Vanguard® Total Bond Market Index Fund
Schedule of Investments (unaudited)
As of September 30, 2022
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
U.S. Government and Agency Obligations (66.1%)
U.S. Government Securities (44.7%)
  United States Treasury Note/Bond 0.500% 3/15/23        972         957
  United States Treasury Note/Bond 0.125% 8/31/23     12,930      12,449
  United States Treasury Note/Bond 0.125% 9/15/23    704,085     676,912
  United States Treasury Note/Bond 0.125% 10/15/23    846,135     810,439
  United States Treasury Note/Bond 0.375% 10/31/23    524,365     502,571
  United States Treasury Note/Bond 1.625% 10/31/23    202,790     197,055
  United States Treasury Note/Bond 2.875% 10/31/23    350,246     344,938
  United States Treasury Note/Bond 0.250% 11/15/23    343,875     328,616
  United States Treasury Note/Bond 2.750% 11/15/23    276,312     271,433
  United States Treasury Note/Bond 0.500% 11/30/23    545,608     522,079
1 United States Treasury Note/Bond 2.125% 11/30/23    392,535     382,967
  United States Treasury Note/Bond 2.875% 11/30/23    261,591     257,217
  United States Treasury Note/Bond 0.125% 12/15/23 870,265 827,704
  United States Treasury Note/Bond 0.750% 12/31/23 50,115 47,954
  United States Treasury Note/Bond 2.250% 12/31/23 156,558 152,644
  United States Treasury Note/Bond 2.625% 12/31/23 132,471 129,718
  United States Treasury Note/Bond 0.125% 1/15/24 464,030 439,741
  United States Treasury Note/Bond 0.875% 1/31/24 893,022 852,836
  United States Treasury Note/Bond 2.250% 1/31/24 194,225 189,005
  United States Treasury Note/Bond 2.500% 1/31/24 672,550 656,367
  United States Treasury Note/Bond 0.125% 2/15/24 283,985 268,144
  United States Treasury Note/Bond 2.750% 2/15/24 589,749 576,940
  United States Treasury Note/Bond 1.500% 2/29/24 541,286 520,396
  United States Treasury Note/Bond 2.125% 2/29/24 480,759 466,186
  United States Treasury Note/Bond 2.375% 2/29/24 505,546 491,959
  United States Treasury Note/Bond 0.250% 3/15/24 250,595 236,225
  United States Treasury Note/Bond 2.125% 3/31/24 417,278 403,912
  United States Treasury Note/Bond 2.250% 3/31/24 952,871 923,987
  United States Treasury Note/Bond 0.375% 4/15/24 775,375 729,822
  United States Treasury Note/Bond 2.000% 4/30/24 300,822 290,058
  United States Treasury Note/Bond 2.250% 4/30/24 873,912 845,920
  United States Treasury Note/Bond 2.500% 4/30/24 461,936 448,944
  United States Treasury Note/Bond 0.250% 5/15/24 540,130 505,865
  United States Treasury Note/Bond 2.500% 5/15/24 672,918 653,466
  United States Treasury Note/Bond 2.000% 5/31/24 1,304,187 1,255,687
  United States Treasury Note/Bond 2.500% 5/31/24 802,230 778,915
  United States Treasury Note/Bond 0.250% 6/15/24 739,778 690,768
  United States Treasury Note/Bond 1.750% 6/30/24 391,554 374,791
  United States Treasury Note/Bond 2.000% 6/30/24 419,533 403,342
  United States Treasury Note/Bond 3.000% 6/30/24 1,088,095 1,064,293
  United States Treasury Note/Bond 0.375% 7/15/24 446,747 417,010
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 1.750% 7/31/24    345,514     330,182
  United States Treasury Note/Bond 2.125% 7/31/24    254,475     244,773
  United States Treasury Note/Bond 3.000% 7/31/24    276,740     270,557
  United States Treasury Note/Bond 0.375% 8/15/24    580,000     539,400
  United States Treasury Note/Bond 2.375% 8/15/24    491,390     474,422
  United States Treasury Note/Bond 1.250% 8/31/24    382,444     361,349
  United States Treasury Note/Bond 1.875% 8/31/24    306,793     293,275
  United States Treasury Note/Bond 3.250% 8/31/24    347,256     340,962
  United States Treasury Note/Bond 0.375% 9/15/24    390,820     362,363
  United States Treasury Note/Bond 1.500% 9/30/24    304,503     288,564
  United States Treasury Note/Bond 2.125% 9/30/24    482,058     462,474
  United States Treasury Note/Bond 4.250% 9/30/24    281,525     281,657
  United States Treasury Note/Bond 0.625% 10/15/24    631,945     587,314
  United States Treasury Note/Bond 1.500% 10/31/24    704,346     665,827
  United States Treasury Note/Bond 2.250% 10/31/24 282,595 271,291
  United States Treasury Note/Bond 0.750% 11/15/24 50,701 47,096
  United States Treasury Note/Bond 2.250% 11/15/24 606,889 581,855
  United States Treasury Note/Bond 7.500% 11/15/24 1,325 1,409
  United States Treasury Note/Bond 1.500% 11/30/24 1,229,766 1,159,631
  United States Treasury Note/Bond 2.125% 11/30/24 1,106,025 1,056,945
  United States Treasury Note/Bond 1.000% 12/15/24 667,621 621,931
  United States Treasury Note/Bond 1.750% 12/31/24 439,803 416,576
  United States Treasury Note/Bond 2.250% 12/31/24 354,175 339,012
  United States Treasury Note/Bond 1.125% 1/15/25 576,640 536,996
  United States Treasury Note/Bond 1.375% 1/31/25 261,760 245,073
  United States Treasury Note/Bond 2.500% 1/31/25 212,880 204,465
  United States Treasury Note/Bond 1.500% 2/15/25 547,910 513,494
  United States Treasury Note/Bond 2.000% 2/15/25 367,484 348,650
  United States Treasury Note/Bond 7.625% 2/15/25 2,112 2,266
  United States Treasury Note/Bond 1.125% 2/28/25 120,491 111,849
  United States Treasury Note/Bond 2.750% 2/28/25 233,866 225,681
  United States Treasury Note/Bond 1.750% 3/15/25 536,390 504,961
  United States Treasury Note/Bond 0.500% 3/31/25 9,630 8,783
  United States Treasury Note/Bond 2.625% 3/31/25 198,581 190,886
  United States Treasury Note/Bond 2.625% 4/15/25 409,218 392,913
  United States Treasury Note/Bond 0.375% 4/30/25 376,815 341,253
  United States Treasury Note/Bond 2.875% 4/30/25 208,494 201,392
  United States Treasury Note/Bond 2.125% 5/15/25 522,926 495,228
  United States Treasury Note/Bond 2.750% 5/15/25 514,430 494,978
  United States Treasury Note/Bond 0.250% 5/31/25 606,361 545,251
  United States Treasury Note/Bond 2.875% 5/31/25 255,590 246,524
  United States Treasury Note/Bond 2.875% 6/15/25 12,020 11,592
  United States Treasury Note/Bond 0.250% 6/30/25 912,740 818,899
  United States Treasury Note/Bond 2.750% 6/30/25 250,502 240,717
  United States Treasury Note/Bond 3.000% 7/15/25 560,988 542,230
  United States Treasury Note/Bond 0.250% 7/31/25 712,415 636,610
  United States Treasury Note/Bond 2.875% 7/31/25 293,610 282,829
  United States Treasury Note/Bond 2.000% 8/15/25 1,520,189 1,428,028
  United States Treasury Note/Bond 3.125% 8/15/25 229,720 222,685
  United States Treasury Note/Bond 6.875% 8/15/25 47,289 50,422
  United States Treasury Note/Bond 0.250% 8/31/25 504,430 449,258
  United States Treasury Note/Bond 2.750% 8/31/25 349,785 335,302
  United States Treasury Note/Bond 3.500% 9/15/25 16,620 16,282
  United States Treasury Note/Bond 0.250% 9/30/25 146,010 129,744
  United States Treasury Note/Bond 3.000% 9/30/25 259,032 249,966
  United States Treasury Note/Bond 0.250% 10/31/25 530,514 469,671
  United States Treasury Note/Bond 3.000% 10/31/25 204,006 196,706
  United States Treasury Note/Bond 2.250% 11/15/25 742,427 699,041
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 0.375% 11/30/25    874,670     775,313
  United States Treasury Note/Bond 2.875% 11/30/25    275,005     263,833
  United States Treasury Note/Bond 0.375% 12/31/25    169,153     149,568
  United States Treasury Note/Bond 2.625% 12/31/25    360,095     342,597
  United States Treasury Note/Bond 0.375% 1/31/26    964,285     849,475
  United States Treasury Note/Bond 2.625% 1/31/26    539,960     513,131
  United States Treasury Note/Bond 1.625% 2/15/26  1,076,077     988,309
  United States Treasury Note/Bond 0.500% 2/28/26    312,549     275,776
  United States Treasury Note/Bond 2.500% 2/28/26    351,250     332,151
  United States Treasury Note/Bond 0.750% 3/31/26    445,505     395,525
  United States Treasury Note/Bond 2.250% 3/31/26    473,185     443,315
1 United States Treasury Note/Bond 0.750% 4/30/26  1,932,407   1,711,388
  United States Treasury Note/Bond 2.375% 4/30/26    339,170     318,820
  United States Treasury Note/Bond 1.625% 5/15/26    999,944     914,012
  United States Treasury Note/Bond 0.750% 5/31/26 981,245 866,715
  United States Treasury Note/Bond 2.125% 5/31/26 322,175 299,522
  United States Treasury Note/Bond 0.875% 6/30/26 286,605 253,735
  United States Treasury Note/Bond 1.875% 6/30/26 323,405 297,785
  United States Treasury Note/Bond 0.625% 7/31/26 703,524 615,474
  United States Treasury Note/Bond 1.875% 7/31/26 302,795 278,335
  United States Treasury Note/Bond 1.500% 8/15/26 637,414 576,461
  United States Treasury Note/Bond 6.750% 8/15/26 32,360 35,277
  United States Treasury Note/Bond 0.750% 8/31/26 631,854 554,254
  United States Treasury Note/Bond 1.375% 8/31/26 585,567 527,010
  United States Treasury Note/Bond 0.875% 9/30/26 428,350 376,881
  United States Treasury Note/Bond 1.625% 9/30/26 389,485 353,518
  United States Treasury Note/Bond 1.125% 10/31/26 571,987 507,192
  United States Treasury Note/Bond 1.625% 10/31/26 402,854 364,835
  United States Treasury Note/Bond 2.000% 11/15/26 522,821 480,097
  United States Treasury Note/Bond 6.500% 11/15/26 50,779 55,143
  United States Treasury Note/Bond 1.250% 11/30/26 522,930 465,326
  United States Treasury Note/Bond 1.625% 11/30/26 509,990 461,382
  United States Treasury Note/Bond 1.250% 12/31/26 695,530 617,826
  United States Treasury Note/Bond 1.750% 12/31/26 324,504 294,690
  United States Treasury Note/Bond 1.500% 1/31/27 910,339 816,176
  United States Treasury Note/Bond 2.250% 2/15/27 531,165 490,995
  United States Treasury Note/Bond 1.125% 2/28/27 1,892 1,666
  United States Treasury Note/Bond 1.875% 2/28/27 369,126 336,135
  United States Treasury Note/Bond 0.625% 3/31/27 3,245 2,784
  United States Treasury Note/Bond 2.500% 3/31/27 621,558 580,574
  United States Treasury Note/Bond 0.500% 4/30/27 287,248 244,340
  United States Treasury Note/Bond 2.750% 4/30/27 575,260 542,902
  United States Treasury Note/Bond 2.375% 5/15/27 522,299 484,024
  United States Treasury Note/Bond 0.500% 5/31/27 618,795 524,719
  United States Treasury Note/Bond 2.625% 5/31/27 662,500 621,922
  United States Treasury Note/Bond 0.500% 6/30/27 386,310 327,036
  United States Treasury Note/Bond 3.250% 6/30/27 382,900 369,080
  United States Treasury Note/Bond 0.375% 7/31/27 586,465 492,264
  United States Treasury Note/Bond 2.750% 7/31/27 771,377 726,420
  United States Treasury Note/Bond 2.250% 8/15/27 508,974 467,620
  United States Treasury Note/Bond 6.375% 8/15/27 33,585 36,797
  United States Treasury Note/Bond 0.500% 8/31/27 858,565 723,073
  United States Treasury Note/Bond 3.125% 8/31/27 640,564 614,541
  United States Treasury Note/Bond 0.375% 9/30/27 299,065 249,486
  United States Treasury Note/Bond 4.125% 9/30/27 200,420 201,078
  United States Treasury Note/Bond 0.500% 10/31/27 560,407 468,903
  United States Treasury Note/Bond 2.250% 11/15/27 763,084 697,983
  United States Treasury Note/Bond 0.625% 11/30/27 859,020 721,979
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 0.625% 12/31/27    647,600     543,073
  United States Treasury Note/Bond 0.750% 1/31/28    780,282     656,778
  United States Treasury Note/Bond 2.750% 2/15/28    667,601     624,937
  United States Treasury Note/Bond 1.125% 2/29/28    443,220     380,269
  United States Treasury Note/Bond 1.250% 3/31/28    623,400     537,488
1 United States Treasury Note/Bond 1.250% 4/30/28  1,535,813   1,320,799
  United States Treasury Note/Bond 2.875% 5/15/28    755,131     708,998
  United States Treasury Note/Bond 1.250% 5/31/28    632,190     542,498
  United States Treasury Note/Bond 1.250% 6/30/28    702,448     601,910
  United States Treasury Note/Bond 1.000% 7/31/28    774,321     652,123
  United States Treasury Note/Bond 2.875% 8/15/28    951,438     892,270
  United States Treasury Note/Bond 5.500% 8/15/28     71,225      76,367
  United States Treasury Note/Bond 1.125% 8/31/28    627,455     531,180
  United States Treasury Note/Bond 1.250% 9/30/28    483,265     411,379
  United States Treasury Note/Bond 1.375% 10/31/28 445,915 381,954
  United States Treasury Note/Bond 3.125% 11/15/28 817,900 776,877
  United States Treasury Note/Bond 5.250% 11/15/28 45,485 48,299
  United States Treasury Note/Bond 1.500% 11/30/28 1,309,480 1,128,813
  United States Treasury Note/Bond 1.375% 12/31/28 25 21
  United States Treasury Note/Bond 1.750% 1/31/29 325,080 283,886
  United States Treasury Note/Bond 2.625% 2/15/29 700,661 645,484
  United States Treasury Note/Bond 5.250% 2/15/29 45,278 48,263
  United States Treasury Note/Bond 1.875% 2/28/29 414,905 365,116
  United States Treasury Note/Bond 2.375% 3/31/29 573,745 519,598
  United States Treasury Note/Bond 2.875% 4/30/29 216,205 201,814
  United States Treasury Note/Bond 2.375% 5/15/29 886,138 801,539
  United States Treasury Note/Bond 2.750% 5/31/29 465,175 430,868
  United States Treasury Note/Bond 3.250% 6/30/29 589,065 563,201
  United States Treasury Note/Bond 2.625% 7/31/29 875,414 804,561
  United States Treasury Note/Bond 1.625% 8/15/29 586,834 505,961
  United States Treasury Note/Bond 6.125% 8/15/29 50,571 56,971
  United States Treasury Note/Bond 3.125% 8/31/29 71,875 68,214
  United States Treasury Note/Bond 3.875% 9/30/29 230,495 229,523
  United States Treasury Note/Bond 1.750% 11/15/29 231,677 201,197
  United States Treasury Note/Bond 1.500% 2/15/30 247,629 210,137
  United States Treasury Note/Bond 0.625% 5/15/30 1,241,512 977,691
  United States Treasury Note/Bond 6.250% 5/15/30 131,653 151,401
  United States Treasury Note/Bond 0.625% 8/15/30 1,322,224 1,035,880
1 United States Treasury Note/Bond 0.875% 11/15/30 1,658,144 1,321,074
  United States Treasury Note/Bond 1.125% 2/15/31 1,035,561 838,804
  United States Treasury Note/Bond 5.375% 2/15/31 350,937 387,292
1 United States Treasury Note/Bond 1.625% 5/15/31 1,326,472 1,113,407
  United States Treasury Note/Bond 1.250% 8/15/31 1,446,699 1,169,114
  United States Treasury Note/Bond 1.375% 11/15/31 1,387,107 1,127,458
1 United States Treasury Note/Bond 1.875% 2/15/32 1,377,752 1,167,645
1 United States Treasury Note/Bond 2.875% 5/15/32 1,551,797 1,435,412
  United States Treasury Note/Bond 2.750% 8/15/32 1,383,105 1,265,109
  United States Treasury Note/Bond 4.500% 2/15/36 268,193 289,816
  United States Treasury Note/Bond 5.000% 5/15/37 905 1,026
  United States Treasury Note/Bond 4.375% 2/15/38 121,353 129,127
  United States Treasury Note/Bond 4.500% 5/15/38 5,943 6,403
  United States Treasury Note/Bond 3.500% 2/15/39 132,956 126,515
  United States Treasury Note/Bond 4.250% 5/15/39 109,385 113,965
  United States Treasury Note/Bond 4.500% 8/15/39 120,862 129,662
  United States Treasury Note/Bond 4.375% 11/15/39 233,466 246,307
  United States Treasury Note/Bond 4.625% 2/15/40 205,527 223,318
  United States Treasury Note/Bond 1.125% 5/15/40 90,635 56,562
  United States Treasury Note/Bond 4.375% 5/15/40 184,735 194,231
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 1.125% 8/15/40    773,295     478,597
  United States Treasury Note/Bond 3.875% 8/15/40    211,862     208,022
  United States Treasury Note/Bond 1.375% 11/15/40    441,620     285,259
  United States Treasury Note/Bond 4.250% 11/15/40    203,132     209,543
  United States Treasury Note/Bond 1.875% 2/15/41  1,117,249     790,977
  United States Treasury Note/Bond 4.750% 2/15/41    193,230     212,493
  United States Treasury Note/Bond 2.250% 5/15/41    460,817     348,060
  United States Treasury Note/Bond 4.375% 5/15/41    172,378     180,485
  United States Treasury Note/Bond 1.750% 8/15/41    540,071     369,105
  United States Treasury Note/Bond 3.750% 8/15/41     89,325      85,571
  United States Treasury Note/Bond 2.000% 11/15/41    499,710     357,371
  United States Treasury Note/Bond 3.125% 11/15/41     78,330      68,098
  United States Treasury Note/Bond 2.375% 2/15/42    521,438     399,389
  United States Treasury Note/Bond 3.125% 2/15/42    189,262     164,717
  United States Treasury Note/Bond 3.000% 5/15/42 163,799 139,280
  United States Treasury Note/Bond 3.250% 5/15/42 441,144 391,308
  United States Treasury Note/Bond 2.750% 8/15/42 340,139 276,150
  United States Treasury Note/Bond 3.375% 8/15/42 434,333 393,479
  United States Treasury Note/Bond 2.750% 11/15/42 470,444 380,839
  United States Treasury Note/Bond 3.125% 2/15/43 324,938 279,040
  United States Treasury Note/Bond 2.875% 5/15/43 486,755 400,888
  United States Treasury Note/Bond 3.625% 8/15/43 334,910 311,989
  United States Treasury Note/Bond 3.750% 11/15/43 388,181 368,408
  United States Treasury Note/Bond 3.625% 2/15/44 341,732 317,330
  United States Treasury Note/Bond 3.375% 5/15/44 432,381 385,360
  United States Treasury Note/Bond 3.125% 8/15/44 483,384 412,689
  United States Treasury Note/Bond 3.000% 11/15/44 365,342 304,946
  United States Treasury Note/Bond 2.500% 2/15/45 433,871 330,488
  United States Treasury Note/Bond 3.000% 5/15/45 451,132 376,413
  United States Treasury Note/Bond 2.875% 8/15/45 304,028 247,926
  United States Treasury Note/Bond 3.000% 11/15/45 177,935 148,409
  United States Treasury Note/Bond 2.500% 2/15/46 314,180 238,335
  United States Treasury Note/Bond 2.500% 5/15/46 524,800 397,454
  United States Treasury Note/Bond 2.250% 8/15/46 427,789 307,875
  United States Treasury Note/Bond 2.875% 11/15/46 490,860 400,511
  United States Treasury Note/Bond 3.000% 2/15/47 188,970 157,879
  United States Treasury Note/Bond 3.000% 5/15/47 97,674 81,680
  United States Treasury Note/Bond 2.750% 8/15/47 381,063 304,315
  United States Treasury Note/Bond 2.750% 11/15/47 429,574 343,391
  United States Treasury Note/Bond 3.000% 2/15/48 545,706 459,075
  United States Treasury Note/Bond 3.125% 5/15/48 558,044 482,272
  United States Treasury Note/Bond 3.000% 8/15/48 561,717 474,651
  United States Treasury Note/Bond 3.375% 11/15/48 423,844 385,566
  United States Treasury Note/Bond 3.000% 2/15/49 577,056 491,940
  United States Treasury Note/Bond 2.875% 5/15/49 583,563 486,090
  United States Treasury Note/Bond 2.250% 8/15/49 66,495 48,603
  United States Treasury Note/Bond 2.375% 11/15/49 2,256 1,697
  United States Treasury Note/Bond 2.000% 2/15/50 237,606 163,094
  United States Treasury Note/Bond 1.250% 5/15/50 843,487 471,562
  United States Treasury Note/Bond 1.375% 8/15/50 910,374 526,879
  United States Treasury Note/Bond 1.625% 11/15/50 1,133,007 702,642
  United States Treasury Note/Bond 1.875% 2/15/51 956,460 632,758
  United States Treasury Note/Bond 2.375% 5/15/51 981,223 733,771
  United States Treasury Note/Bond 2.000% 8/15/51 1,014,256 692,230
  United States Treasury Note/Bond 1.875% 11/15/51 893,911 590,680
1 United States Treasury Note/Bond 2.250% 2/15/52 1,143,047 829,781
  United States Treasury Note/Bond 2.875% 5/15/52 685,721 574,827
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 3.000% 8/15/52    685,670     591,926
            121,090,588
Agency Bonds and Notes (1.4%)
2 AID-Israel 5.500% 12/4/23      4,768       4,820
2 AID-Israel 5.500% 4/26/24     20,405      20,692
2 AID-Israel 5.500% 9/18/33      6,775       7,411
2 AID-Jordan 3.000% 6/30/25      5,200       5,002
  Federal Farm Credit Banks 0.500% 12/1/23     36,350      34,780
  Federal Farm Credit Banks 3.500% 12/20/23      5,000       4,950
  Federal Farm Credit Banks 0.900% 1/18/24     14,000      13,399
  Federal Farm Credit Banks 0.250% 2/26/24     20,700      19,557
  Federal Farm Credit Banks 2.625% 5/3/24     19,970      19,447
  Federal Farm Credit Banks 2.625% 5/16/24     49,420      48,096
  Federal Farm Credit Banks 2.625% 6/10/24     19,550      19,005
  Federal Farm Credit Banks 3.250% 6/17/24 27,525 27,029
  Federal Farm Credit Banks 3.100% 6/28/24 18,000 17,625
  Federal Farm Credit Banks 3.375% 8/26/24 18,800 18,466
  Federal Farm Credit Banks 4.250% 9/26/24 57,150 57,032
  Federal Farm Credit Banks 0.875% 11/18/24 26,269 24,435
  Federal Farm Credit Banks 1.125% 1/6/25 13,020 12,126
  Federal Farm Credit Banks 1.750% 2/14/25 20,060 18,900
  Federal Farm Credit Banks 2.510% 4/1/25 11,125 10,646
  Federal Farm Credit Banks 4.250% 9/30/25 19,040 18,998
  Federal Home Loan Banks 0.500% 11/9/23 14,650 14,060
  Federal Home Loan Banks 0.625% 12/22/23 18,000 17,211
  Federal Home Loan Banks 2.500% 2/13/24 57,095 55,701
  Federal Home Loan Banks 2.125% 2/28/24 18,725 18,160
  Federal Home Loan Banks 2.875% 6/14/24 47,350 46,214
  Federal Home Loan Banks 2.750% 6/28/24 7,120 6,931
  Federal Home Loan Banks 1.500% 8/15/24 19,950 18,938
  Federal Home Loan Banks 5.375% 8/15/24 24,750 25,195
  Federal Home Loan Banks 2.875% 9/13/24 14,985 14,574
3 Federal Home Loan Banks 1.000% 12/20/24 18,000 16,740
  Federal Home Loan Banks 0.500% 4/14/25 87,600 79,602
  Federal Home Loan Banks 0.375% 9/4/25 11,000 9,819
  Federal Home Loan Banks 1.250% 12/21/26 10,500 9,321
  Federal Home Loan Banks 3.250% 11/16/28 292,445 278,271
1 Federal Home Loan Banks 5.500% 7/15/36 19,780 21,957
4 Federal Home Loan Mortgage Corp. 0.125% 10/16/23 25,000 23,965
4 Federal Home Loan Mortgage Corp. 0.250% 11/6/23 52,000 49,782
4 Federal Home Loan Mortgage Corp. 0.250% 12/4/23 57,670 54,999
4 Federal Home Loan Mortgage Corp. 1.500% 2/12/25 39,850 37,330
3,4 Federal Home Loan Mortgage Corp. 0.375% 7/21/25 44,250 39,672
4 Federal Home Loan Mortgage Corp. 0.375% 9/23/25 210,775 187,763
3,4 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 191,366 221,330
4 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 90,654 107,134
4 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 11,429 13,298
4 Federal National Mortgage Assn. 0.250% 11/27/23 317,295 303,057
4 Federal National Mortgage Assn. 2.500% 2/5/24 90,320 88,150
4 Federal National Mortgage Assn. 1.750% 7/2/24 26,717 25,552
4 Federal National Mortgage Assn. 2.625% 9/6/24 502,425 486,494
4 Federal National Mortgage Assn. 1.625% 10/15/24 29,170 27,639
4 Federal National Mortgage Assn. 1.625% 1/7/25 36,330 34,220
4 Federal National Mortgage Assn. 0.625% 4/22/25 27,300 24,868
4 Federal National Mortgage Assn. 0.500% 6/17/25 41,000 37,012
4 Federal National Mortgage Assn. 0.375% 8/25/25 84,475 75,458
4 Federal National Mortgage Assn. 0.500% 11/7/25 77,575 69,073
4 Federal National Mortgage Assn. 2.125% 4/24/26 34,025 31,637
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
4 Federal National Mortgage Assn. 1.875% 9/24/26     48,275      44,136
4 Federal National Mortgage Assn. 0.750% 10/8/27    185,850     157,475
4 Federal National Mortgage Assn. 6.250% 5/15/29     27,789      31,143
4 Federal National Mortgage Assn. 7.125% 1/15/30     26,389      31,252
4 Federal National Mortgage Assn. 7.250% 5/15/30     47,677      57,226
4 Federal National Mortgage Assn. 0.875% 8/5/30    185,390     145,066
4 Federal National Mortgage Assn. 6.625% 11/15/30     29,700      34,666
4 Federal National Mortgage Assn. 5.625% 7/15/37     10,765      12,099
3 Private Export Funding Corp. 3.550% 1/15/24      4,200       4,138
3 Private Export Funding Corp. 2.450% 7/15/24      8,300       7,980
3 Private Export Funding Corp. 1.750% 11/15/24      4,050       3,814
3 Private Export Funding Corp. 3.250% 6/15/25      2,475       2,385
3 Private Export Funding Corp. 1.400% 7/15/28     11,650       9,761
3 Resolution Funding Corp. 8.625% 1/15/30        110         139
  Tennessee Valley Authority 2.875% 9/15/24 9,637 9,360
  Tennessee Valley Authority 0.750% 5/15/25 6,825 6,217
3 Tennessee Valley Authority 6.750% 11/1/25 17,306 18,477
3 Tennessee Valley Authority 2.875% 2/1/27 30,250 28,660
  Tennessee Valley Authority 7.125% 5/1/30 27,165 31,886
  Tennessee Valley Authority 1.500% 9/15/31 13,725 10,855
3 Tennessee Valley Authority 4.700% 7/15/33 7,950 8,019
  Tennessee Valley Authority 4.650% 6/15/35 15,169 15,132
  Tennessee Valley Authority 5.880% 4/1/36 10,800 12,035
  Tennessee Valley Authority 6.150% 1/15/38 920 1,068
  Tennessee Valley Authority 5.500% 6/15/38 2,550 2,801
  Tennessee Valley Authority 5.250% 9/15/39 30,250 32,261
  Tennessee Valley Authority 3.500% 12/15/42 2,100 1,754
  Tennessee Valley Authority 4.875% 1/15/48 6,951 7,053
  Tennessee Valley Authority 4.250% 9/15/52 12,300 11,238
  Tennessee Valley Authority 5.375% 4/1/56 21,250 23,342
  Tennessee Valley Authority 4.625% 9/15/60 7,468 7,300
  Tennessee Valley Authority 4.250% 9/15/65 14,725 13,550
            3,755,831
Conventional Mortgage-Backed Securities (20.0%)  
3,4 Fannie Mae Pool 6.000% 1/1/26–3/1/35 141 144
3,4 Fannie Mae Pool 6.500% 2/1/29–9/1/32 100 104
3,4 Freddie Mac Gold Pool 2.000% 1/1/28–12/1/31 22,618 20,580
3,4 Freddie Mac Gold Pool 2.500% 5/1/23–3/1/43 331,721 303,917
3,4 Freddie Mac Gold Pool 3.000% 12/1/22–12/1/47 1,086,457 976,117
3,4 Freddie Mac Gold Pool 3.500% 4/1/24–7/1/48 1,138,189 1,045,050
3,4 Freddie Mac Gold Pool 4.000% 5/1/23–2/1/49 697,274 661,385
3,4 Freddie Mac Gold Pool 4.500% 2/1/23–1/1/49 337,932 329,336
3,4 Freddie Mac Gold Pool 5.000% 11/1/22–11/1/48 117,720 117,615
3,4 Freddie Mac Gold Pool 5.500% 12/1/22–6/1/41 79,022 81,308
3,4 Freddie Mac Gold Pool 6.000% 1/1/23–5/1/40 38,900 41,673
3,4 Freddie Mac Gold Pool 7.000% 5/1/24–12/1/38 5,095 5,298
3,4 Freddie Mac Gold Pool 7.500% 9/1/25–2/1/32 312 332
3,4 Freddie Mac Gold Pool 8.000% 8/1/24–12/1/31 410 430
3,4 Freddie Mac Gold Pool 8.500% 7/1/24–7/1/31 64 67
3,4 Freddie Mac Gold Pool 9.000% 12/1/24–3/1/31 62 65
3 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 61,423 54,502
3 Ginnie Mae I Pool 3.500% 11/15/25–7/15/45 72,651 68,227
3 Ginnie Mae I Pool 4.000% 6/15/24–6/15/46 89,473 85,821
3 Ginnie Mae I Pool 4.500% 6/15/23–2/15/49 88,289 86,751
3 Ginnie Mae I Pool 5.000% 3/15/34–4/15/41 41,586 42,002
3 Ginnie Mae I Pool 5.500% 8/15/23–2/15/41 53 55
3 Ginnie Mae I Pool 6.000% 12/15/23–6/15/41 2,315 2,439
3 Ginnie Mae I Pool 6.500% 11/15/23–1/15/39 6,342 6,479
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36      1,594       1,628
3 Ginnie Mae I Pool 7.500% 5/15/23–5/15/32        694         711
3 Ginnie Mae I Pool 8.000% 8/15/23–12/15/30        387         398
3 Ginnie Mae I Pool 8.500% 6/15/24–2/15/31         76          81
3 Ginnie Mae I Pool 9.000% 9/15/24–1/15/31        103         109
3 Ginnie Mae I Pool 9.500% 6/15/25          1           1
3 Ginnie Mae II Pool 1.500% 3/20/51–12/20/51     67,994      54,236
3 Ginnie Mae II Pool 2.000% 8/20/50–1/20/52  2,694,808   2,245,685
3 Ginnie Mae II Pool 2.500% 6/20/27–5/20/52  2,737,700   2,359,685
3 Ginnie Mae II Pool 3.000% 10/20/26–6/20/52  2,728,531   2,436,609
3,5 Ginnie Mae II Pool 3.500% 9/20/25–10/15/52  2,040,500   1,876,381
3,5 Ginnie Mae II Pool 4.000% 9/20/25–10/15/52  1,180,201   1,116,480
3,5 Ginnie Mae II Pool 4.500% 8/20/33–10/15/52    727,063     707,040
3,5 Ginnie Mae II Pool 5.000% 12/20/32–10/15/52    324,210     323,105
3,5 Ginnie Mae II Pool 5.500% 8/20/23–10/15/52 37,260 37,149
3 Ginnie Mae II Pool 6.000% 7/20/23–10/20/38 94 97
3 Ginnie Mae II Pool 6.500% 3/20/31–9/20/40 7,036 7,589
3 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 863 937
3 Ginnie Mae II Pool 7.500% 8/20/30 2 2
3 Ginnie Mae II Pool 8.500% 10/20/30 4 4
3,4 UMBS Pool 1.500% 7/1/35–9/1/51 3,508,932 2,804,818
3,4,5 UMBS Pool 2.000% 7/1/23–10/25/52 14,685,829 12,128,309
3,4,5 UMBS Pool 2.500% 10/1/22–10/25/52 10,553,016 8,993,229
3,4,5 UMBS Pool 3.000% 11/1/25–10/25/52 6,647,837 5,878,102
3,4,5 UMBS Pool 3.500% 5/1/23–10/25/52 3,990,600 3,638,350
3,4,5 UMBS Pool 4.000% 3/1/23–10/25/52 2,982,933 2,801,951
3,4,5 UMBS Pool 4.500% 7/1/23–10/25/52 1,765,088 1,696,229
3,4,5 UMBS Pool 5.000% 5/1/23–10/25/52 911,666 896,087
3,4,5 UMBS Pool 5.500% 11/1/22–10/25/52 272,256 276,852
3,4 UMBS Pool 6.000% 11/1/22–5/1/41 86,759 91,919
3,4 UMBS Pool 7.000% 10/1/23–10/1/38 8,150 8,571
3,4 UMBS Pool 7.500% 1/1/24–12/1/32 692 731
3,4 UMBS Pool 8.000% 2/1/25–9/1/31 228 238
3,4 UMBS Pool 8.500% 7/1/24–5/1/32 94 97
3,4 UMBS Pool 9.000% 2/1/25–8/1/30 21 22
3,4 UMBS Pool 9.500% 1/1/25–11/1/25 20 21
            54,313,150
Nonconventional Mortgage-Backed Securities (0.0%)  
3,4 Fannie Mae Pool 2.317% 7/1/43 1,985 2,038
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.290% 1.779% 12/1/41 415 416
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.310% 3.560% 9/1/37 621 625
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.434% 3.139% 7/1/36 133 135
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.460% 1.835% 2/1/37 1 1
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.465% 3.715% 10/1/37 241 244
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.479% 1.846% 3/1/43 1,230 1,253
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.530% 1.780% 12/1/43 331 338
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.552% 3.802% 10/1/37 224 228
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.556% 3.806% 9/1/43 149 151
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.558% 1.857% 1/1/35 10 11
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.585% 1.835% 10/1/34          2           2
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.596% 1.846% 11/1/33         74          75
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.597% 3.847% 8/1/35        417         423
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.605% 2.224% 4/1/37          9           9
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.606% 3.445% 6/1/43        514         528
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.623% 1.998% 2/1/36        101         102
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.627% 2.127% 3/1/38         96          98
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.633% 1.883% 1/1/35          1           1
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.635% 1.885% 11/1/36         59          59
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.640% 2.295% 1/1/42        357         365
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.658% 3.908% 7/1/35        335         341
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.660% 3.910% 9/1/40         97          98
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.665% 3.915% 6/1/36          8           8
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.670% 2.045% 1/1/37         93          94
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.670% 3.876% 10/1/42 398 411
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.683% 3.331% 6/1/42 468 480
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.684% 2.888% 8/1/39 647 654
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.685% 2.278% 12/1/33 145 146
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.690% 2.641% 10/1/39 273 275
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.690% 3.201% 5/1/40 159 163
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.690% 3.940% 9/1/42 928 951
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.695% 3.945% 7/1/39 133 138
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.698% 3.948% 8/1/40 227 234
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.700% 1.950% 12/1/40 280 286
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.700% 4.075% 7/1/37 45 46
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.701% 3.951% 10/1/42 509 524
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.703% 2.332% 4/1/36 118 119
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.705% 1.955% 11/1/39 137 140
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.711% 2.087% 4/1/36 52 53
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.722% 2.529% 5/1/42 501 513
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.730% 3.480% 6/1/41        118         122
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.737% 3.987% 9/1/34         78          80
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.747% 3.852% 7/1/41        851         881
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.748% 2.408% 5/1/35        106         108
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.750% 2.172% 2/1/36         98          99
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.750% 3.907% 10/1/40        175         179
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.754% 3.582% 9/1/43        748         772
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.764% 2.604% 11/1/39        221         226
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.772% 2.423% 5/1/42         64          66
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.780% 2.280% 2/1/41        192         197
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.781% 3.284% 7/1/42        392         406
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.794% 3.664% 3/1/42        170         177
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.795% 2.447% 3/1/42        435         445
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.797% 2.602% 8/1/42      1,228       1,266
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.805% 2.055% 11/1/41 533 555
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.810% 2.060% 11/1/33–12/1/40 717 737
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.810% 4.060% 9/1/33 4 4
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.813% 2.075% 1/1/42 298 309
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.813% 2.207% 3/1/41 347 346
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.813% 2.499% 11/1/41 353 367
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.815% 2.065% 11/1/40–12/1/40 482 502
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.815% 2.231% 2/1/41 322 330
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.815% 2.408% 12/1/41 376 390
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.815% 3.446% 5/1/41 329 343
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.825% 2.575% 3/1/41 353 366
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.825% 3.314% 2/1/42 399 417
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.826% 4.076% 7/1/38 132 137
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.828% 3.660% 9/1/40 366 380
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.830% 2.308% 4/1/41 553 569
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.830% 4.080% 6/1/41 378 393
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.834% 2.153% 2/1/41        224         232
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.835% 2.107% 1/1/40        313         324
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.835% 3.210% 5/1/40         90          93
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.839% 2.089% 12/1/39        236         243
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.840% 4.090% 8/1/39        291         301
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.843% 2.995% 4/1/37         30          31
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.880% 3.048% 11/1/34        191         194
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.912% 3.662% 5/1/36         69          70
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.914% 3.289% 4/1/37        200         205
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.925% 4.175% 10/1/37         10          10
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 1.965% 2.340% 4/1/37         14          14
3,4,6 Fannie Mae Pool, 12M USD LIBOR + 2.130% 3.668% 10/1/36        178         184
3,4,6 Fannie Mae Pool, 1YR CMT + 2.155% 2.280% 12/1/37        364         366
3,4,6 Fannie Mae Pool, 1YR CMT + 2.185% 3.079% 5/1/36         27          28
3,4,6 Fannie Mae Pool, 1YR CMT + 2.190% 2.315% 12/1/36 4 4
3,4,6 Fannie Mae Pool, 1YR CMT + 2.235% 2.360% 12/1/35 2 2
3,4,6 Fannie Mae Pool, 1YR CMT + 2.268% 2.643% 5/1/33 2 2
3,4,6 Fannie Mae Pool, 1YR CMT + 2.268% 4.393% 9/1/33 2 2
3,4,6 Fannie Mae Pool, 1YR CMT + 2.275% 2.400% 11/1/32 4 4
3,4,6 Fannie Mae Pool, 1YR CMT + 2.313% 2.438% 1/1/35 153 156
3,4,6 Fannie Mae Pool, 6M USD LIBOR + 1.058% 3.317% 4/1/37 373 376
3,4,6 Fannie Mae Pool, 6M USD LIBOR + 1.415% 2.597% 7/1/34 65 66
3,4,6 Fannie Mae Pool, 6M USD LIBOR + 1.840% 3.090% 8/1/37 287 295
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.488% 1.875% 3/1/37 6 6
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% 3.551% 9/1/37 71 71
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% 2.050% 4/1/37 1 1
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% 2.057% 3/1/37 19 19
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% 1.875% 1/1/38 71 71
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% 1.890% 12/1/36 185 188
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% 2.178% 11/1/43 174 177
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% 3.305% 5/1/42 74 76
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% 1.910% 10/1/37 152 155
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% 1.915% 12/1/34 88 89
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% 2.074% 2/1/37 165 167
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% 1.993% 1/1/35         28          28
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% 1.993% 12/1/36        333         337
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% 1.995% 12/1/40        359         366
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% 2.000% 5/1/33          9           9
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% 2.412% 3/1/36          9           9
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% 2.500% 4/1/33          1           1
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% 3.125% 5/1/38         43          44
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% 2.015% 12/1/36         47          47
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.767% 2.505% 6/1/37        245         248
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.777% 2.026% 12/1/34          4           4
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% 2.155% 3/1/36          2           2
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% 2.050% 12/1/35        138         139
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.812% 2.656% 6/1/41         13          13
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.812% 2.710% 3/1/42        193         197
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% 2.141% 2/1/42 133 137
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.871% 4.120% 8/1/37 160 164
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 2.130% 12/1/40 80 82
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 2.218% 1/1/41 562 575
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 2.380% 3/1/41 50 51
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 3.255% 5/1/40 15 15
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 3.357% 5/1/40 50 51
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 3.612% 6/1/40 158 163
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 3.866% 6/1/41 101 105
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% 4.130% 6/1/40 313 327
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% 2.657% 2/1/42 152 155
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.891% 3.536% 9/1/40 185 191
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.899% 2.802% 12/1/39 80 82
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% 2.150% 11/1/40 253 262
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% 4.150% 6/1/40 50 51
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% 2.201% 1/1/41 93 95
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% 2.390% 2/1/41        105         109
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% 2.410% 2/1/41        135         139
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% 2.451% 3/1/37        196         199
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.005% 2.989% 5/1/37        217         222
3,4,6 Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% 2.585% 3/1/38         67          69
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.125% 3.250% 6/1/35          1           1
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.250% 2.375% 11/1/34        417         435
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.250% 2.489% 2/1/36        133         135
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.250% 3.372% 5/1/36         93          94
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.250% 3.626% 6/1/34          1           1
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.250% 3.656% 11/1/36         95         100
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.315% 2.440% 12/1/34         20          21
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.409% 2.534% 11/1/33          1           1
3,4,6 Freddie Mac Non Gold Pool, 1YR CMT + 2.410% 2.567% 10/1/36        280         282
3,4,6 Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% 1.897% 5/1/37 16 16
3,4,6 Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% 2.020% 6/1/37 269 262
3,4,6 Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% 3.945% 3/1/37 41 42
3,4,6 Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% 3.180% 1/1/37 402 414
3,6 Ginnie Mae II Pool, 1YR CMT + 1.500% 1.625% 7/20/38–8/20/41 831 823
3,6 Ginnie Mae II Pool, 1YR CMT + 1.500% 1.750% 10/20/38–12/20/43 2,967 2,935
3,6 Ginnie Mae II Pool, 1YR CMT + 1.500% 2.625% 1/20/41–1/20/44 3,561 3,522
3,6 Ginnie Mae II Pool, 1YR CMT + 1.500% 2.875% 6/20/29–6/20/43 2,101 2,074
3,6 Ginnie Mae II Pool, 1YR CMT + 2.000% 2.250% 11/20/40 53 55
3,6 Ginnie Mae II Pool, 1YR CMT + 2.000% 3.375% 5/20/41 90 90
3,6 Ginnie Mae II Pool, 1YR CMT + 2.000% 4.000% 5/20/41 119 122
            44,280
Total U.S. Government and Agency Obligations (Cost $203,452,228) 179,203,849
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%)
3 Ally Auto Receivables Trust Series 2019-2 2.260% 8/15/24 1,875 1,867
3 Ally Auto Receivables Trust Series 2019-4 1.920% 1/15/25 1,600 1,579
3 Ally Auto Receivables Trust Series 2022-1 3.310% 11/15/26 7,775 7,617
3 Ally Auto Receivables Trust Series 2022-1 3.450% 6/15/27 650 625
3 American Express Credit Account Master Trust Series 2021-1 0.900% 11/15/26 28,300 26,261
3 American Express Credit Account Master Trust Series 2022-2 3.390% 5/15/27 49,500 47,962
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 American Express Credit Account Master Trust Series 2022-3 3.750% 8/15/27     28,300      27,629
3 AmeriCredit Automobile Receivables Trust Series 2020-1 1.110% 8/19/24        277         276
3 AmeriCredit Automobile Receivables Trust Series 2020-3 0.760% 12/18/25      1,375       1,323
