328 |
| First Financial Corp./IN | | | | 1,161 | 52,582 |
| First Foundation, Inc. | | | | 2,793 | 69,434 |
| First Industrial Realty Trust, Inc.(R) | | | | 23,100 | 1,529,220 |
| Flushing Financial Corp. | | | | 2,136 | 51,905 |
| Four Corners Property Trust, Inc.(R) | | | | 3,319 | 97,612 |
| Franklin Street Properties Corp.(R) | | | | 13,093 | 77,903 |
| Fulton Financial Corp. | | | | 16,438 | 279,446 |
| Gaming and Leisure Properties, Inc.(R) | | | | 102,378 | 4,981,714 |
| Genworth Financial, Inc. Class A(NON) | | | | 65,984 | 267,235 |
| Gjensidige Forsikring ASA (Norway) | | | | 12,112 | 294,323 |
| Goldman Sachs Group, Inc. (The) | | | | 53,699 | 20,542,552 |
| Goodman Group (Australia)(R) | | | | 114,351 | 2,208,148 |
| Granite Point Mortgage Trust, Inc.(R) | | | | 7,665 | 89,757 |
| Hana Financial Group, Inc. (South Korea) | | | | 33,221 | 1,169,884 |
| Hancock Whitney Corp. | | | | 7,568 | 378,551 |
| Hanmi Financial Corp. | | | | 3,186 | 75,444 |
| Heartland Financial USA, Inc. | | | | 3,131 | 158,460 |
| Hilltop Holdings, Inc. | | | | 7,694 | 270,367 |
| HomeStreet, Inc. | | | | 3,549 | 184,548 |
| Hope Bancorp, Inc. | | | | 14,783 | 217,458 |
| Horace Mann Educators Corp. | | | | 3,239 | 125,349 |
| Horizon Bancorp, Inc./IN | | | | 3,049 | 63,572 |
| Iida Group Holdings Co., Ltd. (Japan) | | | | 20,500 | 475,610 |
| Independent Bank Corp./MI | | | | 1,785 | 42,608 |
| Industrial Logistics Properties Trust(R) | | | | 12,369 | 309,843 |
| International Bancshares Corp. | | | | 2,172 | 92,071 |
| Investor AB Class B (Sweden) | | | | 79,130 | 1,994,407 |
| Invitation Homes, Inc.(R) | | | | 21,400 | 970,276 |
| Israel Discount Bank, Ltd. Class A (Israel) | | | | 137,751 | 927,807 |
| Jones Lang LaSalle, Inc.(NON) | | | | 7,900 | 2,127,786 |
| JPMorgan Chase & Co. | | | | 194,806 | 30,847,530 |
| Kennedy-Wilson Holdings, Inc. | | | | 8,241 | 196,795 |
| KeyCorp | | | | 63,829 | 1,476,365 |
| Lamar Advertising Co. Class A(R) | | | | 12,100 | 1,467,730 |
| LendingClub Corp.(NON) | | | | 18,227 | 440,729 |
| Life Storage, Inc.(R) | | | | 14,800 | 2,267,064 |
| Link REIT (The) (Hong Kong)(R) | | | | 14,400 | 126,857 |
| LPL Financial Holdings, Inc. | | | | 10,800 | 1,728,972 |
| Meta Financial Group, Inc. | | | | 4,805 | 286,666 |
| MetLife, Inc. | | | | 141,100 | 8,817,339 |
| MFA Financial, Inc.(R) | | | | 68,739 | 313,450 |
| Mitsubishi UFJ Financial Group, Inc. (Japan) | | | | 414,600 | 2,252,500 |
| Mizrahi Tefahot Bank, Ltd. (Israel) | | | | 4,181 | 161,379 |
| Moelis & Co. Class A | | | | 1,520 | 95,015 |
| Morgan Stanley | | | | 22,600 | 2,218,416 |
| Mr. Cooper Group, Inc.(NON) | | | | 12,914 | 537,352 |
| National Bank Holdings Corp. Class A | | | | 3,043 | 133,709 |
| National Health Investors, Inc.(R) | | | | 1,679 | 96,492 |
| National Storage Affiliates Trust(R) | | | | 8,888 | 615,050 |
| Navient Corp. | | | | 26,316 | 558,426 |
| NBT Bancorp, Inc. | | | | 2,482 | 95,607 |
| Network International Holdings PLC (United Arab Emirates)(NON) | | | | 327,212 | 1,294,147 |
| New York Mortgage Trust, Inc.(R) | | | | 24,371 | 90,660 |
| Nicolet Bankshares, Inc.(NON) | | | | 540 | 46,305 |
| NN Group NV (Netherlands) | | | | 3,107 | 168,412 |
| OceanFirst Financial Corp. | | | | 4,849 | 107,648 |
| OFG Bancorp (Puerto Rico) | | | | 5,467 | 145,204 |
| OneMain Holdings, Inc. | | | | 31,900 | 1,596,276 |
| Oportun Financial Corp.(NON) | | | | 2,430 | 49,208 |
| Orion Office REIT, Inc.(NON)(S) | | | | 38,700 | 722,529 |
| Outfront Media, Inc.(R) | | | | 19,877 | 533,101 |
| Partners Group Holding AG (Switzerland) | | | | 1,288 | 2,137,950 |
| PennyMac Financial Services, Inc. | | | | 7,415 | 517,419 |
| Peoples Bancorp, Inc. | | | | 1,634 | 51,978 |
| Piedmont Office Realty Trust, Inc. Class A(R) | | | | 16,667 | 306,339 |
| Piper Sandler Cos. | | | | 1,541 | 275,084 |
| PNC Financial Services Group, Inc. (The) | | | | 20,909 | 4,192,673 |
| Preferred Bank | | | | 1,387 | 99,573 |
| ProAssurance Corp. | | | | 4,428 | 112,028 |
| Prudential PLC (United Kingdom) | | | | 79,664 | 1,374,283 |
| PS Business Parks, Inc.(R) | | | | 1,752 | 322,666 |
| Public Storage(R) | | | | 2,900 | 1,086,224 |
| QCR Holdings, Inc. | | | | 1,120 | 62,720 |
| Radian Group, Inc. | | | | 17,076 | 360,816 |
| Realogy Holdings Corp.(NON) | | | | 23,590 | 396,548 |
| Redwood Trust, Inc.(R) | | | | 19,611 | 258,669 |
| Reinsurance Group of America, Inc. | | | | 5,100 | 558,399 |
| Retail Opportunity Investments Corp.(R) | | | | 20,113 | 394,215 |
| RMR Group, Inc. (The) Class A | | | | 1,837 | 63,707 |
| RPT Realty(R) | | | | 11,609 | 155,328 |
| S&T Bancorp, Inc. | | | | 1,666 | 52,512 |
| Safety Insurance Group, Inc. | | | | 1,314 | 111,729 |
| Sberbank of Russia PJSC ADR (Russia) | | | | 65,321 | 1,048,402 |
| Sculptor Capital Management, Inc. | | | | 4,881 | 104,209 |
| SEI Investments Co. | | | | 11,300 | 688,622 |
| Selective Insurance Group, Inc. | | | | 1,182 | 96,853 |
| Simon Property Group, Inc.(R) | | | | 3,200 | 511,264 |
| SITE Centers Corp.(R) | | | | 5,904 | 93,460 |
| Skandinaviska Enskilda Banken AB (Sweden) | | | | 88,961 | 1,238,988 |
| SLM Corp. | | | | 90,900 | 1,788,003 |
| Spirit of Texas Bancshares, Inc. | | | | 1,780 | 51,228 |
| State Street Corp. | | | | 22,761 | 2,116,773 |
| Stewart Information Services Corp. | | | | 3,501 | 279,135 |
| Sumitomo Mitsui Financial Group, Inc. (Japan) | | | | 62,400 | 2,132,916 |
| Sumitomo Realty & Development Co., Ltd. (Japan) | | | | 9,000 | 264,715 |
| Sunstone Hotel Investors, Inc.(NON)(R) | | | | 45,289 | 531,240 |
| SVB Financial Group(NON) | | | | 2,400 | 1,627,776 |
| Synchrony Financial | | | | 94,000 | 4,360,660 |
| Terreno Realty Corp.(R) | | | | 1,196 | 102,007 |
| TPG RE Finance Trust, Inc.(R) | | | | 4,127 | 50,845 |
| Two Harbors Investment Corp.(R) | | | | 15,407 | 88,898 |
| UBS Group AG (Switzerland) | | | | 133,810 | 2,411,282 |
| UMB Financial Corp. | | | | 3,701 | 392,713 |
| UniCredit SpA (Italy) | | | | 88,774 | 1,368,881 |
| United Overseas Bank, Ltd. (Singapore) | | | | 89,300 | 1,783,296 |
| Unum Group | | | | 38,500 | 945,945 |
| Urban Edge Properties(R) | | | | 5,175 | 98,325 |
| Valley National Bancorp | | | | 6,621 | 91,039 |
| Virtus Investment Partners, Inc. | | | | 1,137 | 337,803 |
| Visa, Inc. Class A | | | | 29,640 | 6,423,284 |
| W.R. Berkley Corp. | | | | 17,700 | 1,458,303 |
| Washington Federal, Inc. | | | | 5,872 | 196,007 |
| WesBanco, Inc. | | | | 5,439 | 190,311 |
| Zurich Insurance Group AG (Switzerland) | | | | 1,415 | 621,780 |
| | | | | |
|
| | | | | | 263,119,767 |
| Government (—%) |
| Poste Italiane SpA (Italy) | | | | 25,893 | 340,190 |
| | | | | |
|
| | | | | | 340,190 |
| Health care (8.7%) |
| 10x Genomics, Inc. Class A(NON) | | | | 18,100 | $2,696,176 |
| 2seventy bio, Inc.(NON) | | | | 3,628 | 92,986 |
| Abbott Laboratories | | | | 94,300 | 13,271,782 |
| AbbVie, Inc. | | | | 71,693 | 9,707,232 |
| Abcam PLC (United Kingdom)(NON) | | | | 44,484 | 1,043,462 |
| Accuray, Inc.(NON) | | | | 25,689 | 122,537 |
| Agenus, Inc.(NON) | | | | 106,664 | 343,458 |
| Alector, Inc.(NON) | | | | 11,566 | 238,838 |
| Align Technology, Inc.(NON) | | | | 13,800 | 9,069,084 |
| Alkermes PLC(NON) | | | | 15,967 | 371,392 |
| Allscripts Healthcare Solutions, Inc.(NON) | | | | 5,565 | 102,674 |
| AmerisourceBergen Corp. | | | | 20,100 | 2,671,089 |
| Amgen, Inc. | | | | 3,500 | 787,395 |
| AMN Healthcare Services, Inc.(NON) | | | | 5,436 | 664,986 |
| AnaptysBio, Inc.(NON) | | | | 3,063 | 106,439 |
| Anavex Life Sciences Corp.(NON) | | | | 5,215 | 90,428 |
| AngioDynamics, Inc.(NON) | | | | 3,626 | 100,005 |
| Anthem, Inc. | | | | 12,814 | 5,939,802 |
| Arbutus Biopharma Corp.(NON) | | | | 28,101 | 109,313 |
| Arena Pharmaceuticals, Inc.(NON) | | | | 1,873 | 174,077 |
| Arvinas, Inc.(NON) | | | | 551 | 45,259 |
| AstraZeneca PLC (United Kingdom) | | | | 24,404 | 2,866,520 |
| AstraZeneca PLC ADR (United Kingdom) | | | | 71,979 | 4,192,777 |
| AtriCure, Inc.(NON) | | | | 2,313 | 160,823 |
| Avanos Medical, Inc.(NON) | | | | 3,051 | 105,778 |
| Bio-Techne Corp. | | | | 2,000 | 1,034,680 |
| BioCryst Pharmaceuticals, Inc.(NON) | | | | 8,392 | 116,229 |
| Biogen, Inc.(NON) | | | | 17,800 | 4,270,576 |
| Bluebird Bio, Inc.(NON) | | | | 39,577 | 395,374 |
| Boston Scientific Corp.(NON) | | | | 18,700 | 794,376 |
| Bristol-Myers Squibb Co. | | | | 269,700 | 16,815,795 |
| Brookdale Senior Living, Inc.(NON) | | | | 15,769 | 81,368 |
| Cara Therapeutics, Inc.(NON) | | | | 16,316 | 198,729 |
| Cerevel Therapeutics Holdings, Inc.(NON) | | | | 2,999 | 97,228 |
| Chimerix, Inc.(NON) | | | | 15,509 | 99,723 |
| Chinook Therapeutics, Inc.(NON) | | | | 5,931 | 96,735 |
| Computer Programs and Systems, Inc.(NON) | | | | 3,119 | 91,387 |
| Crinetics Pharmaceuticals, Inc.(NON) | | | | 5,077 | 144,238 |
| Danaher Corp. | | | | 23,741 | 7,811,027 |
| DexCom, Inc.(NON) | | | | 5,088 | 2,732,002 |
| Eagle Pharmaceuticals, Inc./DE(NON) | | | | 1,788 | 91,045 |
| Edwards Lifesciences Corp.(NON) | | | | 49,800 | 6,451,590 |
| Eli Lilly and Co. | | | | 13,276 | 3,667,097 |
| Enanta Pharmaceuticals, Inc.(NON) | | | | 5,277 | 394,614 |
| FibroGen, Inc.(NON) | | | | 22,776 | 321,142 |
| Fisher & Paykel Healthcare Corp., Ltd. (New Zealand) | | | | 13,251 | 297,156 |
| Fulgent Genetics, Inc.(NON)(S) | | | | 5,979 | 601,428 |
| Getinge AB Class B (Sweden) | | | | 20,959 | 916,414 |
| Glaukos Corp.(NON) | | | | 2,263 | 100,568 |
| GlaxoSmithKline PLC (United Kingdom) | | | | 79,428 | 1,727,252 |
| Gritstone bio, Inc.(NON) | | | | 8,760 | 112,654 |
| HCA Healthcare, Inc. | | | | 20,602 | 5,293,066 |
| ICON PLC (Ireland)(NON) | | | | 6,139 | 1,901,248 |
| IDEXX Laboratories, Inc.(NON) | | | | 4,218 | 2,777,384 |
| IGM Biosciences, Inc.(NON) | | | | 1,871 | 54,876 |
| ImmunityBio, Inc.(NON) | | | | 16,490 | 100,259 |
| ImmunoGen, Inc.(NON) | | | | 42,076 | 312,204 |
| Inari Medical, Inc.(NON) | | | | 1,173 | 107,060 |
| Incyte Corp.(NON) | | | | 54,100 | 3,970,940 |
| Inogen, Inc.(NON) | | | | 2,965 | 100,810 |
| Inspire Medical Systems, Inc.(NON) | | | | 2,894 | 665,794 |
| Integer Holdings Corp.(NON) | | | | 1,123 | 96,118 |
| Intercept Pharmaceuticals, Inc.(NON)(S) | | | | 5,799 | 94,466 |
| Ipsen SA (France) | | | | 3,850 | 352,849 |
| IQVIA Holdings, Inc.(NON) | | | | 31,336 | 8,841,139 |
| iTeos Therapeutics, Inc.(NON) | | | | 7,780 | 362,237 |
| IVERIC bio, Inc.(NON) | | | | 21,107 | 352,909 |
| Johnson & Johnson | | | | 30,031 | 5,137,403 |
| Jounce Therapeutics, Inc.(NON) | | | | 10,107 | 84,393 |
| Laboratory Corp. of America Holdings(NON) | | | | 5,300 | 1,665,313 |
| LivaNova PLC (United Kingdom)(NON) | | | | 1,171 | 102,381 |
| Lonza Group AG (Switzerland) | | | | 6,494 | 5,427,821 |
| MacroGenics, Inc.(NON) | | | | 6,854 | 110,007 |
| McKesson Corp. | | | | 50,440 | 12,537,871 |
| Medpace Holdings, Inc.(NON) | | | | 457 | 99,461 |
| Medtronic PLC | | | | 48,300 | 4,996,635 |
| Merck & Co., Inc. | | | | 185,579 | 14,222,775 |
| Merck KGaA (Germany) | | | | 18,621 | 4,812,400 |
| Meridian Bioscience, Inc.(NON) | | | | 4,799 | 97,900 |
| Moderna, Inc.(NON) | | | | 18,600 | 4,724,028 |
| ModivCare, Inc.(NON) | | | | 678 | 100,541 |
| Molina Healthcare, Inc.(NON) | | | | 7,600 | 2,417,408 |
| Natus Medical, Inc.(NON) | | | | 2,685 | 63,715 |
| NextGen Healthcare, Inc.(NON) | | | | 7,100 | 126,309 |
| NGM Biopharmaceuticals, Inc.(NON) | | | | 5,144 | 91,100 |
| Novartis AG (Switzerland) | | | | 43,192 | 3,805,371 |
| Novo Nordisk A/S Class B (Denmark) | | | | 33,516 | 3,771,291 |
| Option Care Health, Inc.(NON) | | | | 15,264 | 434,108 |
| Ortho Clinical Diagnostics Holdings PLC(NON) | | | | 13,660 | 292,187 |
| Orthofix Medical, Inc. (Netherlands)(NON) | | | | 2,347 | 72,968 |
| Oxford Nanopore Technologies PLC (United Kingdom)(NON) | | | | 86,249 | 814,861 |
| Precision BioSciences, Inc.(NON) | | | | 10,097 | 74,718 |
| Protagonist Therapeutics, Inc.(NON) | | | | 2,859 | 97,778 |
| Prothena Corp. PLC (Ireland)(NON) | | | | 2,129 | 105,173 |
| Radius Health, Inc.(NON) | | | | 11,232 | 77,725 |
| RAPT Therapeutics, Inc.(NON) | | | | 3,887 | 142,770 |
| Regeneron Pharmaceuticals, Inc.(NON) | | | | 13,117 | 8,283,648 |
| Relay Therapeutics, Inc.(NON)(S) | | | | 12,304 | 377,856 |
| Roche Holding AG (Switzerland) | | | | 11,967 | 4,978,808 |
| Sabra Health Care REIT, Inc.(R) | | | | 6,934 | 93,886 |
| Sanofi (France) | | | | 24,708 | 2,491,760 |
| Sartorius Stedim Biotech (France) | | | | 1,830 | 1,005,058 |
| Select Medical Holdings Corp. | | | | 13,792 | 405,485 |
| Seres Therapeutics, Inc.(NON) | | | | 38,497 | 320,680 |
| Service Corp. International | | | | 12,800 | 908,672 |
| Shockwave Medical, Inc.(NON) | | | | 2,350 | 419,076 |
| Sonic Healthcare, Ltd. (Australia) | | | | 53,278 | 1,809,749 |
| STAAR Surgical Co.(NON) | | | | 6,268 | 572,268 |
| Surmodics, Inc.(NON) | | | | 1,395 | 67,169 |
| Tenet Healthcare Corp.(NON) | | | | 9,330 | 762,168 |
| Thermo Fisher Scientific, Inc. | | | | 8,092 | 5,399,306 |
| Tivity Health, Inc.(NON) | | | | 4,523 | 119,588 |
| Travere Therapeutics, Inc.(NON) | | | | 10,136 | 314,621 |
| UnitedHealth Group, Inc. | | | | 10,557 | 5,301,092 |
| Vanda Pharmaceuticals, Inc.(NON) | | | | 7,809 | 122,523 |
| Vertex Pharmaceuticals, Inc.(NON) | | | | 35,900 | 7,883,640 |
| Veru, Inc.(NON) | | | | 15,182 | 89,422 |
| Vir Biotechnology, Inc.(NON) | | | | 13,306 | 557,122 |
| Xencor, Inc.(NON) | | | | 4,830 | 193,780 |
| Zentalis Pharmaceuticals, Inc.(NON) | | | | 5,556 | 467,037 |
| | | | | |
|
| | | | | | 239,368,923 |
| Semiconductor (0.5%) |
| Applied Materials, Inc. | | | | 22,600 | 3,556,336 |
| ASML Holding NV (Netherlands) | | | | 4,088 | 3,289,114 |
| Axcelis Technologies, Inc.(NON) | | | | 7,886 | 587,980 |
| MaxLinear, Inc. Class A(NON) | | | | 8,839 | 666,372 |
| Renesas Electronics Corp. (Japan)(NON) | | | | 158,600 | 1,947,482 |
| Taiwan Semiconductor Manufacturing Co., Ltd. (Taiwan) | | | | 100,000 | 2,214,276 |
| Tokyo Electron, Ltd. (Japan) | | | | 2,200 | 1,259,401 |
| | | | | |
|
| | | | | | 13,520,961 |
| Software (5.7%) |
| Adobe, Inc.(NON) | | | | 32,038 | 18,167,468 |
| American Software, Inc./GA Class A | | | | 4,077 | 106,695 |
| Atlassian Corp PLC Class A (Australia)(NON) | | | | 15,100 | 5,757,479 |
| Benefitfocus, Inc.(NON) | | | | 4,917 | 52,415 |
| Blackbaud, Inc.(NON) | | | | 1,255 | 99,120 |
| Cadence Design Systems, Inc.(NON) | | | | 64,268 | 11,976,342 |
| Domo, Inc. Class B(NON) | | | | 9,233 | 457,957 |
| Donnelley Financial Solutions, Inc.(NON) | | | | 6,301 | 297,029 |
| Electronic Arts, Inc. | | | | 6,100 | 804,590 |
| Intapp, Inc.(NON) | | | | 3,720 | 93,595 |
| Intuit, Inc. | | | | 34,859 | 22,422,006 |
| Manhattan Associates, Inc.(NON) | | | | 9,200 | 1,430,508 |
| Microsoft Corp. | | | | 239,315 | 80,486,422 |
| Oracle Corp. | | | | 36,891 | 3,217,264 |
| Oracle Corp. (Japan) | | | | 23,500 | 1,784,161 |
| Progress Software Corp. | | | | 1,936 | 93,451 |
| Sage Group PLC (The) (United Kingdom) | | | | 124,072 | 1,431,836 |
| Square Enix Holdings Co., Ltd. (Japan) | | | | 21,500 | 1,102,859 |
| Tata Consultancy Services, Ltd. (India) | | | | 42,002 | 2,112,586 |
| Veeva Systems, Inc. Class A(NON) | | | | 23,200 | 5,927,136 |
| Verint Systems, Inc.(NON) | | | | 1,965 | 103,182 |
| Workday, Inc. Class A(NON) | | | | 3,600 | 983,448 |
| | | | | |
|
| | | | | | 158,907,549 |
| Technology (—%) |
| SoftBank Group Corp. (Japan) | | | | 26,100 | 1,233,208 |
| | | | | |
|
| | | | | | 1,233,208 |
| Technology services (5.4%) |
| Accenture PLC Class A | | | | 63,516 | 26,330,558 |
| Alphabet, Inc. Class A(NON) | | | | 16,213 | 46,969,710 |
| Alphabet, Inc. Class C(NON) | | | | 5,947 | 17,208,180 |
| Bottomline Technologies (de), Inc.(NON) | | | | 6,843 | 386,424 |
| Capgemini SE (France) | | | | 15,921 | 3,906,165 |
| CSG Systems International, Inc. | | | | 3,463 | 199,538 |
| DocuSign, Inc.(NON) | | | | 30,731 | 4,680,639 |
| Fidelity National Information Services, Inc. | | | | 66,105 | 7,215,361 |
| HealthStream, Inc.(NON) | | | | 1,694 | 44,654 |
| Kyndryl Holdings, Inc.(NON) | | | | 1,220 | 22,082 |
| Meta Platforms, Inc. Class A(NON) | | | | 48,220 | 16,218,797 |
| Mimecast, Ltd.(NON) | | | | 7,784 | 619,373 |
| Nomura Research Institute, Ltd. (Japan) | | | | 42,600 | 1,814,140 |
| Palo Alto Networks, Inc.(NON) | | | | 8,261 | 4,599,394 |
| Pinterest, Inc. Class A(NON) | | | | 157,300 | 5,717,855 |
| Roku, Inc.(NON)(S) | | | | 21,600 | 4,929,120 |
| Salesforce.com, Inc.(NON) | | | | 15,475 | 3,932,662 |
| SCSK Corp. (Japan) | | | | 16,200 | 322,407 |
| Yandex NV Class A (Russia)(NON) | | | | 9,576 | 579,348 |
| Zebra Technologies Corp. Class A(NON) | | | | 5,600 | 3,333,120 |
| Ziff Davis, Inc.(NON) | | | | 857 | 95,007 |
| | | | | |
|
| | | | | | 149,124,534 |
| Transportation (1.4%) |
| A. P. Moeller-Maersck A/S Class B (Denmark) | | | | 181 | 649,788 |
| ArcBest Corp. | | | | 5,071 | 607,759 |
| Arlo Technologies, Inc.(NON) | | | | 11,414 | 119,733 |
