FOR VALIDATION PURPOSES ONLY


	Principal		Value
ASSET-BACKED SECURITIES - 10.8%
Academic Loan Funding Trust
Series 2013-1A, Class A,
1-Month LIBOR + 0.80%, 3.06%^(A), 12/26/2044^(B)		$ 327,082		$ 318,764
ACC Trust
Series 2022-1, Class B,
2.55%, 02/20/2025^(B)		3,000,000		2,897,827
Accelerated LLC
Series 2021-1H, Class B,
1.90%, 10/20/2040^(B)		850,735		779,483
American Homes 4 Rent Trust
Series 2014-SFR2, Class A,
3.79%, 10/17/2036^(B)		1,907,053		1,899,745
Series 2014-SFR2, Class E,
6.23%, 10/17/2036^(B)		200,000		203,008
Series 2014-SFR3, Class D,
5.04%, 12/17/2036^(B)		270,000		270,399
Series 2014-SFR3, Class E,
6.42%, 12/17/2036^(B)		725,000		743,048
Series 2015-SFR1, Class A,
3.47%, 04/17/2052^(B)		865,480		853,248
Series 2015-SFR1, Class D,
4.41%, 04/17/2052^(B)		1,800,000		1,789,720
Series 2015-SFR1, Class E,
5.64%, 04/17/2052^(B)		825,000		836,811
Series 2015-SFR2, Class E,
6.07%, 10/17/2052^(B)		1,155,000		1,188,247
American Tower Trust #1
Series 2013, Class 2A,
3.07%, 03/15/2048^(B)		400,000		397,848
AMSR Trust
Series 2020-SFR4, Class A,
1.36%, 11/17/2037^(B)		2,000,000		1,871,226
Business Jet Securities LLC
Series 2020-1A, Class A,
2.98%, 11/15/2035^(B)		346,586		322,075
Series 2021-1A, Class A,
2.16%, 04/15/2036^(B)		692,758		630,814
BXG Receivables Note Trust
Series 2022-A, Class C,
5.35%, 09/28/2037^(B)		2,239,556		2,210,256
Camillo Trust
Series 2016-SFR1,
5.00%, 12/05/2023^{(A) (C)}		1,790,425		1,788,053
CarNow Auto Receivables Trust
Series 2021-1A, Class A,
0.97%, 10/15/2024^(B)		196,471		195,952
Series 2021-2A, Class B,
1.30%, 01/15/2026^(B)		1,650,000		1,610,427
Cars Net Lease Mortgage Notes
Series 2020-1A, Class A3,
3.10%, 12/15/2050^(B)		421,635		393,832
Carvana Auto Receivables Trust
Series 2019-3A, Class D,
3.04%, 04/15/2025^(B)		2,770,000		2,747,267
CFIN Issuer LLC
Series 2022-RTL1, Class AA,
3.25%, 02/16/2026^(B)		2,100,000		2,068,500
Chase Funding Trust
Series 2003-2, Class 2A2,
1-Month LIBOR + 0.56%, 2.82%^(A), 02/25/2033		371,969		351,404
Series 2003-6, Class 1A5,
4.89%^(A), 11/25/2034^(D)		105,995		102,946


	Principal		Value
ASSET-BACKED SECURITIES (continued)
Consumer Receivables Asset Investment Trust
Series 2021-1, Class A1X,
3-Month LIBOR + 3.00%, 5.20%^(A), 03/24/2023^(B)		$ 1,162,686		$ 1,154,685
COOF Securitization Trust Ltd., Interest Only STRIPS
Series 2014-1, Class A,
2.88%^(A), 06/25/2040^(B)		133,427		11,193
CoreVest American Finance Ltd.
Series 2019-1, Class B,
3.88%, 03/15/2052^(B)		1,300,000		1,278,139
Series 2019-3, Class A,
2.71%, 10/15/2052^(B)		822,878		795,732
Credito Real USA Auto Receivables Trust
Series 2021-1A, Class A,
1.35%, 02/16/2027^(B)		343,817		335,252
Diamond Resorts Owner Trust
Series 2018-1, Class A,
3.70%, 01/21/2031^(B)		281,257		280,340
Diversified ABS Phase III LLC
4.88%, 04/28/2039^{(E) (F)}		2,267,614		2,199,585
Drive Auto Receivables Trust
Series 2019-1, Class D,
4.09%, 06/15/2026		418,336		418,312
DT Auto Owner Trust
Series 2019-4A, Class C,
2.73%, 07/15/2025^(B)		700,511		699,514
Series 2021-2A, Class C,
1.10%, 02/16/2027^(B)		761,000		724,461
Series 2022-2A, Class B,
4.22%, 01/15/2027^(B)		2,400,000		2,385,701
Exeter Automobile Receivables Trust
Series 2022-2A, Class D,
4.56%, 07/17/2028		2,100,000		2,024,886
Series 2022-3A, Class D,
6.76%, 09/15/2028		2,200,000		2,239,694
FirstKey Homes Trust
Series 2020-SFR2, Class E,
2.67%, 10/19/2037^(B)		2,000,000		1,842,746
Series 2021-SFR1, Class E1,
2.39%, 08/17/2038^(B)		3,220,000		2,833,059
Series 2022-SFR1, Class D,
5.20%, 05/17/2039^(B)		915,000		905,181
Flagship Credit Auto Trust
Series 2018-3, Class C,
3.79%, 12/16/2024^(B)		376,607		376,618
Series 2019-4, Class D,
3.12%, 01/15/2026^(B)		2,200,000		2,134,292
Series 2021-4, Class C,
1.96%, 12/15/2027^(B)		1,700,000		1,591,410
Series 2022-2, Class D,
5.80%, 04/17/2028^(B)		2,318,000		2,315,940
FMC GMSR Issuer Trust
Series 2022-GT1, Class A,
6.19%, 04/25/2027^(B)		1,900,000		1,797,909
Foundation Finance Trust
Series 2019-1A, Class A,
3.86%, 11/15/2034^(B)		242,448		239,457
Series 2020-1A, Class A,
3.54%, 07/16/2040^(B)		773,264		761,293
FTF Funding II LLC
Series 2019-1, Class A,
Zero Coupon, 08/15/2024		105,597		104,541


	Principal		Value
ASSET-BACKED SECURITIES (continued)
GLS Auto Receivables Issuer Trust
Series 2022-1A, Class D,
3.97%, 01/18/2028^(B)		$ 2,500,000		$ 2,375,747
Gold Key Resorts LLC
Series 2014-A, Class A,
3.22%, 03/17/2031^(B)		12,013		11,834
Golden Bear LLC
Series 2016-R, Class R,
5.65%, 09/20/2047^(B)		28,358		28,125
Goodgreen Trust
Series 2017, Class R1,
5.00%, 10/20/2051^(B)		895,754		806,179
Series 2017-1A, Class A,
3.74%, 10/15/2052^(B)		137,178		131,782
Series 2017-2A, Class A,
3.26%, 10/15/2053^(B)		707,103		657,452
Series 2019-2A, Class A,
2.76%, 04/15/2055^(B)		849,544		779,687
Hero Funding Trust
Series 2016-3A, Class A1,
3.08%, 09/20/2042^(B)		129,615		126,684
Series 2017-1A, Class A2,
4.46%, 09/20/2047^(B)		380,362		375,154
Series 2017-3A, Class A2,
3.95%, 09/20/2048^(B)		495,351		482,023
Hilton Grand Vacations Trust
Series 2017-AA, Class A,
2.66%, 12/26/2028^(B)		82,752		81,477
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
Series 2012-2, Class A,
0.79%^(A), 08/25/2038^(B)		669,964		13,224
Series 2014-2, Class A,
2.94%^(A), 04/25/2040^(B)		125,450		9,305
LL ABS Trust
Series 2022-1A, Class B,
5.05%, 11/15/2029^(B)		1,900,000		1,867,644
LP LMS Asset Securitization Trust
Series 2021-2A, Class A,
1.75%, 01/15/2029^(B)		1,218,386		1,196,958
Mariner Finance Issuance Trust
Series 2019-AA, Class B,
3.51%, 07/20/2032^(B)		1,335,000		1,286,354
Mercury Financial Credit Card Master Trust
Series 2021-1A, Class A,
1.54%, 03/20/2026^(B)		900,000		854,215
NRZ Excess Spread-Collateralized Notes
Series 2020-PLS1, Class A,
3.84%, 12/25/2025^(B)		989,798		940,255
Series 2021-FHT1, Class A,
3.10%, 07/25/2026^(B)		2,344,486		2,146,540
Series 2021-GNT1, Class A,
3.47%, 11/25/2026^(B)		1,465,804		1,365,681
Octane Receivables Trust
Series 2022-1A, Class D,
5.54%, 02/20/2029^(B)		2,000,000		1,951,163
Oportun Funding XIV LLC
Series 2021-A, Class A,
1.21%, 03/08/2028^(B)		505,000		472,902
Oportun Issuance Trust
Series 2021-B, Class A,
1.47%, 05/08/2031^(B)		900,000		834,996
P4 SFR Holdco LLC
Series 2019-STL, Class A,
7.25%, 10/11/2026^{(E) (F)}		1,400,000		1,400,000


	Principal		Value
ASSET-BACKED SECURITIES (continued)
PNMAC GMSR Issuer Trust
Series 2022-GT1, Class A,
1-Month SOFR + 4.25%, 5.76%^(A), 05/25/2027^(B)		$ 1,700,000		$ 1,690,515
PRET LLC
Series 2021-NPL6, Class A1,
2.49%^(A), 07/25/2051^{(B) (D)}		1,282,518		1,201,440
Progress Residential Trust
Series 2021-SFR1, Class A,
1.05%, 04/17/2038^(B)		4,176,303		3,750,774
Series 2021-SFR2, Class D,
2.20%, 04/19/2038^(B)		2,000,000		1,803,505
Series 2021-SFR4, Class E1,
2.41%, 05/17/2038^(B)		2,000,000		1,785,714
Series 2021-SFR5, Class E2,
2.36%, 07/17/2038^(B)		2,750,000		2,378,150
Series 2021-SFR6, Class E1,
2.43%, 07/17/2038^(B)		2,365,000		2,067,201
Series 2021-SFR9, Class E1,
2.81%, 11/17/2040^(B)		1,845,000		1,513,891
Series 2022-SFR1, Class E1,
3.93%, 02/17/2041^(B)		1,700,000		1,530,973
Series 2022-SFR2, Class E1,
4.55%, 04/17/2027		1,500,000		1,398,135
Series 2022-SFR3, Class E1,
5.20%, 04/17/2039^(B)		1,660,000		1,576,712
Renew Financial
Series 2017-1A, Class A,
3.67%, 09/20/2052^(B)		176,092		166,002
Santander Drive Auto Receivables Trust
Series 2022-4, Class A3,
4.14%, 02/16/2027		2,389,000		2,394,839
SART
Series 2018-1,
4.75%, 06/15/2025		599,988		593,028
SCF Equipment Leasing LLC
Series 2022-1A, Class D,
3.79%, 11/20/2031^(B)		1,045,000		991,503
Sierra Timeshare Receivables Funding LLC
Series 2022-1A, Class C,
3.94%, 10/20/2038^(B)		897,896		867,357
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
Series 2004-6XS, Class A5A,
6.03%^{( A)}, 03/25/2034^(D)		29,797		29,410
Series 2004-6XS, Class A5B,
6.05%^(A), 03/25/2034^(D)		29,797		29,410
Structured Asset Securities Corp. Pass-Through Certificates
Series 2002-AL1, Class A2,
3.45%, 02/25/2032		18,209		16,334
Tricolor Auto Securitization Trust
Series 2020-1A, Class A,
4.88%, 11/15/2026^(B)		198,914		198,771
Series 2021-1A, Class D,
1.92%, 05/15/2026^(B)		330,000		320,399
US Auto Funding
Series 2021-1A, Class A,
0.79%, 07/15/2024^(B)		444,624		442,038
VSE VOI Mortgage LLC
Series 2018-A, Class A,
3.56%, 02/20/2036^(B)		224,448		220,625

Total Asset-Backed Securities (Cost $106,915,546)				103,082,947


	Principal		Value
CORPORATE DEBT SECURITIES - 26.0%
Aerospace & Defense - 0.7%
Airbus SE
3.15%, 04/10/2027^(B)		$ 327,000		$ 320,137
3.95%, 04/10/2047^(B)		150,000		136,262
BAE Systems PLC
1.90%, 02/15/2031^(B)		201,000		168,310
3.00%, 09/15/2050^(B)		239,000		182,945
Boeing Co.
1.17%, 02/04/2023		435,000		429,555
1.43%, 02/04/2024		885,000		851,309
1.95%, 02/01/2024		600,000		581,847
2.20%, 02/04/2026		540,000		503,441
2.75%, 02/01/2026		580,000		553,750
3.10%, 05/01/2026^(G)		400,000		383,479
3.25%, 03/01/2028		366,000		340,267
4.88%, 05/01/2025		290,000		294,290
5.15%, 05/01/2030		450,000		454,848
L3 Harris Technologies, Inc.
1.80%, 01/15/2031		350,000		289,084
Precision Castparts Corp.
4.20%, 06/15/2035		150,000		153,336
Raytheon Technologies Corp.
3.20%, 03/15/2024		140,000		139,720
3.75%, 11/01/2046		285,000		254,753
4.15%, 05/15/2045		148,000		139,003
4.50%, 06/01/2042		542,000		544,809

				6,721,145

Airlines - 0.8%
Air Canada Pass-Through Trust
3.30%, 07/15/2031^(B)		544,712		497,912
3.55%, 07/15/2031^(B)		322,056		285,055
3.60%, 09/15/2028^(B)		416,924		393,661
4.13%, 11/15/2026^(B)		412,651		385,050
American Airlines Pass-Through Trust
3.00%, 04/15/2030		751,268		681,540
3.65%, 02/15/2029		637,815		590,431
3.70%, 04/01/2028		120,058		104,291
British Airways Pass-Through Trust
3.30%, 06/15/2034^(B)		398,555		365,094
4.13%, 03/20/2033^(B)		402,725		366,775
Continental Airlines Pass-Through Trust
4.00%, 04/29/2026		146,950		141,047
Spirit Airlines Pass-Through Trust
3.38%, 08/15/2031		215,898		198,175
United Airlines Pass-Through Trust
2.88%, 04/07/2030		457,273		415,405
3.10%, 04/07/2030		392,492		334,440
3.50%, 09/01/2031		569,551		525,045
3.65%, 07/07/2027		141,354		126,522
3.70%, 09/01/2031		542,033		480,282
4.15%, 02/25/2033		537,524		509,819
4.55%, 08/25/2031		478,308		415,537
4.60%, 09/01/2027		680,442		624,905

