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Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS — 40.0%

Communication Services — 2.2%
AT&T
0.650%, VAR United States Secured Overnight Financing Rate+0.640%, 03/25/2024	$	1,470	$	1,472
Cox Communications
3.250%, 12/15/2022 (A)		800		836
Fox
3.666%, 01/25/2022		85		87
NTT Finance
0.373%, 03/03/2023 (A)		1,900		1,901
Sky
3.125%, 11/26/2022 (A)		350		365
Verizon Communications
0.800%, VAR United States Secured Overnight Financing Rate+0.790%, 03/20/2026		500		508
0.510%, VAR United States Secured Overnight Financing Rate+0.500%, 03/22/2024		1,970		1,979
				7,148

Consumer Discretionary — 3.5%
7-Eleven
0.625%, 02/10/2023 (A)		2,580		2,582
Alimentation Couche-Tard
2.700%, 07/26/2022 (A)		800		821
BMW US Capital LLC
0.540%, VAR United States Secured Overnight Financing Rate+0.530%, 04/01/2024 (A)		965		970
Daimler Finance North America LLC
3.750%, 11/05/2021 (A)		475		483
2.550%, 08/15/2022 (A)		1,610		1,653
2.200%, 10/30/2021 (A)		300		303
General Motors Financial
3.550%, 07/08/2022		225		232
3.450%, 04/10/2022		400		409
0.770%, VAR United States Secured Overnight Financing Rate+0.760%, 03/08/2024		500		502
Howard University
2.801%, 10/01/2023		380		392
2.638%, 10/01/2021		160		161
Hyundai Capital America
1.137%, VAR ICE LIBOR USD 3 Month+0.940%, 07/08/2021 (A)		450		450
Hyundai Capital America MTN
0.800%, 04/03/2023 (A)		450		450
Lennar
4.750%, 11/15/2022		700		734



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
Nordstrom
2.300%, 04/08/2024 (A)	$	210	$	211
Toyota Motor Credit MTN
0.340%, VAR United States Secured Overnight Financing Rate+0.330%, 01/11/2024		400		401
VF
2.050%, 04/23/2022		375		381
Volkswagen Group of America Finance LLC
2.700%, 09/26/2022 (A)		325		335
				11,470

Consumer Staples — 1.2%
Campbell Soup
2.500%, 08/02/2022		874		898
Coca-Cola European Partners PLC
0.500%, 05/05/2023 (A)		975		974
Keurig Dr Pepper
0.750%, 03/15/2024		1,510		1,510
Mondelez International
0.625%, 07/01/2022		400		401
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (A)		250		250
				4,033

Energy — 2.2%
Diamondback Energy
0.900%, 03/24/2023		750		750
El Paso Natural Gas LLC
8.625%, 01/15/2022		218		230
Enbridge
0.413%, VAR United States Secured Overnight Financing Rate+0.400%, 02/17/2023		845		846
Kinder Morgan Energy Partners
5.000%, 10/01/2021		130		131
MPLX
1.285%, VAR ICE LIBOR USD 3 Month+1.100%, 09/09/2022		1,035		1,036
Phillips 66
3.700%, 04/06/2023		285		302
Pioneer Natural Resources
0.750%, 01/15/2024		1,515		1,515
Saudi Arabian Oil
1.250%, 11/24/2023 (A)		200		203
Saudi Arabian Oil MTN
2.750%, 04/16/2022 (A)		1,580		1,613
Southern Natural Gas LLC
0.625%, 04/28/2023 (A)		285		285



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)

Valero Energy
2.700%, 04/15/2023	$	225	$	234
				7,145

Financials — 19.7%
ABN AMRO Bank MTN
0.760%, VAR ICE LIBOR USD 3 Month+0.570%, 08/27/2021 (A)		750		751
AIG Global Funding
0.800%, 07/07/2023 (A)		315		317
American Honda Finance MTN
0.875%, 07/07/2023		300		303
Aon
2.200%, 11/15/2022		140		144
Bank of America
0.700%, VAR United States Secured Overnight Financing Rate+0.690%, 04/22/2025		650		651
Bank of America MTN
1.486%, VAR United States Secured Overnight Financing Rate+1.460%, 05/19/2024		300		305
0.851%, VAR ICE LIBOR USD 3 Month+0.650%, 06/25/2022		1,000		1,001
Bank of Montreal
0.361%, VAR United States Secured Overnight Financing Rate+0.350%, 12/08/2023		600		600
Bank of Montreal MTN
0.690%, VAR United States Secured Overnight Financing Rate+0.680%, 03/10/2023		1,340		1,352
Bank of New York Mellon MTN
0.270%, VAR United States Secured Overnight Financing Rate+0.260%, 04/26/2024		325		325
Bank of Nova Scotia
0.560%, VAR United States Secured Overnight Financing Rate+0.550%, 09/15/2023		1,545		1,553
Barclays Bank PLC
1.700%, 05/12/2022		225		228
BBVA USA
0.907%, VAR ICE LIBOR USD 3 Month+0.730%, 06/11/2021		500		500
BPCE MTN
3.000%, 05/22/2022 (A)		975		1,002
Brighthouse Financial Global Funding MTN
0.770%, VAR United States Secured Overnight Financing Rate+0.760%, 04/12/2024 (A)		445		447



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)

Canadian Imperial Bank of Commerce
0.810%, VAR United States Secured Overnight Financing Rate+0.800%, 03/17/2023	$	500	$	504
0.410%, VAR United States Secured Overnight Financing Rate+0.400%, 12/14/2023		2,210		2,212
Capital One
2.950%, 07/23/2021		825		828
2.150%, 09/06/2022		250		256
Capital One Bank USA
2.014%, VAR United States Secured Overnight Financing Rate+0.616%, 01/27/2023		400		405
Charles Schwab
0.510%, VAR United States Secured Overnight Financing Rate+0.500%, 03/18/2024		400		402
Citibank
2.844%, VAR ICE LIBOR USD 3 Month+0.596%, 05/20/2022		450		451
Citigroup
4.500%, 01/14/2022		800		824
2.312%, VAR United States Secured Overnight Financing Rate+0.867%, 11/04/2022		650		656
0.880%, VAR United States Secured Overnight Financing Rate+0.870%, 11/04/2022		1,720		1,725
0.679%, VAR United States Secured Overnight Financing Rate+0.669%, 05/01/2025		250		250
Citizens Bank
0.918%, VAR ICE LIBOR USD 3 Month+0.720%, 02/14/2022		550		552
CNA Financial
7.250%, 11/15/2023		200		233
Credit Suisse NY
0.460%, VAR United States Secured Overnight Financing Rate+0.450%, 02/04/2022		625		625
0.400%, VAR United States Secured Overnight Financing Rate+0.390%, 02/02/2024		2,280		2,271
DAE Funding LLC
5.250%, 11/15/2021 (A)		575		583
Danske Bank
5.000%, 01/12/2022 (A)		570		587
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (A)		525		529
2.000%, 09/08/2021 (A)		400		402



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
Deutsche Bank NY
4.250%, 10/14/2021	$	650	$	661
Equitable Financial Life Global Funding
0.400%, VAR United States Secured Overnight Financing Rate+0.390%, 04/06/2023 (A)		575		575
European Investment Bank
0.301%, VAR United States Secured Overnight Financing Rate+0.290%, 06/10/2022 (A)		2,050		2,054
Fifth Third Bank MTN
1.800%, 01/30/2023		250		256
Ford Motor Credit LLC
1.463%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		350		349
Goldman Sachs Group
5.750%, 01/24/2022		2,275		2,365
0.627%, VAR United States Secured Overnight Financing Rate+0.538%, 11/17/2023		425		425
0.441%, VAR United States Secured Overnight Financing Rate+0.430%, 03/08/2023		425		425
0.420%, VAR United States Secured Overnight Financing Rate+0.410%, 01/27/2023		575		575
HSBC Bank Canada
3.300%, 11/28/2021 (A)		500		509
0.950%, 05/14/2023 (A)		1,205		1,218
ING Groep
1.343%, VAR ICE LIBOR USD 3 Month+1.150%, 03/29/2022		400		404
Inter-American Development Bank
0.270%, VAR United States Secured Overnight Financing Rate+0.260%, 09/16/2022		2,455		2,461
Intercontinental Exchange
0.834%, VAR ICE LIBOR USD 3 Month+0.650%, 06/15/2023		2,230		2,233
International Bank for Reconstruction & Development MTN
0.140%, VAR United States Secured Overnight Financing Rate+0.130%, 01/13/2023		410		410
Jackson National Life Global Funding
0.657%, VAR ICE LIBOR USD 3 Month+0.480%, 06/11/2021 (A)		665		665
JPMorgan Chase
0.895%, VAR United States Secured Overnight Financing Rate+0.885%, 04/22/2027		650		652



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
0.590%, VAR United States Secured Overnight Financing Rate+0.580%, 03/16/2024	$	1,990	$	1,996
KeyBank
0.836%, VAR ICE LIBOR USD 3 Month+0.660%, 02/01/2022		800		803
0.350%, VAR United States Secured Overnight Financing Rate+0.340%, 01/03/2024		575		575
Macquarie Bank MTN
0.441%, 12/16/2022 (A)		325		325
MassMutual Global Funding II
0.370%, VAR United States Secured Overnight Financing Rate+0.360%, 04/12/2024 (A)		400		401
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (A)		448		452
Metropolitan Life Global Funding I MTN
0.580%, VAR United States Secured Overnight Financing Rate+0.570%, 01/13/2023 (A)		550		553
Mitsubishi UFJ Financial Group
1.244%, VAR ICE LIBOR USD 3 Month+1.060%, 09/13/2021		405		407
Mizuho Financial Group
0.818%, VAR ICE LIBOR USD 3 Month+0.630%, 05/25/2024		775		778
Morgan Stanley
0.731%, VAR United States Secured Overnight Financing Rate+0.616%, 04/05/2024		250		251
Morgan Stanley MTN
4.875%, 11/01/2022		625		665
2.750%, 05/19/2022		1,145		1,174
0.710%, VAR United States Secured Overnight Financing Rate+0.700%, 01/20/2023		775		777
MUFG Union Bank
0.776%, VAR ICE LIBOR USD 3 Month+0.600%, 03/07/2022		950		954
Nasdaq
0.445%, 12/21/2022		250		250
National Bank of Canada
0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.770%, 08/15/2023		475		478
Nationwide Building Society
2.000%, 01/27/2023 (A)		375		385
0.550%, 01/22/2024 (A)		400		399
Nordea Bank Abp
1.000%, 06/09/2023 (A)		300		304



