| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 98.7% | |||||
| Asset-Backed Securities 6.1% | |||||
| 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%) | 5.633 %(c) | 04/20/32 | 2,000 | $1,962,183 | |
| Anchorage Capital CLO Ltd. (Cayman Islands), Series 2022-25A, Class A1, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | 5.353(c) | 04/20/35 | 2,250 | 2,185,355 | |
| Bain Capital Credit CLO Ltd. (Cayman Islands), Series 2022-01A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | 5.249(c) | 04/18/35 | 1,500 | 1,439,701 | |
| Balboa Bay Loan Funding Ltd. (Cayman Islands), Series 2021-01A, Class A, 144A, 3 Month LIBOR + 1.200% (Cap N/A, Floor 1.200%) | 5.443(c) | 07/20/34 | 1,000 | 966,303 | |
| Battalion CLO Ltd., | |||||
| Series 2018-12A, Class A2R, 144A, 3 Month LIBOR + 1.450% (Cap N/A, Floor 1.450%) | 6.100(c) | 05/17/31 | 4,500 | 4,385,368 | |
| Series 2020-15A, Class A1, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%) | 5.429(c) | 01/17/33 | 2,250 | 2,199,468 | |
| Elevation CLO Ltd. (Cayman Islands), Series 2018-03A, Class A1R, 144A, 3 Month LIBOR + 1.210% (Cap N/A, Floor 1.210%) | 5.568(c) | 01/25/35 | 1,000 | 970,413 | |
| ICG US CLO Ltd. (Cayman Islands), Series 2015-02RA, Class A1, 144A, 3 Month LIBOR + 1.370% (Cap N/A, Floor 1.370%) | 5.449(c) | 01/16/33 | 2,250 | 2,191,301 | |
| Madison Park Funding Ltd. (Cayman Islands), Series 2021-59A, Class A, 144A, 3 Month LIBOR + 1.140% (Cap N/A, Floor 1.140%) | 5.334(c) | 01/18/34 | 1,250 | 1,213,929 | |
| TCW CLO Ltd. (Cayman Islands), Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.280% (Cap N/A, Floor 1.280%) | 5.243(c) | 10/20/32 | 2,250 | 2,195,848 | |
| Trimaran Cavu Ltd., Series 2019-01A, Class A1, 144A, 3 Month LIBOR + 1.460% (Cap N/A, Floor 1.460%) | 5.703(c) | 07/20/32 | 4,000 | 3,906,437 | |
| Trinitas CLO Ltd. (Cayman Islands), Series 2016-05A, Class ARR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 1.030%) | 5.388(c) | 10/25/28 | 539 | 535,370 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Asset-Backed Securities (Continued) | |||||
| Collateralized Loan Obligations (cont’d.) | |||||
| Venture CLO Ltd. (Cayman Islands), Series 2021-43A, Class A1, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 1.240%) | 5.319 %(c) | 04/15/34 | 5,500 | $5,306,232 | |
| Total Asset-Backed Securities (cost $30,111,933) | 29,457,908 | ||||
| Commercial Mortgage-Backed Securities 6.1% | |||||
| Barclays Commercial Mortgage Trust, Series 2019-C04, Class A4 | 2.661 | 08/15/52 | 6,000 | 5,228,275 | |
| Fannie Mae-Aces, | |||||
| Series 2021-M1G, Class A2 | 1.516(cc) | 11/25/30 | 2,500 | 2,002,804 | |
| Series 2022-M03, Class A2 | 1.764(cc) | 11/25/31 | 8,500 | 6,823,777 | |
| Series 2022-M13, Class A2 | 2.680 | 06/25/32 | 5,000 | 4,292,204 | |
| FHLMC Multifamily Structured Pass-Through Certificates, | |||||
| Series K0151, Class A3 | 3.511 | 04/25/30 | 900 | 854,921 | |
| Series K0152, Class A2 | 3.080 | 01/25/31 | 375 | 337,532 | |
| Series K1513, Class A3 | 2.797 | 08/25/34 | 6,500 | 5,467,434 | |
| Series K1514, Class A2 | 2.859 | 10/25/34 | 5,217 | 4,451,094 | |
| JPMBB Commercial Mortgage Securities Trust, Series 2016-C01, Class A3 | 3.515 | 03/17/49 | 159 | 157,263 | |
| Total Commercial Mortgage-Backed Securities (cost $34,417,499) | 29,615,304 | ||||
| Corporate Bonds 0.6% | |||||
| Diversified Financial Services | |||||
| Private Export Funding Corp., | |||||
| U.S. Gov’t. Gtd. Notes, Series KK | 3.550 | 01/15/24 | 2,085 | 2,056,915 | |
| U.S. Gov’t. Gtd. Notes, Series PP | 1.400 | 07/15/28 | 1,005 | 863,169 | |
| Total Corporate Bonds (cost $3,110,933) | 2,920,084 | ||||
| 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%) | 4.664(c) | 10/25/28 | 18 | 16,909 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Residential Mortgage-Backed Securities (Continued) | |||||
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-01, Class 4A3 | 3.657 %(cc) | 02/25/34 | 87 | $81,420 | |
| Total Residential Mortgage-Backed Securities (cost $106,096) | 98,329 | ||||
| U.S. Government Agency Obligations 46.0% | |||||
| Federal Farm Credit Bank | 5.480 | 06/27/42 | 1,000 | 968,759 | |
| Federal Home Loan Bank(k) | 3.250 | 11/16/28 | 435 | 420,521 | |
| Federal Home Loan Bank | 4.250 | 09/10/32 | 370 | 365,355 | |
| Federal Home Loan Mortgage Corp. | 1.500 | 11/01/50 | 863 | 674,527 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 01/01/32 | 196 | 180,350 | |
| Federal Home Loan Mortgage Corp. | 2.000 | 05/01/51 | 949 | 784,379 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 05/01/28 | 498 | 474,745 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 05/01/28 | 612 | 583,741 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 03/01/30 | 410 | 388,834 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 09/01/31 | 256 | 242,004 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 10/01/32 | 332 | 313,487 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 11/01/46 | 1,031 | 899,289 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 04/01/51 | 5,469 | 4,700,691 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 08/01/51 | 4,564 | 3,919,431 | |