				7,440,986

Auto Components - 0.0% ^(H)
Lear Corp.
2.60%, 01/15/2032^(G)		185,000		149,617

Automobiles - 0.2%
General Motors Co.
6.13%, 10/01/2025		210,000		220,745


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Automobiles (continued)
Nissan Motor Co. Ltd.
3.52%, 09/17/2025^(B)		$ 788,000		$ 757,410
4.35%, 09/17/2027^(B)		1,253,000		1,176,409

				2,154,564

Banks - 4.6%
ABN AMRO Bank NV
Fixed until 12/13/2028, 2.47%^(A), 12/13/2029^(B)		300,000		261,177
AIB Group PLC
4.75%, 10/12/2023^(B)		700,000		698,864
Australia & New Zealand Banking Group Ltd.
4.40%, 05/19/2026^(B)		200,000		199,172
Banco Nacional de Panama
2.50%, 08/11/2030^(B)		300,000		239,250
Banco Santander SA
Fixed until 09/14/2026, 1.72%^(A), 09/14/2027		1,400,000		1,235,973
1.85%, 03/25/2026		400,000		363,836
2.75%, 05/28/2025 - 12/03/2030		800,000		733,754
Bank of America Corp.
Fixed until 07/22/2026, 1.73%^(A), 07/22/2027		185,000		167,848
Fixed until 06/14/2028, 2.09%^(A), 06/14/2029		946,000		835,562
Fixed until 02/04/2027, 2.55%^(A), 02/04/2028		1,445,000		1,342,477
Fixed until 10/20/2031, 2.57%^(A), 10/20/2032		655,000		562,439
Fixed until 04/22/2031, 2.69%^(A), 04/22/2032		670,000		583,644
Fixed until 02/04/2032, 2.97%^(A), 02/04/2033		1,540,000		1,366,630
Fixed until 01/23/2025, 3.37%^(A), 01/23/2026		200,000		195,340
Fixed until 04/24/2027, 3.71%^(A), 04/24/2028		1,300,000		1,266,210
Fixed until 03/05/2028, 3.97%^(A), 03/05/2029		354,000		346,517
Fixed until 04/27/2027, 4.38%^(A), 04/27/2028^(G)		725,000		727,388
Bank of Ireland Group PLC
Fixed until 09/30/2026, 2.03%^(A), 09/30/2027^(B)		337,000		294,070
Bank of Montreal
Fixed until 12/15/2027, 3.80%^(A), 12/15/2032		223,000		209,310
Barclays PLC
Fixed until 12/10/2023, 1.01%^(A), 12/10/2024		604,000		574,964
Fixed until 11/24/2031, 2.89%^(A), 11/24/2032		246,000		201,663
BNP Paribas SA
Fixed until 09/15/2028, 2.16%^(A), 09/15/2029^(B)		775,000		656,554
Fixed until 06/09/2025, 2.22%^(A), 06/09/2026^(B)		230,000		214,845
Fixed until 08/12/2030, 2.59%^(A), 08/12/2035^(B)		530,000		425,186
Fixed until 01/13/2030, 3.05%^(A), 01/13/2031^(B)		385,000		338,684
BPCE SA
1.00%, 01/20/2026^(B)		435,000		390,505
Fixed until 10/06/2025, 1.65%^(A), 10/06/2026^(B)		309,000		279,086


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
BPCE SA (continued)
Fixed until 01/20/2031, 2.28%^(A), 01/20/2032^(B)		$ 1,315,000		$ 1,058,944
4.63%, 07/11/2024^(B)		600,000		597,621
Citigroup, Inc.
Fixed until 11/03/2031, 2.52%^(A), 11/03/2032		285,000		241,659
Fixed until 05/01/2031, 2.56%^(A), 05/01/2032		1,145,000		986,265
Fixed until 01/25/2032, 3.06%^(A), 01/25/2033		281,000		249,478
Fixed until 04/24/2024, 3.35%^(A), 04/24/2025		175,000		172,933
Fixed until 10/27/2027, 3.52%^(A), 10/27/2028		400,000		382,310
Fixed until 07/24/2027, 3.67%^(A), 07/24/2028		575,000		556,904
Fixed until 05/24/2027, 4.66%^(A), 05/24/2028		545,000		552,267
Commonwealth Bank of Australia
3.31%, 03/11/2041^(B)		250,000		194,400
Credit Agricole SA
Fixed until 01/26/2026, 1.25%^(A), 01/26/2027^(B)		656,000		583,939
Fixed until 06/16/2025, 1.91%^(A), 06/16/2026^(B)		360,000		332,727
2.81%, 01/11/2041^(B)		250,000		178,723
4.38%, 03/17/2025^(B)		200,000		197,510
Danske Bank AS
Fixed until 12/08/2022, 1.17%^(A), 12/08/2023 ^(B)		996,000		984,346
Fifth Third Bank NA
3.85%, 03/15/2026		200,000		198,371
HSBC Holdings PLC
Fixed until 09/22/2027, 2.01%^(A), 09/22/2028		1,805,000		1,572,028
Fixed until 08/17/2028, 2.21%^(A), 08/17/2029		330,000		281,882
Fixed until 08/18/2030, 2.36%^(A), 08/18/2031		580,000		477,933
Fixed until 05/18/2023, 3.95%^(A), 05/18/2024		1,007,000		1,003,454
Fixed until 03/13/2027, 4.04%^(A), 03/13/2028		1,103,000		1,062,103
HSBC USA, Inc.
3.75%, 05/24/2024		200,000		200,132
ING Groep NV
Fixed until 07/01/2025, 1.40% ^(A), 07/01/2026^(B)		410,000		374,564
Fixed until 04/01/2026, 1.73% ^(A), 04/01/2027		225,000		203,013
KeyCorp
4.15%, 10/29/2025		235,000		236,998
Fixed until 06/01/2032, 4.79% ^(A), 06/01/2033		115,000		117,075
Lloyds Banking Group PLC
Fixed until 05/11/2026, 1.63%^(A), 05/11/2027		330,000		296,994
Fixed until 11/07/2022, 2.91%^(A), 11/07/2023		200,000		199,219
Fixed until 03/18/2025, 3.51%^(A), 03/18/2026		395,000		386,465
4.38%, 03/22/2028		339,000		335,053
4.58%, 12/10/2025		200,000		197,166
Macquarie Bank Ltd.
Fixed until 03/03/2031, 3.05%^(A), 03/03/2036 ^(B)		405,000		327,697


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Banks (continued)
Mitsubishi UFJ Financial Group, Inc.
2.05%, 07/17/2030		$ 700,000		$ 586,948
3.75%, 07/18/2039		430,000		382,527
Mizuho Financial Group, Inc.
Fixed until 05/22/2026, 1.23%^(A), 05/22/2027		410,000		362,429
Fixed until 05/25/2025, 2.23%^(A), 05/25/2026		680,000		640,023
Fixed until 09/13/2029, 2.87%^(A), 09/13/2030		402,000		355,541
National Australia Bank Ltd.
Fixed until 08/02/2029, 3.93%^(A), 08/02/2034 ^(B)		590,000		542,486
NatWest Group PLC
Fixed until 05/22/2027, 3.07%^(A), 05/22/2028		1,100,000		1,017,425
Fixed until 11/01/2024, 3.75%^(A), 11/01/2029		554,000		532,058
Fixed until 03/22/2024, 4.27%^(A), 03/22/2025		255,000		252,739
Fixed until 05/08/2029, 4.45%^(A), 05/08/2030		370,000		356,462
4.80%, 04/05/2026		462,000		466,662
Fixed until 05/18/2028, 4.89%^(A), 05/18/2029		200,000		197,756
Nordea Bank Abp
1.50%, 09/30/2026^(B)		228,000		206,486
Santander UK Group Holdings PLC
Fixed until 06/14/2026, 1.67%^(A), 06/14/2027		320,000		283,190
Societe Generale SA
Fixed until 12/14/2025, 1.49%^(A), 12/14/2026^(B)		870,000		774,516
Fixed until 06/09/2026, 1.79%^(A), 06/09/2027^(B)		310,000		273,887
Fixed until 06/09/2031, 2.89%^(A), 06/09/2032^(B)		1,220,000		989,944
3.00%, 01/22/2030 ^(B)		391,000		338,216
4.25%, 04/14/2025 ^(B)		270,000		266,092
Standard Chartered PLC
Fixed until 01/14/2026, 1.46%^(A), 01/14/2027^(B)		255,000		227,642
Fixed until 03/15/2028, 4.87%^(A), 03/15/2033^(B)		300,000		285,315
Sumitomo Mitsui Financial Group, Inc.
3.04%, 07/16/2029		1,240,000		1,132,084
UniCredit SpA
Fixed until 06/03/2026, 1.98%^(A), 06/03/2027^(B)		1,500,000		1,299,941
Fixed until 06/19/2027, 5.86%^(A), 06/19/2032^(B)		200,000		178,101
Wells Fargo & Co.
Fixed until 06/17/2026, 3.20%^(A), 06/17/2027		1,070,000		1,027,802
4.30%, 07/22/2027		246,000		249,437
4.40%, 06/14/2046		165,000		150,974
4.65%, 11/04/2044		184,000		172,992
4.90%, 11/17/2045		202,000		195,874
Westpac Banking Corp.
3.13%, 11/18/2041		371,000		286,599

				43,483,269


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Beverages - 0.4%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.70%, 02/01/2036		$ 684,000		$ 704,531
Anheuser-Busch InBev Finance, Inc.
4.70%, 02/01/2036		154,000		158,622
Anheuser-Busch InBev Worldwide, Inc.
4.44%, 10/06/2048		820,000		775,920
4.60%, 06/01/2060		225,000		215,840
Coca-Cola Femsa SAB de CV
1.85%, 09/01/2032		280,000		230,261
2.75%, 01/22/2030		835,000		765,945
Constellation Brands, Inc.
4.40%, 11/15/2025		185,000		188,389
5.25%, 11/15/2048		110,000		113,872
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/2050		550,000		433,950
Keurig Dr. Pepper, Inc.
3.43%, 06/15/2027 ^(G)		120,000		117,502
4.42%, 05/25/2025		123,000		125,274

				3,830,106

Biotechnology - 0.4%
AbbVie, Inc.
3.20%, 11/21/2029		438,000		417,457
4.05%, 11/21/2039		1,420,000		1,344,783
4.40%, 11/06/2042		425,000		410,036
4.45%, 05/14/2046		165,000		159,022
4.55%, 03/15/2035		300,000		306,940
Biogen, Inc.
2.25%, 05/01/2030		303,000		259,270
Gilead Sciences, Inc.
2.60%, 10/01/2040		545,000		422,110
Regeneron Pharmaceuticals, Inc.
1.75%, 09/15/2030		920,000		770,708

				4,090,326

Building Products - 0.1%
Masco Corp.
2.00%, 10/01/2030		160,000		131,244
6.50%, 08/15/2032		410,000		456,536

				587,780

Capital Markets - 2.0%
Blackstone Secured Lending Fund
3.65%, 07/14/2023		415,000		409,135
Credit Suisse Group AG
Fixed until 02/02/2026, 1.31% ^(A), 02/02/2027 ^(B)		1,255,000		1,081,431
Fixed until 06/05/2025, 2.19% ^(A), 06/05/2026 ^(B)		250,000		227,728
Fixed until 01/12/2028, 3.87% ^(A), 01/12/2029 ^(B)		765,000		693,792
4.28%, 01/09/2028 ^(B)		400,000		372,880
Deutsche Bank AG
Fixed until 11/24/2025, 2.13% ^(A), 11/24/2026		335,000		300,165
3.70%, 05/30/2024		700,000		690,999
Goldman Sachs Group, Inc.
Fixed until 03/09/2026, 1.43% ^(A), 03/09/2027		1,085,000		980,272
Fixed until 10/21/2026, 1.95% ^(A), 10/21/2027		330,000		301,158
Fixed until 01/27/2031, 1.99% ^(A), 01/27/2032		290,000		239,175


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Capital Markets (continued)
Goldman Sachs Group, Inc. (continued)
Fixed until 07/21/2031, 2.38%^(A), 07/21/2032		$ 1,575,000		$ 1,329,721
Fixed until 02/24/2027, 2.64%^(A), 02/24/2028		493,000		459,424
Fixed until 09/29/2024, 3.27%^(A), 09/29/2025		725,000		710,858
3.50%, 01/23/2025		178,000		177,605
Fixed until 06/05/2027, 3.69%^(A), 06/05/2028		1,727,000		1,684,691
Fixed until 04/23/2038, 4.41%^(A), 04/23/2039		450,000		430,884
6.75%, 10/01/2037		200,000		234,279
Macquarie Group Ltd.
Fixed until 01/15/2029, 5.03%^(A), 01/15/2030 ^(B)		600,000		607,654
Morgan Stanley
Fixed until 02/13/2031, 1.79%^(A), 02/13/2032		1,000,000		818,537
Fixed until 04/28/2025, 2.19%^(A), 04/28/2026		450,000		428,477
3.13%, 07/27/2026		239,000		232,812
Fixed until 07/22/2027, 3.59%^(A), 07/22/2028		1,067,000		1,032,467
Fixed until 01/24/2028, 3.77%^(A), 01/24/2029		278,000		270,615
4.30%, 01/27/2045		280,000		265,260
Fixed until 01/23/2029, 4.43%^(A), 01/23/2030		457,000		458,425
5.00%, 11/24/2025		260,000		267,856
Nomura Holdings, Inc.
2.65%, 01/16/2025		603,000		580,969
2.68%, 07/16/2030		370,000		311,231
Northern Trust Corp.
Fixed until 05/08/2027, 3.38%^(A), 05/08/2032		343,000		325,937
UBS Group AG
Fixed until 08/15/2022, 2.86%^(A), 08/15/2023 ^(B)		200,000		199,945
Fixed until 08/13/2029, 3.13%^(A), 08/13/2030 ^(B)		1,520,000		1,369,675
4.13%, 09/24/2025 ^(B)		200,000		200,916
Fixed until 05/12/2025, 4.49%^(A), 05/12/2026 ^(B)		910,000		915,263

				18,610,236

Chemicals - 0.2%
Albemarle Corp.
5.45%, 12/01/2044		200,000		197,559
DuPont de Nemours, Inc.
5.32%, 11/15/2038		145,000		149,243
International Flavors & Fragrances, Inc.
5.00%, 09/26/2048		187,000		180,592
LYB International Finance III LLC
1.25%, 10/01/2025		128,000		117,353
Nutrien Ltd.
4.13%, 03/15/2035		450,000		433,965
5.00%, 04/01/2049		140,000		143,059
Sherwin-Williams Co.
2.30%, 05/15/2030		500,000		435,750
Union Carbide Corp.
7.75%, 10/01/2096		210,000		261,749

				1,919,270

Commercial Services & Supplies - 0.1%
ERAC USA Finance LLC
5.63%, 03/15/2042 ^(B)		141,000		147,846