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
Pacific Life Global Funding II
0.500%, 09/23/2023 (A)	$	400	$	401
PNC Bank
1.743%, VAR ICE LIBOR USD 3 Month+0.323%, 02/24/2023		550		556
0.501%, VAR ICE LIBOR USD 3 Month+0.325%, 02/24/2023		1,600		1,603
Principal Life Global Funding II
0.460%, VAR United States Secured Overnight Financing Rate+0.450%, 04/12/2024 (A)		170		170
Protective Life Global Funding
1.082%, 06/09/2023 (A)		255		258
Royal Bank of Canada MTN
0.647%, VAR ICE LIBOR USD 3 Month+0.470%, 04/29/2022		1,175		1,180
0.460%, VAR United States Secured Overnight Financing Rate+0.450%, 10/26/2023		400		401
Standard Chartered PLC
2.744%, VAR ICE LIBOR USD 3 Month+1.200%, 09/10/2022 (A)		530		534
State Street
2.825%, VAR United States Secured Overnight Financing Rate+2.690%, 03/30/2023		660		675
Toronto-Dominion Bank
2.100%, 07/15/2022 (A)		850		869
Toronto-Dominion Bank MTN
0.490%, VAR United States Secured Overnight Financing Rate+0.480%, 01/27/2023		1,160		1,166
0.460%, VAR United States Secured Overnight Financing Rate+0.450%, 09/28/2023		400		402
0.366%, VAR United States Secured Overnight Financing Rate+0.355%, 03/04/2024		575		576
0.250%, 01/06/2023		1,210		1,209
UBS
1.750%, 04/21/2022 (A)		750		760
UBS MTN
0.370%, VAR United States Secured Overnight Financing Rate+0.360%, 02/09/2024 (A)		400		400
UniCredit MTN
6.572%, 01/14/2022 (A)		350		364
USAA Capital
1.500%, 05/01/2023 (A)		525		537
Volkswagen Group of America Finance LLC
2.900%, 05/13/2022 (A)		450		461



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
1.141%, VAR ICE LIBOR USD 3 Month+0.940%, 11/12/2021 (A)	$	750	$	753
				65,213

Health Care — 2.9%
AbbVie
2.150%, 11/19/2021		1,000		1,010
0.641%, VAR ICE LIBOR USD 3 Month+0.460%, 11/19/2021		695		696
AmerisourceBergen
0.737%, 03/15/2023		450		451
Anthem
3.125%, 05/15/2022		650		669
2.950%, 12/01/2022		575		597
Bayer US Finance II LLC
3.500%, 06/25/2021 (A)		425		426
0.831%, VAR ICE LIBOR USD 3 Month+0.630%, 06/25/2021 (A)		825		825
Bristol-Myers Squibb
3.250%, 02/20/2023		409		429
2.550%, 05/14/2021		470		470
0.537%, 11/13/2023		425		425
Cigna
3.050%, 11/30/2022		350		364
0.613%, 03/15/2024		190		190
CVS Health
2.125%, 06/01/2021		775		775
Gilead Sciences
0.332%, VAR ICE LIBOR USD 3 Month+0.150%, 09/17/2021		350		350
Illumina
0.550%, 03/23/2023		400		400
OhioHealth
1.119%, 11/15/2021		295		296
Royalty Pharma PLC
0.750%, 09/02/2023 (A)		700		700
Stryker
0.600%, 12/01/2023		230		230
Viatris
1.125%, 06/22/2022 (A)		450		453
				9,756

Industrials — 2.3%
Aviation Capital Group LLC
0.856%, VAR ICE LIBOR USD 3 Month+0.670%, 07/30/2021 (A)		570		569
Boeing
4.508%, 05/01/2023		150		160
2.700%, 05/01/2022		325		332
2.300%, 08/01/2021		385		387
1.167%, 02/04/2023		475		477



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
Cargill
1.375%, 07/23/2023 (A)	$	300	$	306
Caterpillar Financial Services MTN
0.456%, VAR ICE LIBOR USD 3 Month+0.280%, 09/07/2021		800		801
Equifax
1.064%, VAR ICE LIBOR USD 3 Month+0.870%, 08/15/2021		460		461
Honeywell International
0.483%, 08/19/2022		865		866
Otis Worldwide
0.644%, VAR ICE LIBOR USD 3 Month+0.450%, 04/05/2023		1,995		1,994
Penske Truck Leasing LP
3.650%, 07/29/2021 (A)		400		402
Roper Technologies
0.450%, 08/15/2022		150		150
Siemens Financieringsmaatschappij
0.440%, VAR United States Secured Overnight Financing Rate+0.430%, 03/11/2024 (A)		575		579
				7,484

Information Technology — 1.1%
Fidelity National Information Services
0.375%, 03/01/2023		425		424
Hewlett Packard Enterprise
4.450%, 10/02/2023		250		271
0.914%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021		375		375
Microchip Technology
3.922%, 06/01/2021		805		807
0.972%, 02/15/2024 (A)		375		375
Micron Technology
2.497%, 04/24/2023		545		565
NXP BV
3.875%, 09/01/2022 (A)		364		379
Oracle
2.500%, 05/15/2022		500		510
				3,706

Materials — 0.2%
LYB International Finance III LLC
1.202%, VAR ICE LIBOR USD 3 Month+1.000%, 10/01/2023		500		501
Nutrition & Biosciences
0.697%, 09/15/2022 (A)		215		216
				717



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)

Real Estate — 0.1%
Public Storage
0.480%, VAR United States Secured Overnight Financing Rate+0.470%, 04/23/2024	$	310	$	310

Utilities — 4.6%
American Electric Power
0.656%, VAR ICE LIBOR USD 3 Month+0.480%, 11/01/2023		1,060		1,061
Atmos Energy
0.625%, 03/09/2023		425		425
CenterPoint Energy Resources
0.700%, 03/02/2023		1,055		1,056
0.684%, VAR ICE LIBOR USD 3 Month+0.500%, 03/02/2023		650		650
Consolidated Edison of New York
0.601%, VAR ICE LIBOR USD 3 Month+0.400%, 06/25/2021		1,080		1,081
Dominion Energy
2.450%, 01/15/2023 (A)		550		568
0.714%, VAR ICE LIBOR USD 3 Month+0.530%, 09/15/2023		1,445		1,446
2.715%, 08/15/2021		130		131
DTE Energy
0.550%, 11/01/2022		1,050		1,051
NextEra Energy Capital Holdings
0.550%, VAR United States Secured Overnight Financing Rate+0.540%, 03/01/2023		1,350		1,354
0.452%, VAR ICE LIBOR USD 3 Month+0.270%, 02/22/2023		575		575
ONE Gas
0.787%, VAR ICE LIBOR USD 3 Month+0.610%, 03/11/2023		575		575
PPL Electric Utilities
0.443%, VAR ICE LIBOR USD 3 Month+0.250%, 09/28/2023		875		875
Puget Energy
6.000%, 09/01/2021		467		475
Southern California Edison
0.840%, VAR United States Secured Overnight Financing Rate+0.830%, 04/01/2024		960		964
0.454%, VAR ICE LIBOR USD 3 Month+0.270%, 12/03/2021		1,485		1,485
Southern California Gas
0.534%, VAR ICE LIBOR USD 3 Month+0.350%, 09/14/2023		970		970



Description	Face Amount (Thousands)		Market Value ($ Thousands)

CORPORATE OBLIGATIONS (continued)
Virginia Electric and Power
3.450%, 09/01/2022	$	400	$	413
				15,155

Total Corporate Obligations (Cost $131,661) ($ Thousands)				132,137

ASSET-BACKED SECURITIES — 31.6%

Automotive — 17.7%

American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D
4.070%, 07/10/2024 (A)		462		472
American Credit Acceptance Receivables Trust, Ser 2020-1, Cl A
1.890%, 04/13/2023 (A)		59		59
American Credit Acceptance Receivables Trust, Ser 2020-4, Cl A
0.530%, 03/13/2024 (A)		384		385
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl A
0.350%, 05/13/2024 (A)		631		631
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B
0.610%, 03/13/2025 (A)		1,415		1,414
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl A
0.370%, 10/15/2024 (A)		295		295
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (A)		165		165
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl A2
0.280%, 06/18/2024		295		295
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (A)		396		398
ARI Fleet Lease Trust, Ser 2020-A, Cl A3
1.800%, 08/15/2028 (A)		750		765
BMW Vehicle Lease Trust, Ser 2021-1, Cl A2
0.200%, 03/27/2023		155		155
Canadian Pacer Auto Receivables Trust, Ser 2020-1A, Cl A2A
1.770%, 11/21/2022 (A)		232		233
CarMax Auto Owner Trust, Ser 2017-4, Cl A4
2.330%, 05/15/2023		500		504
CarMax Auto Owner Trust, Ser 2020-1, Cl A2
1.870%, 04/17/2023		217		218
CarMax Auto Owner Trust, Ser 2021-1, Cl A2A
0.220%, 02/15/2024		695		695



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021- N1, Cl A
0.700%, 01/10/2028	$	570	$	570
Chesapeake Funding II LLC, Ser 2018-1A, Cl A1
3.040%, 04/15/2030 (A)		80		80
Chesapeake Funding II LLC, Ser 2018-2A, Cl A1
3.230%, 08/15/2030 (A)		207		209
Chesapeake Funding II LLC, Ser 2018-2A, Cl A2
0.485%, VAR ICE LIBOR USD 1 Month+0.370%, 08/15/2030 (A)		387		388
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (A)		166		171
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (A)		611		618
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
0.345%, VAR ICE LIBOR USD 1 Month+0.230%, 04/15/2033 (A)		288		288
CPS Auto Receivables Trust, Ser 2020-A, Cl A
2.090%, 05/15/2023 (A)		80		80
CPS Auto Receivables Trust, Ser 2020-C, Cl A
0.630%, 03/15/2024 (A)		279		279
CPS Auto Receivables Trust, Ser 2021-A, Cl A
0.350%, 01/16/2024 (A)		912		912
CPS Auto Receivables Trust, Ser 2021-A, Cl B
0.610%, 02/18/2025 (A)		390		390
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (A)		205		205
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (A)		455		455
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (A)		1,525		1,558
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (A)		650		662
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1
0.420%, VAR ICE LIBOR USD 1 Month+0.330%, 12/11/2034 (A)		535		536
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (A)		410		410



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Drive Auto Receivables Trust, Ser 2017-3, Cl D
3.530%, 12/15/2023 (A)	$	255	$	258
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		252		258
Drive Auto Receivables Trust, Ser 2019-4, Cl A3
2.160%, 05/15/2023		19		19
Drive Auto Receivables Trust, Ser 2019-4, Cl B
2.230%, 01/16/2024		595		598
Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.020%, 11/15/2023		283		284
Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.850%, 07/17/2023		84		84
Drive Auto Receivables Trust, Ser 2021-1, Cl A2
0.360%, 12/15/2023		490		490
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		160		160
DT Auto Owner Trust, Ser 2019-4A, Cl A
2.170%, 05/15/2023 (A)		47		47
DT Auto Owner Trust, Ser 2019-4A, Cl B
2.360%, 01/16/2024 (A)		750		756
DT Auto Owner Trust, Ser 2020-1A, Cl A
1.940%, 09/15/2023 (A)		77		78
DT Auto Owner Trust, Ser 2020-2A, Cl A
1.140%, 01/16/2024 (A)		252		253
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (A)		680		692
DT Auto Owner Trust, Ser 2020-3A, Cl A
0.540%, 04/15/2024 (A)		359		359
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (A)		915		920
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/2025 (A)		1,255		1,255
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (A)		260		260
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/2025 (A)		335		335
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (A)		220		220
Enterprise Fleet Financing LLC, Ser 2018-2, Cl A2
3.140%, 02/20/2024 (A)		137		137
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (A)		325		328