3 AmeriCredit Automobile Receivables Trust Series 2021-1 0.680% 10/19/26      2,150       2,049
3 AmeriCredit Automobile Receivables Trust Series 2021-1 0.890% 10/19/26      1,350       1,267
3 AmeriCredit Automobile Receivables Trust Series 2021-2 0.340% 12/18/26      1,150       1,112
3 AmeriCredit Automobile Receivables Trust Series 2021-3 0.760% 8/18/26      1,050       1,010
3 AmeriCredit Automobile Receivables Trust Series 2021-3 1.170% 8/18/27        525         491
3 AmeriCredit Automobile Receivables Trust Series 2021-3 1.410% 8/18/27      1,150       1,053
3 BA Credit Card Trust Series 2020-A1 0.340% 5/15/26     15,700      14,955
3 BA Credit Card Trust Series 2021-A1 0.440% 9/15/26      3,715       3,494
3 BA Credit Card Trust Series 2022-A1 3.530% 11/15/27      8,270       8,048
3 Banc of America Commercial Mortgage Trust Series 2015-UBS7 3.429% 9/15/48      1,501       1,452
3 Banc of America Commercial Mortgage Trust Series 2015-UBS7 3.705% 9/15/48      4,100       3,875
3 BANK Series 2017-BNK5 3.390% 6/15/60 9,750 9,074
3 BANK Series 2017-BNK5 3.624% 6/15/60 4,450 4,067
3 BANK Series 2017-BNK6 3.254% 7/15/60 5,500 5,104
3 BANK Series 2017-BNK6 3.518% 7/15/60 3,388 3,166
3 BANK Series 2017-BNK6 3.741% 7/15/60 3,388 3,112
3 BANK Series 2017-BNK7 3.175% 9/15/60 6,984 6,366
3 BANK Series 2017-BNK7 3.435% 9/15/60 5,790 5,374
3 BANK Series 2017-BNK7 3.748% 9/15/60 4,100 3,740
3 BANK Series 2017-BNK8 3.488% 11/15/50 8,000 7,398
3 BANK Series 2017-BNK8 3.731% 11/15/50 1,325 1,208
3 BANK Series 2017-BNK8 4.200% 11/15/50 1,955 1,671
3 BANK Series 2017-BNK9 3.279% 11/15/54 3,776 3,598
3 BANK Series 2017-BNK9 3.538% 11/15/54 8,000 7,415
3 BANK Series 2018-BNK10 3.641% 2/15/61 1,802 1,726
3 BANK Series 2018-BNK10 3.688% 2/15/61 7,600 7,071
3 BANK Series 2018-BNK10 3.898% 2/15/61 2,100 1,934
3 BANK Series 2018-BNK11 4.046% 3/15/61 5,550 5,229
3 BANK Series 2018-BNK12 4.255% 5/15/61 6,550 6,246
3 BANK Series 2018-BNK12 4.486% 5/15/61 2,100 1,949
3 BANK Series 2018-BNK13 3.953% 8/15/61 2,300 2,162
3 BANK Series 2018-BNK13 4.217% 8/15/61 8,600 8,152
3 BANK Series 2018-BNK14 3.966% 9/15/60 1,600 1,508
3 BANK Series 2018-BNK14 4.128% 9/15/60 1,771 1,757
3 BANK Series 2018-BNK14 4.231% 9/15/60 3,575 3,412
3 BANK Series 2018-BNK14 4.481% 9/15/60 1,550 1,450
3 BANK Series 2018-BNK15 4.407% 11/15/61 7,690 7,402
3 BANK Series 2019-BNK16 4.005% 2/15/52 6,625 6,203
3 BANK Series 2019-BNK17 3.714% 4/15/52 7,350 6,779
3 BANK Series 2019-BNK17 3.976% 4/15/52 1,750 1,586
3 BANK Series 2019-BNK18 3.584% 5/15/62 21,125 19,248
3 BANK Series 2019-BNK18 3.826% 5/15/62 2,575 2,312
3 BANK Series 2019-BNK19 3.183% 8/15/61 15,850 14,059
3 BANK Series 2019-BNK19 4.166% 8/15/61 2,240 1,839
3 BANK Series 2019-BNK20 3.011% 9/15/62 10,250 8,985
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 BANK Series 2019-BNK21 2.851% 10/17/52     21,600      18,795
3 BANK Series 2019-BNK21 3.093% 10/17/52      4,325       3,675
3 BANK Series 2019-BNK22 2.978% 11/15/62     16,943      14,689
3 BANK Series 2019-BNK23 2.920% 12/15/52     10,705       9,227
3 BANK Series 2019-BNK23 3.203% 12/15/52      4,000       3,433
3 BANK Series 2019-BNK24 2.960% 11/15/62      8,050       7,004
3 BANK Series 2019-BNK24 3.283% 11/15/62      3,750       3,238
3 BANK Series 2020-BNK25 2.649% 1/15/63     11,830       9,969
3 BANK Series 2020-BNK25 2.841% 1/15/63      3,685       3,056
3 BANK Series 2020-BNK26 2.403% 3/15/63     10,460       8,655
3 BANK Series 2020-BNK26 2.687% 3/15/63      3,310       2,732
3 BANK Series 2020-BNK27 2.144% 4/15/63      9,540       7,769
3 BANK Series 2020-BNK27 2.551% 4/15/63      2,825       2,311
3 BANK Series 2020-BNK28 1.844% 3/15/63      2,810       2,235
3 BANK Series 2020-BNK29 1.997% 11/15/53 3,900 3,086
3 BANK Series 2020-BNK30 1.925% 12/15/53 4,700 3,747
3 BANK Series 2020-BNK30 2.111% 12/15/53 550 420
3 BANK Series 2021-BNK31 2.036% 2/15/54 3,300 2,611
3 BANK Series 2021-BNK31 2.211% 2/15/54 1,925 1,478
3 BANK Series 2021-BNK32 2.643% 4/15/54 5,350 4,439
3 BANK Series 2021-BNK33 2.556% 5/15/64 2,535 2,088
3 BANK Series 2021-BNK34 2.438% 6/15/63 9,750 7,923
3 BANK Series 2021-BNK35 2.285% 6/15/64 5,829 4,684
3 BANK Series 2021-BNK36 2.470% 9/15/64 8,550 6,934
3 BANK Series 2021-BNK36 2.695% 9/15/64 2,625 2,098
3 BANK Series 2021-BNK37 2.618% 11/15/64 8,250 6,766
3 BANK Series 2022-BNK43 4.399% 8/15/55 11,575 10,964
3 BANK Series 2022-BNK43 4.830% 8/15/55 2,375 2,253
3 Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 3.574% 2/15/50 9,108 8,560
3 Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 3.748% 2/15/50 3,542 3,251
3 Barclays Commercial Mortgage Trust Series 2019-C3 3.583% 5/15/52 21,595 19,613
3 Barclays Commercial Mortgage Trust Series 2019-C4 2.919% 8/15/52 15,870 13,776
3 Barclays Commercial Mortgage Trust Series 2019-C4 3.171% 8/15/52 1,325 1,126
3 Barclays Commercial Mortgage Trust Series 2019-C5 3.063% 11/15/52 8,975 7,828
3 Barclays Commercial Mortgage Trust Series 2019-C5 3.366% 11/15/52 5,375 4,622
3 Barclays Dryrock Issuance Trust Series 2022-1 3.070% 2/15/28 6,250 6,010
3 BBCMS Mortgage Trust Series 2017-C1 3.674% 2/15/50 17,475 16,415
3 BBCMS Mortgage Trust Series 2017-C1 3.898% 2/15/50 4,675 4,337
3 BBCMS Mortgage Trust Series 2018-C2 4.314% 12/15/51 8,350 7,957
3 BBCMS Mortgage Trust Series 2020-C6 2.639% 2/15/53 7,635 6,439
3 BBCMS Mortgage Trust Series 2020-C6 2.840% 2/15/53 2,000 1,656
3 BBCMS Mortgage Trust Series 2020-C7 2.037% 4/15/53 2,520 2,041
3 BBCMS Mortgage Trust Series 2020-C8 2.040% 10/15/53 8,225 6,575
3 BBCMS Mortgage Trust Series 2020-C8 2.398% 10/15/53 1,685 1,342
3 BBCMS Mortgage Trust Series 2021-C9 2.299% 2/15/54 9,525 7,710
3 BBCMS Mortgage Trust Series 2021-C11 2.322% 9/15/54 3,175 2,549
3 BBCMS Mortgage Trust Series 2021-C11 2.536% 9/15/54 1,325 1,037
3 BBCMS Mortgage Trust Series 2021-C12 2.689% 11/15/54 5,225 4,314
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 BBCMS Mortgage Trust Series 2022-C14 2.946% 2/15/55     13,150      11,081
3 BBCMS Trust Series 2021-C10 2.492% 7/15/54      9,500       7,804
3 Benchmark Mortgage Trust Series 2018-B1 3.666% 1/15/51      7,960       7,397
3 Benchmark Mortgage Trust Series 2018-B1 3.878% 1/15/51      2,600       2,395
3 Benchmark Mortgage Trust Series 2018-B2 3.662% 2/15/51      4,456       4,433
3 Benchmark Mortgage Trust Series 2018-B2 3.882% 2/15/51     17,575      16,462
3 Benchmark Mortgage Trust Series 2018-B2 4.084% 2/15/51      8,225       7,609
3 Benchmark Mortgage Trust Series 2018-B3 3.848% 4/10/51      2,173       2,160
3 Benchmark Mortgage Trust Series 2018-B3 4.025% 4/10/51     13,150      12,401
3 Benchmark Mortgage Trust Series 2018-B4 4.121% 7/15/51     18,625      17,583
3 Benchmark Mortgage Trust Series 2018-B4 4.311% 7/15/51      3,250       3,019
3 Benchmark Mortgage Trust Series 2018-B5 4.208% 7/15/51      8,850       8,398
3 Benchmark Mortgage Trust Series 2018-B5 4.419% 7/15/51      1,750       1,630
3 Benchmark Mortgage Trust Series 2018-B6 4.203% 10/10/51      2,448       2,421
3 Benchmark Mortgage Trust Series 2018-B6 4.261% 10/10/51 4,025 3,823
3 Benchmark Mortgage Trust Series 2018-B6 4.441% 10/10/51 1,250 1,176
3 Benchmark Mortgage Trust Series 2018-B7 4.510% 5/15/53 22,400 21,503
3 Benchmark Mortgage Trust Series 2018-B8 4.232% 1/15/52 10,690 10,112
3 Benchmark Mortgage Trust Series 2018-B8 4.532% 1/15/52 3,400 3,199
3 Benchmark Mortgage Trust Series 2019-B9 3.751% 3/15/52 2,682 2,486
3 Benchmark Mortgage Trust Series 2019-B9 4.016% 3/15/52 6,281 5,860
3 Benchmark Mortgage Trust Series 2019-B10 3.717% 3/15/62 6,100 5,576
3 Benchmark Mortgage Trust Series 2019-B10 3.979% 3/15/62 2,600 2,352
3 Benchmark Mortgage Trust Series 2019-B11 3.281% 5/15/52 2,400 2,172
3 Benchmark Mortgage Trust Series 2019-B11 3.542% 5/15/52 15,840 14,325
3 Benchmark Mortgage Trust Series 2019-B11 3.784% 5/15/52 4,225 3,733
3 Benchmark Mortgage Trust Series 2019-B13 2.952% 8/15/57 3,600 3,107
3 Benchmark Mortgage Trust Series 2019-B14 3.049% 12/15/62 13,650 11,856
3 Benchmark Mortgage Trust Series 2019-B15 2.928% 12/15/72 13,355 11,490
3 Benchmark Mortgage Trust Series 2020-B16 2.732% 2/15/53 25,275 21,408
3 Benchmark Mortgage Trust Series 2020-B16 2.944% 2/15/53 1,295 1,084
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Benchmark Mortgage Trust Series 2020-B17 2.211% 3/15/53      2,500       2,314
3 Benchmark Mortgage Trust Series 2020-B17 2.289% 3/15/53      5,530       4,527
3 Benchmark Mortgage Trust Series 2020-B17 2.583% 3/15/53      1,655       1,349
3 Benchmark Mortgage Trust Series 2020-B19 1.850% 9/15/53      3,375       2,673
3 Benchmark Mortgage Trust Series 2020-B19 2.148% 9/15/53      1,125         867
3 Benchmark Mortgage Trust Series 2020-B20 2.034% 10/15/53      6,725       5,356
3 Benchmark Mortgage Trust Series 2020-B20 2.375% 10/15/53        555         439
3 Benchmark Mortgage Trust Series 2020-B21 1.978% 12/17/53      8,350       6,593
3 Benchmark Mortgage Trust Series 2020-B21 2.254% 12/17/53        850         664
3 Benchmark Mortgage Trust Series 2020-B22 1.973% 1/15/54      6,100       4,805
3 Benchmark Mortgage Trust Series 2020-IG1 2.687% 9/15/43      7,900       6,610
3 Benchmark Mortgage Trust Series 2020-IG1 2.909% 9/15/43      2,640       2,118
3 Benchmark Mortgage Trust Series 2021-B23 2.070% 2/15/54     12,150       9,613
3 Benchmark Mortgage Trust Series 2021-B23 2.274% 2/15/54      4,400       3,444
3 Benchmark Mortgage Trust Series 2021-B24 2.584% 3/15/54 7,550 6,239
3 Benchmark Mortgage Trust Series 2021-B24 2.780% 3/15/54 1,625 1,323
3 Benchmark Mortgage Trust Series 2021-B25 2.577% 4/15/54 7,850 6,583
3 Benchmark Mortgage Trust Series 2021-B25 2.847% 4/15/54 3,675 3,001
3 Benchmark Mortgage Trust Series 2021-B26 2.613% 6/15/54 5,275 4,352
3 Benchmark Mortgage Trust Series 2021-B28 2.224% 8/15/54 5,275 4,181
3 Benchmark Mortgage Trust Series 2021-B29 2.284% 9/15/54 1,075 923
3 Benchmark Mortgage Trust Series 2021-B29 2.388% 9/15/54 3,175 2,549
3 Benchmark Mortgage Trust Series 2021-B29 2.612% 9/15/54 1,075 856
3 Benchmark Mortgage Trust Series 2021-B30 2.576% 11/15/54 13,225 10,811
3 Benchmark Mortgage Trust Series 2021-B31 2.669% 12/15/54 4,685 3,838
3 Benchmark Mortgage Trust Series 2022-B32 3.002% 1/15/55 14,450 12,153
3 Benchmark Mortgage Trust Series 2022-B32 3.528% 1/15/55 4,200 3,569
3 Benchmark Mortgage Trust Series 2022-B33 3.458% 3/15/55 4,225 3,726
3 Benchmark Mortgage Trust Series 2022-B34 3.786% 4/15/55 3,275 2,945
3 Benchmark Mortgage Trust Series 2022-B36 4.470% 7/15/55 5,225 4,959
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Benchmark Mortgage Trust Series 2022-B36 4.951% 7/15/55      1,600       1,539
3 BMO Mortgage Trust Series 2022-C1 3.374% 2/15/55      3,675       3,204
3 BMO Mortgage Trust Series 2022-C2 4.974% 7/15/54      4,275       4,199
3,5 BMO Mortgage Trust Series 2022-C3 1.000% 9/15/54      1,875       1,873
3,5 BMO Mortgage Trust Series 2022-C3 5.313% 9/15/54     13,125      13,248
3 BMW Vehicle Lease Trust Series 2021-1 0.290% 1/25/24      2,655       2,628
3 BMW Vehicle Lease Trust Series 2021-1 0.370% 7/25/24      1,250       1,215
3 BMW Vehicle Lease Trust Series 2021-2 0.330% 12/26/24      4,700       4,562
3 BMW Vehicle Lease Trust Series 2021-2 0.430% 1/27/25      4,425       4,185
3 BMW Vehicle Lease Trust Series 2022-1 1.230% 5/27/25      1,300       1,229
3 BMW Vehicle Owner Trust Series 2020-A 0.480% 10/25/24        561         553
3 BMW Vehicle Owner Trust Series 2020-A 0.620% 4/26/27        575         549
3 BMW Vehicle Owner Trust Series 2022-A 3.210% 8/25/26      2,250       2,195
3 BMW Vehicle Owner Trust Series 2022-A 3.440% 12/26/28        550         526
3 Cantor Commercial Real Estate Lending Series 2019-CF1 3.786% 5/15/52 4,025 3,640
3 Cantor Commercial Real Estate Lending Series 2019-CF2 2.874% 11/15/52 8,100 6,965
3 Cantor Commercial Real Estate Lending Series 2019-CF3 3.006% 1/15/53 8,000 6,892
3 Cantor Commercial Real Estate Lending Series 2019-CF3 3.298% 1/15/53 3,434 2,953
3 Capital One Multi-Asset Execution Trust Series 2019-A3 2.060% 8/15/28 19,866 18,049
3 Capital One Multi-Asset Execution Trust Series 2021-A1 0.550% 7/15/26 12,375 11,533
3 Capital One Multi-Asset Execution Trust Series 2021-A2 1.390% 7/15/30 27,900 23,221
3 Capital One Multi-Asset Execution Trust Series 2021-A3 1.040% 11/15/26 26,100 24,263
3 Capital One Multi-Asset Execution Trust Series 2022-A1 2.800% 3/15/27 28,450 27,334
3 Capital One Multi-Asset Execution Trust Series 2022-A2 3.490% 5/15/27 26,050 25,260
3 Capital One Prime Auto Receivables Trust Series 2019-1 2.560% 10/15/24 1,980 1,974
3 Capital One Prime Auto Receivables Trust Series 2020-1 1.630% 8/15/25 800 777
3 Capital One Prime Auto Receivables Trust Series 2021-1 0.770% 9/15/26 5,700 5,388
3 Capital One Prime Auto Receivables Trust Series 2021-1 1.040% 4/15/27 1,400 1,264
3 Capital One Prime Auto Receivables Trust Series 2022-1 3.170% 4/15/27 5,175 5,019
3 Capital One Prime Auto Receivables Trust Series 2022-1 3.320% 9/15/27 3,100 2,949
3 Capital One Prime Auto Receivables Trust Series 2022-2 3.660% 5/17/27 8,175 7,994
3 Capital One Prime Auto Receivables Trust Series 2022-2 3.690% 12/15/27 1,475 1,421
3 CarMax Auto Owner Trust Series 2019-4 2.130% 7/15/25 1,350 1,319
3 CarMax Auto Owner Trust Series 2020-1 1.890% 12/16/24 4,600 4,557
3 CarMax Auto Owner Trust Series 2020-1 2.030% 6/16/25 790 767
3 CarMax Auto Owner Trust Series 2020-3 0.620% 3/17/25 3,884 3,815
3 CarMax Auto Owner Trust Series 2020-3 0.770% 3/16/26 850 811
3 CarMax Auto Owner Trust Series 2020-4 0.500% 8/15/25 3,494 3,404
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 CarMax Auto Owner Trust Series 2020-4 0.630% 6/15/26      1,120       1,047
3 CarMax Auto Owner Trust Series 2020-4 0.850% 6/15/26        275         254
3 CarMax Auto Owner Trust Series 2021-1 0.340% 12/15/25      3,374       3,260
3 CarMax Auto Owner Trust Series 2021-1 0.530% 10/15/26        825         763
3 CarMax Auto Owner Trust Series 2021-2 0.520% 2/17/26      6,900       6,681
3 CarMax Auto Owner Trust Series 2021-2 0.810% 12/15/26      1,600       1,475
3 CarMax Auto Owner Trust Series 2021-4 0.560% 9/15/26      7,125       6,806
3 CarMax Auto Owner Trust Series 2021-4 0.820% 4/15/27      1,325       1,210
3 CarMax Auto Owner Trust Series 2022-1 1.470% 12/15/26      6,800       6,527
3 CarMax Auto Owner Trust Series 2022-1 1.700% 8/16/27      2,625       2,405
3 CarMax Auto Owner Trust Series 2022-2 3.490% 2/16/27      6,075       5,946
3 CarMax Auto Owner Trust Series 2022-2 3.620% 9/15/27      1,425       1,381
3 Carvana Auto Receivables Trust Series 2021-P2 0.490% 3/10/26      1,325       1,282
3 Carvana Auto Receivables Trust Series 2021-P3 0.700% 11/10/26      4,500       4,233
3 Carvana Auto Receivables Trust Series 2021-P3 1.030% 6/10/27 850 758
3 CD Mortgage Trust Series 2016-CD1 2.724% 8/10/49 9,075 8,258
3 CD Mortgage Trust Series 2016-CD2 3.526% 11/10/49 7,300 6,888
3 CD Mortgage Trust Series 2017-CD3 3.453% 2/10/50 1,100 1,060
3 CD Mortgage Trust Series 2017-CD3 3.631% 2/10/50 9,773 9,162
3 CD Mortgage Trust Series 2017-CD3 3.833% 2/10/50 2,542 2,316
3 CD Mortgage Trust Series 2017-CD4 3.514% 5/10/50 5,133 4,800
3 CD Mortgage Trust Series 2017-CD4 3.747% 5/10/50 3,000 2,768
3 CD Mortgage Trust Series 2017-CD5 3.431% 8/15/50 3,500 3,236
3 CD Mortgage Trust Series 2017-CD6 3.332% 11/13/50 3,300 3,162
3 CD Mortgage Trust Series 2017-CD6 3.456% 11/13/50 6,575 6,104
3 CD Mortgage Trust Series 2017-CD6 3.709% 11/13/50 3,825 3,488
3 CD Mortgage Trust Series 2018-CD7 4.213% 8/15/51 850 823
3 CD Mortgage Trust Series 2018-CD7 4.279% 8/15/51 7,375 7,057
3 CD Mortgage Trust Series 2019-CD8 2.657% 8/15/57 6,810 5,894
3 CD Mortgage Trust Series 2019-CD8 2.912% 8/15/57 18,130 15,600
3 CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 3.028% 10/15/25 5,481 5,387
3 CFCRE Commercial Mortgage Trust Series 2016-C3 3.865% 1/10/48 5,800 5,537
3 CFCRE Commercial Mortgage Trust Series 2016-C4 3.283% 5/10/58 8,250 7,682
3 CFCRE Commercial Mortgage Trust Series 2016-C4 3.691% 5/10/58 5,900 5,466
3 CFCRE Commercial Mortgage Trust Series 2016-C6 3.217% 11/10/49 14,300 13,298
3 CFCRE Commercial Mortgage Trust Series 2017-C8 3.572% 6/15/50 3,650 3,393
3 CGMS Commercial Mortgage Trust Series 2017-B1 3.458% 8/15/50 13,430 12,423
3 CGMS Commercial Mortgage Trust Series 2017-B1 3.711% 8/15/50 2,675 2,453
3 Chase Issuance Trust Series 2022-A1 3.970% 9/15/27 4,200 4,126
3 Citibank Credit Card Issuance Trust Series 2007-A3 6.150% 6/15/39 5,400 6,000
3 Citibank Credit Card Issuance Trust Series 2018-A7 3.960% 10/13/30 12,840 12,395
3 Citigroup Commercial Mortgage Trust Series 2013-GC11 3.093% 4/10/46 3,165 3,149
3 Citigroup Commercial Mortgage Trust Series 2013-GC11 3.422% 4/10/46 2,000 1,981
3 Citigroup Commercial Mortgage Trust Series 2013-GC15 3.942% 9/10/46 199 198
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Citigroup Commercial Mortgage Trust Series 2013-GC15 4.371% 9/10/46      3,475       3,448
3 Citigroup Commercial Mortgage Trust Series 2013-GC15 4.649% 9/10/46      2,875       2,843
3 Citigroup Commercial Mortgage Trust Series 2013-GC17 3.675% 11/10/46        192         191
3 Citigroup Commercial Mortgage Trust Series 2013-GC17 4.131% 11/10/46      3,150       3,116
3 Citigroup Commercial Mortgage Trust Series 2013-GC17 4.544% 11/10/46      1,150       1,134
3 Citigroup Commercial Mortgage Trust Series 2013-GC17 5.095% 11/10/46      1,150       1,130
3 Citigroup Commercial Mortgage Trust Series 2014-GC19 3.552% 3/10/47        300         296
3 Citigroup Commercial Mortgage Trust Series 2014-GC19 4.023% 3/10/47      1,700       1,675
3 Citigroup Commercial Mortgage Trust Series 2014-GC19 4.345% 3/10/47      1,425       1,395
3 Citigroup Commercial Mortgage Trust Series 2014-GC21 3.477% 5/10/47        186         183
3 Citigroup Commercial Mortgage Trust Series 2014-GC21 3.855% 5/10/47      3,025       2,966
3 Citigroup Commercial Mortgage Trust Series 2014-GC21 4.328% 5/10/47      2,450       2,375
3 Citigroup Commercial Mortgage Trust Series 2014-GC23 3.622% 7/10/47      3,875       3,769
3 Citigroup Commercial Mortgage Trust Series 2014-GC25 3.635% 10/10/47      8,525       8,261
3 Citigroup Commercial Mortgage Trust Series 2015-GC27 3.137% 2/10/48 11,450 10,958
3 Citigroup Commercial Mortgage Trust Series 2015-GC27 3.571% 2/10/48 4,550 4,322
3 Citigroup Commercial Mortgage Trust Series 2015-GC29 3.192% 4/10/48 9,075 8,655
3 Citigroup Commercial Mortgage Trust Series 2015-GC29 3.758% 4/10/48 4,365 4,058
3 Citigroup Commercial Mortgage Trust Series 2015-GC31 3.762% 6/10/48 4,625 4,440
3 Citigroup Commercial Mortgage Trust Series 2015-GC33 3.515% 9/10/58 2,761 2,645
3 Citigroup Commercial Mortgage Trust Series 2015-GC33 3.778% 9/10/58 5,725 5,494
3 Citigroup Commercial Mortgage Trust Series 2015-GC35 3.549% 11/10/48 2,195 2,085
3 Citigroup Commercial Mortgage Trust Series 2016-C1 3.003% 5/10/49 2,415 2,338
3 Citigroup Commercial Mortgage Trust Series 2016-C1 3.209% 5/10/49 6,500 6,066
3 Citigroup Commercial Mortgage Trust Series 2016-C2 2.832% 8/10/49 3,500 3,201
3 Citigroup Commercial Mortgage Trust Series 2016-GC36 3.349% 2/10/49 2,900 2,758
3 Citigroup Commercial Mortgage Trust Series 2016-GC36 3.616% 2/10/49 14,925 14,196
3 Citigroup Commercial Mortgage Trust Series 2016-GC37 3.314% 4/10/49 11,645 10,938
3 Citigroup Commercial Mortgage Trust Series 2016-P4 2.646% 7/10/49 3,115 2,856
3 Citigroup Commercial Mortgage Trust Series 2016-P4 2.902% 7/10/49 3,825 3,521
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Citigroup Commercial Mortgage Trust Series 2017-C4 3.209% 10/12/50      1,250       1,156
3 Citigroup Commercial Mortgage Trust Series 2017-C4 3.471% 10/12/50     10,700       9,898
3 Citigroup Commercial Mortgage Trust Series 2017-C4 3.764% 10/12/50      2,125       1,929
3 Citigroup Commercial Mortgage Trust Series 2018-B2 3.744% 3/10/51      2,500       2,346
3 Citigroup Commercial Mortgage Trust Series 2018-B2 3.788% 3/10/51      2,950       2,927
3 Citigroup Commercial Mortgage Trust Series 2018-B2 4.009% 3/10/51     17,325      16,256
3 Citigroup Commercial Mortgage Trust Series 2018-C5 3.963% 6/10/51      4,142       3,874
3 Citigroup Commercial Mortgage Trust Series 2018-C6 4.412% 11/10/51      2,300       2,206
3 Citigroup Commercial Mortgage Trust Series 2019-C7 3.102% 12/15/72      7,722       6,730
3 Citigroup Commercial Mortgage Trust Series 2019-GC41 2.869% 8/10/56     22,410      19,424
3 Citigroup Commercial Mortgage Trust Series 2019-GC43 3.038% 11/10/52     16,100      14,149
3 Citigroup Commercial Mortgage Trust Series 2020-GC46 2.717% 2/15/53     14,355      12,128
3 Citigroup Commercial Mortgage Trust Series 2020-GC46 2.918% 2/15/53      2,655       2,238
3 Citigroup Commercial Mortgage Trust Series 2022-GC48 4.743% 5/15/54      6,775       6,544
3 CNH Equipment Trust Series 2021-C 0.810% 12/15/26 4,050 3,824
3 CNH Equipment Trust Series 2021-C 1.160% 10/16/28 700 631
3 CNH Equipment Trust Series 2022-A 2.940% 7/15/27 2,475 2,376
3 CNH Equipment Trust Series 2022-A 3.030% 3/15/29 1,450 1,366
3 CNH Equipment Trust Series 2022-B 3.890% 8/16/27 1,050 1,029
3 CNH Equipment Trust Series 2022-B 3.910% 3/15/28 675 653
3 COMM Mortgage Trust Series 2012-CR3 2.822% 10/15/45 619 618
3 COMM Mortgage Trust Series 2012-CR4 2.853% 10/15/45 1,414 1,407
3 COMM Mortgage Trust Series 2012-CR5 2.771% 12/10/45 550 548
3 COMM Mortgage Trust Series 2013-CR6 3.101% 3/10/46 5,858 5,833
3 COMM Mortgage Trust Series 2013-CR8 3.612% 6/10/46 3,762 3,735
3 COMM Mortgage Trust Series 2013-CR11 3.983% 8/10/50 1,909 1,895
3 COMM Mortgage Trust Series 2013-CR11 4.258% 8/10/50 8,590 8,538
3 COMM Mortgage Trust Series 2013-CR11 4.715% 8/10/50 1,430 1,417
3 COMM Mortgage Trust Series 2013-CR12 3.623% 10/10/46 345 343
3 COMM Mortgage Trust Series 2013-CR12 3.765% 10/10/46 2,022 1,997
3 COMM Mortgage Trust Series 2013-CR12 4.046% 10/10/46 1,700 1,680
3 COMM Mortgage Trust Series 2013-CR12 4.300% 10/10/46 1,150 1,119
3 COMM Mortgage Trust Series 2013-CR12 4.762% 10/10/46 575 562
3 COMM Mortgage Trust Series 2013-CR13 4.194% 11/10/46 5,850 5,780
3 COMM Mortgage Trust Series 2013-CR13 4.449% 11/10/46 1,750 1,723
3 COMM Mortgage Trust Series 2013-LC6 4.242% 1/10/46 974 967
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 COMM Mortgage Trust Series 2013-LC13 4.205% 8/10/46      2,853       2,837
3 COMM Mortgage Trust Series 2014-CR14 3.147% 2/10/47        610         609
3 COMM Mortgage Trust Series 2014-CR14 4.236% 2/10/47      1,775       1,753
3 COMM Mortgage Trust Series 2014-CR14 4.526% 2/10/47      1,950       1,919
3 COMM Mortgage Trust Series 2014-CR14 4.737% 2/10/47      1,175       1,156
3 COMM Mortgage Trust Series 2014-CR15 3.595% 2/10/47        416         412
3 COMM Mortgage Trust Series 2014-CR15 4.074% 2/10/47      2,641       2,603
3 COMM Mortgage Trust Series 2014-CR15 4.770% 2/10/47      1,320       1,306
3 COMM Mortgage Trust Series 2014-CR15 4.820% 2/10/47      2,730       2,648
3 COMM Mortgage Trust Series 2014-CR16 3.653% 4/10/47        539         535
3 COMM Mortgage Trust Series 2014-CR16 4.278% 4/10/47      2,950       2,861
3 COMM Mortgage Trust Series 2014-CR17 3.598% 5/10/47        413         408
3 COMM Mortgage Trust Series 2014-CR17 3.977% 5/10/47      2,225       2,181
3 COMM Mortgage Trust Series 2014-CR17 4.377% 5/10/47      1,375       1,331
3 COMM Mortgage Trust Series 2014-CR18 3.452% 7/15/47 820 814
3 COMM Mortgage Trust Series 2014-CR18 3.828% 7/15/47 1,400 1,368
3 COMM Mortgage Trust Series 2014-CR18 4.103% 7/15/47 1,845 1,790
3 COMM Mortgage Trust Series 2014-CR19 3.796% 8/10/47 8,400 8,178
3 COMM Mortgage Trust Series 2014-CR19 4.080% 8/10/47 2,250 2,167
3 COMM Mortgage Trust Series 2014-CR20 3.326% 11/10/47 4,958 4,823
3 COMM Mortgage Trust Series 2014-CR20 3.590% 11/10/47 2,375 2,302
3 COMM Mortgage Trust Series 2014-CR21 3.528% 12/10/47 7,834 7,591
3 COMM Mortgage Trust Series 2014-LC15 4.006% 4/10/47 11,435 11,210
3 COMM Mortgage Trust Series 2014-LC17 3.917% 10/10/47 3,460 3,370
3 COMM Mortgage Trust Series 2014-UBS2 3.472% 3/10/47 283 280
3 COMM Mortgage Trust Series 2014-UBS2 3.961% 3/10/47 2,533 2,487
3 COMM Mortgage Trust Series 2014-UBS2 4.199% 3/10/47 709 691
3 COMM Mortgage Trust Series 2014-UBS2 4.701% 3/10/47 449 439
3 COMM Mortgage Trust Series 2014-UBS3 3.819% 6/10/47 5,700 5,564
3 COMM Mortgage Trust Series 2014-UBS4 3.420% 8/10/47 1,425 1,385
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 COMM Mortgage Trust Series 2014-UBS4 3.694% 8/10/47      5,575       5,415
3 COMM Mortgage Trust Series 2014-UBS4 3.968% 8/10/47      2,144       2,063
3 COMM Mortgage Trust Series 2014-UBS5 3.838% 9/10/47      8,050       7,818
3 COMM Mortgage Trust Series 2014-UBS6 3.387% 12/10/47      2,441       2,397
3 COMM Mortgage Trust Series 2014-UBS6 3.644% 12/10/47     10,725      10,362
3 COMM Mortgage Trust Series 2014-UBS6 4.048% 12/10/47      2,800       2,698
3 COMM Mortgage Trust Series 2015-CR22 3.309% 3/10/48      7,950       7,605
3 COMM Mortgage Trust Series 2015-CR22 3.603% 3/10/48      9,525       9,086
3 COMM Mortgage Trust Series 2015-CR23 3.257% 5/10/48      1,764       1,723
3 COMM Mortgage Trust Series 2015-CR23 3.497% 5/10/48      5,729       5,480
3 COMM Mortgage Trust Series 2015-CR23 3.801% 5/10/48      2,325       2,206
3 COMM Mortgage Trust Series 2015-CR24 3.432% 8/10/48        445         429
3 COMM Mortgage Trust Series 2015-CR25 3.759% 8/10/48      5,725       5,498
3 COMM Mortgage Trust Series 2015-CR26 3.630% 10/10/48     16,170      15,447
3 COMM Mortgage Trust Series 2015-CR27 3.404% 10/10/48 3,714 3,611
3 COMM Mortgage Trust Series 2015-CR27 3.612% 10/10/48 5,900 5,621
3 COMM Mortgage Trust Series 2015-CR27 4.487% 10/10/48 1,200 1,135
3 COMM Mortgage Trust Series 2015-DC1 3.350% 2/10/48 5,960 5,724
3 COMM Mortgage Trust Series 2015-LC19 3.040% 2/10/48 503 493
3 COMM Mortgage Trust Series 2015-LC19 3.183% 2/10/48 5,894 5,637
3 COMM Mortgage Trust Series 2015-LC19 3.527% 2/10/48 2,687 2,558
3 COMM Mortgage Trust Series 2015-LC21 3.445% 7/10/48 511 491
3 COMM Mortgage Trust Series 2015-LC23 3.774% 10/10/48 11,545 11,062
3 COMM Mortgage Trust Series 2015-PC1 3.902% 7/10/50 6,600 6,392
3 COMM Mortgage Trust Series 2016-CR28 3.762% 2/10/49 15,475 14,844
3 COMM Mortgage Trust Series 2016-DC2 3.550% 2/10/49 4,654 4,559
3 COMM Mortgage Trust Series 2017-COR2 3.317% 9/10/50 750 718
3 COMM Mortgage Trust Series 2017-COR2 3.510% 9/10/50 2,060 1,908
3 COMM Mortgage Trust Series 2018-COR3 3.961% 5/10/51 3,500 3,302
3 COMM Mortgage Trust Series 2018-COR3 4.228% 5/10/51 6,437 6,167
3 COMM Mortgage Trust Series 2019-GC44 2.950% 8/15/57 19,400 17,005
3 COMM Mortgage Trust Series 2019-GC44 3.263% 8/15/57 3,000 2,565
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 CSAIL Commercial Mortgage Trust Series 2015-C1 3.505% 4/15/50      5,550       5,318
3 CSAIL Commercial Mortgage Trust Series 2015-C1 3.791% 4/15/50      2,825       2,678
3 CSAIL Commercial Mortgage Trust Series 2015-C1 4.044% 4/15/50      2,250       2,074
3 CSAIL Commercial Mortgage Trust Series 2015-C2 3.504% 6/15/57      7,400       7,087
3 CSAIL Commercial Mortgage Trust Series 2015-C2 3.849% 6/15/57      2,900       2,735
3 CSAIL Commercial Mortgage Trust Series 2015-C3 3.448% 8/15/48      2,338       2,287
3 CSAIL Commercial Mortgage Trust Series 2015-C3 3.718% 8/15/48     11,085      10,634
3 CSAIL Commercial Mortgage Trust Series 2015-C3 4.262% 8/15/48      2,625       2,390
3 CSAIL Commercial Mortgage Trust Series 2015-C4 3.617% 11/15/48      2,163       2,120
3 CSAIL Commercial Mortgage Trust Series 2015-C4 3.808% 11/15/48      6,605       6,317
3 CSAIL Commercial Mortgage Trust Series 2016-C7 3.502% 11/15/49     11,675      10,941
3 CSAIL Commercial Mortgage Trust Series 2017-C8 3.392% 6/15/50     10,250       9,489
3 CSAIL Commercial Mortgage Trust Series 2017-CX9 3.446% 9/15/50      3,275       3,031
3 CSAIL Commercial Mortgage Trust Series 2017-CX10 3.458% 11/15/50      8,000       7,265
3 CSAIL Commercial Mortgage Trust Series 2018-CX11 4.033% 4/15/51 15,825 14,781
3 CSAIL Commercial Mortgage Trust Series 2018-CX12 4.224% 8/15/51 16,475 15,566
3 CSAIL Commercial Mortgage Trust Series 2019-C15 4.053% 3/15/52 26,700 24,881
3 CSAIL Commercial Mortgage Trust Series 2019-C16 3.329% 6/15/52 15,960 14,247
3 CSAIL Commercial Mortgage Trust Series 2021-C20 2.805% 3/15/54 16,000 13,514
3 CSAIL Commercial Mortgage Trust Series 2021-C20 3.076% 3/15/54 2,675 2,232
3 DBGS Mortgage Trust Series 2018-C1 4.466% 10/15/51 7,275 6,972
3 DBJPM Mortgage Trust Series 2016-C1 3.276% 5/10/49 4,275 3,996
3 DBJPM Mortgage Trust Series 2016-C3 2.890% 8/10/49 5,000 4,585
3 DBJPM Mortgage Trust Series 2017-C6 3.328% 6/10/50 7,900 7,293
3 DBJPM Mortgage Trust Series 2017-C6 3.561% 6/10/50 2,174 1,971
3 DBJPM Mortgage Trust Series 2020-C9 1.926% 8/15/53 3,100 2,479
3 Discover Card Execution Note Trust Series 2021-A1 0.580% 9/15/26 12,175 11,271
3 Discover Card Execution Note Trust Series 2021-A2 1.030% 9/15/28 10,325 9,005
3 Discover Card Execution Note Trust Series 2022-A1 1.960% 2/15/27 14,100 13,274
3 Discover Card Execution Note Trust Series 2022-A2 3.320% 5/15/27 26,050 25,243
3 Discover Card Execution Note Trust Series 2022-A3 3.560% 7/15/27 28,425 27,514
3 Drive Auto Receivables Trust Series 2019-1 4.090% 6/15/26 3,779 3,769
3 Drive Auto Receivables Trust Series 2021-1 0.650% 7/15/25 815 813
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Drive Auto Receivables Trust Series 2021-1 1.020% 6/15/27      1,450       1,406
3 Drive Auto Receivables Trust Series 2021-2 0.580% 12/15/25      4,350       4,289
3 Drive Auto Receivables Trust Series 2021-2 0.870% 10/15/27      3,725       3,583
3 Drive Auto Receivables Trust Series 2021-2 1.390% 3/15/29      3,175       2,916
3 Drive Auto Receivables Trust Series 2021-3 1.110% 5/15/26      1,200       1,173
3 Drive Auto Receivables Trust Series 2021-3 1.470% 1/15/27      1,375       1,314
3 Exeter Automobile Receivables Trust Series 2020-3A 1.320% 7/15/25      3,571       3,538
3 Exeter Automobile Receivables Trust Series 2021-1A 0.500% 2/18/25        191         191
3 Exeter Automobile Receivables Trust Series 2021-1A 0.740% 1/15/26      5,240       5,155
3 Exeter Automobile Receivables Trust Series 2021-3A 0.690% 1/15/26      2,375       2,330
3 Exeter Automobile Receivables Trust Series 2021-3A 0.960% 10/15/26      2,650       2,531
3 Exeter Automobile Receivables Trust Series 2021-3A 1.550% 6/15/27      3,625       3,328
3 Exeter Automobile Receivables Trust Series 2022-1A 2.560% 6/15/28      1,575       1,513
3 Exeter Automobile Receivables Trust Series 2022-1A 3.020% 6/15/28      2,100       1,952
3 Exeter Automobile Receivables Trust Series 2022-2A 3.650% 10/15/26 1,425 1,389
3 Exeter Automobile Receivables Trust Series 2022-2A 3.850% 7/17/28 2,550 2,456
3 Exeter Automobile Receivables Trust Series 2022-2A 4.560% 7/17/28 1,300 1,227
3 Exeter Automobile Receivables Trust Series 2022-3A 4.860% 12/15/26 2,125 2,105
3 Exeter Automobile Receivables Trust Series 2022-3A 5.300% 9/15/27 2,125 2,104
3 Exeter Automobile Receivables Trust Series 2022-3A 6.760% 9/15/28 1,450 1,450
3 Exeter Automobile Receivables Trust Series 2022-4A 4.920% 12/15/28 1,675 1,642
3 Exeter Automobile Receivables Trust Series 2022-4A 5.980% 12/15/28 575 561
3,4 Fannie Mae-Aces Series 2013-M7 2.280% 12/25/22 708 705
3,4 Fannie Mae-Aces REMICS Series 2013-M12 2.496% 3/25/23 2,986 2,961
3,4 Fannie Mae-Aces Series 2013-M14 2.685% 4/25/23 657 651
3,4 Fannie Mae-Aces Series 2013-M14 3.329% 10/25/23 7,088 7,013
3,4 Fannie Mae-Aces Series 2014-M1 3.341% 7/25/23 5,132 5,087
3,4 Fannie Mae-Aces Series 2014-M2 3.513% 12/25/23 6,052 5,976
3,4 Fannie Mae-Aces Series 2014-M3 3.501% 1/25/24 1,815 1,790
3,4 Fannie Mae-Aces Series 2014-M4 3.346% 3/25/24 4,444 4,367
3,4 Fannie Mae-Aces Series 2014-M7 3.325% 6/25/24 8,240 8,064
3,4 Fannie Mae-Aces Series 2014-M8 3.056% 6/25/24 3,390 3,312
3,4 Fannie Mae-Aces Series 2014-M9 3.103% 7/25/24 6,507 6,342
3,4 Fannie Mae-Aces Series 2014-M13 3.021% 8/25/24 6,026 5,873
3,4 Fannie Mae-Aces Series 2015-M1 2.532% 9/25/24 11,137 10,728
3,4 Fannie Mae-Aces Series 2015-M2 2.620% 12/25/24 7,297 7,010
3,4 Fannie Mae-Aces Series 2015-M3 2.723% 10/25/24 4,231 4,081
3,4 Fannie Mae-Aces Series 2015-M7 2.590% 12/25/24 6,925 6,630
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 Fannie Mae-Aces Series 2015-M8 2.900% 1/25/25      5,258       5,076
3,4 Fannie Mae-Aces Series 2015-M10 3.092% 4/25/27      3,706       3,526
3,4 Fannie Mae-Aces Series 2015-M11 2.944% 4/25/25      2,724       2,622
3,4 Fannie Mae-Aces Series 2015-M12 2.890% 5/25/25      7,563       7,232
3,4 Fannie Mae-Aces Series 2015-M15 2.923% 10/25/25      9,424       9,001
3,4 Fannie Mae-Aces Series 2016-M2 2.152% 1/25/23      1,085       1,081
3,4 Fannie Mae-Aces Series 2016-M3 2.702% 2/25/26      5,211       4,932
3,4 Fannie Mae-Aces Series 2016-M4 2.576% 3/25/26      5,514       5,172
3,4 Fannie Mae-Aces Series 2016-M5 2.469% 4/25/26     15,761      14,706
3,4 Fannie Mae-Aces Series 2016-M6 2.488% 5/25/26      9,315       8,725
3,4 Fannie Mae-Aces Series 2016-M7 2.157% 10/25/23        845         832
3,4 Fannie Mae-Aces Series 2016-M7 2.499% 9/25/26      3,346       3,125
3,4 Fannie Mae-Aces Series 2016-M9 2.292% 6/25/26     18,939      17,562
3,4 Fannie Mae-Aces Series 2016-M11 2.369% 7/25/26     17,000      15,764
3,4 Fannie Mae-Aces Series 2016-M12 2.308% 10/25/23 539 528
3,4 Fannie Mae-Aces Series 2016-M12 2.534% 9/25/26 17,200 16,005
3,4 Fannie Mae-Aces Series 2016-M13 2.589% 9/25/26 5,625 5,229
3,4 Fannie Mae-Aces Series 2017-M1 2.495% 10/25/26 10,357 9,566
3,4 Fannie Mae-Aces Series 2017-M2 2.851% 2/25/27 6,005 5,620
3,4 Fannie Mae-Aces Series 2017-M3 2.554% 12/25/26 8,248 7,636
3,4 Fannie Mae-Aces Series 2017-M4 2.642% 12/25/26 11,583 10,757
3,4 Fannie Mae-Aces Series 2017-M5 3.204% 4/25/29 1,193 1,107
3,4 Fannie Mae-Aces Series 2017-M7 2.961% 2/25/27 11,129 10,516
3,4 Fannie Mae-Aces Series 2017-M8 3.061% 5/25/27 14,018 13,298
3,4 Fannie Mae-Aces Series 2017-M10 2.620% 7/25/24 4,806 4,662
3,4 Fannie Mae-Aces Series 2017-M11 2.980% 8/25/29 4,000 3,663
3,4 Fannie Mae-Aces Series 2017-M12 3.164% 6/25/27 13,880 13,100
3,4 Fannie Mae-Aces Series 2017-M13 3.028% 9/25/27 1,211 1,135
3,4 Fannie Mae-Aces Series 2017-M14 2.962% 11/25/27 5,233 4,867
3,4 Fannie Mae-Aces Series 2017-M15 3.209% 11/25/27 14,111 13,356
3,4 Fannie Mae-Aces Series 2018-M1 3.091% 12/25/27 7,534 7,083
3,4 Fannie Mae-Aces Series 2018-M2 3.002% 1/25/28 26,335 24,676
3,4 Fannie Mae-Aces Series 2018-M3 3.176% 2/25/30 3,247 3,004
3,4 Fannie Mae-Aces Series 2018-M4 3.158% 3/25/28 10,797 10,117
3,4 Fannie Mae-Aces Series 2018-M7 3.143% 3/25/28 7,050 6,565
3,4 Fannie Mae-Aces Series 2018-M8 3.412% 6/25/28 5,148 4,882
3,4 Fannie Mae-Aces Series 2018-M10 3.471% 7/25/28 3,600 3,438
3,4 Fannie Mae-Aces Series 2018-M12 3.769% 8/25/30 2,530 2,399
3,4 Fannie Mae-Aces Series 2018-M13 3.870% 9/25/30 9,642 9,268
3,4 Fannie Mae-Aces Series 2018-M14 3.699% 8/25/28 9,670 9,239
3,4 Fannie Mae-Aces Series 2019-M1 3.667% 9/25/28 18,960 18,092
3,4 Fannie Mae-Aces Series 2019-M2 3.748% 11/25/28 10,817 10,390
3,4 Fannie Mae-Aces Series 2019-M4 3.610% 2/25/31 17,675 16,743
3,4 Fannie Mae-Aces Series 2019-M5 3.273% 2/25/29 10,525 9,853
3,4 Fannie Mae-Aces Series 2019-M7 3.143% 4/25/29 12,066 11,197
3,4 Fannie Mae-Aces Series 2019-M9 2.937% 6/25/29 17,172 15,872
3,4 Fannie Mae-Aces Series 2019-M12 2.885% 6/25/29 41,325 37,629
3,4 Fannie Mae-Aces Series 2019-M18 2.469% 8/25/29 14,118 12,502
3,4 Fannie Mae-Aces Series 2019-M18 2.577% 9/25/31 8,700 7,520
3,4 Fannie Mae-Aces Series 2019-M21 2.350% 2/25/31 7,000 6,111
3,4 Fannie Mae-Aces Series 2019-M22 2.522% 8/25/29 25,153 22,481
3,4 Fannie Mae-Aces Series 2019-M25 2.330% 11/25/29 5,700 4,986
3,4 Fannie Mae-Aces Series 2020-M1 2.151% 10/25/29 7,363 6,863
3,4 Fannie Mae-Aces Series 2020-M1 2.444% 10/25/29 13,285 11,542
3,4 Fannie Mae-Aces Series 2020-M5 2.210% 1/25/30 6,940 6,027
3,4 Fannie Mae-Aces Series 2020-M14 1.784% 5/25/30 10,346 8,599
3,4 Fannie Mae-Aces Series 2020-M29 1.492% 5/25/30 9,575 7,759
3,4 Fannie Mae-Aces Series 2020-M42 1.270% 7/25/30 18,015 14,239
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 Fannie Mae-Aces Series 2020-M46 1.323% 5/25/30     14,000      11,398
3,4 Fannie Mae-Aces Series 2020-M52 1.363% 10/25/30     15,325      12,291
3,4 Fannie Mae-Aces Series 2021-M1 1.437% 11/25/30      8,700       6,924
3,4 Fannie Mae-Aces Series 2021-M1G 1.515% 11/25/30      3,175       2,524
3,4 Fannie Mae-Aces Series 2021-M3G 1.292% 1/25/31     15,100      11,768
3,4 Fannie Mae-Aces Series 2021-M4 1.514% 2/25/31     14,675      11,707
3,4 Fannie Mae-Aces Series 2021-M11 1.507% 3/25/31     20,925      16,626
3,4 Fannie Mae-Aces Series 2021-M13 1.658% 4/25/31      3,120       2,508
3,4 Fannie Mae-Aces Series 2021-M13 1.681% 3/25/33      9,000       6,963
3,4 Fannie Mae-Aces Series 2021-M19 1.797% 10/25/31     18,150      14,599
3,4 Fannie Mae-Aces Series 2022-M1 1.725% 10/25/31     20,350      16,225
3,4 Fannie Mae-Aces Series 2022-M1G 1.582% 9/25/31      4,575       3,615
3,4 Fannie Mae-Aces Series 2022-M3 1.764% 11/25/31      6,150       4,898
3,4 Fannie Mae-Aces Series 2022-M4 2.290% 5/25/30     10,250       8,814
3,4 Fannie Mae-Aces Series 2022-M8 2.001% 12/25/31 10,050 8,221
3,4 Fannie Mae-Aces Series 2022-M10 2.003% 1/25/32 15,175 12,322
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K036 3.527% 10/25/23 17,403 17,237
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K037 3.490% 1/25/24 6,475 6,400
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K038 2.604% 10/25/23 237 237
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K038 3.389% 3/25/24 19,450 19,192
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K039 2.683% 12/25/23 531 526
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K039 3.303% 7/25/24 10,850 10,632
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K040 2.768% 4/25/24 2,190 2,154
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K040 3.241% 9/25/24 14,400 14,063
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K041 3.171% 10/25/24 14,025 13,657
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K042 2.267% 6/25/24 818 802
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K042 2.670% 12/25/24 32,970 31,709
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K043 2.532% 10/25/23 621 614
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K043 3.062% 12/25/24 10,900 10,555
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K044 2.811% 1/25/25 2,500 2,408
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K045 3.023% 1/25/25 8,301 8,022
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K046 3.205% 3/25/25 9,175 8,883
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K047 2.827% 12/25/24 736 726
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K047 3.329% 5/25/25 6,850 6,641
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K048 3.284% 6/25/25 11,600 11,264
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K049 3.010% 7/25/25 9,350 8,972
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K050 3.334% 8/25/25 10,325 9,983
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K052 3.151% 11/25/25 7,025 6,739
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K053 2.995% 12/25/25      4,050       3,862
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K054 2.745% 1/25/26     15,825      14,958
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K055 2.263% 4/25/25        165         161
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K055 2.673% 3/25/26     14,200      13,352
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K056 2.525% 5/25/26     11,625      10,853
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K057 2.570% 7/25/26     18,025      16,821
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K058 2.653% 8/25/26     11,575      10,802
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K059 3.120% 9/25/26      6,500       6,165
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K060 3.300% 10/25/26      4,321       4,119
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K061 3.347% 11/25/26     12,800      12,296
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K062 3.413% 12/25/26     12,850      12,293
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K063 3.430% 1/25/27     29,250      27,990
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K064 3.224% 3/25/27     14,200      13,465
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K065 3.243% 4/25/27      3,000       2,844
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K066 3.117% 6/25/27 10,060 9,477
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K067 3.194% 7/25/27 18,126 17,105
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K068 3.244% 8/25/27 7,675 7,255
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K069 3.187% 9/25/27 14,000 13,192
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K070 3.303% 11/25/27 4,875 4,636
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K071 3.286% 11/25/27 10,048 9,491
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K072 3.444% 12/25/27 7,300 6,945
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K073 3.350% 1/25/28 9,650 9,131
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K074 3.600% 1/25/28 16,150 15,555
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K075 3.650% 2/25/28 10,950 10,569
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K076 3.900% 4/25/28 35,850 34,753
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K077 3.850% 5/25/28 17,950 17,348
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K078 3.854% 6/25/28 6,500 6,292
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K079 3.926% 6/25/28 10,157 9,900
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K080 3.736% 4/25/28 876 855
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K080 3.926% 7/25/28 11,250 10,897
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K081 3.900% 8/25/28     31,075      30,041
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K082 3.920% 9/25/28     11,640      11,263
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K083 4.050% 9/25/28      9,580       9,328
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K084 3.780% 10/25/28     36,100      34,644
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K085 4.060% 10/25/28     37,950      36,950