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Commercial Services & Supplies (continued)
Triton Container International Ltd.
1.15%, 06/07/2024^(B)		$ 450,000		$ 420,912
3.15%, 06/15/2031^(B)		1,000,000		814,145

				1,382,903

Construction & Engineering - 0.1%
Quanta Services, Inc.
2.35%, 01/15/2032		440,000		355,865
2.90%, 10/01/2030		640,000		553,034
Toll Brothers Finance Corp.
4.88%, 03/15/2027		500,000		492,634

				1,401,533

Construction Materials - 0.0% ^(H)
CRH America, Inc.
5.13%, 05/18/2045^(B)		200,000		202,249
Martin Marietta Materials, Inc.
3.45%, 06/01/2027		276,000		267,088

				469,337

Consumer Finance - 0.6%
Capital One Financial Corp.
Fixed until 11/02/2026, 1.88%^(A), 11/02/2027		76,000		67,822
3.20%, 02/05/2025		123,000		120,313
3.75%, 07/28/2026		124,000		121,678
4.20%, 10/29/2025		150,000		150,117
General Motors Financial Co., Inc.
1.20%, 10/15/2024		225,000		210,449
1.25%, 01/08/2026		747,000		673,950
2.35%, 01/08/2031		149,000		120,180
2.70%, 06/10/2031		360,000		294,997
3.80%, 04/07/2025		495,000		488,497
4.35%, 01/17/2027		180,000		176,811
Hyundai Capital America
1.15%, 11/10/2022^(B)		649,000		644,613
1.30%, 01/08/2026^(B)		180,000		161,983
1.50%, 06/15/2026^(B)		515,000		460,584
1.80%, 01/10/2028^(B)		345,000		296,133
3.00%, 02/10/2027^{(B) (G)}		215,000		200,655
Mercedes-Benz Finance North America LLC
3.35%, 02/22/2023^(B)		300,000		299,666
S&P Global, Inc.
2.90%, 03/01/2032^(B)		393,000		365,048
4.25%, 05/01/2029^{(B) (G)}		519,000		530,896
Stellantis Finance US, Inc.
2.69%, 09/15/2031^{(B) (G)}		312,000		255,980
Volkswagen Group of America Finance LLC
1.63%, 11/24/2027^(B)		310,000		270,412

				5,910,784

Containers & Packaging - 0.1%
Graphic Packaging International LLC
1.51%, 04/15/2026^(B)		457,000		416,928
International Paper Co.
8.70%, 06/15/2038		120,000		158,102
WRKCo, Inc.
3.00%, 09/15/2024		350,000		341,871
3.75%, 03/15/2025		300,000		298,960

				1,215,861

Diversified Consumer Services - 0.2%
Ford Foundation
2.82%, 06/01/2070		190,000		136,074


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Diversified Consumer Services (continued)
Nationwide Building Society
1.50%, 10/13/2026^(B)		$ 1,000,000		$ 900,198
Pepperdine University
3.30%, 12/01/2059		310,000		233,091
SART
4.75%, 07/15/2024^(E)		515,625		509,437
University of Southern California
3.23%, 10/01/2120		310,000		212,075

				1,990,875

Diversified Financial Services - 0.9%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
1.75%, 01/30/2026		189,000		167,295
2.45%, 10/29/2026		230,000		204,599
2.88%, 08/14/2024^(G)		345,000		330,927
3.00%, 10/29/2028		1,285,000		1,125,573
3.30%, 01/30/2032		270,000		227,149
4.50%, 09/15/2023		1,225,000		1,223,557
6.50%, 07/15/2025		150,000		154,845
Aviation Capital Group LLC
3.88%, 05/01/2023^(B)		300,000		297,006
5.50%, 12/15/2024^(B)		558,000		553,663
Brookfield Finance, Inc.
3.90%, 01/25/2028		211,000		205,322
4.70%, 09/20/2047		50,000		45,265
China Southern Power Grid International Finance BVI Co. Ltd.
3.50%, 05/08/2027^(B)		480,000		479,069
GE Capital International Funding Unlimited Co.
4.42%, 11/15/2035		1,757,000		1,737,376
Jefferies Group LLC
6.25%, 01/15/2036		260,000		265,817
6.45%, 06/08/2027		133,000		143,767
LSEGA Financing PLC
2.00%, 04/06/2028^{(B) (G)}		765,000		687,264
Mitsubishi HC Capital, Inc.
2.65%, 09/19/2022^(B)		294,000		293,560

				8,142,054

Diversified Telecommunication Services - 0.6%
AT&T, Inc.
1.65%, 02/01/2028		140,000		124,487
2.25%, 02/01/2032		940,000		800,897
2.30%, 06/01/2027		1,600,000		1,492,123
3.50%, 06/01/2041		972,000		821,642
3.55%, 09/15/2055		211,000		164,689
Deutsche Telekom AG
3.63%, 01/21/2050^(B)		164,000		136,459
GTP Acquisition Partners I LLC
3.48%, 06/15/2050^(B)		81,000		78,942
Verizon Communications, Inc.
2.10%, 03/22/2028		440,000		402,242
2.36%, 03/15/2032		290,000		250,924
2.65%, 11/20/2040		1,427,000		1,104,728

				5,377,133

Electric Utilities - 1.7%
AEP Texas, Inc.
6.65%, 02/15/2033		100,000		118,063
AEP Transmission Co. LLC
3.15%, 09/15/2049		165,000		130,466
Alabama Power Co.
5.60%, 03/15/2033		160,000		178,090


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
Appalachian Power Co.
6.38%, 04/01/2036		$ 200,000		$ 222,152
Arizona Public Service Co.
5.05%, 09/01/2041		303,000		297,096
Baltimore Gas & Electric Co.
2.90%, 06/15/2050		240,000		184,851
3.50%, 08/15/2046		688,000		591,332
Duke Energy Carolinas LLC
6.00%, 12/01/2028		500,000		554,664
6.45%, 10/15/2032		100,000		116,054
Duke Energy Indiana LLC
3.75%, 05/15/2046		1,200,000		1,043,141
Duquesne Light Holdings, Inc.
3.62%, 08/01/2027^(B)		460,000		433,247
Edison International
5.75%, 06/15/2027		165,000		172,923
EDP Finance BV
3.63%, 07/15/2024^(B)		300,000		298,395
Emera US Finance LP
4.75%, 06/15/2046		350,000		324,606
Enel Finance International NV
3.50%, 04/06/2028^(B)		265,000		245,506
Entergy Louisiana LLC
2.90%, 03/15/2051		460,000		351,838
3.05%, 06/01/2031		189,000		176,362
Evergy Metro, Inc.
5.30%, 10/01/2041		500,000		529,185
Fells Point Funding Trust
3.05%, 01/31/2027^(B)		955,000		899,621
Florida Power & Light Co.
5.13%, 06/01/2041		112,000		117,993
5.40%, 09/01/2035		100,000		111,090
Fortis, Inc.
3.06%, 10/04/2026		620,000		591,814
ITC Holdings Corp.
2.95%, 05/14/2030^(B)		230,000		208,302
Massachusetts Electric Co.
4.00%, 08/15/2046^(B)		201,000		172,091
Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028^(B)		195,000		194,615
Nevada Power Co.
5.38%, 09/15/2040		52,000		54,767
New England Power Co.
3.80%, 12/05/2047^{(B) (G)}		140,000		121,399
New York State Electric & Gas Corp.
3.25%, 12/01/2026^(B)		151,000		148,198
Northern States Power Co.
6.20%, 07/01/2037		89,000		107,817
NRG Energy, Inc.
2.00%, 12/02/2025^(B)		310,000		284,183
2.45%, 12/02/2027^(B)		345,000		304,107
4.45%, 06/15/2029^(B)		375,000		344,934
OGE Energy Corp.
0.70%, 05/26/2023		225,000		218,845
Ohio Edison Co.
6.88%, 07/15/2036		150,000		182,976
Oklahoma Gas & Electric Co.
0.55%, 05/26/2023		275,000		268,759
Pacific Gas & Electric Co.
1.70%, 11/15/2023		290,000		280,304
2.95%, 03/01/2026		205,000		187,702
3.25%, 02/16/2024		1,020,000		995,832
3.45%, 07/01/2025		1,825,000		1,746,331
3.75%, 08/15/2042		130,000		92,344
4.30%, 03/15/2045		220,000		165,783


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Electric Utilities (continued)
PG&E Wildfire Recovery Funding LLC
4.26%, 06/01/2038		$ 315,000		$ 311,920
5.10%, 06/01/2054		395,000		428,919
5.21%, 12/01/2049		205,000		218,272
Public Service Electric & Gas Co.
3.65%, 09/01/2042		138,000		124,497
Southern California Edison Co.
4.05%, 03/15/2042		300,000		259,214
5.50%, 03/15/2040		130,000		133,491
Southern Power Co.
5.15%, 09/15/2041		260,000		259,392
Toledo Edison Co.
6.15%, 05/15/2037		200,000		234,843
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		124,000		111,787
Wisconsin Electric Power Co.
3.65%, 12/15/2042		144,000		121,502
Xcel Energy, Inc.
4.80%, 09/15/2041		116,000		113,476

				16,085,091

Electrical Equipment - 0.1%
Eaton Corp.
7.63%, 04/01/2024		500,000		530,793

Electronic Equipment, Instruments & Components - 0.1%
Arrow Electronics, Inc.
3.25%, 09/08/2024		175,000		171,932
3.88%, 01/12/2028^(G)		133,000		128,702
Corning, Inc.
5.35%, 11/15/2048^(G)		230,000		238,952
Tyco Electronics Group SA
2.50%, 02/04/2032		400,000		362,028

				901,614

Energy Equipment & Services - 0.1%
Baker Hughes Holdings LLC
5.13%, 09/15/2040		200,000		202,632
Halliburton Co.
7.60%, 08/15/2096^(B)		160,000		170,363
Schlumberger Holdings Corp.
3.90%, 05/17/2028^(B)		170,000		166,083
Texas Eastern Transmission LP
2.80%, 10/15/2022^(B)		462,000		460,937
3.50%, 01/15/2028^(B)		60,000		57,627

				1,057,642

Entertainment - 0.2%
Activision Blizzard, Inc.
1.35%, 09/15/2030		405,000		338,257
Netflix, Inc.
4.38%, 11/15/2026		800,000		799,968
Walt Disney Co.
7.70%, 10/30/2025		300,000		337,129
8.88%, 04/26/2023		200,000		209,313

				1,684,667

Equity Real Estate Investment Trusts - 1.4%
Alexandria Real Estate Equities, Inc.
4.00%, 02/01/2050		419,000		359,597
American Tower Corp.
1.50%, 01/31/2028		530,000		460,080
1.88%, 10/15/2030		490,000		399,806
2.10%, 06/15/2030		320,000		267,822
2.95%, 01/15/2051		141,000		100,903
3.10%, 06/15/2050		214,000		158,232
3.38%, 10/15/2026		281,000		271,061
5.00%, 02/15/2024		139,000		141,471


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Equity Real Estate Investment Trusts (continued)
Boston Properties LP
3.20%, 01/15/2025		$ 228,000		$ 224,093
3.65%, 02/01/2026		408,000		403,004
Brixmor Operating Partnership LP
2.25%, 04/01/2028		320,000		278,705
2.50%, 08/16/2031		170,000		136,937
3.85%, 02/01/2025		400,000		394,644
Corporate Office Properties LP
2.00%, 01/15/2029		140,000		114,624
2.75%, 04/15/2031		523,000		428,008
Digital Realty Trust LP
3.70%, 08/15/2027		154,000		150,401
Equinix, Inc.
2.90%, 11/18/2026		510,000		485,363
Essex Portfolio LP
2.65%, 03/15/2032		400,000		342,679
GAIF Bond Issuer Pty Ltd.
3.40%, 09/30/2026^(B)		353,000		342,300
Healthcare Realty Holdings LP
2.00%, 03/15/2031		280,000		224,956
Healthpeak Properties, Inc.
2.13%, 12/01/2028		575,000		510,308
3.50%, 07/15/2029		447,000		421,936
Life Storage LP
2.40%, 10/15/2031		200,000		164,679
4.00%, 06/15/2029		522,000		492,481
National Retail Properties, Inc.
3.50%, 10/15/2027		150,000		143,374
3.60%, 12/15/2026		218,000		212,192
Office Properties Income Trust
2.40%, 02/01/2027		420,000		333,663
3.45%, 10/15/2031		190,000		135,512
Physicians Realty LP
2.63%, 11/01/2031		220,000		183,492
Public Storage
1.95%, 11/09/2028		262,000		232,878
2.25%, 11/09/2031		220,000		191,519
Realty Income Corp.
3.25%, 01/15/2031		285,000		266,287
3.88%, 04/15/2025		290,000		291,673
Regency Centers LP
2.95%, 09/15/2029		420,000		377,402
Sabra Health Care LP
3.20%, 12/01/2031		375,000		308,065
Safehold Operating Partnership LP
2.85%, 01/15/2032^(G)		673,000		556,602
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025^(B)		500,000		489,170
UDR, Inc.
2.10%, 08/01/2032		330,000		265,138
3.20%, 01/15/2030		500,000		453,596
Ventas Realty LP
3.75%, 05/01/2024		300,000		298,241
3.85%, 04/01/2027		203,000		199,080
Welltower, Inc.
3.10%, 01/15/2030		330,000		299,925
4.25%, 04/01/2026		250,000		251,583
WP Carey, Inc.
2.25%, 04/01/2033		545,000		434,670

				13,198,152

Food & Staples Retailing - 0.4%
7-Eleven, Inc.
1.30%, 02/10/2028^(B)		921,000		786,176
2.50%, 02/10/2041^(B)		225,000		163,034


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Food & Staples Retailing (continued)
Alimentation Couche-Tard, Inc.
3.44%, 05/13/2041^{(B) (G)}		$ 370,000		$ 289,058
3.63%, 05/13/2051^(B)		410,000		311,250
3.80%, 01/25/2050^(B)		445,000		348,893
CK Hutchison International 16 Ltd.
2.75%, 10/03/2026^(B)		350,000		339,962
CVS Pass-Through Trust
4.70%, 01/10/2036^(B)		437,347		429,670
5.77%, 01/10/2033^(B)		126,144		133,240
5.93%, 01/10/2034^(B)		452,003		474,224
Kroger Co.
8.00%, 09/15/2029		175,000		213,933