| Covenant Logistics Group, Inc.(NON) | | | | 3,003 | 79,369 |
| CSX Corp. | | | | 208,600 | 7,843,360 |
| Deutsche Post AG (Germany) | | | | 77,004 | 4,956,806 |
| Dorian LPG, Ltd. | | | | 7,709 | 97,827 |
| Genco Shipping & Trading, Ltd. | | | | 14,599 | 233,584 |
| Hub Group, Inc. Class A(NON) | | | | 3,657 | 308,066 |
| Matson, Inc. | | | | 5,607 | 504,798 |
| Nippon Yusen KK (Japan) | | | | 23,800 | 1,812,756 |
| Ryder System, Inc. | | | | 11,800 | 972,674 |
| Safe Bulkers, Inc. (Monaco)(NON) | | | | 25,615 | 96,569 |
| Saia, Inc.(NON) | | | | 2,190 | 738,096 |
| SFL Corp., Ltd. (Norway) | | | | 22,586 | 184,076 |
| Southwest Airlines Co.(NON) | | | | 85,035 | 3,642,899 |
| Teekay Corp. (Bermuda)(NON) | | | | 16,188 | 50,830 |
| Union Pacific Corp. | | | | 50,407 | 12,699,036 |
| United Parcel Service, Inc. Class B | | | | 7,600 | 1,628,984 |
| Yamato Holdings Co., Ltd. (Japan) | | | | 28,900 | 677,722 |
| | | | | |
|
| | | | | | 37,904,732 |
| Utilities and power (2.0%) |
| AES Corp. (The) | | | | 145,900 | 3,545,370 |
| ALLETE, Inc. | | | | 5,149 | 341,636 |
| Ameren Corp. | | | | 20,850 | 1,855,859 |
| American Electric Power Co., Inc. | | | | 92,081 | 8,192,447 |
| Avista Corp. | | | | 6,722 | 285,618 |
| Black Hills Corp. | | | | 5,439 | 383,830 |
| California Water Service Group | | | | 4,684 | 336,592 |
| CLP Holdings, Ltd. (Hong Kong) | | | | 122,000 | 1,232,136 |
| E.ON SE (Germany) | | | | 35,870 | 497,897 |
| Electricite De France SA (France) | | | | 72,621 | 854,074 |
| Energias de Portugal (EDP) SA (Portugal) | | | | 219,282 | 1,206,321 |
| Exelon Corp. | | | | 218,341 | 12,611,376 |
| FirstEnergy Corp. | | | | 22,100 | 919,139 |
| Fortum OYJ (Finland) | | | | 65,560 | 2,014,535 |
| Kinder Morgan, Inc. | | | | 140,500 | 2,228,330 |
| Northwest Natural Holding Co. | | | | 4,076 | 198,827 |
| NRG Energy, Inc. | | | | 102,613 | 4,420,568 |
| Osaka Gas Co., Ltd. (Japan) | | | | 29,300 | 485,180 |
| Otter Tail Corp. | | | | 2,159 | 154,196 |
| PNM Resources, Inc. | | | | 12,117 | 552,656 |
| Portland General Electric Co. | | | | 7,939 | 420,132 |
| Public Service Enterprise Group, Inc. | | | | 13,000 | 867,490 |
| SJW Group | | | | 2,395 | 175,314 |
| Southern Co. (The) | | | | 92,800 | 6,364,224 |
| SSE PLC (United Kingdom) | | | | 96,991 | 2,164,843 |
| Suez SA (France) | | | | 20,742 | 467,808 |
| Texas Competitive Electric Holdings Co., LLC/TCEH Finance, Inc. (Rights) | | | | 13,140 | 17,082 |
| Tokyo Gas Co., Ltd. (Japan) | | | | 89,200 | 1,603,300 |
| Unitil Corp. | | | | 1,408 | 64,735 |
| | | | | |
|
| | | | | | 54,461,515 |
| | | | | |
|
| Total common stocks (cost $1,259,608,287) | | | | | $1,863,652,440 |
| | | | | | |
| CORPORATE BONDS AND NOTES (14.1%)(a) |
| | | | Principal amount | Value |
| Basic materials (0.7%) |
| ArcelorMittal SA sr. unsec. unsub. notes 7.00%, 10/15/39 (France) | | | | $275,000 | $378,813 |
| Beacon Roofing Supply, Inc. 144A company guaranty sr. notes 4.50%, 11/15/26 | | | | 80,000 | 82,831 |
| Beacon Roofing Supply, Inc. 144A sr. unsec. unsub. notes 4.125%, 5/15/29 | | | | 90,000 | 89,952 |
| Big River Steel, LLC/BRS Finance Corp. 144A sr. notes 6.625%, 1/31/29 | | | | 192,000 | 207,600 |
| Boise Cascade Co. 144A company guaranty sr. unsec. notes 4.875%, 7/1/30 | | | | 180,000 | 189,900 |
| Builders FirstSource, Inc. 144A company guaranty sr. unsec. bonds 4.25%, 2/1/32 | | | | 110,000 | 113,872 |
| Builders FirstSource, Inc. 144A sr. notes 6.75%, 6/1/27 | | | | 155,000 | 163,525 |
| BWAY Holding Co. 144A sr. unsec. notes 7.25%, 4/15/25 | | | | 230,000 | 230,583 |
| Celanese US Holdings, LLC company guaranty sr. unsec. notes 1.40%, 8/5/26 (Germany) | | | | 350,000 | 341,496 |
| CF Industries, Inc. company guaranty sr. unsec. bonds 4.95%, 6/1/43 | | | | 1,314,000 | 1,580,086 |
| Coeur Mining, Inc. 144A company guaranty sr. unsec. notes 5.125%, 2/15/29 | | | | 170,000 | 155,797 |
| Compass Minerals International, Inc. 144A company guaranty sr. unsec. notes 6.75%, 12/1/27 | | | | 360,000 | 381,179 |
| Compass Minerals International, Inc. 144A company guaranty sr. unsec. notes 4.875%, 7/15/24 | | | | 95,000 | 97,019 |
| Constellium NV 144A company guaranty sr. unsec. notes 5.875%, 2/15/26 (France) | | | | 250,000 | 252,188 |
| CP Atlas Buyer, Inc. 144A sr. unsec. notes 7.00%, 12/1/28 | | | | 100,000 | 99,500 |
| First Quantum Minerals, Ltd. 144A company guaranty sr. unsec. notes 7.50%, 4/1/25 (Canada) | | | | 460,000 | 473,202 |
| First Quantum Minerals, Ltd. 144A company guaranty sr. unsec. notes 6.875%, 3/1/26 (Canada) | | | | 390,000 | 405,113 |
| Freeport-McMoRan, Inc. company guaranty sr. unsec. bonds 4.625%, 8/1/30 (Indonesia) | | | | 120,000 | 128,700 |
| Freeport-McMoRan, Inc. company guaranty sr. unsec. notes 4.375%, 8/1/28 (Indonesia) | | | | 265,000 | 277,919 |
| Freeport-McMoRan, Inc. company guaranty sr. unsec. unsub. notes 5.45%, 3/15/43 (Indonesia) | | | | 145,000 | 182,278 |
| GCP Applied Technologies, Inc. 144A sr. unsec. notes 5.50%, 4/15/26 | | | | 505,000 | 517,625 |
| Glencore Funding, LLC 144A company guaranty sr. unsec. notes 2.50%, 9/1/30 | | | | 1,100,000 | 1,065,265 |
| Graphic Packaging International, LLC 144A company guaranty sr. unsec. notes 3.75%, 2/1/30 | | | | 150,000 | 151,605 |
| Graphic Packaging International, LLC 144A company guaranty sr. unsec. notes 3.50%, 3/1/29 | | | | 155,000 | 153,838 |
| Herens Holdco SARL 144A company guaranty sr. notes 4.75%, 5/15/28 (Luxembourg) | | | | 200,000 | 196,000 |
| HudBay Minerals, Inc. 144A company guaranty sr. unsec. notes 4.50%, 4/1/26 (Canada) | | | | 90,000 | 89,888 |
| HudBay Minerals, Inc. 144A company guaranty sr. unsec. notes 6.125%, 4/1/29 (Canada) | | | | 60,000 | 63,623 |
| Huntsman International, LLC sr. unsec. bonds 2.95%, 6/15/31 | | | | 270,000 | 273,788 |
| Huntsman International, LLC sr. unsec. notes 4.50%, 5/1/29 | | | | 474,000 | 523,952 |
| Ingevity Corp. 144A company guaranty sr. unsec. notes 3.875%, 11/1/28 | | | | 195,000 | 190,613 |
| Intelligent Packaging Holdco Issuer LP 144A sr. unsec. notes 9.00%, 1/15/26 (Canada)(PIK) | | | | 145,000 | 151,888 |
| Intelligent Packaging, Ltd., Finco, Inc./Intelligent Packaging, Ltd. Co-Issuer, LLC 144A sr. notes 6.00%, 9/15/28 (Canada) | | | | 185,000 | 190,088 |
| International Flavors & Fragrances, Inc. sr. unsec. notes 4.45%, 9/26/28 | | | | 525,000 | 594,331 |
| International Flavors & Fragrances, Inc. 144A company guaranty sr. unsec. bonds 3.468%, 12/1/50 | | | | 105,000 | 110,000 |
| International Flavors & Fragrances, Inc. 144A sr. unsec. notes 2.30%, 11/1/30 | | | | 278,000 | 272,596 |
| Kleopatra Holdings 2 SCA company guaranty sr. unsec. notes Ser. REGS, 6.50%, 9/1/26 (Luxembourg) | | | EUR | 170,000 | 176,490 |
| Kraton Polymers, LLC 144A company guaranty sr. unsec. notes 4.25%, 12/15/25 | | | | $240,000 | 248,426 |
| Louisiana-Pacific Corp. 144A sr. unsec. notes 3.625%, 3/15/29 | | | | 220,000 | 224,385 |
| Mauser Packaging Solutions Holding Co. 144A sr. notes 8.50%, 4/15/24 | | | | 75,000 | 77,250 |
| Mauser Packaging Solutions Holding Co. 144A sr. notes 5.50%, 4/15/24 | | | | 60,000 | 60,550 |
| Mercer International, Inc. sr. unsec. notes 5.50%, 1/15/26 (Canada) | | | | 235,000 | 237,938 |
| Mercer International, Inc. sr. unsec. notes 5.125%, 2/1/29 (Canada) | | | | 190,000 | 194,060 |
| NOVA Chemicals Corp. 144A sr. unsec. sub. notes 4.25%, 5/15/29 (Canada) | | | | 50,000 | 50,203 |
| Novelis Corp. 144A company guaranty sr. unsec. bonds 3.875%, 8/15/31 | | | | 50,000 | 49,688 |
| Novelis Corp. 144A company guaranty sr. unsec. notes 4.75%, 1/30/30 | | | | 160,000 | 168,200 |
| Novelis Corp. 144A company guaranty sr. unsec. notes 3.25%, 11/15/26 | | | | 50,000 | 50,438 |
| Nutrien, Ltd. sr. unsec. bonds 5.25%, 1/15/45 (Canada) | | | | 143,000 | 189,969 |
| Nutrien, Ltd. sr. unsec. bonds 4.125%, 3/15/35 (Canada) | | | | 727,000 | 826,037 |
| Nutrien, Ltd. sr. unsec. sub. bonds 4.20%, 4/1/29 (Canada) | | | | 233,000 | 262,834 |
| Olympus Water US Holding Corp. 144A sr. unsec. notes 6.25%, 10/1/29 | | | | 260,000 | 253,500 |
| Pactiv Evergreen Group Issuer, LLC/Pactiv Evergreen Group Issuer, Inc. 144A sr. notes 4.375%, 10/15/28 | | | | 50,000 | 49,625 |
| SCIH Salt Holdings, Inc. 144A sr. notes 4.875%, 5/1/28 | | | | 90,000 | 86,400 |
| SCIH Salt Holdings, Inc. 144A sr. unsec. notes 6.625%, 5/1/29 | | | | 170,000 | 158,950 |
| Sherwin-Williams Co. (The) sr. unsec. unsub. bonds 3.45%, 6/1/27 | | | | 570,000 | 616,669 |
| Sherwin-Williams Co. (The) sr. unsec. unsub. notes 2.75%, 6/1/22 | | | | 14,000 | 14,096 |
| Taseko Mines, Ltd. 144A company guaranty sr. notes 7.00%, 2/15/26 (Canada) | | | | 210,000 | 218,400 |
| TMS International Holding Corp. 144A sr. unsec. notes 6.25%, 4/15/29 | | | | 275,000 | 273,625 |
| Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. 144A company guaranty sr. unsec. notes 5.125%, 4/1/29 (Luxembourg) | | | | 260,000 | 265,200 |
| Tronox, Inc. 144A company guaranty sr. unsec. notes 4.625%, 3/15/29 | | | | 400,000 | 399,500 |
| Univar Solutions USA, Inc. 144A company guaranty sr. unsec. notes 5.125%, 12/1/27 | | | | 260,000 | 271,302 |
| Westlake Chemical Corp. sr. unsec. bonds 3.125%, 8/15/51 | | | | 1,657,000 | 1,595,838 |
| Westlake Chemical Corp. sr. unsec. bonds 2.875%, 8/15/41 | | | | 828,000 | 805,534 |
| WestRock MWV, LLC company guaranty sr. unsec. unsub. notes 8.20%, 1/15/30 | | | | 690,000 | 956,620 |
| WestRock MWV, LLC company guaranty sr. unsec. unsub. notes 7.95%, 2/15/31 | | | | 154,000 | 217,123 |
| Weyerhaeuser Co. sr. unsec. unsub. notes 7.375%, 3/15/32(R) | | | | 135,000 | 189,925 |
| WR Grace Holdings, LLC 144A company guaranty sr. notes 5.625%, 10/1/24 | | | | 210,000 | 221,054 |
| WR Grace Holdings, LLC 144A company guaranty sr. notes 4.875%, 6/15/27 | | | | 165,000 | 169,476 |
| WR Grace Holdings, LLC 144A sr. unsec. notes 5.625%, 8/15/29 | | | | 190,000 | 194,513 |
| | | | | |
|
| | | | | | 20,150,471 |
| Capital goods (0.7%) |
| Adient Global Holdings, Ltd. 144A company guaranty sr. unsec. notes 4.875%, 8/15/26 | | | | 200,000 | 204,000 |
| Allison Transmission, Inc. 144A company guaranty sr. unsec. bonds 3.75%, 1/30/31 | | | | 120,000 | 117,000 |
| Allison Transmission, Inc. 144A company guaranty sr. unsec. notes 4.75%, 10/1/27 | | | | 350,000 | 364,525 |
| Amsted Industries, Inc. 144A company guaranty sr. unsec. sub. notes 5.625%, 7/1/27 | | | | 170,000 | 176,800 |
| Amsted Industries, Inc. 144A sr. unsec. bonds 4.625%, 5/15/30 | | | | 170,000 | 174,250 |
| ARD Finance SA 144A sr. notes Ser. REGS, 6.50%, 6/30/27 (Luxembourg)(PIK) | | | | 400,000 | 412,000 |
| Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 144A company guaranty sr. sub. notes 4.125%, 8/15/26 (Ireland) | | | | 245,000 | 250,512 |
| Berry Global, Inc. 144A company guaranty sr. notes 1.65%, 1/15/27 | | | | 296,000 | 289,161 |
| Berry Global, Inc. 144A company guaranty sr. notes 1.57%, 1/15/26 | | | | 994,000 | 972,649 |
| Boeing Co. (The) sr. unsec. bonds 5.93%, 5/1/60 | | | | 786,000 | 1,090,720 |
| Bombardier, Inc. 144A sr. unsec. notes 7.875%, 4/15/27 (Canada) | | | | 350,000 | 362,985 |
| Bombardier, Inc. 144A sr. unsec. notes 7.50%, 12/1/24 (Canada) | | | | 20,000 | 20,838 |
| Bombardier, Inc. 144A sr. unsec. notes 7.125%, 6/15/26 (Canada) | | | | 135,000 | 140,050 |
| Bombardier, Inc. 144A sr. unsec. notes 6.00%, 2/15/28 (Canada) | | | | 90,000 | 90,273 |
| Canpack SA/Canpack US, LLC 144A company guaranty sr. unsec. notes 3.875%, 11/15/29 (Poland) | | | | 235,000 | 229,125 |
| CANPACK SA/Eastern PA Land Investment Holding, LLC 144A company guaranty sr. unsec. notes 3.125%, 11/1/25 (Poland) | | | | 265,000 | 265,000 |
| Clarios Global LP 144A company guaranty sr. notes 6.75%, 5/15/25 | | | | 144,000 | 150,840 |
| Crown Cork & Seal Co., Inc. company guaranty sr. unsec. bonds 7.375%, 12/15/26 | | | | 150,000 | 180,938 |
| Deere & Co. sr. unsec. unsub. notes 2.60%, 6/8/22 | | | | 510,000 | 512,264 |
| General Dynamics Corp. company guaranty sr. unsec. unsub. notes 2.25%, 11/15/22 | | | | 245,000 | 247,506 |
| GFL Environmental, Inc. 144A company guaranty sr. notes 3.50%, 9/1/28 (Canada) | | | | 140,000 | 138,600 |
| GFL Environmental, Inc. 144A company guaranty sr. unsec. notes 4.75%, 6/15/29 (Canada) | | | | 60,000 | 60,600 |
| GFL Environmental, Inc. 144A company guaranty sr. unsec. notes 4.00%, 8/1/28 (Canada) | | | | 50,000 | 49,000 |
| GFL Environmental, Inc. 144A sr. notes 5.125%, 12/15/26 (Canada) | | | | 235,000 | 244,400 |
| Granite US Holdings Corp. 144A company guaranty sr. unsec. notes 11.00%, 10/1/27 | | | | 215,000 | 233,813 |
| Great Lakes Dredge & Dock Corp. 144A company guaranty sr. unsec. notes 5.25%, 6/1/29 | | | | 150,000 | 154,500 |
| Honeywell International, Inc. sr. unsec. bonds 3.812%, 11/21/47 | | | | 315,000 | 376,158 |
| Howmet Aerospace, Inc. sr. unsec. unsub. notes 3.00%, 1/15/29 | | | | 555,000 | 555,746 |
| Husky III Holding, Ltd. 144A sr. unsec. notes 13.00%, 2/15/25 (Canada)(PIK) | | | | 300,000 | 315,000 |
| Johnson Controls International PLC sr. unsec. bonds 4.95%, 7/2/64 | | | | 515,000 | 668,436 |
| Johnson Controls International PLC sr. unsec. unsub. bonds 4.50%, 2/15/47 | | | | 280,000 | 339,303 |
| L3Harris Technologies, Inc. sr. unsec. bonds 1.80%, 1/15/31 | | | | 145,000 | 138,392 |
| L3Harris Technologies, Inc. sr. unsec. notes 3.85%, 12/15/26 | | | | 491,000 | 533,937 |
| L3Harris Technologies, Inc. sr. unsec. sub. notes 4.40%, 6/15/28 | | | | 368,000 | 413,049 |
| LSF11 A5 HoldCo., LLC 144A sr. unsec. notes 6.625%, 10/15/29 | | | | 265,000 | 261,025 |
| Madison IAQ, LLC 144A sr. notes 4.125%, 6/30/28 | | | | 120,000 | 120,300 |
| Madison IAQ, LLC 144A sr. unsec. notes 5.875%, 6/30/29 | | | | 240,000 | 240,000 |
| MajorDrive Holdings IV, LLC 144A sr. unsec. notes 6.375%, 6/1/29 | | | | 480,000 | 464,400 |
| Northrop Grumman Corp. sr. unsec. unsub. notes 3.25%, 1/15/28 | | | | 1,165,000 | 1,246,804 |
| Oshkosh Corp. sr. unsec. sub. notes 4.60%, 5/15/28 | | | | 263,000 | 296,412 |
| OT Merger Corp. 144A sr. unsec. notes 7.875%, 10/15/29 | | | | 345,000 | 339,394 |
| Otis Worldwide Corp. sr. unsec. notes 2.565%, 2/15/30 | | | | 320,000 | 324,600 |
| Panther BF Aggregator 2 LP/Panther Finance Co., Inc. 144A company guaranty sr. unsec. notes 8.50%, 5/15/27 | | | | 255,000 | 270,300 |
| Park-Ohio Industries, Inc. company guaranty sr. unsec. notes 6.625%, 4/15/27 | | | | 300,000 | 291,150 |
| PM General Purchaser, LLC 144A sr. notes 9.50%, 10/1/28 | | | | 275,000 | 278,620 |
| Raytheon Technologies Corp. sr. unsec. bonds 4.875%, 10/15/40 | | | | 135,000 | 170,456 |
| Raytheon Technologies Corp. sr. unsec. unsub. notes 4.125%, 11/16/28 | | | | 1,015,000 | 1,135,321 |
| Roller Bearing Co. of America, Inc. 144A sr. notes 4.375%, 10/15/29 | | | | 70,000 | 71,400 |
| Sensata Technologies BV 144A company guaranty sr. unsec. notes 4.00%, 4/15/29 | | | | 235,000 | 239,406 |
| Staples, Inc. 144A sr. notes 7.50%, 4/15/26 | | | | 535,000 | 549,713 |
| Stevens Holding Co, Inc. 144A company guaranty sr. unsec. notes 6.125%, 10/1/26 | | | | 340,000 | 362,525 |
| Terex Corp. 144A company guaranty sr. unsec. notes 5.00%, 5/15/29 | | | | 115,000 | 118,163 |
| Titan Acquisition, Ltd./Titan Co-Borrower, LLC 144A sr. unsec. notes 7.75%, 4/15/26 (Canada) | | | | 30,000 | 30,450 |
| TransDigm, Inc. company guaranty sr. unsec. sub. notes 6.375%, 6/15/26 | | | | 180,000 | 184,946 |
| TransDigm, Inc. company guaranty sr. unsec. sub. notes 5.50%, 11/15/27 | | | | 310,000 | 319,300 |
| TransDigm, Inc. company guaranty sr. unsec. sub. notes 4.875%, 5/1/29 | | | | 235,000 | 236,011 |
| TransDigm, Inc. company guaranty sr. unsec. sub. notes 4.625%, 1/15/29 | | | | 155,000 | 154,485 |
| TransDigm, Inc. 144A company guaranty sr. notes 6.25%, 3/15/26 | | | | 545,000 | 566,459 |
| Vertical Holdco GmbH 144A company guaranty sr. unsec. notes 7.625%, 7/15/28 (Germany) | | | | 200,000 | 214,250 |
| Vertiv Group Corp. 144A company guaranty sr. notes 4.125%, 11/15/28 | | | | 115,000 | 116,150 |
| Waste Connections, Inc. sr. unsec. sub. bonds 3.50%, 5/1/29 | | | | 585,000 | 632,581 |
| Waste Pro USA, Inc. 144A sr. unsec. notes 5.50%, 2/15/26 | | | | 455,000 | 452,725 |
| WESCO Distribution, Inc. 144A company guaranty sr. unsec. unsub. notes 7.25%, 6/15/28 | | | | 240,000 | 263,100 |
| | | | | |
|
| | | | | | 20,422,816 |
| Communication services (1.7%) |
| Altice France Holding SA 144A company guaranty sr. sub. notes 10.50%, 5/15/27 (Luxembourg) | | | | 255,000 | 274,125 |
| Altice France Holding SA 144A company guaranty sr. unsec. notes 6.00%, 2/15/28 (Luxembourg) | | | | 375,000 | 358,125 |
| Altice France SA 144A company guaranty sr. notes 5.50%, 1/15/28 (France) | | | | 200,000 | 198,000 |
| Altice France SA 144A company guaranty sr. notes 5.125%, 7/15/29 (France) | | | | 200,000 | 195,090 |
| American Tower Corp. sr. unsec. bonds 2.70%, 4/15/31(R) | | | | 1,636,000 | 1,640,976 |
| American Tower Corp. sr. unsec. notes 2.90%, 1/15/30(R) | | | | 445,000 | 456,053 |
