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140166.13 PA USD 137980.74 0.0004295344 Long ABS-MBS CORP US N 2 2046-06-25 Fixed 6 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding 2006-G Trust 05950MAA8 20104554.61 PA USD 20303907.35 0.0632061196 Long ABS-MBS CORP US N 2 2036-07-20 Floating 0.46738 N N N N N N Banc of America Funding Corpor N/A Banc of America Funding 2007-C Trust 059522AV4 1310327.83 PA USD 1324492.21 0.0041231479 Long ABS-MBS CORP US N 2 2036-05-20 Variable 3.053424 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAC9 12000000 PA USD 12196989.72 0.0379692627 Long DBT CORP ES N 2 2022-04-11 Fixed 3.5 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAG0 16700000 PA USD 17537292.24 0.0545936392 Long DBT CORP ES N 2 2023-04-12 Fixed 3.848 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAN5 10000000 PA USD 9953529.1 0.0309853636 Long DBT CORP ES N 2 2027-09-14 Variable 1.722 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 Banco Santander Chile 05970FAC5 8000000 PA USD 8320400 0.0259014282 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAA7 11150000 PA USD 12666442.7 0.0394306711 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05971KAG4 5000000 PA USD 4975224.85 0.0154878887 Long DBT CORP ES N 2 2030-12-03 Fixed 2.749 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GEU9 22650000 PA USD 23505650.18 0.0731731539 Long DBT CORP US N 2 2023-01-11 Fixed 3.3 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGA1 6000000 PA USD 6478553.82 0.0201677559 Long DBT CORP US N 2 2027-10-21 Fixed 3.248 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGT0 22000000 PA USD 23385338.46 0.0727986232 Long DBT CORP US N 2 2025-10-01 Variable 3.093 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGZ6 22700000 PA USD 24253309.7 0.0755006201 Long DBT CORP US N 2 2026-01-23 Variable 3.366 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHC6 8352000 PA USD 8607320.64 0.0267946129 Long DBT CORP US N 2 2023-12-20 Variable 3.004 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 19539000 PA USD 21177102.28 0.0659243779 Long DBT CORP US N 2 2028-12-20 Variable 3.419 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHL6 12575000 PA USD 13308011.09 0.0414278753 Long DBT CORP US N 2 2024-07-23 Variable 3.864 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHR3 9650000 PA USD 10266754.08 0.0319604338 Long DBT CORP US N 2 2025-03-15 Variable 3.458 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHW2 8000000 PA USD 8356240 0.0260129982 Long DBT CORP US N 2 2025-10-22 Variable 2.456 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHZ5 7000000 PA USD 7083930 0.0220522936 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJB6 35000000 PA USD 35721979.3 0.1112026202 Long DBT CORP US N 2 2031-04-29 Variable 2.592 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJS9 20000000 PA USD 20082296.6 0.0625162448 Long DBT CORP US N 2 2027-07-22 Variable 1.734 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJZ3 12000000 PA USD 11980741.08 0.0372960801 Long DBT CORP US N 2 2029-06-14 Variable 2.087 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 Bank of Ireland Group PLC 06279JAB5 5425000 PA USD 5421842.65 0.0168782111 Long DBT CORP IE N 2 2027-09-30 Variable 2.029 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 5000000 PA USD 5478260.75 0.0170538408 Long DBT CORP CA N 2 2032-12-15 Variable 3.803 N N N N N N BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 Bank of New Zealand 06407EAB1 15475000 PA USD 15922564.7 0.0495669879 Long DBT CORP NZ N 2 2025-02-21 Fixed 2 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159HB5 8048000 PA USD 9044009.37 0.0281540261 Long DBT CORP CA N 2 2025-12-16 Fixed 4.5 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159VK9 11425000 PA USD 11658412.75 0.0362926711 Long DBT CORP CA N 2 2023-05-01 Fixed 1.625 N N N N N N Bank 549300GL0Y86051URC66 BANK 2018-BNK10 065404BB0 6400000 PA USD 7091902.08 0.0220771108 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.688 N N N N N N Bank N/A BANK 2017-BNK8 06650AAE7 69721751 PA USD 76572965.83 0.2383718540 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.488 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAR8 12475000 PA USD 13198726.52 0.0410876721 Long DBT CORP FR N 2 2023-07-20 Fixed 3.75 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAE5 17350000 PA USD 18643519.53 0.0580373278 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAS4 22500000 PA USD 22700152.58 0.0706656377 Long DBT CORP GB N 2 2023-01-10 Fixed 3.684 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAU9 10000000 PA USD 11185175.7 0.0348194828 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBB0 5000000 PA USD 5292576.35 0.0164758048 Long DBT CORP GB N 2 2024-05-16 Variable 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBE4 10000000 PA USD 10152796.2 0.0316056826 Long DBT CORP GB N 2 2023-02-15 Variable 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBH7 23400000 PA USD 25112677.59 0.0781758347 Long DBT CORP GB N 2 2025-05-07 Variable 3.932 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBL8 10000000 PA USD 10503426 0.0326971941 Long DBT CORP GB N 2 2026-05-07 Variable 2.852 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAJ2 25000000 PA USD 27636195.75 0.0860315537 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAN3 12000000 PA USD 14151255.84 0.0440528985 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NBF9 5125000 PA USD 5809864.31 0.0180861236 Long DBT CORP US N 2 2044-07-15 Fixed 4.4 N N N N N N Bayview Financial Acquisition N/A Bayview Financial Mortgage Pass-Through Trust 2007-B 07324FAC4 71524.5 PA USD 70488 0.0002194293 Long ABS-MBS CORP US N 2 2047-08-28 Variable 7.331 N N N N N N BEAM SUNTORY INC EWRDABCN7XBHM37LIA98 Beam Suntory Inc 073730AE3 10650000 PA USD 10761984.43 0.0335020872 Long DBT CORP US N 2 2022-05-15 Fixed 3.25 N N N N N N BEAM SUNTORY INC EWRDABCN7XBHM37LIA98 Beam Suntory Inc 073730AG8 10960000 PA USD 11361304.46 0.0353677721 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N Bear Stearns Asset Backed Secu N/A Bear Stearns Asset Backed Securities I Trust 2005-HE4 073879TU2 1049518.42 PA USD 1049974.23 0.0032685727 Long ABS-MBS CORP US N 2 2035-04-25 Floating 1.046 N N N N N N Bear Stearns Adjustable Rate M N/A Bear Stearns ARM Trust 2005-9 07387AEG6 323352.1 PA USD 332072.39 0.0010337423 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.38 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BF5 2528000 PA USD 2731812.82 0.0085041409 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BM0 5455000 PA USD 6426678.53 0.0200062680 Long DBT CORP US N 2 2044-05-15 Fixed 4.875 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BV0 4531000 PA USD 4817670.53 0.0149974217 Long DBT CORP US N 2 2024-06-06 Fixed 3.363 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887CL1 32000000 PA USD 31120265.28 0.0968774717 Long DBT CORP US N 2 2031-02-11 Fixed 1.957 N N N N N N BELLEVUE CA UNION SCH DIST N/A Bellevue Union School District 079113CJ3 625000 PA USD 738139.56 0.0022978305 Long DBT MUN US N 2 2028-08-01 Fixed 5 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B19 Mortgage Trust 08162WBC9 40850000 PA USD 40144732.92 0.1249706644 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2021-B24 Mortgage Trust 08163CBC2 29000000 PA USD 30093810.4 0.0936821149 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.5843 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark 2020-B21 Mortgage Trust 08163LAG4 46400000 PA USD 45863824.8 0.1427742132 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.9775 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659AD3 7000000 PA USD 7518322.98 0.0234045602 Long DBT CORP US N 2 2025-02-01 Fixed 3.5 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 Berkshire Hathaway Energy Co 084659BC4 10000000 PA USD 9557689.3 0.0297531132 Long DBT CORP US N 2 2051-05-15 Fixed 2.85 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664BU4 3500000 PA USD 4351900 0.0135474767 Long DBT CORP US N 2 2042-05-15 Fixed 4.4 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 Berry Global Escrow Corp 085770AA3 28000000 PA USD 29401400 0.0915266394 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 Bimbo Bakeries USA Inc 09031WAA1 5000000 PA USD 5417286.75 0.0168640286 Long DBT CORP US N 2 2051-05-17 Fixed 4 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659T2B6 5000000 PA USD 4848593.05 0.0150936836 Long DBT CORP FR N 2 2035-08-12 Variable 2.588 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2D5 8000000 PA USD 8529791.28 0.0265532638 Long DBT CORP FR N 2 2025-01-09 Fixed 3.375 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2J2 42500000 PA USD 44513047.78 0.1385692406 Long DBT CORP FR N 2 2025-11-19 Variable 2.819 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2K9 10500000 PA USD 10999972.52 0.0342429448 Long DBT CORP FR N 2 2031-01-13 Variable 3.052 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2L7 10000000 PA USD 10263805 0.0319512533 Long DBT CORP FR N 2 2026-06-09 Variable 2.219 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2M5 16000000 PA USD 15925596.16 0.0495764248 Long DBT CORP FR N 2 2028-09-30 Variable 1.904 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2N3 14000000 PA USD 13764940 0.0428502962 Long DBT CORP FR N 2 2027-01-13 Variable 1.323 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2P8 25000000 PA USD 25531588.25 0.0794799047 Long DBT CORP FR N 2 2032-04-19 Variable 2.871 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AD0 17475000 PA USD 19335761.24 0.0601922781 Long DBT CORP US N 2 2024-12-15 Fixed 4.95 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AE8 26406000 PA USD 30905933.6 0.0962102566 Long DBT CORP US N 2 2026-06-01 Fixed 5.95 N N N N N N 2021-10-31 Baird Funds Inc Baird Funds Inc Peter Hammond Vice President XXXX

Baird Core Plus Bond Fund
Schedule of Investments, September 30, 2021 (Unaudited)
			Principal			% of
			Amount		Value	Net Assets
LONG-TERM INVESTMENTS

U.S. Treasury Securities
U.S. Treasury Bonds:
2.500%, 05/15/2024		$	234,150,000	$	246,772,148
0.375%, 07/15/2024			475,750,000		474,449,119
2.250%, 11/15/2025			283,550,000		299,909,505
2.000%, 11/15/2026			1,106,150,000		1,160,593,320
2.250%, 11/15/2027			1,139,700,000		1,211,510,001
1.625%, 08/15/2029			185,000,000		188,425,390
0.625%, 08/15/2030			655,675,000		609,957,038
1.250%, 08/15/2031			160,000,000		155,937,440
1.375%, 11/15/2040			426,425,000		383,049,582
2.875%, 05/15/2043			1,054,150,000		1,209,760,661
2.500%, 02/15/2045			1,010,525,000		1,091,288,058
2.875%, 05/15/2049			246,650,000		288,541,961
Total U.S. Treasury Securities (Cost $7,332,431,927)					7,320,194,223	22.8%

Other Government Related Securities
Comision Federal de Electricidad,
5.750%, 02/14/2042 ⁽¹⁾⁽²⁾			5,200,000		5,674,552
Corp Andina de Fomento,
4.375%, 06/15/2022 ⁽¹⁾			4,265,000		4,384,280
Electricite de France SA,
4.750%, 10/13/2035 (Callable 04/13/2035) ⁽¹⁾⁽²⁾			10,000,000		11,995,259
Korea Development Bank,
3.000%, 09/14/2022 ⁽¹⁾			4,400,000		4,503,267
Petrobras Global Finance BV,
7.375%, 01/17/2027 ⁽¹⁾			9,300,000		11,220,869
Petroleos Mexicanos:
4.500%, 01/23/2026 ⁽¹⁾			3,516,000		3,536,041
6.490%, 01/23/2027 (Callable 11/23/2026) ⁽¹⁾			11,743,000		12,410,003
6.840%, 01/23/2030 (Callable 10/23/2029) ⁽¹⁾			14,606,000		15,086,391
5.950%, 01/28/2031 (Callable 10/28/2030) ⁽¹⁾			1,005,000		974,247
Sinopec Group Overseas Development [2014] Ltd.,
4.375%, 04/10/2024 ⁽¹⁾⁽²⁾			1,500,000		1,625,787
Sinopec Group Overseas Development [2015] Ltd.,
3.250%, 04/28/2025 ⁽¹⁾⁽²⁾			7,500,000		7,974,525
Sinopec Group Overseas Development [2017] Ltd.,
3.000%, 04/12/2022 ⁽¹⁾⁽²⁾			6,950,000		7,031,454
Total Other Government Related Securities (Cost $80,444,792)					86,416,675	0.3%