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K087 3.591% 10/25/27      1,557       1,513
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K087 3.771% 12/25/28     15,101      14,509
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K088 3.690% 1/25/29     16,080      15,326
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K089 3.563% 1/25/29     10,500       9,934
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K090 3.422% 2/25/29     12,175      11,422
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K091 3.505% 3/25/29     20,400      19,366
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K092 3.298% 4/25/29     13,215      12,386
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K093 2.982% 5/25/29     23,400      21,347
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K094 2.903% 6/25/29     15,725      14,246
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K095 2.785% 6/25/29 15,850 14,258
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K096 2.519% 7/25/29 13,750 12,255
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K098 2.425% 8/25/29 26,450 23,181
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K099 2.595% 9/25/29 12,180 10,783
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K101 2.524% 10/25/29 21,365 18,889
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K102 2.537% 10/25/29 19,195 16,898
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K103 2.651% 11/25/29 16,700 14,786
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K104 2.253% 1/25/30 25,885 22,353
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K105 1.872% 1/25/30 5,665 4,729
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K106 2.069% 1/25/30 25,000 21,158
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K107 1.639% 1/25/30 6,450 5,330
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K108 1.517% 3/25/30 9,825 7,975
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K109 1.558% 4/25/30 6,150 5,032
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K110 1.477% 4/25/30 5,375 4,367
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K111 1.350% 5/25/30 11,555 9,202
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K114 1.366% 6/25/30 15,520 12,315
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K116 1.378% 7/25/30     19,720      15,770
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K117 1.406% 8/25/30     19,215      15,380
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K118 1.493% 9/25/30     25,215      20,075
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K119 1.566% 9/25/30      3,500       2,801
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K120 1.500% 10/25/30     17,380      13,793
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K121 0.995% 8/25/30      1,809       1,520
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K121 1.547% 10/25/30     10,880       8,666
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K122 0.863% 11/25/30        781         666
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K122 1.521% 11/25/30     10,900       8,649
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K123 1.621% 12/25/30     22,275      17,820
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K124 1.658% 12/25/30     18,650      14,945
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K125 1.846% 1/25/31     43,265      35,151
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K126 2.074% 1/25/31     22,825      18,923
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K127 2.108% 1/25/31     27,475      23,003
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K128 2.020% 3/25/31 15,240 12,552
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K129 1.342% 9/25/30 3,582 3,002
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K129 1.914% 5/25/31 26,225 21,351
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K130 1.723% 6/25/31 10,025 8,007
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K131 1.853% 7/25/31 26,325 21,189
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K132 2.023% 8/25/31 7,750 6,309
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K133 2.096% 9/25/31 12,800 10,477
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K134 1.714% 7/25/31 1,041 890
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K134 2.243% 10/25/31 11,675 9,681
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K135 2.154% 10/25/31 7,675 6,316
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K138 2.476% 1/25/32 10,200 8,609
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K140 2.250% 3/25/54 7,650 6,323
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K143 2.350% 4/25/55 7,800 6,488
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K143 2.711% 4/25/55 2,245 2,027
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K148 3.500% 7/25/32 33,125 30,409
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K152 3.080% 1/25/31 5,800 5,188
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K153 3.294% 3/25/29     10,000       9,384
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K153 3.117% 10/25/31      8,700       7,835
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K154 3.424% 4/25/32      4,100       3,881
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K154 3.459% 11/25/32      5,468       5,064
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K155 3.750% 11/25/32      5,202       4,977
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K155 3.750% 4/25/33     11,212      10,552
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K157 3.990% 5/25/33      3,600       3,514
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K157 3.990% 8/25/33      4,625       4,463
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K158 3.900% 12/25/30      5,000       4,802
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K159 3.950% 11/25/30      3,075       2,971
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K722 2.406% 3/25/23      1,573       1,564
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K723 2.454% 8/25/23      9,761       9,617
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K724 3.062% 11/25/23      8,837       8,719
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K725 3.002% 1/25/24     25,572      25,103
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K726 2.905% 4/25/24 8,997 8,857
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K727 2.946% 7/25/24 11,583 11,292
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K728 3.064% 8/25/24 26,403 25,755
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K729 3.136% 10/25/24 42,975 41,826
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K730 3.590% 1/25/25 15,974 15,632
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K731 3.600% 2/25/25 13,100 12,748
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K732 3.700% 5/25/25 13,200 12,911
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K734 3.208% 2/25/26 20,400 19,560
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K735 2.862% 5/25/26 19,956 18,857
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K737 2.525% 10/25/26 23,725 21,968
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K738 1.545% 1/25/27 8,325 7,416
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K739 1.336% 9/25/27 23,650 20,357
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K741 1.603% 12/25/27 2,325 2,003
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K742 1.760% 3/25/28 12,400 10,863
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K743 1.770% 5/25/28 8,250 7,110
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K744 1.712% 7/25/28 5,753 4,962
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K745 1.657% 8/25/28     15,675      13,352
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K746 2.031% 9/25/28     10,275       8,930
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K747 2.050% 11/25/28      9,175       8,087
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K749 2.120% 4/25/55      2,125       1,862
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 3.718% 1/25/31      4,175       3,954
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 3.794% 1/25/34     23,775      21,975
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 3.470% 3/25/31      5,225       4,882
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 3.542% 3/25/34     13,170      11,859
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 2.797% 8/25/34     22,265      18,499
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 2.859% 10/25/34     13,375      11,163
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 1.940% 2/25/35     14,450      10,843
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 1.721% 5/25/35     14,075      10,142
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 1.716% 7/25/35     19,930      14,504
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 1.860% 10/25/35      6,005       4,375
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 2.013% 12/25/35 11,525 8,488
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 2.007% 7/25/35 3,636 2,970
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 2.438% 2/25/36 13,075 10,161
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 2.184% 8/25/36 10,075 7,513
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 2.361% 10/25/36 9,220 7,038
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series KC02 3.370% 7/25/25 9,383 9,105
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series KS03 3.161% 5/25/25 7,100 6,886
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series KS06 2.720% 7/25/26 10,806 10,175
3,4 FHLMC Multifamily Structured Pass-Through Certificates Series KW01 2.853% 1/25/26 11,600 11,040
3 Fifth Third Auto Trust Series 2019-1 2.690% 11/16/26 1,957 1,952
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Ford Credit Auto Lease Trust Series 2021-A 0.260% 2/15/24      3,700       3,685
3 Ford Credit Auto Lease Trust Series 2021-A 0.300% 4/15/24      1,365       1,346
3 Ford Credit Auto Lease Trust Series 2021-B 0.370% 10/15/24      8,325       8,089
3 Ford Credit Auto Lease Trust Series 2022-A 3.370% 7/15/25        775         754
3 Ford Credit Auto Lease Trust Series 2022-A 3.810% 8/15/25      1,300       1,256
3 Ford Credit Auto Owner Trust Series 2019-A 2.850% 8/15/24      2,628       2,624
3 Ford Credit Auto Owner Trust Series 2020-A 1.040% 8/15/24        282         279
3 Ford Credit Auto Owner Trust Series 2020-B 0.560% 10/15/24      3,992       3,945
3 Ford Credit Auto Owner Trust Series 2020-B 0.790% 11/15/25      1,965       1,885
3 Ford Credit Auto Owner Trust Series 2020-C 0.410% 7/15/25      3,818       3,723
3 Ford Credit Auto Owner Trust Series 2020-C 0.510% 8/15/26      1,890       1,758
3 Ford Credit Auto Owner Trust Series 2021-A 0.300% 8/15/25      9,025       8,759
3 Ford Credit Auto Owner Trust Series 2021-A 0.490% 9/15/26      3,535       3,246
3 Ford Credit Auto Owner Trust Series 2022-A 1.290% 6/15/26      3,075       2,927
3 Ford Credit Auto Owner Trust Series 2022-A 1.560% 5/15/27 800 735
3 Ford Credit Auto Owner Trust Series 2022-B 3.740% 9/15/26 4,175 4,124
3 Ford Credit Auto Owner Trust Series 2022-B 3.930% 8/15/27 1,175 1,154
3 Ford Credit Auto Owner Trust Series 2022-C 4.480% 12/15/26 6,825 6,791
3 Ford Credit Auto Owner Trust Series 2022-C 4.590% 12/15/27 4,725 4,687
3 Ford Credit Floorplan Master Owner Trust A Series 2018-4 4.060% 11/15/30 9,200 8,612
3 Ford Credit Floorplan Master Owner Trust A Series 2019-2 3.060% 4/15/26 10,300 10,017
3 Ford Credit Floorplan Master Owner Trust A Series 2019-4 2.440% 9/15/26 11,408 10,909
3 Ford Credit Floorplan Master Owner Trust A Series 2020-1 0.700% 9/15/25 16,825 16,193
3 Ford Credit Floorplan Master Owner Trust A Series 2020-2 1.060% 9/15/27 9,865 8,823
3 GM Financial Automobile Leasing Trust Series 2020-3 0.760% 10/21/24 575 566
3 GM Financial Automobile Leasing Trust Series 2021-1 0.330% 2/20/25 1,085 1,059
3 GM Financial Automobile Leasing Trust Series 2021-1 0.540% 2/20/25 690 667
3 GM Financial Automobile Leasing Trust Series 2021-2 0.410% 5/20/25 850 815
3 GM Financial Automobile Leasing Trust Series 2021-3 0.390% 10/21/24 7,925 7,663
3 GM Financial Automobile Leasing Trust Series 2021-3 0.500% 7/21/25 1,275 1,205
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 GM Financial Automobile Leasing Trust Series 2022-1 1.900% 3/20/25     11,500      11,097
3 GM Financial Automobile Leasing Trust Series 2022-1 1.960% 2/20/26      2,350       2,242
3 GM Financial Automobile Leasing Trust Series 2022-2 3.420% 6/20/25      5,175       5,079
3 GM Financial Automobile Leasing Trust Series 2022-2 3.540% 5/20/26      1,575       1,540
3 GM Financial Automobile Leasing Trust Series 2022-2 4.020% 5/20/26        525         513
3 GM Financial Automobile Leasing Trust Series 2022-3 4.010% 9/22/25      5,250       5,187
3 GM Financial Automobile Leasing Trust Series 2022-3 4.110% 8/20/26      2,150       2,121
3 GM Financial Consumer Automobile Receivables Trust Series 2020-1 1.900% 3/17/25      1,580       1,546
3 GM Financial Consumer Automobile Receivables Trust Series 2020-3 0.450% 4/16/25      6,003       5,862
3 GM Financial Consumer Automobile Receivables Trust Series 2020-3 0.580% 1/16/26      1,700       1,609
3 GM Financial Consumer Automobile Receivables Trust Series 2020-4 0.380% 8/18/25      5,342       5,212
3 GM Financial Consumer Automobile Receivables Trust Series 2020-4 0.500% 2/17/26      1,000         935
3 GM Financial Consumer Automobile Receivables Trust Series 2021-1 0.350% 10/16/25      4,250       4,125
3 GM Financial Consumer Automobile Receivables Trust Series 2021-1 0.540% 5/17/27      4,945       4,599
3 GM Financial Consumer Automobile Receivables Trust Series 2021-2 0.510% 4/16/26 3,450 3,311
3 GM Financial Consumer Automobile Receivables Trust Series 2021-2 0.820% 10/16/26 1,050 965
3 GM Financial Consumer Automobile Receivables Trust Series 2021-3 0.480% 6/16/26 6,425 6,131
3 GM Financial Consumer Automobile Receivables Trust Series 2021-3 0.730% 8/16/27 3,150 2,879
3 GM Financial Consumer Automobile Receivables Trust Series 2021-4 0.680% 9/16/26 3,850 3,632
3 GM Financial Consumer Automobile Receivables Trust Series 2021-4 0.990% 10/18/27 1,450 1,313
3 GM Financial Consumer Automobile Receivables Trust Series 2022-1 1.260% 11/16/26 2,750 2,618
3 GM Financial Consumer Automobile Receivables Trust Series 2022-1 1.510% 4/17/28 925 846
3 GM Financial Consumer Automobile Receivables Trust Series 2022-2 3.100% 2/16/27 3,875 3,757
3 GM Financial Consumer Automobile Receivables Trust Series 2022-2 3.250% 4/17/28 650 624
3 GM Financial Consumer Automobile Receivables Trust Series 2022-3 3.640% 4/16/27 4,036 3,962
3 GM Financial Consumer Automobile Receivables Trust Series 2022-3 3.710% 12/16/27 1,739 1,686
3 GS Mortgage Securities Corp. II Series 2013-GC10 2.943% 2/10/46 4,077 4,063
3 GS Mortgage Securities Corp. II Series 2013-GC10 3.279% 2/10/46 1,529 1,520
3 GS Mortgage Securities Trust Series 2012-GCJ9 2.773% 11/10/45 38 38
3 GS Mortgage Securities Trust Series 2013-GC12 3.375% 6/10/46 1,792 1,765
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 GS Mortgage Securities Trust Series 2013-GC14 3.817% 8/10/46        198         197
3 GS Mortgage Securities Trust Series 2013-GC14 4.243% 8/10/46      7,350       7,301
3 GS Mortgage Securities Trust Series 2013-GC16 3.813% 11/10/46        307         305
3 GS Mortgage Securities Trust Series 2013-GC16 4.271% 11/10/46      8,725       8,650
3 GS Mortgage Securities Trust Series 2014-GC18 4.074% 1/10/47     18,304      18,033
3 GS Mortgage Securities Trust Series 2014-GC18 4.383% 1/10/47      1,975       1,937
3 GS Mortgage Securities Trust Series 2014-GC22 3.467% 6/10/47        637         629
3 GS Mortgage Securities Trust Series 2014-GC22 3.516% 6/10/47        124         122
3 GS Mortgage Securities Trust Series 2014-GC22 3.862% 6/10/47      1,950       1,910
3 GS Mortgage Securities Trust Series 2014-GC24 3.931% 9/10/47      7,125       6,931
3 GS Mortgage Securities Trust Series 2014-GC24 4.644% 9/10/47      1,675       1,574
3 GS Mortgage Securities Trust Series 2014-GC26 3.365% 11/10/47      1,452       1,426
3 GS Mortgage Securities Trust Series 2014-GC26 3.629% 11/10/47     11,450      11,076
3 GS Mortgage Securities Trust Series 2014-GC26 3.964% 11/10/47      2,000       1,899
3 GS Mortgage Securities Trust Series 2014-GC26 4.215% 11/10/47 1,700 1,595
3 GS Mortgage Securities Trust Series 2015-GC28 3.396% 2/10/48 6,200 5,961
3 GS Mortgage Securities Trust Series 2015-GC30 3.382% 5/10/50 5,700 5,441
3 GS Mortgage Securities Trust Series 2015-GC32 3.513% 7/10/48 3,308 3,210
3 GS Mortgage Securities Trust Series 2015-GC32 3.764% 7/10/48 2,275 2,187
3 GS Mortgage Securities Trust Series 2015-GC34 3.244% 10/10/48 2,358 2,240
3 GS Mortgage Securities Trust Series 2015-GC34 3.278% 10/10/48 4,015 3,894
3 GS Mortgage Securities Trust Series 2015-GC34 3.506% 10/10/48 5,600 5,317
3 GS Mortgage Securities Trust Series 2016-GS2 3.050% 5/10/49 4,425 4,117
3 GS Mortgage Securities Trust Series 2016-GS3 2.850% 10/10/49 11,450 10,531
3 GS Mortgage Securities Trust Series 2016-GS4 3.442% 11/10/49 3,950 3,693
3 GS Mortgage Securities Trust Series 2016-GS4 3.645% 11/10/49 2,925 2,695
3 GS Mortgage Securities Trust Series 2017-GS5 3.674% 3/10/50 8,350 7,834
3 GS Mortgage Securities Trust Series 2017-GS5 3.826% 3/10/50 3,350 3,103
3 GS Mortgage Securities Trust Series 2017-GS6 3.433% 5/10/50 12,250 11,385
3 GS Mortgage Securities Trust Series 2017-GS6 3.638% 5/10/50 600 551
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 GS Mortgage Securities Trust Series 2017-GS6 4.322% 5/10/50      1,000         896
3 GS Mortgage Securities Trust Series 2017-GS7 3.430% 8/10/50     13,194      12,240
3 GS Mortgage Securities Trust Series 2017-GS7 3.663% 8/10/50      3,519       3,194
3 GS Mortgage Securities Trust Series 2017-GS8 3.205% 11/10/50     10,000       9,157
3 GS Mortgage Securities Trust Series 2019-GC38 3.968% 2/10/52      3,150       2,949
3 GS Mortgage Securities Trust Series 2019-GC39 3.567% 5/10/52      7,675       7,014
3 GS Mortgage Securities Trust Series 2019-GC40 2.904% 7/10/52      2,525       2,207
3 GS Mortgage Securities Trust Series 2019-GC40 3.160% 7/10/52      7,970       7,105
3 GS Mortgage Securities Trust Series 2019-GC42 3.001% 9/1/52     16,200      14,295
3 GS Mortgage Securities Trust Series 2019-GC42 3.212% 9/1/52      3,775       3,253
3 GS Mortgage Securities Trust Series 2019-GSA1 3.048% 11/10/52      7,164       6,207
3 GS Mortgage Securities Trust Series 2020-GC45 2.911% 2/13/53      7,370       6,353
3 GS Mortgage Securities Trust Series 2020-GC45 3.173% 2/13/53      2,110       1,792
3 GS Mortgage Securities Trust Series 2020-GC47 2.377% 5/12/53      4,270       3,523
3 GS Mortgage Securities Trust Series 2020-GSA2 2.012% 12/12/53 7,200 5,659
3 GS Mortgage Securities Trust Series 2020-GSA2 2.224% 12/12/53 1,100 863
3 Harley-Davidson Motorcycle Trust Series 2021-B 0.560% 11/16/26 10,000 9,655
3 Harley-Davidson Motorcycle Trust Series 2021-B 0.820% 5/15/29 1,875 1,752
3 Harley-Davidson Motorcycle Trust Series 2022-A 3.060% 2/15/27 1,504 1,453
3 Harley-Davidson Motorcycle Trust Series 2022-A 3.260% 1/15/30 1,050 994
3 Honda Auto Receivables Owner Trust Series 2020-1 1.630% 10/21/26 965 946
3 Honda Auto Receivables Owner Trust Series 2020-3 0.460% 4/19/27 1,275 1,217
3 Honda Auto Receivables Owner Trust Series 2021-1 0.270% 4/21/25 5,579 5,419
3 Honda Auto Receivables Owner Trust Series 2021-1 0.420% 1/21/28 2,725 2,528
3 Honda Auto Receivables Owner Trust Series 2021-2 0.330% 8/15/25 7,900 7,623
3 Honda Auto Receivables Owner Trust Series 2021-3 0.410% 11/18/25 4,225 4,027
3 Honda Auto Receivables Owner Trust Series 2021-3 0.600% 12/20/27 925 842
3 Honda Auto Receivables Owner Trust Series 2021-4 0.880% 1/21/26 5,700 5,402
3 Honda Auto Receivables Owner Trust Series 2021-4 1.140% 6/21/28 1,050 958
3 Honda Auto Receivables Owner Trust Series 2022-1 1.880% 5/15/26 2,750 2,635
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Honda Auto Receivables Owner Trust Series 2022-1 2.040% 12/15/28      1,050         975
3 Honda Auto Receivables Owner Trust Series 2022-2 3.730% 7/20/26      2,950       2,888
3 Honda Auto Receivables Owner Trust Series 2022-2 3.760% 12/18/28        775         755
3 Hyundai Auto Receivables Trust Series 2019-B 2.000% 4/15/25        975         964
3 Hyundai Auto Receivables Trust Series 2020-A 1.410% 11/15/24        367         363
3 Hyundai Auto Receivables Trust Series 2020-B 0.480% 12/16/24      1,287       1,270
3 Hyundai Auto Receivables Trust Series 2020-B 0.620% 12/15/25      1,125       1,081
3 Hyundai Auto Receivables Trust Series 2020-C 0.380% 5/15/25      2,593       2,531
3 Hyundai Auto Receivables Trust Series 2020-C 0.490% 11/16/26        850         795
3 Hyundai Auto Receivables Trust Series 2021-A 0.380% 9/15/25      2,375       2,293
3 Hyundai Auto Receivables Trust Series 2021-A 0.620% 5/17/27      1,050         970
3 Hyundai Auto Receivables Trust Series 2021-C 0.740% 5/15/26      3,150       2,975
3 Hyundai Auto Receivables Trust Series 2021-C 1.030% 12/15/27      1,325       1,204
3 Hyundai Auto Receivables Trust Series 2022-B 3.720% 11/16/26      4,425       4,351
3 John Deere Owner Trust Series 2021-B 0.520% 3/16/26 5,775 5,469
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 2.840% 12/15/47 515 513
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 3.143% 12/15/47 1,420 1,412
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 3.372% 12/15/47 1,735 1,720
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 3.674% 12/15/46 321 319
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 3.881% 12/15/46 1,374 1,360
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 4.166% 12/15/46 9,174 9,070
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 4.517% 12/15/46 1,600 1,578
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 5.106% 12/15/46 1,600 1,578
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 2.960% 4/15/46 11,478 11,350
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 3.499% 4/15/46 2,590 2,540
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 3.805% 7/15/47 3,055 2,980
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 3.914% 1/15/49      4,600       4,446
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 2.870% 8/15/49     14,325      13,102
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 3.397% 8/15/49        725         610
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 3.648% 12/15/49      5,800       5,499
3 JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 3.870% 12/15/49      4,650       4,338
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C12 3.664% 7/15/45      1,776       1,759
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C12 4.171% 7/15/45      1,184       1,169
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C14 3.761% 8/15/46        368         364
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C14 4.133% 8/15/46      3,369       3,342
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C14 4.409% 8/15/46      1,260       1,245
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C15 3.659% 11/15/45         80          80
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C15 4.131% 11/15/45      2,940       2,910
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C15 4.420% 11/15/45      1,680       1,659
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C17 3.705% 1/15/47        399         395
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C17 4.199% 1/15/47 5,500 5,443
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C17 4.458% 1/15/47 1,100 1,084
3 JPMBB Commercial Mortgage Securities Trust Series 2013-C17 5.049% 1/15/47 1,650 1,614
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C18 4.079% 2/15/47 15,816 15,554
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C18 4.439% 2/15/47 1,173 1,149
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C18 4.947% 2/15/47 1,422 1,376
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C19 3.669% 4/15/47 442 426
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C19 3.997% 4/15/47 2,800 2,749
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C19 4.243% 4/15/47 2,225 2,156
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C21 3.428% 8/15/47 458 452
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C21 3.775% 8/15/47 1,375 1,343
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C21 3.997% 8/15/47 1,670 1,608
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C22 3.801% 9/15/47 8,325 8,118
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C22 4.110% 9/15/47 2,225 2,133
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C23 3.934% 9/15/47      4,175       4,092
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C23 4.202% 9/15/47      2,462       2,383
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C24 2.940% 11/15/47         67          65
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C24 3.639% 11/15/47      2,275       2,202
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C24 3.914% 11/15/47      4,125       3,915
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C25 3.672% 11/15/47      9,975       9,665
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C25 4.065% 11/15/47      2,775       2,659
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C26 3.494% 1/15/48     17,150      16,539
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C26 3.800% 1/15/48      2,875       2,713
3 JPMBB Commercial Mortgage Securities Trust Series 2014-C26 3.951% 1/15/48      2,875       2,713
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C27 3.017% 2/15/48      2,993       2,920
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C27 3.179% 2/15/48      3,048       2,901
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C28 3.227% 10/15/48      6,775       6,478
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C28 3.532% 10/15/48      1,725       1,618
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C29 3.304% 5/15/48 1,489 1,460
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C29 3.611% 5/15/48 4,650 4,449
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C30 3.559% 7/15/48 2,862 2,807
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C30 3.822% 7/15/48 5,675 5,445
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C30 4.226% 7/15/48 2,900 2,783
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C31 3.540% 8/15/48 1,590 1,551
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C31 3.801% 8/15/48 8,647 8,319
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C32 3.358% 11/15/48 3,224 3,131
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C32 3.598% 11/15/48 5,875 5,566
3 JPMBB Commercial Mortgage Securities Trust Series 2015-C33 3.770% 12/15/48 4,230 4,043
3 JPMBB Commercial Mortgage Securities Trust Series 2016-C1 3.316% 3/17/49 2,949 2,870
3 JPMBB Commercial Mortgage Securities Trust Series 2016-C1 4.890% 3/17/49 330 316
3 JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 3.723% 3/15/50 17,175 16,189
3 JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 3.876% 3/15/50 3,200 2,967
3 JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 3.490% 7/15/50 10,755 10,011
3 JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 3.744% 7/15/50 4,500 4,122
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 3.454% 9/15/50      2,034       1,883
3 JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 4.029% 3/10/52     17,650      16,551
3 JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 3.386% 6/13/52     11,975      10,752
3 JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 3.669% 6/13/52      1,075         960
3 JPMDB Commercial Mortgage Securities Trust Series 2016-C2 3.144% 6/15/49      4,400       4,110
3 JPMDB Commercial Mortgage Securities Trust Series 2016-C2 3.484% 6/15/49      2,050       1,889
3 JPMDB Commercial Mortgage Securities Trust Series 2016-C4 3.141% 12/15/49        879         811
3 JPMDB Commercial Mortgage Securities Trust Series 2017-C5 3.414% 3/15/50      3,460       3,261
3 JPMDB Commercial Mortgage Securities Trust Series 2017-C5 3.694% 3/15/50     14,250      13,393
3 JPMDB Commercial Mortgage Securities Trust Series 2017-C5 3.858% 3/15/50      5,600       5,166
3 JPMDB Commercial Mortgage Securities Trust Series 2017-C7 3.409% 10/15/50      3,850       3,552
3 JPMDB Commercial Mortgage Securities Trust Series 2017-C7 3.713% 10/15/50      2,400       2,197
3 JPMDB Commercial Mortgage Securities Trust Series 2018-C8 4.211% 6/15/51     13,125      12,485
3 JPMDB Commercial Mortgage Securities Trust Series 2018-C8 4.421% 6/15/51      1,575       1,474
3 JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 3.057% 11/13/52 15,695 13,612
3 JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 2.180% 5/13/53 3,940 3,188
3 Mercedes-Benz Auto Lease Trust Series 2020-B 0.500% 6/15/26 700 689
3 Mercedes-Benz Auto Lease Trust Series 2021-A 0.250% 1/16/24 3,150 3,115
3 Mercedes-Benz Auto Lease Trust Series 2021-A 0.320% 10/15/26 1,915 1,856
3 Mercedes-Benz Auto Lease Trust Series 2021-B 0.400% 11/15/24 3,450 3,332
3 Mercedes-Benz Auto Lease Trust Series 2021-B 0.510% 3/15/27 1,450 1,369
3 Mercedes-Benz Auto Receivables Trust Series 2020-1 0.770% 10/15/26 550 525
3 Mercedes-Benz Auto Receivables Trust Series 2021-1 0.460% 6/15/26 4,550 4,304
3 Mercedes-Benz Auto Receivables Trust Series 2021-1 0.730% 12/15/27 750 680
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 2.918% 2/15/46 2,561 2,555
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 3.214% 2/15/46 599 594
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 3.134% 12/15/48 2,357 2,352
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 3.376% 12/15/48 1,800 1,786
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 4.205% 7/15/46 8,000 7,949
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 4.295% 8/15/46 1,680 1,657
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 4.259% 10/15/46      3,915       3,882
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 4.039% 11/15/46      3,500       3,449
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 4.907% 11/15/46      1,750       1,721
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 4.064% 2/15/47      3,279       3,235
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 5.021% 2/15/47      1,600       1,582
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 3.477% 6/15/47        345         340
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 3.892% 6/15/47      4,200       4,125
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 4.476% 6/15/47      1,675       1,622
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 3.923% 10/15/47      1,400       1,366
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 4.579% 10/15/47      1,675       1,609
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 3.326% 12/15/47      1,670       1,643
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 3.526% 12/15/47      5,050       4,877
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 3.069% 2/15/48      1,105       1,083
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 3.249% 2/15/48     10,125       9,695
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 3.338% 3/15/48 6,625 6,313
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 3.040% 4/15/48 2,549 2,489
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 3.306% 4/15/48 4,500 4,306
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 3.883% 4/15/48 2,875 2,682
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 3.398% 7/15/50 910 893
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 3.719% 7/15/50 5,775 5,573
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 3.732% 5/15/48 4,900 4,703
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 3.383% 10/15/48 3,410 3,324
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 3.635% 10/15/48 5,672 5,424
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 3.323% 10/15/48 2,324 2,269
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 3.531% 10/15/48 4,925 4,692
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 3.557% 12/15/47 1,800 1,760
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 3.753% 12/15/47 3,500 3,350
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 3.272% 1/15/49 3,387 3,219
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 3.288% 1/15/49 2,170 2,116
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 3.544% 1/15/49 11,975 11,373
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 3.140% 5/15/49      1,676       1,622
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 3.325% 5/15/49      1,250       1,172
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 2.860% 9/15/49     11,700      10,693
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 3.102% 11/15/49     14,200      13,108
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 3.720% 12/15/49     13,521      12,736
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 3.994% 12/15/49      4,625       4,336
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 3.599% 5/15/50      8,150       7,607
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 3.852% 5/15/50      5,200       4,799
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 3.276% 11/15/52      5,725       5,292
3 Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 3.536% 11/15/52      8,325       7,714
3 Morgan Stanley Capital I Trust Series 2015-UBS8 3.809% 12/15/48      4,100       3,923
3 Morgan Stanley Capital I Trust Series 2016-BNK2 3.049% 11/15/49      5,850       5,400
3 Morgan Stanley Capital I Trust Series 2016-BNK2 3.282% 11/15/49      4,707       4,291
3 Morgan Stanley Capital I Trust Series 2016-UB11 2.782% 8/15/49     11,700      10,673
3 Morgan Stanley Capital I Trust Series 2016-UB12 3.596% 12/15/49 11,625 10,712
3 Morgan Stanley Capital I Trust Series 2016-UB12 3.778% 12/15/49 5,000 4,459
3 Morgan Stanley Capital I Trust Series 2016-UBS9 3.329% 3/15/49 999 943
3 Morgan Stanley Capital I Trust Series 2017-H1 3.530% 6/15/50 7,500 6,967
3 Morgan Stanley Capital I Trust Series 2018-H4 4.310% 12/15/51 10,000 9,402
3 Morgan Stanley Capital I Trust Series 2019-H6 3.417% 6/15/52 14,885 13,423
3 Morgan Stanley Capital I Trust Series 2019-H6 3.700% 6/15/52 1,875 1,670
3 Morgan Stanley Capital I Trust Series 2019-H7 3.261% 7/15/52 5,625 4,982
3 Morgan Stanley Capital I Trust Series 2019-L2 3.806% 3/15/52 4,100 3,826
3 Morgan Stanley Capital I Trust Series 2019-L2 4.071% 3/15/52 8,435 7,945
3 Morgan Stanley Capital I Trust Series 2019-L3 3.127% 11/15/52 10,950 9,646
3 Morgan Stanley Capital I Trust Series 2020-HR8 2.041% 7/15/53 7,595 6,113
3 Morgan Stanley Capital I Trust Series 2020-L4 2.698% 2/15/53 10,525 8,973
3 Morgan Stanley Capital I Trust Series 2020-L4 2.880% 2/15/53 1,575 1,313
3 Morgan Stanley Capital I Trust Series 2021-L6 2.444% 6/15/54 5,275 4,291
3 Morgan Stanley Capital I Trust Series 2021-L6 2.749% 6/15/54 900 718
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Morgan Stanley Capital I Trust Series 2021-L6 2.951% 6/15/54        525         408
3 Morgan Stanley Capital I Trust Series 2021-L7 2.574% 10/15/54     10,560       8,555
3 Morgan Stanley Capital I Trust Series 2022-L8 3.922% 4/15/55     10,450       9,402
3 New York City Housing Development Corp. Series 2014-8SPR 3.709% 2/15/48        150         143
3 Nissan Auto Lease Trust Series 2021-A 0.520% 8/15/24      5,025       4,880
3 Nissan Auto Lease Trust Series 2021-A 0.650% 7/15/26      1,050       1,003
3 Nissan Auto Lease Trust Series 2022-A 3.870% 7/15/27      1,325       1,306
3 Nissan Auto Receivables Owner Trust Series 2019-C 1.950% 5/15/26      2,150       2,107
3 Nissan Auto Receivables Owner Trust Series 2020-B 0.550% 7/15/24      1,127       1,116
3 Nissan Auto Receivables Owner Trust Series 2020-B 0.710% 2/16/27        850         815
3 Nissan Auto Receivables Owner Trust Series 2021-A 0.330% 10/15/25      6,975       6,680
3 Nissan Auto Receivables Owner Trust Series 2021-A 0.570% 9/15/27      3,300       2,964
3 Nissan Auto Receivables Owner Trust Series 2022-A 1.860% 8/17/26      3,400       3,237
3 Nissan Auto Receivables Owner Trust Series 2022-A 2.070% 12/17/29      2,100       1,934
3 Nissan Auto Receivables Owner Trust Series 2022-B 4.460% 5/17/27 4,200 4,178
3 Nissan Auto Receivables Owner Trust Series 2022-B 4.450% 11/15/29 1,050 1,033
3 PSNH Funding LLC 3 Series 2018-1 3.506% 8/1/28 1,175 1,123
3 PSNH Funding LLC 3 Series 2018-1 3.814% 2/1/35 2,825 2,599
3 Santander Drive Auto Receivables Trust Series 2020-2 1.460% 9/15/25 1,132 1,127
3 Santander Drive Auto Receivables Trust Series 2020-3 1.120% 1/15/26 1,206 1,197
3 Santander Drive Auto Receivables Trust Series 2021-1 0.500% 4/15/25 1,400 1,399
3 Santander Drive Auto Receivables Trust Series 2021-1 0.750% 2/17/26 3,125 3,075
3 Santander Drive Auto Receivables Trust Series 2021-2 0.590% 9/15/25 1,884 1,875
3 Santander Drive Auto Receivables Trust Series 2021-2 1.350% 7/15/27 3,900 3,679
3 Santander Drive Auto Receivables Trust Series 2021-3 0.950% 9/15/27 2,625 2,533
3 Santander Drive Auto Receivables Trust Series 2021-3 1.330% 9/15/27 3,700 3,478
3 Santander Drive Auto Receivables Trust Series 2021-4 0.880% 6/15/26 6,100 5,942
3 Santander Drive Auto Receivables Trust Series 2021-4 1.260% 2/16/27 3,175 3,037
3 Santander Drive Auto Receivables Trust Series 2021-4 1.670% 10/15/27 1,400 1,299
3 Santander Drive Auto Receivables Trust Series 2022-1 2.360% 8/17/26 4,175 4,058
3 Santander Drive Auto Receivables Trust Series 2022-1 2.560% 4/17/28 2,100 1,999
3 Santander Drive Auto Receivables Trust Series 2022-2 3.440% 9/15/27 3,675 3,530
3 Santander Drive Auto Receivables Trust Series 2022-2 3.760% 7/16/29 2,625 2,536
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Santander Drive Auto Receivables Trust Series 2022-3 4.130% 8/16/27      2,775       2,711
3 Santander Drive Auto Receivables Trust Series 2022-5 4.430% 3/15/27      1,825       1,793
3 Santander Drive Auto Receivables Trust Series 2022-5 4.740% 10/16/28      2,025       1,984
3 Santander Drive Auto Receivables Trust Series 2022-6 4.720% 6/15/27        825         815
3 Santander Drive Auto Receivables Trust Series 2022-6 4.960% 11/15/28      1,050       1,035
3 SG Commercial Mortgage Securities Trust Series 2016-C5 3.055% 10/10/48      9,000       8,266
3 Synchrony Card Funding LLC Series 2022-A1 3.370% 4/15/28     12,600      12,216
3 Toyota Auto Receivables Owner Trust Series 2020-A 1.680% 5/15/25      2,315       2,250
3 Toyota Auto Receivables Owner Trust Series 2020-B 1.360% 8/15/24        297         294
3 Toyota Auto Receivables Owner Trust Series 2020-C 0.440% 10/15/24      1,246       1,226
3 Toyota Auto Receivables Owner Trust Series 2020-D 0.350% 1/15/25      3,025       2,968
3 Toyota Auto Receivables Owner Trust Series 2020-D 0.470% 1/15/26        925         876
3 Toyota Auto Receivables Owner Trust Series 2021-A 0.260% 5/15/25      3,106       3,026
3 Toyota Auto Receivables Owner Trust Series 2021-A 0.390% 6/15/26      1,485       1,361
3 Toyota Auto Receivables Owner Trust Series 2021-B 0.260% 11/17/25 21,050 20,161
3 Toyota Auto Receivables Owner Trust Series 2021-B 0.530% 10/15/26 2,650 2,414
3 Toyota Auto Receivables Owner Trust Series 2021-C 0.430% 1/15/26 7,375 6,976
3 Toyota Auto Receivables Owner Trust Series 2021-C 0.720% 1/15/27 1,575 1,423
3 Toyota Auto Receivables Owner Trust Series 2021-D 0.710% 4/15/26 3,675 3,482
3 Toyota Auto Receivables Owner Trust Series 2021-D 1.020% 3/15/27 1,150 1,034
3 Toyota Auto Receivables Owner Trust Series 2022-B 2.930% 9/15/26 4,675 4,531
3 Toyota Auto Receivables Owner Trust Series 2022-B 3.110% 8/16/27 1,050 1,004
3 Toyota Auto Receivables Owner Trust Series 2022-C 3.760% 4/15/27 4,715 4,627
3 Toyota Auto Receivables Owner Trust Series 2022-C 3.770% 2/15/28 650 635
3 UBS Commercial Mortgage Trust Series 2017-C1 3.460% 6/15/50 10,100 9,312
3 UBS Commercial Mortgage Trust Series 2017-C1 3.724% 6/15/50 4,800 4,245
3 UBS Commercial Mortgage Trust Series 2017-C2 3.487% 8/15/50 8,050 7,410
3 UBS Commercial Mortgage Trust Series 2017-C2 3.740% 8/15/50 2,150 1,951
3 UBS Commercial Mortgage Trust Series 2017-C3 3.426% 8/15/50 9,700 8,954
3 UBS Commercial Mortgage Trust Series 2017-C3 3.739% 8/15/50 4,050 3,714
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 UBS Commercial Mortgage Trust Series 2017-C4 3.301% 10/15/50      6,267       5,765
3 UBS Commercial Mortgage Trust Series 2017-C4 3.563% 10/15/50      8,050       7,425
3 UBS Commercial Mortgage Trust Series 2017-C4 3.836% 10/15/50      3,562       3,264
3 UBS Commercial Mortgage Trust Series 2017-C5 3.474% 11/15/50      5,325       4,942
3 UBS Commercial Mortgage Trust Series 2017-C7 3.679% 12/15/50      8,225       7,652
3 UBS Commercial Mortgage Trust Series 2017-C7 4.061% 12/15/50      4,375       4,027
3 UBS Commercial Mortgage Trust Series 2018-C8 3.720% 2/15/51      7,791       7,356
3 UBS Commercial Mortgage Trust Series 2018-C8 3.983% 2/15/51     15,850      14,905
3 UBS Commercial Mortgage Trust Series 2018-C8 4.215% 2/15/51      4,225       3,954
3 UBS Commercial Mortgage Trust Series 2018-C9 4.117% 3/15/51     15,800      15,002
3 UBS Commercial Mortgage Trust Series 2018-C10 4.313% 5/15/51     10,475       9,995
3 UBS Commercial Mortgage Trust Series 2018-C11 4.241% 6/15/51      2,650       2,503
3 UBS Commercial Mortgage Trust Series 2018-C12 4.296% 8/15/51      5,975       5,675
3 UBS Commercial Mortgage Trust Series 2018-C12 4.587% 8/15/51      4,000       3,772
3 UBS Commercial Mortgage Trust Series 2018-C13 4.208% 10/15/51 956 947
3 UBS Commercial Mortgage Trust Series 2018-C13 4.334% 10/15/51 5,825 5,585
3 UBS Commercial Mortgage Trust Series 2018-C13 4.585% 10/15/51 1,075 1,016
3 UBS Commercial Mortgage Trust Series 2018-C14 4.448% 12/15/51 12,950 12,336
3 UBS Commercial Mortgage Trust Series 2018-C15 4.341% 12/15/51 8,975 8,534
3 UBS Commercial Mortgage Trust Series 2019-C16 3.605% 4/15/52 5,250 4,752
3 UBS Commercial Mortgage Trust Series 2019-C16 3.887% 4/15/52 1,575 1,425
3 UBS Commercial Mortgage Trust Series 2019-C17 2.921% 10/15/52 6,475 5,567