| American Tower Corp. sr. unsec. sub. notes 2.75%, 1/15/27(R) | | | | 990,000 | 1,020,372 |
| AT&T, Inc. sr. unsec. bonds 3.55%, 9/15/55 | | | | 2,736,000 | 2,745,928 |
| AT&T, Inc. sr. unsec. unsub. bonds 2.55%, 12/1/33 | | | | 2,977,000 | 2,911,631 |
| AT&T, Inc. sr. unsec. unsub. bonds 2.25%, 2/1/32 | | | | 158,000 | 152,679 |
| AT&T, Inc. sr. unsec. unsub. notes 4.75%, 5/15/46 | | | | 1,125,000 | 1,358,590 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. sr. unsec. bonds 4.50%, 5/1/32 | | | | 165,000 | 169,744 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. 144A company guaranty sr. unsec. bonds 5.50%, 5/1/26 | | | | 168,000 | 173,076 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. 144A sr. unsec. bonds 5.375%, 6/1/29 | | | | 1,860,000 | 2,007,191 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. 144A sr. unsec. bonds 4.75%, 3/1/30 | | | | 175,000 | 182,000 |
| CCO Holdings, LLC/CCO Holdings Capital Corp. 144A sr. unsec. bonds 4.50%, 8/15/30 | | | | 115,000 | 117,667 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. company guaranty sr. notes 3.75%, 2/15/28 | | | | 380,000 | 407,088 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. company guaranty sr. notes 2.25%, 1/15/29 | | | | 465,000 | 453,699 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. company guaranty sr. sub. bonds 6.484%, 10/23/45 | | | | 987,000 | 1,347,834 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. company guaranty sr. sub. bonds 4.80%, 3/1/50 | | | | 730,000 | 817,333 |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. sr. bonds 3.70%, 4/1/51 | | | | 345,000 | 333,541 |
| Comcast Corp. company guaranty sr. unsec. unsub. bonds 4.049%, 11/1/52 | | | | 174,000 | 203,221 |
| Comcast Corp. company guaranty sr. unsec. unsub. bonds 3.999%, 11/1/49 | | | | 329,000 | 381,226 |
| Comcast Corp. company guaranty sr. unsec. unsub. bonds 3.969%, 11/1/47 | | | | 1,144,000 | 1,311,357 |
| Comcast Corp. company guaranty sr. unsec. unsub. bonds 2.35%, 1/15/27 | | | | 885,000 | 916,585 |
| Comcast Corp. company guaranty sr. unsec. unsub. notes 6.50%, 11/15/35 | | | | 23,000 | 33,019 |
| Comcast Corp. company guaranty sr. unsec. unsub. notes 3.375%, 2/15/25 | | | | 945,000 | 1,002,739 |
| Comcast Corp. company guaranty sr. unsec. unsub. notes 3.15%, 3/1/26 | | | | 60,000 | 63,973 |
| Comcast Corp. sr. unsec. bonds 3.45%, 2/1/50 | | | | 593,000 | 633,219 |
| Comcast Corp. 144A company guaranty sr. unsec. bonds 2.987%, 11/1/63 | | | | 199,000 | 188,856 |
| Comcast Corp. 144A company guaranty sr. unsec. bonds 2.887%, 11/1/51 | | | | 109,000 | 105,510 |
| CommScope Technologies, LLC 144A company guaranty sr. unsec. notes 6.00%, 6/15/25 | | | | 84,000 | 84,000 |
| Cox Communications, Inc. 144A company guaranty sr. unsec. bonds 2.95%, 10/1/50 | | | | 592,000 | 552,683 |
| Cox Communications, Inc. 144A sr. unsec. bonds 3.50%, 8/15/27 | | | | 435,000 | 467,273 |
| Crown Castle International Corp. sr. unsec. bonds 3.80%, 2/15/28(R) | | | | 530,000 | 576,690 |
| Crown Castle International Corp. sr. unsec. bonds 3.65%, 9/1/27(R) | | | | 697,000 | 748,764 |
| Crown Castle International Corp. sr. unsec. unsub. bonds 3.70%, 6/15/26(R) | | | | 670,000 | 717,778 |
| CSC Holdings, LLC sr. unsec. unsub. bonds 5.25%, 6/1/24 | | | | 470,000 | 488,800 |
| CSC Holdings, LLC 144A sr. unsec. unsub. notes 7.50%, 4/1/28 | | | | 415,000 | 445,088 |
| Deutsche Telekom International Finance BV company guaranty sr. unsec. unsub. bonds 8.75%, 6/15/30 (Netherlands) | | | | 435,000 | 632,256 |
| DIRECTV Holdings, LLC/DIRECTV Financing Co., Inc. 144A sr. notes 5.875%, 8/15/27 | | | | 100,000 | 102,371 |
| DISH DBS Corp. company guaranty sr. unsec. notes 7.75%, 7/1/26 | | | | 150,000 | 158,250 |
| DISH DBS Corp. company guaranty sr. unsec. unsub. notes 5.875%, 11/15/24 | | | | 165,000 | 169,498 |
| DISH DBS Corp. company guaranty sr. unsec. unsub. notes 5.125%, 6/1/29 | | | | 235,000 | 213,850 |
| DISH DBS Corp. 144A company guaranty sr. notes 5.75%, 12/1/28 | | | | 210,000 | 212,100 |
| DISH DBS Corp. 144A company guaranty sr. notes 5.25%, 12/1/26 | | | | 115,000 | 116,815 |
| Embarq Corp. sr. unsec. unsub. bonds 7.995%, 6/1/36 | | | | 275,000 | 308,000 |
| Equinix, Inc. sr. unsec. sub. notes 3.20%, 11/18/29(R) | | | | 266,000 | 279,589 |
| Equinix, Inc. sr. unsec. sub. notes 2.90%, 11/18/26(R) | | | | 1,835,000 | 1,900,987 |
| Frontier Communications Corp. 144A company guaranty sr. notes 5.875%, 10/15/27 | | | | 120,000 | 126,900 |
| Frontier Communications Corp. 144A notes 6.75%, 5/1/29 | | | | 335,000 | 348,400 |
| Level 3 Financing, Inc. 144A company guaranty sr. unsec. notes 4.625%, 9/15/27 | | | | 175,000 | 178,500 |
| Level 3 Financing, Inc. 144A company guaranty sr. unsec. notes 4.25%, 7/1/28 | | | | 240,000 | 237,600 |
| Level 3 Financing, Inc. 144A company guaranty sr. unsec. unsub. notes 3.625%, 1/15/29 | | | | 120,000 | 114,000 |
| Rogers Communications, Inc. company guaranty sr. unsec. unsub. notes 4.50%, 3/15/43 (Canada) | | | | 510,000 | 578,436 |
| Sprint Capital Corp. company guaranty sr. unsec. unsub. notes 6.875%, 11/15/28 | | | | 1,087,000 | 1,375,055 |
| Sprint Corp. company guaranty sr. unsec. notes 7.625%, 3/1/26 | | | | 255,000 | 306,153 |
| Sprint Corp. company guaranty sr. unsec. sub. notes 7.875%, 9/15/23 | | | | 878,000 | 966,898 |
| T-Mobile USA, Inc. company guaranty sr. bonds 2.25%, 11/15/31 | | | | 1,315,000 | 1,275,959 |
| T-Mobile USA, Inc. company guaranty sr. notes 3.875%, 4/15/30 | | | | 126,000 | 137,812 |
| T-Mobile USA, Inc. company guaranty sr. notes 3.75%, 4/15/27 | | | | 1,228,000 | 1,329,802 |
| T-Mobile USA, Inc. company guaranty sr. notes 2.55%, 2/15/31 | | | | 384,000 | 382,070 |
| T-Mobile USA, Inc. company guaranty sr. unsec. bonds 2.875%, 2/15/31 | | | | 155,000 | 153,078 |
| T-Mobile USA, Inc. company guaranty sr. unsec. notes 5.375%, 4/15/27 | | | | 15,000 | 15,610 |
| T-Mobile USA, Inc. company guaranty sr. unsec. notes 4.00%, 4/15/22 | | | | 75,000 | 75,432 |
| T-Mobile USA, Inc. company guaranty sr. unsec. notes 2.625%, 2/15/29 | | | | 110,000 | 108,350 |
| T-Mobile USA, Inc. company guaranty sr. unsec. unsub. bonds 4.75%, 2/1/28 | | | | 245,000 | 257,863 |
| TCI Communications, Inc. sr. unsec. unsub. notes 7.125%, 2/15/28 | | | | 400,000 | 517,170 |
| Telefonica Emisiones SA company guaranty sr. unsec. bonds 4.895%, 3/6/48 (Spain) | | | | 1,385,000 | 1,665,886 |
| Verizon Communications, Inc. sr. unsec. bonds 3.70%, 3/22/61 | | | | 1,289,000 | 1,397,556 |
| Verizon Communications, Inc. sr. unsec. notes 2.55%, 3/21/31 | | | | 645,000 | 650,749 |
| Verizon Communications, Inc. sr. unsec. unsub. bonds 5.25%, 3/16/37 | | | | 720,000 | 935,613 |
| Verizon Communications, Inc. sr. unsec. unsub. notes 4.40%, 11/1/34 | | | | 815,000 | 948,563 |
| Verizon Communications, Inc. sr. unsec. unsub. notes 4.329%, 9/21/28 | | | | 2,323,000 | 2,638,824 |
| Videotron, Ltd./Videotron Ltee. 144A sr. unsec. notes 5.125%, 4/15/27 (Canada) | | | | 640,000 | 659,200 |
| Ziggo BV 144A company guaranty sr. notes 5.50%, 1/15/27 (Netherlands) | | | | 150,000 | 154,125 |
| | | | | |
|
| | | | | | 47,870,843 |
| Conglomerates (—%) |
| General Electric Co. jr. unsec. sub. FRN (BBA LIBOR USD 3 Month + 3.33%), 3.533%, perpetual maturity | | | | 217,000 | 214,830 |
| | | | | |
|
| | | | | | 214,830 |
| Consumer cyclicals (1.7%) |
| ADT Security Corp. 144A sr. notes 4.125%, 8/1/29 | | | | 205,000 | 201,925 |
| Alimentation Couche-Tard, Inc. 144A company guaranty sr. unsec. notes 3.55%, 7/26/27 (Canada) | | | | 540,000 | 578,475 |
| Alimentation Couche-Tard, Inc. 144A sr. unsec. notes 2.95%, 1/25/30 (Canada) | | | | 328,000 | 338,802 |
| Amazon.com, Inc. sr. unsec. notes 3.15%, 8/22/27 | | | | 1,555,000 | 1,679,433 |
| Amazon.com, Inc. sr. unsec. notes 2.50%, 11/29/22 | | | | 932,000 | 945,921 |
| Amazon.com, Inc. sr. unsec. unsub. notes 1.50%, 6/3/30 | | | | 255,000 | 247,113 |
| AMC Entertainment Holdings, Inc. 144A company guaranty notes 10.00%, 6/15/26(PIK) | | | | 120,000 | 118,567 |
| AMC Entertainment Holdings, Inc. 144A company guaranty sr. notes 10.50%, 4/15/25 | | | | 90,000 | 95,850 |
| American Builders & Contractors Supply Co., Inc. 144A sr. notes 4.00%, 1/15/28 | | | | 120,000 | 122,788 |
| American Builders & Contractors Supply Co., Inc. 144A sr. unsec. notes 3.875%, 11/15/29 | | | | 110,000 | 109,450 |
| Asbury Automotive Group, Inc. 144A company guaranty sr. unsec. bonds 5.00%, 2/15/32 | | | | 25,000 | 25,943 |
| Asbury Automotive Group, Inc. 144A company guaranty sr. unsec. notes 4.625%, 11/15/29 | | | | 45,000 | 45,844 |
| Autonation, Inc. sr. unsec. bonds 2.40%, 8/1/31 | | | | 320,000 | 308,644 |
| BCPE Ulysses Intermediate, Inc. 144A sr. unsec. notes 7.75%, 4/1/27(PIK) | | | | 205,000 | 202,438 |
| Bath & Body Works, Inc. company guaranty sr. unsec. bonds 6.75%, perpetual maturity | | | | 125,000 | 154,375 |
| Bath & Body Works, Inc. company guaranty sr. unsec. notes 7.50%, perpetual maturity | | | | 255,000 | 288,788 |
| Bath & Body Works, Inc. 144A company guaranty sr. unsec. notes 9.375%, 7/1/25 | | | | 29,000 | 35,380 |
| Bath & Body Works, Inc. 144A company guaranty sr. unsec. unsub. bonds 6.625%, 10/1/30 | | | | 110,000 | 124,575 |
| Beasley Mezzanine Holdings, LLC 144A company guaranty sr. notes 8.625%, 2/1/26 | | | | 355,000 | 350,563 |
| Block, Inc. 144A sr. unsec. bonds 3.50%, 6/1/31 | | | | 770,000 | 789,250 |
| BMW US Capital, LLC 144A company guaranty sr. unsec. notes 3.95%, 8/14/28 | | | | 536,000 | 599,059 |
| Booking Holdings, Inc. sr. unsec. sub. notes 4.625%, 4/13/30 | | | | 570,000 | 666,169 |
| Boyd Gaming Corp. company guaranty sr. unsec. notes 4.75%, 12/1/27 | | | | 120,000 | 122,400 |
| Boyd Gaming Corp. 144A sr. unsec. bonds 4.75%, 6/15/31 | | | | 235,000 | 239,700 |
| Boyd Gaming Corp. 144A sr. unsec. notes 8.625%, 6/1/25 | | | | 55,000 | 58,934 |
| Brookfield Residential Properties, Inc./Brookfield Residential US Corp. 144A company guaranty sr. unsec. notes 6.25%, 9/15/27 (Canada) | | | | 110,000 | 114,818 |
| Brookfield Residential Properties, Inc./Brookfield Residential US Corp. 144A sr. unsec. notes 5.00%, 6/15/29 (Canada) | | | | 240,000 | 240,168 |
| Caesars Entertainment, Inc. 144A sr. unsec. notes 4.625%, 10/15/29 | | | | 85,000 | 85,000 |
| Carriage Services, Inc. 144A company guaranty sr. unsec. notes 4.25%, 5/15/29 | | | | 160,000 | 159,200 |
| Cengage Learning, Inc. 144A sr. unsec. unsub. notes 9.50%, 6/15/24 | | | | 275,000 | 276,719 |
| Cinemark USA, Inc. 144A company guaranty sr. notes 8.75%, 5/1/25 | | | | 50,000 | 53,000 |
| Cinemark USA, Inc. 144A company guaranty sr. unsec. notes 5.875%, 3/15/26 | | | | 245,000 | 248,063 |
| Cinemark USA, Inc. 144A company guaranty sr. unsec. notes 5.25%, 7/15/28 | | | | 255,000 | 248,625 |
| Clear Channel Outdoor Holdings, Inc. 144A company guaranty sr. notes 5.125%, 8/15/27 | | | | 160,000 | 165,562 |
| Clear Channel Outdoor Holdings, Inc. 144A company guaranty sr. unsec. sub. notes 7.75%, 4/15/28 | | | | 170,000 | 181,900 |
| Clear Channel Outdoor Holdings, Inc. 144A sr. unsec. notes 7.50%, 6/1/29 | | | | 175,000 | 186,813 |
| Constellation Merger Sub, Inc. 144A sr. unsec. notes 8.50%, 9/15/25 | | | | 370,000 | 351,500 |
| D.R. Horton, Inc. company guaranty sr. unsec. unsub. notes 1.30%, 10/15/26 | | | | 1,230,000 | 1,201,051 |
| Diamond Sports Group, LLC/Diamond Sports Finance Co. 144A sr. notes 5.375%, 8/15/26 | | | | 300,000 | 150,000 |
| Dollar General Corp. sr. unsec. sub. notes 3.25%, 4/15/23 | | | | 510,000 | 522,323 |
| Ecolab, Inc. sr. unsec. unsub. bonds 2.70%, 11/1/26 | | | | 1,680,000 | 1,764,014 |
| Entercom Media Corp. 144A company guaranty notes 6.75%, 3/31/29 | | | | 230,000 | 224,702 |
| Entercom Media Corp. 144A company guaranty notes 6.50%, 5/1/27 | | | | 195,000 | 192,894 |
| Ford Motor Co. sr. unsec. unsub. bonds 3.25%, 2/12/32 | | | | 75,000 | 76,633 |
| Ford Motor Credit Co., LLC sr. unsec. unsub. notes 5.125%, 6/16/25 | | | | 715,000 | 777,563 |
| Ford Motor Credit Co., LLC sr. unsec. unsub. notes 5.113%, 5/3/29 | | | | 220,000 | 249,975 |
| Ford Motor Credit Co., LLC sr. unsec. unsub. notes 4.271%, 1/9/27 | | | | 240,000 | 258,000 |
| Ford Motor Credit Co., LLC sr. unsec. unsub. notes 4.00%, 11/13/30 | | | | 315,000 | 338,877 |
| Full House Resorts, Inc. 144A company guaranty sr. notes 8.25%, 2/15/28 | | | | 275,000 | 288,750 |
| Garda World Security Corp. 144A sr. unsec. notes 6.00%, 6/1/29 (Canada) | | | | 170,000 | 162,350 |
| Gartner, Inc. 144A company guaranty sr. unsec. bonds 3.75%, 10/1/30 | | | | 240,000 | 243,600 |
| Gartner, Inc. 144A company guaranty sr. unsec. notes 3.625%, 6/15/29 | | | | 60,000 | 60,663 |
| General Motors Co. sr. unsec. bonds 5.95%, 4/1/49 | | | | 245,000 | 335,351 |
| General Motors Co. sr. unsec. bonds 5.20%, 4/1/45 | | | | 95,000 | 117,539 |
| General Motors Financial Co., Inc. company guaranty sr. unsec. notes 4.00%, 10/6/26 | | | | 1,347,000 | 1,454,448 |
| General Motors Financial Co., Inc. company guaranty sr. unsec. unsub. notes 4.30%, 7/13/25 | | | | 288,000 | 310,448 |
| General Motors Financial Co., Inc. company guaranty sr. unsec. unsub. notes 4.00%, 1/15/25 | | | | 110,000 | 116,854 |
| Global Payments, Inc. sr. unsec. notes 2.90%, 5/15/30 | | | | 72,000 | 73,307 |
| Gray Escrow II, Inc. 144A sr. unsec. bonds 5.375%, 11/15/31 | | | | 265,000 | 272,619 |
| GW B-CR Security Corp. 144A sr. unsec. notes 9.50%, 11/1/27 (Canada) | | | | 292,000 | 314,830 |
| Hanesbrands, Inc. 144A company guaranty sr. unsec. unsub. notes 4.625%, 5/15/24 | | | | 150,000 | 157,071 |
| Hilton Worldwide Finance, LLC/Hilton Worldwide Finance Corp. company guaranty sr. unsec. notes 4.875%, 4/1/27 | | | | 190,000 | 195,700 |
| Home Depot, Inc. (The) sr. unsec. unsub. notes 2.625%, 6/1/22 | | | | 795,000 | 801,103 |
| Hyatt Hotels Corp. sr. unsec. unsub. notes 4.85%, 3/15/26 | | | | 763,000 | 829,523 |
| iHeartCommunications, Inc. company guaranty sr. unsec. notes 8.375%, 5/1/27 | | | | 467,807 | 493,536 |
| IHS Markit, Ltd. sr. unsec. sub. bonds 4.75%, 8/1/28 (United Kingdom) | | | | 196,000 | 226,626 |
| IHS Markit, Ltd. 144A company guaranty notes 4.75%, 2/15/25 (United Kingdom) | | | | 1,670,000 | 1,814,038 |
| Interpublic Group of Cos., Inc. (The) sr. unsec. sub. bonds 4.65%, 10/1/28 | | | | 1,421,000 | 1,629,428 |
| JELD-WEN, Inc. 144A company guaranty sr. unsec. notes 4.875%, 12/15/27 | | | | 115,000 | 118,006 |
| JELD-WEN, Inc. 144A sr. notes 6.25%, 5/15/25 | | | | 95,000 | 99,513 |
| Kontoor Brands, Inc. 144A company guaranty sr. unsec. notes 4.125%, 11/15/29 | | | | 260,000 | 260,325 |
| LBM Acquisition, LLC 144A company guaranty sr. unsec. notes 6.25%, 1/15/29 | | | | 170,000 | 168,088 |
| Lennar Corp. company guaranty sr. unsec. unsub. notes 4.75%, 11/29/27 | | | | 792,000 | 896,291 |
| Levi Strauss & Co. 144A sr. unsec. sub. bonds 3.50%, 3/1/31 | | | | 270,000 | 275,300 |
| Lions Gate Capital Holdings, LLC 144A company guaranty sr. unsec. notes 5.50%, 4/15/29 | | | | 150,000 | 152,625 |
| Live Nation Entertainment, Inc. 144A company guaranty sr. unsec. notes 4.875%, 11/1/24 | | | | 95,000 | 95,950 |
| Live Nation Entertainment, Inc. 144A company guaranty sr. unsec. sub. notes 5.625%, 3/15/26 | | | | 145,000 | 149,713 |
| Live Nation Entertainment, Inc. 144A sr. notes 6.50%, 5/15/27 | | | | 120,000 | 131,250 |
| Masonite International Corp. 144A company guaranty sr. unsec. notes 5.375%, 2/1/28 | | | | 90,000 | 94,388 |
| Masonite International Corp. 144A company guaranty sr. unsec. notes 3.50%, 2/15/30 | | | | 115,000 | 113,706 |
| Mattamy Group Corp. 144A sr. unsec. notes 5.25%, 12/15/27 (Canada) | | | | 330,000 | 347,078 |
| Mattamy Group Corp. 144A sr. unsec. notes 4.625%, 3/1/30 (Canada) | | | | 250,000 | 254,613 |
| Mattel, Inc. 144A company guaranty sr. unsec. notes 3.75%, 4/1/29 | | | | 170,000 | 176,163 |
| Mattel, Inc. 144A company guaranty sr. unsec. notes 3.375%, 4/1/26 | | | | 45,000 | 46,148 |
| McGraw-Hill Education, Inc. 144A sr. notes 5.75%, 8/1/28 | | | | 300,000 | 297,000 |
| McGraw-Hill Education, Inc. 144A sr. unsec. notes 8.00%, 8/1/29 | | | | 305,000 | 302,667 |
| Moody's Corp. sr. unsec. bonds 2.55%, 8/18/60 | | | | 435,000 | 381,521 |
| Moody's Corp. sr. unsec. notes 2.00%, 8/19/31 | | | | 1,030,000 | 1,001,566 |
| NESCO Holdings II, Inc. 144A company guaranty notes 5.50%, 4/15/29 | | | | 230,000 | 237,475 |
| News Corp. 144A sr. unsec. notes 3.875%, 5/15/29 | | | | 175,000 | 176,750 |
| Nielsen Co. Luxembourg SARL (The) 144A company guaranty sr. unsec. notes 5.00%, 2/1/25 (Luxembourg) | | | | 170,000 | 172,712 |
| Nielsen Finance, LLC/Nielsen Finance Co. 144A company guaranty sr. unsec. notes 5.625%, 10/1/28 | | | | 170,000 | 175,525 |
| Nielsen Finance, LLC/Nielsen Finance Co. 144A company guaranty sr. unsec. notes 4.50%, 7/15/29 | | | | 125,000 | 122,968 |
| Nielsen Finance, LLC/Nielsen Finance Co. 144A sr. unsec. bonds 4.75%, 7/15/31 | | | | 125,000 | 123,438 |
| Omnicom Group, Inc. company guaranty sr. unsec. unsub. notes 3.60%, 4/15/26 | | | | 870,000 | 932,742 |