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (A)	$	323	$	328
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2
2.060%, 05/20/2025 (A)		574		582
Enterprise Fleet Financing LLC, Ser 2020-2, Cl A1
0.240%, 10/20/2021 (A)		129		129
Enterprise Fleet Funding, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (A)		980		980
Exeter Automobile Receivables Trust, Ser 2018-1A, Cl D
3.530%, 11/15/2023 (A)		620		633
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (A)		450		465
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl B
2.300%, 12/15/2023 (A)		607		610
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl A
2.050%, 06/15/2023 (A)		35		35
Exeter Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.460%, 10/17/2022		247		247
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl A3
0.340%, 03/15/2024		570		570
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B
0.500%, 02/18/2025		695		695
First Investors Auto Owner Trust, Ser 2019-1A, Cl A
2.890%, 03/15/2024 (A)		47		48
First Investors Auto Owner Trust, Ser 2019-2A, Cl A
2.210%, 09/16/2024 (A)		177		178
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (A)		1,115		1,116
Flagship Credit Auto Trust, Ser 2018-4, Cl A
3.410%, 05/15/2023 (A)		38		38
Flagship Credit Auto Trust, Ser 2019-1, Cl A
3.110%, 08/15/2023 (A)		67		68
Flagship Credit Auto Trust, Ser 2019-2, Cl A
2.830%, 10/16/2023 (A)		175		177
Flagship Credit Auto Trust, Ser 2019-3, Cl A
2.330%, 02/15/2024 (A)		215		217
Flagship Credit Auto Trust, Ser 2019-4, Cl A
2.170%, 06/17/2024 (A)		222		225



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Flagship Credit Auto Trust, Ser 2020-1, Cl A
1.900%, 08/15/2024 (A)	$	269	$	272
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (A)		124		124
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (A)		744		745
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/2025 (A)		585		585
Foursight Capital Automobile Receivables Trust, Ser 2020-1, Cl A2
1.970%, 09/15/2023 (A)		157		158
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2
0.400%, 08/15/2024 (A)		700		700
GLS Auto Receivables Issuer Trust, Ser 2019-2A, Cl A
3.060%, 04/17/2023 (A)		36		36
GLS Auto Receivables Issuer Trust, Ser 2019-3A, Cl A
2.580%, 07/17/2023 (A)		86		86
GLS Auto Receivables Issuer Trust, Ser 2019-4A, Cl A
2.470%, 11/15/2023 (A)		117		118
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A
2.170%, 02/15/2024 (A)		171		172
GLS Auto Receivables Issuer Trust, Ser 2020-3A, Cl A
0.690%, 10/16/2023 (A)		148		148
GLS Auto Receivables Issuer Trust, Ser 2020-4A, Cl A
0.520%, 02/15/2024 (A)		414		414
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (A)		515		516
GM Financial Automobile Leasing Trust, Ser 2019-3, Cl A3
2.030%, 06/20/2022		324		325
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3
3.210%, 10/16/2023		285		289
GM Financial Leasing Trust, Ser 2021-1, Cl A2
0.170%, 04/20/2023		415		415
Harley-Davidson Motorcycle Trust, Ser 2020-A, Cl A2A
1.830%, 01/17/2023		143		144
JPMorgan Chase Bank, Ser 2020-1, Cl B
0.991%, 01/25/2028 (A)		696		698
JPMorgan Chase Bank, Ser 2020-2, Cl B
0.840%, 02/25/2028 (A)		1,358		1,360



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Mercedes-Benz Auto Lease Trust, Ser 2020-A, Cl A2
1.820%, 03/15/2022	$	40	$	40
Mercedes-Benz Auto Lease Trust, Ser 2020- B, Cl A3
0.400%, 11/15/2023		490		491
Mercedes-Benz Auto Lease Trust, Ser 2021- A, Cl A2
0.180%, 03/15/2023		850		850
Mercedes-Benz Master Owner Trust, Ser 2019-AA, Cl A
0.465%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2023 (A)		955		955
NextGear Floorplan Master Owner Trust, Ser 2020-1A, Cl A1
0.915%, VAR ICE LIBOR USD 1 Month+0.800%, 02/15/2025 (A)		1,135		1,147
Prestige Auto Receivables Trust, Ser 2020- 1A, Cl A2
0.520%, 02/15/2024 (A)		691		692
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (A)		125		126
Santander Drive Auto Receivables Trust, Ser 2019-3, Cl C
2.490%, 10/15/2025		350		356
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		100		101
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023		229		229
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		1,275		1,277
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026		275		277
Santander Retail Auto Lease Trust, Ser 2019-C, Cl A2A
1.890%, 09/20/2022 (A)		305		306
Santander Retail Auto Lease Trust, Ser 2020-B, Cl A2
0.420%, 11/20/2023 (A)		515		515
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (A)		228		231
Tesla Auto Lease Trust, Ser 2018-B, Cl A
3.710%, 08/20/2021 (A)		160		161
Tesla Auto Lease Trust, Ser 2019-A, Cl A2
2.130%, 04/20/2022 (A)		737		742



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Tesla Auto Lease Trust, Ser 2020-A, Cl A2
0.550%, 05/22/2023 (A)	$	474	$	475
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (A)		564		567
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (A)		1,290		1,304
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A2
0.390%, 02/15/2024 (A)		645		645
United Auto Credit Securitization Trust, Ser 2020-1, Cl A
0.850%, 05/10/2022 (A)		40		40
United Auto Credit Securitization Trust, Ser 2021-1, Cl B
0.680%, 03/11/2024 (A)		825		825
Volkswagen Auto Loan Enhanced Trust, Ser 2020-1, Cl A2A
0.930%, 12/20/2022		425		426
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl A2B
0.585%, VAR ICE LIBOR USD 1 Month+0.470%, 02/15/2023 (A)		13		13
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C
2.840%, 07/15/2024 (A)		565		576
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl A2
2.150%, 02/15/2023 (A)		132		132
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl B
2.410%, 10/15/2024 (A)		1,389		1,404
Westlake Automobile Receivables Trust, Ser 2020-2A, Cl A2A
0.930%, 02/15/2024 (A)		758		760
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.560%, 05/15/2024 (A)		2,851		2,856
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (A)		400		400
Wheels SPV 2 LLC, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (A)		280		280
Wheels SPV 2 LLC, Ser 2021-1A, Cl A
0.559%, VAR ICE LIBOR USD 1 Month+0.280%, 08/20/2029 (A)		1,070		1,070
World Omni Auto Receivables Trust, Ser 2020-B, Cl A2A
0.550%, 07/17/2023		949		950



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
World Omni Select Auto Trust, Ser 2018-1A, Cl B
3.680%, 07/15/2023 (A)	$	137	$	137
World Omni Select Auto Trust, Ser 2019-A, Cl A2A
2.060%, 08/15/2023		73		73
				58,361

Credit Card — 0.5%

American Express Credit Account Master Trust, Ser 2019-2, Cl A
2.670%, 11/15/2024		450		461
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2
1.720%, 08/15/2024		136		138
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026		510		511
Synchrony Card Funding LLC, Ser 2019-A1, Cl A
2.950%, 03/15/2025		670		686
				1,796

Miscellaneous Business Services — 13.4%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.786%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035		52		52
Affirm Asset Securitization Trust, Ser 2020- Z1, Cl A
3.460%, 10/15/2024 (A)		139		141
Affirm Asset Securitization Trust, Ser 2020- Z2, Cl A
1.900%, 01/15/2025 (A)		367		370
Affirm Asset Securitization Trust, Ser 2021-A, Cl A
0.880%, 08/15/2025		130		130
Affirm Asset Securitization Trust, Ser 2021- Z1, Cl A
1.070%, 08/15/2025 (A)		450		450
Ally Master Owner Trust, Ser 2018-2, Cl A
3.290%, 05/15/2023		600		601
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (A)		440		440
Apidos CLO XII, Ser 2018-12A, Cl AR
1.264%, VAR ICE LIBOR USD 3 Month+1.080%, 04/15/2031 (A)		600		600
Avant Loans Funding Trust, Ser 2019-B, Cl A
2.720%, 10/15/2026 (A)		21		21



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Barings CLO, Ser 2018-3A, Cl A1
1.138%, VAR ICE LIBOR USD 3 Month+0.950%, 07/20/2029 (A)	$	372	$	372
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		203		205
Benefit Street Partners CLO X, Ser 2021- 10A, Cl X
0.788%, VAR ICE LIBOR USD 3 Month+0.600%, 04/20/2034 (A)		289		288
Carbone CLO, Ser 2017-1A, Cl A1
1.328%, VAR ICE LIBOR USD 3 Month+1.140%, 01/20/2031 (A)		250		250
Carlyle Global Market Strategies, Ser 2018- 1A, Cl A1R2
1.160%, VAR ICE LIBOR USD 3 Month+0.970%, 04/17/2031 (A)		648		648
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (A)		300		300
CIFC Funding, Ser 2017-1A, Cl ARR
1.294%, VAR ICE LIBOR USD 3 Month+1.110%, 01/22/2031 (A)		325		325
CIFC Funding, Ser 2018-3A, Cl AR
1.060%, VAR ICE LIBOR USD 3 Month+0.870%, 04/19/2029 (A)		375		375
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		179		180
CNH Equipment Trust, Ser 2019-A, Cl A3
3.010%, 04/15/2024		154		157
CNH Equipment Trust, Ser 2019-C, Cl A2
1.990%, 03/15/2023		467		468
CNH Equipment Trust, Ser 2020-A, Cl A2
1.080%, 07/17/2023		204		204
Columbia Cent CLO 27, Ser 2018-27A, Cl A1
1.326%, VAR ICE LIBOR USD 3 Month+1.150%, 10/25/2028 (A)		473		474
Conn’s Receivables Funding LLC, Ser 2020- A, Cl A
1.710%, 06/16/2025 (A)		146		146
Consumer Loan Underlying Bond CLUB Credit Trust, Ser 2020-P1, Cl A
2.260%, 03/15/2028 (A)		232		234
Crossroads Asset Trust, Ser 2021-A, Cl A1
0.374%, 12/20/2021 (A)		470		470
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (A)		360		360
Dell Equipment Finance Trust, Ser 2021-1, Cl A2
0.330%, 05/22/2026 (A)		565		565
DLL LLC, Ser 2019-MT3, Cl A2
2.130%, 01/20/2022 (A)		54		54