Corporate Bonds
Industrials
180 Medical, Inc.,
3.875%, 10/15/2029 ⁽⁸⁾			500,000		500,000
A.P. Meoller - Maersk A/S,
3.750%, 09/22/2024 (Callable 06/22/2024) ⁽¹⁾⁽²⁾			4,475,000		4,810,304
Abbott Laboratories,
4.750%, 11/30/2036 (Callable 05/30/2036)			7,506,000		9,550,350
AbbVie, Inc.:
3.250%, 10/01/2022 (Callable 07/01/2022)			7,500,000		7,664,658
3.200%, 11/06/2022 (Callable 09/06/2022)			3,000,000		3,078,153
3.850%, 06/15/2024 (Callable 03/15/2024)			10,125,000		10,889,246
3.800%, 03/15/2025 (Callable 12/15/2024)			29,200,000		31,706,898
3.600%, 05/14/2025 (Callable 02/14/2025)			2,500,000		2,704,372
4.550%, 03/15/2035 (Callable 09/15/2034)			14,098,000		16,895,192
4.300%, 05/14/2036 (Callable 11/14/2035)			3,825,000		4,485,286
4.050%, 11/21/2039 (Callable 05/21/2039)			11,250,000		12,928,597
4.250%, 11/21/2049 (Callable 05/21/2049)			20,000,000		23,689,058
ADT Security Corp.,
4.125%, 08/01/2029 (Callable 08/01/2028) ⁽²⁾			2,250,000		2,236,253
Adventist Health System:
2.952%, 03/01/2029 (Callable 12/01/2028)			7,250,000		7,610,294
3.630%, 03/01/2049 (Callable 09/01/2048)			8,900,000		9,691,210
Agilent Technologies, Inc.,
3.875%, 07/15/2023 (Callable 04/15/2023)			5,325,000		5,616,060
Air Liquide Finance,
2.500%, 09/27/2026 (Callable 06/27/2026) ⁽¹⁾⁽²⁾			4,833,000		5,107,483
Air Products and Chemicals, Inc.,
2.800%, 05/15/2050 (Callable 11/15/2049)			5,000,000		4,999,540
Aker BP ASA,
2.875%, 01/15/2026 (Callable 12/15/2025) ⁽¹⁾⁽²⁾			25,000,000		26,421,230
Albertsons Companies, Inc.:
3.250%, 03/15/2026 (Callable 09/15/2022) ⁽²⁾			5,000,000		5,075,000
3.500%, 03/15/2029 (Callable 09/15/2023) ⁽²⁾			1,500,000		1,496,962
Alcon Finance Corp.:
3.000%, 09/23/2029 (Callable 06/23/2029) ⁽¹⁾⁽²⁾			6,110,000		6,453,936
2.600%, 05/27/2030 (Callable 02/27/2030) ⁽¹⁾⁽²⁾			6,475,000		6,611,533
Alibaba Group Holding Ltd.,
3.125%, 11/28/2021 (Callable 11/01/2021) ⁽¹⁾			10,000,000		10,020,678
Alimentation Couche-Tard, Inc.,
2.950%, 01/25/2030 (Callable 10/25/2029) ⁽¹⁾⁽²⁾			6,500,000		6,762,052
Allegion PLC,
3.500%, 10/01/2029 (Callable 07/01/2029)			8,000,000		8,654,918
Allegion US Holding Co., Inc.,
3.200%, 10/01/2024 (Callable 08/01/2024)			22,750,000		24,104,681
Alpek SAB de CV:
4.250%, 09/18/2029 (Callable 06/18/2029) ⁽¹⁾⁽²⁾			6,000,000		6,431,400
3.250%, 02/25/2031 (Callable 11/25/2030) ⁽¹⁾⁽²⁾			10,000,000		10,100,100
America Movil SAB de CV,
2.875%, 05/07/2030 (Callable 02/07/2030) ⁽¹⁾			28,000,000		29,127,504
Amgen, Inc.:
2.200%, 02/21/2027 (Callable 12/21/2026)			11,750,000		12,157,437
3.150%, 02/21/2040 (Callable 08/21/2039)			5,000,000		5,047,054
4.400%, 05/01/2045 (Callable 11/01/2044)			8,000,000		9,569,429
Anglo American Capital PLC:
4.125%, 09/27/2022 ⁽¹⁾⁽²⁾			5,385,000		5,573,226
3.625%, 09/11/2024 ⁽¹⁾⁽²⁾			4,325,000		4,641,938
2.625%, 09/10/2030 (Callable 06/10/2030) ⁽¹⁾⁽²⁾			16,025,000		15,917,800
3.950%, 09/10/2050 (Callable 03/10/2050) ⁽¹⁾⁽²⁾			10,000,000		10,694,855
Anheuser-Busch InBev Worldwide, Inc.:
4.750%, 01/23/2029 (Callable 10/23/2028)⁽¹⁾			5,000,000		5,886,387
5.450%, 01/23/2039 (Callable 07/23/2038)⁽¹⁾			9,975,000		12,919,646
4.900%, 02/01/2046 (Callable 08/01/2045)⁽¹⁾			70,275,000		86,383,071
ANR Pipeline Co.,
9.625%, 11/01/2021⁽¹⁾			9,150,000		9,212,746
Antofagasta PLC,
2.375%, 10/14/2030 (Callable 07/14/2030) ⁽¹⁾⁽²⁾			6,000,000		5,790,060
AP Moller - Maersk A/S:
3.875%, 09/28/2025 (Callable 06/28/2025) ⁽¹⁾⁽²⁾			18,140,000		19,737,043
4.500%, 06/20/2029 (Callable 03/20/2029) ⁽¹⁾⁽²⁾			20,575,000		23,863,926
Apple, Inc.,
2.650%, 05/11/2050 (Callable 11/11/2049)			15,000,000		14,421,103
Aramark Services, Inc.,
5.000%, 02/01/2028 (Callable 02/01/2023) ⁽²⁾			1,000,000		1,027,500
ArcelorMittal:
6.125%, 06/01/2025 ⁽¹⁾			6,078,000		7,076,911
4.550%, 03/11/2026 ⁽¹⁾			30,930,000		34,504,190
4.250%, 07/16/2029 ⁽¹⁾			15,000,000		16,506,710
Arcosa, Inc.,
4.375%, 04/15/2029 (Callable 04/15/2024) ⁽²⁾			3,000,000		3,037,500
Ardagh Metal Packaging S.A.,
3.250%, 09/01/2028 (Callable 05/15/2024) ⁽¹⁾⁽²⁾			500,000		498,750
Arrow Electronics, Inc.,
3.250%, 09/08/2024 (Callable 07/08/2024)			15,000,000		15,908,327
Ashtead Capital, Inc.:
4.000%, 05/01/2028 (Callable 05/01/2023) ⁽¹⁾⁽²⁾			9,000,000		9,565,141
2.450%, 08/12/2031 (Callable 05/12/2031) ⁽¹⁾⁽²⁾			23,840,000		23,435,580
AT&T, Inc.:
4.300%, 02/15/2030 (Callable 11/15/2029)			10,980,000		12,600,405
2.550%, 12/01/2033 (Callable 09/01/2033)			14,329,000		14,097,128
5.250%, 03/01/2037 (Callable 09/01/2036)			7,125,000		8,839,315
4.900%, 08/15/2037 (Callable 02/14/2037)			10,000,000		12,135,756
4.650%, 06/01/2044 (Callable 12/01/2043)			9,700,000		11,350,224
3.550%, 09/15/2055 (Callable 03/15/2055)			45,029,000		44,405,065
3.800%, 12/01/2057 (Callable 06/01/2057)			25,315,000		25,860,588
3.650%, 09/15/2059 (Callable 03/15/2059)			31,734,000		31,636,350
Avery Dennison Corp.,
2.650%, 04/30/2030 (Callable 02/01/2030)			10,175,000		10,419,060
Ball Corp.:
5.250%, 07/01/2025			21,675,000		24,194,719
4.875%, 03/15/2026 (Callable 12/15/2025)			23,125,000		25,495,312
2.875%, 08/15/2030 (Callable 05/15/2030)			5,000,000		4,853,125
3.125%, 09/15/2031 (Callable 06/15/2031)			25,000,000		24,689,448
Bayer US Finance II LLC:
4.250%, 12/15/2025 (Callable 10/15/2025) ⁽¹⁾⁽²⁾			25,000,000		27,636,196
4.625%, 06/25/2038 (Callable 12/25/2037) ⁽¹⁾⁽²⁾			12,000,000		14,151,256
4.400%, 07/15/2044 (Callable 01/15/2044) ⁽¹⁾⁽²⁾			5,125,000		5,809,864
Beam Suntory, Inc.:
3.250%, 05/15/2022 (Callable 02/15/2022)⁽¹⁾			10,650,000		10,761,984
3.250%, 06/15/2023 (Callable 03/17/2023)⁽¹⁾			10,960,000		11,361,305
Becton Dickinson and Co.:
3.363%, 06/06/2024 (Callable 04/06/2024)			4,531,000		4,817,671
3.734%, 12/15/2024 (Callable 09/15/2024)			2,528,000		2,731,813
1.957%, 02/11/2031 (Callable 11/11/2030)			32,000,000		31,120,265
4.875%, 05/15/2044 (Callable 11/15/2043)			5,455,000		6,426,678
Berry Global, Inc.,
4.875%, 07/15/2026 (Callable 07/15/2022) ⁽²⁾			28,000,000		29,401,400
Bimbo Bakeries USA, Inc.,
4.000%, 05/17/2051 (Callable 11/17/2050) ⁽¹⁾⁽²⁾			5,000,000		5,417,287
Boardwalk Pipelines LP:
4.950%, 12/15/2024 (Callable 09/15/2024)			17,475,000		19,335,761
5.950%, 06/01/2026 (Callable 03/01/2026)			26,406,000		30,905,934
4.800%, 05/03/2029 (Callable 02/03/2029)			28,916,000		33,106,191
Boeing Co.:
2.196%, 02/04/2026 (Callable 02/04/2023)			25,550,000		25,738,349
5.150%, 05/01/2030 (Callable 02/01/2030)			24,000,000		28,168,560
Bon Secours Mercy Health, Inc.,
3.464%, 06/01/2030 (Callable 12/01/2029)			16,330,000		17,823,178
Booz Allen Hamilton, Inc.:
3.875%, 09/01/2028 (Callable 09/01/2023) ⁽²⁾			1,000,000		1,025,120
4.000%, 07/01/2029 (Callable 07/01/2024) ⁽²⁾			500,000		512,500
Boral Finance Pty Ltd.,
3.750%, 05/01/2028 (Callable 02/01/2028) ⁽¹⁾⁽²⁾			5,550,000		5,892,001
BorgWarner, Inc.:
5.000%, 10/01/2025 ⁽²⁾			10,000,000		11,440,315
2.650%, 07/01/2027 (Callable 05/01/2027)			9,000,000		9,485,640
Boston Scientific Corp.,
1.900%, 06/01/2025 (Callable 05/01/2025)			15,000,000		15,384,520
Bristol-Myers Squibb Co.,
3.250%, 02/20/2023 (Callable 01/20/2023)			9,622,000		9,987,368
Broadcom, Inc.:
3.625%, 10/15/2024 (Callable 09/15/2024)			26,800,000		28,927,661
4.700%, 04/15/2025 (Callable 03/15/2025)			18,300,000		20,388,429
3.150%, 11/15/2025 (Callable 10/15/2025)			7,150,000		7,641,793
4.250%, 04/15/2026 (Callable 02/15/2026)			30,400,000		33,786,470
4.750%, 04/15/2029 (Callable 01/15/2029)			14,900,000		17,111,905
5.000%, 04/15/2030 (Callable 01/15/2030)			11,000,000		12,845,396
4.150%, 11/15/2030 (Callable 08/15/2030)			10,000,000		11,079,726
2.450%, 02/15/2031 (Callable 11/15/2030) ⁽²⁾			7,250,000		7,021,098
3.137%, 11/15/2035			13,250,000		13,209,959
3.500%, 02/15/2041 (Callable 08/15/2040) ⁽²⁾			16,000,000		15,809,363
Broadridge Financial Solutions, Inc.,
3.400%, 06/27/2026 (Callable 03/27/2026)			18,286,000		19,935,160
Bunge Limited Finance Corp.:
3.250%, 08/15/2026 (Callable 05/15/2026)			13,188,000		14,200,131
3.750%, 09/25/2027 (Callable 06/25/2027)			23,800,000		26,328,192
Burlington Northern Santa Fe LLC,
4.150%, 04/01/2045 (Callable 10/01/2044)			3,100,000		3,734,729
Cameron LNG LLC,
3.701%, 01/15/2039 (Callable 07/15/2038) ⁽²⁾			15,000,000		16,597,075
Campbell Soup Co.,
3.950%, 03/15/2025 (Callable 01/15/2025)			11,000,000		11,991,526
Cargill, Inc.,
2.125%, 04/23/2030 (Callable 01/23/2030) ⁽²⁾			7,000,000		7,051,160
Carlisle Companies, Inc.:
3.750%, 12/01/2027 (Callable 09/01/2027)			4,600,000		5,075,507
2.750%, 03/01/2030 (Callable 12/01/2029)			21,832,000		22,520,341
Carrier Global Corp.:
2.493%, 02/15/2027 (Callable 12/15/2026)			12,845,000		13,430,406
2.700%, 02/15/2031 (Callable 11/15/2030)			14,700,000		15,135,641
3.377%, 04/05/2040 (Callable 10/05/2039)			10,000,000		10,492,592
3.577%, 04/05/2050 (Callable 10/05/2049)			3,050,000		3,240,455
CCL Industries, Inc.,
3.050%, 06/01/2030 (Callable 03/01/2030) ⁽¹⁾⁽²⁾			19,725,000		20,664,466
Cellnex Finance Co.,
3.875%, 07/07/2041 (Callable 04/07/2041) ⁽¹⁾⁽²⁾			7,000,000		6,875,470
CF Industries, Inc.:
3.450%, 06/01/2023			16,614,000		17,340,863
5.375%, 03/15/2044			10,922,000		13,863,731
Charles River Laboratories International, Inc.,
4.000%, 03/15/2031 (Callable 03/15/2026) ⁽²⁾			3,000,000		3,143,190
Charter Communications Operating LLC:
4.464%, 07/23/2022 (Callable 05/23/2022)			33,748,000		34,605,451
4.908%, 07/23/2025 (Callable 04/23/2025)			63,550,000		71,469,890
3.750%, 02/15/2028 (Callable 11/15/2027)			5,000,000		5,475,765
5.050%, 03/30/2029 (Callable 12/30/2028)			3,437,000		4,024,336
2.300%, 02/01/2032 (Callable 11/01/2031)			5,000,000		4,761,871
6.384%, 10/23/2035 (Callable 04/23/2035)			32,905,000		43,266,689
5.375%, 04/01/2038 (Callable 10/01/2037)			6,000,000		7,240,056
3.500%, 06/01/2041 (Callable 12/01/2040)			10,000,000		9,819,456
3.700%, 04/01/2051 (Callable 10/01/2050)			6,700,000		6,523,279
3.850%, 04/01/2061 (Callable 10/01/2060)			12,075,000		11,515,839
4.400%, 12/01/2061 (Callable 06/01/2061)			10,000,000		10,399,600
Cheniere Corpus Christi Holdings LLC:
7.000%, 06/30/2024 (Callable 01/01/2024)			4,269,000		4,828,329
5.875%, 03/31/2025 (Callable 10/02/2024)			5,005,000		5,653,801
5.125%, 06/30/2027 (Callable 01/01/2027)			11,397,000		13,176,150
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP,
5.125%, 04/01/2025 (Callable 03/01/2025) ⁽²⁾			15,000,000		16,998,554
Chevron USA, Inc.,
5.050%, 11/15/2044 (Callable 05/15/2044)			3,000,000		3,991,955
Cigna Corp.:
3.050%, 11/30/2022 (Callable 10/31/2022)			15,000,000		15,425,805
3.000%, 07/15/2023 (Callable 05/16/2023)			7,525,000		7,847,518
3.500%, 06/15/2024 (Callable 03/17/2024)			7,800,000		8,333,191
4.500%, 02/25/2026 (Callable 11/27/2025)			5,725,000		6,462,757
2.400%, 03/15/2030 (Callable 12/15/2029)			9,850,000		10,013,412
4.800%, 08/15/2038 (Callable 02/15/2038)			7,600,000		9,301,281
CK Hutchison International Ltd.:
2.875%, 04/05/2022 ⁽¹⁾⁽²⁾			7,475,000		7,565,896
3.250%, 04/11/2024 (Callable 03/11/2024) ⁽¹⁾⁽²⁾			7,000,000		7,416,035
2.500%, 04/15/2031 (Callable 01/15/2031) ⁽¹⁾⁽²⁾			10,000,000		10,043,400
Clean Harbors, Inc.,
5.125%, 07/15/2029 (Callable 07/15/2024) ⁽²⁾			100,000		109,500
CNH Industrial Capital LLC:
4.200%, 01/15/2024⁽¹⁾			15,000,000		16,098,583
1.875%, 01/15/2026 (Callable 12/15/2025)⁽¹⁾			14,250,000		14,441,968
CNH Industrial NV:
4.500%, 08/15/2023 ⁽¹⁾			16,168,000		17,281,235
3.850%, 11/15/2027 (Callable 08/15/2027) ⁽¹⁾			26,114,000		29,119,663
Columbia Pipeline Group, Inc.:
4.500%, 06/01/2025 (Callable 03/01/2025)⁽¹⁾			14,135,000		15,689,426
5.800%, 06/01/2045 (Callable 12/01/2044)⁽¹⁾			4,733,000		6,457,532
Comcast Cable Communications Holdings, Inc.,
9.455%, 11/15/2022			2,030,000		2,237,050
Comcast Corp.:
4.250%, 01/15/2033			6,500,000		7,598,294
4.400%, 08/15/2035 (Callable 02/15/2035)			13,575,000		16,087,711
3.200%, 07/15/2036 (Callable 01/15/2036)			15,000,000		15,975,967
4.600%, 10/15/2038 (Callable 04/15/2038)			12,350,000		15,097,067
2.937%, 11/01/2056 (Callable 05/01/2056) ⁽²⁾			2,622,000		2,476,704
2.987%, 11/01/2063 (Callable 05/01/2063) ⁽²⁾			10,984,000		10,293,038
CommonSpirit Health:
2.760%, 10/01/2024 (Callable 07/01/2024)			7,500,000		7,891,462
2.782%, 10/01/2030 (Callable 04/01/2030)			20,400,000		21,007,173
Conagra Brands, Inc.,
5.300%, 11/01/2038 (Callable 05/01/2038)			6,625,000		8,425,537
ConocoPhillips,
2.400%, 02/15/2031 (Callable 11/15/2030) ⁽²⁾			12,000,000		12,203,030
ConocoPhillips Canada Funding Co. I,
5.950%, 10/15/2036			845,000		1,155,124
Constellation Brands, Inc.,
4.750%, 12/01/2025			1,000,000		1,133,874
Corning, Inc.,
4.375%, 11/15/2057 (Callable 05/15/2057)			10,000,000		11,994,697
Cox Communications, Inc.:
3.850%, 02/01/2025 (Callable 11/01/2024) ⁽²⁾			2,875,000		3,103,204
3.350%, 09/15/2026 (Callable 06/15/2026) ⁽²⁾			20,850,000		22,386,530
4.800%, 02/01/2035 (Callable 08/01/2034) ⁽²⁾			4,450,000		5,321,509
4.700%, 12/15/2042 ⁽²⁾			1,670,000		2,004,375
3.600%, 06/15/2051 (Callable 12/15/2050) ⁽²⁾			22,900,000		24,014,925
CSX Corp.:
6.220%, 04/30/2040			475,000		686,868
4.650%, 03/01/2068 (Callable 09/01/2067)			9,000,000		11,605,507
CVS Health Corp.:
3.875%, 07/20/2025 (Callable 04/20/2025)			2,302,000		2,520,253
3.250%, 08/15/2029 (Callable 05/15/2029)			11,800,000		12,683,112
4.780%, 03/25/2038 (Callable 09/25/2037)			35,075,000		43,006,935
5.125%, 07/20/2045 (Callable 01/20/2045)			15,000,000		19,330,924
5.050%, 03/25/2048 (Callable 09/25/2047)			32,600,000		41,962,793
CVS Pass-Through Trust,
7.507%, 01/10/2032 ⁽²⁾			3,488,306		4,391,386
Daimler Finance North America LLC:
2.550%, 08/15/2022 ⁽¹⁾⁽²⁾			19,750,000		20,134,909
1.750%, 03/10/2023 ⁽¹⁾⁽²⁾			29,550,000		30,086,321
Danone SA:
3.000%, 06/15/2022 ⁽¹⁾⁽²⁾			3,500,000		3,565,406
2.589%, 11/02/2023 (Callable 09/02/2023) ⁽¹⁾⁽²⁾			10,000,000		10,384,400
DCP Midstream LLC:
5.375%, 07/15/2025 (Callable 04/15/2025)			3,000,000		3,315,000
5.625%, 07/15/2027 (Callable 04/15/2027)			17,000,000		19,337,500
5.125%, 05/15/2029 (Callable 02/15/2029)			8,000,000		9,002,060
Dell International LLC / EMC Corp.:
5.450%, 06/15/2023 (Callable 04/15/2023)			42,180,000		45,239,341
5.850%, 07/15/2025 (Callable 06/15/2025)			5,000,000		5,817,041
6.020%, 06/15/2026 (Callable 03/15/2026)			37,004,000		44,017,283
4.900%, 10/01/2026 (Callable 08/01/2026)			8,395,000		9,670,704
Dentsply Sirona,
3.250%, 06/01/2030 (Callable 03/01/2030)			46,120,000		49,141,924
Deutsche Telekom AG,
3.625%, 01/21/2050 (Callable 07/21/2049) ⁽¹⁾⁽²⁾			5,925,000		6,308,744
Deutsche Telekom International Finance BV,
8.750%, 06/15/2030 ⁽¹⁾			28,015,000		41,767,272
Dignity Health,
5.267%, 11/01/2064			7,625,000		10,275,721
DISH DBS Corp.,
5.000%, 03/15/2023			2,500,000		2,590,625
Dominion Gas Holdings LLC,
3.600%, 12/15/2024 (Callable 09/15/2024)			4,067,000		4,361,819
DuPont de Nemours, Inc.:
4.493%, 11/15/2025 (Callable 09/15/2025)			9,275,000		10,428,955
5.319%, 11/15/2038 (Callable 05/15/2038)			17,350,000		22,358,440
DXC Technology Co.:
1.800%, 09/15/2026 (Callable 08/15/2026)			30,000,000		29,961,151
2.375%, 09/15/2028 (Callable 07/15/2028)			60,000,000		59,293,197
Eagle Materials, Inc.,
2.500%, 07/01/2031 (Callable 04/01/2031)			15,000,000		14,906,010
Eastern Gas Transmission and Storage, Inc.,
3.600%, 12/15/2024 (Callable 09/15/2024) ⁽²⁾			2,033,000		2,180,373
Eaton Corp.:
2.750%, 11/02/2022			2,625,000		2,692,777
4.000%, 11/02/2032			3,660,000		4,251,974
Edward-Elmhurst Healthcare,
3.500%, 05/04/2023 (Callable 02/04/2023)			4,000,000		4,127,327
Element Fleet Management Corp.,
3.850%, 06/15/2025 (Callable 05/15/2025) ⁽¹⁾⁽²⁾			23,000,000		24,764,925
Enable Midstream Partners LP:
4.400%, 03/15/2027 (Callable 12/15/2026)			15,000,000		16,617,561
4.150%, 09/15/2029 (Callable 06/15/2029)			16,585,000		17,976,713
Enbridge Energy Partners LP:
7.500%, 04/15/2038⁽¹⁾			4,500,000		6,685,888
7.375%, 10/15/2045 (Callable 04/15/2045)⁽¹⁾			23,298,000		36,738,787
Energy Transfer LP:
3.450%, 01/15/2023 (Callable 10/15/2022)			2,000,000		2,057,976
6.625%, 10/15/2036			3,575,000		4,690,672
6.100%, 02/15/2042			1,000,000		1,238,926
Energy Transfer Operating LP:
4.250%, 03/15/2023 (Callable 12/15/2022)			10,000,000		10,424,941
5.875%, 01/15/2024 (Callable 10/15/2023)			15,000,000		16,485,349
5.500%, 06/01/2027 (Callable 03/01/2027)			6,204,000		7,279,343
4.950%, 06/15/2028 (Callable 03/15/2028)			4,693,000		5,384,561
5.250%, 04/15/2029 (Callable 01/15/2029)			18,925,000		22,183,320
3.750%, 05/15/2030 (Callable 02/15/2030)			2,775,000		2,998,554
5.950%, 10/01/2043 (Callable 04/01/2043)			2,702,000		3,295,001
6.000%, 06/15/2048 (Callable 12/15/2047)			5,000,000		6,344,741
Energy Transfer Partners LP:
4.200%, 04/15/2027 (Callable 01/15/2027)			8,650,000		9,565,293
6.500%, 02/01/2042 (Callable 08/01/2041)			18,727,000		24,330,544
5.150%, 03/15/2045 (Callable 09/15/2044)			5,000,000		5,723,055
Eni SpA,
4.250%, 05/09/2029 (Callable 02/09/2029) ⁽¹⁾⁽²⁾			18,250,000		20,859,850
EnLink Midstream Partners LP,
4.400%, 04/01/2024 (Callable 01/01/2024)			23,605,000		24,535,509
Enterprise Products Operating LLC:
3.350%, 03/15/2023 (Callable 12/15/2022)			10,000,000		10,357,851
3.950%, 01/31/2060 (Callable 07/31/2059)			14,475,000		15,666,402
EQT Corp.:
6.625%, 02/01/2025 (Callable 01/01/2025)			10,000,000		11,445,500
5.000%, 01/15/2029 (Callable 07/15/2028)			1,000,000		1,125,950
3.625%, 05/15/2031 (Callable 05/15/2030) ⁽²⁾			100,000		104,200
EQT Midstream Partners LP:
4.750%, 07/15/2023 (Callable 06/15/2023)			7,409,000		7,737,219
4.125%, 12/01/2026 (Callable 09/01/2026)			14,750,000		15,151,200
Equinix, Inc.:
2.625%, 11/18/2024 (Callable 10/18/2024)			8,000,000		8,377,894
3.200%, 11/18/2029 (Callable 08/18/2029)			15,000,000		15,914,027
ERAC USA Finance LLC,
2.600%, 12/01/2021 (Callable 11/01/2021) ⁽²⁾			10,400,000		10,418,323
Exxon Mobil Corp.,
2.992%, 03/19/2025 (Callable 02/19/2025)			35,000,000		37,338,350
FedEx Corp.:
3.900%, 02/01/2035			7,000,000		7,904,984
4.950%, 10/17/2048 (Callable 04/17/2048)			13,500,000		17,100,525
Ferguson Finance PLC,
4.500%, 10/24/2028 (Callable 07/24/2028) ⁽²⁾			37,052,000		42,626,383
Fidelity National Information Services, Inc.:
1.650%, 03/01/2028 (Callable 01/01/2028)			10,075,000		9,947,099
4.500%, 08/15/2046 (Callable 02/15/2046)			6,700,000		8,130,032
Fiserv, Inc.:
3.500%, 10/01/2022 (Callable 07/01/2022)			11,625,000		11,895,045
3.850%, 06/01/2025 (Callable 03/01/2025)			11,720,000		12,785,344
3.200%, 07/01/2026 (Callable 05/01/2026)			6,400,000		6,909,742
2.250%, 06/01/2027 (Callable 04/01/2027)			7,850,000		8,096,872
3.500%, 07/01/2029 (Callable 04/01/2029)			8,810,000		9,593,607
4.400%, 07/01/2049 (Callable 01/01/2049)			20,000,000		23,946,886
Flex Intermediate Holdco LLC,
3.363%, 06/30/2031 (Callable 12/30/2030) ⁽²⁾			30,000,000		30,431,751
Flex Ltd.,
3.750%, 02/01/2026 (Callable 01/01/2026)			28,300,000		30,796,285
Florida Gas Transmission Co. LLC,
3.875%, 07/15/2022 (Callable 04/15/2022) ⁽²⁾			3,000,000		3,052,499
Flowserve Corp.:
3.500%, 10/01/2030 (Callable 07/01/2030)			7,075,000		7,387,630
2.800%, 01/15/2032 (Callable 10/15/2031)			5,000,000		4,947,991
FMC Corp.,
3.200%, 10/01/2026 (Callable 08/01/2026)			8,100,000		8,663,888
FMG Resources Pty Ltd.:
5.125%, 05/15/2024 (Callable 02/15/2024) ⁽¹⁾⁽²⁾			2,045,000		2,183,651
4.375%, 04/01/2031 (Callable 01/01/2031) ⁽¹⁾⁽²⁾			1,000,000		1,033,350
Fomento Economico Mexicano SAB de CV:
2.875%, 05/10/2023 ⁽¹⁾			11,700,000		12,032,280
4.375%, 05/10/2043 ⁽¹⁾			2,000,000		2,340,620
3.500%, 01/16/2050 (Callable 07/16/2049) ⁽¹⁾			11,625,000		12,162,424
Ford Motor Credit Co. LLC:
2.979%, 08/03/2022 (Callable 07/03/2022)			20,000,000		20,218,200
4.250%, 09/20/2022			4,459,000		4,560,442
4.140%, 02/15/2023 (Callable 01/15/2023)			10,000,000		10,252,000
5.584%, 03/18/2024 (Callable 02/18/2024)			29,367,000		31,564,827
3.664%, 09/08/2024			34,000,000		35,105,000
4.063%, 11/01/2024 (Callable 10/01/2024)			7,000,000		7,360,430
3.375%, 11/13/2025 (Callable 10/13/2025)			30,000,000		30,825,000
2.700%, 08/10/2026 (Callable 07/10/2026)			15,000,000		15,030,000
Fortune Brands Home & Security, Inc.,
3.250%, 09/15/2029 (Callable 06/15/2029)			14,000,000		15,089,605
Fox Corp.,
3.050%, 04/07/2025 (Callable 03/07/2025)			5,000,000		5,321,583
Freeport-McMoRan, Inc.:
3.875%, 03/15/2023 (Callable 12/15/2022)			38,916,000		40,149,637
5.000%, 09/01/2027 (Callable 09/01/2022)			12,000,000		12,510,000
4.125%, 03/01/2028 (Callable 03/01/2023)			11,550,000		11,968,688
4.375%, 08/01/2028 (Callable 08/01/2023)			6,545,000		6,847,706
5.250%, 09/01/2029 (Callable 09/01/2024)			14,415,000		15,658,294
4.250%, 03/01/2030 (Callable 03/01/2025)			29,799,000		31,549,691
4.625%, 08/01/2030 (Callable 08/01/2025)			3,000,000		3,243,750
Fresenius Medical Care US Finance II, Inc.,
4.750%, 10/15/2024 (Callable 07/17/2024) ⁽¹⁾⁽²⁾			8,075,000		8,905,069
Fresenius Medical Care US Finance III, Inc.:
3.750%, 06/15/2029 (Callable 03/15/2029) ⁽¹⁾⁽²⁾			34,130,000		36,868,157
2.375%, 02/16/2031 (Callable 11/16/2030) ⁽¹⁾⁽²⁾			32,300,000		31,341,005
3.000%, 12/01/2031 (Callable 09/01/2031) ⁽¹⁾⁽²⁾			23,625,000		24,159,627
Fresenius US Finance II, Inc.,
4.500%, 01/15/2023 (Callable 10/17/2022) ⁽¹⁾⁽²⁾			33,385,000		34,714,464
General Electric Co.:
3.450%, 05/01/2027 (Callable 03/01/2027)			3,925,000		4,304,755
3.625%, 05/01/2030 (Callable 02/01/2030)			5,000,000		5,555,988
General Mills, Inc.:
3.700%, 10/17/2023 (Callable 09/17/2023)			20,000,000		21,228,031
4.000%, 04/17/2025 (Callable 02/17/2025)			3,175,000		3,487,369
General Motors Co.,
6.125%, 10/01/2025 (Callable 09/01/2025)			16,250,000		19,039,980
General Motors Financial Co., Inc.:
3.450%, 01/14/2022 (Callable 12/14/2021)			5,200,000		5,231,198
3.150%, 06/30/2022 (Callable 05/30/2022)			13,050,000		13,284,630
4.150%, 06/19/2023 (Callable 05/19/2023)			3,375,000		3,566,966
1.700%, 08/18/2023			15,500,000		15,792,855
5.100%, 01/17/2024 (Callable 12/17/2023)			18,750,000		20,469,027
2.900%, 02/26/2025 (Callable 01/26/2025)			17,725,000		18,596,498
1.250%, 01/08/2026 (Callable 12/08/2025)			18,125,000		17,895,127
Genpact Luxembourg Sarl:
3.700%, 04/01/2022 (Callable 03/01/2022)			43,005,000		43,572,200
3.375%, 12/01/2024 (Callable 11/01/2024)			46,370,000		49,468,798
Genpact Luxembourg SARL,
1.750%, 04/10/2026 (Callable 03/10/2026)			29,775,000		29,833,921
Glencore Finance (Canada) Ltd.:
4.950%, 11/15/2021 ⁽¹⁾⁽²⁾			2,000,000		2,006,560
4.250%, 10/25/2022 ⁽¹⁾⁽²⁾			7,000,000		7,269,990
6.000%, 11/15/2041 ⁽¹⁾⁽²⁾			9,400,000		12,413,358
5.550%, 10/25/2042 ⁽¹⁾⁽²⁾			3,543,000		4,551,728
Glencore Funding LLC:
4.125%, 05/30/2023 ⁽¹⁾⁽²⁾			16,940,000		17,902,192
4.625%, 04/29/2024 ⁽¹⁾⁽²⁾			29,230,000		31,850,798
4.000%, 03/27/2027 (Callable 12/27/2026) ⁽¹⁾⁽²⁾			17,000,000		18,695,488
4.875%, 03/12/2029 (Callable 12/12/2028) ⁽¹⁾⁽²⁾			18,000,000		20,675,985
2.500%, 09/01/2030 (Callable 06/01/2030) ⁽¹⁾⁽²⁾			19,800,000		19,383,770
3.875%, 04/27/2051 (Callable 10/27/2050) ⁽¹⁾⁽²⁾			7,500,000		7,841,727
3.375%, 09/23/2051 (Callable 03/23/2051) ⁽¹⁾⁽²⁾			4,000,000		3,800,641
Global Payments, Inc.:
4.000%, 06/01/2023 (Callable 05/01/2023)			10,775,000		11,360,358
4.800%, 04/01/2026 (Callable 01/01/2026)			10,035,000		11,367,405
2.900%, 05/15/2030 (Callable 02/15/2030)			5,000,000		5,158,891
Graphic Packaging International LLC:
3.500%, 03/15/2028 ⁽²⁾			5,000,000		5,075,000
3.500%, 03/01/2029 (Callable 09/01/2028) ⁽²⁾			5,000,000		4,975,000
Gray Oak Pipeline LLC,
2.600%, 10/15/2025 (Callable 09/15/2025) ⁽²⁾			15,000,000		15,376,233
Grupo Bimbo SAB de CV:
4.500%, 01/25/2022 ⁽¹⁾⁽²⁾			971,000		981,060
3.875%, 06/27/2024 ⁽¹⁾⁽²⁾			31,501,000		33,844,033
4.875%, 06/27/2044 ⁽¹⁾⁽²⁾			9,575,000		11,393,484
4.700%, 11/10/2047 (Callable 05/10/2047) ⁽¹⁾⁽²⁾			22,671,000		26,822,740
4.000%, 09/06/2049 ⁽¹⁾⁽²⁾			19,500,000		21,117,191
Gulf South Pipeline Co. LP,
4.000%, 06/15/2022 (Callable 03/17/2022)			3,000,000		3,046,262
Gulfstream Natural Gas System LLC,
4.600%, 09/15/2025 (Callable 06/15/2025) ⁽²⁾			10,000,000		11,083,000
GYP Holdings III Corp.,
4.625%, 05/01/2029 (Callable 05/01/2024) ⁽²⁾			2,500,000		2,528,125
HB Fuller Co.,
4.000%, 02/15/2027 (Callable 11/15/2026)			6,725,000		7,019,219
HCA, Inc.:
5.000%, 03/15/2024			10,366,000		11,376,465
5.375%, 02/01/2025			25,300,000		28,272,750
5.250%, 04/15/2025			19,200,000		21,764,226
5.375%, 09/01/2026 (Callable 03/01/2026)			1,000,000		1,144,150
4.500%, 02/15/2027 (Callable 08/15/2026)			16,500,000		18,574,155
5.875%, 02/01/2029 (Callable 08/01/2028)			3,500,000		4,205,906
4.125%, 06/15/2029 (Callable 03/15/2029)			15,000,000		16,755,328
3.500%, 09/01/2030 (Callable 03/01/2030)			5,000,000		5,296,950
3.500%, 07/15/2051 (Callable 01/15/2051)			12,475,000		12,366,257
Hewlett Packard Enterprise Co.,
4.450%, 10/02/2023 (Callable 09/02/2023)			12,575,000		13,469,616
Hexcel Corp.:
4.950%, 08/15/2025 (Callable 05/15/2025)			8,303,000		9,197,572
3.950%, 02/15/2027 (Callable 11/15/2026)			19,000,000		20,755,924
Hologic, Inc.,
3.250%, 02/15/2029 (Callable 09/28/2023) ⁽²⁾			21,238,000		21,248,088
HP, Inc.:
2.200%, 06/17/2025 (Callable 05/17/2025)			10,000,000		10,319,707
3.000%, 06/17/2027 (Callable 04/17/2027)			25,000,000		26,696,667
Huntington Ingalls Industries, Inc.:
3.844%, 05/01/2025 (Callable 04/01/2025)			10,000,000		10,830,671
2.043%, 08/16/2028 (Callable 06/16/2028) ⁽²⁾			12,000,000		11,837,863
Huntsman International LLC,
2.950%, 06/15/2031 (Callable 03/15/2031)			4,900,000		5,018,283
Husky Energy, Inc.,
4.400%, 04/15/2029 (Callable 01/15/2029) ⁽¹⁾			15,000,000		16,818,997
Hutchison Whampoa International Ltd.:
3.250%, 11/08/2022 ⁽¹⁾⁽²⁾			4,625,000		4,763,169
3.625%, 10/31/2024 ⁽¹⁾⁽²⁾			15,000,000		16,193,015
Hyundai Capital America:
3.100%, 04/05/2022 ⁽¹⁾⁽²⁾			2,000,000		2,025,923
2.850%, 11/01/2022 ⁽¹⁾⁽²⁾			5,225,000		5,350,379
2.375%, 02/10/2023 ⁽¹⁾⁽²⁾			20,000,000		20,440,310
1.250%, 09/18/2023 ⁽¹⁾⁽²⁾			14,125,000		14,247,133
3.400%, 06/20/2024 ⁽¹⁾⁽²⁾			16,850,000		17,850,013
1.300%, 01/08/2026 (Callable 12/08/2025) ⁽¹⁾⁽²⁾			10,000,000		9,839,548
1.650%, 09/17/2026 (Callable 08/17/2026) ⁽¹⁾⁽²⁾			30,000,000		29,733,120
IHS Markit Ltd.,
3.625%, 05/01/2024 (Callable 04/01/2024)			10,000,000		10,642,000
Infor, Inc.,
1.750%, 07/15/2025 (Callable 06/15/2025) ⁽²⁾			8,375,000		8,482,759
Ingersoll-Rand Global Holding Co. Ltd.,
5.750%, 06/15/2043			4,126,000		5,907,589
Ingersoll-Rand Luxembourg Finance SA,
4.650%, 11/01/2044 (Callable 05/01/2044)			1,300,000		1,625,333
Ingredion, Inc.,
2.900%, 06/01/2030 (Callable 03/01/2030)			28,000,000		29,263,705
International Business Machines Corp.,
4.150%, 05/15/2039			13,000,000		15,344,519
International Flavors & Fragrances, Inc.:
1.832%, 10/15/2027 (Callable 08/15/2027) ⁽²⁾			5,000,000		5,007,346
5.000%, 09/26/2048 (Callable 03/26/2048)			10,000,000		12,930,739
3.468%, 12/01/2050 (Callable 06/01/2050) ⁽²⁾			8,000,000		8,395,811
Iron Mountain, Inc.:
5.250%, 03/15/2028 (Callable 12/27/2022) ⁽²⁾			20,303,000		21,216,635
5.000%, 07/15/2028 (Callable 07/15/2023) ⁽²⁾			4,000,000		4,169,200
4.500%, 02/15/2031 (Callable 02/15/2026) ⁽²⁾			10,000,000		10,143,000
JAB Holdings BV,
3.750%, 05/28/2051 (Callable 11/28/2050) ⁽¹⁾⁽²⁾			8,600,000		9,337,708
JBS Finance Luxembourg Sarl,
3.625%, 01/15/2032 (Callable 01/15/2027) ⁽²⁾			7,000,000		7,131,320
JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc.,
3.750%, 12/01/2031 (Callable 12/01/2026) ⁽²⁾			3,000,000		3,121,590
JM Smucker Co.:
2.375%, 03/15/2030 (Callable 12/15/2029)			5,000,000		5,081,475
3.550%, 03/15/2050 (Callable 09/15/2049)			3,350,000		3,611,171
Johnson Controls International PLC,
3.900%, 02/14/2026 (Callable 11/14/2025)			3,645,000		4,011,884
Kansas City Southern:
4.700%, 05/01/2048 (Callable 11/01/2047)			12,000,000		14,875,526
3.500%, 05/01/2050 (Callable 11/01/2049)			13,000,000		13,668,193
Kennametal, Inc.,
4.625%, 06/15/2028 (Callable 03/15/2028)			7,900,000		8,891,353
Kerry Group Financial Services Unlimited Co.,
3.200%, 04/09/2023 (Callable 01/09/2023) ⁽¹⁾⁽²⁾			18,500,000		19,053,999
Keurig Dr Pepper, Inc.,
4.417%, 05/25/2025 (Callable 03/25/2025)			7,000,000		7,779,026
Keysight Technologies, Inc.:
4.550%, 10/30/2024 (Callable 07/30/2024)			7,283,000		8,050,094
4.600%, 04/06/2027 (Callable 01/06/2027)			50,189,000		57,903,176
Kimberly-Clark de Mexico SAB de CV,
2.431%, 07/01/2031 (Callable 04/01/2031) ⁽¹⁾⁽²⁾			10,000,000		9,967,000
Kinder Morgan Energy Partners LP:
7.300%, 08/15/2033			1,675,000		2,357,503
6.500%, 02/01/2037			400,000		541,422
6.950%, 01/15/2038			14,755,000		20,911,536
7.500%, 11/15/2040			27,248,000		40,253,684
Kinder Morgan, Inc.:
8.050%, 10/15/2030			15,384,000		21,272,799
7.800%, 08/01/2031			16,174,000		23,069,152
7.750%, 01/15/2032			7,466,000		10,711,405
Kinross Gold Corp.,
6.875%, 09/01/2041 (Callable 03/01/2041) ⁽¹⁾			5,500,000		7,610,477
Kraft Heinz Foods Co.:
6.750%, 03/15/2032			10,000,000		13,637,749
5.000%, 07/15/2035 (Callable 01/15/2035)			7,375,000		9,069,519
5.000%, 06/04/2042			5,000,000		6,131,699
Lafarge SA,
7.125%, 07/15/2036 ⁽¹⁾			1,500,000		2,202,393
LafargeHolcim Finance US LLC,
3.500%, 09/22/2026 (Callable 06/22/2026) ⁽¹⁾⁽²⁾			12,565,000		13,679,293
Lear Corp.:
3.800%, 09/15/2027 (Callable 06/15/2027)			7,725,000		8,541,532
3.500%, 05/30/2030 (Callable 02/28/2030)			15,000,000		16,096,389
Leidos, Inc.:
4.375%, 05/15/2030 (Callable 02/15/2030)			39,222,000		44,305,563
2.300%, 02/15/2031 (Callable 11/15/2030)			7,500,000		7,327,875
Lennar Corp.,
4.125%, 01/15/2022 (Callable 10/15/2021)			1,385,000		1,385,000
Lennox International, Inc.,
3.000%, 11/15/2023 (Callable 09/15/2023)			10,000,000		10,450,177
Louisiana-Pacific Corp.,
3.625%, 03/15/2029 (Callable 03/15/2024) ⁽²⁾			25,000,000		25,156,250
Lundin Energy Finance BV:
2.000%, 07/15/2026 (Callable 06/15/2026) ⁽¹⁾⁽²⁾			10,000,000		10,060,328
3.100%, 07/15/2031 (Callable 04/15/2031) ⁽¹⁾⁽²⁾			20,000,000		20,278,911
Magellan Midstream Partners LP:
5.000%, 03/01/2026 (Callable 12/01/2025)			10,000,000		11,408,224
4.200%, 03/15/2045 (Callable 09/15/2044)			8,770,000		9,150,581
4.250%, 09/15/2046 (Callable 03/15/2046)			1,230,000		1,363,717
3.950%, 03/01/2050 (Callable 09/01/2049)			19,000,000		20,178,190
Magna International, Inc.,
2.450%, 06/15/2030 (Callable 03/15/2030) ⁽¹⁾			10,000,000		10,155,443
Marathon Petroleum Corp.:
3.625%, 09/15/2024 (Callable 06/15/2024)			2,500,000		2,682,633
4.700%, 05/01/2025 (Callable 04/01/2025)			15,000,000		16,743,692
5.125%, 12/15/2026 (Callable 09/15/2026)			3,000,000		3,488,470
4.750%, 09/15/2044 (Callable 03/15/2044)			3,985,000		4,660,854
Martin Marietta Materials, Inc.:
2.500%, 03/15/2030 (Callable 12/15/2029)			5,000,000		5,090,127
6.250%, 05/01/2037			450,000		589,925
Masco Corp.,
6.500%, 08/15/2032			15,834,000		20,926,110
MasTec, Inc.,
4.500%, 08/15/2028 (Callable 08/15/2023) ⁽²⁾			5,000,000		5,218,750
McDonald's Corp.:
3.700%, 01/30/2026 (Callable 10/30/2025)			7,250,000		7,970,704
3.500%, 07/01/2027 (Callable 05/01/2027)			6,000,000		6,628,762
Microchip Technology, Inc.:
4.333%, 06/01/2023 (Callable 05/01/2023)			32,298,000		34,136,261
2.670%, 09/01/2023			25,000,000		25,919,826
4.250%, 09/01/2025 (Callable 09/01/2022)			4,000,000		4,182,923
Micron Technology, Inc.,
4.640%, 02/06/2024 (Callable 01/06/2024)			8,725,000		9,462,961
Microsoft Corp.,
4.200%, 11/03/2035 (Callable 05/03/2035)			5,650,000		6,940,572
Midwest Connector Capital Co. LLC:
3.900%, 04/01/2024 (Callable 03/01/2024) ⁽²⁾			13,695,000		14,323,204
4.625%, 04/01/2029 (Callable 01/01/2029) ⁽²⁾			12,000,000		12,898,996
Minera Mexico SA de CV,
4.500%, 01/26/2050 (Callable 07/26/2049) ⁽¹⁾⁽²⁾			8,000,000		8,860,000
Molex Electronic Technologies LLC,
3.900%, 04/15/2025 (Callable 01/15/2025) ⁽²⁾			8,250,000		8,666,808
Molson Coors Beverage Co.,
3.000%, 07/15/2026 (Callable 04/15/2026)			33,888,000		36,201,681
Mosaic Co.,
5.450%, 11/15/2033 (Callable 05/15/2033)			16,101,000		20,182,375
MPLX LP:
3.500%, 12/01/2022 (Callable 11/01/2022)			8,600,000		8,871,953
4.000%, 02/15/2025 (Callable 11/15/2024)			13,125,000		14,246,739
4.875%, 06/01/2025 (Callable 03/01/2025)			19,150,000		21,400,587
1.750%, 03/01/2026 (Callable 02/01/2026)			20,000,000		20,123,156
4.250%, 12/01/2027 (Callable 09/01/2027)			6,519,000		7,324,796
5.500%, 02/15/2049 (Callable 08/15/2048)			8,825,000		11,186,444
4.900%, 04/15/2058 (Callable 10/15/2057)			5,000,000		5,805,445
MSCI, Inc.:
4.000%, 11/15/2029 (Callable 11/15/2024) ⁽²⁾			7,562,000		8,005,889
3.625%, 11/01/2031 (Callable 11/01/2026) ⁽²⁾			10,000,000		10,405,750
Mueller Water Products, Inc.,
4.000%, 06/15/2029 (Callable 06/15/2024) ⁽²⁾			500,000		517,600
Mylan NV,
3.950%, 06/15/2026 (Callable 03/15/2026)			5,000,000		5,507,993
Mylan, Inc.:
3.125%, 01/15/2023 ⁽²⁾			16,800,000		17,354,463
4.200%, 11/29/2023 (Callable 08/29/2023)			4,525,000		4,821,902
4.550%, 04/15/2028 (Callable 01/15/2028)			5,000,000		5,706,929
NCL Corp. Ltd.,
3.625%, 12/15/2024 (Callable 12/15/2021) ⁽²⁾			20,000,000		18,999,900
Newell Brands, Inc.:
3.850%, 04/01/2023 (Callable 02/01/2023)			40,709,000		42,390,689
4.875%, 06/01/2025 (Callable 05/01/2025)			1,500,000		1,655,550
4.700%, 04/01/2026 (Callable 01/01/2026)			15,000,000		16,537,950
NGPL PipeCo LLC,
4.875%, 08/15/2027 (Callable 02/15/2027) ⁽²⁾			20,000,000		22,699,367
Nissan Motor Co. Ltd.,
4.345%, 09/17/2027 (Callable 07/17/2027) ⁽¹⁾⁽²⁾			10,000,000		10,986,617
Norfolk Southern Corp.,
3.050%, 05/15/2050 (Callable 11/15/2049)			20,000,000		19,935,356
North Mississippi Health Services, Inc.,
3.183%, 10/01/2051 (Callable 04/01/2051)			11,800,000		11,760,355
Nutrien Ltd.:
4.000%, 12/15/2026 (Callable 09/15/2026) ⁽¹⁾			10,000,000		11,160,636
4.125%, 03/15/2035 (Callable 09/15/2034) ⁽¹⁾			6,550,000		7,421,928
nVent Finance Sarl:
3.950%, 04/15/2023 (Callable 03/15/2023)			11,055,000		11,502,247
4.550%, 04/15/2028 (Callable 01/15/2028)			32,435,000		35,576,370
NXP BV / NXP Funding LLC / NXP USA, Inc.,
4.300%, 06/18/2029 (Callable 03/18/2029) ⁽¹⁾⁽²⁾			9,625,000		10,909,063
NXP Semiconductors NV,
3.875%, 09/01/2022 ⁽¹⁾⁽²⁾			9,300,000		9,576,828
Occidental Petroleum Corp.:
2.900%, 08/15/2024 (Callable 07/15/2024)			10,000,000		10,179,000
8.500%, 07/15/2027 (Callable 01/15/2027)			15,000,000		18,786,450
7.150%, 05/15/2028			7,000,000		8,190,000
7.875%, 09/15/2031			12,790,000		17,052,536
6.450%, 09/15/2036			7,125,000		8,964,141
Ochsner LSU Health System of North Louisiana,
2.510%, 05/15/2031 (Callable 11/15/2030)			10,825,000		10,604,160
ONEOK Partners LP,
3.375%, 10/01/2022 (Callable 07/01/2022)			4,007,000		4,090,724
ONEOK, Inc.:
4.250%, 02/01/2022 (Callable 11/01/2021)			6,450,000		6,468,532
7.500%, 09/01/2023 (Callable 06/01/2023)			22,959,000		25,549,307
2.750%, 09/01/2024 (Callable 08/01/2024)			8,300,000		8,699,643
Oracle Corp.:
2.800%, 04/01/2027 (Callable 02/01/2027)			46,000,000		48,731,480
3.900%, 05/15/2035 (Callable 11/15/2034)			7,425,000		8,173,859
3.850%, 07/15/2036 (Callable 01/15/2036)			7,500,000		8,148,255
3.950%, 03/25/2051 (Callable 09/25/2050)			5,000,000		5,273,095
Orange SA,
9.000%, 03/01/2031 ⁽¹⁾			33,426,000		52,027,721
Oshkosh Corp.,
3.100%, 03/01/2030 (Callable 12/01/2029)			5,000,000		5,255,402
Owens Corning:
4.200%, 12/01/2024 (Callable 09/01/2024)			10,000,000		10,904,587
3.400%, 08/15/2026 (Callable 05/15/2026)			5,000,000		5,404,899
Packaging Corp. of America,
4.500%, 11/01/2023 (Callable 10/08/2021)			4,700,000		5,031,439
Pactiv LLC,
7.950%, 12/15/2025			1,338,000		1,506,936
Penske Truck Leasing Co.:
4.000%, 07/15/2025 (Callable 06/15/2025) ⁽²⁾			20,000,000		21,857,751
1.200%, 11/15/2025 (Callable 10/15/2025) ⁽²⁾			22,800,000		22,535,588
PerkinElmer, Inc.:
3.300%, 09/15/2029 (Callable 06/15/2029)			25,000,000		26,953,500
3.625%, 03/15/2051 (Callable 09/15/2050)			11,775,000		12,657,462
Pernod Ricard SA,
4.250%, 07/15/2022 ⁽¹⁾⁽²⁾			26,700,000		27,495,367
Perrigo Finance Unlimited Co.:
3.900%, 12/15/2024 (Callable 09/15/2024)			42,000,000		44,521,452
3.150%, 06/15/2030 (Callable 03/15/2030)			25,250,000		26,118,332
Phillips 66:
3.850%, 04/09/2025 (Callable 03/09/2025)			8,000,000		8,718,563
2.150%, 12/15/2030 (Callable 09/15/2030)			6,000,000		5,853,612
4.650%, 11/15/2034 (Callable 05/15/2034)			13,000,000		15,499,859
5.875%, 05/01/2042			5,000,000		6,869,323
4.875%, 11/15/2044 (Callable 05/15/2044)			15,000,000		18,923,728
Phillips 66 Partners LP:
3.605%, 02/15/2025 (Callable 11/15/2024)			2,000,000		2,139,361
3.150%, 12/15/2029 (Callable 09/15/2029)			12,550,000		13,116,802
4.680%, 02/15/2045 (Callable 08/15/2044)			2,000,000		2,299,896
Plains All American Pipeline LP / PAA Finance Corp.,
3.550%, 12/15/2029 (Callable 09/15/2029)			20,000,000		21,041,354
POSCO:
2.375%, 01/17/2023 ⁽¹⁾⁽²⁾			5,550,000		5,662,406
4.000%, 08/01/2023 ⁽¹⁾⁽²⁾			13,000,000		13,732,831
Premier Health Partners,
2.911%, 11/15/2026 (Callable 05/15/2026)			10,000,000		10,474,844
Quanta Services, Inc.,
2.900%, 10/01/2030 (Callable 07/01/2030)			10,000,000		10,344,257
Raytheon Technologies Corp.:
7.500%, 09/15/2029			8,188,000		11,318,460
2.250%, 07/01/2030 (Callable 04/01/2030)			12,000,000		12,117,181
4.800%, 12/15/2043 (Callable 06/15/2043)			7,925,000		10,111,705
3.125%, 07/01/2050 (Callable 01/01/2050)			6,000,000		6,062,589
Regency Energy Partners LP / Regency Energy Finance Corp.,
4.500%, 11/01/2023 (Callable 08/01/2023)			11,850,000		12,608,948
Reliance Industries Ltd.,
5.400%, 02/14/2022 ⁽¹⁾⁽²⁾			3,500,000		3,557,540
Reliance Steel & Aluminum Co.,
1.300%, 08/15/2025 (Callable 07/15/2025)			6,100,000		6,078,802
Republic Services, Inc.:
4.750%, 05/15/2023 (Callable 02/15/2023)			7,341,000		7,768,273
2.900%, 07/01/2026 (Callable 04/01/2026)			5,000,000		5,321,399
Rogers Communications, Inc.,
4.350%, 05/01/2049 (Callable 11/01/2048) ⁽¹⁾			10,000,000		11,383,404
Sabine Pass Liquefaction LLC:
5.625%, 03/01/2025 (Callable 12/01/2024)			14,500,000		16,456,716
5.875%, 06/30/2026 (Callable 12/31/2025)			55,015,000		64,747,009
5.000%, 03/15/2027 (Callable 09/15/2026)			20,300,000		23,337,098
Samarco Mineracao SA:
5.750%, 10/24/2023 ^(1)(2)(9)			5,475,000		3,832,500
5.375%, 09/26/2024 ^(1)(2)(9)			5,125,000		3,587,551
Santos Finance Ltd.,
3.649%, 04/29/2031 (Callable 01/29/2031) ⁽¹⁾⁽²⁾			15,000,000		15,275,418
Schlumberger Holdings Corp.,
3.900%, 05/17/2028 (Callable 02/17/2028) ⁽²⁾			11,096,000		12,231,580
Schneider Electric SE,
2.950%, 09/27/2022 ⁽²⁾			5,000,000		5,125,398
Seagate HDD Cayman,
4.875%, 03/01/2024 (Callable 01/01/2024)			24,400,000		26,291,000
Shell International Finance BV:
2.375%, 04/06/2025 (Callable 03/06/2025) ⁽¹⁾			9,000,000		9,411,300
2.750%, 04/06/2030 (Callable 01/06/2030) ⁽¹⁾			8,725,000		9,263,719
Sherwin-Williams Co.,
4.500%, 06/01/2047 (Callable 12/01/2046)			10,550,000		12,788,543
Shire Acquisitions Investments Ireland DAC,
2.875%, 09/23/2023 (Callable 07/23/2023) ⁽¹⁾			54,946,000		57,281,081
Silgan Holdings, Inc.:
4.750%, 03/15/2025 (Callable 11/01/2021)			1,000,000		1,013,750
4.125%, 02/01/2028 (Callable 10/01/2022)			4,000,000		4,110,000
SK Hynix, Inc.,
1.500%, 01/19/2026 ⁽¹⁾⁽²⁾			13,000,000		12,832,040
SK Telecom Co. Ltd.,
6.625%, 07/20/2027 ⁽¹⁾⁽²⁾			960,000		1,220,362
Smith & Nephew PLC,
2.032%, 10/14/2030 (Callable 07/14/2030) ⁽¹⁾			10,000,000		9,755,031
Smithfield Foods, Inc.:
3.350%, 02/01/2022 (Callable 01/01/2022) ⁽¹⁾⁽²⁾			31,389,000		31,567,449
5.200%, 04/01/2029 (Callable 01/01/2029) ⁽¹⁾⁽²⁾			16,566,000		19,021,759
3.000%, 10/15/2030 (Callable 07/15/2030) ⁽¹⁾⁽²⁾			10,000,000		10,065,455
2.625%, 09/13/2031 (Callable 06/13/2031) ⁽¹⁾⁽²⁾			18,500,000		17,984,960
Sociedad Quimica y Minera de Chile SA,
3.625%, 04/03/2023 ⁽¹⁾⁽²⁾			8,093,000		8,426,836
Sodexo, Inc.,
1.634%, 04/16/2026 (Callable 03/16/2026) ⁽¹⁾⁽²⁾			6,725,000		6,765,534
Solvay Finance America LLC,
4.450%, 12/03/2025 (Callable 09/03/2025) ⁽¹⁾⁽²⁾			40,018,000		44,402,985
Southern Copper Corp.,
7.500%, 07/27/2035⁽¹⁾			19,786,000		28,293,980
Spectra Energy Partners LP:
3.500%, 03/15/2025 (Callable 12/15/2024)⁽¹⁾			15,150,000		16,250,231
4.500%, 03/15/2045 (Callable 09/15/2044)⁽¹⁾			5,000,000		5,867,478
Standard Industries, Inc.:
4.750%, 01/15/2028 (Callable 01/15/2023) ⁽²⁾			24,408,000		25,323,300
4.375%, 07/15/2030 (Callable 07/15/2025) ⁽²⁾			5,000,000		5,100,000
3.375%, 01/15/2031 (Callable 07/15/2025) ⁽²⁾			5,000,000		4,758,500
Stanley Black & Decker, Inc.,
4.850%, 11/15/2048 (Callable 05/15/2048)			4,175,000		5,540,816
Steel Dynamics, Inc.,
2.800%, 12/15/2024 (Callable 11/15/2024)			7,000,000		7,385,206
Stericycle, Inc.,
3.875%, 01/15/2029 (Callable 11/15/2023) ⁽²⁾			1,000,000		1,006,110
STERIS Irish FinCo Unlimited Co.,
3.750%, 03/15/2051 (Callable 09/15/2050)			7,500,000		8,094,930
Suntory Holdings Ltd.,
2.550%, 06/28/2022 (Callable 05/28/2022) ⁽¹⁾⁽²⁾			2,000,000		2,028,833
SYNNEX Corp.,
2.375%, 08/09/2028 (Callable 06/09/2028) ⁽²⁾			25,000,000		24,754,059
Sysco Corp.:
5.650%, 04/01/2025 (Callable 03/01/2025)			7,000,000		8,050,923
5.950%, 04/01/2030 (Callable 01/01/2030)			18,220,000		23,175,705
Takeda Pharmaceutical Co. Ltd.,
3.175%, 07/09/2050 (Callable 01/09/2050) ⁽¹⁾			21,825,000		22,116,958
Targa Resources Partners LP:
6.500%, 07/15/2027 (Callable 07/15/2022)			1,000,000		1,078,230
5.000%, 01/15/2028 (Callable 01/15/2023)			28,000,000		29,400,000
4.875%, 02/01/2031			500,000		539,375
4.000%, 01/15/2032 (Callable 07/15/2026) ⁽²⁾			14,000,000		14,468,300
TC PipeLines LP:
4.375%, 03/13/2025 (Callable 12/13/2024)⁽¹⁾			26,205,000		28,524,516
3.900%, 05/25/2027 (Callable 02/25/2027)⁽¹⁾			25,885,000		28,717,489
Teck Resources Ltd.,
3.900%, 07/15/2030 (Callable 04/15/2030) ⁽¹⁾			10,000,000		10,857,884
Telecom Italia Capital SA:
5.303%, 05/30/2024 ⁽¹⁾⁽²⁾			21,500,000		23,163,025
7.200%, 07/18/2036 ⁽¹⁾			3,175,000		3,889,375
Telefonica Emisiones SA:
4.103%, 03/08/2027 ⁽¹⁾			8,125,000		9,128,296
7.045%, 06/20/2036 ⁽¹⁾			4,925,000		7,107,710
5.213%, 03/08/2047 ⁽¹⁾			24,108,000		30,087,969
4.895%, 03/06/2048 ⁽¹⁾			9,475,000		11,391,157
5.520%, 03/01/2049 (Callable 09/01/2048) ⁽¹⁾			12,000,000		15,699,525
TELUS Corp.,
2.800%, 02/16/2027 (Callable 11/16/2026) ⁽¹⁾			13,100,000		13,880,824
Tenet Healthcare Corp.,
6.750%, 06/15/2023			1,000,000		1,078,000
Teva Pharmaceutical Finance Netherlands III BV:
2.800%, 07/21/2023 ⁽¹⁾			24,275,000		24,130,321
3.150%, 10/01/2026 ⁽¹⁾			51,000,000		48,832,500
Textron, Inc.,
3.000%, 06/01/2030 (Callable 03/01/2030)			15,000,000		15,761,864
Thermo Fisher Scientific, Inc.,
4.133%, 03/25/2025 (Callable 02/25/2025)			15,000,000		16,502,961
Timken Co.:
3.875%, 09/01/2024 (Callable 06/01/2024)			18,500,000		19,740,034
4.500%, 12/15/2028 (Callable 09/15/2028)			6,025,000		6,721,921
T-Mobile USA, Inc.:
4.750%, 02/01/2028 (Callable 02/01/2023)			17,250,000		18,328,125
3.375%, 04/15/2029 (Callable 04/15/2024) ⁽²⁾			5,000,000		5,216,250
3.875%, 04/15/2030 (Callable 01/15/2030)			41,159,000		45,446,207
3.500%, 04/15/2031 (Callable 04/15/2026)			60,000,000		63,278,082
4.375%, 04/15/2040 (Callable 10/15/2039)			10,000,000		11,521,669
3.600%, 11/15/2060 (Callable 05/15/2060) ⁽²⁾			20,000,000		19,663,486
Toll Road Investors Partnership II LP:
0.000%, 02/15/2022 ⁽¹⁾⁽²⁾			21,200,000		20,986,481
0.000%, 02/15/2025 ⁽¹⁾⁽²⁾			10,000,000		8,906,510
0.000%, 02/15/2027 ⁽¹⁾⁽²⁾			32,855,000		26,450,926
0.000%, 02/15/2030 ⁽¹⁾⁽²⁾			2,000,000		1,329,086
0.000%, 02/15/2030 ⁽¹⁾⁽²⁾			2,938,000		2,213,284
0.000%, 02/15/2031 ⁽¹⁾⁽²⁾			5,396,000		3,915,409
0.000%, 02/15/2036 ⁽¹⁾⁽²⁾			12,500,000		7,464,439
TopBuild Corp.:
3.625%, 03/15/2029 (Callable 03/15/2024) ⁽²⁾			2,500,000		2,518,750
4.125%, 02/15/2032 (Callable 10/15/2026) ⁽²⁾⁽⁸⁾			1,000,000		1,010,000
TransCanada PipeLines Ltd.,
4.750%, 05/15/2038 (Callable 11/15/2037) ⁽¹⁾			10,000,000		11,902,619
Transcontinental Gas Pipe Line Co. LLC,
4.450%, 08/01/2042 (Callable 02/01/2042)			2,600,000		3,040,646
TreeHouse Foods, Inc.,
4.000%, 09/01/2028 (Callable 09/01/2023)			1,500,000		1,468,005
Triton Container International Ltd.:
2.050%, 04/15/2026 (Callable 03/15/2026) ⁽¹⁾⁽²⁾			7,425,000		7,449,082
3.150%, 06/15/2031 (Callable 03/15/2031) ⁽¹⁾⁽²⁾			30,475,000		30,760,672
TTX Co.:
4.650%, 06/15/2044 ⁽²⁾			7,710,000		9,477,416
3.900%, 02/01/2045 (Callable 08/01/2044) ⁽²⁾			25,325,000		29,363,545
Tyco Electronics Group SA,
7.125%, 10/01/2037			500,000		755,154
Tyson Foods, Inc.,
5.100%, 09/23/2048 (Callable 03/28/2048)			4,650,000		6,142,875
United Rentals North America, Inc.:
3.875%, 11/15/2027 (Callable 11/15/2022)			5,000,000		5,237,500
4.875%, 01/15/2028 (Callable 01/15/2023)			5,000,000		5,286,200
5.250%, 01/15/2030 (Callable 01/15/2025)			5,000,000		5,475,000
4.000%, 07/15/2030 (Callable 07/15/2025)			10,000,000		10,375,000
3.875%, 02/15/2031 (Callable 08/15/2025)			3,000,000		3,075,000
3.750%, 01/15/2032 (Callable 07/15/2026)			1,000,000		1,011,250
Universal Health Services, Inc.:
1.650%, 09/01/2026 (Callable 08/01/2026) ⁽²⁾			16,000,000		15,906,118
2.650%, 10/15/2030 (Callable 07/15/2030) ⁽²⁾			24,322,000		24,432,422
Upjohn, Inc.:
3.850%, 06/22/2040 (Callable 12/22/2039) ⁽²⁾			10,000,000		10,724,985
4.000%, 06/22/2050 (Callable 12/22/2049) ⁽²⁾			22,000,000		23,382,967
UPMC,
3.600%, 04/03/2025			47,575,000		51,446,005
Utah Acquisition Sub, Inc.,
5.250%, 06/15/2046 (Callable 12/15/2045)			4,000,000		4,892,660
Vale Canada Ltd.,
7.200%, 09/15/2032 ⁽¹⁾			1,600,000		2,068,000
Vale Overseas Ltd.:
6.250%, 08/10/2026 ⁽¹⁾			22,000,000		25,996,740
3.750%, 07/08/2030 (Callable 04/08/2030) ⁽¹⁾			25,339,000		26,249,937
8.250%, 01/17/2034 ⁽¹⁾			425,000		611,690
6.875%, 11/21/2036 ⁽¹⁾			33,025,000		44,005,812
6.875%, 11/10/2039 ⁽¹⁾			18,121,000		24,517,713
Valero Energy Corp.:
1.200%, 03/15/2024			13,450,000		13,600,375
3.400%, 09/15/2026 (Callable 06/15/2026)			17,500,000		18,827,960
6.625%, 06/15/2037			5,000,000		6,751,999
Valero Energy Partners LP,
4.500%, 03/15/2028 (Callable 12/15/2027)			20,000,000		22,577,958
Verisk Analytics, Inc.,
4.000%, 06/15/2025 (Callable 03/15/2025)			10,000,000		11,015,366
Verizon Communications, Inc.:
3.000%, 03/22/2027 (Callable 01/22/2027)			5,000,000		5,365,901
4.500%, 08/10/2033			15,710,000		18,706,031
4.400%, 11/01/2034 (Callable 05/01/2034)			790,000		935,577
4.272%, 01/15/2036			19,793,000		23,251,089
5.250%, 03/16/2037			18,225,000		23,569,779
4.812%, 03/15/2039			38,575,000		47,851,499
4.862%, 08/21/2046			2,500,000		3,183,732
5.500%, 03/16/2047			4,000,000		5,531,992
3.700%, 03/22/2061 (Callable 09/22/2060)			11,200,000		11,826,391
VF Corp.,
2.800%, 04/23/2027 (Callable 02/23/2027)			7,000,000		7,433,734
Viterra Finance BV:
2.000%, 04/21/2026 (Callable 03/21/2026) ⁽¹⁾⁽²⁾			15,000,000		15,106,422
3.200%, 04/21/2031 (Callable 01/21/2031) ⁽¹⁾⁽²⁾			45,069,000		45,780,923
VMware, Inc.,
1.800%, 08/15/2028 (Callable 06/15/2028)			15,000,000		14,777,467
Vodafone Group PLC:
7.875%, 02/15/2030 ⁽¹⁾			16,293,000		23,065,307
6.150%, 02/27/2037 ⁽¹⁾			13,920,000		19,041,925
4.375%, 02/19/2043 ⁽¹⁾			5,054,000		5,871,671
Volkswagen Group of America Finance LLC:
4.000%, 11/12/2021 ⁽¹⁾⁽²⁾			9,000,000		9,035,374
4.250%, 11/13/2023 ⁽¹⁾⁽²⁾			18,000,000		19,306,246
2.850%, 09/26/2024 ⁽¹⁾⁽²⁾			5,000,000		5,255,727
3.350%, 05/13/2025 ⁽¹⁾⁽²⁾			15,000,000		16,036,647
1.250%, 11/24/2025 (Callable 10/24/2025) ⁽¹⁾⁽²⁾			11,075,000		11,025,148
Vontier Corp.,
2.400%, 04/01/2028 (Callable 02/01/2028) ⁽²⁾			15,725,000		15,498,560
Vulcan Materials Co.:
4.500%, 04/01/2025 (Callable 01/01/2025)			3,000,000		3,316,556
3.500%, 06/01/2030 (Callable 03/01/2030)			11,050,000		12,130,690
4.700%, 03/01/2048 (Callable 09/01/2047)			500,000		615,497
Wabtec Corp.:
4.375%, 08/15/2023 (Callable 05/15/2023)			9,750,000		10,245,895
4.400%, 03/15/2024 (Callable 02/15/2024)			13,109,000		14,093,105
3.450%, 11/15/2026 (Callable 08/15/2026)			36,775,000		39,352,860
4.950%, 09/15/2028 (Callable 06/15/2028)			10,205,000		11,744,934
Walgreens Boots Alliance, Inc.,
3.450%, 06/01/2026 (Callable 03/01/2026)			5,957,000		6,460,778
Walt Disney Co.:
3.700%, 09/15/2024 (Callable 06/15/2024)			4,025,000		4,357,200
7.430%, 10/01/2026			3,300,000		4,259,448
5.400%, 10/01/2043			5,000,000		6,881,090
4.750%, 09/15/2044 (Callable 03/15/2044)			1,950,000		2,509,209
Weir Group PLC,
2.200%, 05/13/2026 (Callable 04/13/2026) ⁽¹⁾⁽²⁾			20,625,000		20,829,830
Western Digital Corp.,
4.750%, 02/15/2026 (Callable 11/15/2025)			57,075,000		63,211,704
Western Gas Partners LP,
4.000%, 07/01/2022 (Callable 04/01/2022)			17,845,000		18,116,779
Western Midstream Operating LP,
6.500%, 02/01/2050 (Callable 08/01/2049)			10,000,000		11,767,800
Westinghouse Air Brake Technologies Corp.,
3.200%, 06/15/2025 (Callable 05/15/2025)			14,736,000		15,636,655
WestRock MWV LLC,
8.200%, 01/15/2030			5,012,000		7,022,411
Williams Companies, Inc.:
3.700%, 01/15/2023 (Callable 10/15/2022)			44,375,000		45,830,854
4.550%, 06/24/2024 (Callable 03/24/2024)			7,629,000		8,322,883
7.500%, 01/15/2031			120,000		166,833
7.750%, 06/15/2031			3,500,000		4,869,260
8.750%, 03/15/2032			11,275,000		17,241,291
6.300%, 04/15/2040			1,590,000		2,167,365
5.750%, 06/24/2044 (Callable 12/24/2043)			2,500,000		3,292,860
Wipro IT Services LLC,
1.500%, 06/23/2026 (Callable 05/23/2026) ⁽¹⁾⁽²⁾			17,800,000		17,719,188
Woodside Finance Ltd.:
3.650%, 03/05/2025 (Callable 12/05/2024) ⁽¹⁾⁽²⁾			15,575,000		16,551,289
4.500%, 03/04/2029 (Callable 12/04/2028) ⁽¹⁾⁽²⁾			30,000,000		33,659,029
Worthington Industries, Inc.,
4.550%, 04/15/2026			9,154,000		10,215,456
WRKCo, Inc.,
3.000%, 09/15/2024 (Callable 07/15/2024)			6,000,000		6,365,778
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.,
4.250%, 05/30/2023 (Callable 02/28/2023) ⁽²⁾			4,000,000		4,030,000
Xerox Corp.,
4.375%, 03/15/2023 (Callable 02/15/2023)			35,175,000		36,383,965
Xerox Holdings Corp.,
5.000%, 08/15/2025 (Callable 07/15/2025) ⁽²⁾			1,000,000		1,050,750
Yara International ASA,
3.800%, 06/06/2026 (Callable 03/06/2026) ⁽¹⁾⁽²⁾			20,250,000		22,133,329
Zimmer Biomet Holdings, Inc.:
3.550%, 04/01/2025 (Callable 01/01/2025)			20,000,000		21,500,170
5.750%, 11/30/2039			11,375,000		15,083,410
Zoetis, Inc.:
3.250%, 02/01/2023 (Callable 11/01/2022)			24,701,000		25,455,518
4.500%, 11/13/2025 (Callable 08/13/2025)			16,275,000		18,318,876
Total Industrials (Cost $8,925,824,353)					9,535,681,458	29.7%