3 UBS Commercial Mortgage Trust Series 2019-C18 3.035% 12/15/52 3,800 3,300
3 UBS Commercial Mortgage Trust Series 2019-C18 3.378% 12/15/52 2,300 1,993
3 UBS-Barclays Commercial Mortgage Trust Series 2013-C6 3.244% 4/10/46 7,716 7,656
3 UBS-Barclays Commercial Mortgage Trust Series 2013-C6 3.469% 4/10/46 1,150 1,138
3 Verizon Master Trust Series 2021-1 0.500% 5/20/27 36,015 33,636
3 Verizon Master Trust Series 2021-2 0.990% 4/20/28 22,200 20,556
3 Verizon Master Trust Series 2022-2 1.530% 7/20/28 8,625 8,005
3 Verizon Master Trust Series 2022-4 3.400% 11/20/28 12,000 11,599
3 Verizon Master Trust Series 2022-6 3.670% 1/22/29 7,400 7,208
3 Verizon Owner Trust Series 2020-C 0.410% 4/21/25 14,090 13,798
3 Volkswagen Auto Loan Enhanced Trust Series 2020-1 0.980% 11/20/24 695 684
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Volkswagen Auto Loan Enhanced Trust Series 2021-1 1.020% 6/22/26      7,625       7,234
3 Volkswagen Auto Loan Enhanced Trust Series 2021-1 1.260% 10/20/28      1,050         961
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC16 3.477% 8/15/50        361         356
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC16 3.817% 8/15/50     23,025      22,398
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC16 4.020% 8/15/50        550         532
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC18 3.244% 12/15/47        855         839
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC18 3.405% 12/15/47      5,650       5,435
3 Wells Fargo Commercial Mortgage Trust Series 2014-LC18 3.808% 12/15/47      2,850       2,705
3 Wells Fargo Commercial Mortgage Trust Series 2015-C26 2.991% 2/15/48      2,764       2,703
3 Wells Fargo Commercial Mortgage Trust Series 2015-C26 3.166% 2/15/48      3,150       3,004
3 Wells Fargo Commercial Mortgage Trust Series 2015-C26 3.580% 2/15/48      2,275       2,168
3 Wells Fargo Commercial Mortgage Trust Series 2015-C27 3.190% 2/15/48      8,301       7,958
3 Wells Fargo Commercial Mortgage Trust Series 2015-C28 3.540% 5/15/48      8,500       8,161
3 Wells Fargo Commercial Mortgage Trust Series 2015-C28 3.872% 5/15/48      1,619       1,543
3 Wells Fargo Commercial Mortgage Trust Series 2015-C29 3.400% 6/15/48 2,963 2,907
3 Wells Fargo Commercial Mortgage Trust Series 2015-C29 3.637% 6/15/48 8,500 8,150
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC20 2.978% 4/15/50 742 726
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC20 3.184% 4/15/50 14,401 13,718
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC20 3.719% 4/15/50 2,850 2,664
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC22 3.571% 9/15/58 1,368 1,334
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC22 3.839% 9/15/58 3,425 3,298
3 Wells Fargo Commercial Mortgage Trust Series 2015-LC22 4.207% 9/15/58 2,925 2,794
3 Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 2.632% 5/15/48 31 31
3 Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 2.934% 5/15/48 1,581 1,557
3 Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 3.148% 5/15/48 2,275 2,171
3 Wells Fargo Commercial Mortgage Trust Series 2015-P2 3.656% 12/15/48 3,108 3,039
3 Wells Fargo Commercial Mortgage Trust Series 2015-P2 3.809% 12/15/48 2,950 2,824
3 Wells Fargo Commercial Mortgage Trust Series 2015-SG1 3.789% 9/15/48 10,070 9,644
3 Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 2.652% 8/15/49 13,850 12,663
3 Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 2.814% 8/15/49 1,800 1,606
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Wells Fargo Commercial Mortgage Trust Series 2016-C32 3.324% 1/15/59      2,074       2,016
3 Wells Fargo Commercial Mortgage Trust Series 2016-C32 3.560% 1/15/59      6,700       6,370
3 Wells Fargo Commercial Mortgage Trust Series 2016-C33 3.426% 3/15/59      2,350       2,203
3 Wells Fargo Commercial Mortgage Trust Series 2016-C34 3.096% 6/15/49      4,700       4,373
3 Wells Fargo Commercial Mortgage Trust Series 2016-C36 2.807% 11/15/59      2,465       2,259
3 Wells Fargo Commercial Mortgage Trust Series 2016-C37 3.794% 12/15/49      4,675       4,419
3 Wells Fargo Commercial Mortgage Trust Series 2016-LC24 2.825% 10/15/49      3,969       3,815
3 Wells Fargo Commercial Mortgage Trust Series 2016-LC24 2.942% 10/15/49      9,053       8,348
3 Wells Fargo Commercial Mortgage Trust Series 2016-LC25 3.640% 12/15/59      1,530       1,436
3 Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 2.918% 11/15/49      1,160       1,066
3 Wells Fargo Commercial Mortgage Trust Series 2017-C38 3.453% 7/15/50     11,445      10,600
3 Wells Fargo Commercial Mortgage Trust Series 2017-C38 3.665% 7/15/50      3,243       2,951
3 Wells Fargo Commercial Mortgage Trust Series 2017-C39 3.418% 9/15/50      9,675       9,030
3 Wells Fargo Commercial Mortgage Trust Series 2017-C39 3.702% 9/15/50      5,375       4,842
3 Wells Fargo Commercial Mortgage Trust Series 2017-C40 3.317% 10/15/50 5,350 4,919
3 Wells Fargo Commercial Mortgage Trust Series 2017-C40 3.581% 10/15/50 8,025 7,447
3 Wells Fargo Commercial Mortgage Trust Series 2017-C40 3.854% 10/15/50 2,150 1,965
3 Wells Fargo Commercial Mortgage Trust Series 2017-C41 3.472% 11/15/50 13,300 12,256
3 Wells Fargo Commercial Mortgage Trust Series 2017-C42 3.330% 12/15/50 4,815 4,420
3 Wells Fargo Commercial Mortgage Trust Series 2017-RB1 3.635% 3/15/50 8,600 8,013
3 Wells Fargo Commercial Mortgage Trust Series 2017-RC1 3.631% 1/15/60 8,500 7,986
3 Wells Fargo Commercial Mortgage Trust Series 2018-C43 4.012% 3/15/51 15,825 14,930
3 Wells Fargo Commercial Mortgage Trust Series 2018-C43 4.152% 3/15/51 2,742 2,552
3 Wells Fargo Commercial Mortgage Trust Series 2018-C44 4.212% 5/15/51 10,550 10,034
3 Wells Fargo Commercial Mortgage Trust Series 2018-C45 4.184% 6/15/51 10,125 9,609
3 Wells Fargo Commercial Mortgage Trust Series 2018-C46 4.152% 8/15/51 6,100 5,765
3 Wells Fargo Commercial Mortgage Trust Series 2018-C47 4.442% 9/15/61 10,600 10,204
3 Wells Fargo Commercial Mortgage Trust Series 2018-C48 4.302% 1/15/52 4,051 3,850
3 Wells Fargo Commercial Mortgage Trust Series 2019-C49 4.023% 3/15/52 13,225 12,495
3 Wells Fargo Commercial Mortgage Trust Series 2019-C50 3.729% 5/15/52 7,650 6,984
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Wells Fargo Commercial Mortgage Trust Series 2019-C51 3.311% 6/15/52     11,175      10,023
3 Wells Fargo Commercial Mortgage Trust Series 2019-C52 2.892% 8/15/52      2,825       2,433
3 Wells Fargo Commercial Mortgage Trust Series 2019-C52 3.143% 8/15/52      4,750       4,043
3 Wells Fargo Commercial Mortgage Trust Series 2019-C53 3.040% 10/15/52     10,700       9,298
3 Wells Fargo Commercial Mortgage Trust Series 2019-C54 3.146% 12/15/52      6,405       5,633
3 Wells Fargo Commercial Mortgage Trust Series 2020-C55 2.725% 2/15/53     12,750      10,771
3 Wells Fargo Commercial Mortgage Trust Series 2020-C56 2.448% 6/15/53      2,250       1,858
3 Wells Fargo Commercial Mortgage Trust Series 2020-C58 2.092% 7/15/53      2,775       2,203
3 Wells Fargo Commercial Mortgage Trust Series 2021-C59 2.626% 4/15/54      5,820       4,781
3 WFRBS Commercial Mortgage Trust Series 2012-C10 2.875% 12/15/45      3,998       3,988
3 WFRBS Commercial Mortgage Trust Series 2013-C12 3.198% 3/15/48      1,211       1,206
3 WFRBS Commercial Mortgage Trust Series 2013-C12 3.560% 3/15/48        820         813
3 WFRBS Commercial Mortgage Trust Series 2013-C13 3.001% 5/15/45      3,436       3,398
3 WFRBS Commercial Mortgage Trust Series 2013-C13 3.345% 5/15/45        673         664
3 WFRBS Commercial Mortgage Trust Series 2013-C14 3.488% 6/15/46 3,000 2,950
3 WFRBS Commercial Mortgage Trust Series 2013-C15 3.720% 8/15/46 139 138
3 WFRBS Commercial Mortgage Trust Series 2013-C15 4.358% 8/15/46 1,120 1,100
3 WFRBS Commercial Mortgage Trust Series 2013-C16 3.963% 9/15/46 292 288
3 WFRBS Commercial Mortgage Trust Series 2013-C16 4.415% 9/15/46 1,250 1,240
3 WFRBS Commercial Mortgage Trust Series 2013-C16 4.668% 9/15/46 2,100 2,078
3 WFRBS Commercial Mortgage Trust Series 2013-C17 3.558% 12/15/46 229 227
3 WFRBS Commercial Mortgage Trust Series 2013-C17 4.023% 12/15/46 1,450 1,430
3 WFRBS Commercial Mortgage Trust Series 2013-C17 4.255% 12/15/46 1,150 1,130
3 WFRBS Commercial Mortgage Trust Series 2013-C17 4.788% 12/15/46 1,150 1,132
3 WFRBS Commercial Mortgage Trust Series 2013-C18 4.162% 12/15/46 5,010 4,939
3 WFRBS Commercial Mortgage Trust Series 2013-C18 4.387% 12/15/46 575 566
3 WFRBS Commercial Mortgage Trust Series 2013-C18 5.027% 12/15/46 862 842
3 WFRBS Commercial Mortgage Trust Series 2013-UBS1 4.079% 3/15/46 2,091 2,065
3 WFRBS Commercial Mortgage Trust Series 2013-UBS1 5.203% 3/15/46 575 567
3 WFRBS Commercial Mortgage Trust Series 2014-C19 3.618% 3/15/47 265 262
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 WFRBS Commercial Mortgage Trust Series 2014-C19 4.101% 3/15/47      2,825       2,778
3 WFRBS Commercial Mortgage Trust Series 2014-C19 4.723% 3/15/47        950         918
3 WFRBS Commercial Mortgage Trust Series 2014-C20 3.638% 5/15/47        324         320
3 WFRBS Commercial Mortgage Trust Series 2014-C20 3.723% 5/15/47      1,561       1,532
3 WFRBS Commercial Mortgage Trust Series 2014-C20 3.995% 5/15/47      1,675       1,643
3 WFRBS Commercial Mortgage Trust Series 2014-C20 4.176% 5/15/47      1,675       1,626
3 WFRBS Commercial Mortgage Trust Series 2014-C21 3.410% 8/15/47      1,278       1,238
3 WFRBS Commercial Mortgage Trust Series 2014-C21 3.678% 8/15/47      4,000       3,902
3 WFRBS Commercial Mortgage Trust Series 2014-C22 3.752% 9/15/57      8,200       7,976
3 WFRBS Commercial Mortgage Trust Series 2014-C22 4.371% 9/15/57      1,675       1,604
3 WFRBS Commercial Mortgage Trust Series 2014-C23 3.636% 10/15/57      1,252       1,235
3 WFRBS Commercial Mortgage Trust Series 2014-C23 3.917% 10/15/57      1,675       1,634
3 WFRBS Commercial Mortgage Trust Series 2014-C23 4.210% 10/15/57      1,125       1,091
3 WFRBS Commercial Mortgage Trust Series 2014-C24 3.428% 11/15/47      1,084       1,061
3 WFRBS Commercial Mortgage Trust Series 2014-C24 3.607% 11/15/47 2,860 2,764
3 WFRBS Commercial Mortgage Trust Series 2014-C25 3.631% 11/15/47 3,050 2,950
3 WFRBS Commercial Mortgage Trust Series 2014-LC14 3.522% 3/15/47 671 665
3 WFRBS Commercial Mortgage Trust Series 2014-LC14 4.045% 3/15/47 6,720 6,614
3 WFRBS Commercial Mortgage Trust Series 2014-LC14 4.351% 3/15/47 2,800 2,735
3 World Omni Auto Receivables Trust Series 2019-C 1.960% 12/16/24 1,944 1,932
3 World Omni Auto Receivables Trust Series 2019-C 2.030% 12/15/25 1,705 1,668
3 World Omni Auto Receivables Trust Series 2020-B 0.630% 5/15/25 1,581 1,552
3 World Omni Auto Receivables Trust Series 2020-B 0.820% 1/15/26 615 585
3 World Omni Auto Receivables Trust Series 2020-C 0.480% 11/17/25 2,370 2,312
3 World Omni Auto Receivables Trust Series 2020-C 0.610% 10/15/26 1,125 1,053
3 World Omni Auto Receivables Trust Series 2021-A 0.300% 1/15/26 2,927 2,833
3 World Omni Auto Receivables Trust Series 2021-A 0.480% 9/15/26 875 808
3 World Omni Auto Receivables Trust Series 2021-B 0.420% 6/15/26 5,035 4,831
3 World Omni Auto Receivables Trust Series 2021-C 0.440% 8/17/26 5,275 5,025
3 World Omni Auto Receivables Trust Series 2021-C 0.640% 9/15/27 1,850 1,694
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 World Omni Auto Receivables Trust Series 2021-D 0.810% 10/15/26      5,200       4,951
3 World Omni Auto Receivables Trust Series 2021-D 1.100% 11/15/27      3,175       2,904
3 World Omni Auto Receivables Trust Series 2022-A 1.660% 5/17/27      5,300       5,044
3 World Omni Auto Receivables Trust Series 2022-A 1.900% 3/15/28        525         483
3 World Omni Auto Receivables Trust Series 2022-B 3.250% 7/15/27      4,425       4,285
3 World Omni Auto Receivables Trust Series 2022-B 3.440% 3/15/28      1,575       1,506
3 World Omni Auto Receivables Trust Series 2022-C 3.660% 10/15/27      2,625       2,557
3 World Omni Auto Receivables Trust Series 2022-C 3.680% 9/15/28      1,325       1,275
3 World Omni Automobile Lease Securitization Trust Series 2020-A 1.790% 6/16/25        571         571
3 World Omni Automobile Lease Securitization Trust Series 2020-B 0.520% 2/17/26      1,125       1,099
3 World Omni Automobile Lease Securitization Trust Series 2021-A 0.420% 8/15/24      2,900       2,794
3 World Omni Automobile Lease Securitization Trust Series 2021-A 0.500% 11/16/26      1,050         994
3 World Omni Select Auto Trust Series 2020-A 0.550% 7/15/25        411         408
3 World Omni Select Auto Trust Series 2021-A 0.530% 3/15/27      1,850       1,790
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,838,142) 7,064,302
Corporate Bonds (26.3%)
Communications (2.3%)
  Activision Blizzard Inc. 3.400% 9/15/26 13,050 12,333
  Activision Blizzard Inc. 3.400% 6/15/27 4,431 4,128
  Activision Blizzard Inc. 1.350% 9/15/30 7,699 5,835
  Activision Blizzard Inc. 4.500% 6/15/47 6,852 5,989
  Activision Blizzard Inc. 2.500% 9/15/50 20,732 12,614
  Alphabet Inc. 0.450% 8/15/25 11,636 10,443
  Alphabet Inc. 1.998% 8/15/26 10,502 9,608
  Alphabet Inc. 0.800% 8/15/27 14,697 12,390
  Alphabet Inc. 1.100% 8/15/30 28,471 22,030
  Alphabet Inc. 1.900% 8/15/40 17,790 11,426
  Alphabet Inc. 2.050% 8/15/50 26,680 15,712
  Alphabet Inc. 2.250% 8/15/60 23,569 13,380
  America Movil SAB de CV 3.625% 4/22/29 10,392 9,333
  America Movil SAB de CV 2.875% 5/7/30 6,335 5,313
  America Movil SAB de CV 4.700% 7/21/32 10,200 9,577
  America Movil SAB de CV 6.375% 3/1/35 17,435 18,164
  America Movil SAB de CV 6.125% 11/15/37 6,577 6,533
  America Movil SAB de CV 6.125% 3/30/40 22,546 22,455
  America Movil SAB de CV 4.375% 7/16/42 16,129 13,131
  America Movil SAB de CV 4.375% 4/22/49 20,636 17,040
  AT&T Inc. 0.900% 3/25/24 27,592 26,139
  AT&T Inc. 1.700% 3/25/26 43,520 38,689
  AT&T Inc. 2.950% 7/15/26 843 773
  AT&T Inc. 3.800% 2/15/27 16,759 15,762
  AT&T Inc. 4.250% 3/1/27 16,693 16,017
  AT&T Inc. 2.300% 6/1/27 28,897 25,308
  AT&T Inc. 1.650% 2/1/28 25,963 21,367
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 AT&T Inc. 4.100% 2/15/28     20,482      19,118
  AT&T Inc. 4.350% 3/1/29     42,200      39,461
3 AT&T Inc. 4.300% 2/15/30     36,716      33,603
  AT&T Inc. 2.750% 6/1/31     39,081      31,337
  AT&T Inc. 2.250% 2/1/32     16,812      12,721
  AT&T Inc. 2.550% 12/1/33     47,714      35,507
  AT&T Inc. 4.500% 5/15/35     30,757      26,627
  AT&T Inc. 4.900% 8/15/37     17,000      15,025
  AT&T Inc. 4.850% 3/1/39     24,908      21,601
  AT&T Inc. 3.500% 6/1/41     29,636      21,366
  AT&T Inc. 4.300% 12/15/42     22,134      17,514
  AT&T Inc. 4.650% 6/1/44     14,672      11,923
  AT&T Inc. 4.350% 6/15/45     16,234      12,659
  AT&T Inc. 4.750% 5/15/46     26,726      22,391
3 AT&T Inc. 5.150% 11/15/46 11,433 9,979
  AT&T Inc. 5.450% 3/1/47 1,020 939
  AT&T Inc. 4.500% 3/9/48 29,742 23,485
  AT&T Inc. 4.550% 3/9/49 13,802 11,015
  AT&T Inc. 3.650% 6/1/51 40,977 27,945
  AT&T Inc. 3.500% 9/15/53 84,425 56,252
  AT&T Inc. 3.550% 9/15/55 95,208 62,521
  AT&T Inc. 3.800% 12/1/57 66,774 45,180
  AT&T Inc. 3.650% 9/15/59 82,076 53,287
  AT&T Inc. 3.850% 6/1/60 19,983 13,443
  Baidu Inc. 3.875% 9/29/23 11,525 11,391
  Baidu Inc. 4.375% 5/14/24 10,091 9,955
  Baidu Inc. 3.075% 4/7/25 6,970 6,591
  Baidu Inc. 1.720% 4/9/26 8,385 7,423
  Baidu Inc. 3.625% 7/6/27 10,274 9,463
  Baidu Inc. 4.375% 3/29/28 7,945 7,417
  Baidu Inc. 4.875% 11/14/28 8,950 8,532
  Baidu Inc. 3.425% 4/7/30 5,467 4,722
  Baidu Inc. 2.375% 10/9/30 4,000 3,159
  Baidu Inc. 2.375% 8/23/31 10,340 7,983
3 Bell Telephone Co. of Canada or Bell Canada 2.150% 2/15/32 755 574
  Bell Telephone Co. of Canada or Bell Canada 4.300% 7/29/49 1 1
3 Bell Telephone Co. of Canada or Bell Canada 3.650% 3/17/51 5,630 3,956
3 Bell Telephone Co. of Canada or Bell Canada 3.200% 2/15/52 5,350 3,483
  Booking Holdings Inc. 3.650% 3/15/25 9,977 9,681
  Booking Holdings Inc. 3.600% 6/1/26 16,856 15,975
  Booking Holdings Inc. 3.550% 3/15/28 9,291 8,486
  Booking Holdings Inc. 4.625% 4/13/30 20,356 19,166
  British Telecommunications plc 4.500% 12/4/23 5,450 5,406
  British Telecommunications plc 5.125% 12/4/28 6,000 5,631
  British Telecommunications plc 9.625% 12/15/30 33,338 38,528
3 Charter Communications Operating LLC 4.500% 2/1/24 17,069 16,876
  Charter Communications Operating LLC 4.908% 7/23/25 49,224 48,035
  Charter Communications Operating LLC 3.750% 2/15/28 31,355 27,783
  Charter Communications Operating LLC 4.200% 3/15/28 18,980 17,156
  Charter Communications Operating LLC 2.250% 1/15/29 17,925 14,030
  Charter Communications Operating LLC 5.050% 3/30/29 22,308 20,492
  Charter Communications Operating LLC 2.800% 4/1/31 21,149 16,046
  Charter Communications Operating LLC 2.300% 2/1/32 10,907 7,770
  Charter Communications Operating LLC 4.400% 4/1/33 7,325 6,052
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Charter Communications Operating LLC 6.384% 10/23/35     39,697      36,579
  Charter Communications Operating LLC 5.375% 4/1/38     11,478       9,285
  Charter Communications Operating LLC 3.500% 6/1/41     15,410       9,845
  Charter Communications Operating LLC 3.500% 3/1/42     19,820      12,543
  Charter Communications Operating LLC 6.484% 10/23/45     43,146      38,118
  Charter Communications Operating LLC 5.375% 5/1/47     33,814      26,038
  Charter Communications Operating LLC 5.750% 4/1/48     34,149      27,613
  Charter Communications Operating LLC 5.125% 7/1/49     16,508      12,181
  Charter Communications Operating LLC 4.800% 3/1/50     38,845      27,783
  Charter Communications Operating LLC 3.700% 4/1/51     35,807      21,752
  Charter Communications Operating LLC 3.900% 6/1/52     25,130      15,679
  Charter Communications Operating LLC 5.250% 4/1/53      6,100       4,661
  Charter Communications Operating LLC 6.834% 10/23/55     12,754      11,722
  Charter Communications Operating LLC 3.850% 4/1/61     24,028      14,075
  Charter Communications Operating LLC 4.400% 12/1/61 17,855 11,424
  Charter Communications Operating LLC 3.950% 6/30/62 17,895 10,635
  Charter Communications Operating LLC 5.500% 4/1/63 6,075 4,628
  Comcast Corp. 3.700% 4/15/24 20,344 20,008
  Comcast Corp. 3.375% 2/15/25 26,782 25,900
  Comcast Corp. 3.375% 8/15/25 34,039 32,695
  Comcast Corp. 3.950% 10/15/25 40,412 39,309
  Comcast Corp. 3.150% 3/1/26 23,670 22,318
  Comcast Corp. 2.350% 1/15/27 31,366 28,122
  Comcast Corp. 3.300% 2/1/27 18,888 17,586
  Comcast Corp. 3.300% 4/1/27 14,619 13,571
  Comcast Corp. 3.150% 2/15/28 20,121 18,269
  Comcast Corp. 3.550% 5/1/28 3,445 3,165
  Comcast Corp. 4.150% 10/15/28 54,461 51,436
  Comcast Corp. 2.650% 2/1/30 24,232 20,283
  Comcast Corp. 3.400% 4/1/30 20,580 18,122
  Comcast Corp. 4.250% 10/15/30 26,065 24,147
  Comcast Corp. 1.950% 1/15/31 21,075 16,378
  Comcast Corp. 1.500% 2/15/31 15,383 11,520
  Comcast Corp. 4.250% 1/15/33 22,829 20,724
  Comcast Corp. 7.050% 3/15/33 6,799 7,467
  Comcast Corp. 5.650% 6/15/35 6,436 6,442
  Comcast Corp. 4.400% 8/15/35 13,795 12,225
  Comcast Corp. 6.500% 11/15/35 6,415 6,857
  Comcast Corp. 3.200% 7/15/36 13,605 10,534
  Comcast Corp. 6.450% 3/15/37 14,039 14,887
  Comcast Corp. 3.900% 3/1/38 7,533 6,160
  Comcast Corp. 4.600% 10/15/38 45,442 40,211
  Comcast Corp. 6.550% 7/1/39 1,060 1,159
  Comcast Corp. 3.250% 11/1/39 19,189 14,112
  Comcast Corp. 3.750% 4/1/40 21,814 17,131
  Comcast Corp. 4.650% 7/15/42 8,817 7,555
  Comcast Corp. 4.600% 8/15/45 18,007 15,067
  Comcast Corp. 3.400% 7/15/46 17,076 12,015
  Comcast Corp. 4.000% 8/15/47 23,822 18,481
  Comcast Corp. 3.969% 11/1/47 36,213 27,698
  Comcast Corp. 4.000% 3/1/48 15,913 12,239
  Comcast Corp. 4.700% 10/15/48 22,681 19,407
  Comcast Corp. 3.999% 11/1/49 18,441 14,121
  Comcast Corp. 3.450% 2/1/50 20,960 14,615
  Comcast Corp. 2.800% 1/15/51 21,418 13,027
  Comcast Corp. 2.887% 11/1/51 61,237 38,250
  Comcast Corp. 2.450% 8/15/52 16,507 9,447
  Comcast Corp. 4.049% 11/1/52 21,218 16,185
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Comcast Corp. 2.937% 11/1/56     77,073      46,012
  Comcast Corp. 4.950% 10/15/58     14,601      12,651
  Comcast Corp. 2.650% 8/15/62     11,765       6,349
  Comcast Corp. 2.987% 11/1/63     39,444      22,882
7 Cox Communications Inc. 4.800% 2/1/35      4,100       3,607
  Deutsche Telekom International Finance BV 8.750% 6/15/30     52,484      60,187
  Deutsche Telekom International Finance BV 9.250% 6/1/32      3,525       4,320
  Discovery Communications LLC 3.800% 3/13/24      6,109       5,969
  Discovery Communications LLC 3.900% 11/15/24      6,917       6,712
  Discovery Communications LLC 3.450% 3/15/25      4,594       4,351
  Discovery Communications LLC 3.950% 6/15/25     12,316      11,770
  Discovery Communications LLC 4.900% 3/11/26     13,170      12,742
  Discovery Communications LLC 3.950% 3/20/28     25,366      22,273
  Discovery Communications LLC 4.125% 5/15/29     12,609      10,783
  Discovery Communications LLC 5.000% 9/20/37 8,868 7,029
  Discovery Communications LLC 6.350% 6/1/40 8,756 7,706
  Discovery Communications LLC 4.875% 4/1/43 11,648 8,406
  Discovery Communications LLC 5.200% 9/20/47 10,835 8,014
  Discovery Communications LLC 5.300% 5/15/49 9,963 7,458
  Discovery Communications LLC 4.650% 5/15/50 13,300 9,115
  Discovery Communications LLC 4.000% 9/15/55 19,369 11,531
  Electronic Arts Inc. 4.800% 3/1/26 5,303 5,255
  Electronic Arts Inc. 1.850% 2/15/31 10,456 8,065
  Electronic Arts Inc. 2.950% 2/15/51 9,810 6,362
  Expedia Group Inc. 5.000% 2/15/26 24,340 23,868
  Expedia Group Inc. 4.625% 8/1/27 6,663 6,257
  Expedia Group Inc. 3.800% 2/15/28 13,383 11,857
  Expedia Group Inc. 3.250% 2/15/30 11,418 9,260
  Expedia Group Inc. 2.950% 3/15/31 3,918 3,020
  FactSet Research Systems Inc. 2.900% 3/1/27 3,211 2,899
  Fox Corp. 4.030% 1/25/24 18,767 18,502
  Fox Corp. 3.050% 4/7/25 7,159 6,794
  Fox Corp. 4.709% 1/25/29 29,917 28,125
  Fox Corp. 3.500% 4/8/30 8,119 6,959
  Fox Corp. 5.476% 1/25/39 17,500 15,189
  Fox Corp. 5.576% 1/25/49 22,575 19,371
  Grupo Televisa SAB 4.625% 1/30/26 2,825 2,745
  Grupo Televisa SAB 8.500% 3/11/32 610 704
  Grupo Televisa SAB 6.625% 1/15/40 10,456 10,317
  Grupo Televisa SAB 5.000% 5/13/45 25,912 21,892
  Grupo Televisa SAB 6.125% 1/31/46 6,071 5,992
  Grupo Televisa SAB 5.250% 5/24/49 7,669 6,708
  Interpublic Group of Cos. Inc. 4.200% 4/15/24 4,177 4,092
  Interpublic Group of Cos. Inc. 4.650% 10/1/28 5,684 5,267
  Interpublic Group of Cos. Inc. 4.750% 3/30/30 7,191 6,595
  Interpublic Group of Cos. Inc. 2.400% 3/1/31 6,980 5,245
  Interpublic Group of Cos. Inc. 3.375% 3/1/41 2,175 1,440
  Interpublic Group of Cos. Inc. 5.400% 10/1/48 7,405 6,468
  Koninklijke KPN NV 8.375% 10/1/30 8,650 9,533
7 Meta Platforms Inc. 3.500% 8/15/27 15,405 14,398
7 Meta Platforms Inc. 3.850% 8/15/32 14,460 12,741
7 Meta Platforms Inc. 4.450% 8/15/52 19,425 15,869
7 Meta Platforms Inc. 4.650% 8/15/62 17,345 13,972
  NBCUniversal Media LLC 6.400% 4/30/40 1,140 1,200
  NBCUniversal Media LLC 4.450% 1/15/43 10,286 8,575
  Omnicom Group Inc. 3.650% 11/1/24 15,291 14,860
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Omnicom Group Inc. 3.600% 4/15/26     30,653      29,044
  Omnicom Group Inc. 2.450% 4/30/30      9,588       7,673
  Omnicom Group Inc. 4.200% 6/1/30      5,972       5,415
  Omnicom Group Inc. 2.600% 8/1/31     10,738       8,397
  Orange SA 9.000% 3/1/31     31,830      38,197
  Orange SA 5.375% 1/13/42     16,460      15,419
  Orange SA 5.500% 2/6/44      5,799       5,531
  Paramount Global 4.750% 5/15/25      8,158       8,008
  Paramount Global 4.000% 1/15/26     13,749      12,986
  Paramount Global 2.900% 1/15/27     17,718      15,760
  Paramount Global 3.375% 2/15/28      8,108       7,201
  Paramount Global 3.700% 6/1/28      6,414       5,737
  Paramount Global 4.200% 6/1/29      7,041       6,193
  Paramount Global 7.875% 7/30/30      7,161       7,527
  Paramount Global 4.950% 1/15/31 29,315 25,866
  Paramount Global 4.200% 5/19/32 19,605 15,888
  Paramount Global 5.500% 5/15/33 4,321 3,853
  Paramount Global 6.875% 4/30/36 13,747 12,895
  Paramount Global 5.900% 10/15/40 5,301 4,466
  Paramount Global 4.850% 7/1/42 13,051 9,386
  Paramount Global 4.375% 3/15/43 23,050 15,414
  Paramount Global 5.850% 9/1/43 16,507 13,177
  Paramount Global 5.250% 4/1/44 520 382
  Paramount Global 4.900% 8/15/44 7,778 5,448
  Paramount Global 4.600% 1/15/45 7,350 4,972
  Paramount Global 4.950% 5/19/50 12,230 8,705
  Rogers Communications Inc. 4.100% 10/1/23 6,442 6,387
7 Rogers Communications Inc. 2.950% 3/15/25 16,567 15,771
  Rogers Communications Inc. 3.625% 12/15/25 8,849 8,337
  Rogers Communications Inc. 2.900% 11/15/26 13,874 12,563
7 Rogers Communications Inc. 3.200% 3/15/27 9,935 9,091
7 Rogers Communications Inc. 3.800% 3/15/32 26,384 22,745
  Rogers Communications Inc. 7.500% 8/15/38 3,444 3,822
7 Rogers Communications Inc. 4.500% 3/15/42 18,430 14,887
  Rogers Communications Inc. 4.500% 3/15/43 10,747 8,530
  Rogers Communications Inc. 5.000% 3/15/44 6,997 5,729
  Rogers Communications Inc. 4.300% 2/15/48 5,060 3,826
  Rogers Communications Inc. 4.350% 5/1/49 15,254 11,499
  Rogers Communications Inc. 3.700% 11/15/49 6,425 4,402
7 Rogers Communications Inc. 4.550% 3/15/52 20,705 16,579
  Take-Two Interactive Software Inc. 3.300% 3/28/24 6,000 5,848
  Take-Two Interactive Software Inc. 3.550% 4/14/25 5,029 4,825
  Take-Two Interactive Software Inc. 3.700% 4/14/27 5,483 5,093
  Take-Two Interactive Software Inc. 4.000% 4/14/32 4,601 3,995
  TCI Communications Inc. 7.875% 2/15/26 7,929 8,590
  TCI Communications Inc. 7.125% 2/15/28 6,786 7,296
  Telefonica Emisiones SA 4.103% 3/8/27 18,971 17,514
  Telefonica Emisiones SA 7.045% 6/20/36 27,376 27,052
  Telefonica Emisiones SA 4.665% 3/6/38 18,535 14,514
  Telefonica Emisiones SA 5.213% 3/8/47 32,057 24,407
  Telefonica Emisiones SA 4.895% 3/6/48 16,493 12,175
  Telefonica Emisiones SA 5.520% 3/1/49 22,203 17,980
  Telefonica Europe BV 8.250% 9/15/30 11,981 13,005
  TELUS Corp. 2.800% 2/16/27 10,641 9,667
  TELUS Corp. 3.400% 5/13/32 7,720 6,434
  TELUS Corp. 4.600% 11/16/48 2,762 2,323
  TELUS Corp. 4.300% 6/15/49 13,834 11,037
  Tencent Music Entertainment Group 2.000% 9/3/30 10,279 7,506
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Thomson Reuters Corp. 4.300% 11/23/23      9,389       9,310
  Thomson Reuters Corp. 3.350% 5/15/26      6,100       5,716
  Thomson Reuters Corp. 5.500% 8/15/35      8,250       7,758
  Thomson Reuters Corp. 5.850% 4/15/40      3,795       3,651
  Thomson Reuters Corp. 5.650% 11/23/43      4,525       4,197
  Time Warner Cable LLC 6.550% 5/1/37     20,271      18,387
  Time Warner Cable LLC 7.300% 7/1/38     23,466      22,286
  Time Warner Cable LLC 6.750% 6/15/39     25,994      23,005
  Time Warner Cable LLC 5.875% 11/15/40     24,537      20,331
  Time Warner Cable LLC 5.500% 9/1/41     20,736      16,382
  Time Warner Cable LLC 4.500% 9/15/42     25,090      17,395
  Time Warner Entertainment Co. LP 8.375% 7/15/33     10,236      10,933
  T-Mobile USA Inc. 3.500% 4/15/25     40,485      38,730
  T-Mobile USA Inc. 1.500% 2/15/26     16,890      14,845
  T-Mobile USA Inc. 2.250% 2/15/26 1,256 1,125
  T-Mobile USA Inc. 2.625% 4/15/26 7,046 6,371
  T-Mobile USA Inc. 3.750% 4/15/27 55,300 51,114
  T-Mobile USA Inc. 5.375% 4/15/27 4,698 4,626
  T-Mobile USA Inc. 4.750% 2/1/28 15,350 14,510
  T-Mobile USA Inc. 2.050% 2/15/28 24,726 20,521
  T-Mobile USA Inc. 2.625% 2/15/29 10,260 8,470
  T-Mobile USA Inc. 2.400% 3/15/29 3,440 2,806
  T-Mobile USA Inc. 3.375% 4/15/29 23,380 20,192
  T-Mobile USA Inc. 3.875% 4/15/30 88,132 78,102
  T-Mobile USA Inc. 2.550% 2/15/31 36,089 28,589
  T-Mobile USA Inc. 2.875% 2/15/31 13,763 11,045
  T-Mobile USA Inc. 3.500% 4/15/31 28,080 23,697
  T-Mobile USA Inc. 2.250% 11/15/31 9,405 7,109
  T-Mobile USA Inc. 2.700% 3/15/32 6,230 4,876
  T-Mobile USA Inc. 5.200% 1/15/33 9,498 9,089
  T-Mobile USA Inc. 4.375% 4/15/40 32,785 26,810
  T-Mobile USA Inc. 3.000% 2/15/41 30,520 20,358
  T-Mobile USA Inc. 4.500% 4/15/50 40,716 32,747
  T-Mobile USA Inc. 3.300% 2/15/51 40,221 26,229
  T-Mobile USA Inc. 3.400% 10/15/52 22,635 14,958
  T-Mobile USA Inc. 5.650% 1/15/53 3,758 3,557
  T-Mobile USA Inc. 3.600% 11/15/60 25,460 16,464
  T-Mobile USA Inc. 5.800% 9/15/62 4,823 4,471
3 TWDC Enterprises 18 Corp. 3.150% 9/17/25 18,256 17,412
  TWDC Enterprises 18 Corp. 3.000% 2/13/26 11,170 10,477
3 TWDC Enterprises 18 Corp. 1.850% 7/30/26 14,668 13,051
3 TWDC Enterprises 18 Corp. 2.950% 6/15/27 2,374 2,176
3 TWDC Enterprises 18 Corp. 7.000% 3/1/32 6,444 7,161
  TWDC Enterprises 18 Corp. 4.375% 8/16/41 11,725 10,007
3 TWDC Enterprises 18 Corp. 4.125% 12/1/41 12,939 10,688
3 TWDC Enterprises 18 Corp. 3.700% 12/1/42 11,598 9,018
3 TWDC Enterprises 18 Corp. 4.125% 6/1/44 7,081 5,781
3 TWDC Enterprises 18 Corp. 3.000% 7/30/46 1,768 1,202
  VeriSign Inc. 4.750% 7/15/27 267 258
  VeriSign Inc. 2.700% 6/15/31 8,752 6,833
  Verizon Communications Inc. 3.376% 2/15/25 17,613 17,038
  Verizon Communications Inc. 0.850% 11/20/25 20,861 18,303
  Verizon Communications Inc. 1.450% 3/20/26 25,502 22,504
  Verizon Communications Inc. 2.625% 8/15/26 32,765 29,803
  Verizon Communications Inc. 4.125% 3/16/27 38,306 36,639
  Verizon Communications Inc. 3.000% 3/22/27 4,622 4,209
  Verizon Communications Inc. 2.100% 3/22/28 43,156 36,416
  Verizon Communications Inc. 4.329% 9/21/28 57,517 54,161
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Verizon Communications Inc. 3.875% 2/8/29      3,103       2,833
  Verizon Communications Inc. 4.016% 12/3/29     52,678      47,765
  Verizon Communications Inc. 3.150% 3/22/30     22,754      19,322
  Verizon Communications Inc. 1.500% 9/18/30      9,175       6,899
  Verizon Communications Inc. 1.680% 10/30/30     31,096      23,345
  Verizon Communications Inc. 1.750% 1/20/31     29,928      22,444
  Verizon Communications Inc. 2.550% 3/21/31     59,376      47,403
  Verizon Communications Inc. 2.355% 3/15/32     64,993      49,980
  Verizon Communications Inc. 4.500% 8/10/33     39,926      35,966
  Verizon Communications Inc. 4.400% 11/1/34     39,925      34,919
  Verizon Communications Inc. 5.850% 9/15/35      1,000         987
  Verizon Communications Inc. 4.272% 1/15/36     20,129      17,225
  Verizon Communications Inc. 5.250% 3/16/37     31,188      29,401
  Verizon Communications Inc. 4.812% 3/15/39     19,117      16,805
  Verizon Communications Inc. 2.650% 11/20/40 36,532 23,694
  Verizon Communications Inc. 3.400% 3/22/41 50,529 36,988
  Verizon Communications Inc. 2.850% 9/3/41 14,075 9,335
  Verizon Communications Inc. 4.750% 11/1/41 7,690 6,651
  Verizon Communications Inc. 3.850% 11/1/42 1,293 981
  Verizon Communications Inc. 4.125% 8/15/46 18,052 14,229
  Verizon Communications Inc. 4.862% 8/21/46 27,083 23,505
  Verizon Communications Inc. 5.500% 3/16/47 2,565 2,439
  Verizon Communications Inc. 4.522% 9/15/48 54,650 45,363
  Verizon Communications Inc. 4.000% 3/22/50 19,784 15,104
  Verizon Communications Inc. 2.875% 11/20/50 35,048 21,533
  Verizon Communications Inc. 3.550% 3/22/51 58,113 41,034
  Verizon Communications Inc. 5.012% 8/21/54 495 440
  Verizon Communications Inc. 2.987% 10/30/56 62,817 37,292
  Verizon Communications Inc. 3.000% 11/20/60 19,693 11,458
  Verizon Communications Inc. 3.700% 3/22/61 49,180 33,467
  Vodafone Group plc 3.750% 1/16/24 22,950 22,678
  Vodafone Group plc 4.125% 5/30/25 19,136 18,762
  Vodafone Group plc 4.375% 5/30/28 42,601 40,145
  Vodafone Group plc 7.875% 2/15/30 3,163 3,462
  Vodafone Group plc 6.150% 2/27/37 9,810 9,309
  Vodafone Group plc 5.000% 5/30/38 30,515 26,216
  Vodafone Group plc 4.375% 2/19/43 17,613 13,488
  Vodafone Group plc 5.250% 5/30/48 32,872 27,063
  Vodafone Group plc 4.875% 6/19/49 23,767 18,754
  Vodafone Group plc 4.250% 9/17/50 20,286 14,558
  Vodafone Group plc 5.125% 6/19/59 6,277 5,050
  Walt Disney Co. 1.750% 8/30/24 16,437 15,546
  Walt Disney Co. 3.700% 9/15/24 8,626 8,452
  Walt Disney Co. 3.350% 3/24/25 16,619 16,041
  Walt Disney Co. 3.700% 10/15/25 13,955 13,525
  Walt Disney Co. 1.750% 1/13/26 18,645 16,867
  Walt Disney Co. 3.375% 11/15/26 10,249 9,653
  Walt Disney Co. 3.700% 3/23/27 7,494 7,104
  Walt Disney Co. 2.200% 1/13/28 15,096 13,148
  Walt Disney Co. 2.000% 9/1/29 28,114 22,970
  Walt Disney Co. 3.800% 3/22/30 16,645 15,167
  Walt Disney Co. 2.650% 1/13/31 23,898 19,746
  Walt Disney Co. 6.550% 3/15/33 13,018 13,962
  Walt Disney Co. 6.200% 12/15/34 13,231 13,745
  Walt Disney Co. 6.400% 12/15/35 18,055 19,148
  Walt Disney Co. 6.150% 3/1/37 18,723 19,358
  Walt Disney Co. 6.650% 11/15/37 6,280 6,868
  Walt Disney Co. 4.625% 3/23/40 11,945 10,778
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Walt Disney Co. 3.500% 5/13/40     21,670      16,743
  Walt Disney Co. 6.150% 2/15/41        364         379
  Walt Disney Co. 5.400% 10/1/43      8,545       8,202
  Walt Disney Co. 4.750% 9/15/44     17,295      15,393
  Walt Disney Co. 4.950% 10/15/45      2,381       2,155
  Walt Disney Co. 4.750% 11/15/46      7,188       6,395
  Walt Disney Co. 2.750% 9/1/49     26,145      16,573
  Walt Disney Co. 4.700% 3/23/50     20,764      18,507
  Walt Disney Co. 3.600% 1/13/51     26,273      19,567
  Walt Disney Co. 3.800% 5/13/60     14,195      10,522
7 Warnermedia Holdings Inc. 3.428% 3/15/24     23,120      22,362
7 Warnermedia Holdings Inc. 3.528% 3/15/24      7,000       6,756
7 Warnermedia Holdings Inc. 3.638% 3/15/25     22,921      21,708
7 Warnermedia Holdings Inc. 3.788% 3/15/25      7,120       6,729
7 Warnermedia Holdings Inc. 3.755% 3/15/27 52,267 46,911
7 Warnermedia Holdings Inc. 4.054% 3/15/29 19,240 16,641
7 Warnermedia Holdings Inc. 4.279% 3/15/32 65,420 53,864
7 Warnermedia Holdings Inc. 5.050% 3/15/42 58,545 43,821
7 Warnermedia Holdings Inc. 5.141% 3/15/52 89,630 65,130
7 Warnermedia Holdings Inc. 5.391% 3/15/62 39,162 28,388
  Weibo Corp. 3.500% 7/5/24 10,075 9,630
  Weibo Corp. 3.375% 7/8/30 11,790 8,743
  WPP Finance 2010 3.750% 9/19/24 10,465 10,137
            6,208,314
Consumer Discretionary (1.6%)
  Advance Auto Parts Inc. 3.900% 4/15/30 12,013 10,336
  Advance Auto Parts Inc. 3.500% 3/15/32 3,000 2,398
  Alibaba Group Holding Ltd. 3.600% 11/28/24 28,633 27,767
  Alibaba Group Holding Ltd. 3.400% 12/6/27 33,203 29,800
  Alibaba Group Holding Ltd. 2.125% 2/9/31 16,281 12,528
  Alibaba Group Holding Ltd. 4.500% 11/28/34 8,766 7,442
  Alibaba Group Holding Ltd. 4.000% 12/6/37 12,710 9,755
  Alibaba Group Holding Ltd. 2.700% 2/9/41 10,740 6,571
  Alibaba Group Holding Ltd. 4.200% 12/6/47 20,440 14,747
  Alibaba Group Holding Ltd. 3.150% 2/9/51 19,611 11,502
  Alibaba Group Holding Ltd. 4.400% 12/6/57 14,397 10,359
  Alibaba Group Holding Ltd. 3.250% 2/9/61 12,467 6,998
  Amazon.com Inc. 2.730% 4/13/24 7,500 7,325
  Amazon.com Inc. 0.450% 5/12/24 33,755 31,674
  Amazon.com Inc. 2.800% 8/22/24 24,180 23,433
  Amazon.com Inc. 3.800% 12/5/24 7,218 7,121
  Amazon.com Inc. 3.000% 4/13/25 13,235 12,785
  Amazon.com Inc. 0.800% 6/3/25 11,310 10,266
  Amazon.com Inc. 5.200% 12/3/25 18,953 19,255
  Amazon.com Inc. 1.000% 5/12/26 10,331 9,076
  Amazon.com Inc. 3.300% 4/13/27 20,630 19,512
  Amazon.com Inc. 1.200% 6/3/27 26,119 22,324
  Amazon.com Inc. 3.150% 8/22/27 37,541 34,985
  Amazon.com Inc. 1.650% 5/12/28 43,450 36,922
  Amazon.com Inc. 3.450% 4/13/29 28,962 26,780
  Amazon.com Inc. 2.100% 5/12/31 52,346 42,455
  Amazon.com Inc. 3.600% 4/13/32 20,591 18,701
  Amazon.com Inc. 4.800% 12/5/34 18,760 18,496
  Amazon.com Inc. 3.875% 8/22/37 72,713 63,313
  Amazon.com Inc. 2.875% 5/12/41 28,063 20,469
  Amazon.com Inc. 4.950% 12/5/44 12,031 11,550
  Amazon.com Inc. 4.050% 8/22/47 36,893 31,318
  Amazon.com Inc. 2.500% 6/3/50 36,256 22,615
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Amazon.com Inc. 3.100% 5/12/51     42,756      29,871
  Amazon.com Inc. 3.950% 4/13/52     14,430      11,857
  Amazon.com Inc. 4.250% 8/22/57     25,451      21,255
  Amazon.com Inc. 2.700% 6/3/60     31,305      18,547
  Amazon.com Inc. 3.250% 5/12/61     24,290      16,354
  Amazon.com Inc. 4.100% 4/13/62      8,355       6,705
3 American Honda Finance Corp. 3.625% 10/10/23      2,682       2,653
3 American Honda Finance Corp. 3.550% 1/12/24      4,705       4,639
3 American Honda Finance Corp. 2.900% 2/16/24     14,158      13,804
3 American Honda Finance Corp. 2.400% 6/27/24      9,799       9,417
3 American Honda Finance Corp. 0.550% 7/12/24     11,138      10,347
3 American Honda Finance Corp. 2.150% 9/10/24      9,986       9,502
3 American Honda Finance Corp. 1.200% 7/8/25      6,575       5,955
3 American Honda Finance Corp. 1.000% 9/10/25      9,884       8,849
3 American Honda Finance Corp. 1.300% 9/9/26 1,284 1,122
3 American Honda Finance Corp. 2.300% 9/9/26 7,883 7,119
3 American Honda Finance Corp. 2.350% 1/8/27 5,300 4,748
3 American Honda Finance Corp. 2.000% 3/24/28 13,851 11,765
3 American Honda Finance Corp. 2.250% 1/12/29 3,710 3,119
3 American Honda Finance Corp. 1.800% 1/13/31 14,808 11,490
3 American University 3.672% 4/1/49 6,734 5,235
  Aptiv plc 4.350% 3/15/29 2,025 1,825
  Aptiv plc 3.250% 3/1/32 5,000 3,968
  Aptiv plc 4.400% 10/1/46 4,245 3,056
  Aptiv plc 5.400% 3/15/49 5,595 4,583
  Aptiv plc 3.100% 12/1/51 17,790 9,955
  Aptiv plc 4.150% 5/1/52 10,795 7,272
  AutoNation Inc. 3.500% 11/15/24 5,208 4,979
  AutoNation Inc. 4.500% 10/1/25 6,029 5,832
  AutoNation Inc. 3.800% 11/15/27 8,165 7,241
  AutoNation Inc. 1.950% 8/1/28 400 314
  AutoNation Inc. 4.750% 6/1/30 2,275 2,002
  AutoNation Inc. 2.400% 8/1/31 3,511 2,481
  AutoNation Inc. 3.850% 3/1/32 10,000 7,949
  AutoZone Inc. 3.125% 4/18/24 5,500 5,352
  AutoZone Inc. 3.250% 4/15/25 7,735 7,371
  AutoZone Inc. 3.125% 4/21/26 10,680 9,981
  AutoZone Inc. 3.750% 6/1/27 12,062 11,319
  AutoZone Inc. 3.750% 4/18/29 10,299 9,297
  AutoZone Inc. 4.000% 4/15/30 16,040 14,409
  AutoZone Inc. 1.650% 1/15/31 8,399 6,244
  AutoZone Inc. 4.750% 8/1/32 18,660 17,497
  Best Buy Co. Inc. 4.450% 10/1/28 10,200 9,550
  Best Buy Co. Inc. 1.950% 10/1/30 4,282 3,205
  BorgWarner Inc. 3.375% 3/15/25 5,966 5,716
  BorgWarner Inc. 2.650% 7/1/27 14,005 12,216
  BorgWarner Inc. 4.375% 3/15/45 6,815 5,019
3 Brown University in Providence in the State of Rhode Island & Providence Plant 2.924% 9/1/50 7,126 5,052
  Brunswick Corp. 0.850% 8/18/24 4,500 4,146
  Brunswick Corp. 2.400% 8/18/31 11,300 7,869
  Brunswick Corp. 4.400% 9/15/32 7,500 6,069
  Brunswick Corp. 5.100% 4/1/52 5,180 3,546
3 California Endowment 2.498% 4/1/51 3,815 2,429
  California Institute of Technology 4.321% 8/1/45 1,115 976
  California Institute of Technology 4.700% 11/1/11 8,580 7,153
  California Institute of Technology 3.650% 9/1/19 6,375 3,992
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Case Western Reserve University 5.405% 6/1/22      3,120       2,844
  Choice Hotels International Inc. 3.700% 12/1/29      1,274       1,073
  Choice Hotels International Inc. 3.700% 1/15/31      1,175         969
  Claremont Mckenna College 3.775% 1/1/22     10,300       6,462
  Cleveland Clinic Foundation 4.858% 1/1/14      4,905       4,145
  Darden Restaurants Inc. 3.850% 5/1/27      5,450       5,101
  Darden Restaurants Inc. 4.550% 2/15/48      5,270       3,950
  Dick's Sporting Goods Inc. 3.150% 1/15/32      3,380       2,575
  Dick's Sporting Goods Inc. 4.100% 1/15/52     10,060       6,216
  DR Horton Inc. 2.500% 10/15/24     10,418       9,852
  DR Horton Inc. 2.600% 10/15/25      8,324       7,642
  DR Horton Inc. 1.400% 10/15/27      3,922       3,167
3 Duke University 2.682% 10/1/44      9,500       6,821
3 Duke University 2.832% 10/1/55     11,720       7,661
  eBay Inc. 3.450% 8/1/24 8,346 8,121
  eBay Inc. 1.900% 3/11/25 12,900 11,980
  eBay Inc. 1.400% 5/10/26 9,670 8,473
  eBay Inc. 3.600% 6/5/27 12,887 11,938
  eBay Inc. 2.700% 3/11/30 18,458 15,033
  eBay Inc. 2.600% 5/10/31 10,915 8,520
  eBay Inc. 4.000% 7/15/42 9,480 7,092
  eBay Inc. 3.650% 5/10/51 13,100 8,750
3 Emory University 2.143% 9/1/30 10,200 8,421
3 Emory University 2.969% 9/1/50 4,500 3,152
3 Ford Foundation 2.415% 6/1/50 5,025 3,107
3 Ford Foundation 2.815% 6/1/70 10,450 6,157
  Fortune Brands Home & Security Inc. 4.000% 6/15/25 9,201 8,838
  Fortune Brands Home & Security Inc. 3.250% 9/15/29 8,125 6,737
  Fortune Brands Home & Security Inc. 4.000% 3/25/32 5,300 4,415
  Fortune Brands Home & Security Inc. 4.500% 3/25/52 4,180 2,885
  General Motors Co. 4.875% 10/2/23 19,615 19,532
  General Motors Co. 5.400% 10/2/23 2,355 2,355
  General Motors Co. 4.000% 4/1/25 6,726 6,479
  General Motors Co. 6.125% 10/1/25 3,836 3,845
  General Motors Co. 5.000% 10/1/28 9,629 8,860
  General Motors Co. 5.400% 10/15/29 7,670 7,084
  General Motors Co. 5.600% 10/15/32 12,685 11,315
  General Motors Co. 5.000% 4/1/35 20,056 16,359
  General Motors Co. 6.600% 4/1/36 17,041 15,920
  General Motors Co. 5.150% 4/1/38 14,119 11,436
  General Motors Co. 6.250% 10/2/43 29,682 25,836
  General Motors Co. 5.200% 4/1/45 12,497 9,573
  General Motors Co. 6.750% 4/1/46 17,322 15,794
  General Motors Co. 5.400% 4/1/48 16,722 13,189
  General Motors Financial Co. Inc. 5.100% 1/17/24 18,257 18,158
  General Motors Financial Co. Inc. 1.050% 3/8/24 6,170 5,794
  General Motors Financial Co. Inc. 3.950% 4/13/24 17,525 17,091
  General Motors Financial Co. Inc. 3.500% 11/7/24 20,848 20,006
  General Motors Financial Co. Inc. 4.000% 1/15/25 27,877 26,812
  General Motors Financial Co. Inc. 2.900% 2/26/25 32,583 30,535
  General Motors Financial Co. Inc. 3.800% 4/7/25 6,620 6,306
  General Motors Financial Co. Inc. 4.350% 4/9/25 15,060 14,558
  General Motors Financial Co. Inc. 2.750% 6/20/25 9,946 9,158
  General Motors Financial Co. Inc. 4.300% 7/13/25 34,060 32,568
  General Motors Financial Co. Inc. 1.250% 1/8/26 10,793 9,279
  General Motors Financial Co. Inc. 5.250% 3/1/26 13,810 13,455
  General Motors Financial Co. Inc. 1.500% 6/10/26 25,060 21,279
  General Motors Financial Co. Inc. 4.000% 10/6/26 25,450 23,556
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  General Motors Financial Co. Inc. 4.350% 1/17/27     25,498      23,667
  General Motors Financial Co. Inc. 5.000% 4/9/27     14,800      14,033
  General Motors Financial Co. Inc. 2.700% 8/20/27      8,802       7,452
  General Motors Financial Co. Inc. 3.850% 1/5/28      8,018       7,068