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (A)	$	205	$	205
Ford Credit Floorplan Master Owner Trust, Ser 2018-3, Cl A1
3.520%, 10/15/2023		390		396
Galaxy XXIII CLO, Ser 2021-23A, Cl AR
1.046%, VAR ICE LIBOR USD 3 Month+0.870%, 04/24/2029 (A)		630		630
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-1, Cl A2
0.270%, 06/15/2023 (A)		770		770
Home Partners of America Trust, Ser 2017- 1, Cl B
1.465%, VAR ICE LIBOR USD 1 Month+1.350%, 07/17/2034 (A)		625		626
HPEFS Equipment Trust, Ser 2019-1A, Cl A2
2.190%, 09/20/2029 (A)		59		59
HPEFS Equipment Trust, Ser 2020-1A, Cl A2
1.730%, 02/20/2030 (A)		171		172
HPEFS Equipment Trust, Ser 2020-2A, Cl A2
0.650%, 07/22/2030 (A)		1,180		1,181
HPEFS Equipment Trust, Ser 2021-1A, Cl A2
0.270%, 03/20/2031 (A)		270		270
HPS Loan Management, Ser 2021-19, Cl XR
0.776%, VAR ICE LIBOR USD 3 Month+0.600%, 01/25/2034 (A)		430		430
John Deere Owner Trust, Ser 2021-A, Cl A2
0.200%, 12/15/2023		300		300
KKR CLO 11, Ser 2017-11, Cl AR
1.364%, VAR ICE LIBOR USD 3 Month+1.180%, 01/15/2031 (A)		325		325
KKR CLO 21, Ser 2018-21, Cl A
1.184%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		465		465
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2
0.410%, 06/15/2023 (A)		275		276
LCM XXIII, Ser 2020-23A, Cl A1R
1.258%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2029 (A)		545		545
LCM XXIV, Ser 2021-24A, Cl AR
1.168%, VAR ICE LIBOR USD 3 Month+0.980%, 03/20/2030 (A)		540		540
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
1.186%, VAR ICE LIBOR USD 3 Month+1.000%, 07/21/2030 (A)		500		500
Magnetite VII, Ser 2018-7A, Cl A1R2
0.984%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (A)		794		795



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Magnetite VIII, Ser 2018-8A, Cl AR2
1.164%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (A)	$	685	$	686
Marlette Funding Trust, Ser 2019-1A, Cl A
3.440%, 04/16/2029 (A)		90		91
Marlette Funding Trust, Ser 2019-2A, Cl A
3.130%, 07/16/2029 (A)		221		223
Marlette Funding Trust, Ser 2019-3A, Cl A
2.690%, 09/17/2029 (A)		93		94
Marlette Funding Trust, Ser 2019-4A, Cl A
2.390%, 12/17/2029 (A)		192		193
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (A)		724		727
Marlette Funding Trust, Ser 2020-2A, Cl A
1.020%, 09/16/2030 (A)		131		131
Marlette Funding Trust, Ser 2021-1A, Cl A
0.600%, 06/16/2031 (A)		160		160
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)		103		107
Mill City Mortgage Loan Trust, Ser 2015-2, Cl A2
3.000%, 09/25/2057 (A)(B)		23		23
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(B)		210		214
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(B)		116		119
MMAF Equipment Finance LLC, Ser 2019-B, Cl A2
2.070%, 10/12/2022 (A)		138		138
MMAF Equipment Finance LLC, Ser 2020- BA, Cl A2
0.380%, 08/14/2023 (A)		645		646
Nationstar HECM Loan Trust, Ser 2019-1A, Cl A
2.651%, 06/25/2029 (A)(B)		58		58
Nationstar HECM Loan Trust, Ser 2019-2A, Cl A
2.272%, 11/25/2029 (A)(B)		147		148
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A1
1.800%, 01/15/2069 (A)		123		123
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A1
0.865%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2068 (A)		610		611
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		910		920



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)	$	371	$	371
Navient Student Loan Trust, Ser 2018-1A, Cl A2
0.456%, VAR ICE LIBOR USD 1 Month+0.350%, 03/25/2067 (A)		293		292
Navient Student Loan Trust, Ser 2019-2A, Cl A1
0.376%, VAR ICE LIBOR USD 1 Month+0.270%, 02/27/2068 (A)		82		82
Navistar Financial Dealer Note Master Owner Trust II, Ser 2019-1, Cl A
0.746%, VAR ICE LIBOR USD 1 Month+0.640%, 05/25/2024 (A)		1,100		1,100
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
1.120%, VAR ICE LIBOR USD 3 Month+0.930%, 10/18/2029 (A)		910		910
New Residential Mortgage LLC, Ser 2018- FNT1, Cl A
3.610%, 05/25/2023 (A)		331		332
New Residential Mortgage LLC, Ser 2018- FNT2, Cl A
3.790%, 07/25/2054		196		196
NextGear Floorplan Master Owner Trust, Ser 2019-1A, Cl A1
0.765%, VAR ICE LIBOR USD 1 Month+0.650%, 02/15/2024 (A)		770		772
Nissan Master Owner Trust Receivables, Ser 2019-A, Cl A
0.675%, VAR ICE LIBOR USD 1 Month+0.560%, 02/15/2024		580		582
NYCTL Trust, Ser 2018-A, Cl A
3.220%, 11/10/2031 (A)		89		90
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (A)		186		185
Octagon Investment Partners XVI, Ser 2018- 1A, Cl A1R
1.210%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2030 (A)		250		250
Octagon Investment Partners XXI, Ser 2021- 1A, Cl XR3
0.844%, VAR ICE LIBOR USD 3 Month+0.650%, 02/14/2031 (A)		250		250
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A
3.300%, 03/14/2029 (A)		232		233
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A
3.480%, 02/14/2031 (A)		437		441



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
OZLM VII, Ser 2018-7RA, Cl A1R
1.200%, VAR ICE LIBOR USD 3 Month+1.010%, 07/17/2029 (A)	$	563	$	562
OZLM XII, Ser 2018-12A, Cl A1R
1.236%, VAR ICE LIBOR USD 3 Month+1.050%, 04/30/2027 (A)		283		283
PFS Financing, Ser 2020-B, Cl A
1.210%, 06/15/2024 (A)		360		363
PFS Financing, Ser 2020-F, Cl A
0.930%, 08/15/2024 (A)		1,375		1,382
Regional Management Issuance Trust, Ser 2019-1, Cl A
3.050%, 11/15/2028 (A)		115		117
SCF Equipment Leasing LLC, Ser 2020-1A, Cl A2
0.680%, 10/20/2025 (A)		487		488
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (A)		815		815
Sequoia Infrastructure Funding I, Ser 2021- 1A, Cl A
1.595%, VAR ICE LIBOR USD 3 Month+1.400%, 04/15/2031 (A)		900		900
Shackleton, Ser 2018-6RA, Cl A
1.210%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2028 (A)		425		425
SLM Student Loan Trust, Ser 2007-6, Cl A4
0.556%, VAR ICE LIBOR USD 3 Month+0.380%, 10/25/2024		79		79
SMB Private Education Loan Trust, Ser 2020-A, Cl A1
0.415%, VAR ICE LIBOR USD 1 Month+0.300%, 03/15/2027 (A)		317		317
SMB Private Education Loan Trust, Ser 2021-A, Cl A1
0.615%, VAR ICE LIBOR USD 1 Month+0.500%, 01/15/2053 (A)		211		211
SoFi Consumer Loan Program, Ser 2017-1, Cl B
4.730%, 01/26/2026 (A)(B)		197		198
SoFi Consumer Loan Program, Ser 2019-1, Cl A
3.240%, 02/25/2028 (A)		63		63
SoFi Consumer Loan Program, Ser 2019-2, Cl A
3.010%, 04/25/2028 (A)		87		88
SoFi Consumer Loan Program, Ser 2019-3, Cl A
2.900%, 05/25/2028 (A)		270		271
SoFi Consumer Loan Program, Ser 2019-4, Cl A
2.450%, 08/25/2028 (A)		513		518



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
SoFi Consumer Loan Program, Ser 2020-1, Cl A
2.020%, 01/25/2029 (A)	$	406	$	410
SoFi Professional Loan Program, Ser 2020- A, Cl A1FX
2.060%, 05/15/2046 (A)		457		459
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2
0.886%, VAR ICE LIBOR USD 1 Month+0.780%, 07/25/2035		585		585
Symphony CLO XIV, Ser 2019-14A, Cl AR
1.136%, VAR ICE LIBOR USD 3 Month+0.950%, 07/14/2026 (A)		437		438
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (A)(B)		8		8
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B
2.750%, 02/25/2055 (A)(B)		92		92
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(B)		43		44
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		101		102
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		542		551
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		466		472
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		314		324
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.706%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (A)		325		325
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		129		133
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)		90		93
Transportation Finance Equipment Trust, Ser 2019-1, Cl A2
1.900%, 01/24/2022 (A)		400		401
Treman Park CLO, Ser 2018-1A, Cl ARR
1.258%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2028 (A)		411		413



Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Tryon Park CLO, Ser 2018-1A, Cl A1SR
1.074%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (A)	$	660	$	660
Upstart Securitization Trust, Ser 2019-2, Cl A
2.897%, 09/20/2029 (A)		347		348
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (A)		518		522
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		545		547
Voya CLO, Ser 2021-1A, Cl A1R
1.073%, VAR ICE LIBOR USD 3 Month+0.950%, 04/17/2030 (A)		460		460
Voya CLO, Ser 2021-2A, Cl A1R
1.164%, VAR ICE LIBOR USD 3 Month+0.980%, 06/07/2030 (A)		940		940
Z Capital Credit Partners CLO, Ser 2018-1A, Cl A1R
1.134%, VAR ICE LIBOR USD 3 Month+0.950%, 07/16/2027 (A)		169		168
				44,438

Total Asset-Backed Securities (Cost $104,392) ($ Thousands)				104,595

MORTGAGE-BACKED SECURITIES — 14.1%

Agency Mortgage-Backed Obligations — 2.1%
FHLMC
2.367%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.025%, 02/01/2030		9		9
1.858%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.632%, 02/01/2022		1		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser K020, Cl A1
1.573%, 01/25/2022		3		3
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		281		288
FHLMC REMIC, Ser 2011-3896, Cl PA
4.000%, 03/15/2040		29		29
FHLMC REMIC, Ser 2011-3903, Cl QC
2.250%, 03/15/2041		30		31
FHLMC REMIC, Ser 2013-4159, Cl LA
3.500%, 02/15/2040		140		143
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		265		271
FHLMC REMIC, Ser 2014-4297, Cl CA
3.000%, 12/15/2030		256		261