| Federal Home Loan Mortgage Corp. | 2.500 | 09/01/51 | 482 | 413,998 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 10/01/28 | 69 | 66,098 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 06/01/29 | 230 | 222,831 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/30 | 303 | 292,063 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/37 | 474 | 450,002 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 04/01/43 | 758 | 695,942 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 07/01/43 | 808 | 742,339 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 10/01/46 | 329 | 297,261 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 11/01/46 | 283 | 255,141 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 12/01/46 | 264 | 238,445 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 01/01/47 | 913 | 823,852 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 03/01/47 | 207 | 187,147 | |
| Federal Home Loan Mortgage Corp. | 3.000 | 06/01/50 | 739 | 659,066 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 11/01/37 | 208 | 200,652 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/42 | 533 | 503,696 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 06/01/43 | 369 | 347,863 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 07/01/43 | 1,136 | 1,070,263 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 07/01/47 | 1,289 | 1,210,660 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 08/01/47 | 970 | 906,130 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 10/01/47 | 89 | 83,305 | |
| Federal Home Loan Mortgage Corp. | 3.500 | 05/01/52 | 1,500 | 1,374,874 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal Home Loan Mortgage Corp. | 3.500 % | 08/01/52 | 500 | $458,163 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 06/01/26 | 24 | 24,043 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 09/01/26 | 75 | 75,220 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/37 | 3,339 | 3,264,447 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/39 | 447 | 436,000 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 09/01/40 | 247 | 241,158 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/40 | 157 | 152,712 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/40 | 204 | 199,134 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/42 | 343 | 334,973 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 04/01/42 | 498 | 487,097 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 05/01/46 | 479 | 466,988 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/46 | 133 | 129,522 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 12/01/46 | 121 | 117,733 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 07/01/47 | 253 | 244,723 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/47 | 87 | 83,719 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 08/01/47 | 267 | 257,879 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 06/01/48 | 61 | 58,318 | |
| Federal Home Loan Mortgage Corp. | 4.000 | 11/01/48 | 117 | 112,915 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 09/01/39 | 597 | 598,834 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 91 | 89,635 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 07/01/47 | 98 | 96,934 | |
| Federal Home Loan Mortgage Corp. | 4.500 | 08/01/47 | 303 | 301,061 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 06/01/33 | 354 | 365,738 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 03/01/34 | 21 | 21,203 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 05/01/34 | 35 | 36,547 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 05/01/34 | 255 | 261,609 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 02/01/48 | 127 | 129,037 | |
| Federal Home Loan Mortgage Corp. | 5.000 | 09/01/52 | 4,002 | 3,985,627 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 05/01/37 | 49 | 51,326 | |
| Federal Home Loan Mortgage Corp. | 5.500 | 01/01/38 | 40 | 42,103 | |
| Federal Home Loan Mortgage Corp. | 6.000 | 12/01/33 | 20 | 20,264 | |
| Federal Home Loan Mortgage Corp. | 6.000 | 09/01/34 | 82 | 83,750 | |
| Federal Home Loan Mortgage Corp. | 6.250 | 07/15/32 | 460 | 538,444 | |
| Federal Home Loan Mortgage Corp. | 6.500 | 09/01/32 | 28 | 28,395 | |
| Federal Home Loan Mortgage Corp. | 6.500 | 09/01/32 | 57 | 58,502 | |
| Federal Home Loan Mortgage Corp. | 6.750 | 03/15/31 | 370 | 439,018 | |
| Federal Home Loan Mortgage Corp. | 7.000 | 09/01/32 | 24 | 24,269 | |
| Federal Home Loan Mortgage Corp., MTN | 1.899(s) | 11/15/38 | 2,500 | 1,205,283 | |
| Federal National Mortgage Assoc. | 0.875 | 08/05/30 | 845 | 672,693 | |
| Federal National Mortgage Assoc. | 1.500 | 10/01/50 | 400 | 312,702 | |
| Federal National Mortgage Assoc. | 1.500 | 11/01/50 | 2,940 | 2,298,752 | |
| Federal National Mortgage Assoc. | 1.500 | 12/01/50 | 2,174 | 1,699,802 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 2.000 % | 08/01/31 | 246 | $226,688 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/36 | 2,392 | 2,158,636 | |
| Federal National Mortgage Assoc. | 2.000 | 06/01/40 | 661 | 568,559 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/41 | 5,585 | 4,813,492 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/41 | 2,139 | 1,843,946 | |
| Federal National Mortgage Assoc. | 2.000 | 09/01/50 | 4,720 | 3,910,656 | |
| Federal National Mortgage Assoc.(k) | 2.000 | 10/01/50 | 12,538 | 10,407,241 | |