  General Motors Financial Co. Inc. 2.400% 4/10/28     13,250      10,613
  General Motors Financial Co. Inc. 5.650% 1/17/29     10,751      10,176
  General Motors Financial Co. Inc. 4.300% 4/6/29     17,230      15,013
  General Motors Financial Co. Inc. 3.600% 6/21/30     12,115       9,814
  General Motors Financial Co. Inc. 2.350% 1/8/31      1,973       1,435
  General Motors Financial Co. Inc. 2.700% 6/10/31      5,505       4,055
  General Motors Financial Co. Inc. 3.100% 1/12/32      5,540       4,166
  Genuine Parts Co. 1.750% 2/1/25      1,500       1,387
  Genuine Parts Co. 1.875% 11/1/30      7,160       5,326
3 George Washington University 4.300% 9/15/44      5,370       4,568
  George Washington University 4.868% 9/15/45 4,255 3,875
3 George Washington University 4.126% 9/15/48 10,260 8,365
3 Georgetown University 4.315% 4/1/49 4,350 3,569
3 Georgetown University 2.943% 4/1/50 8,385 5,453
3 Georgetown University 5.215% 10/1/18 3,662 3,094
  Harley-Davidson Inc. 3.500% 7/28/25 8,625 8,115
  Harley-Davidson Inc. 4.625% 7/28/45 13,550 9,870
  Hasbro Inc. 3.000% 11/19/24 1,859 1,782
  Hasbro Inc. 3.550% 11/19/26 14,286 13,211
  Hasbro Inc. 3.500% 9/15/27 5,756 5,235
  Hasbro Inc. 3.900% 11/19/29 8,189 7,173
  Hasbro Inc. 6.350% 3/15/40 3,854 3,700
  Hasbro Inc. 5.100% 5/15/44 11,912 9,734
  Home Depot Inc. 3.750% 2/15/24 17,430 17,247
  Home Depot Inc. 2.700% 4/15/25 3,100 2,959
  Home Depot Inc. 3.350% 9/15/25 3,493 3,375
  Home Depot Inc. 3.000% 4/1/26 15,456 14,599
  Home Depot Inc. 2.125% 9/15/26 12,749 11,571
  Home Depot Inc. 2.500% 4/15/27 19,825 18,039
  Home Depot Inc. 2.800% 9/14/27 23,476 21,484
  Home Depot Inc. 0.900% 3/15/28 2,342 1,907
  Home Depot Inc. 1.500% 9/15/28 4,120 3,423
  Home Depot Inc. 3.900% 12/6/28 5,108 4,850
  Home Depot Inc. 2.950% 6/15/29 24,776 21,909
  Home Depot Inc. 2.700% 4/15/30 38,449 32,871
  Home Depot Inc. 1.375% 3/15/31 22,866 17,253
  Home Depot Inc. 1.875% 9/15/31 13,206 10,256
  Home Depot Inc. 3.250% 4/15/32 17,452 15,129
  Home Depot Inc. 4.500% 9/15/32 14,685 14,050
  Home Depot Inc. 5.875% 12/16/36 32,692 34,007
  Home Depot Inc. 3.300% 4/15/40 16,669 12,765
  Home Depot Inc. 5.400% 9/15/40 9,555 9,415
  Home Depot Inc. 5.950% 4/1/41 8,710 9,049
  Home Depot Inc. 4.200% 4/1/43 26,046 21,885
  Home Depot Inc. 4.875% 2/15/44 13,431 12,337
  Home Depot Inc. 4.400% 3/15/45 5,686 4,839
  Home Depot Inc. 4.250% 4/1/46 19,438 16,319
  Home Depot Inc. 3.900% 6/15/47 16,148 12,853
  Home Depot Inc. 4.500% 12/6/48 4,680 4,094
  Home Depot Inc. 3.125% 12/15/49 36,828 25,305
  Home Depot Inc. 3.350% 4/15/50 24,427 17,534
  Home Depot Inc. 2.375% 3/15/51 11,215 6,606
  Home Depot Inc. 2.750% 9/15/51 11,299 7,202
  Home Depot Inc. 3.625% 4/15/52 24,719 18,648
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Home Depot Inc. 4.950% 9/15/52     12,000      11,250
  Home Depot Inc. 3.500% 9/15/56     14,226      10,100
  Honda Motor Co. Ltd. 2.534% 3/10/27      3,038       2,751
  Honda Motor Co. Ltd. 2.967% 3/10/32     13,040      11,012
3 Howard University 5.209% 10/1/52      3,980       3,365
  Hyatt Hotels Corp. 1.300% 10/1/23      4,330       4,164
  Hyatt Hotels Corp. 1.800% 10/1/24      2,045       1,920
  Hyatt Hotels Corp. 4.850% 3/15/26      9,192       8,898
  Hyatt Hotels Corp. 4.375% 9/15/28     10,453       9,411
  Hyatt Hotels Corp. 6.000% 4/23/30     11,169      10,796
  JD.com Inc. 3.875% 4/29/26      6,620       6,286
  JD.com Inc. 3.375% 1/14/30      9,626       8,338
  JD.com Inc. 4.125% 1/14/50      4,840       3,524
3 Johns Hopkins University 4.083% 7/1/53      4,669       3,970
3 Johns Hopkins University 2.813% 1/1/60 5,925 3,721
  Kohl's Corp. 3.375% 5/1/31 7,526 4,628
  Kohl's Corp. 5.550% 7/17/45 4,621 2,749
  Lear Corp. 3.800% 9/15/27 1,781 1,624
  Lear Corp. 4.250% 5/15/29 9,879 8,705
  Lear Corp. 3.500% 5/30/30 6,666 5,447
  Lear Corp. 2.600% 1/15/32 3,085 2,261
  Lear Corp. 5.250% 5/15/49 7,027 5,553
  Lear Corp. 3.550% 1/15/52 1,410 832
  Leggett & Platt Inc. 3.800% 11/15/24 4,600 4,468
  Leggett & Platt Inc. 3.500% 11/15/27 14,485 13,045
  Leggett & Platt Inc. 4.400% 3/15/29 5,400 5,003
  Leggett & Platt Inc. 3.500% 11/15/51 8,000 5,450
  Leland Stanford Junior University 1.289% 6/1/27 4,908 4,217
  Leland Stanford Junior University 3.647% 5/1/48 14,091 11,853
  Leland Stanford Junior University 2.413% 6/1/50 2,521 1,609
  Lennar Corp. 4.875% 12/15/23 3,700 3,685
  Lennar Corp. 4.500% 4/30/24 21,924 21,531
  Lennar Corp. 4.750% 5/30/25 9,465 9,270
  Lennar Corp. 5.250% 6/1/26 18,540 18,073
  Lennar Corp. 4.750% 11/29/27 17,325 16,041
  Lowe's Cos. Inc. 3.125% 9/15/24 9,724 9,423
  Lowe's Cos. Inc. 4.000% 4/15/25 5,337 5,229
  Lowe's Cos. Inc. 4.400% 9/8/25 3,000 2,957
  Lowe's Cos. Inc. 3.375% 9/15/25 17,298 16,518
  Lowe's Cos. Inc. 2.500% 4/15/26 14,649 13,508
  Lowe's Cos. Inc. 3.350% 4/1/27 7,894 7,322
  Lowe's Cos. Inc. 3.100% 5/3/27 11,865 10,890
  Lowe's Cos. Inc. 1.300% 4/15/28 8,969 7,269
  Lowe's Cos. Inc. 1.700% 9/15/28 11,062 9,033
  Lowe's Cos. Inc. 6.500% 3/15/29 1,540 1,624
  Lowe's Cos. Inc. 3.650% 4/5/29 22,409 20,214
  Lowe's Cos. Inc. 4.500% 4/15/30 6,669 6,242
  Lowe's Cos. Inc. 1.700% 10/15/30 15,215 11,483
  Lowe's Cos. Inc. 2.625% 4/1/31 25,030 20,117
  Lowe's Cos. Inc. 3.750% 4/1/32 34,405 29,758
  Lowe's Cos. Inc. 5.000% 4/15/33 15,000 14,205
  Lowe's Cos. Inc. 5.000% 4/15/40 8,968 7,954
  Lowe's Cos. Inc. 2.800% 9/15/41 6,580 4,219
  Lowe's Cos. Inc. 4.250% 9/15/44 1,119 846
  Lowe's Cos. Inc. 3.700% 4/15/46 17,078 12,226
  Lowe's Cos. Inc. 4.050% 5/3/47 19,632 14,752
  Lowe's Cos. Inc. 4.550% 4/5/49 15,951 12,830
  Lowe's Cos. Inc. 5.125% 4/15/50 7,700 6,914
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Lowe's Cos. Inc. 3.000% 10/15/50     13,492       8,250
  Lowe's Cos. Inc. 3.500% 4/1/51      6,540       4,382
  Lowe's Cos. Inc. 4.250% 4/1/52     25,994      19,795
  Lowe's Cos. Inc. 5.625% 4/15/53     17,600      16,269
  Lowe's Cos. Inc. 4.450% 4/1/62     17,340      12,999
  Lowe's Cos. Inc. 5.800% 9/15/62     13,800      12,689
  Magna International Inc. 3.625% 6/15/24     17,953      17,588
  Magna International Inc. 4.150% 10/1/25      3,914       3,814
  Magna International Inc. 2.450% 6/15/30      5,581       4,522
  Marriott International Inc. 2.125% 10/3/22      5,805       5,805
  Marriott International Inc. 3.750% 3/15/25      8,646       8,320
3 Marriott International Inc. 5.750% 5/1/25      1,378       1,393
  Marriott International Inc. 3.750% 10/1/25      6,951       6,607
3 Marriott International Inc. 3.125% 6/15/26     10,142       9,333
3 Marriott International Inc. 4.000% 4/15/28 10,628 9,624
3 Marriott International Inc. 4.650% 12/1/28 3,950 3,679
3 Marriott International Inc. 4.625% 6/15/30 12,048 10,903
3 Marriott International Inc. 2.850% 4/15/31 18,333 14,395
3 Marriott International Inc. 3.500% 10/15/32 9,435 7,590
3 Marriott International Inc. 2.750% 10/15/33 7,000 5,071
  Masco Corp. 3.500% 11/15/27 7,402 6,687
  Masco Corp. 1.500% 2/15/28 8,005 6,459
  Masco Corp. 2.000% 10/1/30 4,081 3,073
  Masco Corp. 2.000% 2/15/31 5,313 3,984
  Masco Corp. 4.500% 5/15/47 9,555 7,334
  Masco Corp. 3.125% 2/15/51 2,824 1,708
3 Massachusetts Institute of Technology 3.959% 7/1/38 7,875 7,055
3 Massachusetts Institute of Technology 2.989% 7/1/50 4,750 3,478
3 Massachusetts Institute of Technology 2.294% 7/1/51 300 185
  Massachusetts Institute of Technology 3.067% 4/1/52 6,400 4,682
  Massachusetts Institute of Technology 5.600% 7/1/11 10,761 10,957
  Massachusetts Institute of Technology 4.678% 7/1/14 7,296 6,226
  Massachusetts Institute of Technology 3.885% 7/1/16 6,240 4,483
3 McDonald's Corp. 3.250% 6/10/24 3,414 3,339
3 McDonald's Corp. 3.375% 5/26/25 12,258 11,783
3 McDonald's Corp. 3.300% 7/1/25 7,138 6,868
3 McDonald's Corp. 1.450% 9/1/25 3,295 3,008
3 McDonald's Corp. 3.700% 1/30/26 19,937 19,242
3 McDonald's Corp. 3.500% 3/1/27 15,689 14,808
3 McDonald's Corp. 3.500% 7/1/27 7,390 6,911
3 McDonald's Corp. 3.800% 4/1/28 26,380 24,773
3 McDonald's Corp. 2.625% 9/1/29 16,806 14,385
3 McDonald's Corp. 2.125% 3/1/30 8,347 6,812
3 McDonald's Corp. 3.600% 7/1/30 9,106 8,200
3 McDonald's Corp. 4.700% 12/9/35 14,295 13,135
3 McDonald's Corp. 6.300% 10/15/37 5,831 6,049
3 McDonald's Corp. 6.300% 3/1/38 11,574 12,110
3 McDonald's Corp. 5.700% 2/1/39 14,970 14,779
3 McDonald's Corp. 4.875% 7/15/40 1,256 1,131
3 McDonald's Corp. 3.700% 2/15/42 8,775 6,634
3 McDonald's Corp. 3.625% 5/1/43 5,554 4,136
3 McDonald's Corp. 4.600% 5/26/45 7,482 6,330
3 McDonald's Corp. 4.875% 12/9/45 24,670 21,886
3 McDonald's Corp. 4.450% 3/1/47 13,431 11,286
3 McDonald's Corp. 4.450% 9/1/48 4,583 3,834
3 McDonald's Corp. 3.625% 9/1/49 23,048 16,803
3 McDonald's Corp. 4.200% 4/1/50 12,040 9,673
  McDonald's Corp. 5.150% 9/9/52 5,000 4,650
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  MDC Holdings Inc. 6.000% 1/15/43      8,996       6,854
7 Mercedes-Benz Finance North America LLC 0.750% 3/1/24      6,000       5,654
  Mercedes-Benz Finance North America LLC 8.500% 1/18/31      8,509      10,146
7 Mercedes-Benz Finance North America LLC 2.450% 3/2/31      3,000       2,381
  Mohawk Industries Inc. 3.625% 5/15/30      6,540       5,448
  NIKE Inc. 2.400% 3/27/25      7,895       7,479
  NIKE Inc. 2.375% 11/1/26     13,848      12,639
  NIKE Inc. 2.750% 3/27/27      7,375       6,773
  NIKE Inc. 2.850% 3/27/30     15,278      13,296
  NIKE Inc. 3.250% 3/27/40     11,641       8,965
  NIKE Inc. 3.625% 5/1/43      6,882       5,372
  NIKE Inc. 3.875% 11/1/45      3,304       2,675
  NIKE Inc. 3.375% 11/1/46      6,080       4,572
  NIKE Inc. 3.375% 3/27/50     28,049      20,764
3 Northwestern University 4.643% 12/1/44 11,320 10,775
3 Northwestern University 2.640% 12/1/50 4,242 2,857
3 Northwestern University 3.662% 12/1/57 5,372 4,184
  NVR Inc. 3.000% 5/15/30 11,700 9,542
  O'Reilly Automotive Inc. 3.550% 3/15/26 5,451 5,196
  O'Reilly Automotive Inc. 3.600% 9/1/27 20,694 19,186
  O'Reilly Automotive Inc. 4.350% 6/1/28 4,217 4,014
  O'Reilly Automotive Inc. 3.900% 6/1/29 6,420 5,842
  O'Reilly Automotive Inc. 4.200% 4/1/30 5,833 5,328
  O'Reilly Automotive Inc. 1.750% 3/15/31 4,375 3,273
  Owens Corning 4.200% 12/1/24 10,215 10,040
  Owens Corning 3.400% 8/15/26 5,350 4,942
  Owens Corning 3.950% 8/15/29 5,850 5,233
  Owens Corning 3.875% 6/1/30 5,000 4,371
  Owens Corning 7.000% 12/1/36 409 422
  Owens Corning 4.300% 7/15/47 9,025 6,705
  Owens Corning 4.400% 1/30/48 4,425 3,310
7 President & Fellows of Harvard College 6.500% 1/15/39 100 116
  President & Fellows of Harvard College 4.875% 10/15/40 6,100 6,008
  President & Fellows of Harvard College 3.150% 7/15/46 8,590 6,605
  President & Fellows of Harvard College 2.517% 10/15/50 9,435 6,144
  President & Fellows of Harvard College 3.745% 11/15/52 3,800 3,170
  President & Fellows of Harvard College 3.300% 7/15/56 3,589 2,672
  PulteGroup Inc. 5.500% 3/1/26 7,650 7,576
  PulteGroup Inc. 5.000% 1/15/27 20,369 19,802
  PulteGroup Inc. 7.875% 6/15/32 250 259
  PulteGroup Inc. 6.375% 5/15/33 5,310 4,990
  PulteGroup Inc. 6.000% 2/15/35 5,232 4,719
  Ralph Lauren Corp. 3.750% 9/15/25 5,406 5,265
  Ralph Lauren Corp. 2.950% 6/15/30 11,367 9,553
3 Rockefeller Foundation 2.492% 10/1/50 14,850 9,258
  Ross Stores Inc. 4.600% 4/15/25 11,134 11,031
  Snap-on Inc. 3.250% 3/1/27 2,667 2,503
  Snap-on Inc. 4.100% 3/1/48 3,824 3,249
  Snap-on Inc. 3.100% 5/1/50 8,066 5,760
  Stanley Black & Decker Inc. 3.400% 3/1/26 9,201 8,708
  Stanley Black & Decker Inc. 4.250% 11/15/28 2,368 2,231
  Stanley Black & Decker Inc. 2.300% 3/15/30 21,630 17,481
  Stanley Black & Decker Inc. 5.200% 9/1/40 7,705 7,207
  Stanley Black & Decker Inc. 4.850% 11/15/48 5,995 5,296
3 Stanley Black & Decker Inc. 4.000% 3/15/60 7,607 6,647
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Starbucks Corp. 3.850% 10/1/23      9,492       9,429
  Starbucks Corp. 3.800% 8/15/25     28,088      27,279
  Starbucks Corp. 2.450% 6/15/26     18,085      16,639
  Starbucks Corp. 2.000% 3/12/27      3,913       3,435
  Starbucks Corp. 3.500% 3/1/28      5,271       4,898
  Starbucks Corp. 4.000% 11/15/28      5,575       5,237
  Starbucks Corp. 3.550% 8/15/29      2,441       2,204
  Starbucks Corp. 2.250% 3/12/30     12,059       9,759
  Starbucks Corp. 2.550% 11/15/30     16,774      13,682
  Starbucks Corp. 4.300% 6/15/45      4,644       3,790
  Starbucks Corp. 3.750% 12/1/47     10,315       7,621
  Starbucks Corp. 4.500% 11/15/48     15,371      12,705
  Starbucks Corp. 4.450% 8/15/49      6,743       5,520
  Starbucks Corp. 3.350% 3/12/50      6,570       4,464
  Starbucks Corp. 3.500% 11/15/50 17,630 12,363
  Tapestry Inc. 4.125% 7/15/27 2,998 2,749
  Tapestry Inc. 3.050% 3/15/32 6,669 4,989
  Thomas Jefferson University 3.847% 11/1/57 7,175 5,283
  TJX Cos. Inc. 2.250% 9/15/26 20,923 19,057
  TJX Cos. Inc. 1.150% 5/15/28 6,900 5,628
  TJX Cos. Inc. 3.875% 4/15/30 8,100 7,429
  TJX Cos. Inc. 1.600% 5/15/31 6,607 4,994
  TJX Cos. Inc. 4.500% 4/15/50 1,540 1,346
  Toll Brothers Finance Corp. 4.875% 11/15/25 1,550 1,499
  Toll Brothers Finance Corp. 4.350% 2/15/28 8,750 7,670
  Toll Brothers Finance Corp. 3.800% 11/1/29 2,275 1,847
  Toyota Motor Corp. 0.681% 3/25/24 14,945 14,099
  Toyota Motor Corp. 2.358% 7/2/24 8,785 8,441
  Toyota Motor Corp. 1.339% 3/25/26 13,767 12,227
  Toyota Motor Corp. 3.669% 7/20/28 5,264 4,927
  Toyota Motor Corp. 2.760% 7/2/29 7,679 6,731
3 Toyota Motor Credit Corp. 2.250% 10/18/23 6,922 6,770
3 Toyota Motor Credit Corp. 0.450% 1/11/24 14,155 13,435
3 Toyota Motor Credit Corp. 2.900% 4/17/24 13,033 12,694
3 Toyota Motor Credit Corp. 0.500% 6/18/24 11,547 10,759
  Toyota Motor Credit Corp. 0.625% 9/13/24 21,985 20,334
3 Toyota Motor Credit Corp. 4.400% 9/20/24 5,350 5,317
3 Toyota Motor Credit Corp. 2.000% 10/7/24 155 147
3 Toyota Motor Credit Corp. 1.450% 1/13/25 9,960 9,240
3 Toyota Motor Credit Corp. 1.800% 2/13/25 16,531 15,430
3 Toyota Motor Credit Corp. 3.000% 4/1/25 1,486 1,423
3 Toyota Motor Credit Corp. 3.400% 4/14/25 12,527 12,113
  Toyota Motor Credit Corp. 3.950% 6/30/25 6,910 6,752
3 Toyota Motor Credit Corp. 0.800% 10/16/25 12,947 11,479
3 Toyota Motor Credit Corp. 0.800% 1/9/26 8,923 7,856
3 Toyota Motor Credit Corp. 1.125% 6/18/26 15,794 13,831
3 Toyota Motor Credit Corp. 3.200% 1/11/27 12,827 11,944
3 Toyota Motor Credit Corp. 1.900% 1/13/27 4,784 4,220
3 Toyota Motor Credit Corp. 1.150% 8/13/27 10,654 8,913
3 Toyota Motor Credit Corp. 4.550% 9/20/27 5,350 5,225
3 Toyota Motor Credit Corp. 3.050% 1/11/28 11,886 10,827
3 Toyota Motor Credit Corp. 1.900% 4/6/28 7,788 6,638
  Toyota Motor Credit Corp. 3.650% 1/8/29 10,854 10,050
  Toyota Motor Credit Corp. 4.450% 6/29/29 6,050 5,837
3 Toyota Motor Credit Corp. 2.150% 2/13/30 13,808 11,369
3 Toyota Motor Credit Corp. 3.375% 4/1/30 9,142 8,167
3 Toyota Motor Credit Corp. 1.650% 1/10/31 7,990 6,164
  Toyota Motor Credit Corp. 1.900% 9/12/31 20,365 15,774
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Toyota Motor Credit Corp. 2.400% 1/13/32      2,340       1,877
  Tractor Supply Co. 1.750% 11/1/30      6,746       5,054
3 Trustees of Boston College 3.129% 7/1/52      4,713       3,269
3 Trustees of Boston University 4.061% 10/1/48      5,287       4,345
  Trustees of Princeton University 5.700% 3/1/39      8,215       8,878
3 Trustees of Princeton University 2.516% 7/1/50      7,149       4,869
  Trustees of Princeton University 4.201% 3/1/52      4,200       3,790
3 Trustees of the University of Pennsylvania 2.396% 10/1/50      5,925       3,734
  Trustees of the University of Pennsylvania 4.674% 9/1/12      4,010       3,342
  Trustees of the University of Pennsylvania 3.610% 2/15/19      2,810       1,813
3 University of Chicago 2.761% 4/1/45      4,569       3,447
3 University of Chicago 2.547% 4/1/50      9,425       6,282
  University of Chicago 3.000% 10/1/52      2,945       2,104
3 University of Chicago 4.003% 10/1/53      7,192       6,002
3 University of Miami 4.063% 4/1/52 6,600 5,349
3 University of Notre Dame du Lac 3.438% 2/15/45 12,334 9,751
3 University of Notre Dame du Lac 3.394% 2/15/48 5,778 4,482
3 University of Southern California 3.028% 10/1/39 7,915 6,085
3 University of Southern California 3.841% 10/1/47 12,850 10,770
  University of Southern California 2.805% 10/1/50 3,400 2,340
3 University of Southern California 2.945% 10/1/51 7,000 4,862
  University of Southern California 5.250% 10/1/11 3,863 3,647
3 University of Southern California 3.226% 10/1/20 1,484 860
  VF Corp. 2.400% 4/23/25 7,872 7,356
  VF Corp. 2.800% 4/23/27 2,770 2,496
  VF Corp. 2.950% 4/23/30 13,956 11,486
3 Washington University 3.524% 4/15/54 8,218 6,440
  Washington University 4.349% 4/15/22 4,525 3,496
  Whirlpool Corp. 4.000% 3/1/24 3,898 3,853
  Whirlpool Corp. 3.700% 5/1/25 4,388 4,253
  Whirlpool Corp. 4.750% 2/26/29 20,570 19,307
  Whirlpool Corp. 2.400% 5/15/31 2,450 1,884
  Whirlpool Corp. 4.700% 5/14/32 3,025 2,753
  Whirlpool Corp. 4.500% 6/1/46 5,857 4,411
  Whirlpool Corp. 4.600% 5/15/50 5,060 3,807
3 William Marsh Rice University 3.574% 5/15/45 9,993 8,329
3 Yale University 0.873% 4/15/25 5,970 5,463
3 Yale University 1.482% 4/15/30 11,607 9,295
3 Yale University 2.402% 4/15/50 8,650 5,595
            4,384,054
Consumer Staples (1.7%)
  Ahold Finance USA LLC 6.875% 5/1/29 3,105 3,271
  Altria Group Inc. 4.000% 1/31/24 15,706 15,462
  Altria Group Inc. 3.800% 2/14/24 13,607 13,341
  Altria Group Inc. 2.350% 5/6/25 2,571 2,387
  Altria Group Inc. 4.400% 2/14/26 20,405 19,687
  Altria Group Inc. 2.625% 9/16/26 14,639 13,167
  Altria Group Inc. 4.800% 2/14/29 16,191 14,944
  Altria Group Inc. 3.400% 5/6/30 5,057 4,103
  Altria Group Inc. 2.450% 2/4/32 19,561 13,837
  Altria Group Inc. 5.800% 2/14/39 15,552 13,472
  Altria Group Inc. 3.400% 2/4/41 20,500 12,925
  Altria Group Inc. 4.250% 8/9/42 10,649 7,279
  Altria Group Inc. 4.500% 5/2/43 9,017 6,352
  Altria Group Inc. 5.375% 1/31/44 29,673 24,033
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Altria Group Inc. 3.875% 9/16/46     25,114      15,922
  Altria Group Inc. 5.950% 2/14/49     24,448      20,274
  Altria Group Inc. 4.450% 5/6/50     11,600       7,750
  Altria Group Inc. 3.700% 2/4/51     22,370      13,397
  Altria Group Inc. 6.200% 2/14/59      3,735       3,241
3 Anheuser-Busch Cos. LLC 3.650% 2/1/26     40,949      39,372
3 Anheuser-Busch Cos. LLC 4.700% 2/1/36     75,410      67,985
3 Anheuser-Busch Cos. LLC 4.900% 2/1/46    129,026     111,825
  Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36     25,824      23,259
  Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43     16,902      13,101
  Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44     17,907      14,821
  Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46     36,030      30,693
  Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28     35,041      33,283
  Anheuser-Busch InBev Worldwide Inc. 4.750% 1/23/29     60,748      59,269
  Anheuser-Busch InBev Worldwide Inc. 3.500% 6/1/30 24,895 22,212
  Anheuser-Busch InBev Worldwide Inc. 4.900% 1/23/31 5,408 5,294
  Anheuser-Busch InBev Worldwide Inc. 5.875% 6/15/35 2,707 2,705
  Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 28,244 24,144
  Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 7,719 9,263
  Anheuser-Busch InBev Worldwide Inc. 5.450% 1/23/39 17,296 16,413
  Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 4,199 4,935
  Anheuser-Busch InBev Worldwide Inc. 4.350% 6/1/40 5,436 4,601
  Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 9,207 8,184
  Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 10,522 8,008
  Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 52,318 43,369
  Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 19,682 15,952
  Anheuser-Busch InBev Worldwide Inc. 5.550% 1/23/49 17,203 16,183
  Anheuser-Busch InBev Worldwide Inc. 4.500% 6/1/50 18,194 14,960
  Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 32,701 26,620
  Anheuser-Busch InBev Worldwide Inc. 5.800% 1/23/59 16,834 16,082
  Anheuser-Busch InBev Worldwide Inc. 4.600% 6/1/60 16,298 12,953
  Archer-Daniels-Midland Co. 2.500% 8/11/26 15,718 14,455
  Archer-Daniels-Midland Co. 3.250% 3/27/30 10,507 9,382
  Archer-Daniels-Midland Co. 2.900% 3/1/32 9,500 8,026
  Archer-Daniels-Midland Co. 5.935% 10/1/32 3,472 3,670
  Archer-Daniels-Midland Co. 5.375% 9/15/35 2,478 2,487
  Archer-Daniels-Midland Co. 3.750% 9/15/47 4,390 3,552
  Archer-Daniels-Midland Co. 4.500% 3/15/49 7,270 6,620
  Archer-Daniels-Midland Co. 2.700% 9/15/51 8,720 5,764
  Avery Dennison Corp. 4.875% 12/6/28 7,448 7,183
  Avery Dennison Corp. 2.650% 4/30/30 10,169 8,136
  BAT Capital Corp. 3.222% 8/15/24 32,121 30,907
  BAT Capital Corp. 2.789% 9/6/24 14,990 14,265
  BAT Capital Corp. 3.215% 9/6/26 20,591 18,422
  BAT Capital Corp. 4.700% 4/2/27 13,536 12,642
  BAT Capital Corp. 3.557% 8/15/27 36,912 32,412
  BAT Capital Corp. 2.259% 3/25/28 28,294 22,536
  BAT Capital Corp. 3.462% 9/6/29 9,470 7,646
  BAT Capital Corp. 4.906% 4/2/30 17,448 15,371
  BAT Capital Corp. 2.726% 3/25/31 15,985 11,814
  BAT Capital Corp. 4.742% 3/16/32 5,000 4,193
  BAT Capital Corp. 4.390% 8/15/37 30,077 21,487
  BAT Capital Corp. 3.734% 9/25/40 12,200 7,830
  BAT Capital Corp. 4.540% 8/15/47 14,484 9,648
  BAT Capital Corp. 4.758% 9/6/49 4,876 3,345
  BAT Capital Corp. 5.282% 4/2/50 14,036 10,368
  BAT Capital Corp. 3.984% 9/25/50 5,400 3,337
  BAT Capital Corp. 5.650% 3/16/52 4,750 3,633
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  BAT International Finance plc 1.668% 3/25/26     25,250      21,811
  BAT International Finance plc 4.448% 3/16/28      8,050       7,175
  Beam Suntory Inc. 3.250% 6/15/23      1,050       1,038
3 Bestfoods 7.250% 12/15/26        750         819
  Brown-Forman Corp. 3.500% 4/15/25      5,428       5,263
  Brown-Forman Corp. 4.000% 4/15/38      1,275       1,068
  Brown-Forman Corp. 4.500% 7/15/45      6,102       5,285
  Bunge Ltd. Finance Corp. 1.630% 8/17/25      4,918       4,426
  Bunge Ltd. Finance Corp. 3.250% 8/15/26     12,202      11,225
  Bunge Ltd. Finance Corp. 3.750% 9/25/27      7,306       6,709
  Bunge Ltd. Finance Corp. 2.750% 5/14/31     12,067       9,480
  Campbell Soup Co. 3.950% 3/15/25     15,881      15,442
  Campbell Soup Co. 3.300% 3/19/25      7,386       7,076
  Campbell Soup Co. 4.150% 3/15/28     12,035      11,283
  Campbell Soup Co. 2.375% 4/24/30 8,829 7,046
  Campbell Soup Co. 3.125% 4/24/50 6,926 4,416
  Church & Dwight Co. Inc. 3.150% 8/1/27 3,146 2,878
  Church & Dwight Co. Inc. 3.950% 8/1/47 4,981 3,895
  Church & Dwight Co. Inc. 5.000% 6/15/52 9,125 8,373
  Clorox Co. 3.100% 10/1/27 7,712 7,026
  Clorox Co. 3.900% 5/15/28 6,400 6,037
  Clorox Co. 1.800% 5/15/30 7,980 6,158
  Coca-Cola Co. 1.750% 9/6/24 14,908 14,242
  Coca-Cola Co. 3.375% 3/25/27 3,918 3,735
  Coca-Cola Co. 2.900% 5/25/27 10,796 10,019
  Coca-Cola Co. 1.450% 6/1/27 12,883 11,158
  Coca-Cola Co. 1.500% 3/5/28 11,550 9,863
  Coca-Cola Co. 1.000% 3/15/28 13,508 11,129
  Coca-Cola Co. 2.125% 9/6/29 8,512 7,183
  Coca-Cola Co. 3.450% 3/25/30 9,017 8,230
  Coca-Cola Co. 1.650% 6/1/30 30,132 24,013
  Coca-Cola Co. 2.000% 3/5/31 5,245 4,239
  Coca-Cola Co. 1.375% 3/15/31 16,795 12,823
  Coca-Cola Co. 2.250% 1/5/32 12,257 9,991
  Coca-Cola Co. 4.125% 3/25/40 1,670 1,453
  Coca-Cola Co. 2.500% 6/1/40 23,174 16,226
  Coca-Cola Co. 2.875% 5/5/41 9,765 7,192
  Coca-Cola Co. 4.200% 3/25/50 11,905 10,582
  Coca-Cola Co. 2.600% 6/1/50 16,706 10,746
  Coca-Cola Co. 3.000% 3/5/51 5,088 3,556
  Coca-Cola Co. 2.500% 3/15/51 46,103 28,813
  Coca-Cola Co. 2.750% 6/1/60 2,574 1,606
  Coca-Cola Consolidated Inc. 3.800% 11/25/25 8,500 8,186
  Coca-Cola Femsa SAB de CV 2.750% 1/22/30 8,447 7,258
  Coca-Cola Femsa SAB de CV 1.850% 9/1/32 4,587 3,363
  Coca-Cola Femsa SAB de CV 5.250% 11/26/43 11,500 10,891
3 Colgate-Palmolive Co. 3.250% 3/15/24 5,200 5,132
  Colgate-Palmolive Co. 3.100% 8/15/25 3,220 3,112
  Colgate-Palmolive Co. 3.100% 8/15/27 5,750 5,409
  Colgate-Palmolive Co. 3.250% 8/15/32 9,000 8,033
3 Colgate-Palmolive Co. 4.000% 8/15/45 5,031 4,214
3 Colgate-Palmolive Co. 3.700% 8/1/47 4,853 4,017
  Conagra Brands Inc. 4.300% 5/1/24 15,798 15,554
  Conagra Brands Inc. 4.600% 11/1/25 12,945 12,658
  Conagra Brands Inc. 1.375% 11/1/27 13,009 10,517
  Conagra Brands Inc. 7.000% 10/1/28 2,276 2,353
  Conagra Brands Inc. 4.850% 11/1/28 12,709 12,006
  Conagra Brands Inc. 8.250% 9/15/30 1,002 1,113
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Conagra Brands Inc. 5.300% 11/1/38      4,025       3,530
  Conagra Brands Inc. 5.400% 11/1/48      2,508       2,190
  Constellation Brands Inc. 4.750% 11/15/24     11,831      11,784
  Constellation Brands Inc. 4.400% 11/15/25     14,478      14,172
  Constellation Brands Inc. 4.750% 12/1/25      9,599       9,516
  Constellation Brands Inc. 3.700% 12/6/26     12,740      11,991
  Constellation Brands Inc. 3.500% 5/9/27      9,651       8,929
  Constellation Brands Inc. 3.600% 2/15/28     12,790      11,688
  Constellation Brands Inc. 4.650% 11/15/28      5,906       5,586
  Constellation Brands Inc. 3.150% 8/1/29     18,711      16,104
  Constellation Brands Inc. 2.875% 5/1/30      3,145       2,607
  Constellation Brands Inc. 2.250% 8/1/31     12,918       9,911
  Constellation Brands Inc. 4.750% 5/9/32      5,488       5,139
  Constellation Brands Inc. 4.500% 5/9/47     25,253      20,416
  Constellation Brands Inc. 4.100% 2/15/48 9,730 7,438
  Constellation Brands Inc. 5.250% 11/15/48 8,419 7,568
  Constellation Brands Inc. 3.750% 5/1/50 7,935 5,746
  Costco Wholesale Corp. 2.750% 5/18/24 17,986 17,520
  Costco Wholesale Corp. 3.000% 5/18/27 17,203 16,085
  Costco Wholesale Corp. 1.375% 6/20/27 49,170 42,490
  Costco Wholesale Corp. 1.600% 4/20/30 36,959 29,759
  Costco Wholesale Corp. 1.750% 4/20/32 24,246 18,728
  Delhaize America LLC 9.000% 4/15/31 3,805 4,650
  Diageo Capital plc 2.125% 10/24/24 15,239 14,452
  Diageo Capital plc 1.375% 9/29/25 9,415 8,540
  Diageo Capital plc 3.875% 5/18/28 3,764 3,546
  Diageo Capital plc 2.375% 10/24/29 7,775 6,502
  Diageo Capital plc 2.000% 4/29/30 13,951 11,175
  Diageo Capital plc 2.125% 4/29/32 16,272 12,608
  Diageo Capital plc 5.875% 9/30/36 3,848 3,959
  Diageo Capital plc 3.875% 4/29/43 9,386 7,551
  Diageo Investment Corp. 7.450% 4/15/35 2,810 3,282
  Diageo Investment Corp. 4.250% 5/11/42 4,042 3,407
  Dollar General Corp. 4.250% 9/20/24 5,000 4,940
  Dollar General Corp. 4.150% 11/1/25 6,750 6,548
  Dollar General Corp. 3.875% 4/15/27 10,182 9,627
  Dollar General Corp. 4.625% 11/1/27 2,500 2,434
  Dollar General Corp. 4.125% 5/1/28 8,104 7,654
  Dollar General Corp. 3.500% 4/3/30 15,339 13,455
  Dollar General Corp. 5.000% 11/1/32 5,000 4,809
  Dollar General Corp. 4.125% 4/3/50 7,395 5,772
  Dollar Tree Inc. 4.000% 5/15/25 19,634 19,030
  Dollar Tree Inc. 4.200% 5/15/28 16,691 15,551
  Dollar Tree Inc. 3.375% 12/1/51 3,750 2,448
  Estee Lauder Cos. Inc. 2.000% 12/1/24 4,540 4,322
  Estee Lauder Cos. Inc. 3.150% 3/15/27 8,533 7,985
  Estee Lauder Cos. Inc. 2.375% 12/1/29 11,434 9,658
  Estee Lauder Cos. Inc. 2.600% 4/15/30 12,875 10,923
  Estee Lauder Cos. Inc. 1.950% 3/15/31 10,474 8,311
  Estee Lauder Cos. Inc. 6.000% 5/15/37 4,962 5,249
  Estee Lauder Cos. Inc. 4.375% 6/15/45 5,793 5,012
  Estee Lauder Cos. Inc. 4.150% 3/15/47 3,145 2,629
  Estee Lauder Cos. Inc. 3.125% 12/1/49 6,792 4,796
  Flowers Foods Inc. 3.500% 10/1/26 5,247 4,885
  Flowers Foods Inc. 2.400% 3/15/31 4,815 3,779
  Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 6,950 5,597
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Fomento Economico Mexicano SAB de CV 3.500% 1/16/50     31,392      21,488
  General Mills Inc. 3.650% 2/15/24      7,401       7,305
  General Mills Inc. 4.000% 4/17/25      1,707       1,667
  General Mills Inc. 3.200% 2/10/27     13,610      12,714
  General Mills Inc. 4.200% 4/17/28     20,921      19,964
  General Mills Inc. 2.875% 4/15/30      7,082       6,022
  General Mills Inc. 2.250% 10/14/31      4,488       3,512
  General Mills Inc. 3.000% 2/1/51      7,544       4,938
7 GSK Consumer Healthcare Capital US LLC 3.024% 3/24/24      4,330       4,193
7 GSK Consumer Healthcare Capital US LLC 3.375% 3/24/27     23,339      21,209
7 GSK Consumer Healthcare Capital US LLC 3.375% 3/24/29     12,244      10,672
7 GSK Consumer Healthcare Capital US LLC 3.625% 3/24/32     33,175      28,100
  Hershey Co. 2.050% 11/15/24      2,296       2,181
  Hershey Co. 3.200% 8/21/25      7,370       7,072
  Hershey Co. 2.300% 8/15/26 9,767 8,910
  Hershey Co. 2.450% 11/15/29 3,900 3,321
  Hershey Co. 1.700% 6/1/30 2,373 1,873
  Hershey Co. 3.375% 8/15/46 520 390
  Hershey Co. 3.125% 11/15/49 3,176 2,257
  Hershey Co. 2.650% 6/1/50 2,660 1,747
  Hormel Foods Corp. 0.650% 6/3/24 8,216 7,699
  Hormel Foods Corp. 1.700% 6/3/28 4,549 3,875
  Hormel Foods Corp. 1.800% 6/11/30 12,898 10,296
  Hormel Foods Corp. 3.050% 6/3/51 8,995 6,211
  Ingredion Inc. 3.200% 10/1/26 5,485 5,060
  Ingredion Inc. 2.900% 6/1/30 11,014 9,089
  Ingredion Inc. 3.900% 6/1/50 1,725 1,237
  J M Smucker Co. 3.500% 3/15/25 13,821 13,317
  J M Smucker Co. 3.375% 12/15/27 13,100 11,915
  J M Smucker Co. 2.375% 3/15/30 10,147 8,168
  J M Smucker Co. 4.250% 3/15/35 7,654 6,497
  J M Smucker Co. 2.750% 9/15/41 2,915 1,876
  J M Smucker Co. 3.550% 3/15/50 2,497 1,676
7 JBS USA LUX SA 5.125% 2/1/28 13,430 12,542
7 JBS USA LUX SA 5.500% 1/15/30 13,000 12,007
7 JBS USA LUX SA 3.750% 12/1/31 8,000 6,389
7 JBS USA LUX SA 3.625% 1/15/32 1,825 1,436
7 JBS USA LUX SA 5.750% 4/1/33 15,000 13,569
7 JBS USA LUX SA 4.375% 2/2/52 8,936 5,925
7 JBS USA LUX SA 6.500% 12/1/52 25,700 22,799
  Kellogg Co. 2.650% 12/1/23 10,583 10,340
  Kellogg Co. 3.250% 4/1/26 10,018 9,423
  Kellogg Co. 3.400% 11/15/27 8,167 7,511
  Kellogg Co. 4.300% 5/15/28 5,960 5,684
  Kellogg Co. 2.100% 6/1/30 1,250 991
3 Kellogg Co. 7.450% 4/1/31 5,700 6,261
  Kellogg Co. 4.500% 4/1/46 7,940 6,777
  Keurig Dr Pepper Inc. 3.130% 12/15/23 7,179 7,053
  Keurig Dr Pepper Inc. 0.750% 3/15/24 4,899 4,618
  Keurig Dr Pepper Inc. 4.417% 5/25/25 5,028 4,953
  Keurig Dr Pepper Inc. 3.400% 11/15/25 8,365 7,989
  Keurig Dr Pepper Inc. 2.550% 9/15/26 9,334 8,428
  Keurig Dr Pepper Inc. 3.430% 6/15/27 8,771 8,104
  Keurig Dr Pepper Inc. 3.950% 4/15/29 15,170 13,854
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Keurig Dr Pepper Inc. 3.200% 5/1/30     24,329      20,761
  Keurig Dr Pepper Inc. 2.250% 3/15/31     10,000       7,768
  Keurig Dr Pepper Inc. 4.050% 4/15/32     13,025      11,462
  Keurig Dr Pepper Inc. 4.500% 11/15/45      4,229       3,421
  Keurig Dr Pepper Inc. 4.420% 12/15/46      4,746       3,786
  Keurig Dr Pepper Inc. 5.085% 5/25/48         55          49
  Keurig Dr Pepper Inc. 3.800% 5/1/50     10,025       7,126
  Keurig Dr Pepper Inc. 3.350% 3/15/51      5,430       3,556
  Keurig Dr Pepper Inc. 4.500% 4/15/52     21,520      17,022
  Kimberly-Clark Corp. 3.050% 8/15/25      4,930       4,716
  Kimberly-Clark Corp. 2.750% 2/15/26     10,377       9,743
  Kimberly-Clark Corp. 1.050% 9/15/27      4,396       3,694
  Kimberly-Clark Corp. 3.950% 11/1/28      4,485       4,250
  Kimberly-Clark Corp. 3.200% 4/25/29      7,068       6,365
  Kimberly-Clark Corp. 3.100% 3/26/30 9,694 8,566
  Kimberly-Clark Corp. 2.000% 11/2/31 10,171 8,004
  Kimberly-Clark Corp. 6.625% 8/1/37 3,378 3,765
  Kimberly-Clark Corp. 5.300% 3/1/41 10,559 10,307
  Kimberly-Clark Corp. 3.200% 7/30/46 6,600 4,683
  Kimberly-Clark Corp. 3.900% 5/4/47 5,455 4,359
  Kimberly-Clark Corp. 2.875% 2/7/50 2,494 1,683
  Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,449 2,422
  Kraft Heinz Foods Co. 3.000% 6/1/26 21,636 19,955
  Kraft Heinz Foods Co. 3.875% 5/15/27 15,560 14,544
  Kraft Heinz Foods Co. 3.750% 4/1/30 4,485 3,953
  Kraft Heinz Foods Co. 5.000% 7/15/35 14,125 12,796
  Kraft Heinz Foods Co. 6.875% 1/26/39 9,675 9,961
  Kraft Heinz Foods Co. 4.625% 10/1/39 30 25
  Kraft Heinz Foods Co. 6.500% 2/9/40 17,300 17,382
  Kraft Heinz Foods Co. 5.000% 6/4/42 6,252 5,430
  Kraft Heinz Foods Co. 5.200% 7/15/45 26,609 23,136
  Kraft Heinz Foods Co. 4.375% 6/1/46 36,903 28,747
  Kraft Heinz Foods Co. 4.875% 10/1/49 28,000 23,133
  Kraft Heinz Foods Co. 5.500% 6/1/50 26,625 24,028
  Kroger Co. 4.000% 2/1/24 6,076 6,017
  Kroger Co. 3.500% 2/1/26 13,501 12,804
  Kroger Co. 2.650% 10/15/26 15,309 13,932
  Kroger Co. 3.700% 8/1/27 2,351 2,208
3 Kroger Co. 7.700% 6/1/29 5,250 5,746
  Kroger Co. 8.000% 9/15/29 4,085 4,610
  Kroger Co. 2.200% 5/1/30 4,540 3,606
  Kroger Co. 7.500% 4/1/31 3,129 3,512
  Kroger Co. 6.900% 4/15/38 6,274 6,757
  Kroger Co. 5.400% 7/15/40 4,452 4,104
  Kroger Co. 5.000% 4/15/42 6,847 6,036
  Kroger Co. 5.150% 8/1/43 3,625 3,231
  Kroger Co. 3.875% 10/15/46 13,505 10,232
  Kroger Co. 4.450% 2/1/47 15,347 12,571
  Kroger Co. 4.650% 1/15/48 6,076 5,130
  Kroger Co. 3.950% 1/15/50 8,119 6,199
  McCormick & Co. Inc. 3.150% 8/15/24 11,019 10,640
  McCormick & Co. Inc. 0.900% 2/15/26 6,266 5,431
  McCormick & Co. Inc. 3.400% 8/15/27 10,536 9,697
  McCormick & Co. Inc. 2.500% 4/15/30 8,092 6,593
  McCormick & Co. Inc. 1.850% 2/15/31 5,439 4,048
  McCormick & Co. Inc. 4.200% 8/15/47 6,223 5,003
  Mead Johnson Nutrition Co. 4.125% 11/15/25 12,636 12,334
  Mead Johnson Nutrition Co. 5.900% 11/1/39 6,925 7,188
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Mead Johnson Nutrition Co. 4.600% 6/1/44     13,656      12,190
  Molson Coors Beverage Co. 3.000% 7/15/26     28,938      26,438
  Molson Coors Beverage Co. 5.000% 5/1/42     16,289      13,736
  Molson Coors Beverage Co. 4.200% 7/15/46     25,812      19,210
  Mondelez International Inc. 1.500% 5/4/25      8,427       7,703
  Mondelez International Inc. 2.625% 3/17/27      9,080       8,156
  Mondelez International Inc. 2.750% 4/13/30      9,597       7,983
  Mondelez International Inc. 1.500% 2/4/31      9,425       6,951
  Mondelez International Inc. 3.000% 3/17/32      5,500       4,519
  Mondelez International Inc. 1.875% 10/15/32      9,475       6,911
  Mondelez International Inc. 2.625% 9/4/50     15,547       9,243
  PepsiCo Inc. 3.600% 3/1/24     11,213      11,094
  PepsiCo Inc. 2.250% 3/19/25     19,370      18,345
  PepsiCo Inc. 2.750% 4/30/25     20,217      19,326
  PepsiCo Inc. 3.500% 7/17/25 13,503 13,148
  PepsiCo Inc. 2.850% 2/24/26 11,738 11,067
  PepsiCo Inc. 2.375% 10/6/26 17,618 16,159
  PepsiCo Inc. 2.625% 3/19/27 12,568 11,519
  PepsiCo Inc. 3.000% 10/15/27 8,498 7,846
  PepsiCo Inc. 3.600% 2/18/28 7,030 6,651
  PepsiCo Inc. 2.625% 7/29/29 15,290 13,308
  PepsiCo Inc. 2.750% 3/19/30 31,042 26,904
  PepsiCo Inc. 1.625% 5/1/30 15,545 12,456
  PepsiCo Inc. 1.400% 2/25/31 11,689 8,984
  PepsiCo Inc. 1.950% 10/21/31 5,365 4,270
  PepsiCo Inc. 3.500% 3/19/40 10,410 8,481
  PepsiCo Inc. 2.625% 10/21/41 8,200 5,723
  PepsiCo Inc. 4.000% 3/5/42 8,379 7,167
  PepsiCo Inc. 3.600% 8/13/42 10,234 8,187
  PepsiCo Inc. 4.250% 10/22/44 4,079 3,571
  PepsiCo Inc. 4.450% 4/14/46 14,693 13,538
  PepsiCo Inc. 3.450% 10/6/46 19,859 15,548
  PepsiCo Inc. 4.000% 5/2/47 6,633 5,639
  PepsiCo Inc. 3.375% 7/29/49 7,465 5,710
  PepsiCo Inc. 2.875% 10/15/49 13,284 9,410
  PepsiCo Inc. 3.625% 3/19/50 4,630 3,775
  PepsiCo Inc. 2.750% 10/21/51 5,495 3,709
  PepsiCo Inc. 4.200% 7/18/52 5,260 4,658
  PepsiCo Inc. 3.875% 3/19/60 3,970 3,241
  Philip Morris International Inc. 3.600% 11/15/23 12,441 12,315
  Philip Morris International Inc. 2.875% 5/1/24 17,780 17,230
  Philip Morris International Inc. 3.250% 11/10/24 14,670 14,194
  Philip Morris International Inc. 1.500% 5/1/25 5,921 5,427
  Philip Morris International Inc. 3.375% 8/11/25 9,859 9,437
  Philip Morris International Inc. 2.750% 2/25/26 17,941 16,552
  Philip Morris International Inc. 0.875% 5/1/26 5,083 4,368
  Philip Morris International Inc. 3.125% 8/17/27 5,310 4,831
  Philip Morris International Inc. 3.125% 3/2/28 8,022 7,078
  Philip Morris International Inc. 3.375% 8/15/29 9,353 7,997
  Philip Morris International Inc. 2.100% 5/1/30 13,775 10,464
  Philip Morris International Inc. 6.375% 5/16/38 13,140 12,468
  Philip Morris International Inc. 4.375% 11/15/41 13,632 10,032
  Philip Morris International Inc. 4.500% 3/20/42 15,356 11,375
  Philip Morris International Inc. 3.875% 8/21/42 8,845 5,943
  Philip Morris International Inc. 4.125% 3/4/43 9,935 6,902
  Philip Morris International Inc. 4.875% 11/15/43 9,617 7,358
  Philip Morris International Inc. 4.250% 11/10/44 1,222 855
  Procter & Gamble Co. 0.550% 10/29/25 6,735 5,992
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Procter & Gamble Co. 2.700% 2/2/26     17,978      17,096
  Procter & Gamble Co. 2.450% 11/3/26     13,052      12,116
  Procter & Gamble Co. 2.800% 3/25/27     18,697      17,371
  Procter & Gamble Co. 2.850% 8/11/27      1,787       1,651
  Procter & Gamble Co. 3.000% 3/25/30     30,137      26,981
  Procter & Gamble Co. 1.200% 10/29/30     19,970      15,379
  Procter & Gamble Co. 5.550% 3/5/37      1,745       1,841
  Procter & Gamble Co. 3.550% 3/25/40      9,251       7,757
  Procter & Gamble Co. 3.500% 10/25/47      9,332       7,537
  Procter & Gamble Co. 3.600% 3/25/50      5,154       4,276
  Reynolds American Inc. 4.450% 6/12/25     37,161      35,942
  Reynolds American Inc. 5.700% 8/15/35     12,428      10,491
  Reynolds American Inc. 7.250% 6/15/37      3,543       3,329
3 Reynolds American Inc. 8.125% 5/1/40      2,569       2,664
3 Reynolds American Inc. 7.000% 8/4/41 3,375 3,139
  Reynolds American Inc. 6.150% 9/15/43 12,139 10,069
  Reynolds American Inc. 5.850% 8/15/45 28,652 22,468
  Sysco Corp. 3.750% 10/1/25 9,112 8,770
  Sysco Corp. 3.300% 7/15/26 19,621 18,361
  Sysco Corp. 3.250% 7/15/27 21,772 19,840
  Sysco Corp. 2.400% 2/15/30 3,575 2,902
  Sysco Corp. 5.950% 4/1/30 11,848 11,993
  Sysco Corp. 6.600% 4/1/40 13,747 14,566
  Sysco Corp. 4.850% 10/1/45 8,460 7,168
  Sysco Corp. 4.500% 4/1/46 9,084 7,385
  Sysco Corp. 4.450% 3/15/48 8,111 6,405
  Sysco Corp. 3.300% 2/15/50 7,200 4,690
  Sysco Corp. 6.600% 4/1/50 17,109 17,915
  Sysco Corp. 3.150% 12/14/51 8,090 5,103
  Target Corp. 3.500% 7/1/24 13,028 12,813
  Target Corp. 2.250% 4/15/25 14,700 13,860
  Target Corp. 2.500% 4/15/26 11,350 10,531
  Target Corp. 1.950% 1/15/27 5,485 4,922
  Target Corp. 3.375% 4/15/29 17,461 16,029
  Target Corp. 2.350% 2/15/30 9,189 7,672
  Target Corp. 2.650% 9/15/30 11,438 9,636
  Target Corp. 6.500% 10/15/37 5,762 6,202
  Target Corp. 7.000% 1/15/38 9,997 11,446
  Target Corp. 4.000% 7/1/42 2,790 2,340
  Target Corp. 3.625% 4/15/46 9,800 7,543
  Target Corp. 3.900% 11/15/47 1,560 1,259
  Target Corp. 2.950% 1/15/52 25,170 16,903
  Tyson Foods Inc. 3.950% 8/15/24 21,504 21,079
  Tyson Foods Inc. 4.000% 3/1/26 14,156 13,577
  Tyson Foods Inc. 3.550% 6/2/27 15,942 14,743
  Tyson Foods Inc. 4.350% 3/1/29 17,728 16,729
  Tyson Foods Inc. 4.875% 8/15/34 9,776 9,048
  Tyson Foods Inc. 5.150% 8/15/44 14,462 12,911
  Tyson Foods Inc. 4.550% 6/2/47 2,200 1,815
  Tyson Foods Inc. 5.100% 9/28/48 4,409 3,916
  Unilever Capital Corp. 3.250% 3/7/24 16,450 16,153
  Unilever Capital Corp. 2.600% 5/5/24 25,413 24,640
  Unilever Capital Corp. 0.626% 8/12/24 3,000 2,791
  Unilever Capital Corp. 3.375% 3/22/25 266 259
  Unilever Capital Corp. 3.100% 7/30/25 9,891 9,493
  Unilever Capital Corp. 2.000% 7/28/26 11,245 10,188
  Unilever Capital Corp. 2.900% 5/5/27 6,650 6,126
  Unilever Capital Corp. 3.500% 3/22/28 2,525 2,365
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Unilever Capital Corp. 2.125% 9/6/29     19,590      16,287
  Unilever Capital Corp. 1.375% 9/14/30      4,792       3,686
  Unilever Capital Corp. 1.750% 8/12/31      7,190       5,537
  Unilever Capital Corp. 5.900% 11/15/32      8,975       9,501
3 Unilever Capital Corp. 2.625% 8/12/51     14,325       9,246
  Walgreens Boots Alliance Inc. 3.800% 11/18/24     13,303      12,965
  Walgreens Boots Alliance Inc. 3.450% 6/1/26     28,710      27,013
  Walgreens Boots Alliance Inc. 3.200% 4/15/30      4,150       3,491
  Walgreens Boots Alliance Inc. 4.800% 11/18/44      6,229       5,003
  Walgreens Boots Alliance Inc. 4.100% 4/15/50     14,608      10,449
  Walmart Inc. 3.300% 4/22/24     27,573      27,102
  Walmart Inc. 2.850% 7/8/24      8,894       8,641
  Walmart Inc. 2.650% 12/15/24     22,381      21,588
  Walmart Inc. 3.550% 6/26/25     23,685      23,119
  Walmart Inc. 3.900% 9/9/25 13,000 12,773
  Walmart Inc. 3.050% 7/8/26 28,105 26,860
  Walmart Inc. 1.050% 9/17/26 6,069 5,303
  Walmart Inc. 3.950% 9/9/27 10,000 9,710
  Walmart Inc. 3.700% 6/26/28 32,290 30,708
  Walmart Inc. 1.500% 9/22/28 10,942 9,149
  Walmart Inc. 3.250% 7/8/29 20,943 19,180
  Walmart Inc. 2.375% 9/24/29 13,470 11,604
  Walmart Inc. 1.800% 9/22/31 5,143 4,098
  Walmart Inc. 4.150% 9/9/32 15,000 14,375
  Walmart Inc. 5.250% 9/1/35 13,041 13,378
  Walmart Inc. 6.500% 8/15/37 483 554
  Walmart Inc. 6.200% 4/15/38 15,844 17,731
  Walmart Inc. 3.950% 6/28/38 14,369 12,776
  Walmart Inc. 5.625% 4/1/40 4,410 4,684
  Walmart Inc. 5.000% 10/25/40 4,065 3,959
  Walmart Inc. 5.625% 4/15/41 2,745 2,911
  Walmart Inc. 4.000% 4/11/43 20,657 17,737
  Walmart Inc. 4.300% 4/22/44 5,500 4,900
  Walmart Inc. 3.625% 12/15/47 9,204 7,477
  Walmart Inc. 4.050% 6/29/48 11,076 9,620
  Walmart Inc. 2.950% 9/24/49 9,896 7,108
  Walmart Inc. 4.500% 9/9/52 10,000 9,384
            4,724,412
Energy (1.9%)
  Baker Hughes Holdings LLC 1.231% 12/15/23 4,830 4,637
  Baker Hughes Holdings LLC 2.061% 12/15/26 5,975 5,251
  Baker Hughes Holdings LLC 3.337% 12/15/27 18,990 17,076
  Baker Hughes Holdings LLC 3.138% 11/7/29 6,530 5,541
  Baker Hughes Holdings LLC 4.486% 5/1/30 8,939 8,260
  Baker Hughes Holdings LLC 5.125% 9/15/40 15,164 13,377
  Baker Hughes Holdings LLC 4.080% 12/15/47 16,340 12,152
  Boardwalk Pipelines LP 4.950% 12/15/24 8,524 8,431
  Boardwalk Pipelines LP 5.950% 6/1/26 16,721 16,901
  Boardwalk Pipelines LP 4.450% 7/15/27 6,049 5,624
  Boardwalk Pipelines LP 3.600% 9/1/32 5,930 4,702
  BP Capital Markets America Inc. 3.796% 9/21/25 21,219 20,684
  BP Capital Markets America Inc. 3.410% 2/11/26 16,101 15,322
3 BP Capital Markets America Inc. 3.119% 5/4/26 21,140 19,761
3 BP Capital Markets America Inc. 3.017% 1/16/27 11,592 10,595
  BP Capital Markets America Inc. 3.543% 4/6/27 13,848 12,954
3 BP Capital Markets America Inc. 3.588% 4/14/27 8,379 7,847
  BP Capital Markets America Inc. 3.937% 9/21/28 15,786 14,673
  BP Capital Markets America Inc. 4.234% 11/6/28 18,185 17,101