Utilities
American Water Capital Corp.,
2.800%, 05/01/2030 (Callable 02/01/2030)			8,500,000		8,915,680
Appalachian Power Co.,
6.700%, 08/15/2037			1,400,000		1,970,616
Avangrid, Inc.,
3.200%, 04/15/2025 (Callable 03/15/2025)⁽¹⁾			14,000,000		14,910,408
Berkshire Hathaway Energy Co.:
3.500%, 02/01/2025 (Callable 11/01/2024)			7,000,000		7,518,323
2.850%, 05/15/2051 (Callable 11/15/2050)			10,000,000		9,557,689
Consolidated Edison Co. of New York, Inc.,
4.625%, 12/01/2054 (Callable 06/01/2054)			7,600,000		9,388,893
Consumers Energy Co.,
3.500%, 08/01/2051 (Callable 02/01/2051)			9,425,000		10,396,086
Dominion Energy, Inc.,
2.450%, 01/15/2023 ⁽²⁾			15,000,000		15,383,901
Dominion Resources, Inc.,
5.950%, 06/15/2035			1,880,000		2,518,267
DTE Electric Company,
2.625%, 03/01/2031 (Callable 12/01/2030)			15,200,000		15,835,774
Duquesne Light Holdings, Inc.,
2.532%, 10/01/2030 (Callable 07/01/2030) ⁽²⁾			8,775,000		8,692,050
Edison International,
2.950%, 03/15/2023 (Callable 01/15/2023)			5,000,000		5,144,435
EDP Finance BV,
3.625%, 07/15/2024 ⁽¹⁾⁽²⁾			51,299,000		54,820,354
Enel Finance International NV:
3.625%, 05/25/2027 ⁽¹⁾⁽²⁾			27,500,000		30,442,178
3.500%, 04/06/2028 ⁽¹⁾⁽²⁾			7,000,000		7,661,015
4.875%, 06/14/2029 ⁽¹⁾⁽²⁾			11,775,000		14,080,460
6.800%, 09/15/2037 ⁽¹⁾⁽²⁾			3,875,000		5,721,785
6.000%, 10/07/2039 ⁽¹⁾⁽²⁾			4,286,000		5,916,117
4.750%, 05/25/2047 ⁽¹⁾⁽²⁾			49,084,000		60,946,961
Engie Energia Chile SA,
3.400%, 01/28/2030 (Callable 10/28/2029) ⁽¹⁾⁽²⁾			3,000,000		3,082,500
Exelon Corp.:
3.950%, 06/15/2025 (Callable 03/15/2025)			15,775,000		17,174,715
7.600%, 04/01/2032			1,650,000		2,358,863
5.100%, 06/15/2045 (Callable 12/15/2044)			5,875,000		7,707,448
Exelon Generation Co. LLC,
5.600%, 06/15/2042 (Callable 12/15/2041)			6,100,000		7,355,633
FirstEnergy Corp.:
2.650%, 03/01/2030 (Callable 12/01/2029)			4,300,000		4,278,500
3.400%, 03/01/2050 (Callable 09/01/2049)			11,325,000		10,887,402
FirstEnergy Transmission LLC,
2.866%, 09/15/2028 (Callable 07/15/2028) ⁽²⁾			15,000,000		15,656,250
Fortis Inc.,
3.055%, 10/04/2026 (Callable 07/04/2026) ⁽¹⁾			8,762,000		9,401,038
Infraestructura Energetica Nova SAB de CV,
3.750%, 01/14/2028 ⁽²⁾			5,000,000		5,393,750
KeySpan Corp.,
8.000%, 11/15/2030⁽¹⁾			8,375,000		11,444,576
Liberty Utilities Finance GP 1,
2.050%, 09/15/2030 (Callable 06/15/2030) ⁽¹⁾⁽²⁾			10,600,000		10,255,892
NiSource, Inc.:
3.600%, 05/01/2030 (Callable 02/01/2030)			20,800,000		22,802,507
3.950%, 03/30/2048 (Callable 09/30/2047)			11,775,000		13,324,518
Oncor Electric Delivery Co. LLC,
2.750%, 05/15/2030 (Callable 02/15/2030)			9,500,000		10,074,426
RGS I&M Funding Corp.,
9.820%, 12/07/2022			52,488		52,739
Southern Co.,
2.950%, 07/01/2023 (Callable 05/01/2023)			17,400,000		18,063,373
Talent Yield Investments Ltd.,
4.500%, 04/25/2022 ⁽¹⁾⁽²⁾			6,000,000		6,113,171
Total Utilities (Cost $430,134,721)					465,248,293	1.4%

