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

CORPORATE OBLIGATIONS — 39.8%

Communication Services — 2.0%
AT&T
9.150%, 02/01/2023	$	600	$	629
0.934%, SOFRINDX + 0.640%, 03/25/2024 (A)		1,820		1,818
Magallanes
3.428%, 03/15/2024 (B)		750		745
NTT Finance
0.373%, 03/03/2023 (B)		2,300		2,256
Sky
3.125%, 11/26/2022 (B)		350		351
Verizon Communications
1.083%, SOFRINDX + 0.790%, 03/20/2026 (A)		500		499
0.793%, SOFRINDX + 0.500%, 03/22/2024 (A)		500		499
				6,797

Consumer Discretionary — 4.7%
7-Eleven
0.625%, 02/10/2023 (B)		3,530		3,468
American Honda Finance MTN
0.875%, 07/07/2023		300		294
Daimler Finance North America LLC
2.550%, 08/15/2022 (B)		2,110		2,113
Daimler Trucks Finance North America LLC
1.295%, U.S. SOFR + 1.000%, 04/05/2024 (A)(B)		450		450
1.035%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B)		600		598
General Motors Financial
4.250%, 05/15/2023		525		531
3.550%, 07/08/2022		225		226
1.019%, U.S. SOFR + 0.760%, 03/08/2024 (A)		500		496
0.916%, U.S. SOFR + 0.620%, 10/15/2024 (A)		2,895		2,847
GSK Consumer Healthcare Capital US LLC
3.024%, 03/24/2024 (B)		420		416
Howard University
2.801%, 10/01/2023		380		374
Hyatt Hotels
1.345%, SOFRINDX + 1.050%, 10/01/2023 (A)		600		601
1.300%, 10/01/2023		175		170
Hyundai Capital America MTN
0.800%, 04/03/2023 (B)		450		440
Lennar
4.750%, 11/15/2022		700		704
Nordstrom
2.300%, 04/08/2024		210		201



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

CORPORATE OBLIGATIONS (continued)
Starbucks
0.617%, SOFRINDX + 0.420%, 02/14/2024 (A)	$	345	$	345
Volkswagen Group of America Finance LLC
3.125%, 05/12/2023 (B)		1,275		1,275
2.900%, 05/13/2022 (B)		450		450
2.700%, 09/26/2022 (B)		325		325
				16,324

Consumer Staples — 1.2%
Coca-Cola Europacific Partners PLC
0.500%, 05/05/2023 (B)		975		950
Conagra Brands
0.500%, 08/11/2023		325		314
JDE Peet’s
0.800%, 09/24/2024 (B)		500		467
Keurig Dr Pepper
0.750%, 03/15/2024		2,010		1,918
McCormick
2.700%, 08/15/2022		365		365
Mondelez International
2.125%, 03/17/2024		290		285
				4,299

Energy — 2.1%
ConocoPhillips
2.400%, 12/15/2022		675		674
2.125%, 03/08/2024		450		443
Enbridge
0.835%, SOFRINDX + 0.630%, 02/16/2024 (A)		775		776
0.607%, U.S. SOFR + 0.400%, 02/17/2023 (A)		1,220		1,218
Energy Transfer
5.000%, 10/01/2022		585		587
Kinder Morgan Energy Partners
3.450%, 02/15/2023		1,535		1,542
Phillips 66
3.700%, 04/06/2023		285		286
Pioneer Natural Resources
0.550%, 05/15/2023		830		809
Saudi Arabian Oil
1.250%, 11/24/2023 (B)		200		194
Southern Natural Gas LLC
0.625%, 04/28/2023 (B)		285		278
				6,807

Financials — 16.9%
AIG Global Funding
0.800%, 07/07/2023 (B)		315		307
American Express
3.375%, 05/03/2024		350		350



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

CORPORATE OBLIGATIONS (continued)
0.750%, 11/03/2023	$	1,655	$	1,606
Aon
2.200%, 11/15/2022		140		140
Athene Global Funding
0.927%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		825		815
Bank of America
0.987%, U.S. SOFR + 0.690%, 04/22/2025 (A)		650		645
0.960%, U.S. SOFR + 0.660%, 02/04/2025 (A)		510		507
Bank of America MTN
1.486%, U.S. SOFR + 1.460%, 05/19/2024 (A)		300		295
0.909%, BSBY3M + 0.430%, 05/28/2024 (A)		575		572
Bank of Montreal
0.609%, SOFRINDX + 0.350%, 12/08/2023 (A)		600		597
Bank of Montreal MTN
0.897%, SOFRINDX + 0.620%, 09/15/2026 (A)		675		670
0.616%, SOFRINDX + 0.320%, 07/09/2024 (A)		325		321
Bank of Nova Scotia
1.950%, 02/01/2023		1,545		1,540
0.827%, SOFRINDX + 0.550%, 09/15/2023 (A)		845		843
0.679%, U.S. SOFR + 0.380%, 07/31/2024 (A)		650		645
0.573%, U.S. SOFR + 0.280%, 06/23/2023 (A)		325		324
Barclays Bank PLC
1.700%, 05/12/2022		225		225
BPCE MTN
3.000%, 05/22/2022 (B)		975		976
Brighthouse Financial Global Funding MTN
1.056%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B)		445		446
Canadian Imperial Bank of Commerce
1.093%, U.S. SOFR + 0.800%, 03/17/2023 (A)		500		501
0.674%, SOFRINDX + 0.400%, 12/14/2023 (A)		2,210		2,202
Capital One
2.150%, 09/06/2022		250		250
Capital One Financial
0.956%, U.S. SOFR + 0.690%, 12/06/2024 (A)		425		423
Charles Schwab
0.790%, SOFRINDX + 0.500%, 03/18/2024 (A)		400		399



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

CORPORATE OBLIGATIONS (continued)
Citigroup
0.991%, U.S. SOFR + 0.694%, 01/25/2026 (A)	$	350	$	345
0.969%, U.S. SOFR + 0.669%, 05/01/2025 (A)		250		247
CNA Financial
7.250%, 11/15/2023		200		212
Commonwealth Bank of Australia
0.797%, U.S. SOFR + 0.520%, 06/15/2026 (A)(B)		425		422
Corebridge Financial
3.500%, 04/04/2025 (B)		230		228
Credit Suisse NY
0.689%, SOFRINDX + 0.390%, 02/02/2024 (A)		2,280		2,264
0.520%, 08/09/2023		650		629
Deutsche Bank NY
1.423%, U.S. SOFR + 1.219%, 11/16/2027 (A)		550		531
0.800%, U.S. SOFR + 0.500%, 11/08/2023 (A)		600		597
Discover Bank
3.350%, 02/06/2023		1,750		1,761
DNB Bank
2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B)		275		271
Equitable Financial Life Global Funding
0.685%, U.S. SOFR + 0.390%, 04/06/2023 (A)(B)		575		574
Fifth Third Bank MTN
1.800%, 01/30/2023		250		249
GA Global Funding Trust
0.774%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B)		1,745		1,715
Goldman Sachs Group
3.200%, 02/23/2023		1,315		1,320
0.997%, U.S. SOFR + 0.700%, 01/24/2025 (A)		425		421
0.872%, U.S. SOFR + 0.620%, 12/06/2023 (A)		2,255		2,243
0.769%, U.S. SOFR + 0.500%, 09/10/2024 (A)		250		247
0.627%, U.S. SOFR + 0.538%, 11/17/2023 (A)		425		418
HSBC Bank Canada
0.950%, 05/14/2023 (B)		2,775		2,726
HSBC Holdings PLC
3.600%, 05/25/2023		850		856
0.793%, U.S. SOFR + 0.580%, 11/22/2024 (A)		425		420
Jackson Financial
1.125%, 11/22/2023 (B)		425		410



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

CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
1.182%, U.S. SOFR + 0.885%, 04/22/2027 (A)	$	650	$	636
0.873%, U.S. SOFR + 0.580%, 06/23/2025 (A)		325		321
0.865%, U.S. SOFR + 0.580%, 03/16/2024 (A)		500		498
0.773%, U.S. SOFR + 0.535%, 06/01/2025 (A)		400		394
KeyBank
0.640%, U.S. SOFR + 0.340%, 01/03/2024 (A)		575		571
0.620%, U.S. SOFR + 0.320%, 06/14/2024 (A)		400		396
Macquarie Bank MTN
0.441%, 12/16/2022 (B)		325		321
Macquarie Group MTN
1.006%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B)		425		422
MassMutual Global Funding II
0.656%, U.S. SOFR + 0.360%, 04/12/2024 (A)(B)		400		399
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (B)		448		439
Mizuho Financial Group
1.128%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A)		775		773
Moody’s
2.625%, 01/15/2023		1,740		1,741
Morgan Stanley
3.620%, U.S. SOFR + 1.160%, 04/17/2025 (A)		350		348
0.731%, U.S. SOFR + 0.616%, 04/05/2024 (A)		250		243
Morgan Stanley MTN
4.875%, 11/01/2022		625		633
3.750%, 02/25/2023		2,170		2,186
2.750%, 05/19/2022		1,145		1,146
Nasdaq
0.445%, 12/21/2022		250		247
National Bank of Canada
0.900%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%, 08/15/2023 (A)		475		473
0.750%, 08/06/2024		325		305
Nationwide Building Society
2.000%, 01/27/2023 (B)		375		373
0.550%, 01/22/2024 (B)		400		382
NatWest Group PLC
6.000%, 12/19/2023		450		463