| Federal National Mortgage Assoc. | 2.000 | 11/01/50 | 931 | 770,647 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/51 | 1,239 | 1,024,989 | |
| Federal National Mortgage Assoc. | 2.000 | 01/01/51 | 1,767 | 1,462,440 | |
| Federal National Mortgage Assoc. | 2.000 | 02/01/51 | 440 | 363,357 | |
| Federal National Mortgage Assoc. | 2.000 | 05/01/51 | 2,357 | 1,948,231 | |
| Federal National Mortgage Assoc. | 2.000 | 08/01/51 | 6,956 | 5,745,075 | |
| Federal National Mortgage Assoc. | 2.000 | 10/01/51 | 1,786 | 1,475,039 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/28 | 225 | 214,653 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/28 | 248 | 235,723 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/29 | 50 | 47,779 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/31 | 180 | 169,652 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/41 | 852 | 756,769 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/41 | 1,331 | 1,166,288 | |
| Federal National Mortgage Assoc. | 2.500 | 02/01/43 | 148 | 128,584 | |
| Federal National Mortgage Assoc. | 2.500 | 12/01/46 | 671 | 584,222 | |
| Federal National Mortgage Assoc. | 2.500 | 01/01/50 | 1,471 | 1,271,806 | |
| Federal National Mortgage Assoc. | 2.500 | 03/01/50 | 213 | 184,077 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/50 | 1,150 | 994,493 | |
| Federal National Mortgage Assoc. | 2.500 | 06/01/50 | 562 | 483,970 | |
| Federal National Mortgage Assoc. | 2.500 | 08/01/50 | 4,673 | 4,023,544 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/50 | 4,903 | 4,220,211 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/50 | 4,130 | 3,557,589 | |
| Federal National Mortgage Assoc. | 2.500 | 04/01/51 | 5,531 | 4,754,043 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/51 | 2,955 | 2,538,985 | |
| Federal National Mortgage Assoc. | 2.500 | 07/01/51 | 537 | 461,224 | |
| Federal National Mortgage Assoc. | 2.500 | 09/01/51 | 754 | 647,282 | |
| Federal National Mortgage Assoc. | 2.500 | 10/01/51 | 956 | 820,074 | |
| Federal National Mortgage Assoc. | 2.500 | 11/01/51 | 1,942 | 1,667,811 | |
| Federal National Mortgage Assoc. | 2.500 | 04/01/52 | 246 | 210,896 | |
| Federal National Mortgage Assoc. | 2.500 | 04/01/52 | 947 | 810,506 | |
| Federal National Mortgage Assoc. | 2.500 | 05/01/52 | 963 | 829,304 | |
| Federal National Mortgage Assoc. | 3.000 | TBA | 6,500 | 5,752,174 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/27 | 171 | 165,469 | |
| Federal National Mortgage Assoc. | 3.000 | 08/01/28 | 404 | 388,618 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/31 | 333 | 319,167 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 3.000 % | 11/01/36 | 175 | $165,360 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/42 | 820 | 752,755 | |
| Federal National Mortgage Assoc. | 3.000 | 02/01/43 | 384 | 352,619 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/43 | 307 | 281,417 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/43 | 358 | 328,163 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/43 | 155 | 142,383 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/43 | 307 | 282,020 | |
| Federal National Mortgage Assoc. | 3.000 | 07/01/43 | 1,058 | 970,895 | |
| Federal National Mortgage Assoc. | 3.000 | 09/01/46 | 822 | 741,791 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 986 | 890,142 | |
| Federal National Mortgage Assoc. | 3.000 | 11/01/46 | 1,064 | 959,310 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/47 | 130 | 117,946 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/47 | 2,161 | 1,945,547 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/49 | 284 | 253,711 | |
| Federal National Mortgage Assoc. | 3.000 | 12/01/49 | 640 | 570,476 | |
| Federal National Mortgage Assoc. | 3.000 | 01/01/50 | 43 | 38,801 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/50 | 269 | 239,818 | |
| Federal National Mortgage Assoc. | 3.000 | 06/01/50 | 726 | 646,677 | |
| Federal National Mortgage Assoc. | 3.000 | 03/01/52 | 2,872 | 2,543,771 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/52 | 483 | 428,471 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/52 | 979 | 874,973 | |
| Federal National Mortgage Assoc. | 3.000 | 04/01/52 | 3,372 | 2,988,751 | |
| Federal National Mortgage Assoc. | 3.000 | 05/01/52 | 3,848 | 3,442,877 | |
| Federal National Mortgage Assoc. | 3.500 | TBA | 2,500 | 2,289,258 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/30 | 35 | 34,447 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/32 | 1,094 | 1,062,422 | |
| Federal National Mortgage Assoc. | 3.500 | 02/01/33 | 61 | 59,548 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/33 | 101 | 97,604 | |
| Federal National Mortgage Assoc. | 3.500 | 10/01/41 | 767 | 723,767 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/41 | 232 | 218,915 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/42 | 284 | 268,205 | |
| Federal National Mortgage Assoc. | 3.500 | 05/01/42 | 1,025 | 966,591 | |
| Federal National Mortgage Assoc. | 3.500 | 07/01/42 | 363 | 342,649 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/42 | 789 | 743,800 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/43 | 254 | 238,727 | |
| Federal National Mortgage Assoc. | 3.500 | 06/01/45 | 1,706 | 1,599,321 | |