| Penn National Gaming, Inc. 144A sr. unsec. notes 5.625%, 1/15/27 | | | | 265,000 | 270,300 |
| Prime Security Services Borrower, LLC/Prime Finance, Inc. 144A company guaranty sr. notes 3.375%, 8/31/27 | | | | 120,000 | 115,847 |
| Prime Security Services Borrower, LLC/Prime Finance, Inc. 144A notes 6.25%, 1/15/28 | | | | 230,000 | 239,775 |
| PulteGroup, Inc. company guaranty sr. unsec. unsub. notes 7.875%, 6/15/32 | | | | 315,000 | 449,663 |
| Raptor Acquisition Corp./Raptor Co-Issuer, LLC 144A sr. notes 4.875%, 11/1/26 | | | | 70,000 | 70,700 |
| Realogy Group, LLC/Realogy Co-Issuer Corp. 144A company guaranty sr. unsec. notes 5.75%, 1/15/29 | | | | 200,000 | 205,000 |
| S&P Global, Inc. company guaranty sr. unsec. bonds 2.50%, 12/1/29 | | | | 105,000 | 108,437 |
| S&P Global, Inc. company guaranty sr. unsec. notes 1.25%, 8/15/30 | | | | 200,000 | 186,603 |
| S&P Global, Inc. company guaranty sr. unsec. unsub. notes 2.95%, 1/22/27 | | | | 268,000 | 282,961 |
| Sabre GLBL, Inc. 144A company guaranty sr. notes 9.25%, 4/15/25 | | | | 290,000 | 327,700 |
| Scientific Games International, Inc. 144A company guaranty sr. unsec. notes 7.25%, 11/15/29 | | | | 375,000 | 418,125 |
| Scientific Games International, Inc. 144A sr. unsec. notes 7.00%, 5/15/28 | | | | 110,000 | 117,150 |
| Scotts Miracle-Gro Co. (The) company guaranty sr. unsec. notes 4.50%, 10/15/29 | | | | 345,000 | 359,663 |
| Scotts Miracle-Gro Co. (The) 144A company guaranty sr. unsec. bonds 4.375%, 2/1/32 | | | | 120,000 | 119,700 |
| Scripps Escrow II, Inc. 144A sr. notes 3.875%, 1/15/29 | | | | 130,000 | 129,838 |
| Scripps Escrow II, Inc. 144A sr. unsec. bonds 5.375%, 1/15/31 | | | | 140,000 | 142,275 |
| Scripps Escrow, Inc. 144A company guaranty sr. unsec. notes 5.875%, 7/15/27 | | | | 115,000 | 120,815 |
| Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc. 144A company guaranty sr. unsec. notes 4.625%, 11/1/26 | | | | 200,000 | 207,202 |
| Sinclair Television Group, Inc. 144A sr. bonds 4.125%, 12/1/30 | | | | 120,000 | 113,700 |
| Sirius XM Radio, Inc. 144A company guaranty sr. unsec. bonds 3.875%, 9/1/31 | | | | 1,105,000 | 1,083,397 |
| Sirius XM Radio, Inc. 144A company guaranty sr. unsec. notes 4.00%, 7/15/28 | | | | 370,000 | 372,068 |
| Sirius XM Radio, Inc. 144A sr. unsec. bonds 5.00%, 8/1/27 | | | | 1,020,000 | 1,056,975 |
| Six Flags Entertainment Corp. 144A company guaranty sr. unsec. bonds 5.50%, 4/15/27 | | | | 155,000 | 160,231 |
| Six Flags Theme Parks, Inc. 144A company guaranty sr. notes 7.00%, 7/1/25 | | | | 240,000 | 256,306 |
| Spanish Broadcasting System, Inc. 144A sr. notes 9.75%, 3/1/26 | | | | 180,000 | 185,175 |
| Spectrum Brands, Inc. 144A company guaranty sr. unsec. bonds 5.00%, 10/1/29 | | | | 115,000 | 120,606 |
| Spectrum Brands, Inc. 144A company guaranty sr. unsec. bonds 3.875%, 3/15/31 | | | | 220,000 | 217,250 |
| Standard Industries, Inc. 144A sr. unsec. bonds 3.375%, 1/15/31 | | | | 90,000 | 86,696 |
| Standard Industries, Inc. 144A sr. unsec. notes 5.00%, 2/15/27 | | | | 160,000 | 164,704 |
| Standard Industries, Inc. 144A sr. unsec. notes 4.75%, 1/15/28 | | | | 20,000 | 20,650 |
| Standard Industries, Inc. 144A sr. unsec. notes 4.375%, 7/15/30 | | | | 155,000 | 157,906 |
| Station Casinos, LLC 144A sr. unsec. bonds 4.625%, 12/1/31 | | | | 80,000 | 80,656 |
| Station Casinos, LLC 144A sr. unsec. notes 4.50%, 2/15/28 | | | | 230,000 | 231,311 |
| Stellantis Finance US, Inc. 144A company guaranty sr. unsec. notes 2.691%, 9/15/31 | | | | 885,000 | 869,881 |
| SugarHouse HSP Gaming Prop. Mezz LP/SugarHouse HSP Gaming Finance Corp. 144A company guaranty sr. unsub. notes 5.875%, 5/15/25 | | | | 205,000 | 203,975 |
| Taylor Morrison Communities, Inc. 144A sr. unsec. bonds 5.125%, 8/1/30 | | | | 50,000 | 55,000 |
| Taylor Morrison Communities, Inc. 144A sr. unsec. notes 5.75%, 1/15/28 | | | | 115,000 | 128,513 |
| Terrier Media Buyer, Inc. 144A company guaranty sr. unsec. notes 8.875%, 12/15/27 | | | | 350,000 | 378,270 |
| Townsquare Media, Inc. 144A sr. notes 6.875%, 2/1/26 | | | | 220,000 | 233,475 |
| TRI Pointe Group, Inc./TRI Pointe Homes, Inc. company guaranty sr. unsec. unsub. notes 5.875%, 6/15/24 | | | | 130,000 | 141,538 |
| Univision Communications, Inc. 144A company guaranty sr. notes 9.50%, 5/1/25 | | | | 135,000 | 144,281 |
| Univision Communications, Inc. 144A company guaranty sr. notes 6.625%, 6/1/27 | | | | 240,000 | 258,600 |
| Univision Communications, Inc. 144A company guaranty sr. notes 4.50%, 5/1/29 | | | | 120,000 | 121,200 |
| Urban One, Inc. 144A company guaranty sr. notes 7.375%, 2/1/28 | | | | 280,000 | 288,400 |
| ViacomCBS, Inc. company guaranty sr. unsec. bonds 4.20%, 6/1/29 | | | | 205,000 | 227,777 |
| ViacomCBS, Inc. company guaranty sr. unsec. unsub. bonds 2.90%, 1/15/27 | | | | 376,000 | 391,539 |
| ViacomCBS, Inc. company guaranty sr. unsec. unsub. notes 4.00%, 1/15/26 | | | | 152,000 | 164,111 |
| Victoria's Secret & Co. 144A sr. unsec. notes 4.625%, 7/15/29 | | | | 140,000 | 142,800 |
| Walt Disney Co. (The) company guaranty sr. unsec. bonds 7.75%, 12/1/45 | | | | 382,000 | 684,295 |
| Werner FinCo LP/Werner FinCo, Inc. 144A company guaranty sr. unsec. notes 8.75%, 7/15/25 | | | | 310,000 | 323,175 |
| White Cap Buyer, LLC 144A sr. unsec. notes 6.875%, 10/15/28 | | | | 215,000 | 224,138 |
| Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp. 144A company guaranty sr. unsec. sub. notes 5.25%, 5/15/27 | | | | 295,000 | 301,584 |
| Wynn Resorts Finance, LLC/Wynn Resorts Capital Corp. 144A sr. unsec. bonds 5.125%, 10/1/29 | | | | 295,000 | 299,425 |
| Wynn Resorts Finance, LLC/Wynn Resorts Capital Corp. 144A sr. unsec. notes 7.75%, 4/15/25 | | | | 70,000 | 73,413 |
| | | | | |
|
| | | | | | 47,553,866 |
| Consumer staples (0.8%) |
| 1011778 BC ULC/New Red Finance, Inc. 144A bonds 4.00%, 10/15/30 (Canada) | | | | 160,000 | 157,200 |
| 1011778 BC ULC/New Red Finance, Inc. 144A company guaranty notes 4.375%, 1/15/28 (Canada) | | | | 170,000 | 173,400 |
| 1011778 BC ULC/New Red Finance, Inc. 144A company guaranty sr. notes 3.875%, 1/15/28 (Canada) | | | | 210,000 | 212,100 |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons, LLC 144A company guaranty sr. unsec. notes 4.875%, 2/15/30 | | | | 70,000 | 75,580 |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons, LLC 144A company guaranty sr. unsec. notes 4.625%, 1/15/27 | | | | 310,000 | 325,326 |
| Albertsons Cos., LLC/Safeway, Inc./New Albertsons LP/Albertsons, LLC 144A company guaranty sr. unsec. notes 7.50%, 3/15/26 | | | | 200,000 | 213,500 |
| Anheuser-Busch InBev Worldwide, Inc. company guaranty sr. unsec. unsub. bonds 5.55%, 1/23/49 | | | | 525,000 | 726,315 |
| Anheuser-Busch InBev Worldwide, Inc. company guaranty sr. unsec. unsub. bonds 4.60%, 4/15/48 | | | | 1,199,000 | 1,466,185 |
| Anheuser-Busch InBev Worldwide, Inc. company guaranty sr. unsec. unsub. notes 4.75%, 1/23/29 | | | | 629,000 | 732,116 |
| Ashtead Capital, Inc. 144A bonds 4.25%, 11/1/29 | | | | 255,000 | 271,575 |
| Ashtead Capital, Inc. 144A company guaranty sr. unsec. notes 2.45%, 8/12/31 | | | | 580,000 | 564,742 |
| Ashtead Capital, Inc. 144A notes 4.375%, 8/15/27 | | | | 1,000,000 | 1,035,700 |
| Brand Energy & Infrastructure Services, Inc. 144A sr. unsec. notes 8.50%, 7/15/25 | | | | 85,000 | 84,921 |
| CDW, LLC/CDW Finance Corp. company guaranty sr. unsec. notes 3.25%, 2/15/29 | | | | 35,000 | 35,313 |
| CVS Pass-Through Trust sr. notes 6.036%, 12/10/28 | | | | 25,482 | 28,974 |
| ERAC USA Finance, LLC 144A company guaranty sr. unsec. bonds 4.50%, 2/15/45 | | | | 352,000 | 425,598 |
| ERAC USA Finance, LLC 144A company guaranty sr. unsec. notes 7.00%, 10/15/37 | | | | 390,000 | 574,553 |
| ERAC USA Finance, LLC 144A company guaranty sr. unsec. notes 5.625%, 3/15/42 | | | | 462,000 | 625,729 |
| Fresh Market, Inc. (The) 144A company guaranty sr. notes 9.75%, 5/1/23 | | | | 380,000 | 390,925 |
| Golden Nugget, Inc. 144A company guaranty sr. unsec. sub. notes 8.75%, 10/1/25 | | | | 195,000 | 202,800 |
| Golden Nugget, Inc. 144A sr. unsec. notes 6.75%, 10/15/24 | | | | 400,000 | 400,000 |
| IRB Holding Corp. 144A company guaranty sr. notes 7.00%, 6/15/25 | | | | 120,000 | 126,956 |
| JDE Peet's NV 144A company guaranty sr. unsec. notes 1.375%, 1/15/27 (Netherlands) | | | | 730,000 | 704,973 |
| Keurig Dr Pepper, Inc. company guaranty sr. unsec. notes 2.25%, 3/15/31 | | | | 1,193,000 | 1,175,589 |
| Keurig Dr Pepper, Inc. company guaranty sr. unsec. unsub. notes 4.597%, 5/25/28 | | | | 457,000 | 519,733 |
| KFC Holding Co./Pizza Hut Holdings, LLC/Taco Bell of America, LLC 144A company guaranty sr. unsec. notes 4.75%, 6/1/27 | | | | 140,000 | 144,725 |
| Kraft Heinz Foods Co. company guaranty sr. unsec. bonds 4.375%, 6/1/46 | | | | 306,000 | 358,326 |
| Kraft Heinz Foods Co. company guaranty sr. unsec. notes 5.00%, 7/15/35 | | | | 227,000 | 277,698 |
| Kraft Heinz Foods Co. company guaranty sr. unsec. notes 3.00%, 6/1/26 | | | | 205,000 | 214,420 |
| Kraft Heinz Foods Co. company guaranty sr. unsec. sub. notes 4.875%, 10/1/49 | | | | 575,000 | 722,167 |
| Lamb Weston Holdings, Inc. 144A company guaranty sr. unsec. notes 4.875%, 5/15/28 | | | | 170,000 | 184,025 |
| Lamb Weston Holdings, Inc. 144A company guaranty sr. unsec. notes 4.125%, 1/31/30 | | | | 265,000 | 270,300 |
| Match Group Holdings II, LLC 144A sr. unsec. bonds 5.00%, 12/15/27 | | | | 111,000 | 115,440 |
| Match Group Holdings II, LLC 144A sr. unsec. bonds 3.625%, 10/1/31 | | | | 100,000 | 97,125 |
| Match Group Holdings II, LLC 144A sr. unsec. notes 4.125%, 8/1/30 | | | | 50,000 | 50,500 |
| Match Group Holdings II, LLC 144A sr. unsec. unsub. notes 4.625%, 6/1/28 | | | | 773,000 | 804,229 |
| Millennium Escrow Corp. 144A sr. notes 6.625%, 8/1/26 | | | | 155,000 | 155,388 |
| Mondelez International Holdings Netherlands BV 144A company guaranty sr. unsec. notes 2.125%, 9/19/22 (Netherlands) | | | | 585,000 | 591,136 |
| Nestle Holdings, Inc. 144A company guaranty sr. unsec. notes 0.375%, 1/15/24 | | | | 1,545,000 | 1,526,284 |
| Netflix, Inc. sr. unsec. bonds Ser. REGS, 3.875%, 11/15/29 | | | EUR | 725,000 | 994,779 |
| Netflix, Inc. sr. unsec. notes 4.875%, 4/15/28 | | | | $205,000 | 233,700 |
| Netflix, Inc. sr. unsec. unsub. notes 5.875%, 11/15/28 | | | | 1,108,000 | 1,332,370 |
| Netflix, Inc. sr. unsec. unsub. notes 4.375%, 11/15/26 | | | | 845,000 | 935,838 |
| Netflix, Inc. 144A sr. unsec. bonds 5.375%, 11/15/29 | | | | 10,000 | 11,875 |
| Netflix, Inc. 144A sr. unsec. bonds 4.875%, 6/15/30 | | | | 873,000 | 1,018,136 |
| Newell Brands, Inc. sr. unsec. notes 4.875%, 6/1/25 | | | | 135,000 | 147,150 |
| Newell Brands, Inc. sr. unsec. unsub. notes 4.70%, 4/1/26 | | | | 215,000 | 234,405 |
| PECF USS Intermediate Holding III Corp. 144A sr. unsec. notes 8.00%, 11/15/29 | | | | 450,000 | 465,975 |
| Rite Aid Corp. 144A company guaranty sr. notes 8.00%, 11/15/26 | | | | 189,000 | 192,780 |
| Rite Aid Corp. 144A company guaranty sr. unsec. sub. notes 7.50%, 7/1/25 | | | | 134,000 | 137,752 |
| TripAdvisor, Inc. 144A company guaranty sr. unsec. notes 7.00%, 7/15/25 | | | | 215,000 | 226,825 |
| VM Consolidated, Inc. 144A company guaranty sr. unsec. notes 5.50%, 4/15/29 | | | | 240,000 | 241,200 |
| Yum! Brands, Inc. sr. unsec. sub. bonds 3.625%, 3/15/31 | | | | 120,000 | 119,550 |
| Yum! Brands, Inc. 144A sr. unsec. bonds 4.75%, 1/15/30 | | | | 115,000 | 124,488 |
| | | | | |
|
| | | | | | 23,178,389 |
| Energy (1.0%) |
| Antero Midstream Partners LP/Antero Midstream Finance Corp. 144A company guaranty sr. unsec. notes 7.875%, 5/15/26 | | | | 130,000 | 143,265 |
| Antero Resources Corp. 144A company guaranty sr. unsec. notes 8.375%, 7/15/26 | | | | 94,000 | 107,026 |
| Antero Resources Corp. 144A company guaranty sr. unsec. notes 7.625%, 2/1/29 | | | | 109,000 | 120,990 |
| Apache Corp. sr. unsec. unsub. notes 5.10%, 9/1/40 | | | | 125,000 | 141,250 |
| Apache Corp. sr. unsec. unsub. notes 4.875%, 11/15/27 | | | | 100,000 | 109,000 |
| Apache Corp. sr. unsec. unsub. notes 4.625%, 11/15/25 | | | | 80,000 | 85,900 |
| Apache Corp. sr. unsec. unsub. notes 4.375%, 10/15/28 | | | | 145,000 | 157,759 |
| BP Capital Markets America, Inc. company guaranty sr. unsec. notes 3.119%, 5/4/26 | | | | 695,000 | 735,025 |
| BP Capital Markets America, Inc. company guaranty sr. unsec. unsub. notes 3.937%, 9/21/28 | | | | 77,000 | 85,209 |
| BP Capital Markets PLC company guaranty sr. unsec. unsub. notes 3.279%, 9/19/27 (United Kingdom) | | | | 875,000 | 939,997 |
| Callon Petroleum Co. company guaranty sr. unsec. notes 6.125%, 10/1/24 | | | | 290,000 | 285,650 |
| Callon Petroleum Co. 144A company guaranty notes 9.00%, 4/1/25 | | | | 110,000 | 118,800 |
| Callon Petroleum Co. 144A company guaranty sr. unsec. notes 8.00%, 8/1/28 | | | | 170,000 | 171,700 |
| Cenovus Energy, Inc. sr. unsec. bonds 6.75%, 11/15/39 (Canada) | | | | 190,000 | 256,975 |
| Centennial Resource Production, LLC 144A company guaranty sr. unsec. notes 6.875%, 4/1/27 | | | | 370,000 | 377,400 |
| Centennial Resource Production, LLC 144A company guaranty sr. unsec. notes 5.375%, 1/15/26 | | | | 255,000 | 249,900 |
| ChampionX Corp. company guaranty sr. unsec. notes 6.375%, 5/1/26 | | | | 89,000 | 92,560 |
| Cheniere Corpus Christi Holdings, LLC company guaranty sr. notes 5.125%, 6/30/27 | | | | 219,000 | 247,102 |
| Cheniere Energy Partners LP company guaranty sr. unsec. unsub. notes 4.00%, 3/1/31 | | | | 175,000 | 183,566 |
| Cheniere Energy Partners LP 144A company guaranty sr. unsec. unsub. bonds 3.25%, 1/31/32 | | | | 185,000 | 186,388 |
| Comstock Resources, Inc. 144A company guaranty sr. unsec. notes 7.50%, 5/15/25 | | | | 55,000 | 56,719 |
| Comstock Resources, Inc. 144A company guaranty sr. unsec. notes 5.875%, 1/15/30 | | | | 240,000 | 246,000 |
| Comstock Resources, Inc. 144A sr. unsec. notes 6.75%, 3/1/29 | | | | 205,000 | 222,343 |
| ConocoPhillips 144A company guaranty sr. unsec. notes 3.75%, 10/1/27 | | | | 140,000 | 153,467 |
| Continental Resources, Inc. company guaranty sr. unsec. bonds 4.90%, 6/1/44 | | | | 175,000 | 194,031 |
| Continental Resources, Inc. company guaranty sr. unsec. notes 4.375%, 1/15/28 | | | | 205,000 | 221,615 |
| Continental Resources, Inc. company guaranty sr. unsec. unsub. notes 4.50%, 4/15/23 | | | | 320,000 | 329,750 |
| Continental Resources, Inc. 144A company guaranty sr. unsec. bonds 5.75%, 1/15/31 | | | | 240,000 | 282,629 |
| Continental Resources, Inc. 144A company guaranty sr. unsec. bonds 2.875%, 4/1/32 | | | | 2,085,000 | 2,039,662 |
| CrownRock LP/CrownRock Finance, Inc. 144A sr. unsec. notes 5.00%, 5/1/29 | | | | 200,000 | 207,500 |
| DCP Midstream Operating LP company guaranty sr. unsec. notes 5.625%, 7/15/27 | | | | 115,000 | 130,525 |
| DCP Midstream Operating LP 144A company guaranty sr. unsec. unsub. bonds 6.75%, 9/15/37 | | | | 305,000 | 407,556 |
| Devon Energy Corp. sr. unsec. unsub. bonds 7.95%, 4/15/32 | | | | 170,000 | 238,185 |
| Devon Energy Corp. sr. unsec. unsub. bonds 7.875%, 9/30/31 | | | | 120,000 | 168,000 |
| Devon Energy Corp. sr. unsec. unsub. bonds 5.60%, 7/15/41 | | | | 95,000 | 119,161 |
| Diamondback Energy, Inc. company guaranty sr. unsec. notes 3.25%, 12/1/26 | | | | 390,000 | 411,304 |
| DT Midstream, Inc. 144A sr. unsec. bonds 4.375%, 6/15/31 | | | | 95,000 | 98,800 |
| DT Midstream, Inc. 144A sr. unsec. notes 4.125%, 6/15/29 | | | | 70,000 | 71,663 |
| Encino Acquisition Partners Holdings, LLC 144A company guaranty sr. unsec. notes 8.50%, 5/1/28 | | | | 325,000 | 337,594 |
| Endeavor Energy Resources LP/EER Finance, Inc. 144A sr. unsec. bonds 5.75%, 1/30/28 | | | | 400,000 | 426,354 |
| Endeavor Energy Resources LP/EER Finance, Inc. 144A sr. unsec. notes 6.625%, 7/15/25 | | | | 125,000 | 132,254 |
| EnLink Midstream, LLC 144A company guaranty sr. unsec. notes 5.625%, 1/15/28 | | | | 305,000 | 317,200 |
| EOG Resources, Inc. sr. unsec. unsub. notes 2.625%, 3/15/23 | | | | 915,000 | 930,531 |
| EQT Corp. sr. unsec. notes 7.50%, 2/1/30 | | | | 125,000 | 160,625 |
| EQT Corp. sr. unsec. notes 5.00%, 1/15/29 | | | | 25,000 | 27,688 |
| Equinor ASA company guaranty sr. unsec. notes 5.10%, 8/17/40 (Norway) | | | | 235,000 | 308,015 |
| Global Partners LP/GLP Finance Corp. company guaranty sr. unsec. notes 6.875%, 1/15/29 | | | | 30,000 | 31,415 |
| Hess Midstream Operations LP 144A company guaranty sr. unsec. notes 5.125%, 6/15/28 | | | | 215,000 | 223,869 |
| Hess Midstream Operations LP 144A company guaranty sr. unsec. notes 4.25%, 2/15/30 | | | | 95,000 | 94,288 |
| Hess Midstream Operations LP 144A company guaranty sr. unsec. sub. notes 5.625%, 2/15/26 | | | | 270,000 | 278,100 |
| Holly Energy Partners LP/Holly Energy Finance Corp. 144A company guaranty sr. unsec. notes 5.00%, 2/1/28 | | | | 320,000 | 318,800 |
| Nabors Industries, Inc. company guaranty sr. unsec. notes 5.75%, 2/1/25 | | | | 135,000 | 125,132 |
| Nabors Industries, Inc. 144A company guaranty sr. unsec. notes 9.00%, 2/1/25 | | | | 73,000 | 75,190 |
