| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 100.2% | |||||
| Asset-Backed Securities 5.6% | |||||
| Collateralized Loan Obligations | |||||
| AGL Core CLO Ltd. (Cayman Islands), Series 2019-02A, Class A1, 144A, 3 Month LIBOR + 1.390% (Cap N/A, Floor 1.390%) | 1.522 %(c) | 04/20/32 | 2,000 | $2,003,260 | |
| Balboa Bay Loan Funding Ltd. (Cayman Islands), Series 2021-01A, Class A, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 1.334(c) | 07/20/34 | 1,000 | 1,000,500 | |
| Battalion CLO Ltd., | |||||
| Series 2018-12A, Class A2R, 144A, 3 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 1.608(c) | 05/17/31 | 4,500 | 4,500,389 | |
| Series 2020-15A, Class A1, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 1.472(c) | 01/17/33 | 2,250 | 2,250,606 | |
| Generate CLO Ltd. (Cayman Islands), Series 08A, Class A1, 144A, 3 Month LIBOR + 1.500% (Cap N/A, Floor 1.500%) | 1.632(c) | 04/20/32 | 1,500 | 1,501,670 | |
| Octagon Investment Partners 45 Ltd. (Cayman Islands), Series 2019-01A, Class A, 144A, 3 Month LIBOR + 1.330% (Cap N/A, Floor 1.330%) | 1.454(c) | 10/15/32 | 6,000 | 6,001,870 | |
| Trimaran Cavu Ltd. (Cayman Islands), Series 2019-01A, Class A1, 144A, 3 Month LIBOR + 1.460% (Cap N/A, Floor 1.460%) | 1.592(c) | 07/20/32 | 4,000 | 4,007,063 | |
| Trinitas CLO Ltd. (Cayman Islands), Series 2016-05A, Class ARR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 1.030%) | 1.154(c) | 10/25/28 | 1,531 | 1,530,831 | |
| Venture CLO Ltd. (Cayman Islands), Series 2021-43A, Class A1, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 1.240%) | 1.364(c) | 04/15/34 | 5,500 | 5,502,307 | |
| Total Asset-Backed Securities (cost $27,489,014) | 28,298,496 | ||||
| Commercial Mortgage-Backed Securities 6.5% | |||||
| Barclays Commercial Mortgage Trust, Series 2019-C04, Class A4 | 2.661 | 08/15/52 | 6,000 | 6,166,729 | |
| Fannie Mae-Aces, | |||||
| Series 2012-M02, Class A2 | 2.717 | 02/25/22 | 11 | 10,676 | |
| Series 2018-M14, Class A1 | 3.700(cc) | 08/25/28 | 32 | 32,356 | |
| FHLMC Multifamily Structured Pass-Through Certificates, | |||||
| Series K0019, Class X1, IO | 1.723(cc) | 03/25/22 | 19,019 | 825 | |
| Series K0020, Class X1, IO | 1.473(cc) | 05/25/22 | 12,063 | 39,319 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Commercial Mortgage-Backed Securities (Continued) | |||||
| FHLMC Multifamily Structured Pass-Through Certificates, (cont’d.) | |||||
| Series K0021, Class X1, IO | 1.508 %(cc) | 06/25/22 | 13,573 | $24,725 | |
| Series K0025, Class X1, IO | 0.903(cc) | 10/25/22 | 35,387 | 195,889 | |
| Series K0079, Class AM | 3.930 | 06/25/28 | 1,225 | 1,395,395 | |
| Series K0085, Class AM | 4.060(cc) | 10/25/28 | 640 | 736,480 | |
| Series K0088, Class AM | 3.761(cc) | 01/25/29 | 880 | 998,069 | |
| Series K0091, Class AM | 3.566 | 03/25/29 | 1,650 | 1,858,227 | |
| Series K0151, Class A3 | 3.511 | 04/25/30 | 900 | 1,007,064 | |
| Series K0152, Class A2 | 3.080 | 01/25/31 | 375 | 412,117 | |
| Series K0157, Class A2 | 3.990(cc) | 05/25/33 | 2,900 | 3,396,218 | |
| Series K1513, Class A3 | 2.797 | 08/25/34 | 6,500 | 6,988,160 | |
| Series K1514, Class A2 | 2.859 | 10/25/34 | 5,217 | 5,650,979 | |
| Series KC03, Class A2 | 3.499 | 01/25/26 | 1,100 | 1,151,762 | |
| Series W5FX, Class AFX | 3.336(cc) | 04/25/28 | 1,040 | 1,136,415 | |
| JPMBB Commercial Mortgage Securities Trust, Series 2016-C01, Class A3 | 3.515 | 03/15/49 | 1,610 | 1,609,822 | |
| Total Commercial Mortgage-Backed Securities (cost $31,602,841) | 32,811,227 | ||||
| Corporate Bonds 0.9% | |||||
| Diversified Financial Services | |||||
| Private Export Funding Corp., | |||||
| U.S. Gov’t. Gtd. Notes, Series BB | 4.300 | 12/15/21 | 1,210 | 1,211,821 | |
| U.S. Gov’t. Gtd. Notes, Series KK | 3.550 | 01/15/24 | 2,085 | 2,201,787 | |
| U.S. Gov’t. Gtd. Notes, Series PP | 1.400 | 07/15/28 | 1,005 | 988,467 | |
| Total Corporate Bonds (cost $4,341,640) | 4,402,075 | ||||
| Residential Mortgage-Backed Securities 0.0% | |||||
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 1 Month LIBOR + 0.620% (Cap 11.750%, Floor 0.620%) | 0.712(c) | 10/25/28 | 26 | 25,671 | |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-01, Class 4A3 | 2.438(cc) | 02/25/34 | 101 | 101,355 | |
| Total Residential Mortgage-Backed Securities (cost $126,838) | 127,026 | ||||
| U.S. Government Agency Obligations 41.6% | |||||
| Federal Home Loan Bank | 3.250 | 11/16/28 | 1,800 | 2,013,224 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal Home Loan Mortgage Corp. | 1.500 % | 11/01/50 | 937 | $906,415 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 01/01/32 | 248 | 255,041 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 05/01/28 | 693 | 721,716 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 05/01/28 | 851 | 886,684 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 03/01/30 | 560 | 584,435 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 09/01/31 | 342 | 356,395 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/32 | 418 | 436,490 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 11/01/46 | 1,203 | 1,239,640 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 04/01/51 | 6,014 | 6,171,831 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 10/01/28 | 94 | 98,952 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 06/01/29 | 306 | 322,646 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/30 | 370 | 389,724 