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

CORPORATE OBLIGATIONS (continued)
NatWest Markets PLC
0.725%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B)	$	490	$	487
Nordea Bank Abp
1.000%, 06/09/2023 (B)		300		293
Pacific Life Global Funding II
0.500%, 09/23/2023 (B)		400		387
Principal Life Global Funding II
0.746%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B)		170		170
0.611%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B)		665		659
Protective Life Global Funding
1.082%, 06/09/2023 (B)		255		250
Royal Bank of Canada
1.900%, 09/23/2022 (B)		1,850		1,850
Royal Bank of Canada MTN
0.747%, SOFRINDX + 0.450%, 10/26/2023 (A)		400		400
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (B)		250		242
Societe Generale
1.346%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B)		425		417
Sumitomo Mitsui Trust Bank MTN
0.714%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B)		500		497
Toronto-Dominion Bank
2.100%, 07/15/2022 (B)		850		851
Toronto-Dominion Bank MTN
0.859%, U.S. SOFR + 0.590%, 09/10/2026 (A)		425		418
0.778%, U.S. SOFR + 0.480%, 01/27/2023 (A)		785		785
0.619%, U.S. SOFR + 0.350%, 09/10/2024 (A)		500		495
0.607%, U.S. SOFR + 0.355%, 03/04/2024 (A)		575		571
Truist Financial MTN
0.666%, U.S. SOFR + 0.400%, 06/09/2025 (A)		400		393
UBS
0.700%, 08/09/2024 (B)		400		377
UBS MTN
0.660%, U.S. SOFR + 0.360%, 02/09/2024 (A)(B)		400		398
USAA Capital
1.500%, 05/01/2023 (B)		525		517
				58,872



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

CORPORATE OBLIGATIONS (continued)

Health Care — 3.8%
AmerisourceBergen
0.737%, 03/15/2023	$	450	$	443
Anthem
3.125%, 05/15/2022		650		650
2.950%, 12/01/2022		575		577
AstraZeneca PLC
0.300%, 05/26/2023		650		635
Baxter International
0.675%, SOFRINDX + 0.440%, 11/29/2024 (A)(B)		425		423
Bristol-Myers Squibb
3.250%, 02/20/2023		409		412
0.537%, 11/13/2023		425		412
Cigna
3.750%, 07/15/2023		1,775		1,790
3.050%, 11/30/2022		350		352
0.613%, 03/15/2024		190		181
Humana
0.650%, 08/03/2023		1,700		1,650
Illumina
0.550%, 03/23/2023		400		392
PerkinElmer
0.550%, 09/15/2023		600		581
Royalty Pharma PLC
0.750%, 09/02/2023		700		678
Stryker
0.600%, 12/01/2023		230		221
Takeda Pharmaceutical
4.400%, 11/26/2023		1,295		1,315
Thermo Fisher Scientific
0.826%, SOFRINDX + 0.530%, 10/18/2024 (A)		1,810		1,803
Viatris
1.125%, 06/22/2022		450		449
				12,964

Industrials — 1.3%
AerCap Ireland Capital DAC
0.974%, U.S. SOFR + 0.680%, 09/29/2023 (A)		700		694
Air Lease MTN
1.176%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (A)		500		499
Boeing
2.700%, 05/01/2022		325		325
1.167%, 02/04/2023		475		469
Cargill
1.375%, 07/23/2023 (B)		300		295
Carlisle
0.550%, 09/01/2023		175		169



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

CORPORATE OBLIGATIONS (continued)
DAE Funding LLC MTN
1.550%, 08/01/2024 (B)	$	450	$	420
Penske Truck Leasing LP
4.875%, 07/11/2022 (B)		1,505		1,514
Roper Technologies
0.450%, 08/15/2022		150		149
				4,534

Information Technology — 2.0%
Fidelity National Information Services
0.375%, 03/01/2023		425		417
Hewlett Packard Enterprise
4.450%, 10/02/2023		250		254
Microchip Technology
0.972%, 02/15/2024		375		357
Oracle
2.500%, 05/15/2022		500		500
Qorvo
1.750%, 12/15/2024 (B)		340		321
Salesforce
0.625%, 07/15/2024		1,560		1,478
Skyworks Solutions
0.900%, 06/01/2023		855		834
Take-Two Interactive Software
3.300%, 03/28/2024		525		522
TD SYNNEX
1.250%, 08/09/2024 (B)		650		611
VMware
1.000%, 08/15/2024		1,445		1,359
0.600%, 08/15/2023		400		387
				7,040

Materials — 0.2%
International Flavors & Fragrances
0.697%, 09/15/2022 (B)		215		213
Martin Marietta Materials
0.650%, 07/15/2023		480		468
				681

Utilities — 5.6%
American Electric Power
1.766%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (A)		1,060		1,060
Atmos Energy
0.625%, 03/09/2023		425		418
CenterPoint Energy
0.846%, SOFRINDX + 0.650%, 05/13/2024 (A)		325		323
CenterPoint Energy Resources
1.004%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (A)		368		367
0.700%, 03/02/2023		1,555		1,522



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

CORPORATE OBLIGATIONS (continued)
Cleco Power LLC
1.326%, ICE LIBOR USD 3 Month + 0.500%, 06/15/2023 (A)(B)	$	650	$	650
Dominion Energy
2.450%, 01/15/2023 (B)		550		549
1.356%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (A)		1,445		1,443
DTE Energy
0.550%, 11/01/2022		475		471
Duke Energy
0.519%, U.S. SOFR + 0.250%, 06/10/2023 (A)		500		498
Eversource Energy
2.800%, 05/01/2023		810		808
Mississippi Power
0.594%, U.S. SOFR + 0.300%, 06/28/2024 (A)		350		347
NextEra Energy Capital Holdings
2.940%, 03/21/2024		450		447
0.778%, SOFRINDX + 0.540%, 03/01/2023 (A)		1,350		1,348
0.750%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (A)		575		573
0.700%, SOFRINDX + 0.400%, 11/03/2023 (A)		705		701
OGE Energy
0.703%, 05/26/2023		245		238
ONE Gas
1.355%, ICE LIBOR USD 3 Month +
0.610%, 03/11/2023 (A)		287		286
Pacific Gas and Electric
3.250%, 02/16/2024		350		345
1.700%, 11/15/2023		275		267
1.347%, SOFRINDX + 1.150%, 11/14/2022 (A)		415		415
PPL Electric Utilities
1.216%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (A)		875		871
0.623%, U.S. SOFR + 0.330%, 06/24/2024 (A)		465		462
Public Service Enterprise Group
0.841%, 11/08/2023		2,370		2,284
Southern California Edison
1.125%, SOFRINDX + 0.830%, 04/01/2024 (A)		960		961
Southern California Gas
1.153%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (A)		970		965



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

CORPORATE OBLIGATIONS (continued)
Virginia Electric and Power
3.450%, 09/01/2022	$	750	$	751
				19,370

Total Corporate Obligations (Cost $139,497) ($ Thousands)				137,688

ASSET-BACKED SECURITIES — 27.5%

Automotive — 14.3%
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D
4.070%, 07/10/2024 (B)		90		90
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B
0.610%, 03/13/2025 (B)		1,232		1,230
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (B)		165		164
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/2025 (B)		62		61
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (B)		280		275
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A
0.450%, 09/15/2025 (B)		513		507
American Credit Acceptance Receivables Trust, Ser 2022-1, Cl A
0.990%, 12/15/2025 (B)		640		634
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A
2.660%, 02/13/2026 (B)		575		575
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (B)		208		208
ARI Fleet Lease Trust, Ser 2020-A, Cl A3
1.800%, 08/15/2028 (B)		750		744
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (B)		135		133
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (B)		875		876
Avid Automobile Receivables Trust, Ser 2021-1, Cl A
0.610%, 01/15/2025 (B)		119		117
Capital One Prime Auto Receivables Trust, Ser 2020-1, Cl A3
1.600%, 11/15/2024		397		395
CarMax Auto Owner Trust, Ser 2018-2, Cl C
3.570%, 12/15/2023		400		400



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

ASSET-BACKED SECURITIES (continued)
Carmax Auto Owner Trust, Ser 2019-1, Cl A3
3.050%, 03/15/2024	$	216	$	216
Carmax Auto Owner Trust, Ser 2019-3, Cl C
2.600%, 06/16/2025		375		370
Carmax Auto Owner Trust, Ser 2021-1, Cl A3
0.340%, 12/15/2025		900		879
CarMax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		625		601
CarMax Auto Owner Trust, Ser 2022-2, Cl A2A
2.810%, 05/15/2025		1,135		1,135
Carvana Auto Receivables Trust, Ser 2021- N1, Cl A
0.700%, 01/10/2028		802		775
Carvana Auto Receivables Trust, Ser 2021- N2, Cl A1
0.320%, 03/10/2028		29		29
Carvana Auto Receivables Trust, Ser 2021- N2, Cl B
0.750%, 03/10/2028		162		157
Carvana Auto Receivables Trust, Ser 2021- N3, Cl B
0.660%, 06/12/2028		856		841
Carvana Auto Receivables Trust, Ser 2021- P3, Cl A2
0.380%, 01/10/2025		207		205
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (B)		587		571
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (B)		52		52
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (B)		252		253
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
0.784%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B)		199		198
CPS Auto Receivables Trust, Ser 2021-A, Cl B
0.610%, 02/18/2025 (B)		304		303
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (B)		57		56
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (B)		455		447
CPS Auto Receivables Trust, Ser 2021-C, Cl B
0.840%, 07/15/2025 (B)		900		883
CPS Auto Receivables Trust, Ser 2022-A, Cl A
0.980%, 04/16/2029 (B)		1,155		1,143