| Federal National Mortgage Assoc. | 3.500 | 01/01/46 | 445 | 414,211 | |
| Federal National Mortgage Assoc. | 3.500 | 12/01/46 | 809 | 756,774 | |
| Federal National Mortgage Assoc. | 3.500 | 03/01/48 | 1,563 | 1,457,356 | |
| Federal National Mortgage Assoc. | 3.500 | 04/01/48 | 1,321 | 1,233,718 | |
| Federal National Mortgage Assoc. | 3.500 | 11/01/48 | 883 | 824,454 | |
| Federal National Mortgage Assoc. | 4.000 | TBA | 500 | 472,793 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 4.000 % | 07/01/37 | 2,079 | $2,033,950 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/40 | 449 | 437,685 | |
| Federal National Mortgage Assoc. | 4.000 | 01/01/41 | 511 | 497,910 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/44 | 340 | 332,249 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/47 | 1,266 | 1,225,346 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/47 | 1,317 | 1,274,501 | |
| Federal National Mortgage Assoc. | 4.000 | 08/01/47 | 272 | 263,416 | |
| Federal National Mortgage Assoc. | 4.000 | 09/01/47 | 1,580 | 1,530,143 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/47 | 81 | 78,548 | |
| Federal National Mortgage Assoc. | 4.000 | 10/01/47 | 790 | 762,512 | |
| Federal National Mortgage Assoc. | 4.000 | 11/01/47 | 913 | 882,596 | |
| Federal National Mortgage Assoc. | 4.000 | 12/01/47 | 187 | 180,376 | |
| Federal National Mortgage Assoc. | 4.000 | 06/01/48 | 89 | 85,798 | |
| Federal National Mortgage Assoc. | 4.500 | 04/01/41 | 366 | 367,023 | |
| Federal National Mortgage Assoc. | 4.500 | 05/01/41 | 338 | 338,521 | |
| Federal National Mortgage Assoc. | 4.500 | 01/01/45 | 116 | 116,700 | |
| Federal National Mortgage Assoc. | 4.500 | 12/01/47 | 808 | 795,715 | |
| Federal National Mortgage Assoc. | 4.500 | 06/01/48 | 168 | 166,639 | |
| Federal National Mortgage Assoc. | 4.500 | 10/01/48 | 658 | 651,515 | |
| Federal National Mortgage Assoc. | 4.500 | 06/01/52 | 1,102 | 1,072,818 | |
| Federal National Mortgage Assoc. | 4.500 | 09/01/52 | 993 | 967,294 | |
| Federal National Mortgage Assoc. | 5.000 | TBA | 1,000 | 995,000 | |
| Federal National Mortgage Assoc. | 5.000 | 12/01/31 | 53 | 52,661 | |
| Federal National Mortgage Assoc. | 5.000 | 03/01/34 | 170 | 175,181 | |
| Federal National Mortgage Assoc. | 5.000 | 07/01/35 | 64 | 66,249 | |
| Federal National Mortgage Assoc. | 5.000 | 09/01/35 | 44 | 45,152 | |
| Federal National Mortgage Assoc. | 5.000 | 11/01/35 | 56 | 57,274 | |
| Federal National Mortgage Assoc. | 5.000 | 05/01/36 | 25 | 25,417 | |
| Federal National Mortgage Assoc. | 5.000 | 07/01/52 | 975 | 971,325 | |
| Federal National Mortgage Assoc. | 5.500 | TBA | 7,500 | 7,585,141 | |
| Federal National Mortgage Assoc. | 5.500 | 02/01/34 | 165 | 172,772 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/34 | 303 | 316,564 | |
| Federal National Mortgage Assoc. | 5.500 | 02/01/35 | 205 | 209,596 | |
| Federal National Mortgage Assoc. | 5.500 | 06/01/35 | 51 | 52,007 | |
| Federal National Mortgage Assoc. | 5.500 | 06/01/35 | 88 | 88,887 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/35 | 81 | 81,900 | |
| Federal National Mortgage Assoc. | 5.500 | 09/01/35 | 161 | 163,334 | |
| Federal National Mortgage Assoc. | 5.500 | 10/01/35 | 166 | 169,573 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/35 | 104 | 105,798 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/35 | 140 | 142,189 | |
| Federal National Mortgage Assoc. | 5.500 | 11/01/36 | 4 | 4,432 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/33 | —(r) | 442 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Federal National Mortgage Assoc. | 6.000 % | 11/01/33 | —(r) | $377 | |
| Federal National Mortgage Assoc. | 6.000 | 02/01/34 | —(r) | 227 | |
| Federal National Mortgage Assoc. | 6.000 | 06/01/34 | —(r) | 105 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | —(r) | 168 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | 12 | 12,255 | |
| Federal National Mortgage Assoc. | 6.000 | 09/01/34 | 15 | 15,716 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/34 | 3 | 3,468 | |
| Federal National Mortgage Assoc. | 6.000 | 11/01/34 | 24 | 25,122 | |
| Federal National Mortgage Assoc. | 6.000 | 02/01/35 | —(r) | 113 | |
| Federal National Mortgage Assoc. | 6.000 | 03/01/35 | 5 | 5,510 | |
| Federal National Mortgage Assoc. | 6.000 | 04/01/35 | —(r) | 387 | |
| Federal National Mortgage Assoc. | 6.000 | 12/01/35 | 56 | 57,041 | |
| Federal National Mortgage Assoc. | 6.000 | 01/01/36 | 147 | 150,281 | |
| Federal National Mortgage Assoc. | 6.000 | 05/01/36 | 40 | 41,145 | |
| Federal National Mortgage Assoc. | 6.000 | 05/01/36 | 254 | 264,842 | |
| Federal National Mortgage Assoc. | 6.500 | 07/01/32 | 297 | 305,721 | |
| Federal National Mortgage Assoc. | 6.500 | 08/01/32 | 143 | 146,934 | |
| Federal National Mortgage Assoc. | 6.500 | 09/01/32 | 45 | 46,652 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/32 | 54 | 55,987 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/32 | 298 | 308,416 | |
| Federal National Mortgage Assoc. | 6.500 | 10/01/37 | 196 | 205,051 | |
| Federal National Mortgage Assoc.(k) | 6.625 | 11/15/30 | 685 | 806,117 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 2 | 1,876 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 3 | 2,915 | |