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033	$	490	$	504
FHLMC REMIC, Ser 2014-4385, Cl Q
3.000%, 07/15/2039		253		256
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032		282		290
FHLMC REMIC, Ser 2014-4390, Cl NC
3.000%, 05/15/2039		102		103
FNMA
6.000%, 01/01/2027		7		8
5.500%, 12/01/2023 to 12/01/2024		90		91
5.000%, 02/01/2023 to 03/01/2025		10		11
3.500%, 08/01/2032		562		605
3.000%, 10/01/2030 to 12/01/2030		875		925
2.452%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.045%, 05/01/2028		1		1
2.340%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.215%, 01/01/2029		3		3
2.253%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.120%, 11/01/2025		1		1
2.073%, VAR ICE LIBOR USD 6 Month+1.823%, 09/01/2024		8		8
2.022%, VAR ICE LIBOR USD 6 Month+1.772%, 09/01/2024		4		4
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		1		1
FNMA REMIC, Ser 2001-33, Cl FA
0.556%, VAR ICE LIBOR USD 1 Month+0.450%, 07/25/2031		3		3
FNMA REMIC, Ser 2002-64, Cl FG
0.365%, VAR ICE LIBOR USD 1 Month+0.250%, 10/18/2032		1		1
FNMA REMIC, Ser 2011-18, Cl LA
4.000%, 08/25/2039		23		23
FNMA REMIC, Ser 2011-87, Cl JA
3.000%, 06/25/2040		189		192
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		260		267
FNMA REMIC, Ser 2012-6, Cl E
3.000%, 05/25/2037		155		155
FNMA REMIC, Ser 2013-100, Cl CA
4.000%, 03/25/2039		16		16
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		58		60
FNMA REMIC, Ser 2015-46, Cl BA
3.000%, 05/25/2041		187		190
FNMA, Ser 2012-M4, Cl 1A2
2.976%, 04/25/2022 (B)		114		115



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2012-M9, Cl A2
2.482%, 04/25/2022	$	125	$	127
FNMA, Ser 2017-M13, Cl FA
0.510%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		85		85
GNMA, Ser 2010-151, Cl KA
3.000%, 09/16/2039		45		46
GNMA, Ser 2013-124, Cl CP
2.500%, 06/20/2041		36		36
GNMA, Ser 2013-190, Cl GA
2.500%, 11/20/2038		492		500
GNMA, Ser 2015-119, Cl TG
1.800%, 05/20/2041		574		579
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		544		550
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/2022		131		132

				6,924

Non-Agency Mortgage-Backed Obligations — 12.0%
Angel Oak Mortgage Trust I LLC, Ser 2019- 2, Cl A1
3.628%, 03/25/2049 (A)(B)		319		326
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049 (A)(B)		254		257
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048 (A)(B)		88		89
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048 (A)(B)		224		228
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059 (A)(B)		104		105
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (A)(B)		397		405
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065 (A)(B)		536		541
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065 (A)(B)		352		353
Angel Oak Mortgage Trust LLC, Ser 2020- R1, Cl A1
0.990%, 04/25/2053 (A)(B)		271		271
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066 (A)(B)		720		718



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048 (A)(B)	$	251	$	256
Banc of America Commercial Mortgage Trust, Ser 2016-UB10, Cl A2
2.723%, 07/15/2049		318		320
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
3.182%, 07/25/2035 (B)		42		42
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.617%, 11/25/2035 (B)		6		5
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		503		503
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
3.184%, 06/25/2035 (B)		22		23
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
2.814%, 08/25/2035 (B)		49		50
BRAVO Residential Funding Trust, Ser 2020- NQM1, Cl A1
1.449%, 05/25/2060 (A)(B)		332		335
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055 (A)(B)		234		237
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033 (A)		237		246
BX Commercial Mortgage Trust, Ser 2018- IND, Cl A
0.865%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2035 (A)		106		106
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.035%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (A)		879		880
BX Commercial Mortgage Trust, Ser 2019- XL, Cl B
1.195%, VAR ICE LIBOR USD 1 Month+1.080%, 10/15/2036 (A)		414		414
BX Commercial Mortgage Trust, Ser 2021- MFM1, Cl B
1.065%, VAR ICE LIBOR USD 1 Month+0.950%, 01/15/2034 (A)		550		550
CHC Commercial Mortgage Trust, Ser 2019- CHC, Cl A
1.235%, VAR ICE LIBOR USD 1 Month+1.120%, 06/15/2034 (A)		840		836
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (A)(B)		241		245
Citigroup Mortgage Loan Trust, Ser 2004- HYB3, Cl 1A
3.064%, 09/25/2034 (B)		9		9



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Ser 2006- AR2, Cl 1A1
2.784%, 03/25/2036 (B)	$	48	$	43
Citigroup Mortgage Loan Trust, Ser 2018- RP2, Cl A1
2.641%, 02/25/2058 (A)(B)		227		236
Citigroup Mortgage Loan Trust, Ser 2019- IMC1, Cl A1
2.720%, 07/25/2049 (A)(B)		100		102
Cold Storage Trust, Ser 2020-ICE5, Cl A
1.015%, VAR ICE LIBOR USD 1 Month+0.900%, 11/15/2037 (A)		98		99
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064 (A)(B)		461		461
COLT Mortgage Loan Trust, Ser 2019-3, Cl A1
2.764%, 08/25/2049 (A)(B)		60		60
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1
2.488%, 02/25/2050 (B)		266		268
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1
1.255%, 09/25/2065 (A)(B)		379		380
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065 (A)(B)		334		335
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065 (A)(B)		221		222
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054 (A)(B)		316		315
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		18		18
COMM Mortgage Trust, Ser 2015-CR22, Cl A2
2.856%, 03/10/2048		200		200
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		295		295
COMM Mortgage Trust, Ser 2021-LBA, Cl B
1.065%, VAR ICE LIBOR USD 1 Month+0.950%, 03/15/2038 (A)		1,030		1,029
CORE Mortgage Trust, Ser 2019-CORE, Cl A
0.995%, VAR ICE LIBOR USD 1 Month+0.880%, 12/15/2031 (A)		318		318
Countrywide Home Loans, Ser 2004-29, Cl 1A1
0.646%, VAR ICE LIBOR USD 1 Month+0.540%, 02/25/2035		9		9



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
1.345%, VAR ICE LIBOR USD 1 Month+1.230%, 05/15/2036 (A)	$	1,240	$	1,244
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.095%, VAR ICE LIBOR USD 1 Month+0.980%, 05/15/2036 (A)		475		476
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056 (A)(B)		346		346
Deephaven Residential Mortgage Trust, Ser 2017-1A, Cl A1
2.725%, 12/26/2046 (A)(B)		5		5
Deephaven Residential Mortgage Trust, Ser 2017-2A, Cl A1
2.453%, 06/25/2047 (A)(B)		19		19
Deephaven Residential Mortgage Trust, Ser 2019-3A, Cl A1
2.964%, 07/25/2059 (A)(B)		219		220
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1
2.791%, 10/25/2059 (A)(B)		444		448
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1
1.692%, 05/25/2065 (A)		279		281
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065 (A)(B)		207		207
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059 (A)(B)		70		71
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065 (A)(B)		132		132
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066 (A)(B)		130		130
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DN1, Cl M3
4.256%, VAR ICE LIBOR USD 1 Month+4.150%, 01/25/2025		11		11
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3
4.806%, VAR ICE LIBOR USD 1 Month+4.700%, 04/25/2028		805		834
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
6.006%, VAR ICE LIBOR USD 1 Month+5.900%, 10/25/2028		486		514



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)

FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2
0.956%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2030	$	129	$	128
Galton Funding Mortgage Trust, Ser 2018-1, Cl A43
3.500%, 11/25/2057 (A)(B)		174		175
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065 (A)		211		212
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065		825		825
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066 (A)(B)		318		318
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.309%, 11/19/2035 (B)		79		78
GS Mortgage Securities Trust, Ser 2012- ALOH, Cl A
3.551%, 04/10/2034 (A)		500		508
GS Mortgage Securities Trust, Ser 2016- GS2, Cl A2
2.635%, 05/10/2049		14		14
GS Mortgage Securities Trust, Ser 2016- GS4, Cl A2
2.905%, 11/10/2049		261		263
GS Mortgage Securities Trust, Ser 2021- RENT, Cl A
0.814%, VAR ICE LIBOR USD 1 Month+0.700%, 11/21/2035 (A)		450		450
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
3.321%, 07/25/2035 (B)		91		67
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.938%, 05/25/2037 (B)		77		58
Impac CMB Trust, Ser 2004-9, Cl 1A1
0.866%, VAR ICE LIBOR USD 1 Month+0.760%, 01/25/2035		22		22
Impac CMB Trust, Ser 2005-2, Cl 1A1
0.626%, VAR ICE LIBOR USD 1 Month+0.520%, 04/25/2035		25		25
Impac CMB Trust, Ser 2005-3, Cl A1
0.586%, VAR ICE LIBOR USD 1 Month+0.480%, 08/25/2035		25		24
Impac CMB Trust, Ser 2005-5, Cl A1
0.746%, VAR ICE LIBOR USD 1 Month+0.320%, 08/25/2035		19		20
Impac CMB Trust, Ser 2005-8, Cl 1A
0.626%, VAR ICE LIBOR USD 1 Month+0.520%, 02/25/2036		62		63



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)

JPMorgan Chase Bank, Ser 2021-CL1, Cl M1
1.310%, VAR SOFR30A+1.300%, 03/25/2051 (A)	$	594	$	595
JPMorgan Chase Commercial Mortgage Securities, Ser 2021-MHC, Cl A
0.900%, VAR ICE LIBOR USD 1 Month+0.800%, 04/15/2038 (A)		510		510
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
3.174%, 08/25/2035 (B)		24		23
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.084%, 05/25/2037 (B)		48		45
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.928%, 10/25/2029 (A)(B)		225		232
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
0.856%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (A)		193		193
KKR Industrial Portfolio Trust, Ser 2021- KDIP, Cl A
0.665%, VAR ICE LIBOR USD 1 Month+0.550%, 12/15/2037 (A)		400		400
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
0.915%, VAR ICE LIBOR USD 1 Month+0.800%, 05/15/2036 (A)		190		190
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049 (A)		1,362		1,383
LSTAR Securities Investment, Ser 2019-4, Cl A1
2.610%, VAR ICE LIBOR USD 1 Month+1.500%, 05/01/2024 (A)		363		358
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.860%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2055 (A)		830		830
Merit, Ser 2020-HILL, Cl A
1.265%, VAR ICE LIBOR USD 1 Month+1.150%, 08/15/2037 (A)		810		813
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
3.360%, 06/25/2037 (B)		56		48
MFA Trust, Ser 2017-RPL1, Cl A1
2.588%, 02/25/2057 (A)(B)		46		46
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065		174		176
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065 (A)(B)		231		231
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056 (A)(B)		361		360