				3,489,440

Food Products - 0.4%
Bunge Ltd. Finance Corp.
2.75%, 05/14/2031		635,000		548,295
Campbell Soup Co.
2.38%, 04/24/2030^(G)		700,000		611,666
3.13%, 04/24/2050		188,000		143,938
Cargill, Inc.
1.70%, 02/02/2031^(B)		500,000		424,503
Conagra Brands, Inc.
5.30%, 11/01/2038		130,000		128,357
Kraft Heinz Foods Co.
4.38%, 06/01/2046		313,000		277,519
4.63%, 10/01/2039		400,000		367,526
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		288,000		292,334
Smithfield Foods, Inc.
3.00%, 10/15/2030^(B)		700,000		589,908
Tyson Foods, Inc.
4.88%, 08/15/2034		100,000		104,832

				3,488,878

Gas Utilities - 0.1%
Atmos Energy Corp.
0.63%, 03/09/2023		165,000		162,304
4.13%, 03/15/2049		570,000		541,797
Boston Gas Co.
4.49%, 02/15/2042^(B)		330,000		305,688
Southern Co. Gas Capital Corp.
3.25%, 06/15/2026		85,000		82,908
5.88%, 03/15/2041		109,000		117,487

				1,210,184

Health Care Equipment & Supplies - 0.1%
DH Europe Finance II SARL
3.25%, 11/15/2039		134,000		118,114
Zimmer Biomet Holdings, Inc.
2.60%, 11/24/2031		493,000		422,540

				540,654

Health Care Providers & Services - 0.9%
Advocate Health & Hospitals Corp.
2.21%, 06/15/2030		310,000		273,220
Aetna, Inc.
4.50%, 05/15/2042		153,000		143,558
6.75%, 12/15/2037		305,000		358,914
Bon Secours Mercy Health, Inc.
3.21%, 06/01/2050		345,000		262,436
Children’s Hospital
2.93%, 07/15/2050		340,000		250,473
Children’s Hospital Corp.
2.59%, 02/01/2050		300,000		215,410


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Health Care Providers & Services (continued)
Cigna Corp.
4.50%, 02/25/2026		$ 367,000		$ 377,645
CommonSpirit Health
1.55%, 10/01/2025		240,000		223,245
2.78%, 10/01/2030		240,000		210,899
Cottage Health Obligated Group
3.30%, 11/01/2049		360,000		298,759
CVS Health Corp.
5.05%, 03/25/2048		1,125,000		1,144,938
Elevance Health, Inc.
4.10%, 03/01/2028		425,000		430,951
4.38%, 12/01/2047		110,000		107,202
Hartford HealthCare Corp.
3.45%, 07/01/2054		780,000		655,057
HCA, Inc.
3.50%, 07/15/2051		180,000		134,252
4.63%, 03/15/2052^(B)		200,000		176,002
5.13%, 06/15/2039		420,000		399,547
5.25%, 06/15/2026		500,000		507,980
Mayo Clinic
4.13%, 11/15/2052		198,000		192,195
Memorial Health Services
3.45%, 11/01/2049		720,000		607,637
NYU Langone Hospitals
3.38%, 07/01/2055		300,000		234,826
Providence St. Joseph Health Obligated Group
2.75%, 10/01/2026		168,000		162,470
Texas Health Resources
4.33%, 11/15/2055		175,000		176,292
UnitedHealth Group, Inc.
4.63%, 07/15/2035		234,000		249,476
Universal Health Services, Inc.
2.65%, 10/15/2030^(B)		618,000		505,770
Yale-New Haven Health Services Corp.
2.50%, 07/01/2050		390,000		270,281

				8,569,435

Hotels, Restaurants & Leisure - 0.1%
McDonald’s Corp.
4.70%, 12/09/2035		465,000		487,889
Starbucks Corp.
3.75%, 12/01/2047		600,000		518,674

				1,006,563

Household Durables - 0.1%
Lennar Corp.
4.50%, 04/30/2024		555,000		556,992
Whirlpool Corp.
4.50%, 06/01/2046		500,000		443,864

				1,000,856

Independent Power & Renewable Electricity Producers - 0.0% ^(H)
Alexander Funding Trust
1.84%, 11/15/2023^(B)		400,000		383,168

Industrial Conglomerates - 0.0% ^(H)
Roper Technologies, Inc.
2.00%, 06/30/2030		280,000		234,743

Insurance - 1.1%
AIA Group Ltd.
3.20%, 09/16/2040^(B)		200,000		161,601
3.60%, 04/09/2029^(B)		200,000		196,653
3.90%, 04/06/2028^(B)		335,000		336,719


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Insurance (continued)
AIG SunAmerica Global Financing X
6.90%, 03/15/2032^(B)		$ 400,000		$ 474,982
Assurant, Inc.
4.20%, 09/27/2023		319,000		319,432
Athene Global Funding
1.45%, 01/08/2026^(B)		215,000		194,321
2.50%, 01/14/2025^(B)		52,000		49,639
2.95%, 11/12/2026^(B)		1,645,000		1,529,028
Berkshire Hathaway Finance Corp.
3.85%, 03/15/2052		420,000		385,024
4.40%, 05/15/2042		268,000		267,709
Brown & Brown, Inc.
2.38%, 03/15/2031		820,000		675,554
Corebridge Financial, Inc.
3.65%, 04/05/2027^(B)		380,000		365,964
3.85%, 04/05/2029^(B)		265,000		252,003
F&G Global Funding
1.75%, 06/30/2026^(B)		300,000		271,103
Hanover Insurance Group, Inc.
2.50%, 09/01/2030		250,000		212,639
Hartford Financial Services Group, Inc.
4.30%, 04/15/2043		360,000		329,749
Intact US Holdings, Inc.
4.60%, 11/09/2022		500,000		501,507
Liberty Mutual Group, Inc.
3.95%, 10/15/2050^(B)		300,000		238,517
Liberty Mutual Insurance Co.
8.50%, 05/15/2025^(B)		200,000		220,723
MassMutual Global Funding II
2.75%, 06/22/2024^(B)		400,000		393,312
Metropolitan Life Global Funding I
3.00%, 09/19/2027^(B)		350,000		335,554
New York Life Global Funding
2.35%, 07/14/2026^(B)		226,000		215,897
New York Life Insurance Co.
4.45%, 05/15/2069^(B)		330,000		298,386
Northwestern Mutual Global Funding
1.70%, 06/01/2028^(B)		320,000		287,600
Pacific Life Insurance Co.
Fixed until 10/24/2047, 4.30%^(A), 10/24/2067^(B)		198,000		173,339
Prudential Insurance Co. of America
8.30%, 07/01/2025^(B)		900,000		998,089
Sumitomo Life Insurance Co.
Fixed until 09/14/2027, 4.00%^(A), 09/14/2077^(B)		250,000		237,031
Teachers Insurance & Annuity Association of America
4.27%, 05/15/2047^(B)		260,000		242,575
Travelers Property Casualty Corp.
7.75%, 04/15/2026		200,000		228,808

				10,393,458

Internet & Catalog Retail - 0.1%
Amazon.com, Inc.
3.95%, 04/13/2052		630,000		618,944

Internet & Direct Marketing Retail - 0.1%
Amazon.com, Inc.
3.88%, 08/22/2037		500,000		504,651

IT Services - 0.3%
CGI, Inc.
1.45%, 09/14/2026		340,000		304,996
2.30%, 09/14/2031		609,000		503,412
Fiserv, Inc.
3.20%, 07/01/2026		230,000		223,769
4.40%, 07/01/2049		220,000		199,419


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
IT Services (continued)
Global Payments, Inc.
2.90%, 05/15/2030 - 11/15/2031		$ 460,000		$ 390,531
3.20%, 08/15/2029		997,000		888,382
Leidos, Inc.
2.30%, 02/15/2031		200,000		165,538

				2,676,047

Leisure Products - 0.1%
Hasbro, Inc.
3.90%, 11/19/2029		535,000		508,573

Life Sciences Tools & Services - 0.1%
Thermo Fisher Scientific, Inc.
2.00%, 10/15/2031		555,000		494,710

Machinery - 0.1%
nVent Finance SARL
4.55%, 04/15/2028		337,000		328,892
Otis Worldwide Corp.
2.57%, 02/15/2030		775,000		694,228
Xylem, Inc.
2.25%, 01/30/2031^(G)		235,000		202,277

				1,225,397

Media - 0.7%
Charter Communications Operating LLC / Charter Communications Operating Capital
2.80%, 04/01/2031		800,000		675,713
3.70%, 04/01/2051		375,000		266,090
4.80%, 03/01/2050		315,000		263,381
5.05%, 03/30/2029		400,000		397,539
6.83%, 10/23/2055		150,000		156,865
Comcast Corp.
2.89%, 11/01/2051		1,533,000		1,163,645
2.94%, 11/01/2056		833,000		616,096
2.99%, 11/01/2063		219,000		158,956
3.25%, 11/01/2039		380,000		328,173
3.45%, 02/01/2050		95,000		79,643
Discovery Communications LLC
3.63%, 05/15/2030		800,000		731,189
5.20%, 09/20/2047		335,000		298,093
Paramount Global
2.90%, 01/15/2027^(G)		250,000		236,607
4.00%, 01/15/2026		208,000		208,216
4.85%, 07/01/2042		150,000		129,072
SES SA
3.60%, 04/04/2023^(B)		100,000		98,713
Time Warner Cable LLC
5.50%, 09/01/2041		400,000		364,877
Time Warner Entertainment Co. LP
8.38%, 07/15/2033		250,000		298,473

				6,471,341

Metals & Mining - 0.2%
Anglo American Capital PLC
3.63%, 09/11/2024^(B)		200,000		196,775
Barrick Gold Corp.
6.45%, 10/15/2035		140,000		161,956
Freeport-McMoRan, Inc.
5.40%, 11/14/2034		400,000		398,832
Glencore Funding LLC
2.50%, 09/01/2030^{(B) (G)}		790,000		656,971
4.13%, 05/30/2023^(B)		234,000		233,106

				1,647,640


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Multi-Utilities - 0.4%
Consolidated Edison Co. of New York, Inc.
3.88%, 06/15/2047		$ 260,000		$ 229,283
Delmarva Power & Light Co.
4.00%, 06/01/2042		294,000		267,995
4.15%, 05/15/2045		270,000		254,092
Dominion Energy, Inc.
5.25%, 08/01/2033		500,000		529,593
NiSource, Inc.
5.80%, 02/01/2042		600,000		633,891
Public Service Co. of Oklahoma
3.15%, 08/15/2051		360,000		276,830
Public Service Enterprise Group, Inc.
1.60%, 08/15/2030		450,000		371,890
San Diego Gas & Electric Co.
2.95%, 08/15/2051		420,000		330,542
6.00%, 06/01/2026		320,000		345,854
6.13%, 09/15/2037		100,000		115,963

				3,355,933

Multiline Retail - 0.0% ^(H)
Nordstrom, Inc.
4.25%, 08/01/2031^(G)		481,000		389,567

Oil, Gas & Consumable Fuels - 1.6%
Aker BP ASA
2.00%, 07/15/2026^(B)		200,000		182,007
APA Infrastructure Ltd.
4.25%, 07/15/2027^(B)		386,000		381,551
BP Capital Markets America, Inc.
2.77%, 11/10/2050		970,000		725,824
2.94%, 06/04/2051		35,000		26,671
3.00%, 03/17/2052		405,000		312,044
BP Capital Markets PLC
3.28%, 09/19/2027^(G)		173,000		170,648
Cameron LNG LLC
3.70%, 01/15/2039^(B)		554,000		487,111
Chevron USA, Inc.
3.25%, 10/15/2029		290,000		283,636
Ecopetrol SA
5.38%, 06/26/2026		135,000		130,680
Energy Transfer LP
3.90%, 07/15/2026		195,000		189,849
4.15%, 09/15/2029		395,000		374,385
4.75%, 01/15/2026		476,000		478,994
5.50%, 06/01/2027		69,000		71,238
6.05%, 06/01/2041		538,000		538,099
6.10%, 02/15/2042		500,000		494,449
Eni SpA
5.70%, 10/01/2040^(B)		500,000		525,012
Enterprise Products Operating LLC
4.45%, 02/15/2043		161,000		150,484
7.55%, 04/15/2038		161,000		196,310
EQT Corp.
3.90%, 10/01/2027		264,000		256,830
Exxon Mobil Corp.
3.00%, 08/16/2039		1,115,000		959,278
4.11%, 03/01/2046		294,000		284,704
Flex Intermediate Holdco LLC
3.36%, 06/30/2031^(B)		310,000		263,714
4.32%, 12/30/2039^(B)		220,000		178,830
Galaxy Pipeline Assets Bidco Ltd.
2.94%, 09/30/2040^(B)		442,175		371,432
Gray Oak Pipeline LLC
2.00%, 09/15/2023^(B)		250,000		244,176
2.60%, 10/15/2025^(B)		305,000		286,796
3.45%, 10/15/2027^(B)		597,000		559,391


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Oil, Gas & Consumable Fuels (continued)
HF Sinclair Corp.
2.63%, 10/01/2023^(B)		$ 425,000		$ 413,683
5.88%, 04/01/2026^(B)		224,000		229,589
Marathon Petroleum Corp.
4.70%, 05/01/2025		694,000		706,670
NGPL PipeCo LLC
3.25%, 07/15/2031^(B)		335,000		287,316
ONEOK Partners LP
6.65%, 10/01/2036		220,000		232,665
ONEOK, Inc.
2.20%, 09/15/2025		500,000		469,035
Phillips 66 Co.
3.15%, 12/15/2029^(B)		300,000		276,862
4.90%, 10/01/2046^(B)		144,000		143,628
Pioneer Natural Resources Co.
1.90%, 08/15/2030		720,000		609,175
Plains All American Pipeline LP / PAA Finance Corp.
4.30%, 01/31/2043		150,000		116,531
4.70%, 06/15/2044		160,000		131,030
Saudi Arabian Oil Co.
1.63%, 11/24/2025^{(B) (G)}		200,000		187,400
Southern Natural Gas Co. LLC
4.80%, 03/15/2047^(B)		136,000		123,460
8.00%, 03/01/2032		105,000		125,356
Suncor Energy, Inc.
5.95%, 12/01/2034		550,000		595,914
7.88%, 06/15/2026		100,000		112,730
Targa Resources Corp.
4.20%, 02/01/2033		190,000		178,784
TotalEnergies Capital International SA
2.99%, 06/29/2041		650,000		543,291
3.13%, 05/29/2050		605,000		494,782
3.46%, 07/12/2049		200,000		171,986
Valero Energy Corp.
2.15%, 09/15/2027		390,000		353,876

				15,627,906

Personal Products - 0.1%
Estee Lauder Cos., Inc.
2.60%, 04/15/2030		549,000		511,768
GSK Consumer Healthcare Capital US LLC
3.38%, 03/24/2029^(B)		530,000		512,888