| Federal National Mortgage Assoc. | 7.000 | 05/01/24 | 13 | 12,891 | |
| Federal National Mortgage Assoc. | 7.000 | 12/01/31 | 91 | 91,752 | |
| Federal National Mortgage Assoc. | 7.000 | 09/01/33 | 56 | 55,986 | |
| Federal National Mortgage Assoc. | 7.000 | 11/01/33 | 58 | 58,251 | |
| Federal National Mortgage Assoc. | 9.000 | 04/01/25 | 1 | 646 | |
| Federal National Mortgage Assoc. | 9.500 | 01/01/25 | —(r) | 250 | |
| Federal National Mortgage Assoc. | 9.500 | 01/01/25 | 3 | 2,831 | |
| Federal National Mortgage Assoc. | 9.500 | 02/01/25 | —(r) | 460 | |
| Government National Mortgage Assoc. | 2.000 | 09/20/51 | 1,446 | 1,234,931 | |
| Government National Mortgage Assoc. | 2.500 | 12/20/46 | 181 | 162,311 | |
| Government National Mortgage Assoc. | 3.000 | TBA | 3,000 | 2,709,225 | |
| Government National Mortgage Assoc. | 3.000 | 03/15/45 | 553 | 500,808 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/45 | 1,351 | 1,249,387 | |
| Government National Mortgage Assoc. | 3.000 | 07/20/46 | 653 | 600,466 | |
| Government National Mortgage Assoc. | 3.000 | 08/20/46 | 1,219 | 1,118,254 | |
| Government National Mortgage Assoc. | 3.000 | 10/20/46 | 98 | 90,223 | |
| Government National Mortgage Assoc. | 3.000 | 02/20/47 | 1,836 | 1,676,492 | |
| Government National Mortgage Assoc. | 3.000 | 05/20/47 | 347 | 317,066 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 3.000 % | 12/20/47 | 124 | $113,083 | |
| Government National Mortgage Assoc. | 3.000 | 04/20/49 | 507 | 463,411 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/42 | 141 | 133,867 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/43 | 870 | 828,584 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/43 | 387 | 368,722 | |
| Government National Mortgage Assoc. | 3.500 | 03/20/45 | 511 | 483,318 | |
| Government National Mortgage Assoc. | 3.500 | 04/20/45 | 273 | 259,047 | |
| Government National Mortgage Assoc. | 3.500 | 07/20/46 | 993 | 937,994 | |
| Government National Mortgage Assoc. | 3.500 | 03/20/47 | 94 | 88,356 | |
| Government National Mortgage Assoc. | 3.500 | 07/20/47 | 572 | 537,344 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/48 | 1,248 | 1,176,391 | |
| Government National Mortgage Assoc. | 3.500 | 11/20/48 | 327 | 307,461 | |
| Government National Mortgage Assoc. | 3.500 | 01/20/49 | 287 | 269,832 | |
| Government National Mortgage Assoc. | 3.500 | 02/20/49 | 1,730 | 1,632,899 | |
| Government National Mortgage Assoc. | 3.500 | 05/20/49 | 464 | 435,378 | |
| Government National Mortgage Assoc. | 3.500 | 06/20/49 | 1,073 | 1,001,736 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/41 | 187 | 181,976 | |
| Government National Mortgage Assoc. | 4.000 | 06/20/44 | 364 | 353,304 | |
| Government National Mortgage Assoc. | 4.000 | 08/20/44 | 112 | 108,966 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/45 | 214 | 207,783 | |
| Government National Mortgage Assoc. | 4.000 | 11/20/46 | 196 | 190,252 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/47 | 172 | 166,736 | |
| Government National Mortgage Assoc. | 4.000 | 10/20/47 | 182 | 176,391 | |
| Government National Mortgage Assoc. | 4.000 | 12/20/47 | 131 | 127,110 | |
| Government National Mortgage Assoc. | 4.000 | 07/20/48 | 387 | 374,566 | |
| Government National Mortgage Assoc. | 4.000 | 02/20/49 | 461 | 444,752 | |
| Government National Mortgage Assoc. | 4.000 | 03/20/49 | 754 | 726,963 | |
| Government National Mortgage Assoc. | 4.500 | TBA | 500 | 489,707 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/40 | 113 | 114,460 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/41 | 70 | 71,401 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/41 | 330 | 329,160 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/41 | 168 | 169,967 | |
| Government National Mortgage Assoc. | 4.500 | 06/20/44 | 244 | 249,076 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/46 | 21 | 21,118 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/46 | 106 | 107,795 | |
| Government National Mortgage Assoc. | 4.500 | 03/20/47 | 495 | 495,256 | |
| Government National Mortgage Assoc. | 4.500 | 08/20/47 | 86 | 85,725 | |
| Government National Mortgage Assoc. | 4.500 | 01/20/48 | 68 | 67,549 | |
| Government National Mortgage Assoc. | 4.500 | 02/20/48 | 412 | 409,188 | |
| Government National Mortgage Assoc. | 4.500 | 05/20/52 | 2,104 | 2,061,704 | |
| Government National Mortgage Assoc. | 5.000 | 07/15/33 | 223 | 229,576 | |
| Government National Mortgage Assoc. | 5.000 | 09/15/33 | 348 | 359,419 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 5.000 % | 04/15/34 | 14 | $14,104 | |
| Government National Mortgage Assoc. | 5.000 | 08/20/52 | 2,499 | 2,498,703 | |
| Government National Mortgage Assoc. | 5.500 | 02/15/34 | 159 | 162,467 | |