Financials
ABN AMRO Bank NV:
7.750%, 05/15/2023 ⁽¹⁾⁽²⁾			8,000,000		8,784,630
4.750%, 07/28/2025 ⁽¹⁾⁽²⁾			37,818,000		41,925,334
4.800%, 04/18/2026 ⁽¹⁾⁽²⁾			47,025,000		52,824,123
1.542%, 06/16/2027 (1 Year CMT Rate + 0.800%)(Callable 06/16/2026) ^(1)(2)(3)			12,250,000		12,180,875
AerCap Holdings NV:
4.875%, 01/16/2024 (Callable 12/16/2023) ⁽¹⁾			6,708,000		7,247,862
2.875%, 08/14/2024 (Callable 07/14/2024) ⁽¹⁾			39,395,000		41,042,401
6.500%, 07/15/2025 (Callable 06/15/2025) ⁽¹⁾			15,000,000		17,391,025
AIA Group Ltd.,
3.200%, 03/11/2025 (Callable 12/11/2024) ⁽¹⁾⁽²⁾			9,000,000		9,522,180
AIG SunAmerica Global Financing X,
6.900%, 03/15/2032 ⁽²⁾			2,000,000		2,819,448
Air Lease Corp.:
4.250%, 02/01/2024 (Callable 01/01/2024)			8,175,000		8,773,989
2.300%, 02/01/2025 (Callable 01/01/2025)			14,150,000		14,534,184
Allstate Corp.,
3.850%, 08/10/2049 (Callable 02/10/2049)			10,968,000		12,985,777
Ally Financial, Inc.:
1.450%, 10/02/2023 (Callable 09/02/2023)			15,000,000		15,221,550
5.125%, 09/30/2024			13,000,000		14,560,443
5.800%, 05/01/2025 (Callable 04/01/2025)			10,000,000		11,503,427
American International Group, Inc.:
3.750%, 07/10/2025 (Callable 04/10/2025)			11,400,000		12,409,135
3.875%, 01/15/2035 (Callable 07/15/2034)			15,000,000		16,948,210
6.820%, 11/15/2037			4,173,000		5,855,498
AmSouth Bancorporation,
6.750%, 11/01/2025			1,110,000		1,335,301
Anthem, Inc.:
3.350%, 12/01/2024 (Callable 10/01/2024)			7,050,000		7,557,799
2.375%, 01/15/2025 (Callable 12/15/2024)			4,075,000		4,245,069
Aon PLC,
3.875%, 12/15/2025 (Callable 09/15/2025)			14,490,000		15,996,256
Assurant, Inc.:
4.900%, 03/27/2028 (Callable 12/27/2027)			4,250,000		4,919,042
3.700%, 02/22/2030 (Callable 11/22/2029)			7,000,000		7,593,747
Australia & New Zealand Banking Group Ltd.:
4.500%, 03/19/2024 ⁽¹⁾⁽²⁾			32,000,000		34,734,438
2.950%, 07/22/2030 (5 Year CMT Rate + 1.288%)(Callable 07/22/2025) ^(1)(2)(3)			14,803,000		15,387,126
2.570%, 11/25/2035 (5 Year CMT Rate + 1.700%)(Callable 11/25/2030) ^(1)(2)(3)			13,000,000		12,620,065
Avolon Holdings Funding Ltd.:
5.250%, 05/15/2024 (Callable 04/15/2024) ⁽¹⁾⁽²⁾			5,000,000		5,462,240
2.875%, 02/15/2025 (Callable 01/15/2025) ⁽¹⁾⁽²⁾			10,000,000		10,289,131
Banco Bilbao Vizcaya Argentaria SA,
1.125%, 09/18/2025 ⁽¹⁾			15,000,000		14,843,289
Banco Santander Chile,
2.700%, 01/10/2025 (Callable 12/10/2024) ⁽¹⁾⁽²⁾			8,000,000		8,320,400
Banco Santander SA:
3.500%, 04/11/2022 ⁽¹⁾			12,000,000		12,196,990
3.848%, 04/12/2023 ⁽¹⁾			16,700,000		17,537,292
5.179%, 11/19/2025 ⁽¹⁾			11,150,000		12,666,443
1.722%, 09/14/2027 (1 Year CMT Rate + 0.900%)(Callable 09/14/2026) ⁽¹⁾⁽³⁾			10,000,000		9,953,529
2.749%, 12/03/2030 ⁽¹⁾			5,000,000		4,975,225
Bank of America Corp.:
3.300%, 01/11/2023			22,650,000		23,505,650
3.004%, 12/20/2023 (3 Month LIBOR USD + 0.790%)(Callable 12/20/2022) ⁽³⁾			8,352,000		8,607,321
3.864%, 07/23/2024 (3 Month LIBOR USD + 0.940%)(Callable 07/23/2023) ⁽³⁾			12,575,000		13,308,011
3.458%, 03/15/2025 (3 Month LIBOR USD + 0.970%)(Callable 03/15/2024) ⁽³⁾			9,650,000		10,266,754
3.093%, 10/01/2025 (3 Month LIBOR USD + 1.090%)(Callable 10/01/2024) ⁽³⁾			22,000,000		23,385,338
2.456%, 10/22/2025 (3 Month LIBOR USD + 0.870%)(Callable 10/22/2024) ⁽³⁾			8,000,000		8,356,240
3.366%, 01/23/2026 (3 Month LIBOR USD + 0.810%)(Callable 01/23/2025) ⁽³⁾			22,700,000		24,253,310
1.734%, 07/22/2027 (SOFR + 0.960%)(Callable 07/22/2026) ⁽³⁾			20,000,000		20,082,297
3.248%, 10/21/2027 (Callable 10/21/2026)			6,000,000		6,478,554
3.419%, 12/20/2028 (3 Month LIBOR USD + 1.040%)(Callable 12/20/2027) ⁽³⁾			19,539,000		21,177,102
2.087%, 06/14/2029 (SOFR + 1.060%)(Callable 06/14/2028) ⁽³⁾			12,000,000		11,980,741
2.496%, 02/13/2031 (3 Month LIBOR USD + 0.990%)(Callable 02/13/2030) ⁽³⁾			7,000,000		7,083,930
2.592%, 04/29/2031 (SOFR + 2.150%)(Callable 04/29/2030) ⁽³⁾			35,000,000		35,721,979
7.750%, 05/14/2038			725,000		1,134,211
Bank of Ireland Group PLC,
2.029%, 09/30/2027 (1 Year CMT Rate + 1.100%)(Callable 09/30/2026) ^(1)(2)(3)			5,425,000		5,421,843
Bank of Montreal,
3.803%, 12/15/2032 (5 Year Swap Rate USD + 1.432%)(Callable 12/15/2027) ⁽¹⁾⁽³⁾			5,000,000		5,478,261
Bank of New Zealand,
2.000%, 02/21/2025 ⁽¹⁾⁽²⁾			15,475,000		15,922,565
Bank of Nova Scotia:
1.625%, 05/01/2023 ⁽¹⁾			11,425,000		11,658,413
4.500%, 12/16/2025 ⁽¹⁾			8,048,000		9,044,009
Banque Federative du Credit Mutuel SA,
3.750%, 07/20/2023 ⁽¹⁾⁽²⁾			12,475,000		13,198,727
Barclays PLC:
3.684%, 01/10/2023 (Callable 01/10/2022) ⁽¹⁾			22,500,000		22,700,153
4.610%, 02/15/2023 (3 Month LIBOR USD + 1.400%)(Callable 02/15/2022) ⁽¹⁾⁽³⁾			10,000,000		10,152,796
4.338%, 05/16/2024 (3 Month LIBOR USD + 1.356%)(Callable 05/16/2023) ⁽¹⁾⁽³⁾			5,000,000		5,292,576
3.650%, 03/16/2025 ⁽¹⁾			17,350,000		18,643,519
3.932%, 05/07/2025 (3 Month LIBOR USD + 1.610%)(Callable 05/07/2024) ⁽¹⁾⁽³⁾			23,400,000		25,112,678
2.852%, 05/07/2026 (3 Month LIBOR USD + 2.714%)(Callable 05/07/2025) ⁽¹⁾⁽³⁾			10,000,000		10,503,426
4.337%, 01/10/2028 (Callable 01/10/2027) ⁽¹⁾			10,000,000		11,185,176
BBVA USA:
2.875%, 06/29/2022 (Callable 05/29/2022)			15,700,000		15,965,324
3.875%, 04/10/2025 (Callable 03/10/2025)			45,470,000		49,630,874
Berkshire Hathaway Finance Corp.,
4.400%, 05/15/2042			3,500,000		4,351,900
BGC Partners, Inc.,
4.375%, 12/15/2025 (Callable 09/15/2025)			13,000,000		14,038,635
BNP Paribas SA:
3.375%, 01/09/2025 ⁽¹⁾⁽²⁾			8,000,000		8,529,791
4.375%, 09/28/2025 ⁽¹⁾⁽²⁾			14,700,000		16,126,774
2.819%, 11/19/2025 (3 Month LIBOR USD + 1.111%)(Callable 11/19/2024) ^(1)(2)(3)			42,500,000		44,513,048
4.375%, 05/12/2026 ⁽¹⁾⁽²⁾			16,910,000		18,675,270
2.219%, 06/09/2026 (SOFR + 2.074%)(Callable 06/09/2025) ^(1)(2)(3)			10,000,000		10,263,805
1.323%, 01/13/2027 (SOFR + 1.004%)(Callable 01/13/2026) ^(1)(2)(3)			14,000,000		13,764,940
1.904%, 09/30/2028 (SOFR + 1.609%)(Callable 09/30/2027) ^(1)(2)(3)			16,000,000		15,925,596
3.052%, 01/13/2031 (SOFR + 1.507%)(Callable 01/13/2030) ^(1)(2)(3)			10,500,000		10,999,972
2.871%, 04/19/2032 (SOFR + 1.387%)(Callable 04/19/2031) ^(1)(2)(3)			25,000,000		25,531,588
2.588%, 08/12/2035 (5 Year CMT Rate + 2.050%)(Callable 08/12/2030) ^(1)(2)(3)			5,000,000		4,848,593
BNZ International Funding Ltd.,
3.375%, 03/01/2023 ⁽¹⁾⁽²⁾			24,750,000		25,816,230
BPCE SA:
5.700%, 10/22/2023 ⁽¹⁾⁽²⁾			33,770,000		37,025,134
4.625%, 07/11/2024 ⁽¹⁾⁽²⁾			3,185,000		3,467,468
5.150%, 07/21/2024 ⁽¹⁾⁽²⁾			30,902,000		34,145,697
2.375%, 01/14/2025 ⁽¹⁾⁽²⁾			5,000,000		5,162,600
4.500%, 03/15/2025 ⁽¹⁾⁽²⁾			40,275,000		44,228,252
1.652%, 10/06/2026 (SOFR + 1.520%)(Callable 10/06/2025) ^(1)(2)(3)			25,000,000		25,029,701
Brown & Brown, Inc.,
4.500%, 03/15/2029 (Callable 12/15/2028)			11,840,000		13,554,114
Canadian Imperial Bank of Commerce,
2.250%, 01/28/2025 ⁽¹⁾			8,000,000		8,310,037
Cantor Fitzgerald LP,
4.875%, 05/01/2024 (Callable 04/01/2024) ⁽²⁾			7,525,000		8,204,185
Capital One Financial Corp.:
3.200%, 01/30/2023 (Callable 12/30/2022)			5,000,000		5,176,564
3.750%, 07/28/2026 (Callable 06/28/2026)			5,000,000		5,488,772
3.650%, 05/11/2027 (Callable 04/11/2027)			16,750,000		18,555,279
3.800%, 01/31/2028 (Callable 12/31/2027)			6,960,000		7,733,109
Capital One NA,
3.375%, 02/15/2023			54,066,000		56,233,076
Centene Corp.:
3.000%, 10/15/2030 (Callable 07/15/2030)			10,000,000		10,250,000
2.500%, 03/01/2031 (Callable 12/01/2030)			64,850,000		63,958,312
2.625%, 08/01/2031 (Callable 05/01/2031)			6,000,000		5,959,440
CIT Bank NA,
2.969%, 09/27/2025 (SOFR + 1.715%)(Callable 09/27/2024) ⁽³⁾			21,219,000		22,288,862
CIT Group, Inc.:
5.000%, 08/01/2023			5,000,000		5,343,750
4.750%, 02/16/2024 (Callable 11/16/2023)			13,000,000		13,877,500
5.250%, 03/07/2025 (Callable 12/07/2024)			2,100,000		2,338,875
Citigroup, Inc.:
3.142%, 01/24/2023 (3 Month LIBOR USD + 0.722%)(Callable 01/24/2022) ⁽³⁾			10,000,000		10,084,078
2.876%, 07/24/2023 (3 Month LIBOR USD + 0.950%)(Callable 07/24/2022) ⁽³⁾			12,450,000		12,694,217
1.550%, 09/01/2023 (3 Month LIBOR USD + 1.430%)(Callable 09/01/2022) ⁽³⁾			8,000,000		8,092,320
3.352%, 04/24/2025 (3 Month LIBOR USD + 0.897%)(Callable 04/24/2024) ⁽³⁾			11,000,000		11,683,651
3.700%, 01/12/2026			4,700,000		5,162,735
3.106%, 04/08/2026 (SOFR + 2.842%)(Callable 04/08/2025) ⁽³⁾			15,000,000		15,926,250
3.887%, 01/10/2028 (3 Month LIBOR USD + 1.563%)(Callable 01/10/2027) ⁽³⁾			41,200,000		45,527,219
2.572%, 06/03/2031 (SOFR + 2.107%)(Callable 06/03/2030) ⁽³⁾			50,000,000		50,965,199
2.561%, 05/01/2032 (SOFR + 1.167%)(Callable 05/01/2031) ⁽³⁾			5,000,000		5,049,176
Citizens Bank NA,
2.250%, 04/28/2025 (Callable 03/28/2025)			9,000,000		9,359,938
Citizens Financial Group, Inc.:
2.850%, 07/27/2026 (Callable 04/27/2026)			23,400,000		24,843,152
3.250%, 04/30/2030 (Callable 01/30/2030)			40,000,000		42,844,139
CNA Financial Corp.:
7.250%, 11/15/2023			12,400,000		14,086,518
4.500%, 03/01/2026 (Callable 12/01/2025)			21,125,000		23,848,949
3.450%, 08/15/2027 (Callable 05/15/2027)			9,000,000		9,884,717
CNO Financial Group, Inc.,
5.250%, 05/30/2025 (Callable 02/28/2025)			18,640,000		20,978,879
Comerica Bank,
4.000%, 07/27/2025			21,425,000		23,510,076
Commonwealth Bank of Australia:
2.688%, 03/11/2031 ⁽¹⁾⁽²⁾			15,000,000		14,952,915
3.610%, 09/12/2034 (5 Year CMT Rate + 2.050%)(Callable 09/12/2029) ^(1)(2)(3)			35,000,000		37,119,422
Compeer Financial,
3.375%, 06/01/2036 (SOFR + 1.965%)(Callable 06/01/2031) ⁽²⁾⁽³⁾			5,500,000		5,560,501
Cooperatieve Rabobank UA:
3.875%, 02/08/2022 ⁽¹⁾			4,150,000		4,203,239
4.625%, 12/01/2023 ⁽¹⁾			7,059,000		7,649,094
4.375%, 08/04/2025 ⁽¹⁾			11,975,000		13,275,840
3.750%, 07/21/2026 ⁽¹⁾			36,000,000		39,675,745
Credit Agricole SA:
3.375%, 01/10/2022 ⁽¹⁾⁽²⁾			23,225,000		23,421,186
3.750%, 04/24/2023 ⁽¹⁾⁽²⁾			8,375,000		8,808,765
3.250%, 10/04/2024 ⁽¹⁾⁽²⁾			8,575,000		9,145,355
4.375%, 03/17/2025 ⁽¹⁾⁽²⁾			37,093,000		40,429,554
1.907%, 06/16/2026 (SOFRINDX + 1.676%)(Callable 06/16/2025) ^(1)(2)(3)			7,000,000		7,133,159
1.248%, 01/26/2027 (SOFR + 0.892%)(Callable 01/26/2026) ^(1)(2)(3)			24,000,000		23,660,822
3.250%, 01/14/2030 ⁽¹⁾⁽²⁾			5,000,000		5,245,549
Credit Suisse Group AG:
3.574%, 01/09/2023 (Callable 01/09/2022) ⁽¹⁾⁽²⁾			9,000,000		9,073,818
4.207%, 06/12/2024 (3 Month LIBOR USD + 1.240%)(Callable 06/12/2023) ^(1)(2)(3)			6,000,000		6,335,495
2.593%, 09/11/2025 (SOFR + 1.560%)(Callable 09/11/2024) ^(1)(2)(3)			13,700,000		14,202,049
2.193%, 06/05/2026 (SOFR + 2.044%)(Callable 06/05/2025) ^(1)(2)(3)			10,000,000		10,187,688
1.305%, 02/02/2027 (SOFR + 0.980%)(Callable 02/02/2026) ^(1)(2)(3)			19,400,000		18,958,772
4.282%, 01/09/2028 (Callable 01/09/2027) ⁽¹⁾⁽²⁾			24,750,000		27,509,179
3.869%, 01/12/2029 (3 Month LIBOR USD + 1.410%)(Callable 01/12/2028) ^(1)(2)(3)			10,850,000		11,842,057
4.194%, 04/01/2031 (SOFR + 3.730%)(Callable 04/01/2030) ^(1)(2)(3)			20,000,000		22,400,982
Credit Suisse Group Funding Guernsey Ltd.:
3.800%, 06/09/2023 ⁽¹⁾			21,400,000		22,546,496
3.750%, 03/26/2025 ⁽¹⁾			15,000,000		16,176,849
4.550%, 04/17/2026 ⁽¹⁾			5,000,000		5,616,627
CyrusOne LP / CyrusOne Finance Corp.:
2.900%, 11/15/2024 (Callable 10/15/2024)			10,000,000		10,479,800
3.450%, 11/15/2029 (Callable 08/15/2029)			1,485,000		1,546,627
2.150%, 11/01/2030 (Callable 08/01/2030)			11,000,000		10,336,480
Daiwa Securities Group, Inc.,
3.129%, 04/19/2022 ⁽¹⁾⁽²⁾			14,175,000		14,386,526
Danske Bank A/S,
1.621%, 09/11/2026 (1 Year CMT Rate + 1.350%)(Callable 09/11/2025) ^(1)(2)(3)			33,945,000		33,948,895
Deutsche Bank AG:
4.250%, 10/14/2021 ⁽¹⁾			29,900,000		29,932,214
5.000%, 02/14/2022 ⁽¹⁾			10,000,000		10,163,557
3.300%, 11/16/2022 ⁽¹⁾			17,625,000		18,183,613
3.950%, 02/27/2023 ⁽¹⁾			14,875,000		15,544,925
5.882%, 07/08/2031 (SOFR + 5.438%)(Callable 04/08/2030) ⁽¹⁾⁽³⁾			36,170,000		42,694,877
3.547%, 09/18/2031 (SOFR + 3.043%)(Callable 09/18/2030) ⁽¹⁾⁽³⁾			10,000,000		10,671,215
3.729%, 01/14/2032 (SOFR + 2.757%)(Callable 01/14/2031) ⁽¹⁾⁽³⁾			10,000,000		10,324,846
Digital Realty Trust LP:
4.450%, 07/15/2028 (Callable 04/15/2028)			7,000,000		8,026,773
3.600%, 07/01/2029 (Callable 04/01/2029)			41,950,000		45,896,627
Discover Bank:
3.350%, 02/06/2023 (Callable 01/06/2023)			7,000,000		7,251,805
4.682%, 08/09/2028 (5 Year Swap Rate USD + 1.730%)(Callable 08/09/2023) ⁽³⁾			6,500,000		6,914,628
4.650%, 09/13/2028 (Callable 06/13/2028)			23,225,000		26,918,104
Discover Financial Services:
3.950%, 11/06/2024 (Callable 08/06/2024)			25,000,000		27,077,102
4.100%, 02/09/2027 (Callable 11/09/2026)			22,869,000		25,474,675
DNB Bank ASA:
1.127%, 09/16/2026 (5 Year CMT Rate + 0.850%)(Callable 09/16/2025) ^(1)(2)(3)			10,000,000		9,879,508
1.535%, 05/25/2027 (1 Year CMT Rate + 0.720%)(Callable 05/25/2026) ^(1)(2)(3)			5,800,000		5,802,646
Extra Space Storage LP,
2.550%, 06/01/2031 (Callable 03/01/2031)			11,000,000		11,024,178
First Horizon National Corp.,
4.000%, 05/26/2025 (Callable 04/26/2025)			30,000,000		32,733,586
First Republic Bank,
4.625%, 02/13/2047 (Callable 08/13/2046)			1,850,000		2,336,252
Five Corners Funding Trust II,
2.850%, 05/15/2030 (Callable 02/15/2030) ⁽²⁾			10,000,000		10,452,902
FMR LLC:
4.950%, 02/01/2033 ⁽²⁾			4,235,000		5,283,238
6.500%, 12/14/2040 ⁽²⁾			1,820,000		2,720,650
GE Capital Funding LLC:
4.050%, 05/15/2027 (Callable 03/15/2027)			10,000,000		11,227,439
4.550%, 05/15/2032 (Callable 02/15/2032)			10,000,000		11,842,159
GE Capital International Funding Co. Unlimited Co.:
3.373%, 11/15/2025			5,000,000		5,419,331
4.418%, 11/15/2035			80,915,000		97,102,229
Globe Life, Inc.:
3.800%, 09/15/2022			1,275,000		1,315,233
4.550%, 09/15/2028 (Callable 06/15/2028)			9,350,000		10,849,615
Goldman Sachs Group, Inc.:
5.750%, 01/24/2022			15,100,000		15,355,451
1.721%, 11/29/2023 (3 Month LIBOR USD + 1.600%) ⁽³⁾			10,000,000		10,290,300
3.500%, 01/23/2025 (Callable 10/23/2024)			9,400,000		10,068,633
3.500%, 04/01/2025 (Callable 03/01/2025)			10,000,000		10,751,033
3.272%, 09/29/2025 (3 Month LIBOR USD + 1.201%)(Callable 09/29/2024) ⁽³⁾			24,000,000		25,627,960
3.814%, 04/23/2029 (3 Month LIBOR USD + 1.158%)(Callable 04/23/2028) ⁽³⁾			17,875,000		19,781,717
4.223%, 05/01/2029 (3 Month LIBOR USD + 1.301%)(Callable 05/01/2028) ⁽³⁾			15,050,000		17,008,326
1.992%, 01/27/2032 (SOFR + 1.090%)(Callable 01/27/2031) ⁽³⁾			30,000,000		28,929,900
2.615%, 04/22/2032 (SOFR + 1.281%)(Callable 04/22/2031) ⁽³⁾			10,000,000		10,120,900
6.345%, 02/15/2034			125,000		174,494
6.750%, 10/01/2037			300,000		429,686
Guardian Life Insurance Co. of America:
4.875%, 06/19/2064 ⁽²⁾			11,215,000		14,554,600
3.700%, 01/22/2070 (Callable 07/22/2069) ⁽²⁾			14,000,000		14,811,469
4.850%, 01/24/2077 ⁽²⁾			15,693,000		20,271,192
Hartford Financial Services Group, Inc.:
6.100%, 10/01/2041			2,925,000		4,121,888
3.600%, 08/19/2049 (Callable 02/19/2049)			15,725,000		17,152,823
High Street Funding Trust I,
4.111%, 02/15/2028 (Callable 11/15/2027) ⁽²⁾			9,000,000		10,084,229
High Street Funding Trust II,
4.682%, 02/15/2048 (Callable 11/15/2047) ⁽²⁾			7,000,000		8,519,650
HSBC Holdings PLC:
3.262%, 03/13/2023 (3 Month LIBOR USD + 1.055%)(Callable 03/13/2022) ⁽¹⁾⁽³⁾			30,996,000		31,386,222
3.600%, 05/25/2023 ⁽¹⁾			6,000,000		6,307,747
3.950%, 05/18/2024 (3 Month LIBOR USD + 0.987%)(Callable 05/18/2023) ⁽¹⁾⁽³⁾			9,000,000		9,477,398
3.803%, 03/11/2025 (3 Month LIBOR USD + 1.211%)(Callable 03/11/2024) ⁽¹⁾⁽³⁾			5,200,000		5,546,441
1.645%, 04/18/2026 (SOFR + 1.538%)(Callable 04/18/2025) ⁽¹⁾⁽³⁾			8,125,000		8,168,583
1.589%, 05/24/2027 (SOFR + 1.290%)(Callable 05/24/2026) ⁽¹⁾⁽³⁾			10,000,000		9,932,629
2.013%, 09/22/2028 (SOFR + 1.732%)(Callable 09/22/2027) ⁽¹⁾⁽³⁾			25,000,000		24,993,868
4.583%, 06/19/2029 (3 Month LIBOR USD + 1.535%)(Callable 06/19/2028) ⁽¹⁾⁽³⁾			17,125,000		19,443,090
2.206%, 08/17/2029 (SOFR + 1.285%)(Callable 08/17/2028) ⁽¹⁾⁽³⁾			10,000,000		9,918,597
3.973%, 05/22/2030 (3 Month LIBOR USD + 1.610%)(Callable 05/22/2029) ⁽¹⁾⁽³⁾			4,775,000		5,270,358
2.804%, 05/24/2032 (SOFR + 1.187%)(Callable 05/24/2031) ⁽¹⁾⁽³⁾			14,550,000		14,745,958
Humana, Inc.,
8.150%, 06/15/2038			8,983,000		14,399,819
Huntington Bancshares, Inc.,
2.625%, 08/06/2024 (Callable 07/06/2024)			1,500,000		1,573,312
ING Groep NV,
3.150%, 03/29/2022 ⁽¹⁾			4,000,000		4,057,062
Invesco Finance PLC,
3.125%, 11/30/2022			5,500,000		5,672,000
Jackson National Life Global Funding,
3.250%, 01/30/2024 ⁽²⁾			10,000,000		10,585,607
Jefferies Group LLC:
4.850%, 01/15/2027			15,750,000		18,262,336
6.450%, 06/08/2027			1,300,000		1,619,938
4.150%, 01/23/2030			30,200,000		33,967,882
John Hancock Life Insurance Co.,
7.375%, 02/15/2024 ⁽¹⁾⁽²⁾			17,615,000		20,237,489
JPMorgan Chase & Co.:
3.200%, 01/25/2023			5,350,000		5,553,661
1.355%, 10/24/2023 (3 Month LIBOR USD + 1.230%)(Callable 10/24/2022) ⁽³⁾			10,000,000		10,125,600
3.559%, 04/23/2024 (3 Month LIBOR USD + 0.730%)(Callable 04/23/2023) ⁽³⁾			15,575,000		16,305,353
3.125%, 01/23/2025 (Callable 10/23/2024)			21,850,000		23,223,906
2.301%, 10/15/2025 (SOFR + 1.160%)(Callable 10/15/2024) ⁽³⁾			19,859,000		20,597,998
2.005%, 03/13/2026 (SOFR + 1.585%)(Callable 03/13/2025) ⁽³⁾			17,000,000		17,412,851
2.083%, 04/22/2026 (SOFR + 1.850%)(Callable 04/22/2025) ⁽³⁾			71,000,000		73,027,862
1.045%, 11/19/2026 (SOFR + 0.800%)(Callable 11/19/2025) ⁽³⁾			18,500,000		18,219,403
1.578%, 04/22/2027 (SOFR + 0.885%)(Callable 04/22/2026) ⁽³⁾			25,000,000		25,050,701
1.470%, 09/22/2027 (SOFR + 0.765%)(Callable 09/22/2026) ⁽³⁾			10,000,000		9,936,012
2.522%, 04/22/2031 (SOFR + 2.040%)(Callable 04/22/2030) ⁽³⁾			30,500,000		31,116,195
1.953%, 02/04/2032 (SOFR + 1.065%)(Callable 02/04/2031) ⁽³⁾			5,000,000		4,823,607
2.580%, 04/22/2032 (SOFR + 1.250%)(Callable 04/22/2031) ⁽³⁾			15,000,000		15,208,020
KeyBank NA,
3.400%, 05/20/2026			21,575,000		23,455,954
LeasePlan Corp. NV,
2.875%, 10/24/2024 ⁽¹⁾⁽²⁾			77,403,000		81,022,853
Liberty Mutual Group, Inc.:
6.500%, 03/15/2035 ⁽²⁾			750,000		1,040,859
3.951%, 10/15/2050 (Callable 04/15/2050) ⁽²⁾			900,000		998,809
Liberty Mutual Insurance Co.,
7.697%, 10/15/2097 ⁽²⁾			375,000		579,112
Life Storage LP:
3.875%, 12/15/2027 (Callable 09/15/2027)			2,575,000		2,888,316
2.200%, 10/15/2030 (Callable 07/15/2030)			6,950,000		6,891,567
Lincoln National Corp.:
3.400%, 01/15/2031 (Callable 10/15/2030)			15,000,000		16,298,764
6.300%, 10/09/2037			2,190,000		3,056,490
Lloyds Bank PLC:
4.050%, 08/16/2023 ⁽¹⁾			6,575,000		7,000,331
2.907%, 11/07/2023 (3 Month LIBOR USD + 0.810%)(Callable 11/07/2022) ⁽¹⁾⁽³⁾			21,520,000		22,079,305
3.870%, 07/09/2025 (1 Year CMT Rate + 3.500%)(Callable 07/09/2024) ⁽¹⁾⁽³⁾			15,000,000		16,172,834
3.750%, 01/11/2027 ⁽¹⁾			7,800,000		8,577,191
1.627%, 05/11/2027 (1 Year CMT Rate + 0.850%)(Callable 05/11/2026) ⁽¹⁾⁽³⁾			5,000,000		4,995,795
4.375%, 03/22/2028 ⁽¹⁾			15,000,000		17,062,200
3.574%, 11/07/2028 (3 Month LIBOR USD + 1.205%)(Callable 11/07/2027) ⁽¹⁾⁽³⁾			21,550,000		23,455,928
LPL Holdings, Inc.,
4.000%, 03/15/2029 (Callable 03/15/2024) ⁽²⁾			20,076,000		20,621,063
Macquarie Bank Ltd.:
4.875%, 06/10/2025 ⁽¹⁾⁽²⁾			7,800,000		8,640,156
3.624%, 06/03/2030 ⁽¹⁾⁽²⁾			28,805,000		30,237,276
Macquarie Group Ltd.:
3.189%, 11/28/2023 (3 Month LIBOR USD + 1.023%)(Callable 11/28/2022) ^(1)(2)(3)			35,850,000		36,912,544
4.150%, 03/27/2024 (3 Month LIBOR USD + 1.330%)(Callable 03/27/2023) ^(1)(2)(3)			21,000,000		22,058,321
1.340%, 01/12/2027 (SOFR + 1.069%)(Callable 01/12/2026) ^(1)(2)(3)			10,000,000		9,912,683
2.691%, 06/23/2032 (SOFR + 1.440%)(Callable 06/23/2031) ^(1)(2)(3)			10,000,000		9,985,069
Manulife Financial Corp.:
4.150%, 03/04/2026 ⁽¹⁾			15,000,000		16,776,064
2.484%, 05/19/2027 (Callable 03/19/2027) ⁽¹⁾			15,225,000		15,927,524
Marsh & McLennan Companies, Inc.:
3.750%, 03/14/2026 (Callable 12/14/2025)			9,225,000		10,146,570
5.875%, 08/01/2033			3,729,000		4,995,318
Massachusetts Mutual Life Insurance Co.:
7.625%, 11/15/2023 ⁽²⁾			3,184,000		3,469,161
5.077%, 02/15/2069 (3 Month LIBOR USD + 3.191%)(Callable 02/15/2049) ⁽²⁾⁽³⁾			10,000,000		12,355,081
3.729%, 10/15/2070 ⁽²⁾			19,253,000		20,729,549
4.900%, 04/01/2077 ⁽²⁾			13,000,000		16,758,080
MBIA Insurance Corp.,
11.386%, 01/15/2033 (3 Month LIBOR USD + 11.260%)(Callable 01/15/2023) ^(2)(3)(9)			700,000		77,000
MetLife, Inc.:
4.875%, 11/13/2043			3,375,000		4,390,413
4.050%, 03/01/2045			9,025,000		10,726,156
Metropolitan Life Insurance Co.,
7.800%, 11/01/2025 ⁽²⁾			3,725,000		4,602,013
Mitsubishi UFJ Financial Group, Inc.:
3.455%, 03/02/2023 ⁽¹⁾			15,000,000		15,647,695
2.801%, 07/18/2024 ⁽¹⁾			10,000,000		10,540,341
2.193%, 02/25/2025 ⁽¹⁾			11,500,000		11,895,299
1.538%, 07/20/2027 (1 Year CMT Rate + 0.750%)(Callable 07/20/2026) ⁽¹⁾⁽³⁾			24,400,000		24,376,139
Mizuho Financial Group, Inc.:
2.953%, 02/28/2022 ⁽¹⁾			9,750,000		9,856,037
2.601%, 09/11/2022 ⁽¹⁾			5,000,000		5,109,368
3.922%, 09/11/2024 (3 Month LIBOR USD + 1.000%)(Callable 09/11/2023) ⁽¹⁾⁽³⁾			9,000,000		9,559,501
2.555%, 09/13/2025 (3 Month LIBOR USD + 1.362%)(Callable 09/13/2024) ⁽¹⁾⁽³⁾			20,000,000		20,931,839
1.234%, 05/22/2027 (1 Year CMT Rate + 0.670%)(Callable 05/22/2026) ⁽¹⁾⁽³⁾			10,000,000		9,842,510
3.170%, 09/11/2027 ⁽¹⁾			24,650,000		26,506,241
1.979%, 09/08/2031 (3 Month LIBOR USD + 1.532%)(Callable 09/08/2030) ⁽¹⁾⁽³⁾			13,250,000		12,790,295
Morgan Stanley:
3.125%, 01/23/2023			15,000,000		15,524,705
3.750%, 02/25/2023			1,000,000		1,045,615
1.525%, 10/24/2023 (3 Month LIBOR USD + 1.400%)(Callable 10/24/2022) ⁽³⁾			10,000,000		10,132,913
3.737%, 04/24/2024 (3 Month LIBOR USD + 0.847%)(Callable 04/24/2023) ⁽³⁾			25,000,000		26,231,750
3.700%, 10/23/2024			5,000,000		5,423,572
2.720%, 07/22/2025 (SOFR + 1.152%)(Callable 07/22/2024) ⁽³⁾			15,000,000		15,717,379
4.000%, 07/23/2025			2,500,000		2,754,254
2.188%, 04/28/2026 (SOFR + 1.990%)(Callable 04/28/2025) ⁽³⁾			40,000,000		41,300,148
3.125%, 07/27/2026			13,175,000		14,180,015
3.591%, 07/22/2028 (3 Month LIBOR USD + 1.340%)(Callable 07/22/2027) ⁽³⁾			22,350,000		24,509,849
National Australia Bank Ltd.:
2.332%, 08/21/2030 ⁽¹⁾⁽²⁾			75,200,000		72,695,644
2.990%, 05/21/2031 ⁽¹⁾⁽²⁾			24,495,000		24,787,971
3.933%, 08/02/2034 (5 Year CMT Rate + 1.880%)(Callable 08/02/2029) ^(1)(2)(3)			5,000,000		5,379,759
National Securities Clearing Corp.,
1.500%, 04/23/2025 (Callable 03/23/2025) ⁽²⁾			13,000,000		13,200,126
Nationwide Building Society:
3.766%, 03/08/2024 (3 Month LIBOR USD + 1.064%)(Callable 03/08/2023) ^(1)(2)(3)			14,500,000		15,116,844
3.900%, 07/21/2025 ⁽¹⁾⁽²⁾			8,100,000		8,899,360
4.000%, 09/14/2026 ⁽¹⁾⁽²⁾			78,394,000		86,166,379
4.302%, 03/08/2029 (3 Month LIBOR USD + 1.452%)(Callable 03/08/2028) ^(1)(2)(3)			3,525,000		3,967,080
3.960%, 07/18/2030 (3 Month LIBOR USD + 1.855%)(Callable 07/18/2029) ^(1)(2)(3)			10,125,000		11,255,469
4.125%, 10/18/2032 (5 Year Mid Swap Rate USD + 1.849%)(Callable 10/18/2027) ^(1)(2)(3)			8,000,000		8,741,267
Nationwide Financial Services, Inc.,
3.900%, 11/30/2049 (Callable 05/30/2049) ⁽²⁾			17,500,000		19,997,486
Nationwide Mutual Insurance Co.:
7.875%, 04/01/2033 ⁽²⁾			5,600,000		7,865,941
9.375%, 08/15/2039 ⁽²⁾			27,409,000		47,772,867
NatWest Group PLC,
1.642%, 06/14/2027 (1 Year CMT Rate + 0.900%)(Callable 06/14/2026) ⁽¹⁾⁽³⁾			26,725,000		26,723,223
New England Mutual Life Insurance Co.,
7.875%, 02/15/2024 ⁽²⁾			3,200,000		3,706,775
New York Life Insurance Co.:
6.750%, 11/15/2039 ⁽²⁾			25,105,000		37,749,787
4.450%, 05/15/2069 (Callable 11/15/2068) ⁽²⁾			10,000,000		12,516,088
Nomura Holdings, Inc.:
2.648%, 01/16/2025 ⁽¹⁾			10,000,000		10,416,661
1.851%, 07/16/2025 ⁽¹⁾			15,000,000		15,223,244
2.172%, 07/14/2028 ⁽¹⁾			30,000,000		29,725,140
Old Republic International Corp.,
3.850%, 06/11/2051 (Callable 12/11/2050)			12,550,000		13,559,464
Peachtree Corners Funding Trust,
3.976%, 02/15/2025 ⁽²⁾			16,000,000		17,368,619
People's United Bank NA,
4.000%, 07/15/2024 (Callable 04/16/2024)			4,400,000		4,698,594
Pine Street Trust I,
4.572%, 02/15/2029 (Callable 11/15/2028) ⁽²⁾			5,000,000		5,675,890
Principal Financial Group, Inc.:
3.300%, 09/15/2022			1,215,000		1,249,099
3.125%, 05/15/2023			3,675,000		3,821,296
Protective Life Corp.,
4.300%, 09/30/2028 (Callable 06/30/2028) ⁽¹⁾⁽²⁾			4,105,000		4,604,335
Prudential Financial, Inc.,
3.878%, 03/27/2028 (Callable 12/27/2027)			7,156,000		8,101,880
Prudential Insurance Co. of America,
8.300%, 07/01/2025 ⁽²⁾			21,011,000		25,953,571
Raymond James Financial, Inc.,
4.950%, 07/15/2046			15,000,000		19,375,128
Realty Income Corp.,
3.875%, 04/15/2025 (Callable 02/15/2025)			10,000,000		10,954,153
Regions Bank,
6.450%, 06/26/2037			3,864,000		5,487,946
Regions Financial Corp.,
2.250%, 05/18/2025 (Callable 04/18/2025)			16,650,000		17,303,544
Reliance Standard Life Global Funding II:
2.625%, 07/22/2022 ⁽¹⁾⁽²⁾			9,700,000		9,884,450
2.500%, 10/30/2024 ⁽¹⁾⁽²⁾			20,000,000		20,846,418
Rexford Industrial Realty LP,
2.125%, 12/01/2030 (Callable 09/01/2030)			13,000,000		12,593,286
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc.,
2.875%, 10/15/2026 (Callable 10/15/2023) ⁽²⁾⁽⁸⁾			10,000,000		9,772,000
Royal Bank of Canada,
4.650%, 01/27/2026 ⁽¹⁾			29,930,000		33,959,963
Royal Bank of Scotland Group PLC:
3.498%, 05/15/2023 (3 Month LIBOR USD + 1.480%)(Callable 05/15/2022) ⁽¹⁾⁽³⁾			62,335,000		63,469,415
4.519%, 06/25/2024 (3 Month LIBOR USD + 1.550%)(Callable 06/25/2023) ⁽¹⁾⁽³⁾			17,475,000		18,599,938
4.269%, 03/22/2025 (3 Month LIBOR USD + 1.762%)(Callable 03/22/2024) ⁽¹⁾⁽³⁾			8,300,000		8,956,862
4.892%, 05/18/2029 (3 Month LIBOR USD + 1.754%)(Callable 05/18/2028) ⁽¹⁾⁽³⁾			5,150,000		5,996,700
4.445%, 05/08/2030 (3 Month LIBOR USD + 1.871%)(Callable 05/08/2029) ⁽¹⁾⁽³⁾			11,000,000		12,583,000
Sammons Financial Group, Inc.,
3.350%, 04/16/2031 (Callable 01/16/2031) ⁽²⁾			25,000,000		25,984,750
Santander Holdings USA, Inc.:
3.400%, 01/18/2023 (Callable 12/18/2022)⁽¹⁾			5,750,000		5,946,308
3.450%, 06/02/2025 (Callable 05/02/2025)⁽¹⁾			10,000,000		10,707,514
Santander UK Group Holdings PLC:
1.673%, 06/14/2027 (SOFR + 0.989%)(Callable 06/14/2026) ⁽¹⁾⁽³⁾			20,000,000		19,914,810
3.823%, 11/03/2028 (3 Month LIBOR USD + 1.400%)(Callable 11/03/2027) ⁽¹⁾⁽³⁾			6,000,000		6,563,467
Santander UK PLC:
5.000%, 11/07/2023 ⁽¹⁾⁽²⁾			36,375,000		39,316,646
4.000%, 03/13/2024 ⁽¹⁾			7,700,000		8,316,012
SMBC Aviation Capital Finance DAC,
3.550%, 04/15/2024 (Callable 03/15/2024) ⁽¹⁾⁽²⁾			15,000,000		15,879,749
Societe Generale SA:
5.000%, 01/17/2024 ⁽¹⁾⁽²⁾			18,000,000		19,443,519
3.875%, 03/28/2024 ⁽¹⁾⁽²⁾			10,000,000		10,682,380
2.625%, 10/16/2024 ⁽¹⁾⁽²⁾			14,575,000		15,164,165
2.625%, 01/22/2025 ⁽¹⁾⁽²⁾			34,600,000		35,925,836
4.250%, 04/14/2025 ⁽¹⁾⁽²⁾			30,420,000		32,858,311
4.250%, 08/19/2026 ⁽¹⁾⁽²⁾			18,572,000		20,274,848
1.488%, 12/14/2026 (1 Year CMT Rate + 1.100%)(Callable 12/14/2025) ^(1)(2)(3)			6,800,000		6,724,153
2.889%, 06/09/2032 (1 Year CMT Rate + 1.300%)(Callable 06/09/2031) ^(1)(2)(3)			7,000,000		7,039,618
3.625%, 03/01/2041 ⁽¹⁾⁽²⁾			9,200,000		9,369,582
Standard Chartered PLC:
3.885%, 03/15/2024 (3 Month LIBOR USD + 1.080%)(Callable 03/15/2023) ^(1)(2)(3)			17,600,000		18,379,405
3.785%, 05/21/2025 (3 Month LIBOR USD + 1.560%)(Callable 05/21/2024) ^(1)(2)(3)			35,225,000		37,555,060
2.819%, 01/30/2026 (3 Month LIBOR USD + 1.209%)(Callable 01/30/2025) ^(1)(2)(3)			14,075,000		14,657,584
1.456%, 01/14/2027 (1 Year CMT Rate + 1.000%)(Callable 01/14/2026) ^(1)(2)(3)			15,000,000		14,746,543
4.644%, 04/01/2031 (5 Year CMT Rate + 3.850%)(Callable 04/01/2030) ^(1)(2)(3)			7,000,000		8,074,500
5.700%, 03/26/2044 ⁽¹⁾⁽²⁾			14,000,000		18,112,461
State Street Corp.,
2.901%, 03/30/2026 (SOFR + 2.600%)(Callable 03/30/2025) ⁽³⁾			12,975,000		13,764,864
Stifel Financial Corp.:
4.250%, 07/18/2024			19,615,000		21,344,278
4.000%, 05/15/2030 (Callable 02/15/2030)			6,325,000		7,037,598
Sumitomo Mitsui Banking Corp.,
3.000%, 01/18/2023 ⁽¹⁾			2,500,000		2,583,643
Sumitomo Mitsui Financial Group, Inc.:
2.784%, 07/12/2022 ⁽¹⁾			13,325,000		13,584,760
3.102%, 01/17/2023 ⁽¹⁾			16,125,000		16,686,618
2.696%, 07/16/2024 ⁽¹⁾			10,400,000		10,923,840
2.448%, 09/27/2024 ⁽¹⁾			20,000,000		20,906,197
SunTrust Banks, Inc.:
3.689%, 08/02/2024 (3 Month LIBOR USD + 0.735%)(Callable 08/02/2023) ⁽³⁾			6,345,000		6,720,566
3.300%, 05/15/2026 (Callable 04/15/2026)			28,734,000		31,276,189
Synchrony Financial:
4.250%, 08/15/2024 (Callable 05/15/2024)			33,325,000		36,011,180
4.500%, 07/23/2025 (Callable 04/23/2025)			12,795,000		14,128,833
3.700%, 08/04/2026 (Callable 05/04/2026)			5,388,000		5,846,543
3.950%, 12/01/2027 (Callable 09/01/2027)			43,000,000		47,433,444
Synovus Financial Corp.,
3.125%, 11/01/2022 (Callable 10/01/2022)			19,588,000		20,031,285
Trinity Acquisition PLC:
4.400%, 03/15/2026 (Callable 12/15/2025)			15,776,000		17,626,549
6.125%, 08/15/2043			23,630,000		32,618,491
UBS Group AG:
1.494%, 08/10/2027 (1 Year CMT Rate + 0.850%)(Callable 08/10/2026) ^(1)(2)(3)			10,000,000		9,884,209
2.095%, 02/11/2032 (1 Year CMT Rate + 1.000%)(Callable 02/11/2031) ^(1)(2)(3)			12,550,000		12,210,496
UBS Group Funding Switzerland AG:
2.650%, 02/01/2022 ⁽¹⁾⁽²⁾			10,000,000		10,077,096
3.491%, 05/23/2023 (Callable 05/23/2022) ⁽¹⁾⁽²⁾			34,075,000		34,734,170
2.859%, 08/15/2023 (3 Month LIBOR USD + 0.954%)(Callable 08/15/2022) ^(1)(2)(3)			31,700,000		32,367,538
4.125%, 09/24/2025 ⁽¹⁾⁽²⁾			6,500,000		7,181,096
UnitedHealth Group, Inc.,
4.625%, 07/15/2035			12,175,000		15,125,786
Wells Fargo & Co.:
1.359%, 10/31/2023 (3 Month LIBOR USD + 1.230%)(Callable 10/31/2022) ⁽³⁾			10,000,000		10,123,903
1.654%, 06/02/2024 (SOFR + 1.600%)(Callable 06/02/2023) ⁽³⁾			12,375,000		12,616,876
3.000%, 02/19/2025			5,225,000		5,545,692
2.406%, 10/30/2025 (3 Month LIBOR USD + 1.087%)(Callable 10/30/2024) ⁽³⁾			10,000,000		10,414,789
2.164%, 02/11/2026 (3 Month LIBOR USD + 0.750%)(Callable 02/11/2025) ⁽³⁾			15,000,000		15,473,262
3.000%, 04/22/2026			4,000,000		4,291,563
2.393%, 06/02/2028 (SOFR + 2.100%)(Callable 06/02/2027) ⁽³⁾			9,236,000		9,526,380
3.068%, 04/30/2041 (SOFR + 2.530%)(Callable 04/30/2040) ⁽³⁾			35,000,000		35,965,754
5.013%, 04/04/2051 (3 Month LIBOR USD + 4.502%)(Callable 04/04/2050) ⁽³⁾			8,000,000		10,736,216
Westpac Banking Corp.:
2.894%, 02/04/2030 (5 Year CMT Rate + 1.350%)(Callable 02/04/2025) ⁽¹⁾⁽³⁾			18,059,000		18,698,902
4.322%, 11/23/2031 (5 Year Mid Swap Rate USD + 2.236%)(Callable 11/23/2026) ⁽¹⁾⁽³⁾			10,000,000		11,038,159
4.110%, 07/24/2034 (5 Year CMT Rate + 2.000%)(Callable 07/24/2029) ⁽¹⁾⁽³⁾			10,000,000		10,864,936
2.668%, 11/15/2035 (5 Year CMT Rate + 1.750%)(Callable 11/15/2030) ⁽¹⁾⁽³⁾			10,000,000		9,791,650
Willis North America, Inc.:
2.950%, 09/15/2029 (Callable 06/15/2029)			10,600,000		11,084,161
5.050%, 09/15/2048 (Callable 03/15/2048)			15,000,000		19,319,897
Total Financials (Cost $5,944,543,360)					6,282,517,608	19.6%
Total Corporate Bonds (Cost $15,300,502,434)					16,283,447,359	50.7%