| Nabors Industries, Ltd. 144A company guaranty sr. unsec. notes 7.25%, 1/15/26 | | | | 100,000 | 92,500 |
| Northriver Midstream Finance LP 144A sr. notes 5.625%, 2/15/26 (Canada) | | | | 25,000 | 25,875 |
| Oasis Petroleum, Inc. 144A company guaranty sr. unsec. notes 6.375%, 6/1/26 | | | | 120,000 | 125,700 |
| Occidental Petroleum Corp. sr. unsec. bonds 6.625%, 9/1/30 | | | | 155,000 | 191,813 |
| Occidental Petroleum Corp. sr. unsec. bonds 6.125%, 1/1/31 | | | | 60,000 | 72,900 |
| Occidental Petroleum Corp. sr. unsec. sub. bonds 6.20%, 3/15/40 | | | | 865,000 | 1,063,950 |
| Occidental Petroleum Corp. sr. unsec. sub. notes 6.45%, 9/15/36 | | | | 300,000 | 382,502 |
| Ovintiv, Inc. company guaranty sr. unsec. bonds 6.50%, 8/15/34 | | | | 75,000 | 96,500 |
| Ovintiv, Inc. company guaranty sr. unsec. unsub. bonds 7.375%, 11/1/31 | | | | 205,000 | 267,220 |
| Ovintiv, Inc. company guaranty sr. unsec. unsub. bonds 6.625%, 8/15/37 | | | | 75,000 | 98,182 |
| Ovintiv, Inc. company guaranty sr. unsec. unsub. notes 8.125%, 9/15/30 | | | | 65,000 | 86,434 |
| PBF Holding Co., LLC/PBF Finance Corp. 144A company guaranty sr. notes 9.25%, 5/15/25 | | | | 215,000 | 204,519 |
| Pertamina Persero PT 144A sr. unsec. unsub. notes 4.30%, 5/20/23 (Indonesia) | | | | 200,000 | 207,886 |
| Petrobras Global Finance BV company guaranty sr. unsec. unsub. bonds 5.50%, 6/10/51 (Brazil) | | | | 312,000 | 289,380 |
| Petrobras Global Finance BV company guaranty sr. unsec. unsub. notes 6.25%, 3/17/24 (Brazil) | | | | 97,000 | 104,639 |
| Petrobras Global Finance BV company guaranty sr. unsec. unsub. notes 5.60%, 1/3/31 (Brazil) | | | | 322,000 | 340,998 |
| Petroleos de Venezuela SA company guaranty sr. unsec. bonds Ser. REGS, 6.00%, 11/15/26 (Venezuela) (In default)(NON) | | | | 575,000 | 23,000 |
| Petroleos Mexicanos company guaranty sr. unsec. unsub. FRB 7.69%, 1/23/50 (Mexico) | | | | 335,000 | 323,275 |
| Petroleos Mexicanos 144A company guaranty sr. unsec. unsub. bonds 6.70%, 2/16/32 (Mexico) | | | | 1,628,000 | 1,644,280 |
| Precision Drilling Corp. 144A company guaranty sr. unsec. notes 7.125%, 1/15/26 (Canada) | | | | 330,000 | 337,425 |
| Precision Drilling Corp. 144A company guaranty sr. unsec. notes 6.875%, 1/15/29 (Canada) | | | | 55,000 | 56,057 |
| Rattler Midstream LP 144A company guaranty sr. unsec. notes 5.625%, 7/15/25 | | | | 170,000 | 176,800 |
| Regency Energy Partners LP/Regency Energy Finance Corp. company guaranty sr. unsec. unsub. notes 4.50%, 11/1/23 | | | | 57,000 | 59,779 |
| Renewable Energy Group, Inc. 144A company guaranty sr. notes 5.875%, 6/1/28 | | | | 75,000 | 77,063 |
| Rockcliff Energy II, LLC 144A sr. unsec. notes 5.50%, 10/15/29 | | | | 270,000 | 278,100 |
| Sabine Pass Liquefaction, LLC sr. bonds 4.20%, 3/15/28 | | | | 260,000 | 284,796 |
| Sabine Pass Liquefaction, LLC sr. notes 5.75%, 5/15/24 | | | | 155,000 | 168,570 |
| Sabine Pass Liquefaction, LLC sr. notes 5.00%, 3/15/27 | | | | 156,000 | 175,215 |
| Shell International Finance BV company guaranty sr. unsec. unsub. notes 2.875%, 5/10/26 (Netherlands) | | | | 1,240,000 | 1,315,272 |
| SM Energy Co. sr. unsec. notes 6.625%, 1/15/27 | | | | 100,000 | 103,000 |
| SM Energy Co. sr. unsec. unsub. notes 6.75%, 9/15/26 | | | | 195,000 | 200,363 |
| SM Energy Co. sr. unsec. unsub. notes 6.50%, 7/15/28 | | | | 205,000 | 212,175 |
| SM Energy Co. 144A company guaranty notes 10.00%, 1/15/25 | | | | 95,000 | 104,561 |
| Southwestern Energy Co. company guaranty sr. unsec. notes 5.375%, 3/15/30 | | | | 240,000 | 257,155 |
| Southwestern Energy Co. company guaranty sr. unsec. notes 5.375%, 2/1/29 | | | | 445,000 | 470,588 |
| Spectra Energy Partners LP sr. unsec. notes 3.375%, 10/15/26 | | | | 425,000 | 450,573 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 144A company guaranty sr. unsec. notes 7.50%, 10/1/25 | | | | 60,000 | 65,100 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 144A company guaranty sr. unsec. notes 6.00%, 12/31/30 | | | | 200,000 | 200,000 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 144A company guaranty sr. unsec. notes 5.50%, 1/15/28 | | | | 270,000 | 270,000 |
| Transcanada Trust company guaranty jr. unsec. sub. FRB 5.30%, 3/15/77 (Canada) | | | | 355,000 | 366,981 |
| Transocean Pontus, Ltd. 144A company guaranty sr. notes 6.125%, 8/1/25 (Cayman Islands) | | | | 97,150 | 94,721 |
| Transocean Poseidon, Ltd. 144A company guaranty sr. notes 6.875%, 2/1/27 | | | | 175,000 | 169,094 |
| Transocean, Inc. 144A company guaranty sr. unsec. notes 11.50%, 1/30/27 | | | | 200,000 | 196,000 |
| USA Compression Partners LP/USA Compression Finance Corp. company guaranty sr. unsec. notes 6.875%, 4/1/26 | | | | 230,000 | 239,200 |
| USA Compression Partners LP/USA Compression Finance Corp. company guaranty sr. unsec. unsub. notes 6.875%, 9/1/27 | | | | 115,000 | 121,469 |
| Venture Global Calcasieu Pass, LLC 144A company guaranty sr. bonds 3.875%, 11/1/33 | | | | 130,000 | 136,175 |
| Viper Energy Partners LP 144A company guaranty sr. unsec. notes 5.375%, 11/1/27 | | | | 70,000 | 72,275 |
| | | | | |
|
| | | | | | 26,481,487 |
| Financials (4.0%) |
| ABN AMRO Bank NV 144A unsec. sub. FRB 3.324%, 3/13/37 (Netherlands) | | | | 800,000 | 799,325 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust company guaranty sr. unsec. bonds 3.30%, 1/30/32 (Ireland) | | | | 2,225,000 | 2,266,767 |
| AG Issuer, LLC 144A sr. notes 6.25%, 3/1/28 | | | | 215,000 | 223,063 |
| Air Lease Corp. sr. unsec. notes 2.10%, 9/1/28 | | | | 290,000 | 279,681 |
| Air Lease Corp. sr. unsec. sub. bonds 4.625%, 10/1/28 | | | | 528,000 | 582,378 |
| Air Lease Corp. sr. unsec. sub. notes 3.25%, 10/1/29 | | | | 1,412,000 | 1,442,322 |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer 144A sr. unsec. notes 6.75%, 10/15/27 | | | | 295,000 | 306,063 |
| Ally Financial, Inc. company guaranty sr. unsec. notes 8.00%, 11/1/31 | | | | 272,000 | 385,035 |
| American Express Co. sr. unsec. notes 2.65%, 12/2/22 | | | | 759,000 | 773,428 |
| AmWINS Group, Inc. 144A sr. unsec. notes 4.875%, 6/30/29 | | | | 95,000 | 95,950 |
| ANZ New Zealand Int'l, Ltd./London 144A company guaranty sr. unsec. notes 2.875%, 1/25/22 (United Kingdom) | | | | 1,735,000 | 1,737,516 |
| Ares Capital Corp. sr. unsec. sub. notes 3.875%, 1/15/26 | | | | 504,000 | 531,163 |
| Aretec Escrow Issuer, Inc. 144A sr. unsec. notes 7.50%, 4/1/29 | | | | 280,000 | 286,541 |
| Athene Global Funding 144A notes 1.985%, 8/19/28 | | | | 905,000 | 879,384 |
| Australia & New Zealand Banking Group, Ltd. 144A unsec. sub. FRB 2.57%, 11/25/35 (Australia) | | | | 365,000 | 349,405 |
| Australia & New Zealand Banking Group, Ltd./United Kingdom 144A jr. unsec. sub. FRB 6.75%, perpetual maturity (United Kingdom) | | | | 200,000 | 227,250 |
| Banco Santander SA sr. unsec. unsub. notes 4.379%, 4/12/28 (Spain) | | | | 400,000 | 447,654 |
| Banco Santander SA unsec. sub. FRB 3.225%, 11/22/32 (Spain) | | | | 1,600,000 | 1,601,504 |
| Banco Santander SA unsec. sub. notes 5.179%, 11/19/25 (Spain) | | | | 400,000 | 443,300 |
| Bank of America Corp. jr. unsec. sub. FRN Ser. AA, 6.10%, perpetual maturity | | | | 320,000 | 346,800 |
| Bank of America Corp. jr. unsec. sub. FRN Ser. Z, 6.50%, perpetual maturity | | | | 30,000 | 32,849 |
| Bank of America Corp. sr. unsec. FRN 1.734%, 7/22/27 | | | | 2,720,000 | 2,700,191 |
| Bank of America Corp. sr. unsec. FRN Ser. MTN, 2.496%, 2/13/31 | | | | 720,000 | 721,835 |
| Bank of America Corp. unsec. sub. FRN (BBA LIBOR USD 3 Month + 0.76%), 0.963%, 9/15/26 | | | | 125,000 | 124,467 |
| Bank of America Corp. unsec. sub. notes 6.11%, 1/29/37 | | | | 1,722,000 | 2,305,107 |
| Bank of Nova Scotia (The) sr. unsec. notes 2.00%, 11/15/22 (Canada) | | | | 777,000 | 787,218 |
| Bank of Nova Scotia (The) sr. unsec. unsub. notes 2.70%, 3/7/22 (Canada) | | | | 174,000 | 174,784 |
| Berkshire Hathaway Finance Corp. company guaranty sr. unsec. bonds 2.85%, 10/15/50 | | | | 860,000 | 847,356 |
| Berkshire Hathaway Finance Corp. company guaranty sr. unsec. notes 4.30%, 5/15/43 | | | | 190,000 | 227,972 |
| Blackstone Holdings Finance Co., LLC 144A company guaranty sr. unsec. unsub. bonds 1.60%, 3/30/31 | | | | 270,000 | 251,282 |
| Blackstone Mortgage Trust, Inc. 144A sr. notes 3.75%, 1/15/27(R) | | | | 135,000 | 134,565 |
| BNP Paribas SA 144A unsec. sub. FRB 2.588%, 8/12/35 (France) | | | | 700,000 | 670,610 |
| BPCE SA 144A unsec. sub. notes 4.50%, 3/15/25 (France) | | | | 432,000 | 465,502 |
| Camden Property Trust sr. unsec. unsub. notes 4.875%, 6/15/23(R) | | | | 390,000 | 407,437 |
| Cantor Fitzgerald LP 144A unsec. notes 6.50%, 6/17/22 | | | | 223,000 | 228,517 |
| Capital One Financial Corp. unsec. sub. FRB 2.359%, 7/29/32 | | | | 1,934,000 | 1,830,929 |
| CIT Group, Inc. sr. unsec. sub. notes 5.00%, 8/1/23 | | | | 43,000 | 45,365 |
| CIT Group, Inc. sr. unsec. unsub. notes 5.25%, 3/7/25 | | | | 919,000 | 1,012,398 |
| CIT Group, Inc. sr. unsec. unsub. notes 5.00%, 8/15/22 | | | | 68,000 | 69,515 |
| Citigroup, Inc. jr. unsec. sub. FRN 3.875%, perpetual maturity | | | | 661,000 | 661,707 |
| Citigroup, Inc. sr. unsec. FRB 3.668%, 7/24/28 | | | | 3,154,000 | 3,398,703 |
| Citigroup, Inc. sr. unsec. unsub. FRB 3.887%, 1/10/28 | | | | 721,000 | 781,686 |
| Citigroup, Inc. sr. unsec. unsub. notes 4.50%, 1/14/22 | | | | 726,000 | 726,847 |
| Citigroup, Inc. unsec. sub. bonds 4.75%, 5/18/46 | | | | 445,000 | 547,192 |
| Citigroup, Inc. unsec. sub. bonds 4.45%, 9/29/27 | | | | 520,000 | 579,810 |
| Citigroup, Inc. unsec. sub. notes 4.60%, 3/9/26 | | | | 400,000 | 441,141 |
| CNO Financial Group, Inc. sr. unsec. notes 5.25%, 5/30/29 | | | | 210,000 | 241,164 |
| CNO Financial Group, Inc. sr. unsec. unsub. notes 5.25%, 5/30/25 | | | | 195,000 | 215,211 |
| Cobra AcquisitionCo., LLC 144A company guaranty sr. unsec. notes 6.375%, 11/1/29 | | | | 250,000 | 246,875 |
| Coinbase Global, Inc. 144A company guaranty sr. unsec. unsub. bonds 3.625%, 10/1/31 | | | | 115,000 | 105,800 |
| Coinbase Global, Inc. 144A company guaranty sr. unsec. unsub. notes 3.375%, 10/1/28 | | | | 120,000 | 112,200 |
| Commonwealth Bank of Australia 144A sr. unsec. notes 3.15%, 9/19/27 (Australia) | | | | 1,285,000 | 1,390,757 |
| Commonwealth Bank of Australia 144A unsec. sub. notes 2.688%, 3/11/31 (Australia) | | | | 270,000 | 265,522 |
| Credit Agricole SA 144A unsec. sub. FRN 4.00%, 1/10/33 (France) | | | | 560,000 | 597,101 |
| Credit Suisse AG/New York, NY sr. unsec. notes 2.80%, 4/8/22 | | | | 720,000 | 724,369 |
| Credit Suisse Group AG 144A jr. unsec. sub. FRN 6.25%, perpetual maturity (Switzerland) | | | | 431,000 | 458,959 |
| Credit Suisse Group AG 144A sr. unsec. bonds 3.869%, 1/12/29 (Switzerland) | | | | 342,000 | 366,085 |
| Credit Suisse Group AG 144A sr. unsec. FRN 2.193%, 6/5/26 (Switzerland) | | | | 1,375,000 | 1,381,919 |
| Danske Bank A/S 144A sr. unsec. notes 2.70%, 3/2/22 (Denmark) | | | | 1,620,000 | 1,626,192 |
| Deutsche Bank AG sr. unsec. unsub. notes 1.686%, 3/19/26 (Germany) | | | | 1,745,000 | 1,736,403 |
| Deutsche Bank AG unsec. sub. FRB 3.729%, 1/14/32 (Germany) | | | | 750,000 | 766,740 |
| Digital Realty Trust LP company guaranty sr. unsec. bonds 4.45%, 7/15/28(R) | | | | 384,000 | 432,824 |
| Digital Realty Trust LP company guaranty sr. unsec. notes 4.75%, 10/1/25(R) | | | | 1,305,000 | 1,444,665 |
| DNB Bank ASA 144A sr. unsec. notes 2.15%, 12/2/22 (Norway) | | | | 1,435,000 | 1,456,047 |
| Dresdner Funding Trust I 144A jr. unsec. sub. notes 8.151%, 6/30/31 | | | | 125,000 | 176,348 |
| Empire Communities Corp. 144A sr. unsec. notes 7.00%, 12/15/25 (Canada) | | | | 85,000 | 88,400 |
| Fairfax Financial Holdings, Ltd. sr. unsec. notes 4.85%, 4/17/28 (Canada) | | | | 1,124,000 | 1,250,251 |
| Fairfax US, Inc. 144A company guaranty sr. unsec. notes 4.875%, 8/13/24 | | | | 245,000 | 262,126 |
| Five Corners Funding Trust 144A sr. unsec. bonds 4.419%, 11/15/23 | | | | 445,000 | 471,608 |
| Freedom Mortgage Corp. 144A sr. unsec. notes 8.25%, 4/15/25 | | | | 153,000 | 156,634 |
| Freedom Mortgage Corp. 144A sr. unsec. notes 8.125%, 11/15/24 | | | | 185,000 | 187,313 |
| Freedom Mortgage Corp. 144A sr. unsec. notes 6.625%, 1/15/27 | | | | 120,000 | 117,300 |
| GLP Capital LP/GLP Financing II, Inc. company guaranty sr. unsec. bonds 3.25%, 1/15/32(R) | | | | 530,000 | 532,856 |
| GLP Capital LP/GLP Financing II, Inc. company guaranty sr. unsec. notes 5.25%, 6/1/25 | | | | 195,000 | 213,574 |
| goeasy, Ltd. 144A company guaranty sr. unsec. notes 5.375%, 12/1/24 (Canada) | | | | 70,000 | 71,925 |
| goeasy, Ltd. 144A company guaranty sr. unsec. notes 4.375%, 5/1/26 (Canada) | | | | 135,000 | 138,038 |
| Goldman Sachs Group, Inc. (The) jr. unsec. sub. FRN 3.65%, 7/28/51 | | | | 327,000 | 322,913 |
| Goldman Sachs Group, Inc. (The) sr. unsec. FRB 4.223%, 5/1/29 | | | | 1,454,000 | 1,615,142 |
| Goldman Sachs Group, Inc. (The) sr. unsec. unsub. notes 5.75%, 1/24/22 | | | | 917,000 | 919,758 |
| Goldman Sachs Group, Inc. (The) sr. unsec. unsub. notes 3.85%, 1/26/27 | | | | 2,755,000 | 2,960,997 |
| Goldman Sachs Group, Inc. (The) sr. unsec. unsub. notes 2.60%, 2/7/30 | | | | 386,000 | 392,195 |
| Goldman Sachs Group, Inc. (The) unsec. sub. notes 6.75%, 10/1/37 | | | | 164,000 | 232,115 |
| Home Point Capital, Inc. 144A company guaranty sr. unsec. notes 5.00%, 2/1/26 | | | | 110,000 | 102,163 |
| HUB International, Ltd. 144A sr. unsec. notes 7.00%, 5/1/26 | | | | 290,000 | 297,975 |
| HUB International, Ltd. 144A sr. unsec. notes 5.625%, 12/1/29 | | | | 70,000 | 72,115 |
| Huntington Bancshares, Inc. 144A unsec. sub. FRB 2.487%, 8/15/36 | | | | 781,000 | 748,300 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. company guaranty sr. unsec. notes 6.75%, 2/1/24 | | | | 150,000 | 150,375 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. company guaranty sr. unsec. notes 6.25%, 5/15/26 | | | | 215,000 | 223,869 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. company guaranty sr. unsec. notes 5.25%, 5/15/27 | | | | 190,000 | 195,402 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. company guaranty sr. unsec. sub. notes 4.375%, 2/1/29 | | | | 115,000 | 112,125 |
| Intercontinental Exchange, Inc. sr. unsec. bonds 2.65%, 9/15/40 | | | | 848,000 | 818,899 |
| Intercontinental Exchange, Inc. sr. unsec. bonds 1.85%, 9/15/32 | | | | 425,000 | 406,804 |
| International Lease Finance Corp. sr. unsec. unsub. notes 5.875%, 8/15/22 | | | | 110,000 | 113,429 |
| Intesa Sanpaolo SpA 144A unsec. sub. bonds 4.198%, 6/1/32 (Italy) | | | | 810,000 | 812,046 |
| iStar, Inc. sr. unsec. notes 5.50%, 2/15/26(R) | | | | 195,000 | 201,825 |
| iStar, Inc. sr. unsec. notes 4.75%, 10/1/24(R) | | | | 320,000 | 332,000 |
| iStar, Inc. sr. unsec. notes 4.25%, 8/1/25(R) | | | | 250,000 | 255,625 |
| JPMorgan Chase & Co. jr. unsec. bonds 6.10%, perpetual maturity | | | | 218,000 | 229,990 |
| JPMorgan Chase & Co. jr. unsec. sub. FRB Ser. HH, 4.60%, perpetual maturity | | | | 1,256,000 | 1,288,970 |
| JPMorgan Chase & Co. jr. unsec. sub. FRB Ser. W, (BBA LIBOR USD 3 Month + 1.00%), 1.125%, 5/15/47 | | | | 784,000 | 659,030 |
| JPMorgan Chase & Co. jr. unsec. sub. FRN 3.65%, perpetual maturity | | | | 149,000 | 148,628 |
| JPMorgan Chase & Co. sr. unsec. unsub. FRB 3.964%, 11/15/48 | | | | 2,716,000 | 3,185,411 |
| JPMorgan Chase & Co. unsec. sub. bonds 3.625%, 12/1/27 | | | | 3,080,000 | 3,318,765 |
| JPMorgan Chase & Co. unsec. sub. FRB 2.956%, 5/13/31 | | | | 148,000 | 153,235 |
| JPMorgan Chase & Co. unsec. sub. notes 3.375%, 5/1/23 | | | | 1,432,000 | 1,476,318 |
| KKR Group Finance Co. III, LLC 144A company guaranty sr. unsec. unsub. bonds 5.125%, 6/1/44 | | | | 340,000 | 438,600 |
| Ladder Capital Finance Holdings, LLLP/Ladder Capital Finance Corp. 144A company guaranty sr. unsec. notes 4.75%, 6/15/29(R) | | | | 165,000 | 169,125 |
| Ladder Capital Finance Holdings, LLLP/Ladder Capital Finance Corp. 144A company guaranty sr. unsec. unsub. notes 5.25%, 10/1/25(R) | | | | 65,000 | 65,650 |
| Ladder Capital Finance Holdings, LLLP/Ladder Capital Finance Corp. 144A sr. unsec. notes 4.25%, 2/1/27(R) | | | | 230,000 | 230,288 |
| Lloyds Banking Group PLC unsec. sub. notes 4.65%, 3/24/26 (United Kingdom) | | | | 445,000 | 489,882 |
| Marsh & McLennan Cos., Inc. sr. unsec. sub. bonds 4.90%, 3/15/49 | | | | 425,000 | 571,240 |
| Marsh & McLennan Cos., Inc. sr. unsec. sub. notes 4.375%, 3/15/29 | | | | 467,000 | 532,332 |
| MetLife Capital Trust IV 144A jr. unsec. sub. notes 7.875%, 12/15/37 | | | | 300,000 | 409,500 |
| Metropolitan Life Global Funding I 144A notes 2.40%, 6/17/22 | | | | 900,000 | 908,216 |
| Metropolitan Life Global Funding I 144A sr. notes 3.00%, 1/10/23 | | | | 130,000 | 133,097 |
| Mitsubishi UFJ Financial Group, Inc. sr. unsec. unsub. notes 3.85%, 3/1/26 (Japan) | | | | 575,000 | 622,118 |
| Morgan Stanley sr. unsec. unsub. FRN Ser. GMTN, 3.772%, 1/24/29 | | | | 3,065,000 | 3,335,258 |
| Morgan Stanley sr. unsec. unsub. notes 4.375%, 1/22/47 | | | | 965,000 | 1,212,176 |