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065 (A)(B)	$	466	$	466
MHC Commercial Mortgage Trust, Ser 2021- MHC, Cl B
1.251%, VAR ICE LIBOR USD 1 Month+1.101%, 04/15/2038 (A)		1,670		1,669
Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1
1.125%, 11/25/2060 (A)(B)		275		277
Morgan Stanley Capital I Trust, Ser 2012- STAR, Cl A1
2.084%, 08/05/2034 (A)		39		39
Morgan Stanley Capital I Trust, Ser 2014- MP, Cl A
3.469%, 08/11/2033 (A)		590		590
Mortgage Repurchase Agreement Financing Trust, Ser 2021-1, Cl A1
0.611%, VAR ICE LIBOR USD 1 Month+0.500%, 03/10/2022 (A)		300		301
MortgageIT Trust, Ser 2005-5, Cl A1
0.626%, VAR ICE LIBOR USD 1 Month+0.520%, 12/25/2035		57		58
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A
1.015%, VAR ICE LIBOR USD 1 Month+0.900%, 12/15/2033 (A)		520		519
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (A)(B)		159		169
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (A)(B)		364		391
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
4.000%, 09/25/2057 (A)(B)		190		201
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (A)(B)		109		111
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060 (A)(B)		223		226
OBX Trust, Ser 2018-1, Cl A2
0.756%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (A)		29		29
OBX Trust, Ser 2018-EXP2, Cl 2A1A
0.856%, VAR ICE LIBOR USD 1 Month+0.750%, 07/25/2058 (A)		107		107
Paragon Mortgages No. 12 PLC, Ser 2006- 12A, Cl A2C
0.414%, VAR ICE LIBOR USD 3 Month+0.220%, 11/15/2038 (A)		72		70



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
Residential Mortgage Loan Trust, Ser 2020- 1, Cl A1
2.376%, 02/25/2024 (A)(B)	$	144	$	146
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.673%, 07/27/2037 (B)		60		53
RMF Buyout Issuance Trust, Ser 2020-1, Cl A
2.158%, 02/25/2030 (A)(B)		185		185
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.656%, VAR ICE LIBOR USD 1 Month+0.540%, 01/20/2035		8		8
Sequoia Mortgage Trust, Ser 2017-CH2, Cl A10
4.000%, 12/25/2047 (A)(B)		33		33
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(B)		93		96
Spruce Hill Mortgage Loan Trust, Ser 2019- SH1, Cl A1
3.395%, 04/29/2049 (A)(B)		118		119
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (A)(B)		370		370
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (A)(B)		270		273
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (A)(B)		133		134
TTAN, Ser 2021-MHC, Cl B
1.210%, VAR ICE LIBOR USD 1 Month+1.100%, 03/15/2038 (A)		275		275
TTAN, Ser 2021-MHC, Cl A
0.960%, VAR ICE LIBOR USD 1 Month+0.850%, 03/15/2038 (A)		440		440
UBS-Citigroup Commercial Mortgage Trust, Ser 2011-C1, Cl A3
3.595%, 01/10/2045		400		402
Verus Securitization Trust, Ser 2019-2, Cl A1
3.211%, 05/25/2059 (A)(B)		149		149
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (A)		190		193
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (A)(B)		191		194
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060 (A)		148		150
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065 (A)		243		246
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (A)(B)		284		283
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066 (A)(B)		320		321



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (A)(B)	$	745	$	742
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064 (A)(B)		569		570
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.929%, 03/25/2036 (B)		82		82
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		450		465
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		511		522
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		238		252
Wells Fargo Commercial Mortgage Trust, Ser 2017-RC1, Cl A2
3.118%, 01/15/2060		540		546

				39,833

Total Mortgage-Backed Securities (Cost $46,645) ($ Thousands)				46,757

U.S. TREASURY OBLIGATIONS — 5.5%
U.S. Treasury Bills
0.140%, 10/07/2021 (C)		2,870		2,870
0.138%, 08/12/2021 (C)(D)		120		120
U.S. Treasury Notes
1.750%, 09/30/2022		7,150		7,315
1.625%, 12/31/2021		4,800		4,849
1.250%, 10/31/2021		2,980		2,998

Total U.S. Treasury Obligations (Cost $18,074) ($ Thousands)				18,152

COMMERCIAL PAPER — 3.5%
Arabella
0.275%, 06/16/2021 (C)		1,250		1,249
0.250%, 06/14/2021 (C)		1,270		1,270
BASF
0.190%, 06/28/2021 (C)		1,650		1,650
0.120%, 05/26/2021		825		825
Dallas Fort Worth, International Airport, TECP
0.380%, 08/25/2021		1,650		1,650



Description	Face Amount (Thousands)		Market Value ($ Thousands)

COMMERCIAL PAPER (continued)
HSBC
0.402%, 02/04/2022 (C)	$	2,150	$	2,144
NatWest Marets
0.351%, 02/22/2022 (C)		2,100		2,095
Standard Chartered
0.240%, 03/04/2022		650		650

Total Commercial Paper (Cost $11,531) ($ Thousands)				11,533

MUNICIPAL BONDS — 2.2%

California — 0.6%
California State, Community College Districts, GO
0.250%, 12/30/2021		655		655
California State, GO
Callable 10/01/2021 @ 100
0.891%, 04/01/2047 (E)		775		776
California State, Infrastructure & Economic Development Bank, AMT, RB Callable 07/01/2021 @ 100
0.450%, 01/01/2050 (A)(E)		530		530
University of California, Ser BF, RB
0.455%, 05/15/2022		130		130

				2,091

Illinois — 0.0%
Chicago, Transit Authority, Sales Tax Receipts Fund, Ser B, RB
1.708%, 12/01/2022		135		137

Massachusetts — 0.5%
Commonwealth of Massachusetts, Ser B, GO
0.230%, 05/20/2021		1,495		1,495

Nevada — 0.1%
Nevada State, Department of Business & Industry, AMT, RB
Callable 07/01/2021 @ 100
0.500%, 01/01/2050 (A)(E)		225		225

New York — 0.7%
Long Island, Power Authority, Ser C, RB
Callable 06/01/2021 @ 100
0.659%, 03/01/2022		440		440
New York & New Jersey, Port Authority, Ser 208, RB
2.667%, 09/15/2021		1,510		1,524



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MUNICIPAL BONDS (continued)
New York, Transportation Development Authority, RB
1.360%, 12/01/2021	$	305	$	307

				2,271

Oklahoma — 0.2%
Oklahoma State, Turnpike Authority, RB
0.491%, 01/01/2022		745		746

Texas — 0.1%
Central Texas, Turnpike System, Ser B, RB
1.980%, 08/15/2042 (E)		245		250
Houston, Texas Airport System Revenue, Ser C, RB
0.883%, 07/01/2022		100		100

				350

Total Municipal Bonds (Cost $7,293) ($ Thousands)				7,315

U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.0%
FFCB
0.530%, 01/18/2022		2,250		2,257
FHLMC
0.340%, 12/11/2023		1,600		1,600
0.320%, 10/20/2022		1,105		1,105
0.200%, 12/30/2022		1,640		1,639

Total U.S. Government Agency Obligations (Cost $6,595) ($ Thousands)				6,601

SOVEREIGN DEBT — 0.7%

Province of Quebec Canada
2.375%, 01/31/2022		2,300		2,337

Total Sovereign Debt (Cost $2,310) ($ Thousands)				2,337



Description	Face Amount (Thousands)		Market Value ($ Thousands)

REPURCHASE AGREEMENT — 1.0%
BNP Paribas
0.005%, dated 04/30/2021 to be repurchased on 05/03/2021, repurchase price $3,200,001 (collateralized by U.S. Government obligations, ranging in par value $81,200 - $6,836,800, 2.000% - 4.500%, 08/15/2045 – 04/01/2051; with total market value $3,264,048) (F)	$	3,200	$	3,200

Total Repurchase Agreement (Cost $3,200) ($ Thousands)				3,200

Total Investments in Securities — 100.6% (Cost $331,701) ($ Thousands)			$	332,627

A list of the open futures contracts held by the fund at April 30, 2021, is as follows:

Percentages are based on Net Assets of $330,552 ($ Thousands).

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On April 30, 2021, the value of these securities amounted to $158,042 ($ Thousands), representing 47.8% of the Net Assets of the Fund.

(B)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(C)	Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(E)	Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(F)	Tri-Party Repurchase Agreement.

AMT — Alternative Minimum Tax

Cl — Class

CLO — Collateralized Loan Obligation

FFCB — Federal Farm Credit Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GMAC — General Motors Acceptance Corporation

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

LP — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TECP — Tax-Exempt Commercial Paper

USD — United States Dollar

VAR — Variable Rate

The following is a summary of the inputs used as of April 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):



Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–			132,137		–		132,137
Asset-Backed Securities		–			104,595		–		104,595
Mortgage-Backed Securities		–			46,757		–		46,757
U.S. Treasury Obligations		–			18,152		–		18,152
Commercial Paper		–			11,533		–		11,533
Municipal Bonds		–			7,315		–		7,315
U.S. Government Agency Obligations		–			6,601		–		6,601
Sovereign Debt		–			2,337		–		2,337
Repurchase Agreement		–			3,200		–		3,200


Total Investments in Securities		–			332,627		–		332,627



Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	42		$	—	$	—	$	42
Unrealized Depreciation		(7	)		—		—		(7	)

Total Other Financial Instruments	$	35		$	—	$	—	$	35

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES — 55.3%

Agency Mortgage-Backed Obligations — 55.3%
FHLMC
4.500%, 02/01/2022 to 12/01/2039	$	2,589	$	2,830
4.000%, 01/01/2033		6,726		7,322
3.500%, 02/01/2029 to 05/01/2034		9,612		10,376
3.000%, 11/01/2036 to 12/01/2046		10,820		11,430
2.603%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.254%, 07/01/2024		4		4
2.573%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.210%, 06/01/2024		1		2
2.500%, 02/01/2032		1,488		1,556
2.480%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.362%, 06/01/2024		3		3
2.446%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.246%, 04/01/2029		5		5
2.376%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.174%, 12/01/2023		131		131
2.326%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.201%, 05/01/2024		3		3
2.298%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.144%, 12/01/2023		11		11
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1
2.598%, 01/25/2025		7,285		7,581
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.888%, 06/25/2027 (A)		18,111		740
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.678%, 01/25/2031 (A)		13,621		673
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.529%, 03/25/2031 (A)		10,240		464
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026 (A)		23,687		729
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A
0.461%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2024		2,253		2,255
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
0.601%, VAR ICE LIBOR USD 1 Month+0.490%, 02/25/2026		7,058		7,106