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  BP Capital Markets America Inc. 3.633% 4/6/30     25,041      22,525
  BP Capital Markets America Inc. 1.749% 8/10/30      7,050       5,494
  BP Capital Markets America Inc. 2.721% 1/12/32     13,097      10,638
  BP Capital Markets America Inc. 3.060% 6/17/41     20,015      14,314
  BP Capital Markets America Inc. 3.000% 2/24/50     32,099      20,845
  BP Capital Markets America Inc. 2.772% 11/10/50     27,509      17,066
  BP Capital Markets America Inc. 2.939% 6/4/51     20,890      13,264
  BP Capital Markets America Inc. 3.001% 3/17/52     17,165      11,104
  BP Capital Markets America Inc. 3.379% 2/8/61     16,870      11,024
  BP Capital Markets plc 3.279% 9/19/27     28,672      26,316
  BP Capital Markets plc 3.723% 11/28/28     17,094      15,664
  Burlington Resources LLC 7.200% 8/15/31      4,110       4,588
  Burlington Resources LLC 7.400% 12/1/31      5,850       6,685
  Canadian Natural Resources Ltd. 3.800% 4/15/24      7,648       7,485
  Canadian Natural Resources Ltd. 3.900% 2/1/25 758 732
  Canadian Natural Resources Ltd. 2.050% 7/15/25 5,783 5,286
  Canadian Natural Resources Ltd. 3.850% 6/1/27 22,448 20,711
  Canadian Natural Resources Ltd. 2.950% 7/15/30 8,821 7,265
  Canadian Natural Resources Ltd. 7.200% 1/15/32 5,093 5,417
  Canadian Natural Resources Ltd. 6.450% 6/30/33 7,731 7,642
  Canadian Natural Resources Ltd. 5.850% 2/1/35 4,783 4,506
  Canadian Natural Resources Ltd. 6.500% 2/15/37 16,023 15,412
  Canadian Natural Resources Ltd. 6.250% 3/15/38 15,578 15,006
  Canadian Natural Resources Ltd. 6.750% 2/1/39 6,059 6,109
3 Canadian Natural Resources Ltd. 4.950% 6/1/47 8,381 7,128
  Cenovus Energy Inc. 2.650% 1/15/32 9,625 7,438
  Cenovus Energy Inc. 5.250% 6/15/37 10,414 9,171
  Cenovus Energy Inc. 6.800% 9/15/37 5,156 5,191
  Cenovus Energy Inc. 6.750% 11/15/39 11,163 11,074
  Cenovus Energy Inc. 5.400% 6/15/47 15,033 12,958
  Cenovus Energy Inc. 3.750% 2/15/52 10,100 6,844
  Cheniere Corpus Christi Holdings LLC 7.000% 6/30/24 13,987 14,215
  Cheniere Corpus Christi Holdings LLC 5.875% 3/31/25 19,073 19,120
  Cheniere Corpus Christi Holdings LLC 5.125% 6/30/27 29,092 28,201
  Cheniere Corpus Christi Holdings LLC 3.700% 11/15/29 20,645 17,933
  Cheniere Corpus Christi Holdings LLC 2.742% 12/31/39 11,190 8,068
  Chevron Corp. 2.895% 3/3/24 12,686 12,397
  Chevron Corp. 1.554% 5/11/25 32,813 30,365
  Chevron Corp. 3.326% 11/17/25 9,719 9,353
  Chevron Corp. 2.954% 5/16/26 23,992 22,593
  Chevron Corp. 1.995% 5/11/27 7,804 6,923
  Chevron Corp. 2.236% 5/11/30 22,258 18,528
  Chevron Corp. 3.078% 5/11/50 13,653 9,697
  Chevron USA Inc. 3.900% 11/15/24 7,440 7,333
  Chevron USA Inc. 0.687% 8/12/25 7,950 7,123
  Chevron USA Inc. 1.018% 8/12/27 11,025 9,224
  Chevron USA Inc. 3.850% 1/15/28 9,620 9,150
  Chevron USA Inc. 3.250% 10/15/29 11,724 10,483
  Chevron USA Inc. 5.250% 11/15/43 14,249 13,834
  Chevron USA Inc. 2.343% 8/12/50 9,701 5,931
  CNOOC Finance 2013 Ltd. 2.875% 9/30/29 1,600 1,430
  CNOOC Finance 2013 Ltd. 4.250% 5/9/43 9,500 7,803
  CNOOC Finance 2013 Ltd. 3.300% 9/30/49 9,300 6,224
  CNOOC Finance 2014 ULC 4.250% 4/30/24 2,600 2,578
  CNOOC Finance 2014 ULC 4.875% 4/30/44 6,500 5,772
  CNOOC Finance 2015 Australia Pty. Ltd. 4.200% 5/5/45 1,000 802
  CNOOC Finance 2015 USA LLC 3.500% 5/5/25 6,100 5,905
  CNOOC Finance 2015 USA LLC 4.375% 5/2/28 19,246 18,765
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  CNOOC Petroleum North America ULC 7.875% 3/15/32     11,000      12,868
  CNOOC Petroleum North America ULC 5.875% 3/10/35      6,775       6,591
  CNOOC Petroleum North America ULC 6.400% 5/15/37     16,352      16,687
  CNOOC Petroleum North America ULC 7.500% 7/30/39      5,100       5,888
  Columbia Pipeline Group Inc. 4.500% 6/1/25     18,669      18,297
  Columbia Pipeline Group Inc. 5.800% 6/1/45      6,138       5,680
  Conoco Funding Co. 7.250% 10/15/31      2,976       3,325
  ConocoPhillips 4.300% 8/15/28     14,746      13,968
  ConocoPhillips 2.400% 2/15/31      6,630       5,294
  ConocoPhillips 5.900% 10/15/32      9,838      10,230
  ConocoPhillips 5.900% 5/15/38     10,312      10,520
  ConocoPhillips 6.500% 2/1/39     15,779      17,115
  ConocoPhillips 4.875% 10/1/47      8,456       7,576
  ConocoPhillips Co. 3.350% 11/15/24      3,123       3,056
  ConocoPhillips Co. 6.950% 4/15/29 15,538 17,043
7 ConocoPhillips Co. 3.758% 3/15/42 9,621 7,727
  ConocoPhillips Co. 4.300% 11/15/44 15,027 12,488
  ConocoPhillips Co. 3.800% 3/15/52 14,210 10,894
7 ConocoPhillips Co. 4.025% 3/15/62 23,343 17,747
  Continental Resources Inc. 3.800% 6/1/24 4,435 4,301
  Continental Resources Inc. 4.375% 1/15/28 8,555 7,656
  Continental Resources Inc. 4.900% 6/1/44 5,052 3,601
7 Coterra Energy Inc. 3.900% 5/15/27 16,221 15,074
7 Coterra Energy Inc. 4.375% 3/15/29 4,297 3,975
  DCP Midstream Operating LP 5.375% 7/15/25 3,776 3,671
  DCP Midstream Operating LP 5.625% 7/15/27 2,832 2,737
  DCP Midstream Operating LP 5.125% 5/15/29 4,580 4,295
  DCP Midstream Operating LP 3.250% 2/15/32 3,289 2,591
  DCP Midstream Operating LP 5.600% 4/1/44 5,105 4,572
  Devon Energy Corp. 5.250% 9/15/24 7,810 7,807
  Devon Energy Corp. 5.850% 12/15/25 6,301 6,368
  Devon Energy Corp. 5.250% 10/15/27 5,750 5,702
  Devon Energy Corp. 5.875% 6/15/28 5,389 5,399
  Devon Energy Corp. 4.500% 1/15/30 9,723 8,895
  Devon Energy Corp. 7.875% 9/30/31 7,900 8,702
  Devon Energy Corp. 7.950% 4/15/32 4,780 5,296
  Devon Energy Corp. 5.600% 7/15/41 16,422 14,741
  Devon Energy Corp. 4.750% 5/15/42 8,526 6,955
  Devon Energy Corp. 5.000% 6/15/45 8,850 7,374
  Diamondback Energy Inc. 3.250% 12/1/26 14,646 13,513
  Diamondback Energy Inc. 3.500% 12/1/29 13,893 11,994
  Diamondback Energy Inc. 3.125% 3/24/31 14,596 11,840
  Diamondback Energy Inc. 4.400% 3/24/51 7,145 5,396
  Diamondback Energy Inc. 4.250% 3/15/52 6,490 4,760
3 Eastern Gas Transmission & Storage Inc. 3.600% 12/15/24 2,631 2,533
  Eastern Gas Transmission & Storage Inc. 3.000% 11/15/29 4,100 3,515
3 Eastern Gas Transmission & Storage Inc. 4.800% 11/1/43 6,535 5,447
3 Eastern Gas Transmission & Storage Inc. 4.600% 12/15/44 5,163 4,213
3 Eastern Gas Transmission & Storage Inc. 3.900% 11/15/49 200 144
  Enbridge Energy Partners LP 5.875% 10/15/25 9,241 9,370
3 Enbridge Energy Partners LP 7.500% 4/15/38 10,010 10,790
  Enbridge Energy Partners LP 5.500% 9/15/40 4,365 3,986
  Enbridge Energy Partners LP 7.375% 10/15/45 11,531 12,476
  Enbridge Inc. 4.000% 10/1/23 3,610 3,575
  Enbridge Inc. 0.550% 10/4/23 1,567 1,497
  Enbridge Inc. 2.150% 2/16/24 2,160 2,077
  Enbridge Inc. 2.500% 1/15/25 7,833 7,355
  Enbridge Inc. 2.500% 2/14/25 3,680 3,459
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Enbridge Inc. 1.600% 10/4/26      2,050       1,775
  Enbridge Inc. 4.250% 12/1/26     13,734      13,087
  Enbridge Inc. 3.700% 7/15/27     12,451      11,556
  Enbridge Inc. 3.125% 11/15/29     13,111      11,206
  Enbridge Inc. 2.500% 8/1/33     12,835       9,652
  Enbridge Inc. 4.500% 6/10/44      7,746       6,180
  Enbridge Inc. 4.000% 11/15/49      6,800       5,155
  Enbridge Inc. 3.400% 8/1/51     13,501       9,096
  Energy Transfer LP 4.500% 11/1/23      7,915       7,846
  Energy Transfer LP 4.900% 2/1/24      2,654       2,639
  Energy Transfer LP 4.250% 4/1/24      9,353       9,157
  Energy Transfer LP 4.500% 4/15/24      2,270       2,239
  Energy Transfer LP 3.900% 5/15/24     14,121      13,744
  Energy Transfer LP 4.050% 3/15/25     15,850      15,202
  Energy Transfer LP 2.900% 5/15/25 11,659 10,866
  Energy Transfer LP 5.950% 12/1/25 6,854 6,848
  Energy Transfer LP 4.750% 1/15/26 16,338 15,769
  Energy Transfer LP 3.900% 7/15/26 6,289 5,861
  Energy Transfer LP 4.400% 3/15/27 13,417 12,526
  Energy Transfer LP 4.200% 4/15/27 8,425 7,795
3 Energy Transfer LP 5.500% 6/1/27 14,377 14,003
  Energy Transfer LP 4.000% 10/1/27 11,176 10,181
  Energy Transfer LP 4.950% 5/15/28 20,462 19,080
  Energy Transfer LP 4.950% 6/15/28 15,555 14,538
  Energy Transfer LP 5.250% 4/15/29 17,262 16,281
  Energy Transfer LP 3.750% 5/15/30 14,380 12,206
  Energy Transfer LP 4.900% 3/15/35 5,828 4,918
  Energy Transfer LP 6.625% 10/15/36 6,131 5,817
3 Energy Transfer LP 5.800% 6/15/38 10,125 8,884
  Energy Transfer LP 7.500% 7/1/38 6,569 6,660
  Energy Transfer LP 6.050% 6/1/41 8,740 7,849
  Energy Transfer LP 6.500% 2/1/42 12,295 11,436
  Energy Transfer LP 6.100% 2/15/42 10,946 9,620
  Energy Transfer LP 4.950% 1/15/43 1,150 885
  Energy Transfer LP 5.150% 2/1/43 2,769 2,180
  Energy Transfer LP 5.950% 10/1/43 5,388 4,677
  Energy Transfer LP 5.300% 4/1/44 8,053 6,431
  Energy Transfer LP 5.000% 5/15/44 1,593 1,238
  Energy Transfer LP 5.150% 3/15/45 6,058 4,795
  Energy Transfer LP 5.350% 5/15/45 13,366 10,782
  Energy Transfer LP 6.125% 12/15/45 18,888 16,506
  Energy Transfer LP 5.300% 4/15/47 10,898 8,716
  Energy Transfer LP 5.400% 10/1/47 13,624 11,052
  Energy Transfer LP 6.000% 6/15/48 17,138 14,848
  Energy Transfer LP 6.250% 4/15/49 21,085 18,833
  Energy Transfer LP 5.000% 5/15/50 27,170 21,231
  Enterprise Products Operating LLC 3.900% 2/15/24 10,845 10,662
  Enterprise Products Operating LLC 3.750% 2/15/25 22,064 21,379
  Enterprise Products Operating LLC 3.700% 2/15/26 5,386 5,145
  Enterprise Products Operating LLC 3.950% 2/15/27 3,872 3,682
  Enterprise Products Operating LLC 3.125% 7/31/29 32,223 27,758
  Enterprise Products Operating LLC 2.800% 1/31/30 12,047 10,079
3 Enterprise Products Operating LLC 6.875% 3/1/33 7,309 7,776
3 Enterprise Products Operating LLC 6.650% 10/15/34 2,567 2,650
  Enterprise Products Operating LLC 7.550% 4/15/38 4,349 4,753
  Enterprise Products Operating LLC 6.125% 10/15/39 7,968 7,824
  Enterprise Products Operating LLC 5.950% 2/1/41 10,096 9,672
  Enterprise Products Operating LLC 5.700% 2/15/42 6,814 6,301
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Enterprise Products Operating LLC 4.850% 8/15/42      9,912       8,410
  Enterprise Products Operating LLC 4.450% 2/15/43     17,313      14,025
  Enterprise Products Operating LLC 4.850% 3/15/44     12,302      10,283
  Enterprise Products Operating LLC 5.100% 2/15/45      5,760       4,932
  Enterprise Products Operating LLC 4.900% 5/15/46     26,694      22,764
  Enterprise Products Operating LLC 4.250% 2/15/48     17,145      13,257
  Enterprise Products Operating LLC 4.800% 2/1/49     16,296      13,429
  Enterprise Products Operating LLC 4.200% 1/31/50     20,426      15,590
  Enterprise Products Operating LLC 3.700% 1/31/51     10,180       7,166
  Enterprise Products Operating LLC 3.200% 2/15/52      9,235       5,908
  Enterprise Products Operating LLC 3.300% 2/15/53     10,684       6,992
  Enterprise Products Operating LLC 4.950% 10/15/54     10,068       8,208
  Enterprise Products Operating LLC 3.950% 1/31/60     16,073      11,063
3 Enterprise Products Operating LLC 5.250% 8/16/77      9,290       7,806
3 Enterprise Products Operating LLC 5.375% 2/15/78 10,068 7,605
  EOG Resources Inc. 3.150% 4/1/25 8,896 8,563
  EOG Resources Inc. 4.150% 1/15/26 15,382 14,997
  EOG Resources Inc. 4.375% 4/15/30 14,191 13,532
  EOG Resources Inc. 3.900% 4/1/35 615 526
  EOG Resources Inc. 4.950% 4/15/50 7,356 6,875
  EQT Corp. 6.125% 2/1/25 9,070 9,104
5 EQT Corp. 5.678% 10/1/25 1,800 1,787
7 EQT Corp. 3.125% 5/15/26 6,400 5,836
  EQT Corp. 3.900% 10/1/27 6,655 6,062
5 EQT Corp. 5.700% 4/1/28 2,900 2,848
  EQT Corp. 5.000% 1/15/29 7,075 6,615
  EQT Corp. 7.000% 2/1/30 11,625 11,998
  Exxon Mobil Corp. 3.176% 3/15/24 525 515
  Exxon Mobil Corp. 2.019% 8/16/24 15,660 14,958
  Exxon Mobil Corp. 2.709% 3/6/25 13,727 13,125
  Exxon Mobil Corp. 2.992% 3/19/25 52,129 50,102
  Exxon Mobil Corp. 3.043% 3/1/26 19,866 18,783
  Exxon Mobil Corp. 2.275% 8/16/26 16,647 15,191
  Exxon Mobil Corp. 3.294% 3/19/27 10,430 9,817
  Exxon Mobil Corp. 2.440% 8/16/29 18,288 15,714
  Exxon Mobil Corp. 3.482% 3/19/30 22,910 20,836
  Exxon Mobil Corp. 2.610% 10/15/30 29,257 24,836
  Exxon Mobil Corp. 2.995% 8/16/39 11,742 8,761
  Exxon Mobil Corp. 4.227% 3/19/40 29,854 25,953
  Exxon Mobil Corp. 3.567% 3/6/45 17,975 13,602
  Exxon Mobil Corp. 4.114% 3/1/46 22,379 18,536
  Exxon Mobil Corp. 3.095% 8/16/49 27,002 18,875
  Exxon Mobil Corp. 4.327% 3/19/50 36,821 31,376
  Exxon Mobil Corp. 3.452% 4/15/51 36,856 27,405
  Halliburton Co. 3.800% 11/15/25 3,478 3,358
  Halliburton Co. 2.920% 3/1/30 16,957 14,145
  Halliburton Co. 4.850% 11/15/35 21,161 18,412
  Halliburton Co. 6.700% 9/15/38 12,442 12,513
  Halliburton Co. 4.500% 11/15/41 4,420 3,494
  Halliburton Co. 4.750% 8/1/43 14,871 11,885
  Halliburton Co. 5.000% 11/15/45 22,057 18,353
  Helmerich & Payne Inc. 2.900% 9/29/31 7,300 5,704
  Hess Corp. 3.500% 7/15/24 4,562 4,408
  Hess Corp. 4.300% 4/1/27 13,483 12,667
  Hess Corp. 7.875% 10/1/29 6,380 6,951
  Hess Corp. 7.300% 8/15/31 7,112 7,519
  Hess Corp. 7.125% 3/15/33 7,918 8,296
  Hess Corp. 6.000% 1/15/40 10,658 9,872
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Hess Corp. 5.600% 2/15/41     13,611      11,929
  Hess Corp. 5.800% 4/1/47      2,632       2,363
7 HF Sinclair Corp. 2.625% 10/1/23      2,860       2,760
7 HF Sinclair Corp. 5.875% 4/1/26      6,563       6,439
7 HF Sinclair Corp. 4.500% 10/1/30      5,793       4,969
  Kinder Morgan Energy Partners LP 4.150% 2/1/24        935         923
  Kinder Morgan Energy Partners LP 4.300% 5/1/24     21,156      20,862
  Kinder Morgan Energy Partners LP 4.250% 9/1/24      8,191       8,055
  Kinder Morgan Energy Partners LP 7.400% 3/15/31      1,035       1,077
  Kinder Morgan Energy Partners LP 7.750% 3/15/32        505         546
  Kinder Morgan Energy Partners LP 7.300% 8/15/33      3,690       3,859
  Kinder Morgan Energy Partners LP 5.800% 3/15/35      7,249       6,787
  Kinder Morgan Energy Partners LP 6.500% 2/1/37     17,321      16,847
3 Kinder Morgan Energy Partners LP 6.950% 1/15/38      8,810       8,849
  Kinder Morgan Energy Partners LP 6.500% 9/1/39 8,145 7,795
  Kinder Morgan Energy Partners LP 6.550% 9/15/40 9,018 8,603
  Kinder Morgan Energy Partners LP 7.500% 11/15/40 7,967 8,313
  Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,973 1,836
  Kinder Morgan Energy Partners LP 5.625% 9/1/41 12,514 10,731
  Kinder Morgan Energy Partners LP 5.000% 8/15/42 6,509 5,336
  Kinder Morgan Energy Partners LP 4.700% 11/1/42 11,974 9,359
  Kinder Morgan Energy Partners LP 5.000% 3/1/43 5,306 4,299
  Kinder Morgan Energy Partners LP 5.500% 3/1/44 12,869 10,829
  Kinder Morgan Energy Partners LP 5.400% 9/1/44 3,290 2,793
  Kinder Morgan Inc. 4.300% 6/1/25 18,316 17,878
  Kinder Morgan Inc. 1.750% 11/15/26 6,475 5,613
  Kinder Morgan Inc. 4.300% 3/1/28 16,914 15,849
  Kinder Morgan Inc. 2.000% 2/15/31 9,795 7,325
3 Kinder Morgan Inc. 7.800% 8/1/31 5,724 6,218
3 Kinder Morgan Inc. 7.750% 1/15/32 11,185 12,129
  Kinder Morgan Inc. 5.300% 12/1/34 19,334 17,547
  Kinder Morgan Inc. 5.550% 6/1/45 23,552 20,608
  Kinder Morgan Inc. 5.050% 2/15/46 13,301 10,891
  Kinder Morgan Inc. 5.200% 3/1/48 1,025 861
  Kinder Morgan Inc. 3.250% 8/1/50 5,640 3,536
  Kinder Morgan Inc. 3.600% 2/15/51 5,723 3,784
  Magellan Midstream Partners LP 5.000% 3/1/26 10,746 10,614
  Magellan Midstream Partners LP 3.250% 6/1/30 3,197 2,725
  Magellan Midstream Partners LP 5.150% 10/15/43 877 736
  Magellan Midstream Partners LP 4.250% 9/15/46 5,199 3,889
  Magellan Midstream Partners LP 4.200% 10/3/47 12,706 9,398
  Magellan Midstream Partners LP 4.850% 2/1/49 7,210 5,837
  Magellan Midstream Partners LP 3.950% 3/1/50 9,500 6,766
  Marathon Oil Corp. 4.400% 7/15/27 17,077 15,951
  Marathon Oil Corp. 6.800% 3/15/32 6,555 6,557
  Marathon Oil Corp. 6.600% 10/1/37 13,180 12,823
  Marathon Oil Corp. 5.200% 6/1/45 4,270 3,581
  Marathon Petroleum Corp. 3.625% 9/15/24 8,880 8,610
  Marathon Petroleum Corp. 4.700% 5/1/25 16,443 16,162
  Marathon Petroleum Corp. 5.125% 12/15/26 19,920 19,607
  Marathon Petroleum Corp. 3.800% 4/1/28 9,142 8,185
  Marathon Petroleum Corp. 6.500% 3/1/41 16,350 16,189
  Marathon Petroleum Corp. 4.750% 9/15/44 8,497 6,812
  Marathon Petroleum Corp. 4.500% 4/1/48 5,436 4,137
  Marathon Petroleum Corp. 5.000% 9/15/54 3,669 2,940
  MPLX LP 4.875% 12/1/24 14,283 14,123
  MPLX LP 4.000% 2/15/25 5,154 4,972
  MPLX LP 4.875% 6/1/25 15,565 15,285
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  MPLX LP 1.750% 3/1/26     21,124      18,512
  MPLX LP 4.125% 3/1/27      9,026       8,422
  MPLX LP 4.250% 12/1/27     19,819      18,440
  MPLX LP 4.000% 3/15/28     14,837      13,538
  MPLX LP 2.650% 8/15/30     17,230      13,545
  MPLX LP 4.950% 9/1/32      9,282       8,435
  MPLX LP 4.500% 4/15/38     22,478      18,057
  MPLX LP 5.200% 3/1/47     15,955      13,148
  MPLX LP 5.200% 12/1/47     15,033      12,256
  MPLX LP 4.700% 4/15/48     20,583      15,748
  MPLX LP 5.500% 2/15/49     16,963      14,457
  MPLX LP 4.950% 3/14/52      2,290       1,801
  MPLX LP 4.900% 4/15/58      6,089       4,557
  NOV Inc. 3.950% 12/1/42     13,613       9,040
  ONEOK Inc. 2.750% 9/1/24 5,922 5,637
  ONEOK Inc. 2.200% 9/15/25 3,181 2,883
  ONEOK Inc. 4.000% 7/13/27 14,343 13,177
  ONEOK Inc. 4.550% 7/15/28 10,983 10,058
  ONEOK Inc. 4.350% 3/15/29 12,885 11,502
  ONEOK Inc. 3.400% 9/1/29 14,800 12,439
  ONEOK Inc. 3.100% 3/15/30 14,300 11,641
  ONEOK Inc. 6.350% 1/15/31 3,775 3,704
  ONEOK Inc. 6.000% 6/15/35 2,155 1,952
  ONEOK Inc. 4.950% 7/13/47 15,620 12,058
  ONEOK Inc. 5.200% 7/15/48 7,915 6,343
  ONEOK Inc. 4.450% 9/1/49 10,622 7,569
  ONEOK Inc. 4.500% 3/15/50 5,251 3,791
  ONEOK Inc. 7.150% 1/15/51 6,387 6,090
  ONEOK Partners LP 4.900% 3/15/25 8,927 8,792
  ONEOK Partners LP 6.650% 10/1/36 9,740 9,245
  ONEOK Partners LP 6.850% 10/15/37 8,041 7,691
  ONEOK Partners LP 6.125% 2/1/41 6,412 5,692
  ONEOK Partners LP 6.200% 9/15/43 3,491 3,053
  Ovintiv Exploration Inc. 5.375% 1/1/26 3,159 3,131
  Ovintiv Inc. 7.375% 11/1/31 7,480 7,796
  Ovintiv Inc. 6.500% 8/15/34 8,445 8,241
  Ovintiv Inc. 6.625% 8/15/37 14,057 14,035
  Ovintiv Inc. 6.500% 2/1/38 6,030 5,858
  Phillips 66 0.900% 2/15/24 5,000 4,739
  Phillips 66 3.850% 4/9/25 10,983 10,661
  Phillips 66 1.300% 2/15/26 9,625 8,419
  Phillips 66 3.900% 3/15/28 8,910 8,192
  Phillips 66 2.150% 12/15/30 17,705 13,663
  Phillips 66 4.650% 11/15/34 11,905 10,642
  Phillips 66 5.875% 5/1/42 14,532 14,151
  Phillips 66 4.875% 11/15/44 17,620 15,231
  Phillips 66 3.300% 3/15/52 8,375 5,498
7 Phillips 66 Co. 2.450% 12/15/24 4,300 4,041
7 Phillips 66 Co. 3.605% 2/15/25 9,516 9,141
7 Phillips 66 Co. 3.550% 10/1/26 2,700 2,507
7 Phillips 66 Co. 3.750% 3/1/28 5,725 5,202
7 Phillips 66 Co. 3.150% 12/15/29 11,123 9,371
7 Phillips 66 Co. 4.680% 2/15/45 7,300 6,043
7 Phillips 66 Co. 4.900% 10/1/46 5,933 5,096
  Pioneer Natural Resources Co. 1.125% 1/15/26 6,763 5,906
  Pioneer Natural Resources Co. 1.900% 8/15/30 14,635 11,207
  Pioneer Natural Resources Co. 2.150% 1/15/31 8,100 6,243
  Plains All American Pipeline LP 3.850% 10/15/23 5,786 5,703
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Plains All American Pipeline LP 3.600% 11/1/24     20,766      19,980
  Plains All American Pipeline LP 4.650% 10/15/25     12,669      12,202
  Plains All American Pipeline LP 4.500% 12/15/26     12,330      11,669
  Plains All American Pipeline LP 3.550% 12/15/29     10,208       8,515
  Plains All American Pipeline LP 3.800% 9/15/30      6,366       5,336
  Plains All American Pipeline LP 6.650% 1/15/37      6,839       6,417
  Plains All American Pipeline LP 5.150% 6/1/42      7,150       5,421
  Plains All American Pipeline LP 4.300% 1/31/43      1,855       1,250
  Plains All American Pipeline LP 4.700% 6/15/44      8,877       6,369
  Plains All American Pipeline LP 4.900% 2/15/45      6,531       4,810
  Sabine Pass Liquefaction LLC 5.750% 5/15/24     25,859      25,952
  Sabine Pass Liquefaction LLC 5.625% 3/1/25     29,016      28,967
  Sabine Pass Liquefaction LLC 5.875% 6/30/26     16,203      16,194
  Sabine Pass Liquefaction LLC 5.000% 3/15/27     24,097      23,144
  Sabine Pass Liquefaction LLC 4.200% 3/15/28 22,347 20,403
  Sabine Pass Liquefaction LLC 4.500% 5/15/30 26,187 23,863
  Schlumberger Finance Canada Ltd. 1.400% 9/17/25 3,020 2,740
  Schlumberger Investment SA 3.650% 12/1/23 19,931 19,641
  Schlumberger Investment SA 2.650% 6/26/30 16,935 14,097
  Shell International Finance BV 3.500% 11/13/23 11,991 11,868
  Shell International Finance BV 2.000% 11/7/24 11,036 10,499
  Shell International Finance BV 3.250% 5/11/25 37,501 36,054
  Shell International Finance BV 2.875% 5/10/26 18,301 17,064
  Shell International Finance BV 2.500% 9/12/26 21,373 19,529
  Shell International Finance BV 3.875% 11/13/28 18,515 17,353
  Shell International Finance BV 2.375% 11/7/29 25,995 21,856
  Shell International Finance BV 2.750% 4/6/30 28,037 23,969
  Shell International Finance BV 4.125% 5/11/35 15,520 13,638
  Shell International Finance BV 6.375% 12/15/38 30,873 32,758
  Shell International Finance BV 5.500% 3/25/40 9,428 9,335
  Shell International Finance BV 2.875% 11/26/41 4,911 3,445
  Shell International Finance BV 3.625% 8/21/42 9,954 7,664
  Shell International Finance BV 4.550% 8/12/43 23,984 20,791
  Shell International Finance BV 4.375% 5/11/45 36,344 30,578
  Shell International Finance BV 4.000% 5/10/46 29,463 23,486
  Shell International Finance BV 3.750% 9/12/46 8,375 6,395
  Shell International Finance BV 3.125% 11/7/49 22,950 15,774
  Shell International Finance BV 3.250% 4/6/50 17,567 12,378
  Shell International Finance BV 3.000% 11/26/51 17,465 11,578
  Spectra Energy Partners LP 4.750% 3/15/24 7,102 7,065
  Spectra Energy Partners LP 3.500% 3/15/25 7,951 7,616
  Spectra Energy Partners LP 3.375% 10/15/26 13,864 12,786
  Spectra Energy Partners LP 4.500% 3/15/45 16,893 13,411
  Suncor Energy Inc. 7.150% 2/1/32 7,113 7,432
  Suncor Energy Inc. 5.350% 7/15/33 3,930 3,639
  Suncor Energy Inc. 5.950% 12/1/34 4,002 3,811
  Suncor Energy Inc. 5.950% 5/15/35 9,351 8,948
  Suncor Energy Inc. 6.800% 5/15/38 14,286 14,465
  Suncor Energy Inc. 6.500% 6/15/38 22,649 22,374
  Suncor Energy Inc. 4.000% 11/15/47 15,450 11,616
  Suncor Energy Inc. 3.750% 3/4/51 5,817 4,077
  Targa Resources Corp. 4.200% 2/1/33 9,600 8,026
  Targa Resources Corp. 4.950% 4/15/52 8,265 6,387
  Targa Resources Partners LP 6.500% 7/15/27 3,935 3,907
  Targa Resources Partners LP 5.000% 1/15/28 9,113 8,434
  Targa Resources Partners LP 6.875% 1/15/29 8,820 8,706
  Targa Resources Partners LP 5.500% 3/1/30 7,255 6,537
  Targa Resources Partners LP 4.875% 2/1/31 4,155 3,572
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Targa Resources Partners LP 4.000% 1/15/32     14,580      12,051
  TC PipeLines LP 3.900% 5/25/27      8,443       7,928
  Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27      2,030       2,093
  Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28      4,906       5,072
  Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37      1,967       2,072
7 Texas Eastern Transmission LP 2.800% 10/15/22        165         165
  Texas Eastern Transmission LP 7.000% 7/15/32      5,860       6,185
  Tosco Corp. 8.125% 2/15/30      1,150       1,329
  TotalEnergies Capital International SA 3.700% 1/15/24     25,999      25,667
  TotalEnergies Capital International SA 3.750% 4/10/24      3,826       3,767
  TotalEnergies Capital International SA 2.434% 1/10/25     12,614      11,976
  TotalEnergies Capital International SA 3.455% 2/19/29     18,775      17,135
  TotalEnergies Capital International SA 2.829% 1/10/30     20,823      17,974
  TotalEnergies Capital International SA 2.986% 6/29/41      7,955       5,684
  TotalEnergies Capital International SA 3.461% 7/12/49 9,627 7,070
  TotalEnergies Capital International SA 3.127% 5/29/50 32,569 22,466
  TotalEnergies Capital International SA 3.386% 6/29/60 2,480 1,657
  TotalEnergies Capital SA 3.883% 10/11/28 7,452 6,993
  TransCanada PipeLines Ltd. 3.750% 10/16/23 7,088 6,998
  TransCanada PipeLines Ltd. 1.000% 10/12/24 13,900 12,822
  TransCanada PipeLines Ltd. 4.875% 1/15/26 13,739 13,498
  TransCanada PipeLines Ltd. 4.250% 5/15/28 14,195 13,161
  TransCanada PipeLines Ltd. 4.100% 4/15/30 16,864 15,114
  TransCanada PipeLines Ltd. 2.500% 10/12/31 14,892 11,443
  TransCanada PipeLines Ltd. 4.625% 3/1/34 19,377 16,907
  TransCanada PipeLines Ltd. 5.600% 3/31/34 4,567 4,341
  TransCanada PipeLines Ltd. 5.850% 3/15/36 7,091 6,854
  TransCanada PipeLines Ltd. 6.200% 10/15/37 19,926 19,746
  TransCanada PipeLines Ltd. 4.750% 5/15/38 16,014 13,921
  TransCanada PipeLines Ltd. 7.250% 8/15/38 3,715 4,019
  TransCanada PipeLines Ltd. 6.100% 6/1/40 12,881 12,440
  TransCanada PipeLines Ltd. 5.000% 10/16/43 11,463 9,886
  TransCanada PipeLines Ltd. 4.875% 5/15/48 25,884 22,222
  TransCanada PipeLines Ltd. 5.100% 3/15/49 1,924 1,708
  Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26 10,019 10,647
  Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28 7,917 7,250
  Transcontinental Gas Pipe Line Co. LLC 3.250% 5/15/30 12,543 10,593
  Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 3,093 2,842
  Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 5,059 4,134
  Transcontinental Gas Pipe Line Co. LLC 4.600% 3/15/48 5,978 4,930
  Transcontinental Gas Pipe Line Co. LLC 3.950% 5/15/50 4,965 3,668
  Valero Energy Corp. 2.150% 9/15/27 7,325 6,329
  Valero Energy Corp. 4.350% 6/1/28 12,685 12,140
  Valero Energy Corp. 2.800% 12/1/31 6,401 5,078
  Valero Energy Corp. 7.500% 4/15/32 9,404 10,210
  Valero Energy Corp. 6.625% 6/15/37 20,033 20,036
  Valero Energy Corp. 4.900% 3/15/45 9,345 7,859
  Valero Energy Corp. 3.650% 12/1/51 14,395 9,819
  Valero Energy Partners LP 4.500% 3/15/28 10,172 9,686
  Williams Cos. Inc. 4.500% 11/15/23 6,253 6,217
  Williams Cos. Inc. 4.300% 3/4/24 19,370 19,121
  Williams Cos. Inc. 4.550% 6/24/24 29,599 29,291
  Williams Cos. Inc. 3.900% 1/15/25 17,869 17,310
  Williams Cos. Inc. 4.000% 9/15/25 11,515 11,094
  Williams Cos. Inc. 3.750% 6/15/27 17,480 16,089
  Williams Cos. Inc. 3.500% 11/15/30 14,985 12,746
3 Williams Cos. Inc. 7.500% 1/15/31 593 633
  Williams Cos. Inc. 2.600% 3/15/31 19,200 15,075
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Williams Cos. Inc. 4.650% 8/15/32      2,922       2,654
  Williams Cos. Inc. 6.300% 4/15/40     16,843      16,392
  Williams Cos. Inc. 5.800% 11/15/43     10,300       9,432
  Williams Cos. Inc. 5.400% 3/4/44      9,272       8,100
  Williams Cos. Inc. 5.750% 6/24/44      7,039       6,366
  Williams Cos. Inc. 4.900% 1/15/45      7,345       5,964
  Williams Cos. Inc. 5.100% 9/15/45     13,683      11,587
  Williams Cos. Inc. 4.850% 3/1/48      9,331       7,718
  Williams Cos. Inc. 3.500% 10/15/51      6,096       4,050
  Williams Cos. Inc. 5.300% 8/15/52      9,500       8,323
            5,027,682
Financials (7.8%)
  ACE Capital Trust II 9.700% 4/1/30      2,161       2,706
3 Aegon NV 5.500% 4/11/48      4,050       3,504
  AerCap Ireland Capital DAC 1.150% 10/29/23 23,761 22,610
  AerCap Ireland Capital DAC 4.875% 1/16/24 7,017 6,911
  AerCap Ireland Capital DAC 3.150% 2/15/24 7,895 7,582
  AerCap Ireland Capital DAC 2.875% 8/14/24 4,220 3,987
  AerCap Ireland Capital DAC 1.650% 10/29/24 32,962 30,103
3 AerCap Ireland Capital DAC 1.750% 10/29/24 10,300 9,364
  AerCap Ireland Capital DAC 3.500% 1/15/25 16,204 15,268
  AerCap Ireland Capital DAC 6.500% 7/15/25 22,870 22,853
  AerCap Ireland Capital DAC 4.450% 10/1/25 15,489 14,662
  AerCap Ireland Capital DAC 1.750% 1/30/26 13,585 11,618
  AerCap Ireland Capital DAC 4.450% 4/3/26 25,414 23,738
  AerCap Ireland Capital DAC 2.450% 10/29/26 52,705 44,559
  AerCap Ireland Capital DAC 3.650% 7/21/27 22,509 19,638
  AerCap Ireland Capital DAC 4.625% 10/15/27 12,298 11,104
  AerCap Ireland Capital DAC 3.875% 1/23/28 15,631 13,538
  AerCap Ireland Capital DAC 3.000% 10/29/28 50,116 40,405
  AerCap Ireland Capital DAC 3.300% 1/30/32 86,540 65,277
  AerCap Ireland Capital DAC 3.400% 10/29/33 14,850 10,762
  AerCap Ireland Capital DAC 3.850% 10/29/41 17,199 11,462
  Affiliated Managers Group Inc. 4.250% 2/15/24 9,364 9,285
  Affiliated Managers Group Inc. 3.500% 8/1/25 12,390 11,857
  Affiliated Managers Group Inc. 3.300% 6/15/30 9,702 8,024
  Aflac Inc. 3.250% 3/17/25 6,937 6,937
  Aflac Inc. 1.125% 3/15/26 2,100 1,849
  Aflac Inc. 2.875% 10/15/26 11,055 10,258
  Aflac Inc. 3.600% 4/1/30 24,925 22,480
  Aflac Inc. 4.000% 10/15/46 5,550 4,356
  Aflac Inc. 4.750% 1/15/49 3,368 2,966
3 Air Lease Corp. 4.250% 2/1/24 11,675 11,470
3 Air Lease Corp. 0.700% 2/15/24 6,262 5,852
  Air Lease Corp. 0.800% 8/18/24 7,960 7,262
  Air Lease Corp. 4.250% 9/15/24 4,989 4,872
3 Air Lease Corp. 2.300% 2/1/25 12,968 11,897
  Air Lease Corp. 3.250% 3/1/25 13,881 13,003
  Air Lease Corp. 3.375% 7/1/25 8,582 8,027
3 Air Lease Corp. 2.875% 1/15/26 9,037 8,102
3 Air Lease Corp. 3.750% 6/1/26 1,910 1,745
  Air Lease Corp. 1.875% 8/15/26 8,701 7,374
  Air Lease Corp. 2.200% 1/15/27 6,579 5,560
  Air Lease Corp. 3.625% 4/1/27 6,372 5,645
  Air Lease Corp. 3.625% 12/1/27 14,658 12,657
  Air Lease Corp. 2.100% 9/1/28 7,600 5,924
  Air Lease Corp. 4.625% 10/1/28 11,668 10,453
  Air Lease Corp. 3.250% 10/1/29 8,065 6,550
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Air Lease Corp. 3.000% 2/1/30     11,362       8,998
  Air Lease Corp. 3.125% 12/1/30      2,370       1,871
  Air Lease Corp. 2.875% 1/15/32     10,100       7,614
  Aircastle Ltd. 4.125% 5/1/24      2,380       2,292
  Aircastle Ltd. 4.250% 6/15/26     18,921      16,968
  Alleghany Corp. 4.900% 9/15/44      6,055       5,371
  Alleghany Corp. 3.250% 8/15/51     10,715       7,230
  Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25     10,361       9,831
  Allstate Corp. 0.750% 12/15/25      3,540       3,091
  Allstate Corp. 3.280% 12/15/26      3,127       2,938
  Allstate Corp. 1.450% 12/15/30      8,280       6,262
  Allstate Corp. 5.350% 6/1/33      2,775       2,764
  Allstate Corp. 5.550% 5/9/35      3,056       3,092
  Allstate Corp. 5.950% 4/1/36      1,713       1,787
  Allstate Corp. 4.500% 6/15/43 9,525 8,201
  Allstate Corp. 4.200% 12/15/46 6,439 5,360
  Allstate Corp. 3.850% 8/10/49 14,766 11,467
3 Allstate Corp. 6.500% 5/15/57 6,890 6,753
  Ally Financial Inc. 1.450% 10/2/23 48,553 46,847
  Ally Financial Inc. 3.875% 5/21/24 3,429 3,340
  Ally Financial Inc. 5.125% 9/30/24 19,172 19,067
  Ally Financial Inc. 4.625% 3/30/25 1,868 1,829
  Ally Financial Inc. 5.800% 5/1/25 3,255 3,263
  Ally Financial Inc. 4.750% 6/9/27 5,000 4,617
  Ally Financial Inc. 2.200% 11/2/28 15,180 11,740
3 Ally Financial Inc. 8.000% 11/1/31 30,151 31,874
  Ally Financial Inc. 8.000% 11/1/31 9,588 10,016
  American Equity Investment Life Holding Co. 5.000% 6/15/27 7,216 6,843
  American Express Co. 0.750% 11/3/23 13,115 12,595
  American Express Co. 3.400% 2/22/24 16,952 16,632
  American Express Co. 2.500% 7/30/24 12,855 12,309
  American Express Co. 3.000% 10/30/24 50,384 48,558
  American Express Co. 3.625% 12/5/24 18,441 17,931
  American Express Co. 2.250% 3/4/25 20,185 18,940
  American Express Co. 3.950% 8/1/25 2,125 2,059
  American Express Co. 4.200% 11/6/25 15,302 14,928
  American Express Co. 3.125% 5/20/26 10,920 10,199
  American Express Co. 1.650% 11/4/26 11,557 10,078
  American Express Co. 2.550% 3/4/27 24,971 22,297
  American Express Co. 3.300% 5/3/27 28,197 26,041
  American Express Co. 4.989% 5/26/33 5,075 4,747
  American Express Co. 4.420% 8/3/33 2,645 2,407
  American Express Co. 4.050% 12/3/42 7,604 6,195
  American Financial Group Inc. 5.250% 4/2/30 7,500 7,216
  American Financial Group Inc. 4.500% 6/15/47 7,190 5,682
  American International Group Inc. 4.125% 2/15/24 4,954 4,911
  American International Group Inc. 2.500% 6/30/25 29,715 27,687
  American International Group Inc. 3.750% 7/10/25 11,134 11,134
  American International Group Inc. 3.900% 4/1/26 14,853 14,207
  American International Group Inc. 4.200% 4/1/28 7,040 6,594
  American International Group Inc. 4.250% 3/15/29 2,099 1,938
  American International Group Inc. 3.400% 6/30/30 12,270 10,708
  American International Group Inc. 3.875% 1/15/35 7,686 6,454
  American International Group Inc. 4.700% 7/10/35 5,358 4,827
  American International Group Inc. 6.250% 5/1/36 11,161 11,639
  American International Group Inc. 4.500% 7/16/44 9,964 8,181
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  American International Group Inc. 4.800% 7/10/45      9,156       7,891
  American International Group Inc. 4.750% 4/1/48     15,941      13,696
3 American International Group Inc. 5.750% 4/1/48      7,815       7,229
  American International Group Inc. 4.375% 6/30/50      6,424       5,186
  Ameriprise Financial Inc. 4.000% 10/15/23     18,251      18,119
  Ameriprise Financial Inc. 3.700% 10/15/24     12,634      12,336
  Ameriprise Financial Inc. 3.000% 4/2/25      2,164       2,068
  Ameriprise Financial Inc. 2.875% 9/15/26     10,791       9,966
  Ameriprise Financial Inc. 4.500% 5/13/32      5,165       4,880
3 Andrew W Mellon Foundation 0.947% 8/1/27      3,830       3,246
3 Aon Corp. 8.205% 1/1/27      3,727       3,928
  Aon Corp. 2.850% 5/28/27      3,713       3,326
  Aon Corp. 4.500% 12/15/28     10,386       9,791
  Aon Corp. 3.750% 5/2/29      9,125       8,222
  Aon Corp. 2.800% 5/15/30 20,131 16,684
  Aon Corp. 6.250% 9/30/40 5,665 5,766
  Aon Corp. 2.900% 8/23/51 7,640 4,745
  Aon Corp. 3.900% 2/28/52 7,185 5,299
  Aon Global Ltd. 4.000% 11/27/23 860 852
  Aon Global Ltd. 3.500% 6/14/24 17,150 16,726
  Aon Global Ltd. 3.875% 12/15/25 8,787 8,453
  Aon Global Ltd. 4.600% 6/14/44 10,267 8,604
  Aon Global Ltd. 4.750% 5/15/45 2,052 1,751
7 Apollo Management Holdings LP 4.400% 5/27/26 150 142
  Arch Capital Finance LLC 4.011% 12/15/26 11,651 11,128
  Arch Capital Finance LLC 5.031% 12/15/46 4,707 4,093
  Arch Capital Group Ltd. 7.350% 5/1/34 4,565 5,029
  Arch Capital Group Ltd. 3.635% 6/30/50 11,760 7,965
  Arch Capital Group US Inc. 5.144% 11/1/43 4,623 4,101
  Ares Capital Corp. 4.200% 6/10/24 11,148 10,780
  Ares Capital Corp. 4.250% 3/1/25 5,990 5,659
  Ares Capital Corp. 3.250% 7/15/25 14,155 12,936
  Ares Capital Corp. 3.875% 1/15/26 2,990 2,716
  Ares Capital Corp. 2.150% 7/15/26 29,492 24,695
  Ares Capital Corp. 2.875% 6/15/27 5,650 4,726
  Ares Capital Corp. 3.200% 11/15/31 12,030 8,579
  Arthur J Gallagher & Co. 2.400% 11/9/31 6,700 5,135
  Arthur J Gallagher & Co. 3.500% 5/20/51 11,510 7,828
  Arthur J Gallagher & Co. 3.050% 3/9/52 2,750 1,698
  Aspen Insurance Holdings Ltd. 4.650% 11/15/23 10,990 10,890
  Assurant Inc. 4.200% 9/27/23 1,694 1,683
  Assurant Inc. 4.900% 3/27/28 3,374 3,189
  Assurant Inc. 3.700% 2/22/30 4,936 4,174
  Assurant Inc. 6.750% 2/15/34 1,103 1,092
  Assured Guaranty US Holdings Inc. 5.000% 7/1/24 4,872 4,865
  Assured Guaranty US Holdings Inc. 3.150% 6/15/31 3,165 2,558
  Assured Guaranty US Holdings Inc. 3.600% 9/15/51 2,903 1,908
  Athene Holding Ltd. 4.125% 1/12/28 13,434 12,091
  Athene Holding Ltd. 6.150% 4/3/30 17,920 17,261
  Athene Holding Ltd. 3.500% 1/15/31 12,231 9,789
  Athene Holding Ltd. 3.950% 5/25/51 21,431 14,217
  Athene Holding Ltd. 3.450% 5/15/52 8,379 5,178
3 Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 13,148 12,696
  AXA SA 8.600% 12/15/30 11,223 13,141
  AXIS Specialty Finance LLC 3.900% 7/15/29 3,000 2,620
3 AXIS Specialty Finance LLC 4.900% 1/15/40 3,210 2,622
  AXIS Specialty Finance plc 4.000% 12/6/27 15,114 13,983
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Bain Capital Specialty Finance Inc. 2.950% 3/10/26      4,356       3,758
  Bain Capital Specialty Finance Inc. 2.550% 10/13/26      3,365       2,760
  Banco Santander SA 2.706% 6/27/24     11,401      10,896
  Banco Santander SA 2.746% 5/28/25     12,169      11,129
  Banco Santander SA 5.147% 8/18/25     12,625      12,281
  Banco Santander SA 5.179% 11/19/25     19,458      18,831
  Banco Santander SA 1.849% 3/25/26      2,685       2,325
  Banco Santander SA 4.250% 4/11/27     11,127      10,253
  Banco Santander SA 5.294% 8/18/27      6,000       5,669
  Banco Santander SA 3.800% 2/23/28     12,063      10,480
  Banco Santander SA 4.379% 4/12/28     12,450      11,130
  Banco Santander SA 3.306% 6/27/29     12,710      10,824
  Banco Santander SA 3.490% 5/28/30     12,952      10,487
  Banco Santander SA 2.749% 12/3/30     16,790      11,909
  Banco Santander SA 2.958% 3/25/31 10,235 7,785
3 Bank of America Corp. 4.125% 1/22/24 21,059 20,887
3 Bank of America Corp. 4.000% 4/1/24 7,261 7,183
3 Bank of America Corp. 1.486% 5/19/24 7,003 6,848
3 Bank of America Corp. 4.200% 8/26/24 56,604 55,716
3 Bank of America Corp. 0.810% 10/24/24 51,526 48,971
3 Bank of America Corp. 4.000% 1/22/25 48,099 46,584
  Bank of America Corp. 1.843% 2/4/25 17,035 16,198
3 Bank of America Corp. 3.458% 3/15/25 29,610 28,691
3 Bank of America Corp. 3.950% 4/21/25 42,922 41,419
  Bank of America Corp. 0.976% 4/22/25 56,430 52,452
  Bank of America Corp. 3.841% 4/25/25 20,490 19,933
3 Bank of America Corp. 3.875% 8/1/25 3,676 3,569
3 Bank of America Corp. 3.093% 10/1/25 44,401 42,155
3 Bank of America Corp. 2.456% 10/22/25 23,225 21,749
3 Bank of America Corp. 1.530% 12/6/25 14,163 12,955
3 Bank of America Corp. 3.366% 1/23/26 34,611 32,760
3 Bank of America Corp. 2.015% 2/13/26 18,244 16,734
3 Bank of America Corp. 4.450% 3/3/26 33,466 32,286
3 Bank of America Corp. 3.384% 4/2/26 39,239 37,087
3 Bank of America Corp. 3.500% 4/19/26 22,471 21,106
3 Bank of America Corp. 1.319% 6/19/26 14,459 12,822
  Bank of America Corp. 4.827% 7/22/26 26,692 26,061
  Bank of America Corp. 6.220% 9/15/26 1,956 1,991
3 Bank of America Corp. 4.250% 10/22/26 32,378 30,796
3 Bank of America Corp. 1.197% 10/24/26 19,985 17,448
3 Bank of America Corp. 3.559% 4/23/27 34,460 31,808
  Bank of America Corp. 1.734% 7/22/27 73,938 63,430
3 Bank of America Corp. 3.248% 10/21/27 45,469 40,793
3 Bank of America Corp. 4.183% 11/25/27 43,495 40,300
3 Bank of America Corp. 3.824% 1/20/28 31,567 29,072
  Bank of America Corp. 2.551% 2/4/28 12,426 10,820
3 Bank of America Corp. 3.705% 4/24/28 42,295 38,494
  Bank of America Corp. 4.376% 4/27/28 20,100 18,842
3 Bank of America Corp. 3.593% 7/21/28 64,038 57,825
  Bank of America Corp. 4.948% 7/22/28 6,325 6,083
3 Bank of America Corp. 3.419% 12/20/28 103,640 91,934
3 Bank of America Corp. 3.970% 3/5/29 22,229 20,056
3 Bank of America Corp. 2.087% 6/14/29 60,430 49,064
3 Bank of America Corp. 4.271% 7/23/29 86,468 78,886
3 Bank of America Corp. 3.974% 2/7/30 8,472 7,561
3 Bank of America Corp. 3.194% 7/23/30 28,427 23,942
3 Bank of America Corp. 2.884% 10/22/30 6,612 5,427
3 Bank of America Corp. 2.496% 2/13/31 93,029 73,435
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Bank of America Corp. 2.592% 4/29/31     65,151      51,759
3 Bank of America Corp. 1.898% 7/23/31      2,962       2,206
3 Bank of America Corp. 1.922% 10/24/31     38,492      28,489
  Bank of America Corp. 2.687% 4/22/32    106,519      83,004
  Bank of America Corp. 2.299% 7/21/32     68,370      51,159
  Bank of America Corp. 2.572% 10/20/32     48,178      36,886
  Bank of America Corp. 2.972% 2/4/33      1,341       1,051
  Bank of America Corp. 4.571% 4/27/33     20,635      18,517
  Bank of America Corp. 5.015% 7/22/33     35,805      33,309
  Bank of America Corp. 2.482% 9/21/36     30,470      22,045
  Bank of America Corp. 6.110% 1/29/37     23,070      22,312
  Bank of America Corp. 3.846% 3/8/37     15,520      12,541
3 Bank of America Corp. 4.244% 4/24/38     44,218      36,457
  Bank of America Corp. 7.750% 5/14/38     16,096      18,002
3 Bank of America Corp. 4.078% 4/23/40 38,522 30,544
3 Bank of America Corp. 2.676% 6/19/41 96,982 62,522
3 Bank of America Corp. 5.875% 2/7/42 14,437 13,980
  Bank of America Corp. 3.311% 4/22/42 61,070 43,127
3 Bank of America Corp. 5.000% 1/21/44 19,432 16,800
3 Bank of America Corp. 4.875% 4/1/44 7,768 6,653
3 Bank of America Corp. 4.750% 4/21/45 6,025 4,927
3 Bank of America Corp. 4.443% 1/20/48 11,163 9,043
3 Bank of America Corp. 3.946% 1/23/49 11,483 8,450
3 Bank of America Corp. 4.330% 3/15/50 38,356 30,160
3 Bank of America Corp. 4.083% 3/20/51 110,622 82,797
3 Bank of America Corp. 2.831% 10/24/51 1,000 593
3 Bank of America Corp. 3.483% 3/13/52 3,400 2,264
  Bank of America Corp. 2.972% 7/21/52 37,329 22,851
3 Bank of America NA 6.000% 10/15/36 17,975 17,696
  Bank of Montreal 0.450% 12/8/23 6,500 6,180
3 Bank of Montreal 3.300% 2/5/24 16,928 16,569
3 Bank of Montreal 2.150% 3/8/24 9,740 9,360
3 Bank of Montreal 2.500% 6/28/24 11,500 11,031
3 Bank of Montreal 0.625% 7/9/24 5,490 5,084
3 Bank of Montreal 4.250% 9/14/24 33,215 32,676
3 Bank of Montreal 1.500% 1/10/25 10,703 9,857
3 Bank of Montreal 1.850% 5/1/25 28,147 25,938
3 Bank of Montreal 3.700% 6/7/25 10,000 9,621
3 Bank of Montreal 2.650% 3/8/27 15,695 14,011
3 Bank of Montreal 4.700% 9/14/27 6,300 6,088
3 Bank of Montreal 4.338% 10/5/28 5,975 5,896
3 Bank of Montreal 3.803% 12/15/32 26,753 23,346
3 Bank of New York Mellon Corp. 3.650% 2/4/24 9,325 9,196
  Bank of New York Mellon Corp. 3.400% 5/15/24 1,578 1,548
3 Bank of New York Mellon Corp. 3.250% 9/11/24 17,047 16,609
3 Bank of New York Mellon Corp. 2.100% 10/24/24 9,444 8,944
3 Bank of New York Mellon Corp. 3.000% 2/24/25 14,982 14,411
3 Bank of New York Mellon Corp. 1.600% 4/24/25 4,591 4,238
3 Bank of New York Mellon Corp. 3.950% 11/18/25 8,762 8,527
3 Bank of New York Mellon Corp. 2.800% 5/4/26 28,427 26,627
  Bank of New York Mellon Corp. 4.414% 7/24/26 12,093 11,823
3 Bank of New York Mellon Corp. 2.450% 8/17/26 18,020 16,508
  Bank of New York Mellon Corp. 2.050% 1/26/27 5,200 4,622
3 Bank of New York Mellon Corp. 3.250% 5/16/27 26,898 25,158
3 Bank of New York Mellon Corp. 3.400% 1/29/28 7,084 6,499
3 Bank of New York Mellon Corp. 3.442% 2/7/28 17,945 16,563
3 Bank of New York Mellon Corp. 3.000% 10/30/28 7,040 6,125
3 Bank of New York Mellon Corp. 3.300% 8/23/29 5,176 4,570
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Bank of New York Mellon Corp. 2.500% 1/26/32      5,300       4,209
  Bank of Nova Scotia 1.625% 5/1/23      1,346       1,324
  Bank of Nova Scotia 3.400% 2/11/24     14,126      13,853
  Bank of Nova Scotia 0.700% 4/15/24     15,861      14,863
  Bank of Nova Scotia 0.650% 7/31/24        933         861
  Bank of Nova Scotia 1.450% 1/10/25      1,545       1,418
  Bank of Nova Scotia 2.200% 2/3/25     50,018      46,738
  Bank of Nova Scotia 3.450% 4/11/25     10,080       9,655