| Morgan Stanley sr. unsec. unsub. notes Ser. GMTN, 3.125%, 1/23/23 | | | | 2,511,000 | 2,574,584 |
| National Australia Bank, Ltd./New York, NY sr. unsec. notes 2.80%, 1/10/22 (Australia) | | | | 450,000 | 450,162 |
| Nationstar Mortgage Holdings, Inc. 144A company guaranty sr. unsec. notes 5.75%, 11/15/31 | | | | 250,000 | 248,750 |
| Nationstar Mortgage Holdings, Inc. 144A company guaranty sr. unsec. notes 5.50%, 8/15/28 | | | | 195,000 | 198,900 |
| Nationstar Mortgage Holdings, Inc. 144A company guaranty sr. unsec. notes 5.125%, 12/15/30 | | | | 70,000 | 69,125 |
| NatWest Group PLC sr. unsec. unsub. FRB 4.892%, 5/18/29 (United Kingdom) | | | | 365,000 | 417,213 |
| Neuberger Berman Group, LLC/Neuberger Berman Finance Corp. 144A sr. unsec. notes 4.875%, 4/15/45 | | | | 305,000 | 360,781 |
| New York Life Global Funding 144A notes 1.10%, 5/5/23 | | | | 2,200,000 | 2,209,602 |
| OneMain Finance Corp. company guaranty sr. unsec. notes 8.875%, 6/1/25 | | | | 60,000 | 64,200 |
| OneMain Finance Corp. company guaranty sr. unsec. notes 4.00%, 9/15/30 | | | | 115,000 | 113,089 |
| OneMain Finance Corp. company guaranty sr. unsec. sub. notes 7.125%, 3/15/26 | | | | 105,000 | 119,700 |
| OneMain Finance Corp. company guaranty sr. unsec. sub. notes 6.625%, 1/15/28 | | | | 120,000 | 134,400 |
| OneMain Finance Corp. company guaranty sr. unsec. unsub. notes 6.875%, 3/15/25 | | | | 170,000 | 189,125 |
| OneMain Finance Corp. company guaranty sr. unsec. unsub. notes 5.375%, 11/15/29 | | | | 275,000 | 299,006 |
| PennyMac Financial Services, Inc. 144A company guaranty sr. unsec. notes 5.75%, 9/15/31 | | | | 110,000 | 111,100 |
| PennyMac Financial Services, Inc. 144A company guaranty sr. unsec. notes 5.375%, 10/15/25 | | | | 230,000 | 236,325 |
| PHH Mortgage Corp. 144A company guaranty sr. notes 7.875%, 3/15/26 | | | | 355,000 | 367,038 |
| PNC Financial Services Group, Inc. (The) sr. unsec. notes 3.30%, 3/8/22 | | | | 227,000 | 227,626 |
| Prologis LP sr. unsec. unsub. notes 2.25%, 4/15/30(R) | | | | 254,000 | 255,291 |
| Prologis LP sr. unsec. unsub. notes 2.125%, 4/15/27(R) | | | | 106,000 | 107,734 |
| Provident Funding Associates LP/PFG Finance Corp. 144A sr. unsec. notes 6.375%, 6/15/25 | | | | 285,000 | 289,988 |
| Prudential Financial, Inc. jr. unsec. sub. FRN 5.20%, 3/15/44 | | | | 160,000 | 168,400 |
| Royal Bank of Canada unsec. sub. notes Ser. GMTN, 4.65%, 1/27/26 (Canada) | | | | 615,000 | 682,017 |
| Santander UK Group Holdings PLC 144A unsec. sub. notes 4.75%, 9/15/25 (United Kingdom) | | | | 635,000 | 692,760 |
| Santander UK PLC 144A unsec. sub. notes 5.00%, 11/7/23 (United Kingdom) | | | | 241,000 | 256,427 |
| Service Properties Trust company guaranty sr. unsec. unsub. notes 7.50%, 9/15/25(R) | | | | 80,000 | 86,675 |
| Societe Generale SA 144A jr. unsec. sub. notes 5.375%, perpetual maturity (France) | | | | 690,000 | 724,877 |
| Starwood Property Trust, Inc. sr. unsec. notes 4.75%, 3/15/25(R) | | | | 170,000 | 176,800 |
| Starwood Property Trust, Inc. 144A sr. unsec. unsub. notes 3.75%, 12/31/24(R) | | | | 70,000 | 70,753 |
| Sumitomo Mitsui Trust Bank, Ltd. 144A sr. unsec. notes 0.80%, 9/12/23 (Japan) | | | | 1,420,000 | 1,414,926 |
| Svenska Handelsbanken AB 144A sr. unsec. notes 0.625%, 6/30/23 (Sweden) | | | | 290,000 | 289,160 |
| Swiss Re Treasury US Corp. 144A company guaranty sr. unsec. notes 4.25%, 12/6/42 | | | | 385,000 | 471,676 |
| Toronto-Dominion Bank (The) sr. unsec. unsub. notes Ser. MTN, 1.90%, 12/1/22 (Canada) | | | | 1,792,000 | 1,813,929 |
| Toronto-Dominion Bank (The) unsec. sub. FRB 3.625%, 9/15/31 (Canada) | | | | 965,000 | 1,036,636 |
| Truist Bank unsec. sub. FRN Ser. BKNT, 2.636%, 9/17/29 | | | | 540,000 | 555,235 |
| Truist Financial Corp. jr. unsec. sub. FRB Ser. N, 4.80%, 9/1/24 | | | | 275,000 | 286,688 |
| U.S. Bancorp unsec. sub. notes unsec. sub. notes Ser. MTN, 2.95%, 7/15/22 | | | | 382,000 | 386,526 |
| UBS AG/London 144A sr. unsec. notes 1.75%, 4/21/22 (United Kingdom) | | | | 1,080,000 | 1,083,396 |
| UBS Group AG 144A sr. unsec. notes 3.491%, 5/23/23 (Switzerland) | | | | 2,720,000 | 2,745,358 |
| UBS Group Funding Jersey, Ltd. 144A company guaranty sr. unsec. notes 4.125%, 4/15/26 (Switzerland) | | | | 395,000 | 430,781 |
| UBS Group Funding Switzerland AG company guaranty jr. unsec. sub. FRN Ser. REGS, 6.875%, perpetual maturity (Switzerland) | | | | 581,000 | 646,476 |
| US Bancorp unsec. sub. FRB 2.491%, 11/3/36 | | | | 1,305,000 | 1,299,981 |
| USIS Merger Sub, Inc. 144A sr. unsec. notes 6.875%, 5/1/25 | | | | 235,000 | 236,763 |
| Wells Fargo & Co. jr. unsec. sub. FRB Ser. U, 5.875%, perpetual maturity | | | | 203,000 | 221,778 |
| Wells Fargo & Co. jr. unsec. sub. FRN 3.90%, perpetual maturity | | | | 173,000 | 177,758 |
| Westpac Banking Corp. unsec. sub. bonds 4.421%, 7/24/39 (Australia) | | | | 82,000 | 95,869 |
| Westpac Banking Corp. unsec. sub. bonds 2.963%, 11/16/40 (Australia) | | | | 572,000 | 561,011 |
| | | | | |
|
| | | | | | 107,935,016 |
| Health care (1.4%) |
| AbbVie, Inc. sr. unsec. notes 3.20%, 11/21/29 | | | | 3,605,000 | 3,854,439 |
| AbbVie, Inc. sr. unsec. sub. notes 3.80%, 3/15/25 | | | | 640,000 | 681,265 |
| Air Methods Corp. 144A sr. unsec. notes 8.00%, 5/15/25 | | | | 260,000 | 222,625 |
| Amgen, Inc. sr. unsec. bonds 4.663%, 6/15/51 | | | | 552,000 | 706,143 |
| Amgen, Inc. sr. unsec. unsub. notes 2.60%, 8/19/26 | | | | 794,000 | 827,710 |
| Bausch Health Cos., Inc. 144A company guaranty sr. unsec. notes 7.25%, 5/30/29 | | | | 215,000 | 212,850 |
| Bausch Health Cos., Inc. 144A company guaranty sr. unsec. notes 6.25%, 2/15/29 | | | | 170,000 | 161,541 |
| Bausch Health Cos., Inc. 144A company guaranty sr. unsec. notes 6.125%, 4/15/25 | | | | 253,000 | 257,696 |
| Bausch Health Cos., Inc. 144A company guaranty sr. unsec. notes 5.00%, 2/15/29 | | | | 100,000 | 88,250 |
| Bausch Health Cos., Inc. 144A sr. notes 4.875%, 6/1/28 | | | | 190,000 | 193,800 |
| Becton Dickinson and Co. sr. unsec. notes 2.823%, 5/20/30 | | | | 176,000 | 182,172 |
| Becton Dickinson and Co. sr. unsec. sub. bonds 1.957%, 2/11/31 | | | | 1,050,000 | 1,009,354 |
| Biogen, Inc. sr. unsec. sub. notes 3.625%, 9/15/22 | | | | 975,000 | 995,876 |
| Bristol-Myers Squibb Co. sr. unsec. notes 3.25%, 2/20/23 | | | | 1,350,000 | 1,385,569 |
| Bristol-Myers Squibb Co. sr. unsec. notes 3.25%, 8/15/22 | | | | 888,000 | 903,317 |
| Bristol-Myers Squibb Co. sr. unsec. notes 2.90%, 7/26/24 | | | | 1,115,000 | 1,166,770 |
| Bristol-Myers Squibb Co. sr. unsec. notes 1.45%, 11/13/30 | | | | 520,000 | 495,383 |
| Bristol-Myers Squibb Co. sr. unsec. sub. notes 3.40%, 7/26/29 | | | | 412,000 | 451,142 |
| Centene Corp. sr. unsec. bonds 3.00%, 10/15/30 | | | | 115,000 | 116,899 |
| Centene Corp. sr. unsec. notes 4.625%, 12/15/29 | | | | 515,000 | 553,625 |
| Charles River Laboratories International, Inc. 144A company guaranty sr. unsec. notes 4.00%, 3/15/31 | | | | 110,000 | 112,613 |
| Charles River Laboratories International, Inc. 144A company guaranty sr. unsec. notes 3.75%, 3/15/29 | | | | 105,000 | 106,313 |
| CHS/Community Health Systems, Inc. 144A company guaranty sr. notes 8.00%, 3/15/26 | | | | 115,000 | 120,894 |
| CHS/Community Health Systems, Inc. 144A company guaranty sr. notes 6.00%, 1/15/29 | | | | 25,000 | 26,719 |
| CHS/Community Health Systems, Inc. 144A company guaranty sr. notes 5.625%, 3/15/27 | | | | 90,000 | 94,950 |
| CHS/Community Health Systems, Inc. 144A company guaranty sr. unsec. sub. notes 6.875%, 4/1/28 | | | | 165,000 | 161,700 |
| CHS/Community Health Systems, Inc. 144A jr. notes 6.875%, 4/15/29 | | | | 230,000 | 234,313 |
| CHS/Community Health Systems, Inc. 144A sr. notes 6.625%, 2/15/25 | | | | 225,000 | 232,875 |
| Cigna Corp. company guaranty sr. unsec. unsub. notes 3.75%, 7/15/23 | | | | 528,000 | 549,073 |
| CVS Health Corp. sr. unsec. unsub. notes 4.78%, 3/25/38 | | | | 2,299,000 | 2,798,455 |
| CVS Pass-Through Trust 144A sr. mtge. notes 4.704%, 1/10/36 | | | | 270,420 | 304,131 |
| DH Europe Finance II Sarl company guaranty sr. unsec. bonds 3.40%, 11/15/49 (Luxembourg) | | | | 355,000 | 386,158 |
| Elanco Animal Health, Inc. sr. unsec. notes Ser. WI, 5.90%, 8/28/28 | | | | 260,000 | 301,600 |
| Endo DAC/Endo Finance, LLC/Endo Finco, Inc. 144A company guaranty notes 9.50%, 7/31/27 (Ireland) | | | | 98,000 | 99,756 |
| Endo DAC/Endo Finance, LLC/Endo Finco, Inc. 144A company guaranty sr. unsec. notes 6.00%, 6/30/28 (Ireland) | | | | 150,000 | 111,750 |
| Endo Luxembourg Finance Co. I Sarl/Endo US, Inc. 144A company guaranty sr. notes 6.125%, 4/1/29 (Luxembourg) | | | | 90,000 | 87,863 |
| Global Medical Response, Inc. 144A sr. notes 6.50%, 10/1/25 | | | | 120,000 | 121,200 |
| HCA, Inc. company guaranty sr. bonds 3.50%, 7/15/51 | | | | 885,000 | 902,232 |
| HCA, Inc. company guaranty sr. notes 4.125%, 6/15/29 | | | | 242,000 | 266,291 |
| HCA, Inc. company guaranty sr. sub. bonds 5.50%, 6/15/47 | | | | 106,000 | 138,705 |
| HCA, Inc. company guaranty sr. unsec. notes 5.375%, 9/1/26 | | | | 245,000 | 275,319 |
| HCA, Inc. company guaranty sr. unsec. notes 3.50%, 9/1/30 | | | | 115,000 | 121,541 |
| Jazz Securities DAC 144A company guaranty sr. unsub. notes 4.375%, 1/15/29 (Ireland) | | | | 415,000 | 429,708 |
| Mallinckrodt International Finance SA/Mallinckrodt CB, LLC 144A company guaranty sub. notes 10.00%, 4/15/25 (Luxembourg) | | | | 239,000 | 230,635 |
| Merck & Co., Inc. sr. unsec. notes 2.90%, 3/7/24 | | | | 44,000 | 45,907 |
| Merck & Co., Inc. sr. unsec. unsub. notes 3.70%, 2/10/45 | | | | 865,000 | 995,489 |
| Merck & Co., Inc. sr. unsec. unsub. notes 2.75%, 2/10/25 | | | | 277,000 | 290,113 |
| Mozart Debt Merger Sub, Inc. 144A sr. notes 3.875%, 4/1/29 | | | | 80,000 | 79,718 |
| Mozart Debt Merger Sub, Inc. 144A sr. unsec. notes 5.25%, 10/1/29 | | | | 190,000 | 192,592 |
| Novartis Capital Corp. company guaranty sr. unsec. unsub. bonds 4.00%, 11/20/45 | | | | 1,430,000 | 1,734,674 |
| Option Care Health, Inc. 144A company guaranty sr. unsec. notes 4.375%, 10/31/29 | | | | 70,000 | 70,175 |
| Organon Finance 1, LLC 144A sr. notes 4.125%, 4/30/28 | | | | 240,000 | 243,900 |
| Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA 144A sr. unsec. notes 7.375%, 6/1/25 | | | | 54,000 | 56,970 |
| Owens & Minor, Inc. 144A sr. unsec. notes 4.50%, 3/31/29 | | | | 265,000 | 271,625 |
| Pfizer, Inc. sr. unsec. unsub. notes 3.00%, 12/15/26 | | | | 670,000 | 720,194 |
| Roche Holdings, Inc. 144A company guaranty sr. unsec. bonds 4.00%, 11/28/44 (Switzerland) | | | | 1,210,000 | 1,453,087 |
| Service Corp. International sr. unsec. bonds 5.125%, 6/1/29 | | | | 320,000 | 343,200 |
| Service Corp. International sr. unsec. notes 4.625%, 12/15/27 | | | | 177,000 | 184,744 |
| Service Corp. International sr. unsec. notes 3.375%, 8/15/30 | | | | 190,000 | 186,498 |
| Service Corp. International sr. unsec. sub. notes 4.00%, 5/15/31 | | | | 120,000 | 121,500 |
| Tenet Healthcare Corp. company guaranty sr. notes 4.625%, 7/15/24 | | | | 58,000 | 58,725 |
| Tenet Healthcare Corp. 144A company guaranty notes 6.25%, 2/1/27 | | | | 55,000 | 56,925 |
| Tenet Healthcare Corp. 144A company guaranty sr. notes 7.50%, 4/1/25 | | | | 60,000 | 63,147 |
| Tenet Healthcare Corp. 144A company guaranty sr. notes 5.125%, 11/1/27 | | | | 475,000 | 494,594 |
| Tenet Healthcare Corp. 144A company guaranty sr. notes 4.875%, 1/1/26 | | | | 1,505,000 | 1,545,831 |
| Tenet Healthcare Corp. 144A company guaranty sr. notes 4.25%, 6/1/29 | | | | 285,000 | 289,415 |
| Teva Pharmaceutical Finance Netherlands III BV company guaranty sr. unsec. notes 6.75%, 3/1/28 (Israel) | | | | 295,000 | 314,175 |
| Teva Pharmaceutical Finance Netherlands III BV company guaranty sr. unsec. notes 6.00%, 4/15/24 (Israel) | | | | 285,000 | 298,646 |
| Teva Pharmaceutical Finance Netherlands III BV company guaranty sr. unsec. unsub. notes 5.125%, 5/9/29 (Israel) | | | | 390,000 | 382,321 |
| UnitedHealth Group, Inc. sr. unsec. unsub. notes 3.95%, 10/15/42 | | | | 550,000 | 641,054 |
| UnitedHealth Group, Inc. sr. unsec. unsub. notes 3.85%, 6/15/28 | | | | 1,625,000 | 1,811,092 |
| UnitedHealth Group, Inc. sr. unsec. unsub. notes 2.875%, 3/15/22 | | | | 302,000 | 302,594 |
| UnitedHealth Group, Inc. sr. unsec. unsub. notes 2.75%, 2/15/23 | | | | 545,000 | 554,086 |
| Viatris, Inc. company guaranty sr. unsec. notes 2.30%, 6/22/27 | | | | 641,000 | 644,736 |
| Zoetis, Inc. sr. unsec. notes 3.90%, 8/20/28 | | | | 730,000 | 809,969 |
| Zoetis, Inc. sr. unsec. sub. notes 2.00%, 5/15/30 | | | | 275,000 | 271,083 |
| | | | | |
|
| | | | | | 38,209,999 |
| Technology (1.1%) |
| Ahead DB Holdings, LLC 144A company guaranty sr. unsec. notes 6.625%, 5/1/28 | | | | 365,000 | 362,263 |
| Alphabet, Inc. sr. unsec. bonds 2.25%, 8/15/60 | | | | 680,000 | 605,958 |
| Alphabet, Inc. sr. unsec. notes 1.998%, 8/15/26 | | | | 670,000 | 690,407 |
| Apple, Inc. sr. unsec. bonds 4.25%, 2/9/47 | | | | 1,680,000 | 2,098,055 |
| Apple, Inc. sr. unsec. bonds 2.80%, 2/8/61 | | | | 275,000 | 273,056 |
| Apple, Inc. sr. unsec. notes 2.85%, 5/11/24 | | | | 565,000 | 588,465 |
| Apple, Inc. sr. unsec. notes 0.75%, 5/11/23 | | | | 959,000 | 961,613 |
| Apple, Inc. sr. unsec. unsub. notes 4.375%, 5/13/45 | | | | 493,000 | 621,669 |
| Apple, Inc. sr. unsec. unsub. notes 3.85%, 5/4/43 | | | | 600,000 | 705,836 |
| Arches Buyer, Inc. 144A sr. notes 4.25%, 6/1/28 | | | | 290,000 | 289,849 |
| Arches Buyer, Inc. 144A sr. unsec. notes 6.125%, 12/1/28 | | | | 115,000 | 115,718 |
| Black Knight InfoServ, LLC 144A company guaranty sr. unsec. notes 3.625%, 9/1/28 | | | | 190,000 | 189,751 |
| Boxer Parent Co., Inc. 144A company guaranty sr. notes 7.125%, 10/2/25 | | | | 65,000 | 68,169 |
| Boxer Parent Co., Inc. 144A notes 9.125%, 3/1/26 | | | | 195,000 | 203,288 |
| Broadcom Corp./Broadcom Cayman Finance, Ltd. company guaranty sr. unsec. unsub. notes 3.50%, 1/15/28 | | | | 1,550,000 | 1,655,755 |
| Broadcom, Inc. company guaranty sr. unsec. bonds 4.15%, 11/15/30 | | | | 717,000 | 795,193 |
| Broadcom, Inc. 144A sr. unsec. bonds 3.187%, 11/15/36 | | | | 239,000 | 238,584 |
| Cisco Systems, Inc./California sr. unsec. unsub. bonds 5.90%, 2/15/39 | | | | 440,000 | 631,713 |
| Cisco Systems, Inc./California sr. unsec. unsub. notes 2.50%, 9/20/26 | | | | 660,000 | 692,391 |
| Clarivate Science Holdings Corp. 144A sr. unsec. notes 4.875%, 7/1/29 | | | | 255,000 | 258,601 |
| CommScope Finance, LLC 144A sr. notes 6.00%, 3/1/26 | | | | 100,000 | 103,000 |
| CommScope, Inc. 144A company guaranty sr. unsec. notes 8.25%, 3/1/27 | | | | 165,000 | 169,569 |
| Crowdstrike Holdings, Inc. company guaranty sr. unsec. notes 3.00%, 2/15/29 | | | | 215,000 | 212,313 |
| Dell International, LLC/EMC Corp. company guaranty sr. bonds 8.35%, 7/15/46 | | | | 25,000 | 41,563 |
| Diebold Nixdorf, Inc. company guaranty sr. unsec. sub. notes 8.50%, 4/15/24 | | | | 205,000 | 205,000 |
| Diebold Nixdorf, Inc. 144A company guaranty sr. notes 9.375%, 7/15/25 | | | | 105,000 | 113,058 |
| Google, LLC sr. unsec. notes 3.375%, 2/25/24 | | | | 720,000 | 758,603 |
| IBM Corp. sr. unsec. unsub. notes 1.875%, 8/1/22 | | | | 850,000 | 856,433 |
| Imola Merger Corp. 144A sr. notes 4.75%, 5/15/29 | | | | 405,000 | 415,550 |
| Microchip Technology, Inc. company guaranty sr. notes 4.333%, 6/1/23 | | | | 360,000 | 375,244 |
| Microchip Technology, Inc. company guaranty sr. unsec. notes 4.25%, 9/1/25 | | | | 245,000 | 254,451 |
| Microsoft Corp. sr. unsec. unsub. bonds 2.921%, 3/17/52 | | | | 1,818,000 | 1,930,205 |
| Microsoft Corp. sr. unsec. unsub. bonds 2.525%, 6/1/50 | | | | 85,000 | 82,891 |
| Microsoft Corp. sr. unsec. unsub. bonds 2.40%, 8/8/26 | | | | 2,165,000 | 2,265,620 |
| Microsoft Corp. sr. unsec. unsub. notes 2.40%, 2/6/22 | | | | 392,000 | 392,048 |
| Oracle Corp. sr. unsec. bonds 3.95%, 3/25/51 | | | | 85,000 | 88,239 |
| Oracle Corp. sr. unsec. bonds 3.65%, 3/25/41 | | | | 440,000 | 444,899 |
| Oracle Corp. sr. unsec. notes 2.50%, 5/15/22 | | | | 1,099,000 | 1,103,527 |
| Oracle Corp. sr. unsec. unsub. bonds 4.00%, 11/15/47 | | | | 1,705,000 | 1,770,206 |
| Oracle Corp. sr. unsec. unsub. notes 5.375%, 7/15/40 | | | | 215,000 | 262,539 |
| Oracle Corp. sr. unsec. unsub. notes 2.50%, 10/15/22 | | | | 1,651,000 | 1,673,516 |
| Plantronics, Inc. 144A company guaranty sr. unsec. notes 4.75%, 3/1/29 | | | | 255,000 | 243,206 |
| Rocket Software, Inc. 144A sr. unsec. notes 6.50%, 2/15/29 | | | | 305,000 | 297,375 |
| Salesforce.com, Inc. sr. unsec. bonds 3.05%, 7/15/61 | | | | 665,000 | 683,934 |
| Salesforce.com, Inc. sr. unsec. bonds 2.90%, 7/15/51 | | | | 665,000 | 676,776 |
| Sensata Technologies, Inc. 144A company guaranty sr. unsec. notes 3.75%, 2/15/31 | | | | 665,000 | 662,639 |
| ServiceNow, Inc. sr. unsec. notes 1.40%, 9/1/30 | | | | 720,000 | 670,180 |
| Tempo Acquisition, LLC/Tempo Acquisition Finance Corp. 144A company guaranty sr. notes 5.75%, 6/1/25 | | | | 95,000 | 98,325 |
| TTM Technologies, Inc. 144A company guaranty sr. unsec. notes 4.00%, 3/1/29 | | | | 170,000 | 168,725 |