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

ASSET-BACKED SECURITIES (continued)
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (B)	$	673	$	673
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (B)		650		649
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (B)		250		239
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1
0.818%, ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (A)(B)		442		440
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (B)		338		331
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		56		57
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		385		383
DT Auto Owner Trust, Ser 2019-2A, Cl C
3.180%, 02/18/2025 (B)		84		84
DT Auto Owner Trust, Ser 2020-1A, Cl C
2.290%, 11/17/2025 (B)		875		873
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (B)		717		718
DT Auto Owner Trust, Ser 2020-3A, Cl A
0.540%, 04/15/2024 (B)		243		243
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (B)		915		910
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/2025 (B)		239		238
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (B)		460		453
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/2025 (B)		134		133
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (B)		220		215
DT Auto Owner Trust, Ser 2021-3A, Cl A
0.330%, 04/15/2025 (B)		381		377
DT Auto Owner Trust, Ser 2021-4A, Cl A
0.560%, 09/15/2025 (B)		925		912
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (B)		12		12
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (B)		111		111



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

ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (B)	$	581	$	580
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (B)		247		238
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (B)		1,071		1,044
Exeter Automobile Receivables Trust, Ser 2018-1A, Cl D
3.530%, 11/15/2023 (B)		244		245
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (B)		215		216
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B
0.500%, 02/18/2025		511		510
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		570		562
Exeter Automobile Receivables Trust, Ser 2022-2A, Cl A2
2.190%, 11/17/2025		495		495
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (B)		205		199
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (B)		737		729
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (B)		2,729		2,690
Flagship Credit Auto Trust, Ser 2019-4, Cl A
2.170%, 06/17/2024 (B)		12		12
Flagship Credit Auto Trust, Ser 2020-1, Cl A
1.900%, 08/15/2024 (B)		25		25
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (B)		37		37
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (B)		215		214
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/2025 (B)		200		198
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/2026 (B)		305		302
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (B)		285		271
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (B)		245		239
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (B)		170		170



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

ASSET-BACKED SECURITIES (continued)
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2
0.400%, 08/15/2024 (B)	$	46	$	46
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (B)		161		159
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (B)		130		125
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (B)		130		128
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (B)		515		512
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		474		469
GLS Auto Receivables Trust, Ser 2021-2A, Cl A
0.310%, 11/15/2024 (B)		80		80
GLS Auto Receivables Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (B)		390		383
GM Financial Automobile Leasing Trust, Ser 2020-1, Cl B
1.840%, 12/20/2023		450		450
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3
3.210%, 10/16/2023		23		23
Harley-Davidson Motorcycle Trust, Ser 2022-A, Cl A2A
2.450%, 05/15/2025		985		982
Honda Auto Receivables Owner Trust, Ser 2020-1, Cl A3
1.610%, 04/22/2024		248		248
Hyundai Auto Lease Securitization Trust, Ser 2021-A, Cl B
0.610%, 10/15/2025 (B)		550		536
JPMorgan Chase Bank, Ser 2020-1, Cl B
0.991%, 01/25/2028 (B)		305		302
JPMorgan Chase Bank, Ser 2020-2, Cl B
0.840%, 02/25/2028 (B)		666		655
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026 (B)		554		541
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (B)		631		617
Mercedes-Benz Auto Lease Trust, Ser 2020- B, Cl A3
0.400%, 11/15/2023		461		458



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

ASSET-BACKED SECURITIES (continued)
Prestige Auto Receivables Trust, Ser 2021-1A, Cl A2
0.550%, 09/16/2024 (B)	$	399	$	396
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (B)		28		28
Santander Drive Auto Receivables Trust, Ser 2019-3, Cl C
2.490%, 10/15/2025		59		59
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		100		100
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026		665		657
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C
0.750%, 02/17/2026		875		864
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		185		183
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		235		232
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C
1.260%, 02/16/2027		1,900		1,801
Santander Retail Auto Lease Trust, Ser 2019-B, Cl C
2.770%, 08/21/2023 (B)		750		750
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2
0.310%, 01/22/2024 (B)		281		279
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (B)		920		919
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A
0.740%, 04/15/2024 (B)		190		189
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A2
0.390%, 02/15/2024 (B)		75		75
United Auto Credit Securitization Trust, Ser 2021-1, Cl B
0.680%, 03/11/2024 (B)		825		823
United Auto Credit Securitization Trust, Ser 2022-1, Cl A
1.110%, 07/10/2024 (B)		254		253
United Auto Credit Securitization Trust, Ser 2022-1, Cl B
2.100%, 03/10/2025 (B)		440		433



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

ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2018-3A, Cl D
4.000%, 10/16/2023 (B)	$	110	$	110
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C
2.840%, 07/15/2024 (B)		114		115
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E
4.020%, 04/15/2025 (B)		560		562
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.560%, 05/15/2024 (B)		286		285
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B
0.780%, 11/17/2025 (B)		330		327
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (B)		400		393
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (B)		195		193
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (B)		220		213
				49,503

Credit Card — 0.4%
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2
1.720%, 08/15/2024		136		136
Citibank Credit Card Issuance Trust, Ser 2018-A3, Cl A3
3.290%, 05/23/2025		280		282
Citibank Credit Card Issuance Trust, Ser 2018-A6, Cl A6
3.210%, 12/07/2024		500		504
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026 (B)		510		494
				1,416

Miscellaneous Business Services — 12.2%
Accredited Mortgage Loan Trust, Ser 2004- 4, Cl A1A
1.348%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A)		36		35
Affirm Asset Securitization Trust, Ser 2020- Z1, Cl A
3.460%, 10/15/2024 (B)		59		59
Affirm Asset Securitization Trust, Ser 2020- Z2, Cl A
1.900%, 01/15/2025 (B)		162		160



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

ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2021-A, Cl A
0.880%, 08/15/2025 (B)	$	130	$	129
Affirm Asset Securitization Trust, Ser 2021-B, Cl A
1.030%, 08/17/2026 (B)		355		340
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (B)		473		464
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (B)		247		241
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (B)		741		732
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (B)		330		322
Apidos CLO XII, Ser 2018-12A, Cl AR
2.124%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B)		600		597
Apidos CLO XV, Ser 2018-15A, Cl A1RR
2.073%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)(B)		530		526
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)		229		216
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (B)		265		260
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (B)		275		265
Barings CLO, Ser 2018-3A, Cl A1
2.013%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (A)(B)		272		270
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		147		143
Benefit Street Partners CLO X, Ser 2021-10A, Cl X
1.663%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B)		124		124
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
1.994%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B)		600		596
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (B)		653		638
BSPRT Mortgage Trust, Ser 2022-FL8, Cl A
1.767%, SOFR30A + 1.500%, 02/15/2037 (A)(B)		425		422



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

ASSET-BACKED SECURITIES (continued)
Carbone CLO, Ser 2017-1A, Cl A1
2.203%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B)	$	250	$	248
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
2.014%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B)		648		642
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
2.043%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B)		775		768
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (B)		193		189
CIFC Funding, Ser 2017-1A, Cl ARR
2.246%, ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)(B)		325		323
CIFC Funding, Ser 2018-2A, Cl A1
2.103%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(B)		300		298
CIFC Funding, Ser 2018-3A, Cl AR
1.914%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B)		658		656
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		4		4
CNH Equipment Trust, Ser 2019-A, Cl A3
3.010%, 04/15/2024		32		32
CNH Equipment Trust, Ser 2019-A, Cl B
3.340%, 07/15/2026		825		828
CNH Equipment Trust, Ser 2019-B, Cl B
2.870%, 11/16/2026		500		500
Conn’s Receivables Funding LLC, Ser 2020-A, Cl A
1.710%, 06/16/2025 (B)		15		15
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (B)		189		188
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (B)		609		608
Dewolf Park CLO, Ser 2021-1A, Cl AR
1.964%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)(B)		600		596
Dext ABS, Ser 2021-1, Cl A
1.120%, 02/15/2028 (B)		204		199
DLLMT LLC, Ser 2021-1A, Cl A2
0.600%, 03/20/2024 (B)		325		321
DLLST LLC, Ser 2022-1A, Cl A2
2.790%, 01/22/2024 (B)		390		390
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (B)		129		128
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B
3.250%, 04/15/2026		400		397



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

ASSET-BACKED SECURITIES (continued)
FREED ABS Trust, Ser 2021-3FP, Cl A
0.620%, 11/20/2028 (B)	$	63	$	63
FREED ABS Trust, Ser 2022-1FP, Cl A
0.940%, 03/19/2029 (B)		115		114
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR
1.973%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (A)(B)		400		397
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-2, Cl A2
0.380%, 03/15/2024 (B)		390		383
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)		119		115
HPEFS Equipment Trust, Ser 2021-2A, Cl B
0.610%, 09/20/2028 (B)		225		216
HPS Loan Management, Ser 2021-19, Cl XR
1.784%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B)		184		184
KKR CLO 11, Ser 2017-11, Cl AR
2.224%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B)		325		324
KKR CLO 21, Ser 2018-21, Cl A
2.044%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B)		465		461
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2
0.410%, 06/15/2023 (B)		28		28
Kubota Credit Owner Trust, Ser 2020-2A, Cl A3
0.590%, 10/15/2024 (B)		125		123
LCM XXIII, Ser 2020-23A, Cl A1R
2.133%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2029 (A)(B)		540		538
LCM XXIV, Ser 2021-24A, Cl AR
2.043%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B)		540		537
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
2.098%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B)		500		497
Madison Park Funding XXX, Ser 2018-30A, Cl A
1.794%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)(B)		850		843
Magnetite VIII, Ser 2018-8A, Cl AR2
2.024%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B)		685		682
Magnetite XVI, Ser 2018-16A, Cl AR
1.844%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (A)(B)		593		590