				1,024,656

Pharmaceuticals - 0.5%
AstraZeneca PLC
6.45%, 09/15/2037		180,000		226,774
Bristol-Myers Squibb Co.
4.13%, 06/15/2039		377,000		376,981
4.55%, 02/20/2048		288,000		296,982
Mylan, Inc.
5.40%, 11/29/2043		100,000		85,199
Royalty Pharma PLC
1.20%, 09/02/2025		193,000		176,635
2.15%, 09/02/2031		287,000		237,630
Shire Acquisitions Investments Ireland DAC
3.20%, 09/23/2026		778,000		757,337
Takeda Pharmaceutical Co. Ltd.
3.03%, 07/09/2040		885,000		723,546
3.18%, 07/09/2050		415,000		329,094
Utah Acquisition Sub, Inc.
3.95%, 06/15/2026		185,000		175,094


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Pharmaceuticals (continued)
Viatris, Inc.
2.30%, 06/22/2027		$ 1,260,000		$ 1,099,366
Zoetis, Inc.
2.00%, 05/15/2030		410,000		356,860

				4,841,498

Real Estate Management & Development - 0.0% ^(H)
Ontario Teachers’ Cadillac Fairview Properties Trust
3.88%, 03/20/2027^(B)		325,000		321,322

Road & Rail - 0.9%
Avolon Holdings Funding Ltd.
2.13%, 02/21/2026^(B)		250,000		217,222
2.53%, 11/18/2027^(B)		2,259,000		1,871,692
2.88%, 02/15/2025^(B)		150,000		138,724
4.25%, 04/15/2026^(B)		2,280,000		2,123,328
4.38%, 05/01/2026^(B)		510,000		476,027
5.25%, 05/15/2024^(B)		555,000		548,354
5.50%, 01/15/2026^(B)		890,000		863,985
Burlington Northern Santa Fe LLC
3.55%, 02/15/2050		233,000		208,452
5.75%, 05/01/2040		300,000		347,399
7.29%, 06/01/2036		90,000		119,326
Canadian Pacific Railway Co.
3.00%, 12/02/2041		500,000		415,900
CSX Corp.
4.75%, 11/15/2048		215,000		221,139
6.00%, 10/01/2036		340,000		397,437
Kansas City Southern
3.50%, 05/01/2050		500,000		416,723
4.70%, 05/01/2048		316,000		314,164
Park Aerospace Holdings Ltd.
4.50%, 03/15/2023^(B)		95,000		94,160
5.50%, 02/15/2024^(B)		42,000		41,521

				8,815,553

Semiconductors & Semiconductor Equipment - 0.6%
Analog Devices, Inc.
2.80%, 10/01/2041		367,000		305,723
Broadcom, Inc.
1.95%, 02/15/2028^(B)		1,000,000		879,341
3.14%, 11/15/2035^(B)		356,000		287,746
3.19%, 11/15/2036^(B)		925,000		743,117
KLA Corp.
3.30%, 03/01/2050		700,000		590,642
Microchip Technology, Inc.
0.97%, 02/15/2024		144,000		137,327
0.98%, 09/01/2024		276,000		258,811
NXP BV / NXP Funding LLC / NXP USA, Inc.
2.50%, 05/11/2031^(G)		570,000		481,539
3.25%, 05/11/2041		585,000		454,785
TSMC Arizona Corp.
4.50%, 04/22/2052		345,000		346,425
TSMC Global Ltd.
4.63%, 07/22/2032		294,000		303,420
Xilinx, Inc.
2.38%, 06/01/2030		860,000		783,343

				5,572,219

Software - 0.3%
Microsoft Corp.
2.92%, 03/17/2052		307,000		259,495
3.04%, 03/17/2062		183,000		153,269
Oracle Corp.
2.30%, 03/25/2028		690,000		618,938


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Software (continued)
VMware, Inc.
1.40%, 08/15/2026		$ 1,179,000		$ 1,061,770
4.65%, 05/15/2027		220,000		223,035
Workday, Inc.
3.50%, 04/01/2027		578,000		566,617

				2,883,124

Specialty Retail - 0.1%
AutoZone, Inc.
1.65%, 01/15/2031		600,000		492,705
O’Reilly Automotive, Inc.
3.60%, 09/01/2027		747,000		740,754

				1,233,459

Technology Hardware, Storage & Peripherals - 0.4%
Apple, Inc.
2.40%, 08/20/2050^(G)		1,000,000		750,681
3.45%, 02/09/2045		528,000		485,575
3.75%, 09/12/2047		500,000		477,006
3.85%, 08/04/2046		207,000		200,576
4.65%, 02/23/2046		119,000		128,728
Dell International LLC / EMC Corp.
5.45%, 06/15/2023		67,000		67,736
6.02%, 06/15/2026		1,293,000		1,373,545
HP, Inc.
3.00%, 06/17/2027		335,000		318,379

				3,802,226

Tobacco - 0.2%
Altria Group, Inc.
2.45%, 02/04/2032		665,000		524,766
BAT Capital Corp.
2.26%, 03/25/2028		290,000		248,485
3.73%, 09/25/2040^(G)		195,000		141,195
3.98%, 09/25/2050		300,000		210,031
4.39%, 08/15/2037		400,000		331,411
4.54%, 08/15/2047		290,000		217,945
BAT International Finance PLC
1.67%, 03/25/2026		215,000		194,353

				1,868,186

Trading Companies & Distributors - 0.3%
Air Lease Corp.
3.25%, 03/01/2025 - 10/01/2029		1,153,000		1,027,805
3.38%, 07/01/2025		950,000		909,087
BOC Aviation Ltd.
2.75%, 09/18/2022^(B)		270,000		269,690
3.50%, 10/10/2024^(B)		200,000		195,617
International Lease Finance Corp.
5.88%, 08/15/2022		154,000		154,118
WW Grainger, Inc.
4.60%, 06/15/2045		198,000		202,417

				2,758,734

Transportation Infrastructure - 0.0% ^(H)
Mexico City Airport Trust
5.50%, 07/31/2047^(B)		200,000		152,250

Water Utilities - 0.0% ^(H)
American Water Capital Corp.
3.85%, 03/01/2024		300,000		300,783
4.00%, 12/01/2046		172,000		155,510

				456,293


	Principal		Value
CORPORATE DEBT SECURITIES (continued)
Wireless Telecommunication Services - 0.1%
America Movil SAB de CV
4.38%, 04/22/2049^(G)		$ 251,000		$ 241,592
Rogers Communications, Inc.
4.55%, 03/15/2052^(B)		370,000		349,997
Vodafone Group PLC
4.88%, 06/19/2049		545,000		522,861
5.25%, 05/30/2048		260,000		262,954

				1,377,404

Total Corporate Debt Securities (Cost $271,435,491)				247,280,750


FOREIGN GOVERNMENT OBLIGATIONS - 0.4%
Chile - 0.0% ^(H)
Chile Government International Bond
2.55%, 01/27/2032		218,000		192,246

Mexico - 0.4%
Mexico Government International Bond
2.66%, 05/24/2031		467,000		399,317
3.75%, 01/11/2028		1,042,000		1,021,823
3.77%, 05/24/2061		345,000		240,010
4.13%, 01/21/2026^(G)		615,000		621,427
4.35%, 01/15/2047^(G)		183,000		147,634
4.60%, 02/10/2048^(G)		200,000		166,377
4.75%, 03/08/2044		190,000		165,311
5.75%, 10/12/2110		550,000		487,598

				3,249,497

Panama - 0.0% ^(H)
Panama Government International Bond
4.50%, 04/16/2050		200,000		165,096

Saudi Arabia - 0.0% ^(H)
Saudi Government International Bond
2.25%, 02/02/2033^(B)		272,000		239,355

Total Foreign Government Obligations (Cost $4,411,689)				3,846,194


MORTGAGE-BACKED SECURITIES - 5.4%
American General Mortgage Loan Trust
Series 2006-1, Class A5,
5.75%^(A), 12/25/2035^(B)		416		436
Banc of America Funding Trust
Series 2004-3, Class 1A1,
5.50%, 10/25/2034		23,970		23,334
Banc of America Mortgage Trust
Series 2003-C, Class 3A1,
2.75%^(A), 04/25/2033		4,852		4,709
Bayview Financing Trust
Series 2020-3F, Class A,
1-Month LIBOR + 3.00%, 3.08%^(A), 11/10/2022^{(B) (C)}		500,071		499,478
BB-UBS Trust
Series 2012-SHOW, Class A,
3.43%, 11/05/2036^(B)		1,500,000		1,445,953
Bear Stearns ARM Trust
Series 2003-4, Class 3A1,
3.50%^(A), 07/25/2033		13,863		13,514
Series 2004-2, Class 14A,
3.08%^(A), 05/25/2034		11,098		10,496


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2005-PWR8, Class X1,
0.72%^(A), 06/11/2041^(B)		$ 2,435		$ 2
Chase Mortgage Finance Trust
Series 2007-A1, Class 1A3,
2.69% ^(A), 02/25/2037		160,925		155,811
Series 2007-A1, Class 2A1,
3.65%^(A), 02/25/2037		31,822		30,825
Series 2007-A1, Class 7A1,
3.73%^(A), 02/25/2037		19,422		19,385
Series 2007-A1, Class 9A1,
3.13%^(A), 02/25/2037		11,421		11,174
Series 2007-A2, Class 1A1,
3.21%^(A), 06/25/2035		4,871		4,686
Series 2007-A2, Class 2A1,
2.93%^(A), 06/25/2035		48,301		47,993
CHL Mortgage Pass-Through Trust
Series 2004-3, Class A26,
5.50%, 04/25/2034		55,960		53,094
Series 2004-3, Class A4,
5.75%, 04/25/2034		83,940		79,987
Series 2004-5, Class 1A4,
5.50%, 06/25/2034		77,584		75,798
Series 2004-8, Class 2A1,
4.50%, 06/25/2019^(E)		254		255
Citigroup Global Markets Mortgage Securities VII, Inc.
Series 2003-HYB1, Class A,
2.24%^(A), 09/25/2033		16,565		16,806
Citigroup Mortgage Loan Trust, Inc.
Series 2003-1, Class 3A4,
5.25%, 09/25/2033		16,725		15,783
Series 2005-2, Class 2A11,
5.50%, 05/25/2035		52,234		50,378
Series 2009-10, Class 1A1,
2.54%^(A), 09/25/2033^(B)		52,159		51,425
COMM Mortgage Trust
Series 2015-CR25, Class A4,
3.76%, 08/10/2048		562,000		558,392
Series 2018-HOME, Class A,
3.82%^(A), 04/10/2033 ^(B)		2,410,000		2,318,180
COMM Mortgage Trust, Interest Only STRIPS
Series 2012-CR2, Class XA,
1.13%^(A), 08/15/2045		69,688		5
Credit Suisse First Boston Mortgage Securities Corp.
Series 2003-21, Class 1A4,
5.25%, 09/25/2033		22,933		21,951
Series 2003-AR15, Class 3A1,
3.29%^(A), 06/25/2033		42,902		41,059
Series 2004-5, Class 3A1,
5.25%, 08/25/2019^(E)		13,645		13,645
CSFB Mortgage-Backed Pass-Through Certificates
Series 2003-27, Class 5A4,
5.25%, 11/25/2033		5,147		4,892
Series 2003-29, Class 5A1,
7.00%, 12/25/2033		29,728		29,445
Series 2004-4, Class 2A4,
5.50%, 09/25/2034		45,868		44,783
Series 2004-8, Class 1A4,
5.50%, 12/25/2034		88,683		84,487
CSMC OA LLC
Series 2014-USA, Class D,
4.37%, 09/15/2037 ^(B)		500,000		422,026


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust
Series 2022-JR1, Class A1,
4.27%^(A), 10/25/2066^{(B) (D)}		$ 1,701,256		$ 1,676,315
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
Series 2005-1, Class 2A1,
4.31%^(A), 02/25/2020		6,161		6,079
FMC GMSR Issuer Trust
3.69%, 02/25/2024 ^(B)		2,835,000		2,778,300
Series 2020-GT1, Class A,
4.45% ^(A), 01/25/2026 ^(B)		1,700,000		1,535,392
Series 2021-GT1, Class A,
3.62% ^(A), 07/25/2026 ^(B)		1,700,000		1,556,571
Series 2021-GT2, Class A,
3.85% ^(A), 10/25/2026 ^(B)		1,440,000		1,301,841
GSMPS Mortgage Loan Trust
Series 2005-RP3, Class 1AF,
1-Month LIBOR + 0.35%, 2.61% ^(A), 09/25/2035^(B)		493,849		428,241
GSMPS Mortgage Loan Trust, Interest Only STRIPS
Series 2005-RP3, Class 1AS,
2.52% ^(A), 09/25/2035^(B)		370,387		16,943
GSR Mortgage Loan Trust
Series 2003-7F, Class 1A4,
5.25%, 06/25/2033		102,748		98,954
Series 2004-8F, Class 2A3,
6.00%, 09/25/2034		69,123		68,517
Series 2005-5F, Class 8A3,
1-Month LIBOR + 0.50%, 2.76%^(A), 06/25/2035		5,408		5,109
Headlands Residential LLC
Series 2017-RPL1, Class A,
3.88% ^(A), 11/25/2024 ^{(B) (D)}		713,340		706,805
Home RE Ltd.
Series 2022-1, Class M1A,
1-Month SOFR + 2.85%, 4.36% ^(A), 10/25/2034 ^(B)		1,600,000		1,599,017
Impac CMB Trust
Series 2005-4, Class 2A1,
1-Month LIBOR + 0.30%, 2.86%^(A), 05/25/2035		82,637		74,476
Impac Secured Assets CMN Owner Trust
Series 2003-2, Class A1,
5.50%, 08/25/2033		23,575		20,028
Impac Secured Assets Trust
Series 2006-1, Class 2A1,
1-Month LIBOR + 0.70%, 2.96%^(A), 05/25/2036		47,028		43,283
Independence Plaza Trust
Series 2018-INDP, Class A,
3.76%, 07/10/2035 ^(B)		1,590,000		1,550,416
JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS
Series 2006-CB15, Class X1,
0.25%^(A), 06/12/2043		922,229		22
JPMorgan Mortgage Trust
Series 2004-A3, Class 4A1,
3.63%^(A), 07/25/2034		1,521		1,500
Series 2004-A4, Class 1A1,
3.69%^(A), 09/25/2034		7,469		6,990
Series 2004-S1, Class 1A7,
5.00%, 09/25/2034		802		803
Series 2005-A1, Class 3A4,
2.72%^(A), 02/25/2035		30,749		29,397
Series 2006-A2, Class 5A3,
2.34%^(A), 11/25/2033		50,895		49,806
Series 2006-A3, Class 6A1,
3.36%^(A), 08/25/2034		6,250		6,154