  Bank of Nova Scotia 1.300% 6/11/25     30,780      27,715
  Bank of Nova Scotia 4.500% 12/16/25     33,751      32,583
  Bank of Nova Scotia 2.700% 8/3/26     21,843      19,931
  Bank of Nova Scotia 1.300% 9/15/26     14,068      12,081
  Bank of Nova Scotia 1.950% 2/2/27      6,925       6,024
  Bank of Nova Scotia 2.450% 2/2/32      7,000       5,331
  Bank of Nova Scotia 4.588% 5/4/37 14,359 12,064
3 Barclays Bank plc 3.750% 5/15/24 1,920 1,883
3 Barclays plc 4.338% 5/16/24 24,761 24,486
  Barclays plc 4.375% 9/11/24 1,575 1,524
  Barclays plc 1.007% 12/10/24 21,475 20,214
  Barclays plc 3.650% 3/16/25 42,562 40,364
3 Barclays plc 3.932% 5/7/25 12,420 11,942
  Barclays plc 4.375% 1/12/26 30,208 28,543
3 Barclays plc 2.852% 5/7/26 30,558 27,765
  Barclays plc 5.200% 5/12/26 18,014 17,070
  Barclays plc 5.304% 8/9/26 10,170 9,775
  Barclays plc 4.337% 1/10/28 15,789 14,101
  Barclays plc 4.836% 5/9/28 36,745 32,533
  Barclays plc 5.501% 8/9/28 11,500 10,788
3 Barclays plc 4.972% 5/16/29 26,540 23,941
3 Barclays plc 5.088% 6/20/30 17,360 15,116
  Barclays plc 2.645% 6/24/31 28,262 21,027
  Barclays plc 2.667% 3/10/32 10,575 7,730
  Barclays plc 2.894% 11/24/32 10,270 7,432
  Barclays plc 5.746% 8/9/33 12,210 11,105
  Barclays plc 3.564% 9/23/35 24,700 18,294
  Barclays plc 3.811% 3/10/42 6,090 3,803
  Barclays plc 5.250% 8/17/45 11,937 9,589
  Barclays plc 4.950% 1/10/47 21,198 16,416
  Berkshire Hathaway Finance Corp. 2.300% 3/15/27 5,920 5,382
  Berkshire Hathaway Finance Corp. 1.850% 3/12/30 2,258 1,820
  Berkshire Hathaway Finance Corp. 2.875% 3/15/32 11,184 9,431
  Berkshire Hathaway Finance Corp. 5.750% 1/15/40 4,296 4,446
  Berkshire Hathaway Finance Corp. 4.400% 5/15/42 11,751 10,352
  Berkshire Hathaway Finance Corp. 4.300% 5/15/43 5,776 4,937
  Berkshire Hathaway Finance Corp. 4.200% 8/15/48 45,602 37,786
  Berkshire Hathaway Finance Corp. 4.250% 1/15/49 36,869 30,858
  Berkshire Hathaway Finance Corp. 2.850% 10/15/50 37,178 23,954
  Berkshire Hathaway Finance Corp. 2.500% 1/15/51 5,241 3,139
  Berkshire Hathaway Finance Corp. 3.850% 3/15/52 35,987 27,634
  Berkshire Hathaway Inc. 3.125% 3/15/26 31,376 29,811
  Berkshire Hathaway Inc. 4.500% 2/11/43 3,707 3,299
  BGC Partners Inc. 3.750% 10/1/24 8,558 8,216
  BlackRock Inc. 3.500% 3/18/24 18,833 18,547
  BlackRock Inc. 3.200% 3/15/27 3,531 3,326
  BlackRock Inc. 3.250% 4/30/29 8,871 7,970
  BlackRock Inc. 2.400% 4/30/30 14,901 12,325
  BlackRock Inc. 1.900% 1/28/31 13,580 10,624
  BlackRock Inc. 2.100% 2/25/32 13,109 10,046
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
7 Blackstone Private Credit Fund 7.050% 9/29/25      1,600       1,580
  Blackstone Private Credit Fund 2.625% 12/15/26      7,401       6,085
  Blackstone Private Credit Fund 3.250% 3/15/27     11,295       9,372
  Blackstone Secured Lending Fund 3.625% 1/15/26      9,885       9,044
  Blackstone Secured Lending Fund 2.750% 9/16/26      7,100       6,133
  Blackstone Secured Lending Fund 2.850% 9/30/28      3,563       2,702
3 BNP Paribas SA 4.250% 10/15/24      2,818       2,749
  BPCE SA 4.000% 4/15/24     22,695      22,282
3 BPCE SA 3.375% 12/2/26      5,200       4,801
  Brighthouse Financial Inc. 5.625% 5/15/30      7,049       6,606
  Brighthouse Financial Inc. 4.700% 6/22/47      6,626       4,726
  Brighthouse Financial Inc. 3.850% 12/22/51      8,275       5,042
  Brookfield Asset Management Inc. 4.000% 1/15/25      8,076       7,864
  Brookfield Finance Inc. 4.000% 4/1/24     11,324      11,152
  Brookfield Finance Inc. 4.250% 6/2/26 2,500 2,386
  Brookfield Finance Inc. 3.900% 1/25/28 7,584 6,850
  Brookfield Finance Inc. 4.850% 3/29/29 22,652 21,190
  Brookfield Finance Inc. 4.350% 4/15/30 12,165 10,829
  Brookfield Finance Inc. 2.724% 4/15/31 7,650 6,063
  Brookfield Finance Inc. 4.700% 9/20/47 9,312 7,373
  Brookfield Finance Inc. 3.500% 3/30/51 5,305 3,345
  Brookfield Finance Inc. 3.625% 2/15/52 7,058 4,629
  Brookfield Finance LLC 3.450% 4/15/50 9,516 5,926
  Brown & Brown Inc. 4.200% 9/15/24 5,500 5,399
  Brown & Brown Inc. 4.500% 3/15/29 7,981 7,411
  Brown & Brown Inc. 2.375% 3/15/31 15,920 11,921
  Brown & Brown Inc. 4.200% 3/17/32 4,000 3,440
  Brown & Brown Inc. 4.950% 3/17/52 9,060 7,376
  Canadian Imperial Bank of Commerce 0.500% 12/14/23 8,955 8,514
  Canadian Imperial Bank of Commerce 3.100% 4/2/24 15,523 15,120
  Canadian Imperial Bank of Commerce 1.000% 10/18/24 4,487 4,139
  Canadian Imperial Bank of Commerce 2.250% 1/28/25 15,264 14,301
  Canadian Imperial Bank of Commerce 3.300% 4/7/25 10,255 9,789
  Canadian Imperial Bank of Commerce 0.950% 10/23/25 939 828
  Canadian Imperial Bank of Commerce 1.250% 6/22/26 20,993 18,180
  Canadian Imperial Bank of Commerce 3.450% 4/7/27 10,415 9,583
  Canadian Imperial Bank of Commerce 3.600% 4/7/32 20,025 16,951
3 Capital One Bank USA NA 2.280% 1/28/26 987 917
  Capital One Financial Corp. 2.600% 5/11/23 11,902 11,763
  Capital One Financial Corp. 3.500% 6/15/23 6,319 6,273
  Capital One Financial Corp. 3.900% 1/29/24 10,652 10,498
  Capital One Financial Corp. 3.750% 4/24/24 10,068 9,855
  Capital One Financial Corp. 3.300% 10/30/24 22,279 21,469
  Capital One Financial Corp. 1.343% 12/6/24 780 741
  Capital One Financial Corp. 3.200% 2/5/25 13,234 12,556
  Capital One Financial Corp. 4.250% 4/30/25 9,919 9,651
  Capital One Financial Corp. 4.200% 10/29/25 19,969 19,160
  Capital One Financial Corp. 2.636% 3/3/26 16,236 15,078
  Capital One Financial Corp. 3.750% 7/28/26 38,026 35,177
  Capital One Financial Corp. 3.750% 3/9/27 40,698 37,509
  Capital One Financial Corp. 3.650% 5/11/27 10,351 9,497
  Capital One Financial Corp. 1.878% 11/2/27 3,008 2,562
  Capital One Financial Corp. 3.800% 1/31/28 28,983 26,184
  Capital One Financial Corp. 3.273% 3/1/30 12,255 10,281
  Capital One Financial Corp. 2.618% 11/2/32 7,413 5,565
  Cboe Global Markets Inc. 3.650% 1/12/27 16,846 15,930
  Cboe Global Markets Inc. 1.625% 12/15/30 7,000 5,316
  Charles Schwab Corp. 3.550% 2/1/24 11,562 11,385
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Charles Schwab Corp. 0.750% 3/18/24      1,405       1,329
  Charles Schwab Corp. 3.750% 4/1/24        168         166
  Charles Schwab Corp. 3.000% 3/10/25      1,551       1,487
  Charles Schwab Corp. 4.200% 3/24/25      7,450       7,360
  Charles Schwab Corp. 3.625% 4/1/25      7,980       7,732
  Charles Schwab Corp. 3.850% 5/21/25      7,177       7,015
  Charles Schwab Corp. 3.450% 2/13/26      7,765       7,474
  Charles Schwab Corp. 0.900% 3/11/26     20,783      18,071
  Charles Schwab Corp. 1.150% 5/13/26     19,345      16,913
  Charles Schwab Corp. 3.200% 3/2/27     14,006      13,062
  Charles Schwab Corp. 2.450% 3/3/27     18,064      16,251
  Charles Schwab Corp. 3.300% 4/1/27     24,207      22,627
  Charles Schwab Corp. 3.200% 1/25/28      7,201       6,598
  Charles Schwab Corp. 2.000% 3/20/28      1,665       1,432
  Charles Schwab Corp. 4.000% 2/1/29 9,463 8,907
  Charles Schwab Corp. 3.250% 5/22/29 9,677 8,721
  Charles Schwab Corp. 2.750% 10/1/29 9,965 8,582
  Charles Schwab Corp. 1.650% 3/11/31 13,865 10,461
  Charles Schwab Corp. 2.300% 5/13/31 16,662 13,297
  Charles Schwab Corp. 1.950% 12/1/31 11,048 8,425
  Charles Schwab Corp. 2.900% 3/3/32 14,050 11,603
  Chubb Corp. 6.000% 5/11/37 6,025 6,289
3 Chubb Corp. 6.500% 5/15/38 6,167 6,690
  Chubb INA Holdings Inc. 3.350% 5/15/24 7,378 7,204
  Chubb INA Holdings Inc. 3.150% 3/15/25 17,340 16,651
  Chubb INA Holdings Inc. 3.350% 5/3/26 22,230 20,992
  Chubb INA Holdings Inc. 1.375% 9/15/30 17,774 13,424
  Chubb INA Holdings Inc. 6.700% 5/15/36 2,450 2,679
  Chubb INA Holdings Inc. 4.150% 3/13/43 5,108 4,325
  Chubb INA Holdings Inc. 4.350% 11/3/45 32,032 27,116
  Chubb INA Holdings Inc. 2.850% 12/15/51 4,915 3,215
  Chubb INA Holdings Inc. 3.050% 12/15/61 3,100 1,962
  CI Financial Corp. 3.200% 12/17/30 10,984 7,909
  CI Financial Corp. 4.100% 6/15/51 12,402 7,386
3 Cincinnati Financial Corp. 6.920% 5/15/28 4,381 4,638
  Cincinnati Financial Corp. 6.125% 11/1/34 2,640 2,703
3 Citibank NA 3.650% 1/23/24 5,657 5,588
  Citigroup Inc. 3.500% 5/15/23 20,833 20,680
  Citigroup Inc. 3.875% 10/25/23 16,075 15,869
3 Citigroup Inc. 1.678% 5/15/24 32,794 32,101
  Citigroup Inc. 3.750% 6/16/24 22,223 21,867
  Citigroup Inc. 4.000% 8/5/24 19,735 19,315
  Citigroup Inc. 0.776% 10/30/24 16,190 15,396
  Citigroup Inc. 3.875% 3/26/25 16,345 15,695
3 Citigroup Inc. 3.352% 4/24/25 35,324 34,090
  Citigroup Inc. 3.300% 4/27/25 7,452 7,107
  Citigroup Inc. 0.981% 5/1/25 17,615 16,341
  Citigroup Inc. 4.140% 5/24/25 6,745 6,594
  Citigroup Inc. 4.400% 6/10/25 51,017 49,606
  Citigroup Inc. 5.500% 9/13/25 20,607 20,571
  Citigroup Inc. 1.281% 11/3/25 5,305 4,851
  Citigroup Inc. 3.700% 1/12/26 26,516 25,088
  Citigroup Inc. 2.014% 1/25/26 18,481 17,003
  Citigroup Inc. 4.600% 3/9/26 28,215 27,281
  Citigroup Inc. 3.290% 3/17/26 16,440 15,522
3 Citigroup Inc. 3.106% 4/8/26 49,936 46,835
  Citigroup Inc. 3.400% 5/1/26 16,065 14,999
  Citigroup Inc. 5.610% 9/29/26 15,000 14,917
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Citigroup Inc. 3.200% 10/21/26     68,417      62,674
  Citigroup Inc. 4.300% 11/20/26      3,836       3,629
  Citigroup Inc. 1.462% 6/9/27      1,661       1,414
  Citigroup Inc. 4.450% 9/29/27     68,768      63,793
3 Citigroup Inc. 3.887% 1/10/28     64,811      59,697
3 Citigroup Inc. 3.070% 2/24/28        570         508
  Citigroup Inc. 4.658% 5/24/28      5,400       5,132
3 Citigroup Inc. 3.668% 7/24/28     48,907      44,192
  Citigroup Inc. 4.125% 7/25/28     11,808      10,669
3 Citigroup Inc. 3.520% 10/27/28     28,906      25,844
3 Citigroup Inc. 4.075% 4/23/29     18,798      17,024
3 Citigroup Inc. 3.980% 3/20/30     21,375      18,976
3 Citigroup Inc. 2.976% 11/5/30     19,881      16,335
3 Citigroup Inc. 2.666% 1/29/31     30,350      24,232
3 Citigroup Inc. 4.412% 3/31/31 61,789 55,565
3 Citigroup Inc. 2.572% 6/3/31 21,850 17,211
  Citigroup Inc. 2.561% 5/1/32 1,426 1,095
  Citigroup Inc. 6.625% 6/15/32 8,303 8,404
  Citigroup Inc. 2.520% 11/3/32 38,150 28,911
  Citigroup Inc. 3.057% 1/25/33 37,000 29,177
  Citigroup Inc. 5.875% 2/22/33 4,512 4,359
  Citigroup Inc. 3.785% 3/17/33 71,895 60,308
  Citigroup Inc. 4.910% 5/24/33 8,325 7,660
  Citigroup Inc. 6.000% 10/31/33 13,111 12,773
  Citigroup Inc. 6.125% 8/25/36 14,933 14,492
3 Citigroup Inc. 3.878% 1/24/39 23,915 19,291
  Citigroup Inc. 8.125% 7/15/39 26,906 31,812
3 Citigroup Inc. 5.316% 3/26/41 12,870 11,627
  Citigroup Inc. 5.875% 1/30/42 6,290 5,987
  Citigroup Inc. 2.904% 11/3/42 5,840 3,740
  Citigroup Inc. 6.675% 9/13/43 7,030 7,132
  Citigroup Inc. 4.950% 11/7/43 5,019 3,754
  Citigroup Inc. 5.300% 5/6/44 22,434 19,415
  Citigroup Inc. 4.650% 7/30/45 11,793 9,462
  Citigroup Inc. 4.750% 5/18/46 39,839 31,603
3 Citigroup Inc. 4.281% 4/24/48 12,918 10,107
  Citigroup Inc. 4.650% 7/23/48 20,775 16,872
3 Citizens Bank NA 3.750% 2/18/26 7,390 7,016
  Citizens Bank NA 4.575% 8/9/28 8,100 7,738
  Citizens Financial Group Inc. 2.850% 7/27/26 32,898 30,103
  Citizens Financial Group Inc. 2.500% 2/6/30 6,547 5,142
  Citizens Financial Group Inc. 3.250% 4/30/30 3,961 3,244
  Citizens Financial Group Inc. 4.300% 2/11/31 5,250 4,997
  Citizens Financial Group Inc. 2.638% 9/30/32 12,893 9,419
  CME Group Inc. 3.000% 3/15/25 10,911 10,457
  CME Group Inc. 3.750% 6/15/28 1,359 1,282
  CME Group Inc. 2.650% 3/15/32 2,275 1,870
  CME Group Inc. 5.300% 9/15/43 12,332 12,225
  CME Group Inc. 4.150% 6/15/48 9,860 8,586
  CNA Financial Corp. 3.950% 5/15/24 6,477 6,352
  CNA Financial Corp. 4.500% 3/1/26 4,544 4,435
  CNA Financial Corp. 3.450% 8/15/27 9,515 8,684
  CNA Financial Corp. 3.900% 5/1/29 3,261 2,921
  CNA Financial Corp. 2.050% 8/15/30 4,902 3,749
  CNO Financial Group Inc. 5.250% 5/30/29 8,402 7,811
3 Comerica Bank 2.500% 7/23/24 2,433 2,328
3 Comerica Bank 4.000% 7/27/25 3,261 3,115
  Comerica Inc. 4.000% 2/1/29 2,284 2,121
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Cooperatieve Rabobank UA 0.375% 1/12/24     15,875      14,994
  Cooperatieve Rabobank UA 3.875% 8/22/24      9,000       8,826
  Cooperatieve Rabobank UA 1.375% 1/10/25      8,715       8,036
3 Cooperatieve Rabobank UA 3.375% 5/21/25     23,340      22,434
  Cooperatieve Rabobank UA 4.375% 8/4/25     17,082      16,332
3 Cooperatieve Rabobank UA 3.750% 7/21/26     19,258      17,787
3 Cooperatieve Rabobank UA 5.250% 5/24/41     13,906      13,863
  Cooperatieve Rabobank UA 5.750% 12/1/43     16,314      14,895
  Cooperatieve Rabobank UA 5.250% 8/4/45     19,036      16,180
7 Corebridge Financial Inc. 3.500% 4/4/25     12,600      11,980
7 Corebridge Financial Inc. 3.650% 4/5/27     11,000      10,051
7 Corebridge Financial Inc. 3.850% 4/5/29     12,895      11,391
7 Corebridge Financial Inc. 3.900% 4/5/32     14,970      12,633
7 Corebridge Financial Inc. 4.350% 4/5/42      7,900       6,129
  Credit Suisse AG 1.000% 5/5/23 27,084 26,471
  Credit Suisse AG 0.495% 2/2/24 5,444 5,070
  Credit Suisse AG 4.750% 8/9/24 5,000 4,869
3 Credit Suisse AG 3.625% 9/9/24 24,580 23,423
  Credit Suisse AG 3.700% 2/21/25 6,475 6,079
  Credit Suisse AG 2.950% 4/9/25 3,155 2,899
  Credit Suisse AG 1.250% 8/7/26 6,920 5,705
  Credit Suisse AG 5.000% 7/9/27 5,250 4,843
  Credit Suisse Group AG 3.750% 3/26/25 65,884 61,396
  Credit Suisse Group AG 4.550% 4/17/26 15,219 14,016
7 Credit Suisse Group AG 4.282% 1/9/28 20,250 17,273
7 Credit Suisse Group AG 4.194% 4/1/31 3,250 2,572
  Credit Suisse Group AG 4.875% 5/15/45 24,701 17,582
  Credit Suisse USA Inc. 7.125% 7/15/32 14,624 14,649
3 Deutsche Bank AG 0.962% 11/8/23 12,533 11,931
3 Deutsche Bank AG 3.700% 5/30/24 30,745 29,667
  Deutsche Bank AG 3.700% 5/30/24 799 777
  Deutsche Bank AG 1.447% 4/1/25 5,923 5,434
3 Deutsche Bank AG 3.961% 11/26/25 1,350 1,260
3 Deutsche Bank AG 4.100% 1/13/26 10,084 9,565
  Deutsche Bank AG 6.119% 7/14/26 35,642 34,634
  Deutsche Bank AG 2.129% 11/24/26 15,935 13,547
  Deutsche Bank AG 2.311% 11/16/27 14,365 11,665
  Deutsche Bank AG 2.552% 1/7/28 6,686 5,446
  Discover Bank 2.450% 9/12/24 16,491 15,600
3 Discover Bank 4.250% 3/13/26 12,805 12,088
3 Discover Bank 3.450% 7/27/26 18,563 16,903
3 Discover Bank 4.650% 9/13/28 15,997 14,497
3 Discover Bank 2.700% 2/6/30 4,151 3,254
  Discover Financial Services 3.950% 11/6/24 7,685 7,485
  Discover Financial Services 3.750% 3/4/25 10,684 10,213
  Discover Financial Services 4.500% 1/30/26 17,848 16,934
  Discover Financial Services 4.100% 2/9/27 33,292 30,529
  Eaton Vance Corp. 3.500% 4/6/27 4,605 4,264
  Enstar Group Ltd. 4.950% 6/1/29 12,069 10,821
  Enstar Group Ltd. 3.100% 9/1/31 6,515 4,597
  Equitable Holdings Inc. 7.000% 4/1/28 4,300 4,577
  Equitable Holdings Inc. 4.350% 4/20/28 17,836 16,731
  Equitable Holdings Inc. 5.000% 4/20/48 24,922 20,845
  Everest Reinsurance Holdings Inc. 4.868% 6/1/44 4,775 3,999
  Everest Reinsurance Holdings Inc. 3.500% 10/15/50 13,310 8,857
  Everest Reinsurance Holdings Inc. 3.125% 10/15/52 12,620 7,838
  Fairfax Financial Holdings Ltd. 4.850% 4/17/28 10,982 10,268
  Fairfax Financial Holdings Ltd. 4.625% 4/29/30 6,618 5,951
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Fairfax Financial Holdings Ltd. 3.375% 3/3/31      2,580       2,095
7 Fairfax Financial Holdings Ltd. 5.625% 8/16/32      9,600       8,859
  Fidelity National Financial Inc. 4.500% 8/15/28      8,000       7,470
  Fidelity National Financial Inc. 3.400% 6/15/30     12,391      10,109
  Fidelity National Financial Inc. 2.450% 3/15/31      8,833       6,592
  Fidelity National Financial Inc. 3.200% 9/17/51     11,975       6,853
  Fifth Third Bancorp 1.625% 5/5/23      2,686       2,639
  Fifth Third Bancorp 4.300% 1/16/24     15,040      14,890
  Fifth Third Bancorp 3.650% 1/25/24     42,814      42,028
  Fifth Third Bancorp 2.375% 1/28/25     25,076      23,444
  Fifth Third Bancorp 2.550% 5/5/27     13,032      11,597
  Fifth Third Bancorp 1.707% 11/1/27      7,145       6,191
  Fifth Third Bancorp 3.950% 3/14/28     15,874      14,857
  Fifth Third Bancorp 4.055% 4/25/28      2,927       2,740
  Fifth Third Bancorp 4.772% 7/28/30 5,715 5,322
  Fifth Third Bancorp 8.250% 3/1/38 14,086 16,741
3 Fifth Third Bank NA 3.950% 7/28/25 12,704 12,394
3 Fifth Third Bank NA 3.850% 3/15/26 11,941 11,276
3 Fifth Third Bank NA 2.250% 2/1/27 7,425 6,613
  First American Financial Corp. 4.600% 11/15/24 5,325 5,215
  First American Financial Corp. 4.000% 5/15/30 200 167
  First American Financial Corp. 2.400% 8/15/31 9,888 7,071
  First Horizon Corp. 4.000% 5/26/25 4,650 4,473
3 First Republic Bank 4.375% 8/1/46 4,385 3,408
3 First Republic Bank 4.625% 2/13/47 4,784 3,887
  First-Citizens Bank & Trust Co. 6.125% 3/9/28 6,568 6,511
  Franklin BSP Lending Corp. 3.250% 3/30/26 4,175 3,612
  Franklin Resources Inc. 2.850% 3/30/25 6,177 5,865
  Franklin Resources Inc. 1.600% 10/30/30 6,721 5,056
  Franklin Resources Inc. 2.950% 8/12/51 6,166 3,894
  FS KKR Capital Corp. 4.625% 7/15/24 8,124 7,915
  FS KKR Capital Corp. 4.125% 2/1/25 6,943 6,526
  FS KKR Capital Corp. 3.400% 1/15/26 14,738 13,000
  FS KKR Capital Corp. 2.625% 1/15/27 5,150 4,153
  FS KKR Capital Corp. 3.125% 10/12/28 4,225 3,279
  GATX Corp. 4.350% 2/15/24 129 127
  GATX Corp. 3.250% 3/30/25 5,106 4,848
  GATX Corp. 3.250% 9/15/26 3,315 3,036
  GATX Corp. 3.850% 3/30/27 16,206 14,837
  GATX Corp. 3.500% 3/15/28 7,225 6,379
  GATX Corp. 4.550% 11/7/28 6,050 5,607
  GATX Corp. 4.700% 4/1/29 3,859 3,604
  GATX Corp. 4.000% 6/30/30 4,398 3,845
  GATX Corp. 1.900% 6/1/31 6,000 4,336
  GATX Corp. 3.500% 6/1/32 3,000 2,413
  GATX Corp. 5.200% 3/15/44 1,331 1,125
  GATX Corp. 4.500% 3/30/45 1,952 1,480
  GATX Corp. 3.100% 6/1/51 7,242 4,218
  GE Capital Funding LLC 3.450% 5/15/25 17,761 16,916
  GE Capital Funding LLC 4.550% 5/15/32 15,550 14,418
  GE Capital International Funding Co. Unlimited Co. 4.418% 11/15/35 118,018 105,867
  Globe Life Inc. 4.550% 9/15/28 6,247 5,982
  Globe Life Inc. 2.150% 8/15/30 6,660 5,171
  Goldman Sachs BDC Inc. 3.750% 2/10/25 3,575 3,426
  Goldman Sachs BDC Inc. 2.875% 1/15/26 8,250 7,491
  Goldman Sachs Capital I 6.345% 2/15/34 13,277 13,059
  Goldman Sachs Group Inc. 1.217% 12/6/23 26,155 25,087
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Goldman Sachs Group Inc. 3.625% 2/20/24     25,401      24,975
  Goldman Sachs Group Inc. 4.000% 3/3/24     53,156      52,419
  Goldman Sachs Group Inc. 0.673% 3/8/24         65          64
  Goldman Sachs Group Inc. 3.000% 3/15/24     30,162      29,315
3 Goldman Sachs Group Inc. 3.850% 7/8/24     12,363      12,105
  Goldman Sachs Group Inc. 0.925% 10/21/24     40,848      38,770
  Goldman Sachs Group Inc. 3.500% 1/23/25     41,358      39,749
  Goldman Sachs Group Inc. 1.757% 1/24/25     35,281      33,536
  Goldman Sachs Group Inc. 3.500% 4/1/25      8,167       7,810
  Goldman Sachs Group Inc. 3.750% 5/22/25     25,904      24,857
3 Goldman Sachs Group Inc. 3.272% 9/29/25     62,149      59,217
  Goldman Sachs Group Inc. 4.250% 10/21/25     21,670      20,891
  Goldman Sachs Group Inc. 3.750% 2/25/26     35,086      33,261
  Goldman Sachs Group Inc. 3.500% 11/16/26     51,657      47,688
3 Goldman Sachs Group Inc. 1.093% 12/9/26 19,603 16,930
  Goldman Sachs Group Inc. 5.950% 1/15/27 20,871 21,144
  Goldman Sachs Group Inc. 3.850% 1/26/27 40,324 37,592
  Goldman Sachs Group Inc. 1.431% 3/9/27 8,390 7,221
  Goldman Sachs Group Inc. 4.387% 6/15/27 400 381
  Goldman Sachs Group Inc. 1.542% 9/10/27 7,641 6,464
  Goldman Sachs Group Inc. 1.948% 10/21/27 32,662 27,909
  Goldman Sachs Group Inc. 2.640% 2/24/28 26,420 22,950
  Goldman Sachs Group Inc. 3.615% 3/15/28 32,690 29,748
3 Goldman Sachs Group Inc. 3.691% 6/5/28 35,944 32,549
  Goldman Sachs Group Inc. 4.482% 8/23/28 10,220 9,600
3 Goldman Sachs Group Inc. 3.814% 4/23/29 86,088 76,544
3 Goldman Sachs Group Inc. 4.223% 5/1/29 22,485 20,476
  Goldman Sachs Group Inc. 2.600% 2/7/30 5,853 4,720
  Goldman Sachs Group Inc. 3.800% 3/15/30 72,576 62,966
  Goldman Sachs Group Inc. 1.992% 1/27/32 25,754 19,053
  Goldman Sachs Group Inc. 2.615% 4/22/32 66,809 51,792
  Goldman Sachs Group Inc. 2.383% 7/21/32 25,821 19,505
  Goldman Sachs Group Inc. 2.650% 10/21/32 41,024 31,432
  Goldman Sachs Group Inc. 6.125% 2/15/33 3,531 3,564
  Goldman Sachs Group Inc. 3.102% 2/24/33 101,319 80,489
  Goldman Sachs Group Inc. 6.450% 5/1/36 20,459 20,055
  Goldman Sachs Group Inc. 6.750% 10/1/37 50,890 50,849
3 Goldman Sachs Group Inc. 4.017% 10/31/38 60,346 47,853
3 Goldman Sachs Group Inc. 4.411% 4/23/39 57,330 47,678
  Goldman Sachs Group Inc. 6.250% 2/1/41 18,223 18,077
  Goldman Sachs Group Inc. 3.210% 4/22/42 29,718 20,077
  Goldman Sachs Group Inc. 3.436% 2/24/43 7,291 5,051
3 Goldman Sachs Group Inc. 4.800% 7/8/44 24,560 20,367
  Goldman Sachs Group Inc. 5.150% 5/22/45 35,794 29,852
  Goldman Sachs Group Inc. 4.750% 10/21/45 2,217 1,846
  Golub Capital BDC Inc. 3.375% 4/15/24 8,408 8,064
  Golub Capital BDC Inc. 2.500% 8/24/26 2,702 2,266
  Hanover Insurance Group Inc. 4.500% 4/15/26 5,757 5,549
  Hanover Insurance Group Inc. 2.500% 9/1/30 1,135 869
  Hartford Financial Services Group Inc. 2.800% 8/19/29 6,220 5,249
  Hartford Financial Services Group Inc. 5.950% 10/15/36 4,545 4,486
  Hartford Financial Services Group Inc. 6.100% 10/1/41 5,901 5,863
  Hartford Financial Services Group Inc. 4.300% 4/15/43 7,465 5,928
  Hartford Financial Services Group Inc. 4.400% 3/15/48 2,500 2,056
  Hartford Financial Services Group Inc. 3.600% 8/19/49 17,606 12,606
  Hartford Financial Services Group Inc. 2.900% 9/15/51 5,400 3,324
3 HSBC Bank USA NA 5.875% 11/1/34 2,513 2,311
3 HSBC Bank USA NA 5.625% 8/15/35 55 50
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 HSBC Bank USA NA 7.000% 1/15/39      9,259       9,840
  HSBC Holdings plc 3.600% 5/25/23     28,317      28,053
  HSBC Holdings plc 4.250% 3/14/24     35,578      34,840
3 HSBC Holdings plc 3.950% 5/18/24     22,080      21,801
  HSBC Holdings plc 1.162% 11/22/24     30,945      29,254
3 HSBC Holdings plc 3.803% 3/11/25     32,048      30,990
  HSBC Holdings plc 0.976% 5/24/25        877         806
  HSBC Holdings plc 4.250% 8/18/25      2,322       2,209
3 HSBC Holdings plc 2.633% 11/7/25     30,212      27,984
  HSBC Holdings plc 4.180% 12/9/25     40,945      39,151
  HSBC Holdings plc 4.300% 3/8/26     45,473      43,563
  HSBC Holdings plc 2.999% 3/10/26     26,609      24,602
3 HSBC Holdings plc 1.645% 4/18/26     22,250      19,807
  HSBC Holdings plc 3.900% 5/25/26     52,452      49,161
3 HSBC Holdings plc 2.099% 6/4/26 88,656 79,453
3 HSBC Holdings plc 4.292% 9/12/26 57,512 54,264
  HSBC Holdings plc 4.375% 11/23/26 21,030 19,623
  HSBC Holdings plc 1.589% 5/24/27 25,911 21,659
  HSBC Holdings plc 2.251% 11/22/27 30,900 25,956
3 HSBC Holdings plc 4.041% 3/13/28 30,938 27,802
  HSBC Holdings plc 4.755% 6/9/28 45,716 41,943
  HSBC Holdings plc 5.210% 8/11/28 22,300 20,884
3 HSBC Holdings plc 2.013% 9/22/28 56,804 45,704
3 HSBC Holdings plc 4.583% 6/19/29 29,392 26,180
  HSBC Holdings plc 2.206% 8/17/29 22,355 17,371
  HSBC Holdings plc 4.950% 3/31/30 13,586 12,501
3 HSBC Holdings plc 3.973% 5/22/30 39,187 33,088
3 HSBC Holdings plc 2.848% 6/4/31 17,654 13,530
3 HSBC Holdings plc 2.357% 8/18/31 17,529 12,907
3 HSBC Holdings plc 7.625% 5/17/32 8,260 8,664
  HSBC Holdings plc 2.804% 5/24/32 32,209 23,682
  HSBC Holdings plc 2.871% 11/22/32 40,817 29,764
3 HSBC Holdings plc 7.350% 11/27/32 2,040 2,120
  HSBC Holdings plc 4.762% 3/29/33 15,440 12,746
  HSBC Holdings plc 5.402% 8/11/33 10,365 9,176
3 HSBC Holdings plc 6.500% 5/2/36 20,452 19,341
3 HSBC Holdings plc 6.500% 9/15/37 40,495 37,823
3 HSBC Holdings plc 6.800% 6/1/38 11,109 10,785
  HSBC Holdings plc 6.100% 1/14/42 7,378 7,117
  HSBC Holdings plc 5.250% 3/14/44 38,889 31,492
  HSBC USA Inc. 3.500% 6/23/24 11,988 11,675
  Huntington Bancshares Inc. 2.625% 8/6/24 5,159 4,931
  Huntington Bancshares Inc. 4.000% 5/15/25 6,179 5,983
  Huntington Bancshares Inc. 2.550% 2/4/30 16,510 13,380
  Huntington Bancshares Inc. 5.023% 5/17/33 8,100 7,524
3 Huntington National Bank 3.550% 10/6/23 10,325 10,209
3 Huntington National Bank 4.270% 11/25/26 5,750 5,395
  Huntington National Bank 4.552% 5/17/28 5,000 4,811
  Industrial & Commercial Bank of China Ltd. 3.538% 11/8/27 7,900 7,473
  ING Groep NV 4.100% 10/2/23 18,773 18,528
  ING Groep NV 3.550% 4/9/24 16,942 16,512
  ING Groep NV 3.869% 3/28/26 9,700 9,194
  ING Groep NV 3.950% 3/29/27 20,143 18,552
  ING Groep NV 4.017% 3/28/28 5,340 4,853
  ING Groep NV 4.550% 10/2/28 13,245 12,125
  ING Groep NV 4.050% 4/9/29 3,955 3,496
  ING Groep NV 2.727% 4/1/32 5,078 3,874
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  ING Groep NV 4.252% 3/28/33     12,433      10,559
  Intercontinental Exchange Inc. 3.650% 5/23/25      9,793       9,474
  Intercontinental Exchange Inc. 3.750% 12/1/25     16,045      15,483
  Intercontinental Exchange Inc. 3.100% 9/15/27      4,477       4,070
  Intercontinental Exchange Inc. 4.000% 9/15/27      6,331       6,003
  Intercontinental Exchange Inc. 3.750% 9/21/28      7,695       7,093
  Intercontinental Exchange Inc. 4.350% 6/15/29      6,150       5,814
  Intercontinental Exchange Inc. 2.100% 6/15/30     21,554      17,189
  Intercontinental Exchange Inc. 1.850% 9/15/32     33,611      24,538
  Intercontinental Exchange Inc. 4.600% 3/15/33      7,570       7,056
  Intercontinental Exchange Inc. 2.650% 9/15/40      7,518       5,038
  Intercontinental Exchange Inc. 4.250% 9/21/48     13,362      10,838
  Intercontinental Exchange Inc. 3.000% 6/15/50     18,385      12,000
  Intercontinental Exchange Inc. 4.950% 6/15/52      7,250       6,427
  Intercontinental Exchange Inc. 3.000% 9/15/60 28,124 16,655
  Intercontinental Exchange Inc. 5.200% 6/15/62 3,082 2,764
  Invesco Finance plc 4.000% 1/30/24 13,599 13,394
  Invesco Finance plc 3.750% 1/15/26 2,346 2,242
  Invesco Finance plc 5.375% 11/30/43 10,862 9,749
  Jackson Financial Inc. 1.125% 11/22/23 2,548 2,430
  Jackson Financial Inc. 3.125% 11/23/31 5,937 4,505
  Jackson Financial Inc. 4.000% 11/23/51 7,789 4,945
  Janus Henderson US Holdings Inc. 4.875% 8/1/25 3,950 3,884
  Jefferies Financial Group Inc. 5.500% 10/18/23 8,700 8,720
  Jefferies Group LLC 4.850% 1/15/27 6,390 6,105
  Jefferies Group LLC 6.450% 6/8/27 2,473 2,507
  Jefferies Group LLC 4.150% 1/23/30 17,970 15,362
  Jefferies Group LLC 2.750% 10/15/32 600 427
  Jefferies Group LLC 6.250% 1/15/36 4,242 3,967
  Jefferies Group LLC 6.500% 1/20/43 5,484 5,233
  JPMorgan Chase & Co. 3.375% 5/1/23 33,659 33,455
  JPMorgan Chase & Co. 2.700% 5/18/23 7,853 7,778
  JPMorgan Chase & Co. 3.875% 2/1/24 23,918 23,682
  JPMorgan Chase & Co. 3.625% 5/13/24 32,828 32,275
3 JPMorgan Chase & Co. 1.514% 6/1/24 14,853 14,505
  JPMorgan Chase & Co. 3.875% 9/10/24 64,481 63,103
3 JPMorgan Chase & Co. 4.023% 12/5/24 36,712 36,134
  JPMorgan Chase & Co. 3.125% 1/23/25 28,653 27,469
  JPMorgan Chase & Co. 0.563% 2/16/25 565 529
3 JPMorgan Chase & Co. 3.220% 3/1/25 40,580 39,272
  JPMorgan Chase & Co. 0.824% 6/1/25 7,931 7,338
  JPMorgan Chase & Co. 0.969% 6/23/25 16,970 15,703
  JPMorgan Chase & Co. 3.900% 7/15/25 50,930 49,318
  JPMorgan Chase & Co. 0.768% 8/9/25 7,687 7,049
3 JPMorgan Chase & Co. 2.301% 10/15/25 28,904 27,108
  JPMorgan Chase & Co. 1.561% 12/10/25 24,918 22,846
  JPMorgan Chase & Co. 2.595% 2/24/26 26,955 25,077
3 JPMorgan Chase & Co. 2.005% 3/13/26 943 863
  JPMorgan Chase & Co. 3.300% 4/1/26 58,598 54,956
3 JPMorgan Chase & Co. 2.083% 4/22/26 1,124 1,024
  JPMorgan Chase & Co. 4.080% 4/26/26 20,365 19,566
  JPMorgan Chase & Co. 3.200% 6/15/26 57,597 53,470
  JPMorgan Chase & Co. 2.950% 10/1/26 58,302 53,477
  JPMorgan Chase & Co. 7.625% 10/15/26 9,095 9,897
  JPMorgan Chase & Co. 1.045% 11/19/26 11,140 9,649
  JPMorgan Chase & Co. 4.125% 12/15/26 16,496 15,583
3 JPMorgan Chase & Co. 3.960% 1/29/27 49,787 46,976
  JPMorgan Chase & Co. 1.040% 2/4/27 2,775 2,369
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  JPMorgan Chase & Co. 1.578% 4/22/27      5,647       4,881
  JPMorgan Chase & Co. 8.000% 4/29/27      7,709       8,463
3 JPMorgan Chase & Co. 1.050% 6/23/27        200         167
  JPMorgan Chase & Co. 1.470% 9/22/27     20,840      17,641
  JPMorgan Chase & Co. 4.250% 10/1/27     17,842      16,724
  JPMorgan Chase & Co. 3.625% 12/1/27     16,051      14,585
3 JPMorgan Chase & Co. 3.782% 2/1/28     78,083      71,611
  JPMorgan Chase & Co. 4.323% 4/26/28     27,450      25,819
3 JPMorgan Chase & Co. 3.540% 5/1/28     25,400      23,013
3 JPMorgan Chase & Co. 2.182% 6/1/28     12,625      10,733
  JPMorgan Chase & Co. 4.851% 7/25/28     17,385      16,681
3 JPMorgan Chase & Co. 3.509% 1/23/29     45,015      39,877
3 JPMorgan Chase & Co. 4.005% 4/23/29     24,851      22,477
  JPMorgan Chase & Co. 2.069% 6/1/29     34,049      27,642
3 JPMorgan Chase & Co. 4.203% 7/23/29 35,179 32,000
3 JPMorgan Chase & Co. 4.452% 12/5/29 25,119 22,977
3 JPMorgan Chase & Co. 3.702% 5/6/30 49,054 42,899
  JPMorgan Chase & Co. 4.565% 6/14/30 10,150 9,319
3 JPMorgan Chase & Co. 8.750% 9/1/30 2,534 3,010
3 JPMorgan Chase & Co. 2.739% 10/15/30 77,556 63,204
3 JPMorgan Chase & Co. 4.493% 3/24/31 37,715 34,371
3 JPMorgan Chase & Co. 2.522% 4/22/31 20,061 15,854
3 JPMorgan Chase & Co. 2.956% 5/13/31 44,185 35,118
  JPMorgan Chase & Co. 1.764% 11/19/31 26,645 19,541
  JPMorgan Chase & Co. 1.953% 2/4/32 53,796 39,800
  JPMorgan Chase & Co. 2.580% 4/22/32 63,955 49,495
  JPMorgan Chase & Co. 2.545% 11/8/32 45,598 34,663
  JPMorgan Chase & Co. 2.963% 1/25/33 48,724 38,377
  JPMorgan Chase & Co. 4.912% 7/25/33 61,085 56,414
  JPMorgan Chase & Co. 5.717% 9/14/33 10,000 9,448
  JPMorgan Chase & Co. 6.400% 5/15/38 16,462 16,857
3 JPMorgan Chase & Co. 3.882% 7/24/38 45,921 36,026
  JPMorgan Chase & Co. 5.500% 10/15/40 15,681 14,749
3 JPMorgan Chase & Co. 3.109% 4/22/41 45,744 31,554
  JPMorgan Chase & Co. 5.600% 7/15/41 10,392 9,876
  JPMorgan Chase & Co. 2.525% 11/19/41 33,119 20,746
  JPMorgan Chase & Co. 5.400% 1/6/42 12,756 11,787
  JPMorgan Chase & Co. 3.157% 4/22/42 24,925 17,067
  JPMorgan Chase & Co. 5.625% 8/16/43 13,830 12,656
  JPMorgan Chase & Co. 4.850% 2/1/44 5,795 4,976
  JPMorgan Chase & Co. 4.950% 6/1/45 13,600 11,364
3 JPMorgan Chase & Co. 4.260% 2/22/48 26,494 20,868
3 JPMorgan Chase & Co. 4.032% 7/24/48 30,427 23,057
3 JPMorgan Chase & Co. 3.964% 11/15/48 85,720 64,186
3 JPMorgan Chase & Co. 3.897% 1/23/49 34,701 25,737
3 JPMorgan Chase & Co. 3.109% 4/22/51 62,122 38,969
  JPMorgan Chase & Co. 3.328% 4/22/52 28,515 18,662
  Kemper Corp. 4.350% 2/15/25 2,647 2,575
  Kemper Corp. 2.400% 9/30/30 5,640 4,306
  Kemper Corp. 3.800% 2/23/32 4,965 4,117
3 KeyBank NA 3.300% 6/1/25 16,283 15,566
3 KeyBank NA 4.150% 8/8/25 7,395 7,187
3 KeyBank NA 3.400% 5/20/26 17,835 16,529
3 KeyBank NA 4.390% 12/14/27 2,080 1,988
3 KeyBank NA 6.950% 2/1/28 2,540 2,611
3 KeyBank NA 4.900% 8/8/32 14,490 13,033
3 KeyCorp 4.150% 10/29/25 12,070 11,666
3 KeyCorp 2.250% 4/6/27 680 590
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 KeyCorp 4.100% 4/30/28     14,525      13,488
3 KeyCorp 2.550% 10/1/29     15,245      12,456
3 KeyCorp 4.789% 6/1/33      3,540       3,258
  Landesbank Baden-Wuerttemberg 7.625% 2/1/23      1,830       1,846
  Lazard Group LLC 3.750% 2/13/25      1,751       1,689
  Lazard Group LLC 3.625% 3/1/27     13,860      12,720
  Lazard Group LLC 4.500% 9/19/28      7,132       6,524
  Lazard Group LLC 4.375% 3/11/29      2,763       2,539
  Legg Mason Inc. 4.750% 3/15/26      5,010       4,936
  Legg Mason Inc. 5.625% 1/15/44      8,378       7,879
  Lincoln National Corp. 3.625% 12/12/26     11,014      10,349
  Lincoln National Corp. 3.800% 3/1/28     11,746      10,853
  Lincoln National Corp. 3.050% 1/15/30      9,613       7,984
  Lincoln National Corp. 3.400% 1/15/31      4,500       3,762
  Lincoln National Corp. 6.300% 10/9/37 4,329 4,311
  Lincoln National Corp. 7.000% 6/15/40 7,172 7,472
  Lincoln National Corp. 4.350% 3/1/48 2,021 1,593
  Lincoln National Corp. 4.375% 6/15/50 3,132 2,423
  Lloyds Bank plc 3.500% 5/14/25 433 410
  Lloyds Banking Group plc 4.050% 8/16/23 39,485 39,038
  Lloyds Banking Group plc 3.900% 3/12/24 11,500 11,262
  Lloyds Banking Group plc 4.500% 11/4/24 16,048 15,677
  Lloyds Banking Group plc 4.450% 5/8/25 9,384 9,085
3 Lloyds Banking Group plc 3.870% 7/9/25 13,968 13,470
  Lloyds Banking Group plc 4.582% 12/10/25 40,355 38,821
3 Lloyds Banking Group plc 2.438% 2/5/26 3,540 3,255
  Lloyds Banking Group plc 3.511% 3/18/26 7,265 6,807
  Lloyds Banking Group plc 4.650% 3/24/26 12,582 11,832
  Lloyds Banking Group plc 4.716% 8/11/26 5,200 5,001
  Lloyds Banking Group plc 3.750% 1/11/27 28,878 26,430
  Lloyds Banking Group plc 3.750% 3/18/28 2,100 1,892
  Lloyds Banking Group plc 4.375% 3/22/28 37,071 33,759
  Lloyds Banking Group plc 4.550% 8/16/28 17,264 15,724
3 Lloyds Banking Group plc 3.574% 11/7/28 46,657 40,893
  Lloyds Banking Group plc 4.976% 8/11/33 34,915 30,417
  Lloyds Banking Group plc 5.300% 12/1/45 5,002 4,017
  Lloyds Banking Group plc 3.369% 12/14/46 9,820 6,094
  Lloyds Banking Group plc 4.344% 1/9/48 14,719 10,353
  Loews Corp. 3.750% 4/1/26 410 395
  Loews Corp. 3.200% 5/15/30 9,220 7,873
  Loews Corp. 6.000% 2/1/35 6,143 6,151
  Loews Corp. 4.125% 5/15/43 7,362 5,676
  M&T Bank Corp. 4.000% 7/15/24 3,915 3,853
  M&T Bank Corp. 4.553% 8/16/28 12,000 11,557
  Main Street Capital Corp. 5.200% 5/1/24 4,406 4,339
  Main Street Capital Corp. 3.000% 7/14/26 8,135 6,846
3 Manufacturers & Traders Trust Co. 2.900% 2/6/25 13,567 12,919
3 Manufacturers & Traders Trust Co. 3.400% 8/17/27 4,162 3,744
  Manulife Financial Corp. 4.150% 3/4/26 17,620 17,103
3 Manulife Financial Corp. 4.061% 2/24/32 10,400 9,286
  Manulife Financial Corp. 3.703% 3/16/32 6,275 5,509
  Manulife Financial Corp. 5.375% 3/4/46 10,728 10,204
  Markel Corp. 3.500% 11/1/27 6,995 6,351
  Markel Corp. 3.350% 9/17/29 3,825 3,300
  Markel Corp. 5.000% 4/5/46 6,278 5,340
  Markel Corp. 4.300% 11/1/47 5,483 4,250
  Markel Corp. 5.000% 5/20/49 4,981 4,294
  Markel Corp. 4.150% 9/17/50 6,850 5,194
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Markel Corp. 3.450% 5/7/52      8,250       5,461
  Marsh & McLennan Cos. Inc. 4.050% 10/15/23      6,068       6,003
  Marsh & McLennan Cos. Inc. 3.875% 3/15/24     24,187      23,859
  Marsh & McLennan Cos. Inc. 3.500% 6/3/24      5,890       5,754
  Marsh & McLennan Cos. Inc. 3.500% 3/10/25     12,664      12,219
  Marsh & McLennan Cos. Inc. 3.750% 3/14/26      7,684       7,399
  Marsh & McLennan Cos. Inc. 4.375% 3/15/29     16,615      15,807
  Marsh & McLennan Cos. Inc. 2.250% 11/15/30      9,250       7,322
  Marsh & McLennan Cos. Inc. 5.875% 8/1/33      4,736       4,816
  Marsh & McLennan Cos. Inc. 4.750% 3/15/39     21,648      19,494
  Marsh & McLennan Cos. Inc. 4.350% 1/30/47      5,413       4,431
  Marsh & McLennan Cos. Inc. 4.200% 3/1/48      5,645       4,504
  Marsh & McLennan Cos. Inc. 4.900% 3/15/49      9,295       8,271
  Marsh & McLennan Cos. Inc. 2.900% 12/15/51        410         257
  Mastercard Inc. 3.375% 4/1/24 18,472 18,158
  Mastercard Inc. 2.000% 3/3/25 14,167 13,347
  Mastercard Inc. 2.950% 11/21/26 22,640 21,146
  Mastercard Inc. 3.300% 3/26/27 16,799 15,849
  Mastercard Inc. 3.500% 2/26/28 5,811 5,429
  Mastercard Inc. 2.950% 6/1/29 14,420 12,844
  Mastercard Inc. 3.350% 3/26/30 20,066 18,152
  Mastercard Inc. 1.900% 3/15/31 4,950 3,959
  Mastercard Inc. 2.000% 11/18/31 16,176 12,788
  Mastercard Inc. 3.800% 11/21/46 9,178 7,517
  Mastercard Inc. 3.950% 2/26/48 9,008 7,402
  Mastercard Inc. 3.650% 6/1/49 11,961 9,328
  Mastercard Inc. 3.850% 3/26/50 20,437 16,468
  Mastercard Inc. 2.950% 3/15/51 7,119 4,853
  Mercury General Corp. 4.400% 3/15/27 4,945 4,596
3 MetLife Inc. 4.368% 9/15/23 13,030 12,969
  MetLife Inc. 3.600% 4/10/24 15,829 15,542
  MetLife Inc. 3.000% 3/1/25 15,804 15,154
  MetLife Inc. 3.600% 11/13/25 9,307 8,956
  MetLife Inc. 4.550% 3/23/30 31,641 30,331
  MetLife Inc. 6.375% 6/15/34 4,529 4,797
3 MetLife Inc. 6.400% 12/15/36 11,793 11,570
3 MetLife Inc. 10.750% 8/1/39 1,035 1,350
  MetLife Inc. 5.875% 2/6/41 22,749 22,639
  MetLife Inc. 4.125% 8/13/42 20,363 16,632
  MetLife Inc. 4.875% 11/13/43 11,586 10,359
  MetLife Inc. 4.721% 12/15/44 12,590 10,816
  MetLife Inc. 4.050% 3/1/45 8,620 6,773
  MetLife Inc. 4.600% 5/13/46 1,796 1,574
  MetLife Inc. 5.000% 7/15/52 17,725 16,160
  Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 3,852 3,757
  Mitsubishi UFJ Financial Group Inc. 3.407% 3/7/24 25,360 24,783
  Mitsubishi UFJ Financial Group Inc. 2.801% 7/18/24 15,536 14,906
  Mitsubishi UFJ Financial Group Inc. 2.193% 2/25/25 21,322 19,765
  Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25 36,599 35,437
  Mitsubishi UFJ Financial Group Inc. 1.412% 7/17/25 14,479 12,991
  Mitsubishi UFJ Financial Group Inc. 4.788% 7/18/25 10,830 10,684
  Mitsubishi UFJ Financial Group Inc. 5.063% 9/12/25 14,340 14,185
  Mitsubishi UFJ Financial Group Inc. 3.837% 4/17/26 4,140 3,959
  Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 14,904 13,444
  Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27 57,896 53,591
  Mitsubishi UFJ Financial Group Inc. 1.538% 7/20/27 10,550 9,010
  Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27 26,783 24,138
  Mitsubishi UFJ Financial Group Inc. 2.341% 1/19/28 19,695 17,038
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28     16,229      14,929
  Mitsubishi UFJ Financial Group Inc. 4.080% 4/19/28     10,000       9,290
  Mitsubishi UFJ Financial Group Inc. 5.017% 7/20/28     11,740      11,277
  Mitsubishi UFJ Financial Group Inc. 4.050% 9/11/28      6,670       6,103
  Mitsubishi UFJ Financial Group Inc. 5.354% 9/13/28     12,270      11,962
  Mitsubishi UFJ Financial Group Inc. 3.741% 3/7/29     21,738      19,447
  Mitsubishi UFJ Financial Group Inc. 3.195% 7/18/29     24,629      20,807
  Mitsubishi UFJ Financial Group Inc. 2.559% 2/25/30     33,070      26,564
  Mitsubishi UFJ Financial Group Inc. 2.048% 7/17/30     10,000       7,632
  Mitsubishi UFJ Financial Group Inc. 2.309% 7/20/32     26,871      20,135
  Mitsubishi UFJ Financial Group Inc. 2.494% 10/13/32      6,611       4,995
  Mitsubishi UFJ Financial Group Inc. 2.852% 1/19/33     19,595      15,183
  Mitsubishi UFJ Financial Group Inc. 4.315% 4/19/33      8,475       7,489
  Mitsubishi UFJ Financial Group Inc. 5.133% 7/20/33     10,985      10,294
  Mitsubishi UFJ Financial Group Inc. 4.286% 7/26/38 3,619 3,080
  Mitsubishi UFJ Financial Group Inc. 4.153% 3/7/39 4,120 3,393
  Mitsubishi UFJ Financial Group Inc. 3.751% 7/18/39 21,102 16,529
3 Mizuho Financial Group Inc. 3.922% 9/11/24 12,677 12,447
3 Mizuho Financial Group Inc. 2.839% 7/16/25 29,155 27,616
3 Mizuho Financial Group Inc. 2.555% 9/13/25 16,790 15,788
3 Mizuho Financial Group Inc. 2.226% 5/25/26 2,542 2,308
  Mizuho Financial Group Inc. 3.663% 2/28/27 2,468 2,253
  Mizuho Financial Group Inc. 1.234% 5/22/27 28,718 24,303
  Mizuho Financial Group Inc. 1.554% 7/9/27 10,533 8,952
  Mizuho Financial Group Inc. 4.018% 3/5/28 20,741 18,969
3 Mizuho Financial Group Inc. 4.254% 9/11/29 17,495 15,761
3 Mizuho Financial Group Inc. 3.153% 7/16/30 32,320 26,904
3 Mizuho Financial Group Inc. 2.869% 9/13/30 5,270 4,285
3 Mizuho Financial Group Inc. 2.201% 7/10/31 4,391 3,325
3 Mizuho Financial Group Inc. 1.979% 9/8/31 1,761 1,300
  Mizuho Financial Group Inc. 2.172% 5/22/32 25,415 18,635
3 Morgan Stanley 4.100% 5/22/23 27,812 27,697
3 Morgan Stanley 0.529% 1/25/24 250 246
3 Morgan Stanley 3.875% 4/29/24 46,306 45,520
3 Morgan Stanley 3.700% 10/23/24 39,469 38,502
3 Morgan Stanley 0.791% 1/22/25 23,854 22,345
  Morgan Stanley 3.620% 4/17/25 16,703 16,218
  Morgan Stanley 0.790% 5/30/25 42,058 38,718
3 Morgan Stanley 2.720% 7/22/25 12,797 12,133
3 Morgan Stanley 4.000% 7/23/25 56,413 54,757
3 Morgan Stanley 0.864% 10/21/25 396 359
3 Morgan Stanley 1.164% 10/21/25 21,108 19,236
  Morgan Stanley 5.000% 11/24/25 29,154 28,803
3 Morgan Stanley 3.875% 1/27/26 44,475 42,427
  Morgan Stanley 2.630% 2/18/26 8,085 7,532
3 Morgan Stanley 2.188% 4/28/26 11,000 10,093
  Morgan Stanley 4.679% 7/17/26 6,140 5,978
3 Morgan Stanley 3.125% 7/27/26 37,507 34,569
3 Morgan Stanley 6.250% 8/9/26 23,595 24,143
3 Morgan Stanley 4.350% 9/8/26 50,992 48,696
  Morgan Stanley 0.985% 12/10/26 11,895 10,262
  Morgan Stanley 3.625% 1/20/27 40,999 38,191
  Morgan Stanley 3.950% 4/23/27 50,148 46,626
  Morgan Stanley 1.593% 5/4/27 56,707 48,992
3 Morgan Stanley 1.512% 7/20/27 22,050 18,803
  Morgan Stanley 2.475% 1/21/28 9,944 8,701
  Morgan Stanley 4.210% 4/20/28 21,925 20,508
3 Morgan Stanley 3.591% 7/22/28 55,057 49,696
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Morgan Stanley 3.772% 1/24/29     15,535      13,999
3 Morgan Stanley 4.431% 1/23/30     35,438      32,609
3 Morgan Stanley 2.699% 1/22/31     74,101      59,989
3 Morgan Stanley 3.622% 4/1/31     61,215      52,703
3 Morgan Stanley 1.794% 2/13/32     60,678      44,364
  Morgan Stanley 7.250% 4/1/32     14,415      15,654
3 Morgan Stanley 1.928% 4/28/32     26,386      19,403
3 Morgan Stanley 2.239% 7/21/32     53,265      40,053
3 Morgan Stanley 2.511% 10/20/32     16,915      12,947
  Morgan Stanley 2.943% 1/21/33     34,950      27,624
  Morgan Stanley 4.889% 7/20/33      9,923       9,227
  Morgan Stanley 2.484% 9/16/36     24,936      17,868
  Morgan Stanley 5.297% 4/20/37     16,050      14,464
3 Morgan Stanley 3.971% 7/22/38     28,368      22,626
3 Morgan Stanley 4.457% 4/22/39 25,523 21,586
  Morgan Stanley 3.217% 4/22/42 9,977 6,960
  Morgan Stanley 6.375% 7/24/42 35,908 37,255
  Morgan Stanley 4.300% 1/27/45 48,937 38,848
  Morgan Stanley 4.375% 1/22/47 8,422 6,734
3 Morgan Stanley 5.597% 3/24/51 19,141 18,335
3 Morgan Stanley 2.802% 1/25/52 30,448 18,357
  Morgan Stanley Domestic Holdings Inc. 3.800% 8/24/27 7,801 7,234
  Morgan Stanley Domestic Holdings Inc. 4.500% 6/20/28 5,288 5,017
3 Munich Re America Corp. 7.450% 12/15/26 2,450 2,653
  Nasdaq Inc. 3.850% 6/30/26 9,745 9,301
  Nasdaq Inc. 1.650% 1/15/31 9,750 7,284
  Nasdaq Inc. 2.500% 12/21/40 10,270 6,450
  Nasdaq Inc. 3.250% 4/28/50 8,936 5,879
  Nasdaq Inc. 3.950% 3/7/52 5,500 4,083
  National Australia Bank Ltd. 3.375% 1/14/26 9,271 8,828
3 National Australia Bank Ltd. 2.500% 7/12/26 23,675 21,652
3 National Bank of Canada 0.550% 11/15/24 5,970 5,657
3 Nationwide Financial Services Inc. 6.750% 5/15/37 1,314 1,261
3 NatWest Group plc 2.359% 5/22/24 6,531 6,379