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/37 | 595 | 627,336 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 04/01/43 | 883 | 932,222 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 07/01/43 | 959 | 1,016,761 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 10/01/46 | 387 | 407,337 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 11/01/46 | 346 | 362,961 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/46 | 324 | 341,047 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/47 | 1,121 | 1,185,027 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 03/01/47 | 253 | 265,887 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 06/01/50 | 836 | 871,566 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 11/01/37 | 262 | 278,621 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/42 | 652 | 703,531 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/43 | 463 | 496,806 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 07/01/43 | 1,375 | 1,484,963 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 07/01/47 | 1,711 | 1,815,109 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 08/01/47 | 1,296 | 1,370,756 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 10/01/47 | 115 | 122,013 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 06/01/26 | 39 | 41,361 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 09/01/26 | 119 | 126,524 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/39 | 545 | 600,135 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 09/01/40 | 301 | 330,302 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/40 | 190 | 209,320 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/40 | 257 | 282,908 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/42 | 453 | 496,427 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/42 | 587 | 646,060 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 05/01/46 | 646 | 699,198 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/46 | 171 | 185,796 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/46 | 156 | 168,988 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 07/01/47 | 351 | 377,164 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/47 | 131 | 140,215 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/47 | 371 | 396,371 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal Home Loan Mortgage Corp. | 4.000 % | 06/01/48 | 85 | $90,998 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/48 | 167 | 177,575 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 09/01/39 | 744 | 825,197 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 128 | 138,450 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 136 | 147,637 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 08/01/47 | 447 | 484,933 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 06/01/33 | 435 | 492,218 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 03/01/34 | 30 | 33,605 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 05/01/34 | 41 | 47,025 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 05/01/34 | 299 | 334,380 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 02/01/48 | 182 | 201,733 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 05/01/37 | 60 | 69,316 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 01/01/38 | 51 | 59,011 | |
| Federal Home Loan Mortgage Corp. | 6.000 | 12/01/33 | 30 | 34,665 | |
| Federal Home Loan Mortgage Corp. | 6.000 | 09/01/34 | 88 | 97,850 | |
| Federal Home Loan Mortgage Corp. | 6.250 | 07/15/32 | 40 | 58,031 | |
| Federal Home Loan Mortgage Corp. | 6.500 | 09/01/32 | 30 | 33,609 | |
| Federal Home Loan Mortgage Corp. | 6.500 | 09/01/32 | 59 | 66,107 | |
| Federal Home Loan Mortgage Corp. | 7.000 | 09/01/32 | 26 | 27,251 | |
| Federal Home Loan Mortgage Corp. | 8.000 | 08/01/22 | —(r) | 475 | |
| Federal Home Loan Mortgage Corp., MTN | 1.899(s) | 11/15/38 | 2,500 | 1,743,214 | |
| Federal National Mortgage Assoc. | 0.875 | 08/05/30 | 970 | 915,810 | |
| Federal National Mortgage Assoc. | 1.500 | 10/01/50 | 435 | 420,520 | |
| Federal National Mortgage Assoc. | 1.500 | 11/01/50 | 3,189 | 3,085,715 | |
| Federal National Mortgage Assoc. | 1.500 | 12/01/50 | 2,359 | 2,282,627 | |
| Federal National Mortgage Assoc. | 2.000 | TBA | 2,500 | 2,501,953 | |
| Federal National Mortgage Assoc. | 2.000 | 08/01/31 | 313 | 321,858 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/36 | 2,766 | 2,837,986 | |
| Federal National Mortgage Assoc. | 2.000 | 06/01/40 | 763 | 777,576 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/41 | 6,300 | 6,426,518 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/41 | 3,447 | 3,515,982 | |
| Federal National Mortgage Assoc. | 2.000 | 09/01/50 | 5,303 | 5,311,143 | |
| Federal National Mortgage Assoc. | 2.000 | 10/01/50 | 6,557 | 6,566,196 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/51 | 1,382 | 1,383,634 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/51 | 1,970 | 1,973,032 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/51 | 490 | 490,412 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/51 | 2,046 | 2,049,436 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/28 | 352 | 365,818 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/28 | 336 | 349,585 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/29 | 66 | 69,135 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/31 | 229 | 238,742 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/41 | 951 | 986,893 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 2.500 % | 06/01/41 | 2,980 | $3,091,196 | |