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

ASSET-BACKED SECURITIES (continued)
Marlette Funding Trust, Ser 2021-1A, Cl A
0.600%, 06/16/2031 (B)	$	31	$	31
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (B)		96		95
Marlette Funding Trust, Ser 2021-3A, Cl A
0.650%, 12/15/2031 (B)		185		182
Marlette Funding Trust, Ser 2022-1A, Cl A
1.360%, 04/15/2032 (B)		770		763
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)		72		71
MF1, Ser 2022-FL8, Cl A
1.617%, SOFR30A + 1.350%, 02/19/2037 (A)(B)		400		394
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(B)		109		109
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(B)		67		66
MMAF Equipment Finance LLC, Ser 2019-A, Cl A3
2.840%, 11/13/2023 (B)		41		41
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2
0.380%, 08/14/2023 (B)		287		285
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (B)		110		104
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A1
1.304%, ICE LIBOR USD 1 Month + 0.750%, 11/15/2068 (A)(B)		20		20
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		547		525
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		216		201
Navient Student Loan Trust, Ser 2018-1A, Cl A2
1.018%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)(B)		147		147
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
1.974%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(B)		910		904
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
1.964%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B)		600		595



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

ASSET-BACKED SECURITIES (continued)
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (B)	$	79	$	78
NYCTL Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (B)		875		863
OCP CLO, Ser 2018-5A, Cl A1R
2.294%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B)		135		134
Octagon Investment Partners XVI, Ser 2018-1A, Cl A1R
2.064%, ICE LIBOR USD 3 Month + 1.020%, 07/17/2030 (A)(B)		250		248
Octagon Investment Partners XXI, Ser 2021-1A, Cl XR3
1.045%, ICE LIBOR USD 3 Month + 0.650%, 02/14/2031 (A)(B)		50		50
OHA Credit Funding 10, Ser 2021-10A, Cl X
0.996%, ICE LIBOR USD 3 Month + 0.750%, 01/18/2036 (A)(B)		555		555
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A
3.300%, 03/14/2029 (B)		19		19
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A
3.480%, 02/14/2031 (B)		4		4
OZLM VII, Ser 2018-7RA, Cl A1R
2.054%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B)		488		486
OZLM VIII, Ser 2021-8A, Cl A1R3
2.024%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B)		362		360
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
1.844%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(B)		777		771
PFS Financing, Ser 2020-A, Cl A
1.270%, 06/15/2025 (B)		365		358
PFS Financing, Ser 2020-B, Cl A
1.210%, 06/15/2024 (B)		360		360
PFS Financing, Ser 2020-E, Cl A
1.000%, 10/15/2025 (B)		740		714
PFS Financing, Ser 2020-G, Cl A
0.970%, 02/15/2026 (B)		750		715
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (B)		199		198
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2
2.060%, 02/22/2028 (B)		690		678
Sequoia Infrastructure Funding I, Ser 2021- 1A, Cl A
2.444%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B)		698		696



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

ASSET-BACKED SECURITIES (continued)
Sierra Timeshare Receivables Funding LLC, Ser 2018-2A, Cl A
3.500%, 06/20/2035 (B)	$	53	$	52
SMB Private Education Loan Trust, Ser 2021-A, Cl A1
1.054%, ICE LIBOR USD 1 Month + 0.500%, 01/15/2053 (A)(B)		152		152
SoFi Consumer Loan Program, Ser 2019-3, Cl C
3.350%, 05/25/2028 (B)		126		126
SoFi Consumer Loan Program, Ser 2020-1, Cl A
2.020%, 01/25/2029 (B)		20		20
SoFi Consumer Loan Program, Ser 2021-1, Cl A
0.490%, 09/25/2030 (B)		254		249
Stratus CLO, Ser 2021-2A, Cl A
1.963%, ICE LIBOR USD 3 Month + 0.900%, 12/28/2029 (A)(B)		621		617
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2
1.448%, ICE LIBOR USD 1 Month + 0.780%, 07/25/2035 (A)		123		123
Symphony CLO XIV, Ser 2019-14A, Cl AR
1.988%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B)		114		114
Symphony CLO XVIII, Ser 2021-18A, Cl X
1.934%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B)		338		337
Symphony Static CLO I, Ser 2021-1A, Cl A
2.014%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B)		555		553
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		18		18
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		221		220
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		212		211
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		195		191
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
1.268%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (A)(B)		180		180
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		79		78



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

ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)	$	52	$	51
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.668%, ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (A)(B)		296		294
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A
1.668%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059 (A)(B)		456		454
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068 (A)(B)		580		569
Treman Park CLO, Ser 2018-1A, Cl ARR
2.133%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2028 (A)(B)		244		244
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (B)		137		136
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (B)		282		276
Upstart Securitization Trust, Ser 2021-4, Cl A
0.840%, 09/20/2031 (B)		408		396
Verizon Owner Trust, Ser 2019-B, Cl B
2.400%, 12/20/2023		300		300
Verizon Owner Trust, Ser 2019-C, Cl A1A
1.940%, 04/22/2024		44		44
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		237		237
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		545		537
Verizon Owner Trust, Ser 2020-B, Cl B
0.680%, 02/20/2025		220		212
Verizon Owner Trust, Ser 2020-C, Cl A
0.410%, 04/21/2025		175		171
Vibrant CLO VI, Ser 2021-6A, Cl AR
1.878%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B)		344		343
Volvo Financial Equipment LLC, Ser 2020- 1A, Cl A3
0.510%, 10/15/2024 (B)		375		369
Voya CLO, Ser 2018-2A, Cl A1R
2.154%, ICE LIBOR USD 3 Month + 0.970%, 04/25/2031 (A)(B)		475		473
Voya CLO, Ser 2020-1A, Cl AR
2.104%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)(B)		575		571



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

ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-2A, Cl A1RR
2.064%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)(B)	$	497	$	495
Voya CLO, Ser 2021-1A, Cl A1R
1.994%, ICE LIBOR USD 3 Month + 0.950%, 04/17/2030 (A)(B)		760		756
				41,953

Mortgage Related — 0.0%
Asset Backed Securities Home Equity Loan Trust, Ser 2006-HE1, Cl A4
1.268%, ICE LIBOR USD 1 Month + 0.600%, 01/25/2036 (A)		44		44

Non-Agency Mortgage-Backed Obligations — 0.6%
Benchmark Mortgage Trust, Ser B17, Cl A2
2.211%, 03/15/2053		320		306
CFMT LLC, Ser 2022-EBO2, Cl A
3.169%, 07/25/2054 (A)(B)		200		200
COMM Mortgage Trust, Ser CR18, Cl ASB
3.452%, 07/15/2047		436		438
JPMBB Commercial Mortgage Securities Trust, Ser C26, Cl ASB
3.288%, 01/15/2048		322		321
JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB
3.540%, 08/15/2048		134		134
JPMBB Commercial Mortgage Securities Trust, Ser C32, Cl A2
2.816%, 11/15/2048		222		223
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C19, Cl ASB
3.326%, 12/15/2047		103		103
Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A
2.161%, 01/25/2052 (A)(B)		481		477
				2,202

Total Asset-Backed Securities (Cost $96,269) ($ Thousands)				95,118

U.S. TREASURY OBLIGATIONS — 15.4%
U.S. Treasury Bills
1.616%, 03/23/2023 (C)		3,625		3,566
0.634%, 01/26/2023 (C)(D)		3,500		3,458
0.392%, 12/29/2022 (C)		1,725		1,708
0.366%, 07/21/2022 (C)		1,700		1,697
0.240%, 12/01/2022 (C)		1,750		1,735
0.220%, 07/07/2022 (C)		850		849
0.160%, 11/03/2022 (C)		2,000		1,986
0.130%, 06/16/2022 (C)		850		849



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

U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Notes
0.500%, 03/15/2023	$	13,025	$	12,859
0.250%, 06/15/2024		4,600		4,363
0.125%, 01/31/2023		5,075		5,009
0.125%, 05/15/2023		13,800		13,508
0.125%, 10/15/2023		1,865		1,802

Total U.S. Treasury Obligations (Cost $54,095) ($ Thousands)				53,389

MORTGAGE-BACKED SECURITIES — 11.8%

Agency Mortgage-Backed Obligations — 2.2%
FHLMC
2.250%, 03/25/2025		1,775		1,744
2.149%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.079%, 02/01/2030(A)		5		5
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		138		138
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025		300		296
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		137		136
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		276		272
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032		111		112
FNMA
6.000%, 01/01/2027		6		6
5.500%, 12/01/2023 to 12/01/2024		6		7
5.000%, 02/01/2023 to 03/01/2025		1		1
3.500%, 08/01/2032		349		351
3.000%, 10/01/2030 to 12/01/2030		638		635
2.465%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029(A)		3		3
2.233%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(A)		–		–
2.160%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.095%, 11/01/2023(A)		–		–
2.154%, ICE LIBOR USD 6 Month + 1.834%, 09/01/2024(A)		5		5
2.053%, ICE LIBOR USD 6 Month + 1.774%, 09/01/2024(A)		2		2
2.045%, 05/01/2028(A)		–		–
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		–		–



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

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2001-33, Cl FA
1.118%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(A)	$	3	$	3
FNMA REMIC, Ser 2002-64, Cl FG
0.804%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(A)		1		1
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		131		125
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		31		31
FNMA REMIC, Ser 2015-46, Cl BA
3.000%, 05/25/2041		4		4
FNMA, Ser 2017-M13, Cl FA
0.849%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(A)		35		35
FREMF Mortgage Trust, Ser 2013-K32, Cl B
3.645%, 10/25/2046(A)(B)		655		654
FREMF Mortgage Trust, Ser 2013-K33, Cl B
3.611%, 08/25/2046(A)(B)		1,100		1,098
FREMF Mortgage Trust, Ser K22, Cl B
3.774%, 08/25/2045(A)(B)		870		872
FREMF Mortgage Trust, Ser K24, Cl B
3.627%, 11/25/2045(A)(B)		640		642
FREMF Mortgage Trust, Ser K28, Cl B
3.608%, 06/25/2046(A)(B)		200		200
GNMA, Ser 2010-151, Cl KA
3.000%, 09/16/2039		7		7
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		265		263