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
LHOME Mortgage Trust
Series 2021-RTL1, Class A1,
2.09%^(A), 09/25/2026^(B)		$ 810,000		$ 776,166
MASTR Adjustable Rate Mortgages Trust
Series 2004-13, Class 2A1,
2.68%^(A), 04/21/2034		76,417		73,740
Series 2004-13, Class 3A7,
3.43%^(A), 11/21/2034		46,019		43,920
MASTR Alternative Loan Trust
Series 2003-9, Class 2A1,
6.00%, 12/25/2033		10,195		9,876
MASTR Asset Securitization Trust
Series 2003-11, Class 9A6,
5.25%, 12/25/2033		119,782		114,624
Series 2004-P7, Class A6,
5.50%, 12/27/2033^(B)		15,039		13,967
MASTR Resecuritization Trust, Principal Only STRIPS
Series 2005, Class 3,
Zero Coupon, 05/28/2035^(B)		4,994		4,191
Merrill Lynch Mortgage Investors Trust
Series 2003-A4, Class 2A,
3.00%^(A), 07/25/2033		26,806		25,315
Series 2003-A5, Class 2A6,
3.11%^(A), 08/25/2033		11,065		10,524
Series 2004-1, Class 2A1,
2.44%^(A), 12/25/2034		54,998		52,755
Series 2004-A4, Class A2,
3.31%^(A), 08/25/2034		26,246		24,998
Series 2004-D, Class A2,
6-Month LIBOR + 0.72%, 1.55%^(A), 09/25/2029		43,206		41,205
Morgan Stanley Capital I Trust, Interest Only STRIPS
Series 2006-T21, Class X,
0.07%^(A), 10/12/2052^(B)		3,116,853		12
Morgan Stanley Mortgage Loan Trust
Series 2004-3, Class 4A,
5.65%^(A), 04/25/2034		71,357		70,745
MRCD Mortgage Trust
Series 2019-PARK, Class D,
2.72%, 12/15/2036^(B)		1,443,000		1,313,131
PRET LLC
Series 2021-RN4, Class A1,
2.49%^(A), 10/25/2051^(B)		2,491,899		2,335,522
Pretium Mortgage Credit Partners I LLC
Series 2021-NPL1, Class A1,
2.24%^(A), 09/27/2060^{(B) (D)}		1,383,733		1,310,918
Prime Mortgage Trust
Series 2004-CL1, Class 1A1,
6.00%, 02/25/2034		21,577		21,220
Prime Mortgage Trust, Principal Only STRIPS
Series 2004-CL1, Class 1,
Zero Coupon, 02/25/2034		1,179		870
PRPM LLC
Series 2021-1, Class A1,
2.12%^(A), 01/25/2026^(B)		1,280,004		1,217,846
Series 2021-3, Class A1,
1.87%^(A), 04/25/2026^{(B) (D)}		781,163		737,590
RAMP Trust
Series 2004-SL2, Class A3,
7.00%, 10/25/2031		52,142		51,287


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust
Series 2017-4, Class M60C,
3.50%, 06/25/2057		$ 1,502,797		$ 1,489,194
Series 2018-2, Class M55D,
4.00%, 11/25/2057		2,030,200		2,053,589
Series 2019-1, Class MT,
3.50%, 07/25/2058		1,650,531		1,641,653
Series 2019-3, Class MB,
3.50%, 10/25/2058		939,935		901,458
Series 2019-4, Class M55D,
4.00%, 02/25/2059		1,154,757		1,168,595
Series 2022-1, Class MTU,
3.25%, 11/25/2061		1,762,659		1,727,205
Sequoia Mortgage Trust
Series 2004-11, Class A1,
1-Month LIBOR + 0.60%, 2.73%^(A), 12/20/2034		101,881		93,341
Series 2004-11, Class A3,
1-Month LIBOR + 0.60%, 2.73%^(A), 12/20/2034		492		491
Series 2004-12, Class A3,
6-Month LIBOR + 0.32%, 3.07%^(A), 01/20/2035		53,893		50,543
SLG Office Trust
Series 2021-OVA, Class A,
2.59%, 07/15/2041^(B)		1,620,000		1,429,724
Structured Asset Mortgage Investments II Trust
Series 2004-AR5, Class 1A1,
1-Month LIBOR + 0.66%, 2.78%^(A), 10/19/2034		100,330		95,437
Structured Asset Securities Corp.
Series 2004-4XS, Class 1A5,
5.14%^(A), 02/25/2034^(D)		155,410		147,455
Structured Asset Securities Corp. Mortgage Pass-Through Certificates
Series 2003-37A, Class 2A,
2.44%^(A), 12/25/2033		32,027		31,094
Thornburg Mortgage Securities Trust
Series 2003-4, Class A1,
1-Month LIBOR + 0.64%, 2.90%^(A), 09/25/2043		47,575		45,878
Series 2004-1, Class II2A,
1.37%^(A), 03/25/2044		16,087		15,744
Toorak Mortgage Corp. Ltd.
Series 2019-2, Class A1,
3.72%^(A), 09/25/2022^(D)		299,078		296,594
Towd Point Mortgage Trust
Series 2021-R1, Class A1,
2.92%^(A), 11/30/2060^(B)		2,283,482		2,064,235
UBS-BAMLL Trust
Series 2012-WRM, Class A,
3.66%, 06/10/2030^(B)		31,690		31,636
UBS-Barclays Commercial Mortgage Trust
Series 2012-C2, Class A4,
3.53%, 05/10/2063		27,197		27,170
UBS-Barclays Commercial Mortgage Trust, Interest Only STRIPS
Series 2012-C2, Class XA,
0.80%^(A), 05/10/2063^(B)		755,064		33
VM Master Issuer LLC
Series 2022-1, Class A1,
5.16%^(A), 05/24/2025^{(B) (E)}		2,000,000		1,991,200
VOLT C LLC
Series 2021-NPL9, Class A1,
1.99%^(A), 05/25/2051^{(B) (D)}		705,026		662,690
VOLT CI LLC
Series 2021-NP10, Class A1,
1.99%^(A), 05/25/2051^{(B) (D)}		823,501		773,936


	Principal		Value
MORTGAGE-BACKED SECURITIES (continued)
VOLT XCIII LLC
Series 2021-NPL2, Class A1,
1.89%^(A), 02/27/2051^{(B) (D)}		$ 1,971,945		$ 1,860,770
VOLT XCIV LLC
Series 2021-NPL3, Class A1,
2.24%^(A), 02/27/2051^{(B) (D)}		1,379,316		1,315,078
VOLT XCV LLC
Series 2021-NPL4, Class A1,
2.24% ^(A), 03/27/2051 ^(B) ^(D)		438,927		417,326
VOLT XCVII LLC
Series 2021-NPL6, Class A1,
2.24%^(A), 04/25/2051^{(B) (D)}		1,219,607		1,156,996
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
Series 2006-C24, Class XC,
0.00%^(A), 03/15/2045^(B)		443,539		4
WaMu Mortgage Pass-Through Certificates Trust
Series 2003-AR6, Class A1,
3.45%^(A), 06/25/2033		76,005		71,895
Series 2003-AR7, Class A7,
3.80%^(A), 08/25/2033		34,939		32,855
Series 2003-AR8, Class A,
2.81%^(A), 08/25/2033		12,618		12,333
Series 2003-AR9, Class 1A6,
2.54%^(A), 09/25/2033		62,820		59,752
Series 2003-S3, Class 1A4,
5.50%, 06/25/2033		68,004		65,877
Series 2003-S4, Class 2A10,
1-Month LIBOR + 17.46%, 11.25%^(A), 06/25/2033		2,786		2,856
Series 2003-S9, Class A8,
5.25%, 10/25/2033		34,276		32,891
Series 2004-AR3, Class A1,
3.10%^(A), 06/25/2034		6,937		6,562
Series 2004-AR3, Class A2,
3.10%^(A), 06/25/2034		71,348		67,498
Series 2004-S2, Class 2A4,
5.50%, 06/25/2034		48,474		47,058
Washington Mutual MSC Mortgage Pass-Through Certificates Trust
Series 2004-RA2, Class 2A,
7.00%, 07/25/2033		26,511		27,041
Wells Fargo Commercial Mortgage Trust
Series 2016-C35, Class A4,
2.93%, 07/15/2048		1,915,000		1,840,604
Wells Fargo Mortgage-Backed Securities Trust
Series 2004-U, Class A1,
3.02%^(A), 10/25/2034		121,025		113,764

Total Mortgage-Backed Securities (Cost $54,873,333)				51,831,623


MUNICIPAL GOVERNMENT OBLIGATIONS - 0.6%
California - 0.2%
State of California, General Obligation Unlimited,
7.30%, 10/01/2039		520,000		679,967
University of California Regents Medical Center Pooled Revenue, Revenue Bonds,
Series N,
3.71%, 05/15/2120		820,000		627,066

				1,307,033


	Principal		Value
MUNICIPAL GOVERNMENT OBLIGATIONS (continued)
New York - 0.2%
New York State Dormitory Authority, Revenue Bonds,
Series D,
5.60%, 03/15/2040		$ 280,000		$ 315,838
Port Authority of New York & New Jersey, Revenue Bonds,
4.46%, 10/01/2062		800,000		805,432
5.65%, 11/01/2040		655,000		744,502

				1,865,772

Ohio - 0.2%
American Municipal Power, Inc., Revenue Bonds,
Series B,
7.50%, 02/15/2050		640,000		843,317
Ohio State University, Revenue Bonds,
Series A,
4.80%, 06/01/2111		1,370,000		1,407,510

				2,250,827

Total Municipal Government Obligations (Cost $5,228,570)				5,423,632


U.S. GOVERNMENT AGENCY OBLIGATIONS - 26.7%
Federal Home Loan Mortgage Corp.
12-Month LIBOR + 1.58%, 1.83%^(A), 12/01/2036		43,570		44,394
12-Month LIBOR + 1.64%, 1.89%^(A), 11/01/2036		17,121		17,447
12-Month LIBOR + 1.67%, 1.92%^(A), 12/01/2036		65,852		67,468
12-Month LIBOR + 1.70%, 2.07%^(A), 02/01/2037		19,695		20,045
6-Month LIBOR + 1.70%, 2.14%^(A), 10/01/2036		12,194		12,202
12-Month LIBOR + 1.91%, 2.16%^(A), 04/01/2037		1,192		1,198
12-Month LIBOR + 2.00%, 2.25%^(A), 11/01/2036		2,989		2,985
12-Month LIBOR + 1.77%, 2.33%^(A), 09/01/2037		10,352		10,386
1-Year CMT + 2.36%, 2.36%^(A), 10/01/2037		5,310		5,277
1-Year CMT + 2.25%, 2.37%^(A), 02/01/2036		97,524		100,278
1-Year CMT + 2.25%, 2.38%^(A), 01/01/2035		134,273		137,713
1-Year CMT + 2.24%, 2.50%^(A), 11/01/2036		56,734		58,184
12-Month LIBOR + 2.04%, 2.56%^(A), 05/01/2037		11,479		11,528
12-Month LIBOR + 1.98%, 2.67%^(A), 04/01/2037		15,442		15,410
12-Month LIBOR + 1.89%, 2.69%^(A), 05/01/2038		4,382		4,394
6-Month LIBOR + 1.56%, 2.69%^(A), 05/01/2037		38,586		39,396
6-Month LIBOR + 2.01%, 2.72%^(A), 05/01/2037		15,262		15,796
1-Year CMT + 2.65%, 2.78%^(A), 10/01/2037		57,358		56,842
3.00%, 10/01/2051 - 02/01/2052		6,515,288		6,332,359
12-Month LIBOR + 2.47%, 3.06%^(A), 03/01/2036		25,362		26,326


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. (continued)
1-Year CMT + 2.25%, 3.28%^(A), 07/01/2036		$ 89,360		$ 92,345
1-Year CMT + 2.43%, 3.30%^(A), 12/01/2031		147,070		146,880
3.50%, 06/01/2042 - 02/01/2052		2,203,672		2,202,868
12-Month LIBOR + 2.33%, 3.52%^(A), 05/01/2036		9,191		9,512
12-Month LIBOR + 2.18%, 3.56%^(A), 05/01/2037		63,040		65,237
4.00%, 04/01/2043 - 09/01/2049		2,775,181		2,843,548
4.50%, 05/01/2041 - 07/01/2047		4,309,718		4,488,930
5.00%, 08/01/2040		106,313		112,015
5.50%, 05/01/2023 - 12/01/2035		223,128		223,803
6.00%, 12/01/2036 - 06/01/2037		47,386		51,057
6.50%, 05/01/2035 - 03/01/2038		480,414		521,572
7.50%, 02/01/2038 - 09/01/2038		26,132		28,141
10.00%, 10/01/2030		1,774		1,846
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.31%, 12/25/2022		1,021,799		1,017,364
2.72%, 07/25/2026		1,456,000		1,431,581
2.74%, 09/25/2025		1,000,000		987,376
2.81%, 09/25/2024		2,693,781		2,667,809
2.84%, 09/25/2022		75,294		75,136
2.93%, 01/25/2023		250,015		249,121
3.21%^(A), 04/25/2028		970,000		976,123
3.24%, 04/25/2027		1,097,000		1,099,199
3.30%^(A), 11/25/2027		965,000		970,719
3.33%, 05/25/2027		590,000		591,202
Federal Home Loan Mortgage Corp. REMIC
1-Month LIBOR + 0.40%, 1.46%^(A), 07/15/2037		212,527		210,842
1-Month LIBOR + 0.25%, 2.25%^(A), 08/15/2023		12,309		12,307
1-Month LIBOR + 0.30%, 2.30%^(A), 03/15/2036		15,861		15,732
1-Month LIBOR + 1.20%, 3.20%^(A), 07/15/2039		6,953		7,067
4.00%, 11/15/2041 - 07/15/2042		2,595,711		2,727,476
4.50%, 06/15/2025		391,462		396,096
5.00%, 07/15/2033 - 07/15/2041		8,177,571		8,754,153
5.30%, 01/15/2033		182,357		193,306
5.50%, 10/15/2032 - 01/15/2039		1,068,408		1,151,764
(3.62) * 1-Month LIBOR + 27.21%, 5.50%^(A), 05/15/2041		171,140		173,201
(3.67) * 1-Month LIBOR + 27.50%, 5.50%^(A), 05/15/2041		178,181		178,875
5.70%^(A), 10/15/2038		84,543		90,427
6.00%, 05/15/2034 - 06/15/2038		762,753		839,365
6.25%, 10/15/2023		15,557		15,742
6.50%, 02/15/2026 - 06/15/2032		319,156		338,705
(1.50) * 1-Month LIBOR + 9.08%, 6.51%^(A), 11/15/2033		10,574		10,359
7.00%, 12/15/2036		204,802		230,839
7.50%, 11/15/2036 - 12/15/2036		242,481		276,383
7.53%^(A), 11/15/2046		287,694		318,009
(7.27) * 1-Month LIBOR + 48.00%, 8.00%^(A), 06/15/2035		8,519		9,097
(3.33) * 1-Month LIBOR + 17.50%, 10.84%^(A), 02/15/2040		178,796		202,810
(1.83) * 1-Month LIBOR + 14.85%, 11.18%^(A), 06/15/2033		12,954		15,149
(2.50) * 1-Month LIBOR + 17.45%, 12.45%^(A), 02/15/2038		6,513		7,622