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
0.591%, VAR ICE LIBOR USD 1 Month+0.480%, 04/25/2026	$	15,005	$	15,060
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
0.611%, VAR ICE LIBOR USD 1 Month+0.500%, 10/25/2026		6,329		6,375
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/2042		241		296
FHLMC REMIC, Ser 2003-2571, Cl FY
0.865%, VAR ICE LIBOR USD 1 Month+0.750%, 12/15/2032		2,883		2,942
FHLMC REMIC, Ser 2006-3148, Cl CF
0.515%, VAR ICE LIBOR USD 1 Month+0.400%, 02/15/2034		122		123
FHLMC REMIC, Ser 2006-3153, Cl FX
0.465%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2036		87		87
FHLMC REMIC, Ser 2006-3174, Cl FA
0.415%, VAR ICE LIBOR USD 1 Month+0.300%, 04/15/2036		1,814		1,818
FHLMC REMIC, Ser 2006-3219, Cl EF
0.515%, VAR ICE LIBOR USD 1 Month+0.400%, 04/15/2032		2,459		2,486
FHLMC REMIC, Ser 2007-3339, Cl HF
0.635%, VAR ICE LIBOR USD 1 Month+0.520%, 07/15/2037		2,451		2,483
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		1,108		1,236
FHLMC REMIC, Ser 2011-3788, Cl FA
0.645%, VAR ICE LIBOR USD 1 Month+0.530%, 01/15/2041		3,739		3,772
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039		35		36
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		297		18
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		432		24
FHLMC REMIC, Ser 2012-4030, Cl FD
0.465%, VAR ICE LIBOR USD 1 Month+0.350%, 02/15/2041		3,092		3,100
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		468		11
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		692		23
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		240		18
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032		3,000		3,229
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		2,869		2,923



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027	$	2,263	$	2,304
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		2,651		2,688
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		675		32
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		741		43
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		402		21
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		586		54
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		369		21
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		997		67
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		585		36
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		412		27
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		2,105		2,156
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,774		2,941
FHLMC REMIC, Ser 2014-4314, Cl GA
3.000%, 12/15/2039		637		642
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		2,331		166
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		5,822		6,058
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		1,805		1,896
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		843		77
FHLMC REMIC, Ser 2016-4558, Cl DC
3.000%, 07/15/2043		2,229		2,273
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		830		138
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		926		970
FHLMC REMIC, Ser 2017-4661, Cl HA
3.000%, 05/15/2043		3,775		3,876
FHLMC REMIC, Ser 2017-4664, Cl HA
3.500%, 08/15/2043		7,394		7,623
FHLMC REMIC, Ser 2017-4666, Cl A
3.000%, 03/15/2040		505		510
FHLMC REMIC, Ser 2017-4673, Cl HA
3.500%, 11/15/2043		5,745		5,912
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		1,025		1,097
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		1,058		213



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2019-4860, Cl A
3.500%, 08/15/2044	$	29	$	29
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		3,647		455
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		7,178		7,269
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		2,583		427
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		1,518		105
FNMA
7.000%, 06/01/2037		3		4
6.500%, 05/01/2026 to 01/01/2036		91		105
6.000%, 02/01/2023 to 09/01/2024		211		218
5.500%, 10/01/2021 to 06/01/2038		191		220
4.500%, 04/01/2026 to 08/01/2044		6,057		6,744
4.330%, 07/01/2021		3,301		3,300
4.177%, 09/01/2021 (A)		230		230
4.060%, 07/01/2021 (A)		64		64
4.000%, 05/01/2026 to 04/01/2042		7,092		7,693
3.980%, 08/01/2021		1,895		1,911
3.890%, 10/01/2023		810		872
3.850%, 01/01/2024		536		580
3.840%, 08/01/2021		6,162		6,160
3.810%, 11/01/2023		88		95
3.750%, 06/01/2022 to 09/01/2023		3,054		3,192
3.650%, 08/01/2023		96		101
3.500%, 10/01/2027 to 02/01/2045		24,682		26,674
3.337%, 01/01/2022 (A)		312		313
3.150%, 01/01/2027		1,446		1,584
3.092%, 07/01/2022 (A)		275		280
3.070%, 06/01/2027		942		1,020
3.000%, 09/01/2027 to 11/01/2036		7,802		8,246
2.970%, 12/01/2022		3,260		3,362
2.960%, 04/01/2022 to 01/01/2027 (A)		1,363		1,470
2.940%, 06/01/2022		279		283
2.830%, 06/01/2022		163		166
2.740%, 04/01/2022		122		124
2.580%, 08/01/2022		2,091		2,126
2.570%, 01/01/2023		1,812		1,853
2.540%, 03/01/2023		591		607
2.500%, 10/01/2031		3,159		3,323
2.460%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.888%, 12/01/2029		18		18
2.455%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.239%, 08/01/2029		96		97
2.452%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.045%, 05/01/2028		4		4



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
2.450%, 11/01/2022	$	389	$	397
2.410%, 07/01/2021		133		133
2.360%, 04/01/2022		4,600		4,645
2.280%, 11/01/2022		1,124		1,143
2.150%, 05/01/2022		4,375		4,420
2.073%, VAR ICE LIBOR USD 6 Month+1.823%, 09/01/2024		72		72
2.050%, 11/01/2023		1,210		1,254
1.846%, VAR ICE LIBOR USD 6 Month+1.600%, 08/01/2027		37		37
0.461%, VAR ICE LIBOR USD 1 Month+0.350%, 01/01/2023		704		703
FNMA REMIC, Ser 1992-61, Cl FA
0.756%, VAR ICE LIBOR USD 1 Month+0.650%, 10/25/2022		3		3
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		3		3
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		1		1
FNMA REMIC, Ser 1994-77, Cl FB
1.606%, VAR ICE LIBOR USD 1 Month+1.500%, 04/25/2024		1		1
FNMA REMIC, Ser 2002-53, Cl FK
0.506%, VAR ICE LIBOR USD 1 Month+0.400%, 04/25/2032		58		58
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/2033		2		2
FNMA REMIC, Ser 2006-76, Cl QF
0.506%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2036		302		305
FNMA REMIC, Ser 2006-79, Cl DF
0.456%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		231		233
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		313		363
FNMA REMIC, Ser 2007-64, Cl FB
0.476%, VAR ICE LIBOR USD 1 Month+0.370%, 07/25/2037		1,645		1,664
FNMA REMIC, Ser 2008-16, Cl FA
0.806%, VAR ICE LIBOR USD 1 Month+0.700%, 03/25/2038		1,054		1,076
FNMA REMIC, Ser 2009-110, Cl FD
0.856%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		4,001		4,087
FNMA REMIC, Ser 2009-112, Cl FM
0.856%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		2,481		2,538
FNMA REMIC, Ser 2009-82, Cl FD
0.956%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2039		3,604		3,697



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2009-82, Cl FC
1.026%, VAR ICE LIBOR USD 1 Month+0.920%, 10/25/2039	$	3,152	$	3,242
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		987		1,081
FNMA REMIC, Ser 2010-56, Cl AF
0.656%, VAR ICE LIBOR USD 1 Month+0.550%, 06/25/2040		2,590		2,590
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		3,001		3,070
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		944		71
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042		4,754		4,877
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		2,832		319
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		4,501		303
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.483%, 05/25/2042 (A)		142		12
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		553		38
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		1,138		51
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		483		31
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		1,315		72
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		1,778		203
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		4,041		4,119
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		857		867
FNMA REMIC, Ser 2013-121, Cl FA
0.506%, VAR ICE LIBOR USD 1 Month+0.400%, 12/25/2043		18,393		18,598
FNMA REMIC, Ser 2013-130, Cl FQ
0.306%, VAR ICE LIBOR USD 1 Month+0.200%, 06/25/2041		3,359		3,363
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		2,422		2,460
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		4,053		4,116
FNMA REMIC, Ser 2013-41, Cl A
1.750%, 05/25/2040		2,954		2,985
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		2,003		2,034
FNMA REMIC, Ser 2014-50, Cl SC, IO
1.704%, 08/25/2044 (A)		1,831		138
FNMA REMIC, Ser 2015-12, Cl DE
3.000%, 11/25/2039		1,402		1,409



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.814%, 04/25/2055 (A)	$	1,431	$	78
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		1,425		1,489
FNMA REMIC, Ser 2015-42, Cl AI, IO
1.980%, 06/25/2055 (A)		1,646		99
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		1,567		1,647
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		677		81
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		304		26
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		2,927		3,109
FNMA REMIC, Ser 2016-25, Cl A
3.000%, 11/25/2042		1,007		1,034
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		565		35
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		841		882
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		651		114
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		3,933		4,091
FNMA REMIC, Ser 2017-34, Cl JK
3.000%, 05/25/2047		1,170		1,211
FNMA REMIC, Ser 2017-35, Cl AH
3.500%, 04/25/2053		4,130		4,266
FNMA REMIC, Ser 2017-47, Cl AB
2.500%, 10/25/2041		6,659		6,766
FNMA REMIC, Ser 2017-68, Cl BI, IO
6.000%, 09/25/2047		1,394		292
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		3,316		485
FNMA REMIC, Ser 2018-77, Cl PA
3.500%, 02/25/2048		945		992
FNMA REMIC, Ser 2019-28, Cl JA
3.500%, 06/25/2059		3,856		4,200
FNMA REMIC, Ser 2019-6, Cl GJ
3.000%, 02/25/2049		1,823		1,930
FNMA REMIC, Ser 2020-1, Cl AC
3.500%, 08/25/2058		5,306		5,706
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		5,323		387
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		5,798		644
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		3,802		3,902
FNMA, Ser 2009-397, Cl 6
2.000%, 09/25/2039		1,292		1,304
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		790		47



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043	$	3,072	$	579
FNMA, Ser 2017-M13, Cl FA
0.510%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		674		674
FNMA, Ser 2017-M5, Cl FA
0.600%, VAR ICE LIBOR USD 1 Month+0.490%, 04/25/2024		156		157
FNMA, Ser 2018- M12, Cl FA
0.510%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2025		395		395
FNMA, Ser 2018-M5, Cl A2
3.560%, 09/25/2021 (A)		632		634
FNMA, Ser 2019-M21, Cl X1, IO
1.563%, 05/25/2029 (A)		14,571		1,346
GNMA
6.500%, 08/15/2037 to 02/20/2039		158		179
6.000%, 01/15/2024 to 06/15/2041		3,223		3,803
5.500%, 10/15/2034 to 02/15/2041		1,414		1,655
5.000%, 09/15/2039 to 04/15/2041		829		960
4.500%, 09/20/2049		3,890		4,224
4.000%, 07/15/2041 to 08/15/2041		79		87
3.500%, 06/20/2046		3,587		3,848
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		3,040		3,442
GNMA, Ser 2010-116, Cl GW
3.000%, 12/20/2039		1,499		1,524
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		2,144		397
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		903		211
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		1,640		1,733
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		288		295
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		2,653		415
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040		716		751
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		553		30
GNMA, Ser 2012-51, Cl AB
1.500%, 07/20/2040		503		506
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		2,287		2,335
GNMA, Ser 2013-129, Cl AF
0.516%, VAR ICE LIBOR USD 1 Month+0.400%, 10/20/2039		4,772		4,792
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		737		781
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		496		68