| Federal National Mortgage Assoc. | 2.500 | 02/01/43 | 170 | 175,946 | |
| Federal National Mortgage Assoc. | 2.500 | 12/01/46 | 757 | 781,134 | |
| Federal National Mortgage Assoc. | 2.500 | 01/01/50 | 1,800 | 1,846,997 | |
| Federal National Mortgage Assoc. | 2.500 | 03/01/50 | 241 | 247,167 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/50 | 1,271 | 1,304,140 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/50 | 659 | 676,269 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/50 | 5,389 | 5,529,933 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/50 | 5,631 | 5,779,988 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/50 | 4,868 | 4,995,593 | |
| Federal National Mortgage Assoc. | 2.500 | 04/01/51 | 6,066 | 6,225,124 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/27 | 264 | 277,437 | |
| Federal National Mortgage Assoc. | 3.000 | 08/01/28 | 549 | 576,744 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/31 | 480 | 503,390 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/36 | 224 | 235,103 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/42 | 922 | 977,119 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/43 | 451 | 477,745 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/43 | 327 | 347,647 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/43 | 418 | 443,002 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/43 | 189 | 200,081 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/43 | 366 | 387,184 | |
| Federal National Mortgage Assoc. | 3.000 | 07/01/43 | 1,257 | 1,330,972 | |
| Federal National Mortgage Assoc. | 3.000 | 09/01/46 | 1,060 | 1,111,497 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 1,214 | 1,277,295 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 1,304 | 1,371,514 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/47 | 156 | 163,826 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/47 | 2,655 | 2,784,334 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/49 | 396 | 413,355 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/49 | 836 | 868,616 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/50 | 51 | 52,573 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/50 | 350 | 363,629 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/50 | 931 | 971,699 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/30 | 48 | 50,928 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/32 | 1,489 | 1,580,897 | |
| Federal National Mortgage Assoc. | 3.500 | 02/01/33 | 82 | 87,292 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/33 | 139 | 148,006 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/41 | 991 | 1,069,977 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/41 | 285 | 307,544 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/42 | 322 | 347,574 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/42 | 1,261 | 1,353,282 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/42 | 446 | 481,091 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/42 | 913 | 984,801 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 3.500 % | 03/01/43 | 296 | $315,843 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/45 | 2,064 | 2,209,094 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/46 | 551 | 584,464 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/46 | 988 | 1,048,293 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/48 | 2,060 | 2,177,054 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/48 | 1,698 | 1,792,487 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/48 | 1,139 | 1,202,066 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/40 | 548 | 602,528 | |
| Federal National Mortgage Assoc. | 4.000 | 01/01/41 | 682 | 750,011 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/44 | 417 | 454,943 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/47 | 1,634 | 1,756,775 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/47 | 1,746 | 1,872,876 | |
| Federal National Mortgage Assoc. | 4.000 | 08/01/47 | 374 | 401,651 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/47 | 2,108 | 2,265,455 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/47 | 113 | 121,519 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/47 | 1,097 | 1,176,351 | |
| Federal National Mortgage Assoc. | 4.000 | 11/01/47 | 1,266 | 1,358,431 | |
| Federal National Mortgage Assoc. | 4.000 | 12/01/47 | 265 | 284,371 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/48 | 123 | 131,028 | |
| Federal National Mortgage Assoc. | 4.500 | 04/01/41 | 532 | 588,426 | |
| Federal National Mortgage Assoc. | 4.500 | 05/01/41 | 413 | 458,565 | |
| Federal National Mortgage Assoc. | 4.500 | 01/01/45 | 149 | 165,176 | |
| Federal National Mortgage Assoc. | 4.500 | 12/01/47 | 1,113 | 1,198,402 | |
| Federal National Mortgage Assoc. | 4.500 | 06/01/48 | 255 | 274,328 | |
| Federal National Mortgage Assoc. | 4.500 | 10/01/48 | 1,052 | 1,132,224 | |
| Federal National Mortgage Assoc. | 5.000 | 12/01/31 | 57 | 62,592 | |
| Federal National Mortgage Assoc. | 5.000 | 03/01/34 | 214 | 242,695 | |
| Federal National Mortgage Assoc. | 5.000 | 07/01/35 | 79 | 89,300 | |
| Federal National Mortgage Assoc. | 5.000 | 09/01/35 | 52 | 59,351 | |