				7,648

Non-Agency Mortgage-Backed Obligations — 9.6%
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048(A)(B)		16		16
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048(A)(B)		43		43
Angel Oak Mortgage Trust LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049(A)(B)		58		58
Angel Oak Mortgage Trust LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049(A)(B)		50		49
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		44		43
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		178		174



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

MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)	$	228	$	223
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		137		135
Angel Oak Mortgage Trust LLC, Ser 2020- R1, Cl A1
0.990%, 04/25/2053(A)(B)		124		121
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		328		305
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		288		269
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		502		452
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		133		129
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
2.699%, 07/25/2035(A)		29		29
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.409%, 11/25/2035(A)		5		5
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		436		411
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
3.104%, 06/25/2035(A)		17		17
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
2.363%, 08/25/2035(A)		35		34
BFLD Trust, Ser 2020-OBRK, Cl A
2.604%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B)		325		322
BPR Trust, Ser 2021-TY, Cl A
1.604%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B)		960		943
BRAVO Residential Funding Trust, Ser 2020- NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		122		121
BRAVO Residential Funding Trust, Ser 2021- NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		161		152
BRAVO Residential Funding Trust, Ser 2021- NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		171		166
BRAVO Residential Funding Trust, Ser 2021- NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		293		284



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

MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)	$	111	$	108
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033(B)		180		178
BX Commercial Mortgage Trust, Ser 2019- XL, Cl B
1.634%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(A)(B)		374		371
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.474%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B)		555		552
BX Commercial Mortgage Trust, Ser 2021- SOAR, Cl B
1.425%, ICE LIBOR USD 1 Month + 0.870%, 06/15/2038(A)(B)		625		609
BX Commercial Mortgage Trust, Ser 2021- VINO, Cl A
1.206%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B)		345		336
BX Commercial Mortgage Trust, Ser 2021- VOLT, Cl A
1.254%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B)		275		269
BX Trust, Ser 2021-LGCY, Cl A
1.060%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B)		600		578
BX Trust, Ser LBA6, Cl A
1.509%, TSFR1M + 1.000%, 01/15/2039(A)(B)		375		368
BX, Ser 2021-MFM1, Cl B
1.504%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B)		550		533
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
1.489%, SOFR30A + 1.200%, 02/25/2050(A)(B)		290		284
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057(A)(B)		75		75
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A
4.149%, 01/10/2036(B)		275		277
Citigroup Commercial Mortgage Trust, Ser P3, Cl AAB
3.127%, 04/15/2049		585		579
Citigroup Mortgage Loan Trust, Ser 2004- HYB3, Cl 1A
2.525%, 09/25/2034(A)		7		6
Citigroup Mortgage Loan Trust, Ser 2006- AR2, Cl 1A1
2.791%, 03/25/2036(A)		42		36



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

MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Ser 2018- RP2, Cl A1
3.079%, 02/25/2058(A)(B)	$	144	$	143
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		188		182
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)		114		114
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		61		60
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		228		203
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		291		258
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(B)		122		121
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		534		477
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		523		480
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		10		10
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		221		220
Countrywide Home Loans, Ser 2004-29, Cl 1A1
1.208%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(A)		7		7
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049(B)		397		385
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		237		226
CSMC Trust, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		401		378
CSMC Trust, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		442		416
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1
1.692%, 05/25/2065(B)		20		20
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		83		80
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		107		99



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

MORTGAGE-BACKED SECURITIES (continued)
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059(A)(B)	$	31	$	30
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		60		60
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		62		57
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		162		148
ELP Commercial Mortgage Trust, Ser ELP, Cl A
1.256%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B)		530		517
Extended Stay America Trust, Ser 2021- ESH, Cl B
1.935%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B)		248		245
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3
5.368%, ICE LIBOR USD 1 Month + 4.700%, 04/25/2028(A)		422		440
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M3
3.918%, ICE LIBOR USD 1 Month + 3.250%, 05/25/2025(A)		283		285
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2
5.668%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A)		221		223
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
6.568%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A)		362		384
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(B)		75		73
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(B)		348		339
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		161		153
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		268		252
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		775		694
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.096%, 11/19/2035(A)		68		65
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB
3.553%, 11/10/2048		97		97



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

MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2019- SL1, Cl A1
2.625%, 01/25/2059(A)(B)	$	99	$	99
GS Mortgage Securities Trust, Ser 2021- RENT, Cl A
1.325%, ICE LIBOR USD 1 Month + 0.700%, 11/21/2035(A)(B)		445		441
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
2.665%, 07/25/2035(A)		89		60
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.953%, 05/25/2037(A)		60		41
Impac CMB Trust, Ser 2004-9, Cl 1A1
1.428%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(A)		15		14
Impac CMB Trust, Ser 2005-2, Cl 1A1
1.188%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(A)		19		19
Impac CMB Trust, Ser 2005-3, Cl A1
1.148%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(A)		20		19
Impac CMB Trust, Ser 2005-5, Cl A1
1.308%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(A)		13		13
Impac CMB Trust, Ser 2005-8, Cl 1A
1.188%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(A)		41		40
Imperial Fund Mortgage Trust, Ser 2021- NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		381		352
Imperial Fund Mortgage Trust, Ser 2021- NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		260		238
Imperial Fund Mortgage Trust, Ser 2021- NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		242		218
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1
1.589%, SOFR30A + 1.300%, 03/25/2051(A)(B)		446		436
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
2.907%, 08/25/2035(A)		17		15
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.049%, 05/25/2037(A)		36		34
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.859%, 10/25/2029(A)(B)		146		142
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
1.418%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B)		128		127



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

MORTGAGE-BACKED SECURITIES (continued)
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
1.354%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B)	$	190	$	188
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(B)		1,310		1,303
LSTAR Securities Investment, Ser 2019-4, Cl A1
4.300%, ICE LIBOR USD 1 Month + 2.500%, 05/01/2024(A)(B)		236		233
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
1.418%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(B)		830		820
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
3.020%, 06/25/2037(A)		45		31
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)		76		74
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		105		101
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		196		187
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(B)		208		199
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		228		208
MHC Commercial Mortgage Trust, Ser 2021- MHC, Cl B
1.655%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B)		1,670		1,624
MHP, Ser 2021-STOR, Cl A
1.254%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B)		155		151
MHP, Ser MHIL, Cl A
1.324%, TSFR1M + 0.815%, 01/15/2027(A)(B)		205		200
Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		182		173
Morgan Stanley Capital I Trust, Ser 2012- STAR, Cl A1
2.084%, 08/05/2034(B)		10		10
MortgageIT Trust, Ser 2005-5, Cl A1
1.188%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(A)		38		38
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		116		114
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		270		267



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

MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.978%, 09/25/2057(A)(B)	$	131	$	130
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		39		38
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		79		77
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		118		115
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		429		404
OBX Trust, Ser 2018-1, Cl A2
1.318%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B)		19		19
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		342		318
Onslow Bay Mortgage Loan Trust, Ser 2021- NQM4, Cl A1
1.957%, 10/25/2061(A)(B)		535		492
Paragon Mortgages No. 12 PLC, Ser 2006- 12A, Cl A2C
0.726%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B)		62		60
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(B)		138		129
Residential Mortgage Loan Trust, Ser 2020- 1, Cl A1
2.376%, 01/26/2060(A)(B)		63		62
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.276%, 07/27/2037(A)		46		40
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
1.134%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A)		7		7
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		18		18
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		511		476
Silverstone Master Issuer PLC, Ser 2022- 1A, Cl 1A
0.514%, U.S. SOFR + 0.380%, 01/21/2070(A)(B)		900		899
SREIT Trust, Ser MFP, Cl B
1.634%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B)		475		461
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		184		174



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

MORTGAGE-BACKED SECURITIES (continued)
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)	$	43	$	43
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		50		49
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		81		79
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		316		296
Toorak Mortgage Corp, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		248		226
TTAN, Ser 2021-MHC, Cl B
1.655%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B)		274		268
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)		51		51
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(A)(B)		85		85
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(B)		34		34
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(B)		109		106
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		148		141
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		297		283
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		185		174
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		315		307
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		265		259
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		158		151
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.085%, 03/25/2036(A)		51		50
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		450		451
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		418		415



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

MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059	$	189	$	188

				33,405
Total Mortgage-Backed Securities (Cost $42,645) ($ Thousands)				41,053

MUNICIPAL BONDS — 4.0%

Arizona — 0.3%
City of Phoenix Civic Improvement, RB
2.163%, 07/01/2022		1,135		1,136

California — 0.6%
Golden State, Tobacco Securitization, RB
0.672%, 06/01/2023		985		963
Riverside County, Infrastructure Financing Authority, Ser B, RB
0.398%, 11/01/2022		740		735
San Francisco Bay Area Rapid Transit District Sales Tax Revenue, Ser B, RB
2.537%, 07/01/2022		435		436
University of California, Ser BF, RB
0.455%, 05/15/2022		130		130

				2,264

Connecticut — 0.2%
Connecticut State, Ser A, GO
2.000%, 07/01/2023		510		507

District of Columbia — 0.1%
District of Columbia Water & Sewer Authority, Sub-Ser D-SUBORDINATE, RB
1.672%, 10/01/2023		320		315