Municipal Bonds
Bellevue Union School District,
5.000%, 08/01/2028			625,000		738,140
Brazos Higher Education Authority, Inc.:
1.931%, 04/01/2024			1,000,000		1,017,446
1.981%, 04/01/2025			1,000,000		1,015,129
2.076%, 04/01/2026			1,000,000		1,010,770
2.176%, 04/01/2027			1,300,000		1,307,966
2.310%, 04/01/2028			1,000,000		1,004,152
2.410%, 04/01/2029			2,360,000		2,362,113
2.510%, 04/01/2030			1,175,000		1,171,200
2.760%, 04/01/2040 (Callable 04/01/2030)			1,680,000		1,627,291
California Housing Finance Agency,
2.794%, 08/01/2036 (Callable 08/01/2025)			6,490,000		6,678,986
California Qualified School Bond Joint Powers Authority:
6.739%, 09/01/2026			2,415,000		2,782,352
7.155%, 03/01/2027			1,700,000		1,972,657
Central Valley Support Joint Powers Agency,
5.676%, 09/01/2024			1,500,000		1,694,898
City of Vernon CA,
4.500%, 08/01/2022			7,500,000		7,656,637
Colton Joint Unified School District,
6.008%, 08/01/2026			1,250,000		1,524,565
County of Hamilton OH,
3.756%, 06/01/2042 (Insured by AGM)			25,725,000		28,188,552
County of Riverside CA,
2.667%, 02/15/2025			15,000,000		15,858,192
Great Lakes Water Authority,
2.615%, 07/01/2036 (Insured by AGM)			20,000,000		20,514,598
Hillsborough City School District,
0.000%, 09/01/2036			9,000,000		4,685,040
Illinois International Port District,
5.000%, 01/01/2035 (Callable 01/01/2026) ⁽²⁾			3,660,000		3,602,617
Iowa Student Loan Liquidity Corp.,
2.989%, 12/01/2039 (Callable 12/01/2029)			5,600,000		5,580,922
Maryland Economic Development Corp.,
3.997%, 04/01/2034 (Callable 01/01/2034)			38,000,000		40,780,046
Massachusetts Educational Financing Authority:
2.455%, 07/01/2030			8,375,000		8,347,136
2.555%, 07/01/2031			5,000,000		4,985,386
3.775%, 07/01/2035 (Callable 07/01/2029)			8,695,000		9,194,875
Michigan Finance Authority,
4.600%, 10/01/2022			8,990,000		9,093,086
Minnesota Housing Finance Agency:
2.680%, 10/01/2046 (Callable 01/01/2026)(Insured by GNMA)			13,859,499		14,156,238
2.650%, 11/01/2046 (Callable 01/01/2026)(Insured by GNMA)			13,987,035		14,239,898
New Hampshire Business Finance Authority,
2.872%, 07/01/2035 (Callable 01/01/2035)			18,100,000		17,314,368
New Hampshire Housing Finance Authority,
3.750%, 07/01/2034 (Callable 07/01/2023)			1,060,000		1,087,687
New Jersey Turnpike Authority,
3.223%, 01/01/2036 (Callable 07/01/2025) ⁽²⁾			40,000,000		41,701,592
North Carolina Housing Finance Agency:
2.870%, 07/01/2032 (Callable 01/01/2024)			1,640,000		1,704,470
2.812%, 07/01/2035 (Callable 01/01/2024)			1,990,000		2,054,020
North East Independent School District,
5.240%, 08/01/2027			3,000,000		3,659,704
Public Finance Authority,
0.000%, 12/15/2027 (Callable 11/01/2021)			13,665,000		10,705,422
Rhode Island Housing & Mortgage Finance Corp.,
2.913%, 10/01/2039 (Callable 10/01/2023)			965,000		992,405
Rhode Island Student Loan Authority:
2.100%, 12/01/2022			1,125,000		1,146,167
2.200%, 12/01/2023			1,400,000		1,444,429
2.400%, 12/01/2024			1,165,000		1,216,181
2.530%, 12/01/2025			2,310,000		2,423,561
2.730%, 12/01/2026			1,490,000		1,571,948
2.875%, 12/01/2027			1,800,000		1,900,299
5.000%, 12/01/2028			1,265,000		1,567,081
5.000%, 12/01/2029			1,295,000		1,628,908
3.625%, 12/01/2037 (Callable 12/01/2030)			6,000,000		6,223,701
Suburban Hospital Healthcare System, Inc.,
7.865%, 02/15/2027 (Insured by AMBAC)			8,755,000		10,242,861
Three Rivers Local School District,
5.209%, 09/15/2027 (Callable 11/01/2021)(Insured by SD CRED PROG)			1,350,000		1,353,305
West Contra Costa Unified School District,
6.250%, 08/01/2030			4,320,000		5,834,980
Western Michigan University Homer Stryker MD School of Medicine,
4.750%, 11/15/2028 (Insured by AGM)			12,900,000		15,125,348
Westlake City School District,
5.227%, 12/01/2026 (Callable 11/01/2021)			1,160,000		1,163,464
Total Municipal Bonds (Cost $332,999,618)					344,852,789	1.1%