| Federal National Mortgage Assoc. | 5.000 | 11/01/35 | 59 | 66,822 | |
| Federal National Mortgage Assoc. | 5.000 | 05/01/36 | 31 | 35,721 | |
| Federal National Mortgage Assoc. | 5.500 | 02/01/34 | 196 | 224,424 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/34 | 412 | 474,122 | |
| Federal National Mortgage Assoc. | 5.500 | 02/01/35 | 300 | 339,596 | |
| Federal National Mortgage Assoc. | 5.500 | 06/01/35 | 54 | 59,853 | |
| Federal National Mortgage Assoc. | 5.500 | 06/01/35 | 116 | 128,447 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/35 | 89 | 98,528 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/35 | 225 | 253,469 | |
| Federal National Mortgage Assoc. | 5.500 | 10/01/35 | 219 | 250,290 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/35 | 111 | 122,868 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/35 | 285 | 319,103 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/36 | 5 | 6,104 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 6.000 % | 07/01/22 | —(r) | $52 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/33 | —(r) | 532 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/33 | —(r) | 436 | |
| Federal National Mortgage Assoc. | 6.000 | 02/01/34 | —(r) | 266 | |
| Federal National Mortgage Assoc. | 6.000 | 06/01/34 | —(r) | 129 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | —(r) | 208 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | 14 | 16,439 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | 17 | 18,580 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/34 | 4 | 4,043 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/34 | 26 | 29,374 | |
| Federal National Mortgage Assoc. | 6.000 | 02/01/35 | —(r) | 149 | |
| Federal National Mortgage Assoc. | 6.000 | 03/01/35 | 9 | 10,457 | |
| Federal National Mortgage Assoc. | 6.000 | 04/01/35 | —(r) | 526 | |
| Federal National Mortgage Assoc. | 6.000 | 12/01/35 | 58 | 65,006 | |
| Federal National Mortgage Assoc. | 6.000 | 01/01/36 | 154 | 172,359 | |
| Federal National Mortgage Assoc. | 6.000 | 05/01/36 | 42 | 46,735 | |
| Federal National Mortgage Assoc. | 6.000 | 05/01/36 | 365 | 426,414 | |
| Federal National Mortgage Assoc. | 6.250 | 05/15/29 | 100 | 133,513 | |
| Federal National Mortgage Assoc. | 6.500 | 07/01/32 | 370 | 423,512 | |
| Federal National Mortgage Assoc. | 6.500 | 08/01/32 | 159 | 178,289 | |
| Federal National Mortgage Assoc. | 6.500 | 09/01/32 | 62 | 68,612 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/32 | 59 | 66,268 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/32 | 383 | 442,414 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/37 | 249 | 290,234 | |
| Federal National Mortgage Assoc. | 6.625 | 11/15/30 | 580 | 822,777 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 5 | 4,677 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 7 | 6,618 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 9 | 8,622 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 25 | 26,692 | |
| Federal National Mortgage Assoc. | 7.000 | 12/01/31 | 144 | 158,451 | |
| Federal National Mortgage Assoc. | 7.000 | 09/01/33 | 59 | 61,013 | |
| Federal National Mortgage Assoc. | 7.000 | 11/01/33 | 62 | 63,538 | |
| Federal National Mortgage Assoc. | 9.000 | 04/01/25 | 1 | 1,413 | |
| Federal National Mortgage Assoc. | 9.500 | 01/01/25 | —(r) | 444 | |
| Federal National Mortgage Assoc. | 9.500 | 01/01/25 | 1 | 980 | |
| Federal National Mortgage Assoc. | 9.500 | 01/01/25 | 4 | 4,227 | |
| Federal National Mortgage Assoc. | 9.500 | 02/01/25 | 1 | 726 | |
| Government National Mortgage Assoc. | 2.500 | TBA | 5,000 | 5,137,109 | |
| Government National Mortgage Assoc. | 2.500 | 12/20/46 | 232 | 239,947 | |
| Government National Mortgage Assoc. | 3.000 | 03/15/45 | 856 | 895,936 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/45 | 1,740 | 1,820,282 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/46 | 868 | 907,777 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 3.000 % | 08/20/46 | 1,610 | $1,684,578 | |
| Government National Mortgage Assoc. | 3.000 | 10/20/46 | 131 | 136,661 | |
| Government National Mortgage Assoc. | 3.000 | 02/20/47 | 2,383 | 2,493,141 | |
| Government National Mortgage Assoc. | 3.000 | 05/20/47 | 447 | 466,304 | |
| Government National Mortgage Assoc. | 3.000 | 12/20/47 | 164 | 171,208 | |
| Government National Mortgage Assoc. | 3.000 | 04/20/49 | 683 | 710,453 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/42 | 173 | 185,802 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/43 | 1,074 | 1,154,233 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/43 | 476 | 511,587 | |
| Government National Mortgage Assoc. | 3.500 | 03/20/45 | 672 | 712,286 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/45 | 362 | 384,255 | |
| Government National Mortgage Assoc. | 3.500 | 07/20/46 | 1,346 | 1,422,602 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/47 | 291 | 306,763 | |
| Government National Mortgage Assoc. | 3.500 | 03/20/47 | 128 | 134,763 | |
| Government National Mortgage Assoc. | 3.500 | 07/20/47 | 784 | 825,002 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/48 | 1,738 | 1,826,344 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/48 | 451 | 473,399 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/49 | 407 | 428,766 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/49 | 2,421 | 2,548,223 | |