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal Home Loan Mortgage Corp. REMIC (continued)
(4.00) * 1-Month LIBOR + 22.00%, 14.00%^(A), 05/15/2035		$ 22,614		$ 25,496
(3.00) * 1-Month LIBOR + 20.22%, 14.22%^(A), 07/15/2035		15,348		18,511
(2.60) * 1-Month LIBOR + 20.93%, 15.73%^(A), 08/15/2031		18,046		21,175
(4.50) * 1-Month LIBOR + 24.75%, 15.75%^(A), 06/15/2035		36,308		46,433
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS
0.90%^(A), 01/15/2040		174,290		6,693
(1.00) * 1-Month LIBOR + 6.00%, 4.00%^(A), 11/15/2037 - 10/15/2040		241,410		32,301
(1.00) * 1-Month LIBOR + 6.05%, 4.05%^(A), 05/15/2038		22,772		1,550
(1.00) * 1-Month LIBOR + 6.10%, 4.10%^(A), 05/15/2039		19,766		2,572
(1.00) * 1-Month LIBOR + 6.25%, 4.25%^(A), 12/15/2039		95,352		11,323
(1.00) * 1-Month LIBOR + 6.34%, 4.34%^(A), 12/15/2039		253,041		21,414
(1.00) * 1-Month LIBOR + 6.40%, 4.40%^(A), 01/15/2037		25,519		1,491
(1.00) * 1-Month LIBOR + 6.45%, 4.45%^(A), 11/15/2037		11,679		1,735
(1.00) * 1-Month LIBOR + 6.80%, 4.80%^(A), 09/15/2039		64,507		5,056
5.00%, 10/15/2039 - 08/15/2040		142,869		7,929
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS
09/15/2032 - 12/15/2043		1,843,115		1,595,923
Federal Home Loan Mortgage Corp. STRIPS
3.50%, 07/15/2042		612,182		610,522
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates
1.60%^(A), 10/25/2037		195,031		186,241
5.23%, 05/25/2043		590,588		622,355
6.50%, 02/25/2043		203,886		227,033
6.50%^(A), 09/25/2043		89,601		102,058
7.00%, 02/25/2043 - 07/25/2043		221,996		245,482
7.50%, 02/25/2042 - 09/25/2043		265,389		294,867
Federal Home Loan Mortgage Corp., Interest Only STRIPS
(1.00) * 1-Month LIBOR + 7.70%, 5.70%^(A), 08/15/2036		167,103		29,122
Federal National Mortgage Association
0.75%, 09/25/2028		2,642,398		2,532,266
1.00%, 11/25/2033		1,694,716		1,649,302
6-Month LIBOR + 1.17%, 1.67%^(A), 09/01/2036		13,392		13,558
1.71%^(A), 11/25/2031		2,500,000		2,190,311
6-Month LIBOR + 1.46%, 1.79%^(A), 02/01/2037		5,807		5,879
12-Month LIBOR + 1.57%, 1.82%^(A), 09/01/2036		55,368		56,572
6-Month LIBOR + 1.53%, 1.93%^(A), 02/01/2037		29,045		29,766
12-Month LIBOR + 1.25%, 1.93%^(A), 11/01/2037		18,553		18,837
12-Month LIBOR + 1.76%, 2.01%^(A), 09/01/2037		3,861		3,858
12-Month LIBOR + 1.77%, 2.02%^(A), 10/01/2036		21,037		20,885
12-Month LIBOR + 1.80%, 2.05%^(A), 12/01/2036		8,701		8,679


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
12-Month LIBOR + 1.82%, 2.07%^(A), 09/01/2036		$ 6,026		$ 6,000
12-Month LIBOR + 1.88%, 2.13%^(A), 08/01/2036		2,814		2,798
2.15%, 01/25/2023		618,308		616,100
12-Month LIBOR + 1.95%, 2.20%^(A), 11/01/2036		699		698
12-Month LIBOR + 1.61%, 2.22%^(A), 04/01/2037		1,849		1,848
6-Month LIBOR + 1.34%, 2.29%^(A), 07/01/2037		31,233		31,800
12-Month LIBOR + 1.69%, 2.30%^(A), 04/01/2036		17,185		17,542
1-Year CMT + 2.02%, 2.35%^(A), 11/01/2037		28,489		29,303
2.43%, 08/01/2026		1,826,370		1,777,959
2.44%, 06/01/2030		2,390,411		2,265,022
2.47%^(A), 12/25/2026		331,435		323,348
1-Month LIBOR + 0.22%, 2.48%^(A), 03/25/2045 - 02/25/2046		70,340		69,679
2.49%, 05/01/2026		944,311		922,075
2.50%, 09/01/2051 - 07/01/2061		6,401,295		5,965,681
12-Month LIBOR + 1.79%, 2.53%^(A), 07/01/2037		14,456		14,364
2.58%, 03/01/2032		2,593,165		2,431,262
2.61%, 06/01/2026		1,012,000		991,813
2.62%, 11/01/2031		4,165,000		3,945,713
2.63%, 03/01/2026		2,758,658		2,712,461
2.64%, 06/01/2026		2,477,000		2,430,309
1-Month LIBOR + 0.40%, 2.66%^(A), 05/25/2042		126,143		125,438
2.70%, 07/01/2026		1,214,198		1,193,820
2.80%, 01/01/2028		1,094,671		1,081,206
1-Month LIBOR + 0.55%, 2.81%^(A), 08/25/2042		269,932		271,888
2.92%, 01/01/2025		2,391,847		2,374,351
2.94%^(A), 01/25/2026		2,986,399		2,953,125
2.94%, 12/01/2028		5,000,000		4,903,167
2.98%, 06/01/2027		1,687,752		1,672,744
3.00%, 06/01/2043 - 02/01/2052		4,314,783		4,185,110
3.02%, 07/01/2024 - 07/01/2029		7,476,552		7,406,637
3.06%^(A), 05/25/2027 - 03/25/2028		2,627,300		2,617,856
12-Month LIBOR + 1.64%, 3.06%^(A), 07/01/2037		10,346		10,609
3.07%^(A), 06/25/2027		1,333,225		1,328,500
3.08%^(A), 02/25/2030		776,188		771,287
3.08%, 12/01/2024		1,764,472		1,760,452
3.09%, 09/01/2029		3,797,000		3,759,250
12-Month LIBOR + 1.72%, 3.10%^(A), 05/01/2036		7,594		7,611
6-Month LIBOR + 2.50%, 3.11%^(A), 03/01/2036		81,449		85,285
3.11%, 03/01/2027		1,847,457		1,843,087
3.12%^(A), 04/25/2029		1,170,925		1,163,926
12-Month LIBOR + 2.38%, 3.13%^(A), 03/01/2036		41,508		42,998
3.15%, 04/01/2031		2,463,525		2,475,168
12-Month LIBOR + 2.37%, 3.18%^(A), 08/01/2037		15,969		16,090
3.24%, 06/01/2026		854,077		856,091
3.36%^(A), 07/25/2028		2,032,000		2,050,120
3.37%, 05/01/2037		817,030		814,664
3.50%, 04/01/2043 - 03/01/2060		15,261,137		15,270,171
3.54%, 06/01/2032		2,822,000		2,871,309
3.76%, 12/01/2035		1,795,080		1,836,436
3.97%, 12/01/2025		383,741		393,286
4.00%, 01/01/2043 - 04/01/2052		4,241,449		4,343,827


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association (continued)
12-Month LIBOR + 1.84%, 4.09%^(A), 06/01/2036		$ 16,591		$ 17,017
4.45%, 07/01/2026		1,231,021		1,292,154
4.55%, 06/25/2043		53,629		54,633
5.00%, 08/01/2024 - 08/01/2040		279,540		296,720
5.50%, 11/01/2032 - 07/01/2037		697,992		740,047
6.00%, 01/01/2024 - 11/01/2037		774,330		813,837
6.50%, 06/01/2023 - 07/25/2042		479,901		512,007
7.00%, 12/25/2033 - 02/25/2044		401,795		441,538
7.50%, 10/01/2037 - 12/25/2045		147,802		166,368
8.00%, 10/01/2031		13,460		14,003
Federal National Mortgage Association Grantor Trust
2.90%, 06/25/2027		2,031,428		2,006,986
6.50%, 11/25/2031		106,882		118,863
7.00%, 12/25/2041 - 02/25/2044		304,267		332,961
7.50%, 08/25/2041 - 12/25/2041		230,754		252,987
Federal National Mortgage Association Multifamily Trust REMIC
Series 2022-M1G, Class A2,
1.53%^(A), 09/25/2031		10,700,000		9,263,177
Federal National Mortgage Association REMIC
1-Month LIBOR + 0.25%, 1.64%^(A), 06/27/2036		92,517		91,206
1-Month LIBOR + 0.24%, 2.50%^(A), 10/25/2046		57,273		56,759
1-Month LIBOR + 0.29%, 2.55%^(A), 07/25/2036		58,470		58,120
1-Month LIBOR + 0.40%, 2.66%^(A), 06/25/2037		13,115		13,061
1-Month LIBOR + 0.55%, 2.81%^(A), 08/25/2041		94,553		94,804
2.86%^(A), 12/25/2039		65,989		68,595
1-Month LIBOR + 0.60%, 2.86%^(A), 04/25/2040		71,924		72,250
3.00%, 01/25/2046		467,760		461,492
3.50%, 02/25/2043		391,314		384,206
4.50%, 02/25/2039 - 05/25/2041		536,856		561,729
5.11%^(A), 01/25/2032^(D)		8,096		8,240
5.34%^(A), 12/25/2042		72,253		73,595
5.50%, 08/25/2025 - 10/25/2040		3,112,315		3,345,197
5.75%, 08/25/2034		392,719		398,677
5.85%^(A), 05/25/2051		66,897		72,507
6.00%^(A), 06/25/2040		74,647		80,312
6.00%, 03/25/2029 - 12/25/2049		917,414		975,515
6.20%^(A), 02/25/2040		83,205		88,972
6.25%, 09/25/2038		10,507		11,444
6.43%^(A), 03/25/2040		122,944		130,518
6.50%, 04/18/2028 - 11/25/2041		347,133		374,502
6.75%, 04/25/2037		33,083		34,716
7.00%, 03/25/2038 - 11/25/2041		677,822		756,685
7.50%, 05/17/2024		10,041		10,228
8.00%, 02/25/2023		11,864		11,941
(2.00) * 1-Month LIBOR + 12.66%, 8.14%^(A), 03/25/2040		87,265		95,408
(3.33) * 1-Month LIBOR + 17.67%, 10.14%^(A), 04/25/2040		91,531		97,583
(2.50) * 1-Month LIBOR + 16.88%, 11.23%^(A), 08/25/2035 - 10/25/2035		25,532		28,936
(2.75) * 1-Month LIBOR + 17.88%, 11.66%^(A), 09/25/2024		21,008		20,854
(2.00) * 1-Month LIBOR + 16.20%, 11.68%^(A), 01/25/2034		2,347		2,346
(2.75) * 1-Month LIBOR + 19.53%, 13.31%^(A), 05/25/2034		53,282		63,412


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Federal National Mortgage Association REMIC (continued)
(2.75) * 1-Month LIBOR + 20.13%, 13.92%^(A), 05/25/2035		$ 43,601		$ 45,561
(3.33) * 1-Month LIBOR + 22.67%, 15.14%^(A), 04/25/2037		30,254		37,968
(3.67) * 1-Month LIBOR + 24.57%, 16.28%^(A), 11/25/2035		27,195		30,865
Federal National Mortgage Association REMIC, Interest Only STRIPS
0.69%^(A), 01/25/2038		29,167		968
1.02%^(A), 04/25/2041		115,340		6,134
(1.00) * 1-Month LIBOR + 4.44%, 2.18%^(A), 11/25/2040		234,785		17,816
(1.00) * 1-Month LIBOR + 5.00%, 2.74%^(A), 07/25/2040		268,617		25,579
(1.00) * 1-Month LIBOR + 5.90%, 3.64%^(A), 10/25/2039		17,869		2,058
(1.00) * 1-Month LIBOR + 6.00%, 3.74%^(A), 02/25/2038 - 06/25/2039		246,717		24,181
(1.00) * 1-Month LIBOR + 6.18%, 3.92%^(A), 12/25/2039		5,563		622
(1.00) * 1-Month LIBOR + 6.25%, 3.99%^(A), 01/25/2040		130,248		16,478
(1.00) * 1-Month LIBOR + 6.35%, 4.09%^(A), 12/25/2037		157,998		19,441
(1.00) * 1-Month LIBOR + 6.40%, 4.14%^(A), 07/25/2037 - 05/25/2040		347,090		46,936
(1.00) * 1-Month LIBOR + 6.42%, 4.16%^(A), 04/25/2040		51,246		5,919
(1.00) * 1-Month LIBOR + 6.45%, 4.19%^(A), 10/25/2037 - 12/25/2037		147,102		22,343
(1.00) * 1-Month LIBOR + 6.62%, 4.36%^(A), 07/25/2037		65,561		8,387
(1.00) * 1-Month LIBOR + 6.65%, 4.39%^(A), 10/25/2026 - 03/25/2039		219,354		16,507
(1.00) * 1-Month LIBOR + 6.70%, 4.44%^(A), 03/25/2036		585,481		79,319
(1.00) * 1-Month LIBOR + 6.99%, 4.73%^(A), 03/25/2038		59,447		9,284
(1.00) * 1-Month LIBOR + 7.10%, 4.84%^(A), 02/25/2040		49,152		5,814
5.00%, 07/25/2039		34,638		5,914
5.50%, 10/25/2039		51,631		9,387
Federal National Mortgage Association REMIC, Principal Only STRIPS
10/25/2023 - 12/25/2043		1,328,204		1,151,151
Federal National Mortgage Association, Interest Only STRIPS
1.97%^(A), 11/25/2033		12,665,017		1,448,190
2.01%^(A), 07/25/2030		13,752,904		1,497,676
Federal National Mortgage Association, Principal Only STRIPS
09/25/2024 - 08/25/2032		131,046		120,926
FREMF Mortgage Trust
3.58%^(A), 11/25/2049^(B)		920,000		894,380
3.72%^(A), 01/25/2048^(B)		1,405,000		1,371,872
3.72%^(A), 01/25/2048^(B)		4,355,000		4,288,158
3.83%^(A), 11/25/2047^(B)		2,000,000		1,960,399
3.89%^(A), 07/25/2049^(B)		750,000		746,980
4.07%^(A), 11/25/2047^(B)		853,000		842,394
Government National Mortgage Association
2.50%, 08/20/2051 - 10/20/2051		955,544		909,963
3.00%, 01/20/2052 - 02/20/2052		4,671,545		4,558,662
3.50%, 01/20/2051 - 02/20/2052		14,432,210		14,467,788
1-Year CMT + 1.64%, 3.69%^(A), 05/20/2072		1,718,559		1,780,063