| Government National Mortgage Assoc. | 5.500 | 02/15/36 | 84 | 88,323 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/23 | —(r) | 32 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/23 | —(r) | 39 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/23 | —(r) | 226 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 9 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 32 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 39 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 64 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | —(r) | 91 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/23 | 1 | 726 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 9 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 113 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 146 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 160 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/23 | —(r) | 415 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 7 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 8 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 30 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 33 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 48 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 65 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 76 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 79 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | —(r) | 253 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/23 | 2 | 2,429 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 16 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 21 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 79 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 125 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 197 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 200 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 204 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 276 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 313 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | —(r) | 367 | |
| Government National Mortgage Assoc. | 7.000 | 08/15/23 | 1 | 895 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 26 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 70 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | —(r) | 112 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 09/15/23 | —(r) | $147 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | 1 | 634 | |
| Government National Mortgage Assoc. | 7.000 | 09/15/23 | 1 | 1,489 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 18 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 23 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 36 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 49 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 84 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 88 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 105 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 105 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 135 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 139 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 172 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 187 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 226 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 247 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 262 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 269 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | —(r) | 466 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 3 | 2,574 | |
| Government National Mortgage Assoc. | 7.000 | 10/15/23 | 3 | 2,705 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 17 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 60 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 61 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 93 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 96 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 109 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 215 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 294 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | —(r) | 320 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 537 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 559 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 584 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 709 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 1,105 | |
| Government National Mortgage Assoc. | 7.000 | 11/15/23 | 1 | 1,311 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 26 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 96 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 106 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 108 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 179 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 12/15/23 | —(r) | $189 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 233 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 252 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 301 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 342 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 403 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 410 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | —(r) | 493 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 523 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 913 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 1 | 1,435 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,748 | |