| Government National Mortgage Assoc. | 3.500 | 05/20/49 | 669 | 699,784 | |
| Government National Mortgage Assoc. | 3.500 | 06/20/49 | 1,554 | 1,625,413 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/41 | 233 | 254,381 | |
| Government National Mortgage Assoc. | 4.000 | 06/20/44 | 468 | 509,072 | |
| Government National Mortgage Assoc. | 4.000 | 08/20/44 | 144 | 156,955 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/45 | 283 | 307,652 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/46 | 270 | 287,864 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/47 | 242 | 255,914 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/47 | 265 | 283,033 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/47 | 187 | 200,238 | |
| Government National Mortgage Assoc. | 4.000 | 07/20/48 | 558 | 593,287 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/49 | 686 | 727,738 | |
| Government National Mortgage Assoc. | 4.000 | 03/20/49 | 1,097 | 1,163,750 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/40 | 141 | 155,801 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/41 | 87 | 96,630 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/41 | 408 | 454,769 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/41 | 208 | 230,137 | |
| Government National Mortgage Assoc. | 4.500 | 06/20/44 | 308 | 342,675 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/46 | 28 | 30,585 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/46 | 140 | 153,737 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/47 | 704 | 759,372 | |
| Government National Mortgage Assoc. | 4.500 | 08/20/47 | 122 | 132,100 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/48 | 102 | 110,079 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 4.500 % | 02/20/48 | 627 | $671,810 | |
| Government National Mortgage Assoc. | 5.000 | 07/15/33 | 280 | 324,636 | |
| Government National Mortgage Assoc. | 5.000 | 09/15/33 | 453 | 524,937 | |
| Government National Mortgage Assoc. | 5.000 | 04/15/34 | 15 | 16,707 | |
| Government National Mortgage Assoc. | 5.500 | 02/15/34 | 182 | 202,083 | |
| Government National Mortgage Assoc. | 5.500 | 02/15/36 | 90 | 103,802 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/22 | —(r) | 71 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/22 | —(r) | 72 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/23 | —(r) | 97 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/23 | —(r) | 107 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/23 | —(r) | 301 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/23 | —(r) | 462 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/23 | —(r) | 399 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/23 | —(r) | 173 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/23 | 1 | 898 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 36 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 62 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 125 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 146 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 221 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 238 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 350 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | 3 | 2,761 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 41 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 143 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 386 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | 1 | 519 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | 1 | 554 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | 1 | 1,269 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 47 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 57 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 93 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 151 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 229 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 288 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 319 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 346 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | 1 | 1,158 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | 6 | 5,897 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 81 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 102 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 115 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 08/15/23 | —(r) | $214 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 331 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 407 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 531 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 603 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 686 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 759 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 798 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 1,107 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 2 | 1,764 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 2 | 2,036 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 239 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 262 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 348 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 381 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | 2 | 2,104 