Residential Mortgage-Backed Securities
U.S. Government Agency Issues
Fannie Mae REMIC Trust:
Series 1992-129, Class L, 6.000%, 07/25/2022			1,757		1,775
Series 1993-32, Class H, 6.000%, 03/25/2023			1,829		1,883
Series 1993-58, Class H, 5.500%, 04/25/2023			7,508		7,707
Federal Gold Loan Mortgage Corp. (FGLMC):
6.500%, 12/01/2028			7,280		8,197
6.500%, 06/01/2029			3,180		3,591
3.000%, 10/01/2030			18,141,748		19,239,801
3.000%, 02/01/2032			29,103,136		30,995,707
3.500%, 05/01/2032			12,790,909		13,710,039
3.000%, 07/01/2032			5,975,411		6,380,389
3.000%, 10/01/2032			4,463,760		4,766,335
3.000%, 11/01/2032			6,967,611		7,439,935
3.000%, 12/01/2032			6,979,292		7,445,177
3.000%, 01/01/2033			3,323,101		3,548,384
3.000%, 04/01/2033			3,639,323		3,886,105
3.500%, 01/01/2034			12,241,694		13,115,946
3.000%, 05/01/2035			9,001,536		9,554,931
3.000%, 10/01/2035			8,052,028		8,583,721
5.000%, 03/01/2036			2,723,223		3,106,797
5.500%, 04/01/2037			60,839		70,964
5.500%, 04/01/2038			35,513		41,454
5.500%, 05/01/2038			56,703		66,214
5.500%, 01/01/2039			9,914,656		11,428,036
4.500%, 11/01/2039			295,855		330,645
4.500%, 11/01/2039			985,527		1,101,426
4.500%, 08/01/2040			1,005,588		1,123,754
4.500%, 08/01/2040			1,298,041		1,442,884
4.000%, 10/01/2040			10,669,762		11,741,283
4.000%, 01/01/2041			6,913,633		7,624,137
3.500%, 06/01/2042			1,760,058		1,911,955
3.500%, 06/01/2042			2,645,263		2,865,426
3.500%, 07/01/2042			15,111,810		16,369,636
3.500%, 07/01/2042			10,169,259		11,015,713
3.000%, 08/01/2042			9,414,085		10,054,681
3.500%, 09/01/2042			6,033,597		6,554,349
3.000%, 11/01/2042			31,055,921		33,383,720
3.500%, 12/01/2042			10,028,701		10,893,260
3.000%, 01/01/2043			16,584,580		17,643,130
3.000%, 02/01/2043			3,270,120		3,491,840
3.500%, 02/01/2043			10,464,361		11,434,453
3.000%, 03/01/2043			10,180,621		10,914,986
3.000%, 04/01/2043			6,882,465		7,348,766
3.000%, 04/01/2043			7,922,623		8,516,573
3.000%, 06/01/2043			5,672,464		6,055,930
3.000%, 08/01/2043			13,152,696		14,040,505
4.500%, 12/01/2043			5,685,614		6,349,215
3.500%, 05/01/2044			23,793,495		25,978,519
3.500%, 08/01/2044			15,513,044		16,891,110
3.500%, 08/01/2044			8,813,422		9,577,783
4.000%, 09/01/2044			5,103,203		5,614,456
4.000%, 10/01/2044			9,019,999		9,943,936
3.500%, 01/01/2045			13,091,912		14,255,428
4.000%, 02/01/2045			5,748,729		6,305,967
3.500%, 06/01/2045			13,987,916		15,272,312
3.500%, 07/01/2045			11,390,332		12,360,038
3.000%, 10/01/2045			17,381,325		18,550,268
4.000%, 10/01/2045			8,394,757		9,164,178
3.500%, 12/01/2045			9,378,189		10,079,093
4.000%, 12/01/2045			3,342,955		3,647,612
3.000%, 01/01/2046			59,196,664		63,961,201
3.500%, 01/01/2046			25,002,365		27,110,327
4.000%, 02/01/2046			4,451,529		4,852,210
4.000%, 02/01/2046			11,810,304		13,007,236
3.500%, 03/01/2046			3,650,264		3,985,317
4.000%, 05/01/2046			384,351		417,992
3.500%, 08/01/2046			44,393,807		48,467,803
4.000%, 08/01/2046			6,520,495		7,182,138
3.000%, 10/01/2046			56,140,797		60,332,281
3.000%, 10/01/2046			40,133,411		42,991,512
4.500%, 11/01/2046			38,329,331		42,779,945
4.000%, 01/01/2047			24,862,702		27,522,915
3.000%, 02/01/2047			23,249,486		24,859,762
3.000%, 05/01/2047			44,330,569		47,508,162
3.500%, 08/01/2047			12,010,608		13,002,367
3.500%, 03/01/2048			4,087,985		4,406,896
4.000%, 06/01/2048			39,902,864		44,424,481
4.000%, 08/01/2048			13,336,820		14,502,266
3.000%, 12/01/2049			115,507,352		122,876,294
4.000%, 05/01/2050			76,383,936		84,198,347
2.500%, 02/01/2051			71,060,020		74,253,735
2.000%, 05/01/2051 ⁽⁸⁾			84,004,702		84,948,344
2.000%, 08/01/2051			17,862,869		17,995,521
Federal Home Loan Mortgage Corp. (FHLMC),
Series 1186, Class I, 7.000%, 12/15/2021 (Callable 10/15/2021)			62		62
Federal National Mortgage Association (FNMA):
5.000%, 11/01/2021			2		2
2.500%, 12/01/2027			6,193,226		6,482,592
5.000%, 05/01/2028			18,702		20,543
6.500%, 09/01/2028			5,567		6,253
6.500%, 02/01/2029			12,729		14,307
3.000%, 07/01/2029			9,354,243		9,871,223
4.500%, 07/01/2030			2,053,474		2,240,733
3.000%, 08/01/2030			13,092,220		13,860,430
3.000%, 01/01/2031			39,179,980		41,569,476
4.000%, 11/01/2031			9,620,101		10,448,114
3.500%, 01/01/2032			21,869,023		23,246,921
5.500%, 01/01/2032			5,122		5,880
2.500%, 07/01/2032			16,275,392		17,135,329
3.000%, 11/01/2032			4,380,601		4,643,740
2.500%, 12/01/2032			52,308,152		54,687,916
3.000%, 04/01/2033			7,655,127		8,171,590
3.000%, 05/01/2033			7,605,744		8,096,418
3.500%, 09/01/2033			37,708,258		41,039,134
5.000%, 09/01/2033			5,869,691		6,659,151
4.500%, 10/01/2033			12,651,052		14,047,140
3.000%, 11/01/2033			64,082,229		68,651,484
4.000%, 01/01/2034			6,649,358		7,287,142
5.500%, 04/01/2034			401,273		458,598
4.000%, 09/01/2034			9,182,053		10,034,213
5.500%, 09/01/2034			18,091		20,918
5.000%, 02/01/2035			9,459,244		10,778,865
5.000%, 02/01/2035			6,381,207		7,262,680
5.500%, 02/01/2035			15,862		18,386
5.000%, 04/01/2035			681,248		776,018
5.000%, 07/01/2035			2,023,793		2,305,305
5.000%, 02/01/2036			1,225,995		1,398,832
5.000%, 03/01/2036			567,455		647,193
4.000%, 04/01/2036			4,166,473		4,537,653
5.500%, 04/01/2036			1,817,817		2,112,586
4.000%, 10/01/2036			6,809,898		7,454,848
4.000%, 05/01/2037			28,155,855		30,667,439
3.500%, 08/01/2037			16,534,134		17,718,080
2.500%, 04/01/2038			32,366,703		33,620,057
6.000%, 05/01/2038			3,057,414		3,613,031
4.500%, 04/01/2039			9,858,231		11,000,759
4.000%, 06/01/2039			5,895,166		6,476,557
5.000%, 06/01/2039			8,805,905		9,979,966
4.500%, 01/01/2040			4,176,467		4,682,369
4.500%, 01/01/2040			1,932,651		2,147,078
5.000%, 06/01/2040			6,237,924		7,093,888
4.000%, 08/01/2040			461,067		507,553
4.500%, 08/01/2040			5,810,022		6,480,584
4.500%, 08/01/2040			2,099,519		2,341,914
4.000%, 10/01/2040			796,487		876,790
4.000%, 11/01/2040			8,742,740		9,639,472
4.000%, 12/01/2040			2,433,245		2,717,122
3.500%, 01/01/2041			944,105		1,027,783
4.000%, 01/01/2041			1,858,969		2,049,677
3.500%, 02/01/2041			1,037,114		1,125,335
4.000%, 02/01/2041			180,801		199,208
4.500%, 02/01/2041			30,694,634		34,262,524
3.500%, 03/01/2041			6,792,562		7,349,445
4.000%, 03/01/2041			3,407,056		3,756,802
4.500%, 07/01/2041			2,654,286		2,965,586
3.500%, 09/01/2041			14,456,252		15,670,452
4.000%, 09/01/2041			1,307,201		1,438,788
3.500%, 11/01/2041			7,658,452		8,340,603
3.500%, 12/01/2041			1,336,183		1,446,985
4.000%, 12/01/2041			6,375,824		7,017,801
4.000%, 01/01/2042			12,642,362		13,980,005
4.500%, 01/01/2042			5,635,776		6,313,854
4.000%, 02/01/2042			12,169,596		13,457,487
3.000%, 04/01/2042			36,776,715		39,305,425
3.000%, 05/01/2042			1,626,447		1,729,767
3.500%, 05/01/2042			8,525,131		9,230,283
3.500%, 06/01/2042			3,134,416		3,394,331
3.500%, 07/01/2042			67,022,414		73,172,005
3.500%, 08/01/2042			5,464,949		5,934,198
3.500%, 09/01/2042			8,592,189		9,331,100
3.000%, 10/01/2042			12,645,078		13,749,993
3.000%, 03/01/2043			3,505,327		3,730,111
3.000%, 04/01/2043			1,268,871		1,354,319
3.000%, 05/01/2043			12,969,591		13,841,670
3.000%, 05/01/2043			4,971,606		5,342,296
3.500%, 05/01/2043			11,044,518		12,068,235
3.000%, 06/01/2043			14,457,363		15,428,015
3.500%, 06/01/2043			6,068,461		6,717,866
3.000%, 07/01/2043			11,391,806		12,191,705
4.000%, 07/01/2043			15,625,100		17,222,269
3.000%, 08/01/2043			4,227,268		4,499,998
3.500%, 08/01/2043			5,994,161		6,478,631
3.500%, 09/01/2043			18,152,064		19,648,368
4.500%, 09/01/2043			8,153,340		9,095,866
4.000%, 01/01/2045			6,246,346		6,873,868
3.500%, 02/01/2045			25,019,841		27,152,183
4.000%, 02/01/2045			3,427,494		3,767,053
4.000%, 02/01/2045			1,727,517		1,892,149
4.000%, 02/01/2045			12,256,140		13,552,936
4.000%, 02/01/2045			7,412,610		8,158,310
4.000%, 03/01/2045			5,227,709		5,762,523
4.000%, 11/01/2045			20,510,124		22,442,305
3.500%, 12/01/2045			14,409,988		15,481,520
4.000%, 12/01/2045			13,016,011		14,545,159
4.000%, 12/01/2045			26,013,316		28,380,227
4.500%, 02/01/2046			15,356,623		17,130,187
4.500%, 08/01/2046			14,495,660		16,033,227
3.000%, 10/01/2046			17,303,231		18,530,988
3.500%, 11/01/2046			14,336,213		15,419,389
4.000%, 02/01/2047			8,556,306		9,323,916
4.000%, 03/01/2047			16,847,011		18,644,020
4.000%, 03/01/2047			18,107,644		19,804,084
4.000%, 11/01/2047			5,789,312		6,244,606
3.500%, 12/01/2047			49,769,631		52,999,825
4.000%, 12/01/2047			28,845,025		31,096,594
3.000%, 01/01/2048			18,427,523		19,684,671
3.500%, 01/01/2048			8,273,652		8,779,884
3.500%, 03/01/2048			8,275,691		8,802,207
3.500%, 05/01/2048			46,363,593		49,915,476
5.000%, 11/01/2048			20,070,203		22,366,865
4.000%, 09/01/2049			4,265,800		4,572,120
3.500%, 01/01/2050			32,757,397		35,506,231
3.000%, 05/01/2050			115,672,684		124,240,973
2.500%, 06/01/2050			15,243,279		15,831,465
2.500%, 09/01/2050			70,468,216		73,517,087
2.500%, 12/01/2050			26,565,442		27,468,514
2.500%, 12/01/2050			84,523,384		87,785,062
2.500%, 01/01/2051			52,707,491		54,740,359
2.000%, 08/01/2051			11,406,463		11,484,389
2.500%, 08/01/2051			50,083,274		51,683,854
2.500%, 09/01/2051 ⁽⁸⁾			102,981,598		106,788,387
Government National Mortgage Association (GNMA):
6.000%, 12/20/2028			9,548		10,821
6.500%, 01/20/2029			5,201		5,884
6.000%, 11/20/2033			7,197		8,430
5.000%, 07/20/2040			307,419		349,422
4.000%, 01/20/2041			4,692,122		5,143,433
4.000%, 08/20/2041			2,778,101		3,045,893
3.500%, 10/20/2041			5,325,511		5,759,617
4.000%, 12/20/2041			3,719,660		4,078,219
4.000%, 02/20/2042			7,144,978		7,879,624
4.000%, 06/20/2042			6,077,788		6,700,502
3.500%, 09/20/2042			4,025,003		4,352,087
4.000%, 09/20/2044			20,004,270		21,846,271
3.000%, 04/20/2045			6,189,952		6,523,212
3.500%, 04/20/2045			8,641,510		9,219,263
4.000%, 05/20/2045			8,151,375		8,874,710
3.500%, 06/20/2045			8,645,135		9,224,545
3.500%, 10/20/2045			28,503,640		30,390,974
3.500%, 01/20/2046			21,836,961		23,345,473
4.500%, 01/20/2046			8,066,565		8,952,960
4.000%, 04/20/2046			10,387,591		11,129,893
3.500%, 05/20/2046 ⁽⁶⁾			38,587,857		41,004,361
4.000%, 05/20/2046			3,816,123		4,148,833
4.500%, 06/20/2047			10,898,541		11,816,257
4.500%, 07/20/2047			7,460,841		8,082,175
4.500%, 09/20/2047			36,725,559		39,786,951
3.500%, 02/20/2048			25,308,529		26,953,843
5.000%, 02/20/2049			49,231,245		53,145,078
2.500%, 07/20/2051			50,083,098		52,505,862
Seasoned Credit Risk Transfer Trust:
Series 2019-4, Class MA, 3.000%, 02/25/2059 (Callable 11/25/2032)			43,391,514		45,184,720
Series 2020-3, Class MT, 2.000%, 05/25/2060 (Callable 03/25/2030)			34,092,492		34,247,395
Total U.S. Government Agency Issues (Cost $3,690,160,513)					3,858,381,548	12.0%