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043	$	506	$	90
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		610		42
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		221		42
GNMA, Ser 2014-46, Cl IO, IO
5.000%, 03/16/2044		875		120
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		367		384
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		1,824		1,910
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		3,991		4,118
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		257		17
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		162		9
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		1,598		303
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		1,427		179
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		199		34
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		785		31
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		2,955		3,007
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		873		174
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		327		334
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		600		39
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		1,810		279
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		1,475		135
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		1,402		255
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		2,005		379
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		2,536		155
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		1,790		235
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		346		63
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		468		88
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		1,757		300



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047	$	942	$	180
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		1,522		265
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		1,184		1,219
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		3,836		4,015
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		4,265		833
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		2,603		408
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		1,968		249
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		3,384		599
UMBS TBA
1.500% to 6.000%, 01/01/2029 to 12/25/2057		883		1,130

Total Mortgage-Backed Securities (Cost $411,336) ($ Thousands)				417,588

U.S. TREASURY OBLIGATIONS — 30.8%
U.S. Treasury Notes
2.375%, 03/15/2022		39,088		39,873
2.250%, 04/15/2022 (B)		39,259		40,078
1.750%, 06/15/2022		55,375		56,407
1.750%, 05/15/2023		54,600		56,334
0.125%, 01/31/2023		39,750		39,734

Total U.S. Treasury Obligations (Cost $231,670) ($ Thousands)				232,426

REPURCHASE AGREEMENTS — 13.0%
BNP Paribas
0.005%, dated 04/30/2021 to be repurchased on 05/03/2021, repurchase price $79,900,033 (collateralized by U.S. Government obligations, ranging in par value $100 - $16,023,400, 0.000% - 6.000%, 07/08/2021 – 04/01/2051; with total market value $81,498,001) (C)		79,900		79,900



Description	Face Amount (Thousands)		Market Value ($ Thousands)

REPURCHASE AGREEMENTS (continued)
Deutsche Bank
0.005%, dated 04/30/2021 to be repurchased on 05/03/2021, repurchase price $18,000,008 (collateralized by U.S. Government obligations, ranging in par value $4,641,900 - $13,718,400, 0.000% - 0.000%, 05/27/2021 – 06/17/2021; with total market value $18,360,007) (C)	$	18,000	$	18,000

Total Repurchase Agreements (Cost $97,900) ($ Thousands)				97,900

Total Investments in Securities — 99.1% (Cost $740,906) ($ Thousands)			$	747,914

A list of the open futures contracts held by the Fund at April 30, 2021, is as follows:

Percentages are based on Net Assets of $755,079 ($ Thousands).

(A)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(B)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(C)	Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR— London Interbank Offered Rate

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

UMBS — Uniform Mortgage Backed Securities

USD — United States Dollar

VAR — Variable Rate

The following is a summary of the inputs used as of April 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1

($)

Level 2

($)

Level 3

($)

Total

($)

Mortgage-Backed Securities

–

417,588

–

417,588

U.S. Treasury Obligations

–

232,426

–

232,426

Repurchase Agreements

–

97,900

–

97,900

Total Investments in Securities

–

747,914

–

747,914

Other Financial Instruments

Level 1

($)

Level 2

($)

Level 3

($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(210

)

–

(210

)

Total Other Financial Instruments

(197

)

–

(197

)

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES — 99.8%

Agency Mortgage-Backed Obligations — 99.0%
FHLMC
5.000%, 09/01/2029	$	120	$	132
3.650%, 04/01/2030		310		351
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.888%, 06/25/2027 (A)		1,649		67
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.815%, 04/25/2030 (A)		1,149		147
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO
1.531%, 07/25/2030 (A)		1,324		147
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
1.055%, 09/25/2030 (A)		1,521		118
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO
0.866%, 12/25/2030 (A)		2,324		148
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.678%, 01/25/2031 (A)		2,999		148
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.529%, 03/25/2031 (A)		1,350		61
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026 (A)		2,159		66
FHLMC REMIC, IO
0.472%, 02/25/2036		604		32
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		197		12
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		289		16
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		312		7
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		447		15
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		290		17
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		490		29
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		278		15
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		256		15
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		381		23
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		364		385
FHLMC REMIC, Ser 2015-4446, Cl BI, IO
6.500%, 04/15/2039		276		58



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030	$	530	$	48
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		173		31
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		291		69
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		172
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		95		19
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		340		42
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		414		60
FNMA
8.000%, 07/01/2025 to 09/01/2028		16		16
7.000%, 08/01/2029 to 09/01/2032		26		26
6.500%, 09/01/2032		31		35
5.000%, 03/01/2049 to 04/01/2049		275		305
3.260%, 06/01/2027		176		193
3.230%, 02/01/2027		140		154
2.000%, 05/01/2051		1,550		1,565
FNMA Interest, Ser 2007-379, Cl 1, PO
0.000%, 05/25/2037 (B)		725		674
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/2022		1		1
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		247		37
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		68		5
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		342		22
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		174		20
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		608		42
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.814%, 04/25/2055 (A)		179		10
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		73		5
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		81		14
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		82
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		264		39
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		420		450
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048		49		53
FNMA REMIC, Ser 2018-45, Cl AB
3.000%, 06/25/2048		100		105



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2019-31, Cl CB
3.000%, 07/25/2049	$	300	$	320
FNMA REMIC, Ser 2019-9, Cl CL
3.500%, 04/25/2048		652		714
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		506		56
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		98		6
FNMA, Ser 2012-410, Cl C8, IO
4.000%, 04/25/2032		497		54
FNMA, Ser 2019-M21, Cl X1, IO
1.563%, 05/25/2029 (A)		1,347		124
FNMA, Ser 2020-M2, Cl X, IO
0.420%, 01/25/2030 (A)		908		19
GNMA
9.000%, 05/15/2022		2		2
8.000%, 01/15/2022 to 03/15/2032		75		80
7.750%, 10/15/2026		12		13
7.500%, 02/15/2027 to 10/15/2035		54		61
7.250%, 01/15/2028		11		11
7.000%, 11/15/2031 to 11/15/2033		690		792
6.750%, 11/15/2027		5		6
6.500%, 10/15/2023 to 10/15/2038		230		267
6.000%, 12/15/2027 to 12/15/2040		591		684
5.500%, 01/15/2033 to 02/15/2041		927		1,071
5.000%, 06/15/2033 to 01/20/2045		2,120		2,444
4.500%, 08/15/2033 to 08/20/2049		3,171		3,510
4.000%, 01/15/2041 (C)		459		509
4.000%, 03/20/2040 to 05/20/2050		10,243		11,140
3.875%, 05/15/2042 to 08/15/2042		1,192		1,317
3.500%, 03/20/2041 to 12/20/2050		14,454		15,528
3.000%, 10/15/2042 to 01/20/2051		12,564		13,270
2.500%, 07/20/2045 to 04/20/2051		4,808		5,006
2.000%, 03/20/2051 to 04/20/2051		12,791		13,047
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		422		78
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		405		95
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		291		312
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		209		219
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		324		51
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		477		492
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		369		20
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		118		6
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		425		462



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043	$	501	$	520
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		325		45
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		335		60
GNMA, Ser 2013-79, Cl BZ
3.000%, 05/20/2043		349		377
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		96		103
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		22		24
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		453		35
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		267
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		154		11
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		529		30
GNMA, Ser 2014-72, Cl ML
3.500%, 03/20/2044		433		461
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		658		82
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		485		83
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		523		89
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		377		30
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		518		21
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		213		35
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		450		90
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		242		45
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		97		99
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		316		56
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		400		26
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		609		636
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		194		33
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		469		72
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		374		386



Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042	$	965	$	88
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		375		68
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		225		237
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		1,041		64
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		606		80
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		254		45
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		80
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		156		28
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		138		140
GNMA, Ser 2017-19, Cl AY
3.000%, 02/20/2047		436		469
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		302		57
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		443		77
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		358		70
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		266
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		223		35
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		276		49
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		1,005		69
UMBS TBA
2.000% to 5.500%, 04/30/2035 to 06/15/2051		13,103		13,629

				97,356

Non-Agency Mortgage-Backed Obligations — 0.8%
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		437		469
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		272		298

				767

Total Mortgage-Backed Securities (Cost $96,170) ($ Thousands)				98,123



Description	Face Amount (Thousands)		Market Value ($ Thousands)

REPURCHASE AGREEMENTS — 9.3%
BNP Paribas
0.005%, dated 04/30/2021 to be repurchased on 05/03/2021, repurchase price $8,000,003 (collateralized by U.S. Government obligations, ranging in par value $6,054 - $9,268,859, 2.125% - 4.000%, 05/01/2034 – 12/31/2050; with total market value $8,160,000) (D)	$	8,000	$	8,000
Deutsche Bank
0.005%, dated 04/30/2021 to be repurchased on 05/03/2021, repurchase price $1,100,000 (collateralized by a U.S. Treasury obligation, par value $1,122,100, 0.000%, 06/29/2021; with total market value $1,122,078) (D)		1,100		1,100

Total Repurchase Agreements (Cost $9,100) ($ Thousands)				9,100

Total Investments in Securities — 109.1% (Cost $105,270) ($ Thousands)			$	107,223

A list of the open futures contracts held by the Fund at April 30, 2021, is as follows:

Percentages are based on Net Assets of $98,279 ($ Thousands).

(A)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(B)	The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(C)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(D)	Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only — face amount represents notional amount.

PO — Principle Only

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

UMBS — Uniform Mortgage Backed Securities

The following is a summary of the inputs used as of April 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1

($)

Level 2

($)

Level 3

($)

Total

($)

Mortgage-Backed Securities

–

98,123

–

98,123

Repurchase Agreements

–

9,100

–

9,100

Total Investments in Securities

–

107,223

–

107,223

Other Financial Instruments

Level 1
($)

Level 2

($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

)

–

)

Total Other Financial Instruments

)

–

)

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


Type of Contract	Number of Contracts Long/(Short)		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)

U.S. 10-Year Treasury Notes		(15)		Jun-2021	$	(2,015	)	$	(1,981	)	$	34

U.S. 2-Year Treasury Notes		54		Jul-2021		11,928			11,921			(7	)

U.S. 5-Year Treasury Notes		(6)		Jul-2021		(749	)		(744	)		5

U.S. Long Treasury Bond		(1)		Jun-2021		(160	)		(157	)		3


					$	9,004		$	9,039		$	35