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | 4 | 4,207 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 38 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 43 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 56 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 97 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 152 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 209 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 238 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 265 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 325 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 521 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 546 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 562 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 601 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 602 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 602 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 689 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 853 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 1 | 1,242 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 2 | 1,844 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 4 | 3,633 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 5 | 4,748 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 8 | 7,884 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 11 | 11,686 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 152 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 208 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 11/15/23 | —(r) | $224 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 329 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 352 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 379 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 601 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 682 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 744 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 900 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 1,231 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 1,454 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 2 | 1,629 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 2 | 2,154 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 2 | 2,383 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 4 | 3,790 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 36 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 99 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 116 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 122 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 207 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 347 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 431 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 445 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 448 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 466 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 621 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 635 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 689 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 852 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 1,115 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 1,377 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,586 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,589 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,808 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,991 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 3 | 2,794 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 3 | 3,452 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 3 | 3,496 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 5 | 5,464 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 127 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 145 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 243 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 284 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 01/15/24 | —(r) | $387 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 501 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | 1 | 634 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | 1 | 1,220 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | 2 | 1,853 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 60 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 192 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 328 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | 1 | 593 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | 1 | 798 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | 3 | 3,088 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | —(r) | 55 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | —(r) | 426 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | 1 | 889 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 32 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 360 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 391 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 431 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 1 | 801 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 1 | 858 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 3 | 2,640 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 3 | 3,379 