| Twilio, Inc. company guaranty sr. unsec. notes 3.875%, 3/15/31 | | | | 120,000 | 121,164 |
| Twilio, Inc. company guaranty sr. unsec. notes 3.625%, 3/15/29 | | | | 230,000 | 232,031 |
| VMware, Inc. sr. unsec. unsub. bonds 2.20%, 8/15/31 | | | | 429,000 | 421,362 |
| Western Digital Corp. company guaranty sr. unsec. notes 4.75%, 2/15/26 | | | | 130,000 | 142,147 |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 144A company guaranty sr. unsec. notes 3.875%, 2/1/29 | | | | 360,000 | 356,904 |
| | | | | |
|
| | | | | | 30,339,576 |
| Transportation (0.2%) |
| Air Canada 144A sr. notes 3.875%, 8/15/26 (Canada) | | | | 25,000 | 25,594 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd. 144A company guaranty sr. notes 5.75%, 4/20/29 | | | | 230,000 | 245,806 |
| American Airlines, Inc./AAdvantage Loyalty IP, Ltd. 144A company guaranty sr. notes 5.50%, 4/20/26 | | | | 230,000 | 239,171 |
| Canadian Pacific Railway Co. company guaranty sr. unsec. unsub. notes 1.75%, 12/2/26 (Canada) | | | | 1,315,000 | 1,319,745 |
| CSX Corp. sr. unsec. unsub. notes 4.10%, 3/15/44 | | | | 480,000 | 555,342 |
| Delta Air Lines Inc/SkyMiles IP, Ltd. 144A company guaranty sr. notes 4.75%, 10/20/28 | | | | 360,000 | 393,113 |
| Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. bonds 3.40%, 11/15/26 | | | | 254,000 | 269,123 |
| Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. notes 3.90%, 2/1/24 | | | | 450,000 | 471,544 |
| United Airlines, Inc. 144A company guaranty sr. notes 4.625%, 4/15/29 | | | | 90,000 | 92,813 |
| United Airlines, Inc. 144A company guaranty sr. notes 4.375%, 4/15/26 | | | | 90,000 | 93,846 |
| Watco Cos LLC/Watco Finance Corp. 144A sr. unsec. notes 6.50%, 6/15/27 | | | | 630,000 | 655,200 |
| | | | | |
|
| | | | | | 4,361,297 |
| Utilities and power (0.8%) |
| AES Corp. (The) sr. unsec. unsub. notes 2.45%, 1/15/31 | | | | 848,000 | 826,211 |
| American Electric Power Co., Inc. sr. unsec. unsub. notes Ser. J, 4.30%, 12/1/28 | | | | 1,130,000 | 1,259,006 |
| American Transmission Systems, Inc. 144A sr. unsec. bonds 2.65%, 1/15/32 | | | | 195,000 | 196,811 |
| Buckeye Partners LP sr. unsec. bonds 5.85%, 11/15/43 | | | | 110,000 | 107,938 |
| Buckeye Partners LP sr. unsec. notes 3.95%, 12/1/26 | | | | 60,000 | 61,153 |
| Buckeye Partners LP 144A sr. unsec. notes 4.50%, 3/1/28 | | | | 90,000 | 90,675 |
| Calpine Corp. 144A company guaranty sr. notes 5.25%, 6/1/26 | | | | 48,000 | 49,248 |
| Calpine Corp. 144A company guaranty sr. notes 4.50%, 2/15/28 | | | | 350,000 | 363,125 |
| Calpine Corp. 144A sr. unsec. notes 5.00%, 2/1/31 | | | | 50,000 | 50,000 |
| Calpine Corp. 144A sr. unsec. notes 4.625%, 2/1/29 | | | | 25,000 | 24,656 |
| Commonwealth Edison Co. 1st mtge. bonds 5.90%, 3/15/36 | | | | 133,000 | 182,295 |
| Consolidated Edison Co. of New York, Inc. sr. unsec. unsub. notes 4.20%, 3/15/42 | | | | 275,000 | 311,188 |
| Duke Energy Corp. sr. unsec. bonds 4.20%, 6/15/49 | | | | 835,000 | 950,702 |
| Duke Energy Corp. sr. unsec. notes 3.15%, 8/15/27 | | | | 980,000 | 1,030,788 |
| Duke Energy Indiana LLC sr. bonds 6.45%, 4/1/39 | | | | 210,000 | 301,088 |
| Duke Energy Ohio, Inc. sr. bonds 3.65%, 2/1/29 | | | | 860,000 | 929,708 |
| Duke Energy Progress, LLC sr. notes 3.375%, 9/1/23 | | | | 308,000 | 319,739 |
| Enbridge, Inc. company guaranty sr. unsec. unsub. bonds 4.50%, 6/10/44 (Canada) | | | | 815,000 | 951,672 |
| Enbridge, Inc. sr. unsec. unsub. bonds 4.25%, 12/1/26 (Canada) | | | | 592,000 | 649,312 |
| Energy Transfer LP company guaranty sr. unsec. bonds 3.75%, 5/15/30 | | | | 1,410,000 | 1,494,115 |
| Energy Transfer LP company guaranty sr. unsec. notes 5.875%, 1/15/24 | | | | 254,000 | 273,373 |
| Energy Transfer LP company guaranty sr. unsec. notes 2.90%, 5/15/25 | | | | 113,000 | 116,733 |
| Energy Transfer LP jr. unsec. sub. FRN 6.625%, perpetual maturity | | | | 1,540,000 | 1,459,027 |
| Energy Transfer LP sr. unsec. unsub. bonds 6.125%, 12/15/45 | | | | 82,000 | 101,998 |
| Enterprise Products Operating, LLC company guaranty sr. unsec. notes 2.80%, 1/31/30 | | | | 417,000 | 434,782 |
| Enterprise Products Operating, LLC company guaranty sr. unsec. unsub. bonds 4.25%, 2/15/48 | | | | 1,680,000 | 1,900,062 |
| IPALCO Enterprises, Inc. sr. notes 4.25%, 5/1/30 | | | | 265,000 | 290,827 |
| Kinder Morgan Energy Partners LP company guaranty sr. unsec. unsub. notes 3.45%, 2/15/23 | | | | 300,000 | 306,353 |
| Kinder Morgan, Inc./DE company guaranty sr. unsec. notes Ser. GMTN, 7.75%, 1/15/32 | | | | 107,000 | 150,302 |
| NRG Energy, Inc. company guaranty sr. unsec. notes 6.625%, 1/15/27 | | | | 15,000 | 15,593 |
| NRG Energy, Inc. 144A company guaranty sr. bonds 4.45%, 6/15/29 | | | | 160,000 | 174,053 |
| NRG Energy, Inc. 144A company guaranty sr. notes 3.75%, 6/15/24 | | | | 535,000 | 558,871 |
| NRG Energy, Inc. 144A company guaranty sr. unsec. bonds 3.875%, 2/15/32 | | | | 735,000 | 720,300 |
| NRG Energy, Inc. 144A sr. unsec. bonds 5.25%, 6/15/29 | | | | 100,000 | 107,139 |
| NSTAR Electric Co. sr. unsec. unsub. notes 2.375%, 10/15/22 (Canada) | | | | 450,000 | 454,508 |
| Oncor Electric Delivery Co., LLC sr. notes 5.30%, 6/1/42 | | | | 175,000 | 233,719 |
| Oncor Electric Delivery Co., LLC sr. notes 3.75%, 4/1/45 | | | | 760,000 | 864,519 |
| Pacific Gas and Electric Co. company guaranty sr. unsec. unsub. notes 2.95%, 3/1/26 | | | | 220,000 | 223,674 |
| Pacific Gas and Electric Co. notes 2.10%, 8/1/27 | | | | 115,000 | 111,026 |
| Pacific Gas and Electric Co. sr. notes 3.30%, 3/15/27 | | | | 60,000 | 60,999 |
| Pacific Gas and Electric Co. sr. notes 1.367%, 3/10/23 | | | | 2,180,000 | 2,166,389 |
| Public Service Electric & Gas Co. sr. notes Ser. MTN, 5.50%, 3/1/40 | | | | 160,000 | 215,414 |
| Vistra Corp. 144A jr. unsec. sub. FRN 7.00%, perpetual maturity | | | | 100,000 | 101,289 |
| Vistra Operations Co., LLC 144A company guaranty sr. notes 4.30%, 7/15/29 | | | | 526,000 | 562,498 |
| Vistra Operations Co., LLC 144A company guaranty sr. notes 3.55%, 7/15/24 | | | | 421,000 | 433,536 |
| Vistra Operations Co., LLC 144A company guaranty sr. unsec. notes 5.625%, 2/15/27 | | | | 135,000 | 139,050 |
| Vistra Operations Co., LLC 144A company guaranty sr. unsec. notes 5.50%, 9/1/26 | | | | 295,000 | 304,629 |
| Vistra Operations Co., LLC 144A company guaranty sr. unsec. sub. notes 5.00%, 7/31/27 | | | | 155,000 | 160,802 |
| | | | | |
|
| | | | | | 22,790,895 |
| | | | | |
|
| Total corporate bonds and notes (cost $371,548,768) | | $389,509,485 |
| | | | | | |
| MORTGAGE-BACKED SECURITIES (4.8%)(a) |
| | | | Principal amount | Value |
| Agency collateralized mortgage obligations (1.4%) |
| Federal Home Loan Mortgage Corporation | | | | | |
| REMICs IFB Ser. 3408, Class EK, ((-4.024 x 1 Month US LIBOR) + 25.79%), 25.351%, 4/15/37 | | | | $45,715 | $81,372 |
| REMICs IFB Ser. 3072, Class SM, ((-3.667 x 1 Month US LIBOR) + 23.80%), 23.394%, 11/15/35 | | | | 28,215 | 48,529 |
| REMICs IFB Ser. 2990, Class LB, ((-2.556 x 1 Month US LIBOR) + 16.95%), 16.665%, 6/15/34 | | | | 25,227 | 29,515 |
| REMICs IFB Ser. 4326, Class GS, IO, ((-1 x 1 Month US LIBOR) + 6.05%), 5.94%, 4/15/44 | | | | 6,914,290 | 1,153,425 |
| REMICs Ser. 5079, Class BI, IO, 5.50%, 2/25/51 | | | | 4,483,521 | 883,212 |
| REMICs Ser. 5170, Class CI, IO, 5.50%, 5/25/44 | | | | 5,857,495 | 1,161,014 |
| REMICs Ser. 5117, Class CI, IO, 5.00%, 6/25/51 | | | | 10,636,778 | 1,930,682 |
| REMICs Ser. 5024, Class HI, IO, 4.50%, 10/25/50 | | | | 6,790,839 | 1,088,794 |
| REMICs Ser. 5138, Class YI, IO, 4.50%, 12/25/49 | | | | 7,866,409 | 1,422,877 |
| REMICs Ser. 5162, Class HI, IO, 4.00%, 11/25/51 | | | | 9,937,348 | 1,418,010 |
| REMICs Ser. 5134, Class IB, IO, 4.00%, 8/25/51 | | | | 7,788,521 | 1,178,948 |
| REMICs Ser. 5119, Class IC, IO, 4.00%, 6/25/51 | | | | 13,239,220 | 2,116,687 |
| REMICs Ser. 5121, Class KI, IO, 4.00%, 6/25/51 | | | | 6,047,306 | 1,072,409 |
| REMICs Ser. 5080, Class DI, IO, 4.00%, 3/25/51 | | | | 11,537,369 | 2,164,682 |
| REMICs Ser. 5036, Class IK, IO, 4.00%, 4/25/50 | | | | 6,550,045 | 1,079,447 |
| REMICs Ser. 5174, Class NI, IO, 3.50%, 12/25/51 | | | | 8,581,730 | 1,073,993 |
| REMICs Ser. 5152, Class IE, IO, 3.50%, 10/25/51 | | | | 9,338,969 | 1,218,459 |
| REMICs Ser. 5142, Class AI, IO, 3.50%, 9/25/51 | | | | 6,688,502 | 867,146 |
| REMICs Ser. 5010, Class IA, IO, 3.50%, 9/25/50 | | | | 4,510,866 | 762,492 |
| REMICs Ser. 5167, IO, 3.00%, 11/25/51 | | | | 9,192,081 | 1,208,575 |
| REMICs Ser. 5127, Class AI, IO, 3.00%, 6/25/51 | | | | 9,894,852 | 1,390,675 |
| REMICs Ser. 5094, Class AI, IO, 3.00%, 4/25/41 | | | | 12,473,742 | 1,400,035 |
| REMICs Ser. 3391, PO, zero %, 4/15/37 | | | | 3,467 | 3,198 |
| REMICs FRB Ser. 3117, Class AF, (1 Month US LIBOR + 0.00%), zero %, 2/15/36 | | | | 5,254 | 4,624 |
| Federal National Mortgage Association | | | | | |
| REMICs IFB Ser. 06-62, Class PS, ((-6 x 1 Month US LIBOR) + 39.90%), 39.289%, 7/25/36 | | | | 14,849 | 28,961 |
| REMICs IFB Ser. 07-53, Class SP, ((-3.667 x 1 Month US LIBOR) + 24.20%), 23.826%, 6/25/37 | | | | 35,263 | 62,062 |
| REMICs IFB Ser. 05-106, Class JC, ((-3.101 x 1 Month US LIBOR) + 20.12%), 19.808%, 12/25/35 | | | | 23,290 | 34,934 |
| REMICs IFB Ser. 17-69, Class SG, IO, ((-1 x 1 Month US LIBOR) + 6.15%), 6.048%, 9/25/47 | | | | 6,698,012 | 1,199,483 |
| REMICs IFB Ser. 19-43, Class SC, IO, ((-1 x 1 Month US LIBOR) + 6.10%), 5.998%, 8/25/49 | | | | 5,234,745 | 1,052,166 |
| REMICs Ser. 21-67, Class DI, IO, 4.00%, 10/25/51 | | | | 10,946,375 | 1,723,285 |
| REMICs Ser. 21-28, Class GI, IO, 4.00%, 5/25/51 | | | | 7,005,822 | 1,221,568 |
| REMICs Ser. 20-67, Class JI, IO, 4.00%, 9/25/50 | | | | 7,450,828 | 1,284,026 |
| REMICs Ser. 21-65, Class LI, IO, 3.50%, 10/25/51 | | | | 5,436,680 | 755,590 |
| REMICs Ser. 20-96, Class JI, IO, 3.00%, 1/25/51 | | | | 9,682,138 | 1,089,698 |
| REMICs Ser. 21-28, Class NI, IO, 3.00%, 5/25/41 | | | | 9,983,032 | 963,363 |
| REMICs Ser. 21-45, Class MI, IO, 2.50%, 2/25/49 | | | | 7,589,629 | 983,187 |
| REMICs Ser. 07-14, Class KO, PO, zero %, 3/25/37 | | | | 11,366 | 10,457 |
| REMICs Ser. 06-125, Class OX, PO, zero %, 1/25/37 | | | | 706 | 642 |
| REMICs Ser. 06-84, Class OT, PO, zero %, 9/25/36 | | | | 1,208 | 1,136 |
| REMICs Ser. 06-46, Class OC, PO, zero %, 6/25/36 | | | | 2,710 | 2,520 |
| Government National Mortgage Association | | | | | |
| IFB Ser. 19-78, Class SJ, IO, ((-1 x 1 Month US LIBOR) + 6.05%), 5.946%, 6/20/49 | | | | 53,727 | 6,412 |
| Ser. 10-9, Class UI, IO, 5.00%, 1/20/40 | | | | 195,580 | 36,366 |
| Ser. 10-9, Class QI, IO, 4.50%, 1/20/40 | | | | 38,910 | 6,510 |
| Ser. 13-14, IO, 3.50%, 12/20/42 | | | | 373,280 | 33,976 |
| Ser. 21-117, Class MI, IO, 3.50%, 5/20/42 | | | | 9,179,894 | 1,216,703 |
| Ser. 12-141, Class WI, IO, 3.50%, 11/20/41 | | | | 39,876 | 37 |
| Ser. 20-138, Class AI, IO, 3.00%, 9/20/50 | | | | 4,241,040 | 497,020 |
| Ser. 16-H16, Class EI, IO, 2.198%, 6/20/66(WAC) | | | | 2,491,551 | 168,678 |
| FRB Ser. 16-H16, Class LI, IO, 2.136%, 7/20/66(WAC) | | | | 18,103,984 | 1,202,218 |
| Ser. 15-H25, Class BI, IO, 1.742%, 10/20/65(WAC) | | | | 3,588,589 | 242,947 |
| Ser. 15-H26, Class EI, IO, 1.736%, 10/20/65(WAC) | | | | 1,968,298 | 115,736 |
| | | | | |
|
| | | | | | 38,698,481 |
| Commercial mortgage-backed securities (1.9%) |
| Arbor Multifamily Mortgage Securities Trust 144A FRB Ser. 20-MF1, Class XA, IO, 0.966%, 5/15/53(WAC) | | | | 5,256,485 | 351,378 |
| AREIT CRE Trust 144A | | | | | |
| FRB Ser. 20-CRE4, Class C, 3.272%, 4/15/37 | | | | 607,000 | 611,795 |
| FRB Ser. 21-CRE5, Class A, 1.19%, 7/17/26 | | | | 592,000 | 590,520 |
| Banc of America Commercial Mortgage Trust FRB Ser. 07-1, Class XW, IO, 0.313%, 1/15/49(WAC) | | | | 95,767 | 1 |
| BANK FRB Ser. 17-BNK8, Class B, 3.925%, 11/15/50(WAC) | | | | 501,000 | 535,236 |
| Barclays Commercial Mortgage Trust Ser. 19-C5, Class AS, 3.366%, 11/15/52(WAC) | | | | 874,000 | 922,907 |
| BBCMS Mortgage Trust 144A Ser. 21-C11, Class D, 2.00%, 9/15/54 | | | | 477,000 | 398,454 |
| Bear Stearns Commercial Mortgage Securities Trust 144A FRB Ser. 06-PW14, Class X1, IO, 0.517%, 12/11/38(WAC) | | | | 28,799 | 101 |
| Benchmark Mortgage Trust | | | | | |
| Ser. 18-B7, Class AM, 4.741%, 5/15/53(WAC) | | | | 1,148,000 | 1,320,966 |
| Ser. 18-B8, Class AS, 4.532%, 1/15/52(WAC) | | | | 415,000 | 470,453 |
| Ser. 19-B11, Class AS, 3.784%, 5/15/52 | | | | 437,000 | 477,615 |
| Ser. 19-B13, Class AM, 3.183%, 8/15/57 | | | | 381,000 | 401,539 |
| BXMT, Ltd. 144A FRB Ser. 21-FL4, Class A, 1.16%, 5/15/38 (Cayman Islands) | | | | 827,000 | 825,449 |
| CD Commercial Mortgage Trust FRB Ser. 17-CD6, Class AM, 3.709%, 11/13/50(WAC) | | | | 807,000 | 854,216 |
| CFCRE Commercial Mortgage Trust FRB Ser. 17-C8, Class B, 4.199%, 6/15/50(WAC) | | | | 169,000 | 179,904 |
| CFCRE Commercial Mortgage Trust 144A FRB Ser. 11-C2, Class D, 5.186%, 12/15/47(WAC) | | | | 254,000 | 256,794 |
| Citigroup Commercial Mortgage Trust Ser. 14-GC21, Class AS, 4.026%, 5/10/47 | | | | 618,000 | 647,493 |
| Citigroup Commercial Mortgage Trust 144A | | | | | |
| FRB Ser. 14-GC19, Class D, 5.091%, 3/10/47(WAC) | | | | 402,000 | 418,195 |
| FRB Ser. 12-GC8, Class XA, IO, 1.725%, 9/10/45(WAC) | | | | 5,472,425 | 19,088 |
| FRB Ser. 06-C5, Class XC, IO, 0.401%, 10/15/49(WAC) | | | | 3,806,701 | 38 |
| COMM Mortgage Trust | | | | | |
| FRB Ser. 13-CR13, Class C, 4.881%, 11/10/46(WAC) | | | | 893,000 | 930,478 |
| FRB Ser. 14-CR18, Class C, 4.749%, 7/15/47(WAC) | | | | 346,000 | 348,784 |
| Ser. 13-CR11, Class AM, 4.715%, 8/10/50(WAC) | | | | 411,000 | 431,086 |
| FRB Ser. 14-UBS6, Class C, 4.439%, 12/10/47(WAC) | | | | 500,000 | 511,597 |
| FRB Ser. 15-LC21, Class B, 4.334%, 7/10/48(WAC) | | | | 476,000 | 505,450 |
| FRB Ser. 15-LC19, Class C, 4.231%, 2/10/48(WAC) | | | | 855,000 | 889,418 |
| Ser. 15-DC1, Class AM, 3.724%, 2/10/48 | | | | 479,000 | 500,164 |
| Ser. 13-LC6, Class AM, 3.282%, 1/10/46 | | | | 942,000 | 957,008 |
| FRB Ser. 14-CR18, Class XA, IO, 0.997%, 7/15/47(WAC) | | | | 2,022,814 | 41,731 |
| FRB Ser. 14-CR19, Class XA, IO, 0.953%, 8/10/47(WAC) | | | | 5,435,430 | 110,689 |
| FRB Ser. 13-CR11, Class XA, IO, 0.909%, 8/10/50(WAC) | | | | 5,643,861 | 70,768 |
| FRB Ser. 14-UBS6, Class XA, IO, 0.862%, 12/10/47(WAC) | | | | 5,736,960 | 115,250 |
| FRB Ser. 14-LC17, Class XA, IO, 0.704%, 10/10/47(WAC) | | | | 4,700,164 | 76,730 |
| COMM Mortgage Trust 144A FRB Ser. 10-C1, Class D, 5.987%, 7/10/46(WAC) | | | | 932,000 | 923,130 |
| Credit Suisse Commercial Mortgage Trust 144A FRB Ser. 07-C2, Class AX, IO, 0.015%, 1/15/49(WAC) | | | | 3,058,030 | 31 |
| CSAIL Commercial Mortgage Trust | | | | | |
| FRB Ser. 15-C1, Class C, 4.261%, 4/15/50(WAC) | | | | 1,318,000 | 1,246,036 |
| Ser. 16-C7, Class AS, 3.958%, 11/15/49(WAC) | | | | 388,000 | 414,221 |
| Ser. 15-C2, Class AS, 3.849%, 6/15/57(WAC) | | | | 442,000 | 458,985 |
| Ser. 15-C1, Class AS, 3.791%, 4/15/50(WAC) | | | | 1,138,000 | 1,194,428 |
| Ser. 19-C17, Class AS, 3.278%, 9/15/52 | | | | 389,000 | 411,067 |
| FRB Ser. 20-C19, Class XA, IO, 1.115%, 3/15/53(WAC) | | | | 10,584,655 | 782,989 |
| CSAIL Commercial Mortgage Trust 144A FRB Ser. 15-C1, Class D, 3.761%, 4/15/50(WAC) | | | | 501,000 | 392,056 |
| CSMC Trust FRB Ser. 16-NXSR, Class C, 4.455%, 12/15/49(WAC) | | | | 1,264,000 | 1,095,985 |
| DBUBS Mortgage Trust 144A FRB Ser. 11-LC3A, Class D, 5.365%, 8/10/44(WAC) | | | | 1,861,000 | 1,850,020 |
| Federal Home Loan Mortgage Corporation Multifamily Structured Pass-Through Certificates FRB Ser. K131, Class X1, IO, 0.729%, 7/25/31(WAC) | | | | 10,524,476 | 653,570 |
| GS Mortgage Securities Corp., II FRB Ser. 13-GC10, Class XA, IO, 1.475%, 2/10/46(WAC) | | | | 3,705,674 | 43,469 |
| GS Mortgage Securities Trust | | | | | |
| FRB Ser. 14-GC18, Class C, 4.975%, 1/10/47(WAC) | | | | 560,000 | 308,000 |
| FRB Ser. 14-GC22, Class C, 4.689%, 6/10/47(WAC) | | | | 931,000 | 955,673 |
| Ser. 15-GC32, Class AS, 4.018%, 7/10/48(WAC) | | | | 670,000 | 711,693 |
| Ser. 17-GS7, Class AS, 3.663%, 8/10/50 | | | | 542,000 | 575,648 |
| Ser. 19-GC40, Class AS, 3.412%, 7/10/52 | | | | 374,000 | 397,903 |
| FRB Ser. 13-GC12, Class XA, IO, 1.393%, 6/10/46(WAC) | | | | 2,167,606 | 28,807 |
| FRB Ser. 14-GC22, Class XA, IO, 0.946%, 6/10/47(WAC) | | | | 4,290,203 | 70,491 |
| FRB Ser. 14-GC24, Class XA, IO, 0.713%, 9/10/47(WAC) | | | | 8,778,501 | 143,090 |
| GS Mortgage Securities Trust 144A | | | | | |
| FRB Ser. 10-C1, Class D, 5.989%, 8/10/43(WAC) | | | | 630,000 | 463,740 |
| FRB Ser. 13-GC14, Class B, 4.738%, 8/10/46(WAC) | | | | 436,000 | 453,574 |
| Ser. 12-GCJ9, Class C, 4.448%, 11/10/45(WAC) | | | | 650,000 | 650,229 |
| JPMBB Commercial Mortgage Securities Trust | | | | | |
| FRB Ser. 14-C22, Class C, 4.553%, 9/15/47(WAC) | | | | 370,000 | 360,531 |
| FRB Ser. 13-C12, Class B, 4.098%, 7/15/45(WAC) | | | | 435,000 | 442,847 |
| FRB Ser. 13-C12, Class C, 4.098%, 7/15/45(WAC) | | | | 755,000 | 764,457 |
| Ser. 16-C1, Class AS, 3.97%, 3/15/49 | | | | 423,000 | 447,746 |