| Government National Mortgage Assoc. | 7.000 | 12/15/23 | 2 | 1,957 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 65 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 77 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | —(r) | 267 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | 1 | 672 | |
| Government National Mortgage Assoc. | 7.000 | 01/15/24 | 1 | 986 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 105 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 241 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | —(r) | 444 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/24 | 1 | 1,469 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | —(r) | 31 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | —(r) | 138 | |
| Government National Mortgage Assoc. | 7.000 | 03/15/24 | 1 | 512 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 3 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 126 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 196 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 237 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 383 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | —(r) | 485 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 2 | 1,575 | |
| Government National Mortgage Assoc. | 7.000 | 04/15/24 | 2 | 2,044 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 36 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 111 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 227 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 229 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | —(r) | 379 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 519 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 660 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 1 | 701 | |
| Government National Mortgage Assoc. | 7.000 | 05/15/24 | 2 | 2,397 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Government National Mortgage Assoc. | 7.000 % | 06/15/24 | —(r) | $3 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 20 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 77 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 103 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | —(r) | 415 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 1 | 784 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 1 | 1,000 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 1 | 1,267 | |
| Government National Mortgage Assoc. | 7.000 | 06/15/24 | 2 | 2,188 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/24 | —(r) | 172 | |
| Government National Mortgage Assoc. | 7.000 | 07/15/24 | 1 | 523 | |
| Government National Mortgage Assoc. | 7.000 | 02/15/29 | 5 | 4,748 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/23 | —(r) | 0 | |
| Government National Mortgage Assoc. | 7.500 | 05/15/23 | —(r) | 496 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/23 | —(r) | 23 | |
| Government National Mortgage Assoc. | 7.500 | 09/15/23 | —(r) | 160 | |
| Government National Mortgage Assoc. | 7.500 | 10/15/23 | —(r) | 454 | |
| Government National Mortgage Assoc. | 7.500 | 10/15/23 | 1 | 779 | |
| Government National Mortgage Assoc. | 7.500 | 11/15/23 | 1 | 991 | |
| Government National Mortgage Assoc. | 7.500 | 12/15/23 | —(r) | 162 | |
| Government National Mortgage Assoc. | 7.500 | 12/15/23 | —(r) | 227 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | —(r) | 4 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | —(r) | 346 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | 1 | 1,361 | |
| Government National Mortgage Assoc. | 7.500 | 01/15/24 | 2 | 2,493 | |
| Government National Mortgage Assoc. | 7.500 | 02/15/24 | —(r) | 137 | |
| Government National Mortgage Assoc. | 7.500 | 02/15/24 | 1 | 1,335 | |
| Government National Mortgage Assoc. | 7.500 | 03/15/24 | 1 | 877 | |
| Government National Mortgage Assoc. | 7.500 | 04/15/24 | —(r) | 495 | |
| Government National Mortgage Assoc. | 7.500 | 04/15/24 | 1 | 801 | |
| Government National Mortgage Assoc. | 7.500 | 05/15/24 | —(r) | 70 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | —(r) | 417 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | 1 | 536 | |
| Government National Mortgage Assoc. | 7.500 | 06/15/24 | 2 | 1,749 | |
| Government National Mortgage Assoc. | 7.500 | 07/15/24 | 1 | 988 | |
| Government National Mortgage Assoc. | 7.500 | 07/15/24 | 2 | 1,592 | |
| Government National Mortgage Assoc. | 8.500 | 04/15/25 | 18 | 17,884 | |
| Israel Government, AID Bond, U.S. Gov’t. Gtd. Notes | 5.500 | 09/18/33 | 500 | 553,442 | |
| Resolution Funding Corp. Interest Strips, Bonds | 2.776(s) | 01/15/30 | 630 | 457,556 | |
| Resolution Funding Corp. Interest Strips, Bonds | 3.564(s) | 04/15/30 | 1,290 | 931,726 | |
| Resolution Funding Corp. Principal Strips, Bonds | 3.114(s) | 04/15/30 | 2,280 | 1,672,943 | |
| Resolution Funding Corp. Principal Strips, Bonds | 3.341(s) | 01/15/30 | 3,205 | 2,374,491 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Government Agency Obligations(Continued) | |||||
| Tennessee Valley Authority, | |||||
| Sr. Unsec’d. Notes, Series A | 2.875 % | 02/01/27 | 335 | $320,587 | |
| Sr. Unsec’d. Notes, Series E | 6.750 | 11/01/25 | 1,300 | 1,388,243 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 0.750 | 05/15/25 | 1,485 | 1,360,693 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 1.500 | 09/15/31 | 285 | 227,241 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 5.880 | 04/01/36 | 170 | 190,790 | |