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 66 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 193 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 367 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 599 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 673 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 1,072 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 1,127 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 1,405 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 2 | 1,943 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 4 | 4,556 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 77 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 81 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 127 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 323 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 1 | 848 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 1 | 1,342 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 2 | 1,631 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 2 | 2,053 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 4 | 3,569 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/24 | —(r) | 278 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 07/15/24 | 1 | $1,191 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/29 | 5 | 5,385 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/23 | —(r) | 13 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/23 | —(r) | 13 | |
| Government National Mortgage Assoc. | 7.500 | 03/15/23 | —(r) | 75 | |
| Government National Mortgage Assoc. | 7.500 | 05/15/23 | 2 | 1,677 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/23 | —(r) | 70 | |
| Government National Mortgage Assoc. | 7.500 | 07/15/23 | —(r) | 53 | |
| Government National Mortgage Assoc. | 7.500 | 09/15/23 | 1 | 921 | |
| Government National Mortgage Assoc. | 7.500 | 10/15/23 | 2 | 1,654 | |
| Government National Mortgage Assoc. | 7.500 | 10/15/23 | 4 | 3,684 | |
| Government National Mortgage Assoc. | 7.500 | 11/15/23 | 4 | 3,793 | |
| Government National Mortgage Assoc. | 7.500 | 12/15/23 | —(r) | 311 | |
| Government National Mortgage Assoc. | 7.500 | 12/15/23 | 1 | 764 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | —(r) | 231 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | —(r) | 428 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | 1 | 847 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | 4 | 4,516 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | 5 | 4,798 | |
| Government National Mortgage Assoc. | 7.500 | 02/15/24 | —(r) | 377 | |
| Government National Mortgage Assoc. | 7.500 | 02/15/24 | 2 | 2,502 | |
| Government National Mortgage Assoc. | 7.500 | 03/15/24 | 2 | 1,557 | |
| Government National Mortgage Assoc. | 7.500 | 04/15/24 | 1 | 1,133 | |
| Government National Mortgage Assoc. | 7.500 | 04/15/24 | 1 | 1,328 | |
| Government National Mortgage Assoc. | 7.500 | 05/15/24 | —(r) | 114 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | 1 | 674 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | 1 | 1,394 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | 3 | 2,830 | |
| Government National Mortgage Assoc. | 7.500 | 07/15/24 | 2 | 2,175 | |
| Government National Mortgage Assoc. | 7.500 | 07/15/24 | 4 | 4,432 | |
| Government National Mortgage Assoc. | 8.500 | 04/15/25 | 41 | 43,542 | |
| Israel Government, AID Bond, U.S. Gov’t. Gtd. Notes | 5.500 | 09/18/33 | 500 | 698,631 | |
| Resolution Funding Corp. Interest Strips, Bonds | 2.046(s) | 01/15/30 | 280 | 241,142 | |
| Resolution Funding Corp. Interest Strips, Bonds | 3.624(s) | 04/15/30 | 1,000 | 854,943 | |
| Resolution Funding Corp. Principal Strips, Bonds | 2.737(s) | 01/15/30 | 1,540 | 1,354,422 | |
| Resolution Funding Corp. Principal Strips, Bonds | 3.114(s) | 04/15/30 | 2,280 | 1,990,238 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 0.750 | 05/15/25 | 1,485 | 1,472,224 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 1.500 | 09/15/31 | 285 | 281,791 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 2.875 | 02/01/27 | 335 | 361,926 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 5.880 | 04/01/36 | 170 | 251,660 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 6.750 | 11/01/25 | 1,300 | 1,576,058 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 7.125 % | 05/01/30 | 1,170 | $1,684,555 | |
| Total U.S. Government Agency Obligations (cost $206,553,682) | 210,285,172 | ||||
| U.S. Treasury Obligations 45.6% | |||||
| U.S. Treasury Bonds | 2.000 | 08/15/51 | 480 | 502,725 | |
| U.S. Treasury Bonds | 2.250 | 05/15/41 | 47,895 | 50,993,208 | |
| U.S. Treasury Bonds | 2.500 | 02/15/46 | 4,340 | 4,892,672 | |
| U.S. Treasury Bonds | 2.500 | 05/15/46 | 2,080 | 2,347,150 | |
| U.S. Treasury Bonds | 3.000 | 11/15/44(k) | 4,790 | 5,808,623 | |
| U.S. Treasury Bonds | 3.125 | 08/15/44 | 595 | 733,988 | |
| U.S. Treasury Bonds | 3.375 | 11/15/48 | 7,900 | 10,590,937 | |
| U.S. Treasury Bonds | 3.625 | 02/15/44 | 3,880 | 5,123,419 | |
| U.S. Treasury Notes | 0.125 | 06/30/23 | 11,060 | 11,009,020 | |
| U.S. Treasury Notes | 0.750 | 04/30/26 | 2,105 | 2,071,945 | |
| U.S. Treasury Notes | 1.250 | 04/30/28 | 16,320 | 16,252,425 | |
| U.S. Treasury Notes | 1.250 | 09/30/28 | 7,290 | 7,236,464 | |
| U.S. Treasury Notes | 1.500 | 11/30/28 | 2,420 | 2,441,175 | |