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association (continued)
1-Year CMT + 1.71%, 3.72%^(A), 03/20/2072		$ 1,883,116		$ 1,956,510
1-Year CMT + 1.76%, 3.78%^(A), 11/20/2071		1,733,187		1,802,584
1-Year CMT + 1.78%, 3.78%^(A), 04/20/2072		1,889,337		1,971,585
1-Year CMT + 1.75%, 3.78%^(A), 11/20/2071		2,170,203		2,256,252
1-Year CMT + 1.84%, 3.89%^(A), 08/20/2071		1,522,821		1,588,857
4.00%, 02/20/2052		2,184,324		2,222,096
4.50%, 11/20/2049		1,553,705		1,624,227
5.00%, 05/20/2052		2,294,517		2,355,147
5.50%, 09/20/2039		122,968		133,925
6.00%, 08/20/2038		16,498		17,513
6.50%, 01/15/2032 - 12/15/2035		260,863		281,919
7.00%, 09/15/2031		44,190		47,868
7.50%, 10/15/2037		39,594		43,285
Government National Mortgage Association REMIC
1-Month LIBOR + 0.45%, 1.57%^(A), 03/20/2060		8,871		8,761
1-Month LIBOR + 0.47%, 1.59%^(A), 05/20/2063		589,557		585,004
1-Month LIBOR + 0.50%, 1.62%^(A), 06/20/2067		1,374,921		1,361,283
1-Month LIBOR + 0.52%, 1.64%^(A), 10/20/2062		528,324		524,872
1-Month LIBOR + 0.53%, 1.65%^(A), 10/20/2062		817,197		817,085
1-Month LIBOR + 0.58%, 1.70%^(A), 05/20/2066		234,286		233,254
1-Month LIBOR + 0.60%, 1.72%^(A), 11/20/2065		1,932,351		1,917,699
1-Month LIBOR + 0.65%, 1.77%^(A), 05/20/2061 - 01/20/2066		3,664,119		3,644,490
1-Month LIBOR + 0.70%, 1.82%^(A), 05/20/2061 - 03/20/2066		2,648,938		2,636,903
1-Month LIBOR + 1.00%, 2.12%^(A), 12/20/2066		488,867		489,967
4.50%, 11/20/2034		697,148		714,138
5.50%, 01/16/2033 - 09/20/2039		1,795,570		1,871,037
5.75%, 02/20/2036 - 10/20/2037		224,886		236,321
5.83%^(A), 10/20/2033		113,210		119,307
6.00%, 11/20/2033 - 12/20/2035		392,887		411,542
(6.25) * 1-Month LIBOR + 44.50%, 7.00%^(A), 09/20/2034		5,774		5,900
7.00%, 08/16/2039 - 10/16/2040		230,354		249,503
7.50%, 09/16/2035		7,136		7,332
(2.92) * 1-Month LIBOR + 17.50%, 11.30%^(A), 02/20/2034		22,700		24,641
(3.50) * 1-Month LIBOR + 23.28%, 15.83%^(A), 04/20/2037		62,790		71,257
Government National Mortgage Association REMIC, Interest Only STRIPS
1.23%^(A), 06/20/2067		2,829,441		160,146
(1.00) * 1-Month LIBOR + 5.83%, 3.70%^(A), 02/20/2038		33,171		2,012
(1.00) * 1-Month LIBOR + 5.90%, 3.77%^(A), 09/20/2038		207,349		14,153
(1.00) * 1-Month LIBOR + 5.95%, 3.82%^(A), 02/20/2039 - 06/20/2039		78,492		5,507
(1.00) * 1-Month LIBOR + 6.00%, 3.87%^(A), 02/20/2038		335,810		25,905
(1.00) * 1-Month LIBOR + 6.05%, 3.89%^(A), 08/16/2039		122,768		10,329


	Principal		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Government National Mortgage Association REMIC, Interest Only STRIPS (continued)
(1.00) * 1-Month LIBOR + 6.04%, 3.91%^(A), 02/20/2039		$ 25,929		$ 681
(1.00) * 1-Month LIBOR + 6.10%, 3.94%^(A), 07/16/2039		106,115		9,336
(1.00) * 1-Month LIBOR + 6.09%, 3.96%^(A), 09/20/2039		209,159		22,794
(1.00) * 1-Month LIBOR + 6.10%, 3.97%^(A), 11/20/2034		170,084		8,332
(1.00) * 1-Month LIBOR + 6.15%, 4.02%^(A), 07/20/2038		221,996		8,080
(1.00) * 1-Month LIBOR + 6.20%, 4.07%^(A), 03/20/2037 - 06/20/2038		96,777		6,877
(1.00) * 1-Month LIBOR + 6.40%, 4.24%^(A), 11/16/2039		143,503		17,298
(1.00) * 1-Month LIBOR + 6.55%, 4.39%^(A), 11/16/2033		32,348		1,745
(1.00) * 1-Month LIBOR + 6.55%, 4.42%^(A), 11/20/2037		21,845		1,135
(1.00) * 1-Month LIBOR + 6.60%, 4.47%^(A), 05/20/2041		139,109		11,768
(1.00) * 1-Month LIBOR + 6.68%, 4.55%^(A), 07/20/2037		131,425		10,707
(1.00) * 1-Month LIBOR + 6.70%, 4.57%^(A), 06/20/2037		243,493		26,338
(1.00) * 1-Month LIBOR + 7.30%, 5.17%^(A), 12/20/2038		135,608		10,938
(1.00) * 1-Month LIBOR + 7.60%, 5.47%^(A), 09/20/2038		15,885		1,293
(1.00) * 1-Month LIBOR + 7.70%, 5.54%^(A), 04/16/2038		13,312		1,316
6.50%, 03/20/2039		18,806		2,823
Government National Mortgage Association REMIC, Principal Only STRIPS
08/20/2035 - 12/20/2040		433,706		387,539
Resolution Funding Corp., Principal Only STRIPS
Zero Coupon, 01/15/2030		2,000,000		1,593,048
Tennessee Valley Authority
4.25%, 09/15/2065		365,000		388,100
4.63%, 09/15/2060		451,000		516,167
5.88%, 04/01/2036		2,565,000		3,247,068
Tennessee Valley Authority, Principal Only STRIPS
11/01/2025 - 05/01/2030		3,300,000		2,833,119
Uniform Mortgage-Backed Security
3.50%, TBA^(I)		605,000		597,651
4.00%, TBA^(I)		510,000		512,909
4.50%, TBA^(I)		140,000		142,516
Vendee Mortgage Trust
6.75%, 06/15/2028		98,930		105,226
7.25%, 02/15/2023		14,053		14,144

Total U.S. Government Agency Obligations (Cost $264,166,964)				253,969,072


U.S. GOVERNMENT OBLIGATIONS - 26.9%
U.S. Treasury - 26.9%
U.S. Treasury Bond
1.25%, 05/15/2050		3,141,000		2,078,827
1.63%, 11/15/2050		4,275,000		3,122,253
1.75%, 08/15/2041		1,510,000		1,190,364
1.88%, 02/15/2041 - 11/15/2051		27,855,100		22,090,985
2.00%, 11/15/2041 - 08/15/2051		3,939,000		3,172,711
2.25%, 05/15/2041 - 08/15/2046		4,320,000		3,720,898
2.25%, 02/15/2052^(G)		7,550,000		6,448,172
2.38%, 02/15/2042 - 05/15/2051		8,365,000		7,331,041


	Principal		Value
U.S. GOVERNMENT OBLIGATIONS (continued)
U.S. Treasury (continued)
U.S. Treasury Bond (continued)
2.50%, 02/15/2045		$ 2,300,000		$ 2,015,016
2.88%, 08/15/2045		2,260,000		2,118,927
3.00%, 02/15/2047 - 02/15/2048		594,000		575,947
3.13%, 02/15/2043 - 05/15/2048		1,651,000		1,625,912
3.38%, 05/15/2044		3,000,000		3,057,422
3.50%, 02/15/2039		5,154,800		5,610,476
3.63%, 08/15/2043 - 02/15/2044		8,790,000		9,313,440
3.88%, 08/15/2040		3,035,000		3,402,045
4.25%, 05/15/2039 - 11/15/2040		17,900,000		21,012,528
U.S. Treasury Bond, Principal Only STRIPS
08/15/2022 - 11/15/2022^(G)		3,455,000		3,435,719
02/15/2023 - 11/15/2041^(G)		19,905,000		18,353,750
08/15/2024 - 02/15/2032		8,660,000		7,292,292
U.S. Treasury Note
0.38%, 01/31/2026^(G)		290,000		266,664
0.50%, 02/28/2026		8,880,000		8,190,412
0.63%, 08/15/2030^(G)		690,000		590,004
0.75%, 04/30/2026		220,000		204,179
0.88%, 06/30/2026 - 11/15/2030		4,800,500		4,294,230
1.13%, 08/31/2028^(G)		24,000,000		21,856,875
1.25%, 03/31/2028^(G)		4,015,000		3,702,426
1.25%, 06/30/2028 - 08/15/2031		7,824,500		7,176,438
1.38%, 11/15/2031		14,241,800		12,770,889
1.50%, 02/28/2023 - 02/15/2030		5,917,000		5,816,430
1.63%, 02/15/2026 - 05/15/2031		40,183,400		38,544,563
1.75%, 12/31/2024 - 12/31/2026		950,200		919,187
1.88%, 08/31/2022^(G)		4,000,000		3,998,774
1.88%, 08/31/2024 - 02/28/2029^(G)		6,698,000		6,385,050
2.00%, 02/15/2023 - 11/15/2026		969,000		952,254
2.00%, 08/15/2025^(G)		46,800		45,656
2.13%, 02/29/2024^(G)		279,000		275,360
2.13%, 03/31/2024		1,000,000		986,445
2.25%, 11/15/2024 - 02/15/2027^(G)		4,435,000		4,367,157
2.50%, 05/15/2024 - 02/28/2026		363,000		359,765
2.75%, 05/31/2023		334,000		333,426
2.88%, 04/30/2029		7,650,000		7,731,879

Total U.S. Government Obligations (Cost $277,803,430)				256,736,788


	Shares		Value
OTHER INVESTMENT COMPANY - 4.0%
Securities Lending Collateral - 4.0%
State Street Navigator Securities Lending Trust - Government Money Market Portfolio, 2.27% ^(J)		38,047,484		38,047,484

Total Other Investment Company (Cost $38,047,484)				38,047,484


	Principal		Value
REPURCHASE AGREEMENT - 2.7%
Fixed Income Clearing Corp., 0.65%^(J), dated 07/29/2022, to be repurchased at $25,607,478 on 08/01/2022. Collateralized by a U.S. Government Obligation, 3.00%, due 07/15/2025, and with a value of $26,118,258.		$ 25,606,091		25,606,091

Total Repurchase Agreement (Cost $25,606,091)				25,606,091

Total Investments (Cost $1,048,488,598)				985,824,581
Net Other Assets (Liabilities) - (3.5)%				(33,214,239)

Net Assets - 100.0%				$ 952,610,342

All investments in securities are recorded at their estimated fair value. The Fund values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities.

Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include the Fund’s own assumptions used in determining the fair value of investments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund’s investments at July 31, 2022, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

Fair value measurements: Descriptions of the valuation techniques applied to the Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Asset-backed securities: The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

Corporate debt securities: The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

Foreign government obligations: Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Mortgage-backed securities: The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

Municipal government obligations: The fair value of municipal government obligations and variable rate notes is estimated based on models that consider, among other factors, information received from market makers and broker-dealers, current trades, bid-want lists, offerings, market movements, the liquidity of the bond, state of issuance, benchmark yield curves, and bond or note insurance. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

U.S. government agency obligations: U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced (“TBA”) securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

Repurchase agreements: Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.


Investments	Transfers from Level 1 to Level 3		Transfers from Level 3 to Level 1		Transfers from Level 2 to Level 3		Transfers from Level 3 to Level 2
Asset-Backed Securities ^(C)	$	—	$	—	$	—	$	2,287,531


(A)		Floating or variable rate securities. The rates disclosed are as of July 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. 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 the description.
(B)		Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2022, the total value of 144A securities is $204,354,389, representing 21.5% of the Fund’s net assets.
(C)		Transferred from Level 3 to 2 due to utilizing significant observable inputs. As of prior reporting period the security utilized significant unobservable inputs.
(D)		Step bonds. Coupon rates change in increments to maturity. The rates disclosed are as of July 31, 2022; the maturity dates disclosed are the ultimate maturity dates.
(E)		Fair valued as determined in good faith in accordance with procedures established by the Board. At July 31, 2022, the total value of securities is $6,114,122, representing 0.6% of the Fund’s net assets.
(F)		Securities are Level 3 of the fair value hierarchy.
(G)		All or a portion of the securities are on loan. The total value of all securities on loan is $68,130,037, collateralized by cash collateral of $38,047,484 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $31,502,896. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(H)		Percentage rounds to less than 0.1% or (0.1)%.
(I)		When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after July 31, 2022. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(J)		Rates disclosed reflect the yields at July 31, 2022.
(K)		The Fund recognized transfers in and out of Level 3 during the period ended July 31, 2022. Please reference the Investment Valuation section of the Notes to Schedule of Investments for more information regarding investment valuation and pricing inputs.
(L)		Level 3 securities were not considered significant to the Fund.


	Level 1 - Unadjusted Quoted Prices		Level 2 - Other Significant Observable Inputs		Level 3 - Significant Unobservable Inputs^(L)		Value
ASSETS
Investments
Asset-Backed Securities	$	—	$	99,483,362	$	3,599,585	$	103,082,947
Corporate Debt Securities		—		247,280,750		—		247,280,750
Foreign Government Obligations		—		3,846,194		—		3,846,194
Mortgage-Backed Securities		—		51,831,623		—		51,831,623
Municipal Government Obligations		—		5,423,632		—		5,423,632
U.S. Government Agency Obligations		—		253,969,072		—		253,969,072
U.S. Government Obligations		—		256,736,788		—		256,736,788
Other Investment Company		38,047,484		—		—		38,047,484
Repurchase Agreement		—		25,606,091		—		25,606,091

Total Investments	$	38,047,484	$	944,177,512	$	3,599,585	$	985,824,581


CMT		Constant Maturity Treasury
LIBOR		London Interbank Offered Rate
STRIPS		Separate Trading of Registered Interest and Principal of Securities
TBA		To Be Announced


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