Illinois — 0.2%
Chicago, Transit Authority, Sales Tax Receipts Fund, Ser B, RB
1.708%, 12/01/2022		135		135
State of Illinois, Sales Tax Revenue, Ser B, RB
1.900%, 06/15/2022		455		455

				590

Massachusetts — 0.3%
Massachusetts State, School Building Authority, Sub-Ser B, RB
2.078%, 10/15/2023		765		758



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

MUNICIPAL BONDS (continued)
Massachusetts State, Water Resources Authority, Ser C, RB
0.534%, 08/01/2022	$	265	$	265

				1,023

New York — 1.9%
City of New York New York, Ser D-2, GO
1.150%, 03/01/2023		1,055		1,045
New York City Housing Development, RB
2.324%, 01/01/2023		1,130		1,128
New York City Transitional Finance Authority Building Aid Revenue, Sub-Ser S-1B, RB
0.380%, 07/15/2023		2,200		2,143
New York State, Dormitory Authority, RB
0.267%, 03/15/2023		590		579
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023		1,830		1,795

				6,690

South Carolina — 0.3%
South Carolina State, Public Service Authority, Ser E, RB
3.722%, 12/01/2023		1,100		1,112

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

				345

Total Municipal Bonds (Cost $14,109) ($ Thousands)				13,982

COMMERCIAL PAPER — 0.3%
HSBC
0.250%, 06/10/2022 (B)(C)		900		899
Total Commercial Paper (Cost $900) ($ Thousands)				899

A list of the open futures contracts held by the fund at April 30, 2022, is as follows:

Percentages are based on Net Assets of $346,199 ($ Thousands).

(A)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(B)

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, 2022, the value of these securities amounted to $146,984 ($ Thousands), representing 42.5% of the Net Assets of the Fund.

(C)	Interest rate represents 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)	Tri-Party Repurchase Agreement.

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GMAC — General Motors Acceptance Corporation

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

The following is a summary of the level of inputs used as of April 30, 2022, 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

–

137,688

–

137,688

Asset-Backed Securities

–

95,118

–

95,118

U.S. Treasury Obligations

–

53,389

–

53,389

Mortgage-Backed Securities

–

41,053

–

41,053

Municipal Bonds

–

13,982

–

13,982

Commercial Paper

–

899

–

899

Repurchase Agreement

–

3,400

–

3,400

Total Investments in Securities

–

345,529

–

345,529

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total ($)

Futures Contracts*

Unrealized Appreciation

150

–

150

Unrealized Depreciation

(95

)

–

(95

)

Total Other Financial Instruments

–

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

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)

U.S. TREASURY OBLIGATIONS — 51.4%
U.S. Treasury Notes
2.625%, 06/30/2023	$	35,397	$	35,527
1.750%, 05/15/2023 (A)		96,500		96,066
1.000%, 12/15/2024		37,025		35,298
0.250%, 05/15/2024		53,025		50,425
0.250%, 06/15/2024		51,925		49,246
0.125%, 01/31/2023		39,750		39,238
0.125%, 02/28/2023		56,200		55,348

Total U.S. Treasury Obligations (Cost $371,771) ($ Thousands)				361,148

MORTGAGE-BACKED SECURITIES — 45.3%

Agency Mortgage-Backed Obligations — 43.4%
FHLMC
4.500%, 06/01/2022 to 12/01/2039		1,579		1,632
4.000%, 01/01/2033		4,754		4,890
3.500%, 01/01/2029 to 05/01/2034		13,381		13,427
3.000%, 11/01/2036 to 12/01/2046		7,466		7,175
2.708%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.363%, 06/01/2024(B)		1		1
2.616%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.237%, 04/01/2029(B)		2		2
2.500%, 02/01/2032		1,077		1,052
2.378%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.199%, 05/01/2024(B)		2		2
2.318%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.248%, 07/01/2024(B)		3		3
2.249%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.148%, 12/01/2023(B)		57		57
2.247%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.103%, 06/01/2024(B)		1		1
2.231%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.124%, 12/01/2023(B)		4		4
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, CI A1
2.598%, 01/25/2025		5,402		5,379
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, CI X1, IO
0.888%, 06/25/2027(B)		18,014		583
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, CI X1, IO
1.708%, 01/25/2030(B)		12,398		1,243



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

MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.676%, 01/25/2031(B)	$	13,596	$	559
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.613%, 03/25/2031(B)		10,179		376
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026(B)		23,592		547
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO
0.869%, 03/25/2028(B)		7,592		257
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A
0.802%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2024(B)		2,120		2,119
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
0.942%, ICE LIBOR USD 1 Month + 0.490%, 02/25/2026(B)		3,511		3,510
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
0.932%, ICE LIBOR USD 1 Month + 0.480%, 04/25/2026(B)		7,095		7,115
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
0.952%, ICE LIBOR USD 1 Month + 0.500%, 10/25/2026(B)		4,428		4,416
FHLMC REMIC, Ser 2003-2571, Cl FY
1.304%, ICE LIBOR USD 1 Month + 0.750%, 12/15/2032(B)		2,330		2,363
FHLMC REMIC, Ser 2006-3148, Cl CF
0.954%, ICE LIBOR USD 1 Month + 0.400%, 02/15/2034(B)		96		96
FHLMC REMIC, Ser 2006-3153, Cl FX
0.904%, ICE LIBOR USD 1 Month + 0.350%, 05/15/2036(B)		69		69
FHLMC REMIC, Ser 2006-3174, Cl FA
0.854%, ICE LIBOR USD 1 Month + 0.300%, 04/15/2036(B)		1,370		1,364
FHLMC REMIC, Ser 2006-3219, Cl EF
0.954%, ICE LIBOR USD 1 Month + 0.400%, 04/15/2032(B)		2,021		2,022
FHLMC REMIC, Ser 2007-3339, Cl HF
1.074%, ICE LIBOR USD 1 Month + 0.520%, 07/15/2037(B)		2,042		2,054
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		810		831
FHLMC REMIC, Ser 2011-3788, Cl FA
1.084%, ICE LIBOR USD 1 Month + 0.530%, 01/15/2041(B)		2,918		2,938



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

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039	$	14	$	14
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		194		10
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		260		12
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		45		–
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		384		9
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		155		9
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032		3,000		2,911
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		1,902		1,758
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		1,579		1,519
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		1,745		1,675
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		453		18
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		445		21
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		273		13
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		434		40
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		255		13
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		714		43
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		414		22
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		250		13
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		1,145		1,116
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,111		2,007
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		1,375		77
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		3,497		3,430
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		1,279		1,231
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		582		54
FHLMC REMIC, Ser 2016-4558, Cl DC
3.000%, 07/15/2043		706		700
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		638		107



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

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045	$	601	$	586
FHLMC REMIC, Ser 2017-4661, Cl HA
3.000%, 05/15/2043		1,635		1,640
FHLMC REMIC, Ser 2017-4664, Cl HA
3.500%, 08/15/2043		3,370		3,371
FHLMC REMIC, Ser 2017-4673, Cl HA
3.500%, 11/15/2043		2,069		2,078
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		763		739
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		781		169
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		2,487		341
FHLMC REMIC, Ser 2020-5018, Cl LW
1.000%, 10/25/2040		1,549		1,339
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		5,161		4,863
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5
7.500%, 02/25/2042		211		237
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		2,055		332
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		1,020		60
FNMA
7.000%, 06/01/2037		3		3
6.500%, 05/01/2026 to 01/01/2036		63		67
6.000%, 02/01/2023 to 09/01/2024		60		61
5.500%, 09/01/2022 to 06/01/2038		139		148
4.500%, 04/01/2026 to 08/01/2044		4,243		4,411
4.000%, 05/01/2026 to 04/01/2042		4,446		4,555
3.850%, 01/01/2024		525		529
3.750%, 06/01/2022 to 09/01/2023		2,984		2,994
3.650%, 08/01/2023		94		94
3.500%, 10/01/2027 to 02/01/2045		21,884		21,918
3.100%, 01/01/2026		4,000		3,970
3.090%, 07/01/2022(B)		70		70
3.000%, 09/01/2027 to 11/01/2036		5,237		5,072
2.970%, 12/01/2022		3,195		3,201
2.960%, 01/01/2027		1,178		1,162
2.580%, 08/01/2022		2,047		2,045
2.570%, 01/01/2023		1,762		1,763
2.540%, 03/01/2023		574		575
2.500%, 10/01/2031 to 09/01/2036		9,695		9,375
2.313%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.246%, 08/01/2029(B)		58		58
2.280%, 11/01/2022		1,090		1,090
2.154%, ICE LIBOR USD 6 Month + 1.834%, 09/01/2024(B)		47		47



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

MORTGAGE-BACKED SECURITIES (continued)
2.144%, ICE LIBOR USD 6 Month + 1.588%, 08/01/2027(B)	$	21	$	21
2.050%, 11/01/2023		1,182		1,168
2.045%, 05/01/2028(B)		1		1
1.721%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.520%, 12/01/2029(B)		12		12
0.802%, ICE LIBOR USD 1 Month + 0.350%, 01/01/2023(B)		652		651
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039		929		873
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		480		23
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		2,305		456
FNMA REMIC, Ser 1992-61, Cl FA
1.318%, ICE LIBOR USD 1 Month + 0.650%, 10/25/2022(B)		–		–
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		1		1
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		–		–
FNMA REMIC, Ser 1994-77, Cl FB
2.168%, ICE LIBOR USD 1 Month + 1.500%, 04/25/2024(B)		–		–
FNMA REMIC, Ser 2002-53, CI FK
1.068%, ICE LIBOR USD 1 Month + 0.400%, 04/25/2032(B)		46		46
FNMA REMIC, Ser 2006-76, CI QF
1.068%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2036(B)		233		233
FNMA REMIC, Ser 2006-79, CI DF
1.018%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036(B)		182		182
FNMA REMIC, Ser 2007-47, CI DA
5.600%, 05/25/2037		237		253
FNMA REMIC, Ser 2007-64, CI FB
1.038%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2037(B)		1,369		1,362
FNMA REMIC, Ser 2008-16, CI FA
1.368%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2038(B)		627		637
FNMA REMIC, Ser 2009-110, CI FD
1.418%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2040(B)		2,927		2,979
FNMA REMIC, Ser 2009-112, CI FM
1.418%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2040(B)		1,890		1,923
FNMA REMIC, Ser 2009-82, CI FC
1.588%, ICE LIBOR USD 1 Month + 0.920%, 10/25/2039(B)		2,271		2,327