| U.S. Treasury Notes | 2.875 | 05/15/28 | 22,350 | 24,504,680 | |
| U.S. Treasury Notes | 3.125 | 11/15/28 | 16,145 | 18,047,083 | |
| U.S. Treasury Strips Coupon | 0.768(s) | 05/15/30 | 1,145 | 1,007,197 | |
| U.S. Treasury Strips Coupon | 0.919(s) | 02/15/29 | 8,675 | 7,808,178 | |
| U.S. Treasury Strips Coupon | 1.052(s) | 05/15/29 | 10,710 | 9,601,766 | |
| U.S. Treasury Strips Coupon | 1.225(s) | 02/15/41 | 150 | 103,307 | |
| U.S. Treasury Strips Coupon | 1.389(s) | 05/15/43 | 4,550 | 2,961,588 | |
| U.S. Treasury Strips Coupon | 1.450(s) | 08/15/42 | 180 | 118,336 | |
| U.S. Treasury Strips Coupon | 1.463(s) | 11/15/42 | 475 | 312,517 | |
| U.S. Treasury Strips Coupon | 1.503(s) | 02/15/39(k) | 8,755 | 6,365,843 | |
| U.S. Treasury Strips Coupon | 1.505(s) | 11/15/41 | 2,445 | 1,639,487 | |
| U.S. Treasury Strips Coupon | 1.677(s) | 02/15/43(k) | 19,800 | 12,945,797 | |
| U.S. Treasury Strips Coupon | 1.775(s) | 02/15/40 | 1,505 | 1,065,904 | |
| U.S. Treasury Strips Coupon | 1.872(s) | 05/15/31 | 1,100 | 949,180 | |
| U.S. Treasury Strips Coupon | 1.960(s) | 05/15/41 | 210 | 143,391 | |
| U.S. Treasury Strips Coupon | 1.970(s) | 08/15/43 | 800 | 517,875 | |
| U.S. Treasury Strips Coupon | 1.982(s) | 08/15/39 | 2,050 | 1,471,275 | |
| U.S. Treasury Strips Coupon | 2.010(s) | 08/15/30 | 1,585 | 1,388,608 | |
| U.S. Treasury Strips Coupon | 2.056(s) | 11/15/38 | 300 | 219,680 | |
| U.S. Treasury Strips Coupon | 2.071(s) | 08/15/41 | 60 | 40,507 | |
| U.S. Treasury Strips Coupon | 2.172(s) | 02/15/28 | 695 | 639,047 | |
| U.S. Treasury Strips Coupon | 2.188(s) | 05/15/39 | 1,505 | 1,087,245 | |
| U.S. Treasury Strips Coupon | 2.228(s) | 05/15/28 | 345 | 315,581 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Treasury Obligations(Continued) | |||||
| U.S. Treasury Strips Coupon | 2.251 %(s) | 08/15/40 | 2,200 | $1,531,922 | |
| U.S. Treasury Strips Coupon | 2.347(s) | 11/15/40 | 3,965 | 2,733,682 | |
| U.S. Treasury Strips Coupon | 2.353(s) | 02/15/44 | 620 | 396,073 | |
| U.S. Treasury Strips Coupon | 2.365(s) | 05/15/44 | 2,105 | 1,347,529 | |
| U.S. Treasury Strips Coupon | 2.365(s) | 11/15/44 | 2,240 | 1,424,237 | |
| U.S. Treasury Strips Coupon | 2.416(s) | 05/15/42 | 190 | 125,994 | |
| U.S. Treasury Strips Coupon | 2.434(s) | 11/15/45 | 590 | 370,064 | |
| U.S. Treasury Strips Coupon | 2.436(s) | 02/15/46 | 665 | 415,651 | |
| U.S. Treasury Strips Coupon | 2.443(s) | 08/15/44 | 480 | 305,156 | |
| U.S. Treasury Strips Coupon | 2.480(s) | 11/15/43 | 13,768 | 8,877,671 | |
| Total U.S. Treasury Obligations (cost $229,917,356) | 230,785,802 | ||||
| Total Long-Term Investments (cost $500,031,371) | 506,709,798 | ||||
| Shares | |||||
| Short-Term Investment 0.9% | |||||
| Affiliated Mutual Fund | |||||
| PGIM Core Ultra Short Bond Fund (cost $4,530,431)(wb) | 4,530,431 | 4,530,431 | |||
| TOTAL SHORT-TERM INVESTMENTS (cost $4,530,431) | 4,530,431 | ||||
| TOTAL INVESTMENTS 101.1% (cost $504,561,802) | 511,240,229 | ||||
| Liabilities in excess of other assets(z) (1.1)% | (5,667,124) | ||||
| Net Assets 100.0% | $505,573,105 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. | |
| Aces—Alternative Credit Enhancements Securities | |
| AID—Agency for International Development | |
| CLO—Collateralized Loan Obligation | |
| CPI—Consumer Price Index | |
| FHLMC—Federal Home Loan Mortgage Corporation | |
| IO—Interest Only (Principal amount represents notional) | |
| LIBOR—London Interbank Offered Rate |
| MTN—Medium Term Note | |
| NSA—Non-Seasonally Adjusted | |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities | |
| T—Swap payment upon termination | |
| TBA—To Be Announced |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at November 30, 2021. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of November 30, 2021. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wb) | PGIM Investments LLC, the manager of the Fund, also serves as manager of the PGIM Core Ultra Short Bond Fund. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
| Futures contracts outstanding at November 30, 2021: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 250 | 2 Year U.S. Treasury Notes | Mar. 2022 | $54,683,594 | $92,286 | ||||
| 731 | 5 Year U.S. Treasury Notes | Mar. 2022 | 88,742,260 | 502,929 | ||||
| 767 | 10 Year U.S. Treasury Notes | Mar. 2022 | 100,333,187 | 1,007,274 | ||||
| 22 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2022 | 4,412,375 | 151,724 | ||||
| 1,754,213 | ||||||||
| Short Positions: | ||||||||
| 497 | 10 Year U.S. Ultra Treasury Notes | Mar. 2022 | 73,004,643 | (1,472,540) | ||||
| 785 | 20 Year U.S. Treasury Bonds | Mar. 2022 | 127,268,125 | (2,241,584) | ||||
| (3,714,124) | ||||||||
| $(1,959,911) | ||||||||
| Inflation swap agreements outstanding at November 30, 2021: | ||||||||||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at November 30, 2021 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Inflation Swap Agreements: | ||||||||||||||
| 6,720 | 01/13/26 | 2.152%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | $— | $(506,718) | $(506,718) | ||||||||
| 20,945 | 02/02/26 | 2.295%(T) | U.S. CPI Urban Consumers NSA Index(2)(T) | (60,891) | (1,418,027) | (1,357,136) | ||||||||
| $(60,891) | $(1,924,745) | $(1,863,854) | ||||||||||||
| (1) | The Fund pays the fixed rate and receives the floating rate. |
| (2) | The Fund pays the floating rate and receives the fixed rate. |