| Tennessee Valley Authority, Sr. Unsec’d. Notes | 7.125 | 05/01/30 | 1,170 | 1,388,078 | |
| Total U.S. Government Agency Obligations (cost $244,326,729) | 223,313,637 | ||||
| U.S. Treasury Obligations 39.9% | |||||
| U.S. Treasury Bonds | 2.000 | 11/15/41 | 15,080 | 10,984,837 | |
| U.S. Treasury Bonds | 2.250 | 05/15/41 | 79,795 | 61,342,406 | |
| U.S. Treasury Bonds | 2.500 | 02/15/46 | 11,755 | 9,003,595 | |
| U.S. Treasury Bonds | 2.500 | 05/15/46 | 18,850 | 14,411,414 | |
| U.S. Treasury Bonds | 2.750 | 08/15/47 | 5,300 | 4,250,766 | |
| U.S. Treasury Bonds | 2.875 | 05/15/52 | 690 | 573,994 | |
| U.S. Treasury Bonds(k) | 3.000 | 11/15/44 | 4,790 | 4,047,550 | |
| U.S. Treasury Bonds | 3.625 | 08/15/43 | 280 | 263,856 | |
| U.S. Treasury Notes | 1.500 | 11/30/28 | 18,145 | 15,915,150 | |
| U.S. Treasury Notes | 2.875 | 05/15/28 | 17,080 | 16,270,034 | |
| U.S. Treasury Notes | 3.125 | 11/15/28 | 10,510 | 10,119,980 | |
| U.S. Treasury Notes | 3.875 | 11/30/27 | 899 | 902,652 | |
| U.S. Treasury Notes | 3.875 | 11/30/29 | 1,480 | 1,492,950 | |
| U.S. Treasury Strips Coupon | 0.768(s) | 05/15/30 | 1,145 | 863,223 | |
| U.S. Treasury Strips Coupon | 1.177(s) | 05/15/29 | 4,580 | 3,578,662 | |
| U.S. Treasury Strips Coupon | 1.225(s) | 02/15/41 | 150 | 71,584 | |
| U.S. Treasury Strips Coupon | 1.389(s) | 05/15/43 | 4,550 | 1,935,172 | |
| U.S. Treasury Strips Coupon | 1.450(s) | 08/15/42 | 180 | 79,193 | |
| U.S. Treasury Strips Coupon | 1.463(s) | 11/15/42 | 475 | 206,347 | |
| U.S. Treasury Strips Coupon | 1.505(s) | 11/15/41 | 2,445 | 1,118,396 | |
| U.S. Treasury Strips Coupon | 1.510(s) | 02/15/39 | 8,525 | 4,467,633 | |
| U.S. Treasury Strips Coupon | 1.677(s) | 02/15/43 | 19,800 | 8,507,039 | |
| U.S. Treasury Strips Coupon | 1.775(s) | 02/15/40 | 1,505 | 752,500 | |
| U.S. Treasury Strips Coupon | 1.872(s) | 05/15/31 | 73 | 53,039 | |
| U.S. Treasury Strips Coupon | 1.960(s) | 05/15/41 | 210 | 98,741 | |
| U.S. Treasury Strips Coupon | 1.982(s) | 08/15/39 | 2,050 | 1,057,271 | |
| U.S. Treasury Strips Coupon | 2.010(s) | 08/15/30 | 1,409 | 1,052,017 | |
| U.S. Treasury Strips Coupon | 2.056(s) | 11/15/38 | 300 | 158,590 | |
| U.S. Treasury Strips Coupon | 2.085(s) | 08/15/43 | 675 | 283,843 | |
| U.S. Treasury Strips Coupon | 2.172(s) | 02/15/28 | 675 | 552,498 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Treasury Obligations(Continued) | |||||
| U.S. Treasury Strips Coupon | 2.205 %(s) | 05/15/39 | 850 | $441,668 | |
| U.S. Treasury Strips Coupon | 2.228(s) | 05/15/28 | 345 | 279,814 | |
| U.S. Treasury Strips Coupon | 2.251(s) | 08/15/40 | 2,200 | 1,074,477 | |
| U.S. Treasury Strips Coupon | 2.351(s) | 11/15/40 | 3,415 | 1,648,538 | |
| U.S. Treasury Strips Coupon | 2.353(s) | 02/15/44 | 620 | 257,784 | |
| U.S. Treasury Strips Coupon | 2.365(s) | 05/15/44 | 2,105 | 860,501 | |
| U.S. Treasury Strips Coupon | 2.365(s) | 11/15/44 | 2,240 | 896,437 | |
| U.S. Treasury Strips Coupon | 2.416(s) | 05/15/42 | 190 | 84,342 | |
| U.S. Treasury Strips Coupon | 2.434(s) | 11/15/45 | 590 | 227,427 | |
| U.S. Treasury Strips Coupon | 2.443(s) | 08/15/44 | 480 | 194,231 | |
| U.S. Treasury Strips Coupon | 2.480(s) | 11/15/43 | 13,768 | 5,769,115 | |
| U.S. Treasury Strips Coupon | 3.243(s) | 02/15/46 | 9,895 | 3,772,469 | |
| U.S. Treasury Strips Coupon | 3.398(s) | 08/15/41 | 1,485 | 693,019 | |
| U.S. Treasury Strips Coupon | 3.443(s) | 02/15/42 | 6,830 | 3,085,773 | |
| Total U.S. Treasury Obligations (cost $239,869,695) | 193,700,527 | ||||
| Total Long-Term Investments (cost $551,942,885) | 479,105,789 | ||||
| Shares | |||||
| Short-Term Investment 6.1% | |||||
| Unaffiliated Fund | |||||
| Dreyfus Government Cash Management (Institutional Shares) (cost $29,750,455) | 29,750,455 | 29,750,455 | |||
| TOTAL INVESTMENTS 104.8% (cost $581,693,340) | 508,856,244 | ||||
| Liabilities in excess of other assets(z) (4.8)% | (23,508,829) | ||||
| Net Assets 100.0% | $485,347,415 | ||||
| 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 | |
| FHLMC—Federal Home Loan Mortgage Corporation | |
| LIBOR—London Interbank Offered Rate |
| MTN—Medium Term Note | |
| SOFR—Secured Overnight Financing Rate | |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities | |
| TBA—To Be Announced |
| # | Principal 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, 2022. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of November 30, 2022. 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. |
| (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, 2022: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 355 | 2 Year U.S. Treasury Notes | Mar. 2023 | $72,902,579 | $167,337 | ||||
| 359 | 5 Year U.S. Treasury Notes | Mar. 2023 | 38,976,741 | 160,528 | ||||
| 1,019 | 10 Year U.S. Treasury Notes | Mar. 2023 | 115,656,500 | 794,668 | ||||
| 3 | 30 Year U.S. Ultra Treasury Bonds | Mar. 2023 | 408,844 | 3,836 | ||||
| 1,126,369 | ||||||||
| Short Positions: | ||||||||
| 488 | 10 Year U.S. Ultra Treasury Notes | Mar. 2023 | 58,392,250 | (296,309) | ||||
| 1,214 | 20 Year U.S. Treasury Bonds | Mar. 2023 | 154,178,000 | (1,616,144) | ||||
| (1,912,453) | ||||||||
| $(786,084) | ||||||||