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

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2009-82, CI FD
1.518%, ICE LIBOR USD 1 Month + 0.850%, 10/25/2039(B)	$	2,653	$	2,709
FNMA REMIC, Ser 2010-4, CI PL
4.500%, 02/25/2040		693		705
FNMA REMIC, Ser 2010-56, CI AF
1.007%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2040(B)		1,828		1,838
FNMA REMIC, Ser 2012-103, CI HB
1.500%, 09/25/2027		1,987		1,917
FNMA REMIC, Ser 2012-111, CI NI, IO
3.500%, 10/25/2027		634		42
FNMA REMIC, Ser 2012-140, CI PA
2.000%, 12/25/2042		2,927		2,649
FNMA REMIC, Ser 2012-27, CI PI, IO
4.500%, 02/25/2042		2,067		212
FNMA REMIC, Ser 2012-43, CI AI, IO
3.500%, 04/25/2027		2,856		165
FNMA REMIC, Ser 2012-47, CI QI, IO
5.512%, 05/25/2042(B)		77		8
FNMA REMIC, Ser 2012-53, CI BI, IO
3.500%, 05/25/2027		372		22
FNMA REMIC, Ser 2012-70, CI IW, IO
3.000%, 02/25/2027		685		23
FNMA REMIC, Ser 2012-93, CI IL, IO
3.000%, 09/25/2027		331		18
FNMA REMIC, Ser 2012-97, CI JI, IO
3.000%, 07/25/2027		875		40
FNMA REMIC, Ser 2012-98, CI BI, IO
6.000%, 01/25/2042		1,321		164
FNMA REMIC, Ser 2013-10, CI YA
1.250%, 02/25/2028		2,606		2,506
FNMA REMIC, Ser 2013-12, CI P
1.750%, 11/25/2041		525		510
FNMA REMIC, Ser 2013-121, CI FA
1.068%, ICE LIBOR USD 1 Month + 0.400%, 12/25/2043(B)		13,645		13,646
FNMA REMIC, Ser 2013-130, CI FQ
0.868%, ICE LIBOR USD 1 Month + 0.200%, 06/25/2041(B)		2,490		2,475
FNMA REMIC, Ser 2013-4, CI JB
1.250%, 02/25/2028		1,554		1,488
FNMA REMIC, Ser 2013-4, CI CB
1.250%, 02/25/2028		2,667		2,552
FNMA REMIC, Ser 2013-41, CI A
1.750%, 05/25/2040		497		496
FNMA REMIC, Ser 2013-9, CI PT
1.250%, 02/25/2028		1,388		1,329
FNMA REMIC, Ser 2013-98, CI ZA
4.500%, 09/25/2043		6,684		6,930
FNMA REMIC, Ser 2014-50, CI SC, IO
1.522%, 08/25/2044(B)		1,272		64



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

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2015-21, CI WI, IO
1.601%, 04/25/2055(B)	$	1,098	$	43
FNMA REMIC, Ser 2015-41, CI AG
3.000%, 09/25/2034		853		838
FNMA REMIC, Ser 2015-42, CI AI, IO
1.520%, 06/25/2055(B)		1,280		57
FNMA REMIC, Ser 2015-5, CI CP
3.000%, 06/25/2043		1,220		1,202
FNMA REMIC, Ser 2015-68, CI JI, IO
3.500%, 08/25/2030		221		16
FNMA REMIC, Ser 2015-68, CI HI, IO
3.500%, 09/25/2035		498		52
FNMA REMIC, Ser 2015-75, CI DB
3.000%, 08/25/2035		1,973		1,918
FNMA REMIC, Ser 2016-25, CI A
3.000%, 11/25/2042		322		321
FNMA REMIC, Ser 2016-3, CI JI, IO
3.500%, 02/25/2031		348		18
FNMA REMIC, Ser 2016-42, CI DA
3.000%, 07/25/2045		541		526
FNMA REMIC, Ser 2016-71, CI IN, IO
3.500%, 10/25/2046		498		90
FNMA REMIC, Ser 2017-15, CI BC
3.250%, 11/25/2043		2,449		2,403
FNMA REMIC, Ser 2017-34, CI JK
3.000%, 05/25/2047		634		621
FNMA REMIC, Ser 2017-35, CI AH
3.500%, 04/25/2053		1,974		1,960
FNMA REMIC, Ser 2017-47, CI AB
2.500%, 10/25/2041		2,954		2,947
FNMA REMIC, Ser 2017-68, CI BI, IO
6.000%, 09/25/2047		1,071		224
FNMA REMIC, Ser 2017-68, CI IB, IO
4.500%, 09/25/2047		2,258		397
FNMA REMIC, Ser 2018-13, CI MP
3.500%, 12/25/2057		3,064		3,019
FNMA REMIC, Ser 2018-77, CI PA
3.500%, 02/25/2048		488		482
FNMA REMIC, Ser 2019-6, CI GJ
3.000%, 02/25/2049		1,219		1,199
FNMA REMIC, Ser 2020-26, CI IA, IO
3.500%, 11/25/2039		4,189		486
FNMA REMIC, Ser 2020-26, CI AI, IO
3.000%, 04/25/2033		3,205		221
FNMA REMIC, Ser 2020-4, CI AP
2.500%, 02/25/2050		1,954		1,821
FNMA, Ser 2017-M13, CI FA
0.849%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(B)		273		274
FNMA, Ser 2018-M12, CI FA
0.849%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(B)		264		264



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

MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2019-M21, CI X1, IO
1.559%, 05/25/2029(B)	$	14,437	$	1,180
GNMA
6.500%, 12/15/2037 to 02/20/2039		105		112
6.000%, 01/15/2024 to 06/15/2041		2,371		2,604
5.500%, 10/15/2034 to 02/15/2041		1,108		1,218
5.000%, 09/15/2039 to 04/15/2041		605		642
4.500%, 09/20/2049		1,718		1,757
4.000%, 07/15/2041 to 08/15/2041		60		62
3.500%, 06/20/2046		2,141		2,123
GNMA, Ser 2003-86, CI ZD
5.500%, 10/20/2033		2,377		2,508
GNMA, Ser 2010-116, CI GW
3.000%, 12/20/2039		221		221
GNMA, Ser 2010-26, CI JI, IO
5.000%, 02/16/2040		1,533		328
GNMA, Ser 2010-57, CI TI, IO
5.000%, 05/20/2040		733		143
GNMA, Ser 2010-68, CI WA
3.000%, 12/16/2039		1,255		1,237
GNMA, Ser 2011-131, CI PC
3.500%, 12/20/2040		95		96
GNMA, Ser 2012-126, CI IO, IO
3.500%, 10/20/2042		2,124		346
GNMA, Ser 2012-36, CI AB
3.000%, 10/20/2040		402		401
GNMA, Ser 2012-51, CI GI, IO
3.500%, 07/20/2040		301		17
GNMA, Ser 2012-84, CI TE
1.500%, 03/20/2042		1,738		1,656
GNMA, Ser 2013-129, CI AF
0.994%, ICE LIBOR USD 1 Month + 0.400%, 10/20/2039(B)		3,630		3,632
GNMA, Ser 2013-166, CI DA
3.500%, 06/20/2040		426		427
GNMA, Ser 2013-26, CI IK, IO
3.000%, 02/16/2043		407		54
GNMA, Ser 2013-47, CI IA, IO
4.000%, 03/20/2043		398		68
GNMA, Ser 2013-51, CI IB, IO
3.500%, 03/20/2027		407		23
GNMA, Ser 2014-4, CI BI, IO
4.000%, 01/20/2044		168		29
GNMA, Ser 2014-46, CI IO, IO
5.000%, 03/16/2044		681		104
GNMA, Ser 2014-55, CI LB
2.500%, 10/20/2040		229		225
GNMA, Ser 2014-56, CI BP
2.500%, 12/16/2039		1,146		1,114
GNMA, Ser 2015-119, CI ND
2.500%, 12/20/2044		2,227		2,161



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

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027	$	169	$	9
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		102		4
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		1,199		231
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		951		126
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		139		21
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		425		12
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		1,422		1,394
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		674		127
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		193		186
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		394		22
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		1,151		203
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		988		64
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		1,069		153
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		1,481		260
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		1,607		80
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		1,226		179
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		255		50
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		342		72
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		727		129
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		1,159		194
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		1,389		259
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		697		677
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		2,025		1,983
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		3,069		538
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		1,821		271
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		1,484		236



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

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050	$	2,432	$	477
GNMA, Ser 2020-47, Cl AC
1.500%, 04/16/2050		4,897		4,367
UMBS TBA
4.000%, 05/01/2039		16,650		16,555
3.500%, 05/15/2051		8,915		8,645
3.000%, 05/15/2051		3,465		3,267

				304,206

Non-Agency Mortgage-Backed Obligations — 1.9%
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		368		367
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		825		783
Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT
2.000%, 11/25/2060		11,226		10,619
Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT
2.000%, 03/25/2061		1,844		1,744

				13,513

Total Mortgage-Backed Securities (Cost $329,162) ($ Thousands)				317,719

REPURCHASE AGREEMENTS — 7.3%
BNP Paribas
0.280%, dated 04/29/2022 to be repurchased on 05/02/2022, repurchase price $24,500,572 (collateralized by U.S. Government obligations, ranging in par value $100 – 10,397,500, 0.000% – 7.500%, 02/15/2025 – 03/20/2052; with total market value $24,990,000) (C)		24,500		24,500

A list of the open futures contracts held by the Fund at April 30, 2022, is as follows:

Percentages are based on Net Assets of $701,593 ($Thousands).