Non-U.S. Government Agency Issues
ABFC Trust,
Series 2006-OPT1, Class A3C2, 0.236%, 09/25/2036 (1 Month LIBOR USD + 0.300%)(Callable 10/25/2021) ⁽³⁾			3,700,871		3,672,615
Alternative Loan Trust:
Series 2005-3CB, Class 2A1, 5.000%, 12/15/2021 (Callable 10/25/2021) ⁽⁶⁾			86,439		85,229
Series 2006-43CB, Class 2A1, 6.000%, 02/25/2022 (Callable 10/25/2021) ⁽⁶⁾			14,136		14,148
Series 2005-11CB, Class 2A6, 5.500%, 06/25/2025 (Callable 10/25/2021)			3,989,417		3,813,332
Series 2004-18CB, Class 1A1, 6.000%, 09/25/2034 (Callable 10/25/2021)			2,087,461		2,147,738
Series 2005-6CB, Class 1A4, 5.500%, 04/25/2035 (Callable 10/25/2021) ⁽⁶⁾			9,401,498		9,103,629
Series 2005-29CB, Class A1, 5.500%, 07/25/2035 (Callable 10/25/2021) ⁽⁶⁾			1,440,646		1,142,788
Series 2005-49CB, Class A5, 5.500%, 11/25/2035 (Callable 10/25/2021)			1,599,446		1,388,219
Series 2005-73CB, Class 1A7, 5.500%, 01/25/2036 (Callable 10/25/2021) ⁽⁶⁾			252,068		254,973
Series 2005-85CB, Class 2A2, 5.500%, 02/25/2036 (Callable 10/25/2021) ⁽⁶⁾			2,217,998		2,126,394
Series 2006-28CB, Class A17, 6.000%, 10/25/2036 (Callable 10/25/2021)			387,395		274,776
Arroyo Mortgage Trust,
Series 2019-3, Class A1, 2.962%, 10/25/2048 (Callable 07/25/2022) ⁽²⁾⁽⁴⁾			20,276,047		20,489,913
Asset Backed Securities Corp. Home Equity Loan Trust:
Series 2006-HE2, Class A1, 0.276%, 03/25/2036 (1 Month LIBOR USD + 0.380%)(Callable 10/25/2021) ⁽³⁾			7,396,898		7,356,306
Series 2006-HE6, Class A4, 0.246%, 11/25/2036 (1 Month LIBOR USD + 0.160%)(Callable 06/25/2022) ⁽³⁾			113,714		113,266
Banc of America Alternative Loan Trust:
Series 2004-6, Class 4A1, 5.000%, 12/15/2021 (Callable 10/25/2021)			232,896		246,178
Series 2007-1, Class 1A1, 4.332%, 04/25/2022 (Callable 10/25/2021) ⁽⁴⁾⁽⁶⁾			91,780		90,327
Series 2003-8, Class 1CB1, 5.500%, 10/25/2033 (Callable 10/25/2021)			1,247,554		1,297,413
Series 2006-5, Class CB7, 6.000%, 06/25/2046 (Callable 10/25/2021) ⁽⁶⁾			140,166		137,981
Banc of America Funding Trust:
Series 2005-C, Class A1, 0.327%, 05/20/2035 (1 Month LIBOR USD + 0.240%)(Callable 11/20/2028) ⁽³⁾			2,388,451		2,397,180
Series 2007-C, Class 1A3, 3.053%, 05/20/2036 (Callable 10/20/2021) ⁽⁴⁾⁽⁶⁾			1,310,328		1,324,492
Series 2006-G, Class 1A1, 0.277%, 07/20/2036 (1 Month LIBOR USD + 0.380%)(Callable 10/20/2021) ⁽³⁾			20,104,555		20,303,908
Bayview Financial Trust,
Series 2007-B, Class 1A2, 7.331%, 08/28/2037 (Callable 10/28/2021) ⁽⁷⁾			71,525		70,488
Bear Stearns ARM Trust,
Series 2005-9, Class A1, 2.380%, 10/25/2035 (1 Year CMT Rate + 2.300%)(Callable 10/25/2021) ⁽³⁾			323,352		332,072
Bear Stearns Asset Backed Securities I Trust,
Series 2005-HE4, Class M2, 1.046%, 04/25/2035 (1 Month LIBOR USD + 0.960%)(Callable 10/25/2021) ⁽³⁾			1,049,518		1,049,974
BRAVO Residential Funding Trust,
Series 2020-RPL2, Class A1, 2.000%, 05/25/2059 (Callable 11/25/2036) ⁽²⁾⁽⁴⁾			38,580,633		39,201,507
Chase Mortgage Finance Trust:
Series 2005-A2, Class 1A5, 3.037%, 01/25/2036 (Callable 10/25/2021) ⁽⁴⁾			486,100		468,624
Series 2006-A1, Class 2A3, 2.817%, 09/25/2036 (Callable 10/25/2021) ⁽⁴⁾⁽⁶⁾			369,698		342,903
Series 2007-A1, Class 2A3, 2.404%, 02/25/2037 (Callable 06/25/2026) ⁽⁴⁾			677,410		682,536
Series 2007-A1, Class 3A1, 2.781%, 02/25/2037 (Callable 08/25/2024) ⁽⁴⁾			1,757,340		1,833,670
CHL Mortgage Pass-Through Trust,
Series 2005-6, Class 2A1, 5.500%, 04/25/2035 (Callable 10/25/2021) ⁽⁶⁾			290,188		278,239
Citicorp Mortgage Securities Trust:
Series 2006-3, Class 1A4, 6.000%, 06/25/2036 (Callable 10/25/2021)			2,897,383		2,935,026
Series 2007-2, Class 1A3, 6.000%, 02/25/2037 (Callable 10/25/2021) ⁽⁶⁾			912,488		923,804
Citicorp Residential Mortgage Trust,
Series 2007-1, Class A6, 5.702%, 03/25/2037 ⁽⁷⁾			2,413		2,468
Citigroup Mortgage Loan Trust,
Series 2018-RP2, Class A1, 3.500%, 02/25/2058 (Callable 12/25/2031) ⁽²⁾⁽⁴⁾			19,897,620		20,423,410
Citigroup Mortgage Loan Trust, Inc.:
Series 2006-AR1, Class 1A1, 2.480%, 10/25/2035 (1 Year CMT Rate + 2.400%)(Callable 10/25/2021) ⁽³⁾			4,703,199		4,934,532
Series 2005-9, Class 22A2, 6.000%, 10/25/2035 (Callable 11/25/2021)			1,834,488		1,872,255
Series 2005-9, Class 2A2, 5.500%, 11/25/2035 (Callable 09/25/2022)			29,787		26,982
Countrywide Asset-Backed Certificates:
Series 2007-11, Class 2A3, 0.276%, 04/25/2034 (1 Month LIBOR USD + 0.190%)(Callable 11/25/2024) ⁽³⁾			1,396,436		1,392,775
Series 2005-10, Class AF6, 4.915%, 12/25/2035 (Callable 10/25/2021) ⁽⁴⁾			32,597		33,496
Series 2006-10, Class 1AF3, 5.971%, 12/25/2035 (Callable 02/25/2022) ⁽⁴⁾			231,740		228,080
Series 2007-9, Class 2A3, 0.266%, 06/25/2047 (1 Month LIBOR USD + 0.180%)(Callable 07/25/2024) ⁽³⁾			2,338,079		2,336,066
Credit Suisse First Boston Mortgage Securities Corp.,
Series 2005-7, Class 3A1, 5.000%, 12/15/2021 (Callable 10/25/2021)			11,890		10,952
Credit-Based Asset Servicing & Securitization LLC,
Series 2007-CB4, Class A1A, 0.176%, 04/25/2037 (1 Month LIBOR USD + 0.090%)(Callable 02/25/2024) ⁽³⁾			1,934,892		1,911,177
CWABS Asset-Backed Certificates Trust:
Series 2005-7, Class AF6, 4.693%, 08/25/2035 (Callable 10/25/2021) ⁽⁴⁾			731		737
Series 2006-9, Class 1AF3, 5.859%, 08/25/2036 (Callable 10/25/2021) ⁽⁴⁾			98,783		101,028
Series 2006-18, Class 2A2, 0.246%, 03/25/2037 (1 Month LIBOR USD + 0.160%)(Callable 06/25/2022) ⁽³⁾			743,929		742,562
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust:
Series 2005-1, Class 1A1, 0.586%, 02/25/2035 (1 Month LIBOR USD + 0.500%)(Callable 10/25/2021) ⁽³⁾			3,794,736		3,752,260
Series 2005-2, Class 1A7, 5.264%, 04/25/2035 (Callable 10/25/2021) ⁽⁴⁾			5,968,872		6,009,715
First Franklin Mortgage Loan Trust,
Series 2006-FF6, Class A4, 0.336%, 04/25/2036 (1 Month LIBOR USD + 0.500%)(Callable 10/25/2021) ⁽³⁾			14,095,508		13,988,333
First Horizon Alternative Mortgage Securities Trust:
Series 2006-FA6, Class 3A1, 5.750%, 11/25/2021 (Callable 10/25/2021)			2,522		1,935
Series 2006-FA8, Class 2A1, 5.750%, 01/25/2022 (Callable 10/25/2021) ⁽⁶⁾			26,844		2,089
Series 2004-AA1, Class A1, 2.156%, 06/25/2034 (Callable 10/25/2021) ⁽⁴⁾			2,817,786		2,896,887
Series 2005-AA2, Class 2A1, 2.566%, 04/25/2035 (Callable 10/25/2021) ⁽⁴⁾			1,294,710		1,385,207
FirstKey Homes LLC,
Series 2021-SFR1, Class A, 1.538%, 08/19/2038 ⁽²⁾			98,875,000		98,735,408
FirstKey Homes Trust,
Series 2021-SFR2, Class A, 1.380%, 09/17/2038 ⁽²⁾			39,000,000		38,581,277
GE Capital Mortgage Services, Inc. Trust,
Series 1999-HE1, Class A7, 6.265%, 04/25/2029 (Callable 10/25/2021)			26		26
GS Mortgage Securities Trust,
Series 2018-RPL1, Class A1A, 3.750%, 10/25/2057 (Callable 11/25/2028) ⁽²⁾			37,529,880		39,017,234
GSAA Home Equity Trust:
Series 2004-6, Class A1, 0.886%, 06/25/2034 (1 Month LIBOR USD + 0.800%)(Callable 10/25/2021) ⁽³⁾			384,778		388,180
Series 2005-14, Class 1A1, 0.586%, 12/25/2035 (1 Month LIBOR USD + 0.500%)(Callable 10/25/2021) ⁽³⁾			8,178,034		8,342,712
GSAMP Trust,
Series 2006-HE7, Class A2D, 0.316%, 10/25/2036 (1 Month LIBOR USD + 0.230%)(Callable 02/25/2022) ⁽³⁾			461,682		459,812
GSR Mortgage Loan Trust:
Series 2004-15F, Class 5A1, 5.500%, 12/01/2021			21,137		20,658
Series 2005-3F, Class 2A4, 6.000%, 03/25/2035 (Callable 02/25/2027)			1,701,242		1,737,563
Series 2005-AR2, Class 2A1, 2.623%, 04/25/2035 (Callable 10/25/2021) ⁽⁴⁾			1,688,919		1,687,598
Home Equity Asset Trust,
Series 2004-7, Class A1, 0.446%, 01/25/2035 (1 Month LIBOR USD + 0.720%)(Callable 10/25/2021) ⁽³⁾			10,084,238		9,971,926
J.P. Morgan Alternative Loan Trust:
Series 2006-A1, Class 2A1, 3.133%, 03/25/2036 (Callable 11/25/2023) ⁽⁴⁾			51,294		51,981
Series 2007-S1, Class A1, 0.366%, 06/25/2037 (1 Month LIBOR USD + 0.560%)(Callable 10/25/2021) ⁽³⁾			3,449,035		3,440,502
J.P. Morgan Mortgage Trust:
Series 2005-A8, Class 2A3, 2.838%, 11/25/2035 (Callable 10/25/2021) ⁽⁴⁾			3,232,130		3,115,366
Series 2006-A2, Class 3A3, 2.574%, 04/25/2036 (Callable 10/25/2021) ⁽⁴⁾			859,663		788,189
Series 2006-A2, Class 2A1, 2.747%, 04/25/2036 (Callable 10/25/2021) ⁽⁴⁾			742,472		732,845
Series 2006-A7, Class 2A2, 3.145%, 01/25/2037 (Callable 10/25/2021) ⁽⁴⁾			1,161,353		1,100,815
Series 2006-A7, Class 2A4R, 3.145%, 01/25/2037 (Callable 10/25/2021) ⁽⁴⁾			1,187,839		1,110,272
Series 2007-A2, Class 2A3, 3.003%, 04/25/2037 (Callable 10/25/2021) ⁽⁴⁾⁽⁶⁾			2,444,548		2,188,349
Series 2007-A4, Class 2A3, 3.050%, 06/25/2037 (Callable 01/25/2022) ⁽⁴⁾			2,932,773		2,598,037
MASTR Alternative Loan Trust:
Series 2004-2, Class 2A1, 6.000%, 02/25/2034 (Callable 10/25/2021)			1,470,843		1,529,845
Series 2004-8, Class 2A1, 6.000%, 09/25/2034 (Callable 10/25/2021)			1,020,448		1,055,115
Series 2005-6, Class 1A5, 5.500%, 12/25/2035 (Callable 10/25/2021) ⁽⁶⁾			1,575,946		1,409,317
Merrill Lynch Mortgage Investors Trust:
Series 2004-F, Class A1B, 0.706%, 12/25/2029 (1 Month LIBOR USD + 0.620%)(Callable 10/25/2021) ⁽³⁾			3,741,569		3,756,441
Series 2005-A5, Class A3, 2.158%, 06/25/2035 (Callable 10/25/2021) ⁽⁴⁾			998,772		1,022,449
Mill City Mortgage Loan Trust:
Series 2018-2, Class A1, 3.500%, 05/25/2058 (Callable 01/25/2026) ⁽²⁾⁽⁴⁾			14,348,628		14,640,535
Series 2018-3, Class A1, 3.484%, 08/25/2058 (Callable 02/25/2028) ⁽²⁾⁽⁴⁾			10,339,599		10,693,465
Series 2019-1, Class A1, 3.250%, 10/25/2069 (Callable 07/25/2028) ⁽²⁾⁽⁴⁾			24,338,997		25,386,289
Morgan Stanley Capital I, Inc. Trust,
Series 2006-HE2, Class A1, 0.426%, 03/25/2036 (1 Month LIBOR USD + 0.340%)(Callable 10/25/2021) ⁽³⁾			1,442,073		1,438,898
MortgageIT Trust:
Series 2005-4, Class A1, 0.646%, 10/25/2035 (1 Month LIBOR USD + 0.560%)(Callable 10/25/2021) ⁽³⁾			1,662,911		1,671,195
Series 2005-5, Class A1, 0.606%, 12/25/2035 (1 Month LIBOR USD + 0.520%)(Callable 10/25/2021) ⁽³⁾			1,967,001		1,983,906
New Residential Mortgage Loan Trust:
Series 2016-1A, Class A1, 3.750%, 03/25/2056 (Callable 11/25/2028) ⁽²⁾⁽⁴⁾			8,246,506		8,812,303
Series 2017-1A, Class A1, 4.000%, 02/25/2057 (Callable 04/25/2028) ⁽²⁾⁽⁴⁾			16,276,314		17,404,868
Series 2017-3A, Class A1, 4.000%, 04/25/2057 (Callable 01/25/2030) ⁽²⁾⁽⁴⁾			13,815,978		14,806,977
Series 2017-6A, Class A1, 4.000%, 08/25/2057 (Callable 12/25/2030) ⁽²⁾⁽⁴⁾			17,049,783		18,167,771
Series 2018-1A, Class A1A, 4.000%, 12/25/2057 (Callable 10/25/2030) ⁽²⁾⁽⁴⁾			8,925,524		9,525,410
Series 2019-RPL2, Class A1, 3.250%, 02/25/2059 (Callable 05/25/2030) ⁽²⁾⁽⁴⁾			20,863,215		21,614,168
RALI Series Trust:
Series 2004-QS13, Class CB, 5.000%, 12/15/2021 (Callable 10/25/2021)			3,495		3,653
Series 2005-QS5, Class A1, 0.486%, 04/25/2035 (1 Month LIBOR USD + 0.400%)(Callable 10/25/2021) ⁽³⁾⁽⁶⁾			1,442,878		1,148,770
Series 2005-QS11, Class A2, 0.586%, 07/25/2035 (1 Month LIBOR USD + 0.500%)(Callable 10/25/2021) ⁽³⁾⁽⁶⁾			2,788,479		2,109,122
Series 2005-QA7, Class A22, 2.994%, 07/25/2035 (Callable 10/25/2021) ⁽⁴⁾⁽⁶⁾			1,175,471		1,150,911
RASC Series Trust,
Series 2007-KS1, Class A3, 0.236%, 11/25/2036 (1 Month LIBOR USD + 0.150%)(Callable 07/25/2023) ⁽³⁾			487,434		484,838
Renaissance Home Equity Loan Trust:
Series 2005-1, Class AF6, 4.970%, 05/25/2035 (Callable 03/25/2022) ⁽⁷⁾			5,952		6,238
Series 2005-2, Class AF6, 4.781%, 08/25/2035 (Callable 09/25/2022) ⁽⁷⁾			439,315		459,875
Series 2006-2, Class AF3, 5.797%, 08/25/2036 (Callable 09/25/2025) ⁽⁷⁾			15,111,176		8,840,774
Series 2006-3, Class AF2, 5.580%, 11/25/2036 (Callable 02/25/2026) ⁽⁷⁾			9,975,599		5,057,727
Series 2007-1, Class AF3, 5.612%, 04/25/2037 (Callable 02/25/2028) ⁽⁷⁾			278,136		117,786
Series 2007-2, Class AF2, 5.675%, 06/25/2037 (Callable 05/25/2030) ⁽⁷⁾			1,435,659		576,342
Soundview Home Loan Trust,
Series 2006-EQ1, Class A3, 0.246%, 10/25/2036 (1 Month LIBOR USD + 0.160%)(Callable 12/25/2021) ⁽³⁾			1,883,905		1,882,047
Starwood Mortgage Residential Trust,
Series 2020-3, Class A1, 1.486%, 04/25/2065 (Callable 12/25/2022) ⁽²⁾⁽⁴⁾			9,411,633		9,451,561
Structured Asset Securities Corp.:
Series 2003-31A, Class 2A7, 2.322%, 10/25/2033 (Callable 10/25/2021) ⁽⁴⁾			800,477		825,581
Series 2005-7XS, Class 1A4B, 5.940%, 04/25/2035 (Callable 10/25/2021) ⁽⁷⁾			2,224		2,380
Towd Point Mortgage Trust:
Series 2016-3, Class A1, 2.250%, 08/25/2055 (Callable 05/25/2024) ⁽²⁾⁽⁴⁾			11,718		11,745
Series 2016-2, Class A1, 3.000%, 08/25/2055 (Callable 10/25/2024) ⁽²⁾⁽⁴⁾			2,271,019		2,283,752
Series 2016-4, Class A1, 2.250%, 07/25/2056 (Callable 04/25/2025) ⁽²⁾⁽⁴⁾			3,369,476		3,390,971
Series 2017-1, Class A1, 2.750%, 10/25/2056 (Callable 04/25/2025) ⁽²⁾⁽⁴⁾			1,312,960		1,330,688
Series 2017-6, Class A1, 2.750%, 10/25/2057 (Callable 08/25/2024) ⁽²⁾⁽⁴⁾			16,976,734		17,305,035
Series 2019-1, Class A1, 3.705%, 03/25/2058 (Callable 01/25/2026) ⁽²⁾⁽⁴⁾			8,729,216		9,193,733
Series 2018-6, Class A1A, 3.750%, 03/25/2058 (Callable 12/25/2024) ⁽²⁾⁽⁴⁾			12,978,191		13,285,673
Series 2018-4, Class A1, 3.000%, 06/25/2058 (Callable 03/25/2026) ⁽²⁾⁽⁴⁾			30,440,393		31,551,026
Series 2019-4, Class A1, 2.900%, 10/25/2059 (Callable 09/25/2026) ⁽²⁾⁽⁴⁾			61,504,673		63,698,944
Series 2020-2, Class A1A, 1.636%, 04/25/2060 (Callable 06/25/2025) ⁽²⁾⁽⁴⁾			37,538,794		37,822,670
Series 2020-4, Class A1, 1.750%, 10/25/2060 (Callable 09/25/2025) ⁽²⁾			95,893,101		97,088,667
WaMu Mortgage Pass-Through Certificates Trust:
Series 2004-CB3, Class 1A, 6.000%, 10/25/2034 (Callable 10/25/2021)			830,659		851,981
Series 2004-CB3, Class 2A, 6.500%, 10/25/2034 (Callable 10/25/2021)			2,038,240		2,132,051
Series 2005-3, Class 1CB3, 0.536%, 05/25/2035 (1 Month LIBOR USD + 0.450%)(Callable 10/25/2021) ⁽³⁾⁽⁶⁾			3,857,963		3,275,505
Series 2005-6, Class 2A4, 5.500%, 08/25/2035 (Callable 10/25/2021) ⁽⁶⁾			3,450,348		3,410,005
Series 2007-HY3, Class 4A1, 2.819%, 08/25/2036 (Callable 10/25/2021) ⁽⁴⁾			7,773,411		7,724,840
Series 2006-AR10, Class 1A1, 2.864%, 09/25/2036 (Callable 10/25/2021) ⁽⁴⁾			640,660		643,275
Wells Fargo Mortgage Backed Securities Trust:
Series 2006-AR14, Class 2A3, 2.534%, 10/25/2036 (Callable 10/25/2021) ⁽⁴⁾⁽⁶⁾			1,047,430		1,030,996
Series 2007-7, Class A49, 6.000%, 06/25/2037 (Callable 10/25/2021) ⁽⁶⁾			1,566,616		1,488,689
Total Non-U.S. Government Agency Issues (Cost $884,203,722)					886,578,147	2.8%
Total Residential Mortgage-Backed Securities (Cost $4,574,364,235)					4,744,959,695	14.8%