| FRB Ser. 15-C33, Class XA, IO, 0.904%, 12/15/48(WAC) | | | | 5,411,629 | 168,062 |
| FRB Ser. 14-C25, Class XA, IO, 0.83%, 11/15/47(WAC) | | | | 6,620,097 | 131,965 |
| FRB Ser. 14-C19, Class XA, IO, 0.655%, 4/15/47(WAC) | | | | 4,657,050 | 55,368 |
| JPMorgan Chase Commercial Mortgage Securities Trust | | | | | |
| FRB Ser. 13-C16, Class C, 5.006%, 12/15/46(WAC) | | | | 334,000 | 348,173 |
| Ser. 12-C6, Class AS, 4.117%, 5/15/45 | | | | 811,000 | 816,191 |
| Ser. 13-C10, Class AS, 3.372%, 12/15/47 | | | | 380,000 | 387,642 |
| Ser. 13-LC11, Class AS, 3.216%, 4/15/46 | | | | 731,000 | 742,349 |
| JPMorgan Chase Commercial Mortgage Securities Trust 144A | | | | | |
| FRB Ser. 10-C2, Class C2, 5.694%, 11/15/43(WAC) | | | | 227,785 | 227,503 |
| FRB Ser. 12-C6, Class E, 5.122%, 5/15/45(WAC) | | | | 695,000 | 517,218 |
| FRB Ser. 12-C8, Class D, 4.672%, 10/15/45(WAC) | | | | 544,000 | 525,963 |
| LB-UBS Commercial Mortgage Trust FRB Ser. 07-C2, Class XW, IO, zero %, 2/15/40(WAC) | | | | 41,234 | 2 |
| LSTAR Commercial Mortgage Trust 144A FRB Ser. 15-3, Class B, 3.166%, 4/20/48(WAC) | | | | 1,276,000 | 1,286,808 |
| Mezz Cap Commercial Mortgage Trust 144A | | | | | |
| FRB Ser. 06-C4, Class X, IO, 6.817%, 7/15/45(WAC) | | | | 15,274 | — |
| FRB Ser. 07-C5, Class X, IO, 6.571%, 12/15/49(WAC) | | | | 18,514 | — |
| Morgan Stanley Bank of America Merrill Lynch Trust | | | | | |
| FRB Ser. 14-C14, Class C, 5.049%, 2/15/47(WAC) | | | | 468,000 | 491,399 |
| Ser. 14-C15, Class B, 4.565%, 4/15/47(WAC) | | | | 306,000 | 320,774 |
| FRB Ser. 14-C17, Class C, 4.48%, 8/15/47(WAC) | | | | 1,106,000 | 1,091,854 |
| FRB Ser. 15-C24, Class B, 4.343%, 5/15/48(WAC) | | | | 375,000 | 398,695 |
| FRB Ser. 14-C17, Class XA, IO, 1.055%, 8/15/47(WAC) | | | | 3,174,509 | 58,792 |
| Morgan Stanley Bank of America Merrill Lynch Trust 144A | | | | | |
| FRB Ser. 12-C6, Class D, 4.598%, 11/15/45(WAC) | | | | 491,000 | 489,061 |
| FRB Ser. 13-C9, Class D, 4.109%, 5/15/46(WAC) | | | | 441,000 | 405,941 |
| Morgan Stanley Capital I Trust FRB Ser. 16-BNK2, Class C, 3.892%, 11/15/49(WAC) | | | | 818,000 | 813,690 |
| Morgan Stanley Capital I Trust 144A | | | | | |
| FRB Ser. 07-IQ15, Class C, 6.187%, 6/11/49(WAC) | | | | 998,008 | 1,013,677 |
| FRB Ser. 11-C3, Class D, 5.086%, 7/15/49(WAC) | | | | 324,000 | 324,130 |
| Multifamily Connecticut Avenue Securities Trust 144A FRB Ser. 19-01, Class M7, 1.802%, 10/15/49 | | | | 332,747 | 331,417 |
| PFP, Ltd. 144A REMICs FRB Ser. 21-8, Class AS, 1.359%, 8/9/37 (Cayman Islands) | | | | 463,000 | 461,337 |
| TIAA Real Estate CDO, Ltd. 144A Ser. 03-1A, Class E, 8.00%, 12/28/38 (In default)(NON) | | | | 417,718 | 4 |
| UBS Commercial Mortgage Trust 144A FRB Ser. 12-C1, Class C, 5.517%, 5/10/45(WAC) | | | | 755,000 | 758,708 |
| UBS-Barclays Commercial Mortgage Trust 144A FRB Ser. 12-C4, Class XA, IO, 1.575%, 12/10/45(WAC) | | | | 4,223,253 | 29,895 |
| VMC Finance, LLC 144A FRB Ser. 21-FL4, Class A, 1.204%, 6/16/36 | | | | 279,271 | 278,572 |
| Wachovia Bank Commercial Mortgage Trust FRB Ser. 06-C29, IO, 0.239%, 11/15/48(WAC) | | | | 917,786 | 9 |
| Wells Fargo Commercial Mortgage Trust | | | | | |
| FRB Ser. 13-LC12, Class C, 4.306%, 7/15/46(WAC) | | | | 501,000 | 450,670 |
| Ser. 19-C49, Class AS, 4.244%, 3/15/52 | | | | 1,088,000 | 1,211,812 |
| FRB Ser. 16-LC25, Class AS, 3.872%, 12/15/59(WAC) | | | | 657,000 | 707,021 |
| FRB Ser. 14-LC16, Class XA, IO, 1.082%, 8/15/50(WAC) | | | | 9,738,097 | 205,379 |
| FRB Ser. 16-LC25, Class XA, IO, 0.836%, 12/15/59(WAC) | | | | 8,451,012 | 283,709 |
| Wells Fargo Commercial Mortgage Trust 144A FRB Ser. 13-LC12, Class D, 4.306%, 7/15/46(WAC) | | | | 412,000 | 145,681 |
| WF-RBS Commercial Mortgage Trust | | | | | |
| Ser. 13-C18, Class AS, 4.387%, 12/15/46(WAC) | | | | 1,270,000 | 1,325,055 |
| FRB Ser. 13-C11, Class C, 4.183%, 3/15/45(WAC) | | | | 1,149,000 | 1,169,723 |
| Ser. 13-C11, Class AS, 3.311%, 3/15/45 | | | | 455,000 | 461,979 |
| FRB Ser. 14-C22, Class XA, IO, 0.791%, 9/15/57(WAC) | | | | 22,966,270 | 400,991 |
| FRB Ser. 13-C14, Class XA, IO, 0.66%, 6/15/46(WAC) | | | | 10,375,146 | 70,893 |
| WF-RBS Commercial Mortgage Trust 144A | | | | | |
| FRB Ser. 11-C3, Class D, 5.425%, 3/15/44(WAC) | | | | 957,821 | 479,677 |
| Ser. 11-C4, Class E, 4.887%, 6/15/44(WAC) | | | | 138,000 | 102,004 |
| FRB Ser. 12-C9, Class D, 4.809%, 11/15/45(WAC) | | | | 546,000 | 544,380 |
| FRB Ser. 13-C15, Class D, 4.503%, 8/15/46(WAC) | | | | 599,000 | 349,405 |
| FRB Ser. 12-C9, Class XA, IO, 1.851%, 11/15/45(WAC) | | | | 4,302,767 | 30,625 |
| FRB Ser. 12-C10, Class XA, IO, 1.483%, 12/15/45(WAC) | | | | 4,205,039 | 30,541 |
| | | | | |
|
| | | | | | 51,456,455 |
| Residential mortgage-backed securities (non-agency) (1.5%) |
| American Home Mortgage Investment Trust FRB Ser. 07-1, Class GA1C, (1 Month US LIBOR + 0.19%), 0.292%, 5/25/47 | | | | 1,295,752 | 744,739 |
| Arroyo Mortgage Trust 144A | | | | | |
| Ser. 19-1, Class A3, 4.01%, 1/25/49(WAC) | | | | 157,110 | 157,538 |
| Ser. 19-3, Class A3, 3.416%, 10/25/48(WAC) | | | | 223,750 | 224,867 |
| Banc of America Funding Trust FRB Ser. 05-B, Class 3M1, (1 Month US LIBOR + 0.68%), 0.779%, 4/20/35 | | | | 162,099 | 162,443 |
| BankUnited Trust FRB Ser. 05-1, Class 1A1, (1 Month US LIBOR + 0.60%), 0.702%, 9/25/45 | | | | 134,822 | 131,429 |
| Bear Stearns Asset Backed Securities I Trust FRB Ser. 05-HE8, Class M3, (1 Month US LIBOR + 1.95%), 2.052%, 8/25/35 | | | | 251,825 | 255,972 |
| Bellemeade Re, Ltd. 144A FRB Ser. 19-4A, Class M1C, (1 Month US LIBOR + 2.50%), 2.602%, 10/25/29 (Bermuda) | | | | 502,000 | 502,007 |
| BRAVO Residential Funding Trust 144A Ser. 21-C, Class A1, 1.62%, 3/1/61 | | | | 523,240 | 523,567 |
| Bunker Hill Loan Depositary Trust 144A Ser. 20-1, Class A2, 2.60%, 2/25/55(WAC) | | | | 500,000 | 510,016 |
| Citigroup Mortgage Loan Trust, Inc. FRB Ser. 05-2, Class 1A2A, 2.763%, 5/25/35(WAC) | | | | 225,579 | 229,128 |
| COLT Mortgage Loan Trust 144A Ser. 20-2, Class A1, 1.853%, 3/25/65(WAC) | | | | 82,537 | 82,611 |
| Countrywide Alternative Loan Trust | | | | | |
| FRB Ser. 06-OA7, Class 1A2, (1 Month US LIBOR + 0.94%), 1.022%, 6/25/46 | | | | 562,864 | 527,405 |
| FRB Ser. 05-59, Class 1A1, (1 Month US LIBOR + 0.66%), 0.763%, 11/20/35 | | | | 224,257 | 219,855 |
| FRB Ser. 06-24CB, Class A19, (1 Month US LIBOR + 0.50%), 0.602%, 8/25/36 | | | | 420,220 | 185,018 |
| FRB Ser. 06-OA10, Class 4A1, (1 Month US LIBOR + 0.38%), 0.482%, 8/25/46 | | | | 930,866 | 862,306 |
| FRB Ser. 06-OA19, Class A1, (1 Month US LIBOR + 0.18%), 0.284%, 2/20/47 | | | | 523,627 | 405,973 |
| Credit Suisse Mortgage Trust 144A Ser. 21-RPL4, Class A1, 1.796%, 12/27/60(WAC) | | | | 329,075 | 328,917 |
| CSMC Trust 144A Ser. 21-RPL7, Class A1, 1.926%, 7/27/61(WAC) | | | | 326,759 | 323,145 |
| Deephaven Residential Mortgage Trust 144A Ser. 20-2, Class A1, 1.692%, 5/25/65 | | | | 88,295 | 88,348 |
| Eagle Re, Ltd. 144A | | | | | |
| FRB Ser. 18-1, Class M2, (1 Month US LIBOR + 3.00%), 3.102%, 11/25/28 | | | | 190,000 | 191,475 |
| FRB Ser. 18-1, Class M1, (1 Month US LIBOR + 1.70%), 1.802%, 11/25/28 (Bermuda) | | | | 357,894 | 357,771 |
| Federal Home Loan Mortgage Corporation | | | | | |
| Structured Agency Credit Risk Debt FRN Ser. 16-HQA1, Class M3, (1 Month US LIBOR + 6.35%), 6.453%, 9/25/28 | | | | 292,750 | 306,773 |
| Structured Agency Credit Risk Debt FRN Ser. 16-DNA1, Class M3, (1 Month US LIBOR + 5.55%), 5.653%, 7/25/28 | | | | 890,259 | 926,773 |
| Structured Agency Credit Risk Debt FRN Ser. 16-HQA2, Class M3, (1 Month US LIBOR + 5.15%), 5.253%, 11/25/28 | | | | 510,521 | 528,015 |
| Structured Agency Credit Risk Debt FRN Ser. 16-DNA3, Class M3, (1 Month US LIBOR + 5.00%), 5.103%, 12/25/28 | | | | 746,120 | 775,853 |
| Structured Agency Credit Risk Debt FRN Ser. 14-HQ3, Class M3, (1 Month US LIBOR + 4.75%), 4.853%, 10/25/24 | | | | 25,833 | 25,914 |
| Structured Agency Credit Risk Debt FRN Ser. 15-DNA3, Class M3, (1 Month US LIBOR + 4.70%), 4.803%, 4/25/28 | | | | 497,556 | 513,000 |
| Structured Agency Credit Risk Debt FRN Ser. 16-DNA2, Class M3, (1 Month US LIBOR + 4.65%), 4.753%, 10/25/28 | | | | 2,380,657 | 2,460,279 |
| Structured Agency Credit Risk Debt FRN Ser. 17-DNA2, Class M2, (1 Month US LIBOR + 3.45%), 3.553%, 10/25/29 | | | | 413,000 | 424,796 |
| Structured Agency Credit Risk Debt FRN Ser. 18-HQA1, Class M2, (1 Month US LIBOR + 2.30%), 2.403%, 9/25/30 | | | | 305,329 | 308,672 |
| Structured Agency Credit Risk Debt FRN Ser. 17-DNA2, Class M1, (1 Month US LIBOR + 1.20%), 1.303%, 10/25/29 | | | | 67,387 | 67,387 |
| Structured Agency Credit Risk Debt FRN Ser. 17-DNA3, Class M2AS, (1 Month US LIBOR + 1.10%), 1.203%, 3/25/30 | | | | 1,007,954 | 1,008,978 |
| Federal Home Loan Mortgage Corporation 144A | | | | | |
| Structured Agency Credit Risk Trust FRB Ser. 19-DNA1, Class M2, (1 Month US LIBOR + 2.65%), 2.753%, 1/25/49 | | | | 166,698 | 168,666 |
| Structured Agency Credit Risk Trust FRB Ser. 19-DNA2, Class M2, (1 Month US LIBOR + 2.45%), 2.553%, 3/25/49 | | | | 16,721 | 16,904 |
| Structured Agency Credit Risk Trust FRB Ser. 18-HRP2, Class M3, (1 Month US LIBOR + 2.40%), 2.503%, 2/25/47 | | | | 207,000 | 211,055 |
| Structured Agency Credit Risk Trust FRB Ser. 19-HQA1, Class M2, (1 Month US LIBOR + 2.35%), 2.453%, 2/25/49 | | | | 159,986 | 161,523 |
| Structured Agency Credit Risk Trust FRB Ser. 18-HQA2, Class M2, (1 Month US LIBOR + 2.30%), 2.403%, 10/25/48 | | | | 105,900 | 107,129 |
| Structured Agency Credit Risk Debt FRN Ser. 21-DNA2, Class M2, (US 30 Day Average SOFR + 2.30%), 2.35%, 8/25/33 | | | | 691,000 | 703,628 |
| Structured Agency Credit Risk Trust FRB Ser. 18-DNA3, Class M2, (1 Month US LIBOR + 2.10%), 2.203%, 9/25/48 | | | | 812,000 | 818,090 |
| Structured Agency Credit Risk Trust FRB Ser. 18-DNA3, Class M2B, (1 Month US LIBOR + 2.10%), 2.203%, 9/25/48 | | | | 98,000 | 99,230 |
| Structured Agency Credit Risk Trust REMICs FRB Ser. 20-HQA1, Class M2, (1 Month US LIBOR + 1.90%), 2.003%, 1/25/50 | | | | 137,943 | 138,114 |
| Structured Agency Credit Risk Trust FRB Ser. 18-HRP2, Class M3AS, (1 Month US LIBOR + 1.00%), 1.103%, 2/25/47 | | | | 2,360,820 | 2,353,774 |
| Structured Agency Credit Risk Trust FRB Ser. 18-HQA2, Class M2AS, (1 Month US LIBOR + 0.90%), 1.003%, 10/25/48 | | | | 18,000 | 18,003 |
| Structured Agency Credit Risk Trust REMICs FRB Ser. 21-HQA3, Class M1, (US 30 Day Average SOFR + 0.85%), 0.90%, 9/25/41 | | | | 140,000 | 139,913 |
| Federal National Mortgage Association | | | | | |
| Connecticut Avenue Securities FRB Ser. 16-C01, Class 2M2, (1 Month US LIBOR + 6.95%), 7.053%, 8/25/28 | | | | 858,792 | 905,401 |
| Connecticut Avenue Securities FRB Ser. 16-C01, Class 1M2, (1 Month US LIBOR + 6.75%), 6.853%, 8/25/28 | | | | 1,196,363 | 1,254,072 |
| Connecticut Avenue Securities FRB Ser. 16-C02, Class 1M2, (1 Month US LIBOR + 6.00%), 6.103%, 9/25/28 | | | | 907,600 | 937,053 |
| Connecticut Avenue Securities FRB Ser. 15-C04, Class 1M2, (1 Month US LIBOR + 5.70%), 5.803%, 4/25/28 | | | | 1,217,840 | 1,282,800 |
| Connecticut Avenue Securities FRB Ser. 15-C04, Class 2M2, (1 Month US LIBOR + 5.55%), 5.653%, 4/25/28 | | | | 1,066,547 | 1,112,333 |
| Connecticut Avenue Securities FRB Ser. 15-C03, Class 2M2, (1 Month US LIBOR + 5.00%), 5.103%, 7/25/25 | | | | 36,485 | 36,667 |
| Connecticut Avenue Securities FRB Ser. 14-C04, Class 2M2, (1 Month US LIBOR + 5.00%), 5.103%, 11/25/24 | | | | 25,575 | 25,965 |
| Connecticut Avenue Securities FRB Ser. 14-C04, Class 1M2, (1 Month US LIBOR + 4.90%), 5.003%, 11/25/24 | | | | 166,191 | 172,841 |
| Connecticut Avenue Securities FRB Ser. 16-C05, Class 2M2, (1 Month US LIBOR + 4.45%), 4.553%, 1/25/29 | | | | 935,561 | 969,498 |
| Connecticut Avenue Securities FRB Ser. 16-C07, Class 2M2, (1 Month US LIBOR + 4.35%), 4.453%, 5/25/29 | | | | 724,355 | 751,218 |
| Connecticut Avenue Securities FRB Ser. 15-C01, Class 1M2, (1 Month US LIBOR + 4.30%), 4.403%, 2/25/25 | | | | 82,528 | 84,002 |
| Connecticut Avenue Securities FRB Ser. 16-C06, Class 1M2, (1 Month US LIBOR + 4.25%), 4.353%, 4/25/29 | | | | 572,996 | 591,378 |
| Connecticut Avenue Securities FRB Ser. 16-C04, Class 1M2, (1 Month US LIBOR + 4.25%), 4.353%, 1/25/29 | | | | 1,630,881 | 1,688,306 |
| Connecticut Avenue Securities FRB Ser. 15-C02, Class 1M2, (1 Month US LIBOR + 4.00%), 4.103%, 5/25/25 | | | | 38,829 | 39,554 |
| Connecticut Avenue Securities FRB Ser. 15-C02, Class 2M2, (1 Month US LIBOR + 4.00%), 4.103%, 5/25/25 | | | | 27,206 | 27,273 |
| Connecticut Avenue Securities FRB Ser. 17-C01, Class 1M2, (1 Month US LIBOR + 3.55%), 3.653%, 7/25/29 | | | | 636,648 | 653,621 |
| Connecticut Avenue Securities FRB Ser. 17-C01, Class 1M2C, (1 Month US LIBOR + 3.55%), 3.653%, 7/25/29 | | | | 151,000 | 156,468 |
| Connecticut Avenue Securities FRB Ser. 14-C03, Class 2M2, (1 Month US LIBOR + 2.90%), 3.003%, 7/25/24 | | | | 132,062 | 134,083 |
| Connecticut Avenue Securities FRB Ser. 14-C02, Class 1M2, (1 Month US LIBOR + 2.60%), 2.703%, 5/25/24 | | | | 150,278 | 153,329 |
| Connecticut Avenue Securities FRB Ser. 17-C01, Class 1EB1, (1 Month US LIBOR + 1.25%), 1.353%, 7/25/29 | | | | 310,000 | 310,421 |
| Connecticut Avenue Securities FRB Ser. 18-C05, Class 1ED1, (1 Month US LIBOR + 0.65%), 0.753%, 1/25/31 | | | | 118,700 | 118,440 |
| Connecticut Avenue Securities FRB Ser. 17-C04, Class 2ED1, (1 Month US LIBOR + 0.60%), 0.703%, 11/25/29 | | | | 165,228 | 164,505 |
| Federal National Mortgage Association 144A | | | | | |
| Connecticut Avenue Securities Trust FRB Ser. 19-HRP1, Class M2, (1 Month US LIBOR + 2.15%), 2.253%, 11/25/39 | | | | 123,343 | 123,256 |
| Connecticut Avenue Securities Trust FRB Ser. 19-R06, Class 2M2, (1 Month US LIBOR + 2.10%), 2.202%, 9/25/39 | | | | 271,599 | 271,939 |
| Connecticut Avenue Securities Trust FRB Ser. 20-R01, Class 1M2, (1 Month US LIBOR + 2.05%), 2.153%, 1/25/40 | | | | 451,592 | 453,410 |
| Connecticut Avenue Securities FRB Ser. 21-R02, Class 2M1, (US 30 Day Average SOFR + 0.90%), 0.95%, 11/25/41 | | | | 164,493 | 164,592 |
| Connecticut Avenue Securities Trust FRB Ser. 21-R01, Class 1M1, (US 30 Day Average SOFR + 0.75%), 0.80%, 10/25/41 | | | | 111,781 | 111,572 |
| FWD Securitization Trust 144A Ser. 19-INV1, Class A3, 3.11%, 6/25/49(WAC) | | | | 1,030,834 | 1,038,814 |
| Home Re, Ltd. 144A FRB Ser. 18-1, Class M1, (1 Month US LIBOR + 1.60%), 1.702%, 10/25/28 (Bermuda) | | | | 160,397 | 160,397 |
| Legacy Mortgage Asset Trust 144A | | | | | |
| Ser. 20-GS5, Class A1, 3.25%, 6/25/60 | | | | 363,185 | 363,185 |
| FRB Ser. 19-GS7, Class A1, 3.25%, 11/25/59 | | | | 535,121 | 535,121 |
| FRB Ser. 20-GS1, Class A1, 2.882%, 10/25/59 | | | | 492,135 | 492,135 |
| Long Beach Mortgage Loan Trust FRB Ser. 04-1, Class A2, (1 Month US LIBOR + 0.80%), 0.902%, 2/25/34 | | | | 540,725 | 539,515 |
| Merrill Lynch Mortgage Investors Trust FRB Ser. 05-A2, Class A2, 2.834%, 2/25/35(WAC) | | | | 107,898 | 107,958 |
| Morgan Stanley ABS Capital I, Inc. Trust FRB Ser. 04-HE6, Class M1, (1 Month US LIBOR + 0.83%), 0.927%, 8/25/34 | | | | 64,205 | 63,631 |
| Morgan Stanley Resecuritization Trust 144A Ser. 15-R4, Class CB1, 0.918%, 8/26/47(WAC) | | | | 160,000 | 153,118 |
| New Residential Mortgage Loan Trust 144A FRB Ser. 18-4A, Class A1M, (1 Month US LIBOR + 0.90%), 1.003%, 1/25/48 | | | | 337,706 | 338,635 |
| Oaktown Re II, Ltd. 144A FRB Ser. 18-1A, Class M1, (1 Month US LIBOR + 1.55%), 1.652%, 7/25/28 (Bermuda) | | | | 42,343 | 42,433 |
| OSW Structured Asset Trust 144A FRB Ser. 20-RPL1, Class A1, 3.072%, 12/26/59 | | | | 328,675 | 328,663 |
| Park Place Securities, Inc. Asset-Backed Pass-Through Certificates FRB Ser. 04-WCW2, Class M3, (1 Month US LIBOR + 1.05%), 1.152%, 10/25/34 | | | | 483,256 | 479,592 |
| Residential Mortgage Loan Trust 144A Ser. 20-2, Class A2, 2.508%, 5/25/60(WAC) | | | | 886,000 | 882,709 |
| Starwood Mortgage Residential Trust 144A Ser. 20-3, Class A3, 2.591%, 4/25/65(WAC) | | | | 757,000 | 762,243 |
| Structured Asset Mortgage Investments II Trust FRB Ser. 07-AR7, Class 1A1, (1 Month US LIBOR + 0.85%), 0.952%, 5/25/47 | | | | 509,198 | 448,840 |
| Towd Point Mortgage Trust 144A Ser. 16-5, Class M2, 3.375%, 10/25/56(WAC) | | | | 282,000 | 289,408 |
| Triangle Re, Ltd. 144A | | | | | |
| FRB Ser. 19-1, Class M2, (1 Month US LIBOR + 2.90%), 3.002%, 11/26/29 | | | | 370,520 | 370,030 |
| FRB Ser. 21-2, Class M1A, (1 Month US LIBOR + 2.05%), 2.152%, 10/25/33 (Bermuda) | | | | 707,000 | 707,637 |
| WaMu Mortgage Pass-Through Certificates Trust | | | | | |
| FRB Ser. 07-HY2, Class 1A1, 2.991%, 12/25/36(WAC) | | | | 382,040 | 371,326 |
| FRB Ser. 05-AR12, Class 1A8, 2.833%, 10/25/35(WAC) | | | | 496,851 | 495,314 |
| FRB Ser. 05-AR9, Class A1C3, (1 Month US LIBOR + 0.96%), 1.062%, 7/25/45 | | | | 193,203 | 184,277 |
| FRB Ser. 05-AR11, Class A1B3, (1 Month US LIBOR + 0.80%), 0.902%, 8/25/45 | | | | 167,607 | 167,260 |
| | | | | |
|
| | | | | | 41,313,237 |
| | | | | |
|
| Total mortgage-backed securities (cost $136,529,383) | | | | | $131,468,173 |