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

(B)

(C)	Tri-Party Repurchase Agreement.

— 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 — U.S. Dollar

The following is a summary of the level of inputs used as of April 30, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($Thousands):

Investments in Securities

Level 1

($)

Level 2

($)

Level 3

($)

Total

($)

U.S. Treasury Obligations

–

361,148

–

361,148

Mortgage-Backed Securities

–

317,719

–

317,719

Repurchase Agreements

–

51,100

–

51,100

Total Investments in Securities

–

729,967

–

729,967

Other Financial Instruments

Level 1
($)

Level 2

($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

1,276

–

1,276

Unrealized Depreciation

(4,461)

–

(4,461)

Total Other Financial Instruments

(3,185)

–

(3,185)

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

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 — 100.0%

Agency Mortgage-Backed Obligations — 99.2%
FHLMC
3.650%, 04/01/2030	$	306	$	308
FHLMC Multifamily Structured Pass-Through
Certificates, Ser 1520, Cl X1, IO
0.578%, 02/25/2036(A)		603		28
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K066, Cl X1, IO
0.888%, 06/25/2027(A)		1,640		53
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K110, Cl X1, IO
1.814%, 04/25/2030(A)		1,147		122
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K116, Cl X1, IO
1.530%, 07/25/2030(A)		1,321		122
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K118, Cl X1, IO
1.053%, 09/25/2030(A)		1,518		98
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K123, Cl X1, IO
0.865%, 12/25/2030(A)		2,321		124
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K125, Cl X1, IO
0.676%, 01/25/2031(A)		2,994		123
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K128, Cl X1, IO
0.613%, 03/25/2031(A)		1,342		50
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026(A)		2,150		50
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		129		6
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		174		8
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		30		–
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		248		6
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		170		8
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		294		14
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		189		9
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		177		9
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		269		14
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		277		263
FHLMC REMIC, Ser 2015-4446, Cl BI, IO
6.500%, 04/15/2039		217		44



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

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030	$	366	$	34
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		139		26
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		222		45
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		148
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		70		15
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		232		32
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		296		35
FNMA
8.000%, 03/01/2027 to 09/01/2028		12		12
7.000%, 08/01/2032 to 09/01/2032		13		14
6.500%, 09/01/2032		23		24
3.260%, 06/01/2027		172		171
3.230%, 02/01/2027		137		136
2.000%, 03/01/2052 to 04/01/2052		810		716
FNMA Interest, Ser 2007-379, Cl 1, PO
0.000%, 05/25/2037(B)		531		460
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		60		3
FNMA Interest, Ser 2012-410, Cl C8, IO
4.000%, 04/25/2032		355		40
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/2022		–		–
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		185		29
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		46		3
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		235		13
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		129		16
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		400		26
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.601%, 04/25/2055(A)		137		5
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		45		2
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		62		11
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		71
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		180		32
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		312		307



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

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048	$	49	$	47
FNMA REMIC, Ser 2019-31, Cl CB
3.000%, 07/25/2049		300		282
FNMA REMIC, Ser 2019-9, Cl CL
3.500%, 04/25/2048		652		642
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		366		42
FNMA, Ser 2019-M21, Cl X1, IO
1.559%, 05/25/2029(A)		1,334		109
FNMA, Ser 2020-M2, Cl X, IO
0.413%, 01/25/2030(A)		851		15
GNMA
8.000%, 12/15/2022 to 03/15/2032		58		60
7.750%, 10/15/2026		10		10
7.500%, 02/15/2027 to 10/15/2035		44		48
7.250%, 01/15/2028		7		7
6.500%, 10/15/2023 to 10/15/2038		185		202
6.000%, 12/15/2027 to 12/15/2040		450		486
5.000%, 07/20/2035 to 01/20/2045		78		83
4.500%, 08/15/2033 to 08/20/2049		2,238		2,341
4.000%, 06/15/2040 to 03/20/2048		1,318		1,354
4.000%, 01/15/2041(C)		322		334
3.875%, 05/15/2042 to 08/15/2042		857		880
3.500%, 03/20/2041 to 12/20/2050		8,816		8,741
3.000%, 10/15/2042 to 01/20/2052		10,910		10,462
2.500%, 07/20/2045 to 12/20/2051		11,559		10,753
2.000%, 11/20/2045 to 04/20/2052		7,869		7,168
GNMA TBA
5.000% - 5.500%, 01/15/2033
- 5/15/2045		732		811
4.000%, 03/20/2040 - 05/15/2051		539		620
2.000% - 3.500%, 05/15/2046
- 06/15/2051		2,553		2,329
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		302		65
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		329		64
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		301		303
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		215		205
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		260		42
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		399		367
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		201		11
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		65		2
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		302		293



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

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-149, Cl LZ
2.500%, 10/20/2043	$	48	$	44
GNMA, Ser 2013-169, Cl ZK
2.500%, 11/20/2043		54		50
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		381		361
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		267		35
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		263		45
GNMA, Ser 2013-79, Cl BZ
3.000%, 05/20/2043		359		345
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		70		67
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		342		337
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		339		23
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		242
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		107		7
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		335		14
GNMA, Ser 2014-72, Cl ML
3.500%, 03/20/2044		383		372
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		453		60
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		372		68
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		365		54
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		271		19
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		280		8
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		159		24
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		347		65
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		180		29
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		57		55
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		255		41
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		263		15
GNMA, Ser 2016-136, Cl PJ
3.500%, 01/20/2046		364		352
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		557		522



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

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046	$	148	$	25
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		298		52
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		272		254
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		647		42
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		286		41
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		232		208
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		660		33
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		415		61
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		185		30
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		115		23
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		71
GNMA, Ser 2017-163, Cl YA
2.500%, 11/20/2047		225		203
GNMA, Ser 2017-163, Cl BC
2.500%, 11/20/2047		231		206
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		142		122
GNMA, Ser 2017-19, Cl AY
3.000%, 02/20/2047		436		415
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		221		46
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		337		57
GNMA, Ser 2018-1, Cl HB
2.500%, 01/20/2048		228		209
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		258		45
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		240
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		156		23
GNMA, Ser 2020-115, Cl YA
1.000%, 08/20/2050		64		54
GNMA, Ser 2020-138, Cl LE
1.500%, 09/20/2050		190		164
GNMA, Ser 2020-146, Cl YK
1.000%, 10/20/2050		243		197
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		198		39



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

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035	$	689	$	43

				59,220

Non-Agency Mortgage-Backed Obligations — 0.8%
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		294		293
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		214		210

				503

Total Mortgage-Backed Securities (Cost $63,364) ($ Thousands)				59,723

REPURCHASE AGREEMENT — 0.2%
BNP Paribas
0.280%, dated 04/29/2022 to be repurchased on 05/02/2022, repurchase price $100,002 (collateralized by U.S. Government obligations, ranging in par value $1,000 – 120,771, 2.000% – 3.000%, 03/01/2037 – 11/01/2051; with total market value $102,000) (D)		100		100

Total Repurchase Agreement (Cost $100) ($ Thousands)				100

Total Investments in Securities — 100.2% (Cost $63,464) ($ Thousands)			$	59,823

A list of the open futures contracts held by the Fund at April 30, 2022, is as follows:

Percentages are based on Net Assets of $59,704 ($ Thousands).

(A)

(B)	Zero coupon security.

(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 — Principal Only

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

The following is a summary of the level of inputs used as of April 30, 2022, 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

–

59,723

–

59,723

Repurchase Agreement

–

100

–

100

Total Investments in Securities

–

59,823

–

59,823

Other Financial Instruments

Level 1
($)

Level 2

($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(96)

–

(96)

Total Other Financial Instruments

(96)

–

(96)

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

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		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 2-Year Treasury Note		24		Jun-2022	$	5,154		$	5,059		$	(95	)


Short Contracts
U.S. 5-Year Treasury Note		(6)		Jun-2022	$	(706	)	$	(676	)	$	30
U.S. 10-Year Treasury Note		(15)		Jun-2022		(1,893	)		(1,787	)		106
U.S. Long Treasury Bond		(1)		Jun-2022		(154	)		(141	)		14

						(2,753	)		(2,604	)		150

					$	2,401		$	2,455		$	55



Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 2-Year Treasury Note		1,125		Jun-2022	$	241,625		$	237,164		$	(4,461	)


Short Contracts
U.S. 5-Year Treasury Note		(183)		Jun-2022	$	(20,772	)	$	(20,619	)	$	153
U.S. 10-Year Treasury Note		(172)		Jun-2022		(20,747	)		(20,495	)		252
U.S. Long Treasury Bond		(40)		Jun-2022		(5,969	)		(5,627	)		342
Ultra 10-Year U.S. Treasury Note		(88)		Jun-2022		(11,881	)		(11,352	)		529

						(59,369	)		(58,093	)		1,276

					$	182,256		$	179,071		$	(3,185	)