Commercial Mortgage-Backed Securities
U.S. Government Agency Issues
Fannie Mae REMIC Trust,
Series 2017-M4, Class A2, 2.649%, 12/25/2026 ⁽⁴⁾			27,763,704		29,556,048
Freddie Mac Multifamily Structured Pass Through Certificates:
Series K029, Class A2, 3.320%, 02/25/2023 ⁽⁴⁾			38,632,000		40,029,022
Series K725, Class A2, 3.002%, 01/25/2024			15,000,000		15,718,827
Series K037, Class A2, 3.490%, 01/25/2024			66,950,000		70,999,076
Series K038, Class A2, 3.389%, 03/25/2024			48,968,000		52,046,966
Series K048, Class A2, 3.284%, 06/25/2025 ⁽⁴⁾			59,391,000		64,237,597
Series K050, Class A2, 3.334%, 08/25/2025 ⁽⁴⁾			84,717,000		92,012,150
Series K734, Class A2, 3.208%, 02/25/2026			45,125,000		48,802,751
Series K061, Class A2, 3.347%, 11/25/2026⁽⁴⁾			57,540,000		63,437,936
Series K062, Class A2, 3.413%, 12/25/2026			26,633,000		29,489,799
Series K063, Class A2, 3.430%, 01/25/2027⁽⁴⁾			16,715,490		18,518,849
Series K064, Class A2, 3.224%, 03/25/2027			7,410,250		8,142,077
Series K065, Class A2, 3.243%, 04/25/2027			31,870,000		35,103,049
Series K066, Class A2, 3.117%, 06/25/2027			11,850,171		12,993,298
Series K067, Class A2, 3.194%, 07/25/2027			9,015,000		9,930,837
Series K068, Class A2, 3.244%, 08/25/2027			3,705,000		4,091,779
Series K072, Class A2, 3.444%, 12/25/2027			12,000,000		13,438,100
Series K074, Class A2, 3.600%, 01/25/2028			36,495,000		41,242,237
Series K077, Class A2, 3.850%, 05/25/2028⁽⁴⁾			46,199,000		52,958,657
Series K079, Class A2, 3.926%, 06/25/2028			63,251,000		73,029,137
Series K080, Class A2, 3.926%, 07/25/2028⁽⁴⁾			56,820,000		65,635,310
Series K158, Class A3, 3.900%, 10/25/2033⁽⁴⁾			18,777,000		22,247,162
Total U.S. Government Agency Issues (Cost $812,015,505)					863,660,664	2.7%

Non-U.S. Government Agency Issues
BANK:
Series 2017-BNK4, Class A4, 3.625%, 05/17/2050 (Callable 03/15/2027)			30,037,000		33,057,440
Series 2017-BNK8, Class A4, 3.488%, 11/17/2050 (Callable 10/15/2027)			69,721,751		76,572,966
Series 2017-BNK9, Class A4, 3.538%, 11/17/2054 (Callable 12/15/2027)			32,737,000		36,013,728
Series 2017-BNK5, Class A5, 3.390%, 06/17/2060 (Callable 06/15/2027)			2,070,000		2,257,009
Series 2018-BN10, Class A5, 3.688%, 02/17/2061 (Callable 01/15/2028)			6,400,000		7,091,902
Series 2021-BN33, Class A5, 2.556%, 05/16/2064			53,919,000		55,857,706
BBCMS Mortgage Trust,
Series 2018-C2, Class A5, 4.314%, 12/15/2051 (Callable 12/15/2028)			14,445,000		16,666,427
Benchmark Mortgage Trust:
Series 2020-B19, Class A5, 1.850%, 09/17/2053 (Callable 08/15/2030)			40,850,000		40,144,733
Series 2020-B21, Class A5, 1.978%, 12/17/2053 (Callable 11/15/2030)			46,400,000		45,863,825
Series 2021-B24, Class A5, 2.584%, 03/17/2054 (Callable 03/15/2031)			29,000,000		30,093,810
Citigroup Commercial Mortgage Trust:
Series 2014-GC19, Class A3, 3.753%, 03/12/2047 (Callable 12/10/2023)			2,556,297		2,696,989
Series 2015-GC27, Class A5, 3.137%, 02/10/2048 (Callable 12/10/2024)			50,189,111		53,272,629
Series 2015-GC29, Class A4, 3.192%, 04/10/2048 (Callable 04/10/2025)			25,065,000		26,740,172
Series 2016-C2, Class A4, 2.832%, 08/12/2049 (Callable 08/10/2026)			33,387,000		35,378,201
Series 2017-P8, Class A4, 3.465%, 09/16/2050 (Callable 08/15/2027)			29,775,000		32,586,064
COMM Mortgage Trust:
Series 2012-CR1, Class A3, 3.391%, 05/17/2045 (Callable 04/15/2022)			18,515,822		18,663,451
Series 2013-CR9, Class A3, 4.022%, 07/12/2045			7,604,895		7,838,893
Series 2012-CR2, Class A4, 3.147%, 08/17/2045 (Callable 07/15/2022)			35,388,000		35,775,927
Series 2013-CR6, Class A4, 3.101%, 03/10/2046 (Callable 02/10/2023)			14,680,000		14,926,072
Series 2013-CR10, Class A4, 4.210%, 08/10/2046 (Callable 08/10/2023) ⁽⁴⁾			11,500,000		12,163,687
Series 2014-CR18, Class A4, 3.550%, 07/17/2047 (Callable 05/15/2024)			4,804,238		5,037,655
Series 2014-CR19, Class A5, 3.796%, 08/12/2047 (Callable 08/10/2024)			33,800,000		36,362,969
Series 2014-CR20, Class ASB, 3.305%, 11/13/2047 (Callable 07/10/2024)			18,365,878		19,064,099
Series 2015-LC19, Class A4, 3.183%, 02/10/2048 (Callable 01/10/2025)			27,105,399		28,891,468
Series 2015-DC1, Class A5, 3.350%, 02/12/2048 (Callable 01/10/2025)			23,390,000		25,015,006
DBJPM Mortgage Trust,
Series 2020-C9, Class A5, 1.926%, 08/15/2053 (Callable 03/15/2030)			31,100,000		30,727,913
GS Mortgage Securities Trust:
Series 2012-GCJ9, Class A3, 2.773%, 11/10/2045 (Callable 11/10/2022)			40,256,858		40,931,990
Series 2013-GC13, Class A4, 3.871%, 07/12/2046 (Callable 04/10/2023) ⁽⁴⁾			14,700,000		15,141,235
Series 2014-GC20, Class AAB, 3.655%, 04/12/2047			11,384,918		11,816,245
Series 2014-GC20, Class A5, 3.998%, 04/12/2047			9,959,000		10,593,757
J.P. Morgan Chase Commercial Mortgage Securities Trust:
Series 2013-LC11, Class A5, 2.960%, 04/15/2046 (Callable 04/15/2023)			31,025,000		31,904,879
Series 2013-LC11, Class A4, 2.694%, 04/17/2046 (Callable 03/15/2023)			4,598,963		4,698,775
Series 2012-LC9, Class ASB, 2.437%, 12/17/2047 (Callable 09/15/2022)			819,123		827,431
Series 2013-C10, Class ASB, 2.702%, 12/17/2047 (Callable 12/15/2022)			6,045,070		6,118,573
JPMBB Commercial Mortgage Securities Trust:
Series 2013-C15, Class A4, 4.096%, 11/17/2045 (Callable 09/15/2023)			6,018,334		6,327,025
Series 2013-C17, Class A3, 3.928%, 01/17/2047 (Callable 11/15/2023)			8,140,962		8,408,000
Series 2014-C24, Class ASB, 3.368%, 11/18/2047 (Callable 07/15/2024)			7,517,130		7,817,952
Series 2014-C25, Class A5, 3.672%, 11/18/2047 (Callable 10/15/2024)			45,697,000		48,855,193
Series 2015-C30, Class A5, 3.822%, 07/15/2048 (Callable 07/15/2025)			42,110,000		45,683,636
Series 2016-C4, Class A3, 3.141%, 12/17/2049 (Callable 10/15/2026)			29,133,000		31,432,625
JPMCC Commercial Mortgage Securities Trust:
Series 2017-JP5, Class A5, 3.723%, 03/17/2050			17,310,000		19,081,971
Series 2017-JP7, Class A5, 3.454%, 09/16/2050 (Callable 07/15/2027)			27,356,184		29,881,291
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2012-C5, Class A4, 3.176%, 08/17/2045 (Callable 07/11/2022)			41,590,000		42,057,933
Series 2012-C6, Class A4, 2.858%, 11/15/2045 (Callable 09/15/2022)			24,887,749		25,223,057
Series 2013-C10, Class A3, 4.101%, 07/17/2046 (Callable 04/15/2023) ⁽⁴⁾			39,931,311		41,754,590
Series 2013-C12, Class A3, 3.973%, 10/17/2046 (Callable 07/15/2023)			13,728,391		14,354,442
Series 2014-C16, Class A5, 3.892%, 06/17/2047 (Callable 05/15/2024)			35,020,000		37,451,351
Series 2015-C25, Class ASB, 3.383%, 10/19/2048 (Callable 06/15/2025)			24,200,744		25,289,144
Series 2016-C30, Class A5, 2.860%, 09/17/2049 (Callable 08/15/2026)			9,062,000		9,568,723
Series 2016-C32, Class A4, 3.720%, 12/17/2049 (Callable 12/15/2026)			14,175,000		15,609,027
Wells Fargo Commercial Mortgage Trust:
Series 2015-C26, Class ASB, 2.991%, 02/15/2048 (Callable 11/15/2024)			10,345,258		10,716,567
Series 2016-C35, Class ASB, 2.788%, 07/17/2048 (Callable 10/15/2025)			10,830,934		11,275,534
Series 2016-BNK1, Class A3, 2.652%, 08/17/2049 (Callable 07/15/2026)			7,952,000		8,356,321
Series 2017-C40, Class A4, 3.581%, 10/17/2050 (Callable 09/15/2027)			48,894,000		53,672,694
Series 2017-C42, Class A4, 3.589%, 12/16/2050			52,370,521		57,655,089
Series 2017-RC1, Class A4, 3.631%, 01/15/2060 (Callable 02/15/2027)			11,875,000		13,029,252
Series 2018-C47, Class A4, 4.442%, 09/16/2061 (Callable 09/15/2028)			10,850,000		12,542,521
WFRBS Commercial Mortgage Trust:
Series 2013-C11, Class A5, 3.071%, 03/17/2045 (Callable 01/15/2023)			14,173,111		14,481,776
Series 2012-C6, Class A4, 3.440%, 04/15/2045 (Callable 01/15/2022)			3,456,967		3,463,447
Series 2013-C14, Class A4, 3.073%, 06/15/2046 (Callable 05/15/2023)			32,085,062		32,691,116
Series 2013-C18, Class A4, 3.896%, 12/17/2046 (Callable 12/15/2023)			19,965,984		21,105,551
Series 2014-C21, Class ASB, 3.393%, 08/16/2047 (Callable 01/15/2024)			6,809,337		7,024,855
Series 2014-C24, Class A5, 3.607%, 11/18/2047 (Callable 10/15/2024)			54,091,000		57,683,951
Series 2014-C23, Class ASB, 3.636%, 10/17/2057			6,430,068		6,708,011
Total Non-U.S. Government Agency Issues (Cost $1,541,028,202)					1,569,996,271	4.8%
Total Commercial Mortgage-Backed Securities (Cost $2,353,043,707)					2,433,656,935	7.5%

Asset Backed Securities
Affirm Asset Securitization Trust,
Series 2021-B, Class A, 1.030%, 08/15/2026 (Callable 08/15/2023) ⁽²⁾			15,650,000		15,668,188
Citibank Credit Card Issuance Trust,
Series 2007-A3, Class A3, 6.150%, 06/15/2039			6,100,000		8,470,863
Conseco Financial Corp.,
Series 1998-4, Class A5, 6.180%, 04/01/2030 (Callable 10/01/2021)			5,437		5,463
Ford Credit Auto Owner Trust:
Series 2019-1, Class A, 3.520%, 07/15/2030 (Callable 01/15/2024) ⁽²⁾			18,675,000		19,882,266
Series 2018-1, Class A, 3.190%, 07/15/2031 (Callable 01/15/2025) ⁽²⁾			28,641,000		30,666,884
Nelnet Student Loan Trust,
Series 2021-A, Class APT1, 1.360%, 04/20/2062 (Callable 09/20/2029) ⁽²⁾			41,382,423		41,343,412
Oakwood Mortgage Investors, Inc.,
Series 1999-B, Class A3, 6.450%, 12/15/2023 (Callable 10/15/2021)			3,317		3,391
PFS Financing Corp.:
Series 2020-E, Class A, 1.000%, 10/15/2025 ⁽²⁾			25,251,000		25,451,321
Series 2021-A, Class A, 0.710%, 04/15/2026 ⁽²⁾			29,800,000		29,736,035
Series 2021-B, Class A, 0.775%, 08/17/2026 ⁽²⁾			44,400,000		44,254,390
Towd Point Mortgage Trust:
Series 2020-MH1, Class A1A, 2.184%, 02/25/2060 (Callable 08/25/2022) ⁽²⁾⁽⁴⁾			42,497,702		42,762,642
Series 2020-MH1, Class A1, 2.250%, 02/25/2060 (Callable 08/25/2022) ⁽²⁾⁽⁴⁾			30,865,180		31,096,447
Toyota Auto Loan Extended Note Trust:
Series 2019-1A, Class A, 2.560%, 11/25/2031 (Callable 05/25/2024) ⁽²⁾			62,085,050		65,095,740
Series 2020-1A, Class A, 1.350%, 05/25/2033 (Callable 05/25/2025) ⁽²⁾			65,158,000		66,027,260
Total Asset Backed Securities (Cost $412,125,593)					420,464,302	1.3%

Common Stocks			Shares
Industrials
Valaris Ltd.			20,876		728,155
Weatherford International PLC			46,003		904,879
Total Common Stocks (Cost $9,767,910)					1,633,034	0.0%
Total Long-Term Investments (Cost $30,395,680,216)					31,635,625,012	98.5%

SHORT-TERM INVESTMENT
Money Market Mutual Fund
First American Government Obligations Fund, Class U, 0.03% ⁽⁵⁾			900,070,362		900,070,362
Total Short-Term Investment (Cost $900,070,362)					900,070,362	2.8%
Total Investments (Cost $31,295,750,578)					32,535,695,374	101.3%
Liabilities in Excess of Other Assets					(418,048,742)	(1.3)%
TOTAL NET ASSETS				$	32,117,646,632	100.0%

Notes to Schedule of Investments
AGM	Assured Guaranty Municipal
AMBAC	Ambac Assurance Corp.
GNMA	Government National Mortgage Association
SD CRED PROG	State Credit Enhancement Program
CMT	Constant Maturity Treasury
LIBOR	London Inter-bank Offered Rate
SOFR	Secured Overnight Financing Rate

⁽¹⁾	Foreign security.
⁽²⁾	Security as defined in Rule 144A under the Securities Act of 1933 and classified as liquid under the Fund’s liquidity risk management program. Purchased in a private placement transaction; resale to the public may require registration or may extend only to qualified institutional buyers. At September 30, 2021, the value of these securities totaled $6,225,340,465, which represented 19.38% of total net assets.

⁽³⁾	Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2021.
⁽⁴⁾	Variable rate security. The coupon is based on an underlying pool of loans. The rate reported is the rate in effect as of September 30, 2021.
⁽⁵⁾	Seven-day yield.
⁽⁶⁾	Security that, on the last payment date, missed a partial principal or interest payment.
⁽⁷⁾	Step-up bond; the interest rate shown is the rate in effect as of September 30, 2021.
⁽⁸⁾	Security or a portion of the security purchased on a when-issued or delayed delivery basis.
⁽⁹⁾	Security in default.

Baird Core Plus Bond Fund
Summary of Fair Value Exposure at September 30, 2021 (Unaudited)

The Fund has adopted authoritative fair valuation accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion on changes in valuation techniques and related inputs during the period. These standards define fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.

The fair value hierarchy is organized into three levels based upon the assumptions (referred to as "inputs") used in pricing the asset or liability. These standards state that "observable inputs" reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from independent sources and "unobservable inputs" reflect an entity's own assumptions about the assumptions market participants would use in pricing the asset or liability. These inputs are summarized into three broad levels and described below:

Level 1 - Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date. Level 2 - Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 3 - Unobservable inputs for the asset or liability.

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used to value the Fund's investments as of September 30, 2021:

	Level 1		Level 2		Level 3		Total
Long-Term Investments
U.S. Treasury Securities	$	–	$	7,320,194,223	$	–	$	7,320,194,223
Other Government Related Securities		–		86,416,675		–		86,416,675
Corporate Bonds		–		16,283,447,359		–		16,283,447,359
Municipal Bonds		–		344,852,789		–		344,852,789
Residential Mortgage-Backed Securities - U.S. Government Agency Issues		–		3,858,381,548		–		3,858,381,548
Residential Mortgage-Backed Securities - Non-U.S. Government Agency Issues		–		886,578,147		–		886,578,147
Commercial Mortgage-Backed Securities - U.S. Government Agency Issues		–		863,660,664		–		863,660,664
Commercial Mortgage-Backed Securities - Non-U.S. Government Agency Issues		–		1,569,996,271		–		1,569,996,271
Asset Backed Securities		–		420,464,302		–		420,464,302
Common Stocks		1,633,034		–		–		1,633,034
Total Long-Term Investments		1,633,034		31,633,991,978		–		31,635,625,012
Short-Term Investment
Money Market Mutual Fund		900,070,362		–		–		900,070,362
Total Short-Term Investment		900,070,362		–		–		900,070,362
Total Investments	$	901,703,396	$	31,633,991,978	$	–	$	32,535,695,374

Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period, as compared to the security classifications from the prior year’s annual report.