3 NatWest Group plc 4.269% 3/22/25 9,344 9,081
  NatWest Group plc 4.800% 4/5/26 8,993 8,625
3 NatWest Group plc 3.073% 5/22/28 28,049 24,134
  NatWest Group plc 5.516% 9/30/28 5,000 4,755
3 NatWest Group plc 4.892% 5/18/29 40,842 37,216
3 NatWest Group plc 3.754% 11/1/29 5,568 5,155
3 NatWest Group plc 5.076% 1/27/30 45,901 41,764
3 NatWest Group plc 4.445% 5/8/30 7,675 6,728
3 NatWest Group plc 3.032% 11/28/35 21,693 15,410
3 New York Community Bancorp Inc. 5.900% 11/6/28 3,946 3,757
  Nomura Holdings Inc. 2.648% 1/16/25 11,793 11,030
  Nomura Holdings Inc. 5.099% 7/3/25 5,470 5,390
  Nomura Holdings Inc. 1.851% 7/16/25 20,290 18,312
  Nomura Holdings Inc. 1.653% 7/14/26 16,055 13,733
  Nomura Holdings Inc. 2.329% 1/22/27 15,290 13,134
  Nomura Holdings Inc. 5.386% 7/6/27 9,500 9,204
  Nomura Holdings Inc. 2.172% 7/14/28 10,775 8,611
  Nomura Holdings Inc. 5.605% 7/6/29 10,095 9,604
  Nomura Holdings Inc. 3.103% 1/16/30 31,583 25,622
  Nomura Holdings Inc. 2.679% 7/16/30 3,800 2,912
  Nomura Holdings Inc. 2.608% 7/14/31 8,060 5,980
  Northern Trust Corp. 3.950% 10/30/25 12,601 12,304
  Northern Trust Corp. 3.650% 8/3/28 7,100 6,624
  Northern Trust Corp. 3.150% 5/3/29 10,779 9,623
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Northern Trust Corp. 1.950% 5/1/30        521         414
3 Northern Trust Corp. 3.375% 5/8/32     11,933      10,750
  Oaktree Specialty Lending Corp. 3.500% 2/25/25      3,697       3,478
  Oaktree Specialty Lending Corp. 2.700% 1/15/27      9,293       7,820
  Old Republic International Corp. 4.875% 10/1/24      6,830       6,816
  Old Republic International Corp. 3.875% 8/26/26      5,893       5,576
  Old Republic International Corp. 3.850% 6/11/51      9,875       6,923
  ORIX Corp. 4.050% 1/16/24      1,218       1,203
  ORIX Corp. 3.250% 12/4/24      4,955       4,762
  ORIX Corp. 3.700% 7/18/27     11,865      10,988
  ORIX Corp. 2.250% 3/9/31     10,425       8,110
  Owl Rock Capital Corp. 5.250% 4/15/24      3,275       3,241
  Owl Rock Capital Corp. 4.000% 3/30/25      6,893       6,461
  Owl Rock Capital Corp. 3.750% 7/22/25     11,983      11,008
  Owl Rock Capital Corp. 4.250% 1/15/26 11,112 10,116
  Owl Rock Capital Corp. 3.400% 7/15/26 5,712 4,912
  Owl Rock Capital Corp. 2.625% 1/15/27 10,691 8,590
  Owl Rock Capital Corp. 2.875% 6/11/28 2,437 1,858
  Owl Rock Technology Finance Corp. 2.500% 1/15/27 7,851 6,274
  PartnerRe Finance B LLC 3.700% 7/2/29 7,964 7,084
  PartnerRe Finance B LLC 4.500% 10/1/50 1,940 1,655
  PNC Bank NA 2.500% 8/27/24 5,419 5,195
3 PNC Bank NA 3.300% 10/30/24 6,768 6,552
3 PNC Bank NA 2.950% 2/23/25 13,260 12,674
3 PNC Bank NA 3.875% 4/10/25 3,903 3,775
3 PNC Bank NA 3.250% 6/1/25 28,110 26,959
3 PNC Bank NA 4.200% 11/1/25 6,980 6,768
3 PNC Bank NA 3.100% 10/25/27 11,159 10,192
3 PNC Bank NA 3.250% 1/22/28 9,306 8,538
3 PNC Bank NA 4.050% 7/26/28 18,573 17,083
3 PNC Bank NA 2.700% 10/22/29 11,523 9,428
  PNC Financial Services Group Inc. 3.500% 1/23/24 26,809 26,383
  PNC Financial Services Group Inc. 3.900% 4/29/24 23,844 23,496
  PNC Financial Services Group Inc. 2.200% 11/1/24 5,950 5,655
  PNC Financial Services Group Inc. 2.600% 7/23/26 8,411 7,688
  PNC Financial Services Group Inc. 3.150% 5/19/27 13,745 12,629
  PNC Financial Services Group Inc. 3.450% 4/23/29 38,772 34,751
  PNC Financial Services Group Inc. 2.550% 1/22/30 25,672 21,192
  PNC Financial Services Group Inc. 2.307% 4/23/32 5,914 4,659
  Primerica Inc. 2.800% 11/19/31 5,459 4,296
  Principal Financial Group Inc. 3.125% 5/15/23 4,161 4,125
  Principal Financial Group Inc. 3.400% 5/15/25 13,809 13,235
  Principal Financial Group Inc. 3.100% 11/15/26 9,602 8,781
  Principal Financial Group Inc. 2.125% 6/15/30 15,197 11,891
  Principal Financial Group Inc. 6.050% 10/15/36 258 261
  Principal Financial Group Inc. 4.625% 9/15/42 5,408 4,583
  Principal Financial Group Inc. 4.350% 5/15/43 5,765 4,748
  Principal Financial Group Inc. 4.300% 11/15/46 7,436 6,086
  Progressive Corp. 2.450% 1/15/27 8,119 7,379
  Progressive Corp. 4.000% 3/1/29 7,985 7,534
  Progressive Corp. 6.625% 3/1/29 4,851 5,246
  Progressive Corp. 3.200% 3/26/30 6,207 5,458
  Progressive Corp. 6.250% 12/1/32 818 874
  Progressive Corp. 4.350% 4/25/44 3,740 3,167
  Progressive Corp. 4.125% 4/15/47 14,870 12,323
  Progressive Corp. 4.200% 3/15/48 5,612 4,716
  Progressive Corp. 3.950% 3/26/50 8,315 6,571
  Progressive Corp. 3.700% 3/15/52 6,685 5,099
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Prospect Capital Corp. 5.875% 3/15/23        513         512
  Prospect Capital Corp. 3.706% 1/22/26      6,312       5,481
  Prospect Capital Corp. 3.364% 11/15/26      3,092       2,559
3 Prudential Financial Inc. 3.878% 3/27/28      3,395       3,219
3 Prudential Financial Inc. 2.100% 3/10/30      3,661       2,940
3 Prudential Financial Inc. 5.750% 7/15/33      1,120       1,141
3 Prudential Financial Inc. 5.700% 12/14/36      6,228       6,161
3 Prudential Financial Inc. 6.625% 12/1/37      5,326       5,616
3 Prudential Financial Inc. 3.000% 3/10/40      4,097       2,944
3 Prudential Financial Inc. 6.625% 6/21/40      5,265       5,575
3 Prudential Financial Inc. 6.200% 11/15/40      3,325       3,355
3 Prudential Financial Inc. 5.100% 8/15/43      3,450       2,978
3 Prudential Financial Inc. 5.200% 3/15/44      2,875       2,748
3 Prudential Financial Inc. 4.600% 5/15/44      3,490       2,997
3 Prudential Financial Inc. 5.375% 5/15/45 15,306 14,539
3 Prudential Financial Inc. 4.500% 9/15/47 8,832 7,679
  Prudential Financial Inc. 3.905% 12/7/47 32,923 25,357
3 Prudential Financial Inc. 5.700% 9/15/48 8,266 7,760
  Prudential Financial Inc. 3.935% 12/7/49 24,185 18,482
3 Prudential Financial Inc. 3.700% 10/1/50 12,685 10,105
3 Prudential Financial Inc. 3.700% 3/13/51 10,191 7,517
  Prudential Financial Inc. 5.125% 3/1/52 2,634 2,285
  Prudential plc 3.125% 4/14/30 13,174 10,993
  Prudential plc 3.625% 3/24/32 2,300 1,940
  Raymond James Financial Inc. 4.650% 4/1/30 17,231 16,201
  Raymond James Financial Inc. 4.950% 7/15/46 19,840 17,471
  Raymond James Financial Inc. 3.750% 4/1/51 11,335 8,033
3 Regions Bank 6.450% 6/26/37 5,497 5,647
  Regions Financial Corp. 2.250% 5/18/25 9,214 8,545
  Regions Financial Corp. 1.800% 8/12/28 5,745 4,720
  Regions Financial Corp. 7.375% 12/10/37 5,493 6,006
  Reinsurance Group of America Inc. 3.950% 9/15/26 5,339 5,069
  Reinsurance Group of America Inc. 3.900% 5/15/29 14,889 13,486
  Reinsurance Group of America Inc. 3.150% 6/15/30 2,450 2,049
  RenaissanceRe Finance Inc. 3.700% 4/1/25 6,682 6,440
  RenaissanceRe Finance Inc. 3.450% 7/1/27 4,850 4,430
  RenaissanceRe Holdings Ltd. 3.600% 4/15/29 1,700 1,507
3 Royal Bank of Canada 3.700% 10/5/23 28,203 27,928
3 Royal Bank of Canada 0.500% 10/26/23 4,972 4,761
3 Royal Bank of Canada 0.425% 1/19/24 13,627 12,923
3 Royal Bank of Canada 2.550% 7/16/24 13,307 12,777
  Royal Bank of Canada 0.650% 7/29/24 629 584
3 Royal Bank of Canada 0.750% 10/7/24 16,280 14,961
3 Royal Bank of Canada 2.250% 11/1/24 40,448 38,309
3 Royal Bank of Canada 1.600% 1/21/25 5,025 4,651
  Royal Bank of Canada 3.375% 4/14/25 20,920 20,122
3 Royal Bank of Canada 1.150% 6/10/25 25,472 22,976
3 Royal Bank of Canada 0.875% 1/20/26 14,130 12,282
3 Royal Bank of Canada 4.650% 1/27/26 12,755 12,420
  Royal Bank of Canada 1.200% 4/27/26 11,240 9,789
3 Royal Bank of Canada 1.150% 7/14/26 25,236 21,763
3 Royal Bank of Canada 1.400% 11/2/26 24,521 21,022
3 Royal Bank of Canada 2.050% 1/21/27 3,900 3,424
  Royal Bank of Canada 3.625% 5/4/27 12,920 12,016
3 Royal Bank of Canada 4.240% 8/3/27 5,890 5,628
3 Royal Bank of Canada 2.300% 11/3/31 34,718 26,697
  Royal Bank of Canada 3.875% 5/4/32 12,910 11,375
  Santander Holdings USA Inc. 3.500% 6/7/24 8,205 7,952
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Santander Holdings USA Inc. 4.260% 6/9/25      4,255       4,090
  Santander Holdings USA Inc. 4.500% 7/17/25     26,591      25,451
  Santander Holdings USA Inc. 3.244% 10/5/26     52,310      46,915
  Santander Holdings USA Inc. 4.400% 7/13/27     29,614      27,257
3 Santander UK Group Holdings plc 4.796% 11/15/24     11,229      11,074
  Santander UK Group Holdings plc 1.089% 3/15/25     11,027      10,180
3 Santander UK Group Holdings plc 1.532% 8/21/26     20,170      17,477
3 Santander UK Group Holdings plc 3.823% 11/3/28      7,897       6,806
  Santander UK Group Holdings plc 2.896% 3/15/32     15,423      11,493
  Santander UK plc 4.000% 3/13/24     29,844      29,352
  Santander UK plc 2.875% 6/18/24      7,680       7,383
  Selective Insurance Group Inc. 5.375% 3/1/49      3,010       2,586
3 Signature Bank 4.000% 10/15/30      3,127       2,872
  Sixth Street Specialty Lending Inc. 3.875% 11/1/24      4,676       4,456
7 Societe Generale SA 3.000% 1/22/30 1,000 787
7 Standard Chartered plc 4.644% 4/1/31 1,000 875
  State Street Corp. 3.100% 5/15/23 16,329 16,186
  State Street Corp. 3.700% 11/20/23 16,059 15,923
3 State Street Corp. 3.776% 12/3/24 13,887 13,726
  State Street Corp. 3.300% 12/16/24 3,015 2,926
  State Street Corp. 3.550% 8/18/25 27,275 26,355
3 State Street Corp. 2.354% 11/1/25 13,095 12,383
  State Street Corp. 2.901% 3/30/26 10,240 9,665
  State Street Corp. 2.650% 5/19/26 14,550 13,562
3 State Street Corp. 4.141% 12/3/29 5,855 5,480
  State Street Corp. 2.400% 1/24/30 15,816 13,189
  State Street Corp. 2.200% 3/3/31 7,650 5,965
  State Street Corp. 3.152% 3/30/31 1,658 1,420
3 State Street Corp. 3.031% 11/1/34 27,508 22,886
  Stewart Information Services Corp. 3.600% 11/15/31 4,780 3,685
  Stifel Financial Corp. 4.250% 7/18/24 10,450 10,263
  Stifel Financial Corp. 4.000% 5/15/30 2,830 2,434
  Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 10,790 10,626
3 Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 11,925 11,569
3 Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 3,280 3,138
  Sumitomo Mitsui Financial Group Inc. 3.936% 10/16/23 14,438 14,305
  Sumitomo Mitsui Financial Group Inc. 0.508% 1/12/24 10,300 9,709
  Sumitomo Mitsui Financial Group Inc. 2.696% 7/16/24 34,484 32,964
  Sumitomo Mitsui Financial Group Inc. 2.448% 9/27/24 41,750 39,500
  Sumitomo Mitsui Financial Group Inc. 2.348% 1/15/25 9,543 8,935
  Sumitomo Mitsui Financial Group Inc. 1.474% 7/8/25 4,590 4,135
  Sumitomo Mitsui Financial Group Inc. 0.948% 1/12/26 15,372 13,340
  Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 32,126 30,487
  Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 15,979 14,441
  Sumitomo Mitsui Financial Group Inc. 1.402% 9/17/26 13,945 11,931
  Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26 13,122 11,958
  Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27 11,276 10,377
  Sumitomo Mitsui Financial Group Inc. 2.174% 1/14/27 3,800 3,314
  Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27 15,508 14,112
  Sumitomo Mitsui Financial Group Inc. 3.544% 1/17/28 15,790 14,261
  Sumitomo Mitsui Financial Group Inc. 3.944% 7/19/28 30,850 28,409
  Sumitomo Mitsui Financial Group Inc. 1.902% 9/17/28 16,100 12,910
  Sumitomo Mitsui Financial Group Inc. 4.306% 10/16/28 8,005 7,536
  Sumitomo Mitsui Financial Group Inc. 3.040% 7/16/29 22,260 18,705
  Sumitomo Mitsui Financial Group Inc. 3.202% 9/17/29 6,743 5,660
  Sumitomo Mitsui Financial Group Inc. 2.724% 9/27/29 14,390 11,801
  Sumitomo Mitsui Financial Group Inc. 2.750% 1/15/30 28,505 23,122
  Sumitomo Mitsui Financial Group Inc. 2.130% 7/8/30 2,736 2,098
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Sumitomo Mitsui Financial Group Inc. 2.142% 9/23/30        760         570
  Sumitomo Mitsui Financial Group Inc. 1.710% 1/12/31     11,528       8,384
  Sumitomo Mitsui Financial Group Inc. 2.222% 9/17/31      7,175       5,379
  Sumitomo Mitsui Financial Group Inc. 2.296% 1/12/41      6,268       3,841
  Sumitomo Mitsui Financial Group Inc. 2.930% 9/17/41      3,300       2,184
  SVB Financial Group 3.500% 1/29/25     10,166       9,705
  SVB Financial Group 1.800% 10/28/26     10,150       8,717
  SVB Financial Group 4.345% 4/29/28      4,621       4,314
  SVB Financial Group 2.100% 5/15/28      3,354       2,729
  SVB Financial Group 3.125% 6/5/30      3,816       3,086
  SVB Financial Group 1.800% 2/2/31      6,837       4,879
  SVB Financial Group 4.570% 4/29/33      1,369       1,200
3 Svenska Handelsbanken AB 3.900% 11/20/23      7,971       7,897
  Swiss Re America Holding Corp. 7.000% 2/15/26      1,319       1,385
  Synchrony Financial 4.375% 3/19/24 3,550 3,488
  Synchrony Financial 4.250% 8/15/24 9,031 8,810
  Synchrony Financial 4.500% 7/23/25 25,192 24,023
  Synchrony Financial 3.700% 8/4/26 10,619 9,696
  Synchrony Financial 3.950% 12/1/27 7,087 6,177
  Synchrony Financial 5.150% 3/19/29 8,316 7,567
3 Toronto-Dominion Bank 0.750% 6/12/23 23,251 22,609
3 Toronto-Dominion Bank 2.350% 3/8/24 20,292 19,574
3 Toronto-Dominion Bank 3.250% 3/11/24 59,283 57,913
3 Toronto-Dominion Bank 2.650% 6/12/24 13,364 12,835
3 Toronto-Dominion Bank 4.285% 9/13/24 28,200 27,775
  Toronto-Dominion Bank 1.250% 12/13/24 2,815 2,597
3 Toronto-Dominion Bank 1.450% 1/10/25 8,636 7,997
  Toronto-Dominion Bank 3.766% 6/6/25 6,470 6,251
3 Toronto-Dominion Bank 1.150% 6/12/25 13,974 12,583
3 Toronto-Dominion Bank 0.750% 9/11/25 11,316 9,986
3 Toronto-Dominion Bank 0.750% 1/6/26 1,312 1,137
3 Toronto-Dominion Bank 1.250% 9/10/26 11,250 9,622
3 Toronto-Dominion Bank 1.950% 1/12/27 9,950 8,663
3 Toronto-Dominion Bank 2.800% 3/10/27 14,251 12,859
  Toronto-Dominion Bank 4.108% 6/8/27 17,891 16,905
3 Toronto-Dominion Bank 4.693% 9/15/27 28,200 27,266
3 Toronto-Dominion Bank 3.625% 9/15/31 3,051 2,796
3 Toronto-Dominion Bank 2.450% 1/12/32 6,861 5,294
3 Toronto-Dominion Bank 3.200% 3/10/32 45,438 37,338
  Toronto-Dominion Bank 4.456% 6/8/32 25,000 22,812
  Transatlantic Holdings Inc. 8.000% 11/30/39 4,588 5,492
  Travelers Cos. Inc. 6.750% 6/20/36 1,762 1,963
3 Travelers Cos. Inc. 6.250% 6/15/37 10,795 11,657
  Travelers Cos. Inc. 5.350% 11/1/40 5,438 5,376
  Travelers Cos. Inc. 4.600% 8/1/43 8,410 7,367
  Travelers Cos. Inc. 4.300% 8/25/45 2,442 2,039
  Travelers Cos. Inc. 3.750% 5/15/46 8,203 6,360
  Travelers Cos. Inc. 4.000% 5/30/47 6,005 4,827
  Travelers Cos. Inc. 4.100% 3/4/49 6,340 5,239
  Travelers Cos. Inc. 2.550% 4/27/50 8,185 5,067
  Travelers Cos. Inc. 3.050% 6/8/51 8,132 5,602
  Travelers Property Casualty Corp. 6.375% 3/15/33 2,639 2,882
  Trinity Acquisition plc 4.400% 3/15/26 7,571 7,269
3 Truist Bank 3.200% 4/1/24 43,392 42,352
3 Truist Bank 2.150% 12/6/24 12,771 12,021
3 Truist Bank 1.500% 3/10/25 15,585 14,337
3 Truist Bank 3.625% 9/16/25 23,910 22,844
3 Truist Bank 4.050% 11/3/25 1,331 1,291
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Truist Bank 3.300% 5/15/26     15,481      14,356
3 Truist Bank 3.800% 10/30/26      4,149       3,912
3 Truist Bank 2.636% 9/17/29      4,261       3,961
3 Truist Bank 2.250% 3/11/30      3,715       2,913
3 Truist Financial Corp. 3.750% 12/6/23     13,979      13,854
3 Truist Financial Corp. 2.500% 8/1/24      6,399       6,129
3 Truist Financial Corp. 2.850% 10/26/24     16,540      15,917
  Truist Financial Corp. 4.000% 5/1/25      9,638       9,389
3 Truist Financial Corp. 3.700% 6/5/25     15,350      14,807
3 Truist Financial Corp. 1.200% 8/5/25      4,990       4,491
3 Truist Financial Corp. 1.267% 3/2/27     16,027      13,975
3 Truist Financial Corp. 1.125% 8/3/27     11,357       9,319
3 Truist Financial Corp. 3.875% 3/19/29     17,535      15,883
3 Truist Financial Corp. 1.887% 6/7/29     11,375       9,312
3 Truist Financial Corp. 1.950% 6/5/30 5,038 3,943
3 Truist Financial Corp. 4.916% 7/28/33 11,475 10,419
7 UBS Group AG 3.126% 8/13/30 3,450 2,833
  Unum Group 3.875% 11/5/25 175 166
  Unum Group 4.000% 6/15/29 3,050 2,695
  Unum Group 5.750% 8/15/42 6,798 5,876
  Unum Group 4.500% 12/15/49 8,336 5,840
  Unum Group 4.125% 6/15/51 9,650 6,430
3 US Bancorp 3.700% 1/30/24 7,327 7,245
  US Bancorp 3.375% 2/5/24 34,673 34,086
  US Bancorp 2.400% 7/30/24 17,873 17,159
3 US Bancorp 3.600% 9/11/24 6,247 6,132
  US Bancorp 1.450% 5/12/25 3,452 3,173
3 US Bancorp 3.950% 11/17/25 4,184 4,077
3 US Bancorp 3.100% 4/27/26 11,371 10,625
3 US Bancorp 2.375% 7/22/26 22,921 20,953
3 US Bancorp 3.150% 4/27/27 17,237 16,002
3 US Bancorp 3.900% 4/26/28 7,162 6,761
  US Bancorp 4.548% 7/22/28 15,710 15,183
3 US Bancorp 3.000% 7/30/29 13,186 11,371
3 US Bancorp 1.375% 7/22/30 13,260 9,987
3 US Bancorp 2.677% 1/27/33 5,550 4,444
3 US Bank NA 2.050% 1/21/25 15,682 14,757
3 US Bank NA 2.800% 1/27/25 28,248 27,016
  Visa Inc. 3.150% 12/14/25 67,106 64,152
  Visa Inc. 1.900% 4/15/27 17,930 15,932
  Visa Inc. 0.750% 8/15/27 4,100 3,441
  Visa Inc. 2.750% 9/15/27 21,448 19,588
  Visa Inc. 2.050% 4/15/30 17,453 14,420
  Visa Inc. 1.100% 2/15/31 10,775 8,071
  Visa Inc. 4.150% 12/14/35 17,891 16,351
  Visa Inc. 2.700% 4/15/40 12,888 9,327
  Visa Inc. 4.300% 12/14/45 44,225 38,587
  Visa Inc. 3.650% 9/15/47 9,459 7,439
  Visa Inc. 2.000% 8/15/50 21,975 12,529
  Voya Financial Inc. 3.650% 6/15/26 4,077 3,829
  Voya Financial Inc. 5.700% 7/15/43 10,197 9,126
  Voya Financial Inc. 4.800% 6/15/46 2,742 2,225
3 Voya Financial Inc. 4.700% 1/23/48 4,175 3,365
  W R Berkley Corp. 4.750% 8/1/44 2,288 1,958
  W R Berkley Corp. 4.000% 5/12/50 6,030 4,607
  W R Berkley Corp. 3.550% 3/30/52 8,755 6,074
  W R Berkley Corp. 3.150% 9/30/61 11,875 7,163
  Wachovia Corp. 6.605% 10/1/25 3,175 3,275
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Wachovia Corp. 5.500% 8/1/35     20,365      18,892
  Wachovia Corp. 6.550% 10/15/35      7,625       7,781
  Webster Financial Corp. 4.100% 3/25/29        475         433
  Wells Fargo & Co. 4.480% 1/16/24     13,736      13,659
3 Wells Fargo & Co. 1.654% 6/2/24     15,447      15,082
3 Wells Fargo & Co. 3.300% 9/9/24     12,127      11,718
3 Wells Fargo & Co. 3.000% 2/19/25     37,644      35,772
3 Wells Fargo & Co. 3.550% 9/29/25     33,003      31,425
3 Wells Fargo & Co. 2.406% 10/30/25     55,825      52,167
3 Wells Fargo & Co. 2.164% 2/11/26     28,290      26,049
  Wells Fargo & Co. 3.000% 4/22/26     67,357      61,705
3 Wells Fargo & Co. 3.908% 4/25/26     61,998      59,259
3 Wells Fargo & Co. 2.188% 4/30/26      7,491       6,848
3 Wells Fargo & Co. 4.100% 6/3/26     49,703      47,337
3 Wells Fargo & Co. 4.540% 8/15/26 19,090 18,485
  Wells Fargo & Co. 3.000% 10/23/26 44,366 40,217
3 Wells Fargo & Co. 3.196% 6/17/27 14,790 13,463
3 Wells Fargo & Co. 4.300% 7/22/27 20,644 19,328
3 Wells Fargo & Co. 3.584% 5/22/28 38,477 34,803
3 Wells Fargo & Co. 2.393% 6/2/28 36,785 31,539
3 Wells Fargo & Co. 4.808% 7/25/28 27,655 26,422
3 Wells Fargo & Co. 4.150% 1/24/29 2,700 2,484
3 Wells Fargo & Co. 2.879% 10/30/30 100,896 83,058
3 Wells Fargo & Co. 2.572% 2/11/31 34,659 27,741
3 Wells Fargo & Co. 4.478% 4/4/31 30,308 27,730
3 Wells Fargo & Co. 3.350% 3/2/33 902 733
3 Wells Fargo & Co. 4.897% 7/25/33 69,010 63,481
  Wells Fargo & Co. 5.375% 2/7/35 1,075 1,013
3 Wells Fargo & Co. 5.950% 12/15/36 2,642 2,494
3 Wells Fargo & Co. 3.068% 4/30/41 45,417 31,231
  Wells Fargo & Co. 5.375% 11/2/43 17,313 15,081
  Wells Fargo & Co. 5.606% 1/15/44 21,935 19,664
3 Wells Fargo & Co. 4.650% 11/4/44 31,389 24,911
  Wells Fargo & Co. 3.900% 5/1/45 21,228 15,708
3 Wells Fargo & Co. 4.900% 11/17/45 36,948 30,204
3 Wells Fargo & Co. 4.400% 6/14/46 25,213 19,265
3 Wells Fargo & Co. 4.750% 12/7/46 34,629 27,699
3 Wells Fargo & Co. 5.013% 4/4/51 75,115 64,477
3 Wells Fargo & Co. 4.611% 4/25/53 49,443 40,165
  Wells Fargo Bank NA 5.950% 8/26/36 8,594 8,364
3 Wells Fargo Bank NA 5.850% 2/1/37 17,441 16,691
3 Wells Fargo Bank NA 6.600% 1/15/38 14,199 14,830
  Western Union Co. 2.850% 1/10/25 6,742 6,383
  Western Union Co. 1.350% 3/15/26 4,336 3,746
  Western Union Co. 2.750% 3/15/31 5,090 3,826
  Western Union Co. 6.200% 11/17/36 7,650 7,205
  Western Union Co. 6.200% 6/21/40 3,400 3,084
  Westpac Banking Corp. 3.650% 5/15/23 9,101 9,059
  Westpac Banking Corp. 3.300% 2/26/24 18,629 18,338
  Westpac Banking Corp. 1.019% 11/18/24 13,610 12,632
  Westpac Banking Corp. 2.350% 2/19/25 21,789 20,622
  Westpac Banking Corp. 2.850% 5/13/26 29,890 27,831
  Westpac Banking Corp. 2.700% 8/19/26 27,299 25,117
  Westpac Banking Corp. 3.350% 3/8/27 21,316 19,908
  Westpac Banking Corp. 3.400% 1/25/28 5,518 5,082
  Westpac Banking Corp. 1.953% 11/20/28 5,325 4,436
  Westpac Banking Corp. 2.650% 1/16/30 4,220 3,575
3 Westpac Banking Corp. 2.894% 2/4/30 39,896 36,737
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Westpac Banking Corp. 2.150% 6/3/31     12,520       9,995
3 Westpac Banking Corp. 4.322% 11/23/31     34,276      31,305
  Westpac Banking Corp. 5.405% 8/10/33      8,140       7,333
  Westpac Banking Corp. 4.110% 7/24/34      9,826       8,366
  Westpac Banking Corp. 2.668% 11/15/35     17,825      13,197
  Westpac Banking Corp. 3.020% 11/18/36     11,365       8,361
  Westpac Banking Corp. 4.421% 7/24/39      8,973       7,191
  Westpac Banking Corp. 2.963% 11/16/40     16,922      10,806
  Willis North America Inc. 3.600% 5/15/24      5,158       5,004
  Willis North America Inc. 4.650% 6/15/27      2,275       2,161
  Willis North America Inc. 4.500% 9/15/28      6,377       5,912
  Willis North America Inc. 2.950% 9/15/29     12,766      10,503
  Willis North America Inc. 5.050% 9/15/48      8,258       6,988
  Willis North America Inc. 3.875% 9/15/49     15,394      10,754
  Wintrust Financial Corp. 4.850% 6/6/29 2,470 2,264
  XLIT Ltd. 5.250% 12/15/43 7,275 7,028
  XLIT Ltd. 5.500% 3/31/45 5,729 5,303
  Zions Bancorp NA 3.250% 10/29/29 6,610 5,425
            21,231,001
Health Care (2.7%)
  Abbott Laboratories 3.400% 11/30/23 7,864 7,773
  Abbott Laboratories 2.950% 3/15/25 9,591 9,228
  Abbott Laboratories 3.875% 9/15/25 8,579 8,403
  Abbott Laboratories 3.750% 11/30/26 13,280 12,895
  Abbott Laboratories 1.150% 1/30/28 10,445 8,743
  Abbott Laboratories 1.400% 6/30/30 5,080 3,978
  Abbott Laboratories 4.750% 11/30/36 15,881 15,513
  Abbott Laboratories 6.150% 11/30/37 3,935 4,305
  Abbott Laboratories 6.000% 4/1/39 3,825 4,108
  Abbott Laboratories 5.300% 5/27/40 6,219 6,240
  Abbott Laboratories 4.750% 4/15/43 9,594 8,873
  Abbott Laboratories 4.900% 11/30/46 52,648 50,640
  AbbVie Inc. 2.800% 3/15/23 9,290 9,217
  AbbVie Inc. 3.750% 11/14/23 15,675 15,514
  AbbVie Inc. 3.850% 6/15/24 27,553 27,052
  AbbVie Inc. 2.600% 11/21/24 37,671 35,884
  AbbVie Inc. 3.800% 3/15/25 45,172 43,736
  AbbVie Inc. 3.600% 5/14/25 56,378 54,198
  AbbVie Inc. 3.200% 5/14/26 35,827 33,499
  AbbVie Inc. 2.950% 11/21/26 43,182 39,506
  AbbVie Inc. 4.250% 11/14/28 23,090 21,717
  AbbVie Inc. 3.200% 11/21/29 58,129 51,003
  AbbVie Inc. 4.550% 3/15/35 23,085 20,741
  AbbVie Inc. 4.500% 5/14/35 31,852 28,419
  AbbVie Inc. 4.300% 5/14/36 18,908 16,388
  AbbVie Inc. 4.050% 11/21/39 61,835 50,077
  AbbVie Inc. 4.625% 10/1/42 4,866 4,135
  AbbVie Inc. 4.400% 11/6/42 19,671 16,331
  AbbVie Inc. 4.850% 6/15/44 21,428 18,687
  AbbVie Inc. 4.750% 3/15/45 6,365 5,457
  AbbVie Inc. 4.700% 5/14/45 15,729 13,363
  AbbVie Inc. 4.450% 5/14/46 47,510 38,804
  AbbVie Inc. 4.875% 11/14/48 24,662 21,656
  AbbVie Inc. 4.250% 11/21/49 90,176 72,359
  Adventist Health System 2.952% 3/1/29 6,875 5,921
  Adventist Health System 3.630% 3/1/49 5,300 3,976
  Advocate Health & Hospitals Corp. 3.829% 8/15/28 3,223 3,008
3 Advocate Health & Hospitals Corp. 2.211% 6/15/30 1,794 1,459
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Advocate Health & Hospitals Corp. 4.272% 8/15/48      6,525       5,524
  Advocate Health & Hospitals Corp. 3.387% 10/15/49      6,315       4,617
3 Advocate Health & Hospitals Corp. 3.008% 6/15/50      5,327       3,587
  Aetna Inc. 3.500% 11/15/24     12,341      12,000
  Aetna Inc. 6.625% 6/15/36     11,532      11,813
  Aetna Inc. 6.750% 12/15/37      6,061       6,172
  Aetna Inc. 4.500% 5/15/42      6,119       5,052
  Aetna Inc. 4.125% 11/15/42      6,498       5,008
  Aetna Inc. 4.750% 3/15/44      6,410       5,434
  Aetna Inc. 3.875% 8/15/47     14,944      11,009
  Agilent Technologies Inc. 3.050% 9/22/26      6,574       6,067
  Agilent Technologies Inc. 2.750% 9/15/29      2,155       1,811
  Agilent Technologies Inc. 2.100% 6/4/30      8,775       6,879
  Agilent Technologies Inc. 2.300% 3/12/31      9,782       7,662
  AHS Hospital Corp. 5.024% 7/1/45 5,175 4,823
3 AHS Hospital Corp. 2.780% 7/1/51 6,750 4,291
3 Allina Health System 3.887% 4/15/49 4,725 3,733
  AmerisourceBergen Corp. 3.400% 5/15/24 7,074 6,906
  AmerisourceBergen Corp. 3.250% 3/1/25 8,662 8,313
  AmerisourceBergen Corp. 3.450% 12/15/27 6,207 5,701
  AmerisourceBergen Corp. 2.800% 5/15/30 7,787 6,455
  AmerisourceBergen Corp. 2.700% 3/15/31 15,686 12,616
  AmerisourceBergen Corp. 4.250% 3/1/45 5,629 4,492
  AmerisourceBergen Corp. 4.300% 12/15/47 11,557 9,243
  Amgen Inc. 3.625% 5/22/24 22,492 22,098
  Amgen Inc. 1.900% 2/21/25 15,728 14,684
  Amgen Inc. 3.125% 5/1/25 12,630 12,123
  Amgen Inc. 2.600% 8/19/26 21,264 19,529
  Amgen Inc. 2.200% 2/21/27 24,314 21,654
  Amgen Inc. 3.200% 11/2/27 12,142 11,137
  Amgen Inc. 1.650% 8/15/28 12,150 10,016
  Amgen Inc. 3.000% 2/22/29 4,930 4,317
  Amgen Inc. 4.050% 8/18/29 15,641 14,397
  Amgen Inc. 2.450% 2/21/30 16,111 13,299
  Amgen Inc. 2.300% 2/25/31 37,390 29,786
  Amgen Inc. 2.000% 1/15/32 10,260 7,844
  Amgen Inc. 3.350% 2/22/32 11,274 9,629
  Amgen Inc. 4.200% 3/1/33 10,160 9,205
  Amgen Inc. 3.150% 2/21/40 48,958 35,304
  Amgen Inc. 2.800% 8/15/41 20,675 14,158
  Amgen Inc. 4.950% 10/1/41 21,411 19,306
  Amgen Inc. 5.150% 11/15/41 5,633 5,134
  Amgen Inc. 4.400% 5/1/45 38,707 31,566
  Amgen Inc. 4.563% 6/15/48 4,718 3,944
  Amgen Inc. 3.375% 2/21/50 45,324 30,957
  Amgen Inc. 4.663% 6/15/51 30,013 25,367
  Amgen Inc. 3.000% 1/15/52 28,771 18,162
  Amgen Inc. 4.200% 2/22/52 14,750 11,595
  Amgen Inc. 4.875% 3/1/53 14,825 13,056
  Amgen Inc. 2.770% 9/1/53 10,887 6,399
  Amgen Inc. 4.400% 2/22/62 11,740 9,131
3 Ascension Health 2.532% 11/15/29 16,624 14,057
3 Ascension Health 3.106% 11/15/39 11,133 8,370
  Ascension Health 3.945% 11/15/46 6,850 5,792
3 Ascension Health 4.847% 11/15/53 9,575 9,342
  AstraZeneca Finance LLC 0.700% 5/28/24 10,390 9,741
  AstraZeneca Finance LLC 1.200% 5/28/26 9,140 8,034
  AstraZeneca Finance LLC 1.750% 5/28/28 15,853 13,359
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  AstraZeneca Finance LLC 2.250% 5/28/31     12,900      10,512
  AstraZeneca plc 3.375% 11/16/25     27,956      26,694
  AstraZeneca plc 0.700% 4/8/26     21,336      18,471
  AstraZeneca plc 3.125% 6/12/27      9,524       8,834
  AstraZeneca plc 4.000% 1/17/29     15,737      14,924
  AstraZeneca plc 1.375% 8/6/30     15,479      11,978
  AstraZeneca plc 6.450% 9/15/37     35,350      38,160
  AstraZeneca plc 4.000% 9/18/42     16,310      13,681
  AstraZeneca plc 4.375% 11/16/45     14,469      12,595
  AstraZeneca plc 4.375% 8/17/48      3,112       2,728
  AstraZeneca plc 2.125% 8/6/50     16,340       9,438
  AstraZeneca plc 3.000% 5/28/51      5,751       3,976
  Banner Health 2.338% 1/1/30      6,681       5,479
  Banner Health 1.897% 1/1/31      2,325       1,797
  Banner Health 2.907% 1/1/42 3,675 2,618
3 Banner Health 3.181% 1/1/50 4,000 2,778
  Banner Health 2.913% 1/1/51 4,525 2,973
3 Baptist Health South Florida Obligated Group 3.115% 11/15/71 3,725 2,220
3 Baptist Healthcare System Obligated Group 3.540% 8/15/50 7,200 5,203
  Baxalta Inc. 4.000% 6/23/25 14,880 14,429
  Baxalta Inc. 5.250% 6/23/45 5,364 4,925
  Baxter International Inc. 0.868% 12/1/23 13,500 12,887
  Baxter International Inc. 1.322% 11/29/24 20,805 19,205
  Baxter International Inc. 2.600% 8/15/26 7,574 6,875
  Baxter International Inc. 1.915% 2/1/27 22,400 19,439
  Baxter International Inc. 2.272% 12/1/28 19,072 15,761
  Baxter International Inc. 3.950% 4/1/30 8,892 7,969
  Baxter International Inc. 1.730% 4/1/31 11,914 8,840
  Baxter International Inc. 2.539% 2/1/32 32,910 25,600
  Baxter International Inc. 3.500% 8/15/46 4,625 3,323
7 Baxter International Inc. 3.132% 12/1/51 100 64
  Baxter International Inc. 3.132% 12/1/51 23,279 14,946
3 BayCare Health System Inc. 3.831% 11/15/50 3,453 2,798
3 Baylor Scott & White Holdings 1.777% 11/15/30 5,615 4,312
  Baylor Scott & White Holdings 4.185% 11/15/45 8,064 6,811
  Baylor Scott & White Holdings 3.967% 11/15/46 1,238 998
3 Baylor Scott & White Holdings 2.839% 11/15/50 11,715 7,611
  Becton Dickinson & Co. 3.363% 6/6/24 10,635 10,347
  Becton Dickinson & Co. 3.734% 12/15/24 6,103 5,929
  Becton Dickinson & Co. 3.700% 6/6/27 37,278 34,714
  Becton Dickinson & Co. 2.823% 5/20/30 2,214 1,856
  Becton Dickinson & Co. 1.957% 2/11/31 14,020 10,843
  Becton Dickinson & Co. 4.298% 8/22/32 7,000 6,396
  Becton Dickinson & Co. 4.875% 5/15/44 1,428 1,205
  Becton Dickinson & Co. 4.685% 12/15/44 3,558 3,045
  Becton Dickinson & Co. 4.669% 6/6/47 20,707 17,819
  Becton Dickinson & Co. 3.794% 5/20/50 3,575 2,677
3 Beth Israel Lahey Health Inc. 3.080% 7/1/51 2,745 1,723
3 BHSH System Obligated Group 3.487% 7/15/49 4,487 3,341
  Biogen Inc. 4.050% 9/15/25 21,572 20,940
  Biogen Inc. 2.250% 5/1/30 23,998 18,969
  Biogen Inc. 3.150% 5/1/50 32,624 21,011
  Biogen Inc. 3.250% 2/15/51 6,266 4,041
  Bio-Rad Laboratories Inc. 3.300% 3/15/27 4,467 4,056
  Bio-Rad Laboratories Inc. 3.700% 3/15/32 10,000 8,408
3 Bon Secours Mercy Health Inc. 3.464% 6/1/30 4,966 4,395
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Bon Secours Mercy Health Inc. 2.095% 6/1/31      4,275       3,324
3 Bon Secours Mercy Health Inc. 3.205% 6/1/50      4,025       2,765
  Boston Scientific Corp. 3.450% 3/1/24      4,896       4,792
  Boston Scientific Corp. 1.900% 6/1/25      8,352       7,703
  Boston Scientific Corp. 4.000% 3/1/29      1,000         912
  Boston Scientific Corp. 2.650% 6/1/30      8,651       7,201
  Boston Scientific Corp. 6.750% 11/15/35      6,515       6,996
  Boston Scientific Corp. 4.550% 3/1/39     10,405       8,996
  Boston Scientific Corp. 7.375% 1/15/40      5,110       5,767
  Boston Scientific Corp. 4.700% 3/1/49     11,639      10,190
  Bristol-Myers Squibb Co. 3.250% 11/1/23      5,250       5,191
  Bristol-Myers Squibb Co. 0.537% 11/13/23      9,000       8,623
  Bristol-Myers Squibb Co. 3.625% 5/15/24        764         752
  Bristol-Myers Squibb Co. 2.900% 7/26/24     63,799      61,902
  Bristol-Myers Squibb Co. 0.750% 11/13/25 11,901 10,562
  Bristol-Myers Squibb Co. 3.200% 6/15/26 34,737 32,912
  Bristol-Myers Squibb Co. 3.250% 2/27/27 2,010 1,899
  Bristol-Myers Squibb Co. 1.125% 11/13/27 1,000 838
  Bristol-Myers Squibb Co. 3.450% 11/15/27 18,262 17,192
  Bristol-Myers Squibb Co. 3.900% 2/20/28 26,501 25,274
  Bristol-Myers Squibb Co. 3.400% 7/26/29 25,546 23,209
  Bristol-Myers Squibb Co. 1.450% 11/13/30 8,480 6,543
  Bristol-Myers Squibb Co. 2.950% 3/15/32 29,601 25,410
  Bristol-Myers Squibb Co. 4.125% 6/15/39 32,815 28,656
  Bristol-Myers Squibb Co. 2.350% 11/13/40 400 267
  Bristol-Myers Squibb Co. 3.550% 3/15/42 5,814 4,562
  Bristol-Myers Squibb Co. 3.250% 8/1/42 4,971 3,708
  Bristol-Myers Squibb Co. 4.625% 5/15/44 11,955 10,713
  Bristol-Myers Squibb Co. 4.350% 11/15/47 15,794 13,507
  Bristol-Myers Squibb Co. 4.550% 2/20/48 8,313 7,303
  Bristol-Myers Squibb Co. 4.250% 10/26/49 46,776 39,188
  Bristol-Myers Squibb Co. 2.550% 11/13/50 15,917 9,838
  Bristol-Myers Squibb Co. 3.700% 3/15/52 59,000 45,292
  Bristol-Myers Squibb Co. 3.900% 3/15/62 12,970 9,822
  Cardinal Health Inc. 3.079% 6/15/24 8,571 8,285
  Cardinal Health Inc. 3.500% 11/15/24 3,358 3,251
  Cardinal Health Inc. 3.750% 9/15/25 8,037 7,778
  Cardinal Health Inc. 3.410% 6/15/27 8,519 7,877
  Cardinal Health Inc. 4.600% 3/15/43 5,640 4,541
  Cardinal Health Inc. 4.500% 11/15/44 6,219 4,857
  Cardinal Health Inc. 4.900% 9/15/45 8,856 7,424
  Cardinal Health Inc. 4.368% 6/15/47 7,395 5,666
3 Catholic Health Services of Long Island Obligated Group 3.368% 7/1/50 6,886 4,597
  Children's Health System of Texas 2.511% 8/15/50 5,908 3,585
3 Children's Hospital 2.928% 7/15/50 5,250 3,397
3 Children's Hospital Corp. 4.115% 1/1/47 3,464 2,914
3 Children's Hospital Corp. 2.585% 2/1/50 3,950 2,438
  Children's Hospital Medical Center 4.268% 5/15/44 4,050 3,544
3 Children's Hospital of Philadelphia 2.704% 7/1/50 4,400 2,731
3 CHRISTUS Health 4.341% 7/1/28 6,750 6,303
3 Cigna Corp. 3.500% 6/15/24 9,243 9,031
3 Cigna Corp. 3.250% 4/15/25 11,713 11,205
  Cigna Corp. 4.125% 11/15/25 24,288 23,581
3 Cigna Corp. 4.500% 2/25/26 24,478 23,889
  Cigna Corp. 1.250% 3/15/26 8,900 7,796
3 Cigna Corp. 3.400% 3/1/27 19,018 17,510
3 Cigna Corp. 7.875% 5/15/27 985 1,077
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Cigna Corp. 3.050% 10/15/27      8,771       7,869
  Cigna Corp. 4.375% 10/15/28     33,640      31,769
  Cigna Corp. 2.400% 3/15/30     22,590      18,441
  Cigna Corp. 2.375% 3/15/31     19,159      15,234
  Cigna Corp. 4.800% 8/15/38     23,896      21,205
  Cigna Corp. 3.200% 3/15/40     11,966       8,637
3 Cigna Corp. 6.125% 11/15/41      5,982       5,957
3 Cigna Corp. 5.375% 2/15/42        633         602
3 Cigna Corp. 4.800% 7/15/46     25,226      21,649
3 Cigna Corp. 3.875% 10/15/47     17,564      12,813
  Cigna Corp. 4.900% 12/15/48     36,314      31,453
  Cigna Corp. 3.400% 3/15/50     25,393      17,229
  Cigna Corp. 3.400% 3/15/51      4,980       3,402
3 City of Hope 5.623% 11/15/43      2,030       2,009
3 City of Hope 4.378% 8/15/48 9,600 8,136
  CommonSpirit Health 2.760% 10/1/24 8,618 8,207
  CommonSpirit Health 1.547% 10/1/25 6,397 5,678
  CommonSpirit Health 3.347% 10/1/29 14,208 11,950
  CommonSpirit Health 2.782% 10/1/30 5,346 4,261
3 CommonSpirit Health 4.350% 11/1/42 5,285 4,134
  CommonSpirit Health 3.817% 10/1/49 7,895 5,784
  CommonSpirit Health 4.187% 10/1/49 6,872 5,140
  CommonSpirit Health 3.910% 10/1/50 7,474 5,327
3 Community Health Network Inc. 3.099% 5/1/50 11,500 7,373
3 Cottage Health Obligated Group 3.304% 11/1/49 6,575 4,703
  CVS Health Corp. 3.375% 8/12/24 18,138 17,704
  CVS Health Corp. 2.625% 8/15/24 2,703 2,595
  CVS Health Corp. 3.875% 7/20/25 43,151 41,858
  CVS Health Corp. 2.875% 6/1/26 36,898 34,243
  CVS Health Corp. 3.000% 8/15/26 6,093 5,633
  CVS Health Corp. 3.625% 4/1/27 5,577 5,222
  CVS Health Corp. 6.250% 6/1/27 3,528 3,670
  CVS Health Corp. 1.300% 8/21/27 26,424 22,051
  CVS Health Corp. 4.300% 3/25/28 31,559 29,849
  CVS Health Corp. 3.250% 8/15/29 35,282 30,885
  CVS Health Corp. 3.750% 4/1/30 24,321 21,665
  CVS Health Corp. 1.750% 8/21/30 15,640 11,974
  CVS Health Corp. 1.875% 2/28/31 16,601 12,644
  CVS Health Corp. 2.125% 9/15/31 8,395 6,455
  CVS Health Corp. 4.875% 7/20/35 13,286 12,022
  CVS Health Corp. 4.780% 3/25/38 58,458 51,234
  CVS Health Corp. 6.125% 9/15/39 5,357 5,356
  CVS Health Corp. 4.125% 4/1/40 22,026 17,604
  CVS Health Corp. 2.700% 8/21/40 16,873 11,030
  CVS Health Corp. 5.300% 12/5/43 7,159 6,426
  CVS Health Corp. 5.125% 7/20/45 32,396 28,353
  CVS Health Corp. 5.050% 3/25/48 97,420 85,762
  CVS Health Corp. 4.250% 4/1/50 7,698 6,026
  Danaher Corp. 3.350% 9/15/25 6,569 6,300
  Danaher Corp. 4.375% 9/15/45 3,898 3,260
  Danaher Corp. 2.600% 10/1/50 5,982 3,688
  Danaher Corp. 2.800% 12/10/51 9,420 6,007
3 Dartmouth-Hitchcock Health 4.178% 8/1/48 4,750 3,862
  DENTSPLY SIRONA Inc. 3.250% 6/1/30 9,868 7,654
  DH Europe Finance II Sarl 2.200% 11/15/24 8,957 8,472
  DH Europe Finance II Sarl 2.600% 11/15/29 12,010 10,261
  DH Europe Finance II Sarl 3.250% 11/15/39 7,671 5,827
  DH Europe Finance II Sarl 3.400% 11/15/49 6,538 4,651
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Dignity Health 3.812% 11/1/24      4,675       4,534
  Dignity Health 4.500% 11/1/42      9,050       7,349
  Dignity Health 5.267% 11/1/64      2,375       1,995
3 Duke University Health System Inc. 3.920% 6/1/47      7,005       5,656
  Edwards Lifesciences Corp. 4.300% 6/15/28      6,458       6,024
  Elevance Health Inc. 3.500% 8/15/24     13,925      13,605
  Elevance Health Inc. 3.350% 12/1/24     22,203      21,363
  Elevance Health Inc. 2.375% 1/15/25     11,341      10,698
  Elevance Health Inc. 3.650% 12/1/27     33,752      31,411
  Elevance Health Inc. 4.101% 3/1/28     20,384      19,237
  Elevance Health Inc. 2.875% 9/15/29      5,075       4,334
  Elevance Health Inc. 2.250% 5/15/30     30,680      24,725
  Elevance Health Inc. 2.550% 3/15/31     22,857      18,426
  Elevance Health Inc. 4.100% 5/15/32      2,085       1,889
  Elevance Health Inc. 5.950% 12/15/34 1,726 1,745
  Elevance Health Inc. 5.850% 1/15/36 4,708 4,723
  Elevance Health Inc. 6.375% 6/15/37 4,650 4,850
  Elevance Health Inc. 4.625% 5/15/42 18,240 15,772
  Elevance Health Inc. 4.650% 1/15/43 13,794 11,890
  Elevance Health Inc. 5.100% 1/15/44 10,252 9,354
  Elevance Health Inc. 4.650% 8/15/44 12,587 10,816
  Elevance Health Inc. 4.375% 12/1/47 20,948 17,418
  Elevance Health Inc. 4.550% 3/1/48 7,428 6,261
  Elevance Health Inc. 3.700% 9/15/49 10,845 7,931
  Elevance Health Inc. 3.125% 5/15/50 7,445 4,942
  Elevance Health Inc. 3.600% 3/15/51 7,668 5,516
  Elevance Health Inc. 4.550% 5/15/52 7,085 5,995
  Elevance Health Inc. 4.850% 8/15/54 4,325 3,771
  Eli Lilly & Co. 2.750% 6/1/25 6,801 6,505
  Eli Lilly & Co. 3.375% 3/15/29 5,829 5,408
  Eli Lilly & Co. 3.950% 3/15/49 2,340 2,025
  Eli Lilly & Co. 2.250% 5/15/50 12,160 7,544
  Eli Lilly & Co. 4.150% 3/15/59 3,000 2,538
  Eli Lilly & Co. 2.500% 9/15/60 9,422 5,580
3 Franciscan Missionaries of Our Lady Health System Inc. 3.914% 7/1/49 2,350 1,793
  Gilead Sciences Inc. 0.750% 9/29/23 6,140 5,902
  Gilead Sciences Inc. 3.700% 4/1/24 34,841 34,315
  Gilead Sciences Inc. 3.500% 2/1/25 27,832 26,894
  Gilead Sciences Inc. 3.650% 3/1/26 26,969 25,659
  Gilead Sciences Inc. 2.950% 3/1/27 10,681 9,732
  Gilead Sciences Inc. 1.200% 10/1/27 5,540 4,571
  Gilead Sciences Inc. 4.600% 9/1/35 15,069 13,658
  Gilead Sciences Inc. 4.000% 9/1/36 11,112 9,244
  Gilead Sciences Inc. 2.600% 10/1/40 9,743 6,463
  Gilead Sciences Inc. 5.650% 12/1/41 12,407 12,068
  Gilead Sciences Inc. 4.800% 4/1/44 28,977 25,283
  Gilead Sciences Inc. 4.500% 2/1/45 32,479 27,017
  Gilead Sciences Inc. 4.750% 3/1/46 12,676 11,043
  Gilead Sciences Inc. 4.150% 3/1/47 6,820 5,392
  Gilead Sciences Inc. 2.800% 10/1/50 20,896 12,884
  GlaxoSmithKline Capital Inc. 3.625% 5/15/25 20,575 20,008
  GlaxoSmithKline Capital Inc. 3.875% 5/15/28 29,825 28,093
  GlaxoSmithKline Capital Inc. 5.375% 4/15/34 7,299 7,278
  GlaxoSmithKline Capital Inc. 6.375% 5/15/38 30,105 32,762
  GlaxoSmithKline Capital Inc. 4.200% 3/18/43 5,450 4,535
  GlaxoSmithKline Capital plc 0.534% 10/1/23 12,611 12,118
  GlaxoSmithKline Capital plc 3.000% 6/1/24 15,134 14,741
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  GlaxoSmithKline Capital plc 3.375% 6/1/29     11,910      10,813
3 Hackensack Meridian Health Inc. 2.675% 9/1/41      5,403       3,651
  Hackensack Meridian Health Inc. 4.211% 7/1/48      6,375       5,285
3 Hackensack Meridian Health Inc. 2.875% 9/1/50      6,400       4,133
  Hackensack Meridian Health Inc. 4.500% 7/1/57      3,050       2,648
3 Hartford HealthCare Corp. 3.447% 7/1/54      4,978       3,664
  HCA Inc. 5.000% 3/15/24     29,583      29,383
  HCA Inc. 5.375% 2/1/25     25,060      24,765
  HCA Inc. 5.250% 4/15/25     26,462      25,962
  HCA Inc. 5.875% 2/15/26     10,840      10,698
  HCA Inc. 5.250% 6/15/26     27,947      27,045
  HCA Inc. 5.375% 9/1/26     15,285      14,816
  HCA Inc. 4.500% 2/15/27      5,514       5,162
7 HCA Inc. 3.125% 3/15/27     14,155      12,498
  HCA Inc. 5.625% 9/1/28 16,120 15,402
  HCA Inc. 5.875% 2/1/29 6,865 6,701
7 HCA Inc. 3.375% 3/15/29 4,505 3,812
  HCA Inc. 4.125% 6/15/29 24,478 21,571
  HCA Inc. 3.500% 9/1/30 40,850 33,755
  HCA Inc. 2.375% 7/15/31 10,478 7,763
7 HCA Inc. 3.625% 3/15/32 20,515 16,621
  HCA Inc. 5.125% 6/15/39 14,174 11,889
7 HCA Inc. 4.375% 3/15/42 8,015 6,002
  HCA Inc. 5.500% 6/15/47 25,549 21,533
  HCA Inc. 5.250% 6/15/49 25,602 20,792
  HCA Inc. 3.500% 7/15/51 5,000 3,106
7 HCA Inc. 4.625% 3/15/52 29,735 22,372
  Humana Inc. 3.850% 10/1/24 10,139 9,889
  Humana Inc. 4.500% 4/1/25 2,776 2,736
  Humana Inc. 1.350% 2/3/27 7,560 6,370
  Humana Inc. 3.950% 3/15/27 4,540 4,263
  Humana Inc. 3.125% 8/15/29 6,680 5,772
  Humana Inc. 4.875% 4/1/30 5,938 5,691
  Humana Inc. 2.150% 2/3/32 11,960 9,090
  Humana Inc. 4.625% 12/1/42 14,357 12,298
  Humana Inc. 4.950% 10/1/44 4,317 3,846
  Humana Inc. 4.800% 3/15/47 6,555 5,637
  Humana Inc. 3.950% 8/15/49 1,880 1,419
  IHC Health Services Inc. 4.131% 5/15/48 5,185 4,392
  Illumina Inc. 2.550% 3/23/31 6,626 5,073
  Indiana University Health Inc. Obligated Group 3.970% 11/1/48 6,150 5,118
3 Indiana University Health Inc. Obligated Group 2.852% 11/1/51 4,000 2,576
  Inova Health System Foundation 4.068% 5/15/52 3,610 2,962
3 Integris Baptist Medical Center Inc. 3.875% 8/15/50 7,750 5,913
3 Iowa Health System 3.665% 2/15/50 7,625 5,645
  Johns Hopkins Health System Corp. 3.837% 5/15/46 8,200 6,503
  Johnson & Johnson 3.375% 12/5/23 8,963 8,939
  Johnson & Johnson 2.625% 1/15/25 13,905 13,385
  Johnson & Johnson 0.550% 9/1/25 15,263 13,656
  Johnson & Johnson 2.450% 3/1/26 27,387 25,638
  Johnson & Johnson 2.950% 3/3/27 19,388 18,168
  Johnson & Johnson 0.950% 9/1/27 8,344 7,065
  Johnson & Johnson 2.900% 1/15/28 17,200 15,860
  Johnson & Johnson 6.950% 9/1/29 3,395 3,889
  Johnson & Johnson 1.300% 9/1/30 19,615 15,596
  Johnson & Johnson 4.950% 5/15/33 9,663 9,787
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Johnson & Johnson 4.375% 12/5/33     15,410      14,845
  Johnson & Johnson 3.550% 3/1/36     15,648      13,502
  Johnson & Johnson 3.625% 3/3/37     10,796       9,339
  Johnson & Johnson 5.950% 8/15/37     13,139      14,171
  Johnson & Johnson 3.400% 1/15/38      9,489       7,884
  Johnson & Johnson 2.100% 9/1/40     32,707      21,783
  Johnson & Johnson 4.500% 9/1/40      6,447       5,957
  Johnson & Johnson 4.850% 5/15/41      1,811       1,746
  Johnson & Johnson 4.500% 12/5/43     16,393      15,052
  Johnson & Johnson 3.700% 3/1/46     21,261      17,462
  Johnson & Johnson 3.750% 3/3/47     11,206       9,174
  Johnson & Johnson 3.500% 1/15/48      7,397       5,857
  Johnson & Johnson 2.250% 9/1/50      3,387       2,087
  Johnson & Johnson 2.450% 9/1/60      5,595       3,279
  Kaiser Foundation Hospitals 3.150% 5/1/27 8,537 7,939
3 Kaiser Foundation Hospitals 2.810% 6/1/41 10,870 7,584
  Kaiser Foundation Hospitals 4.875% 4/1/42 11,632 10,943
  Kaiser Foundation Hospitals 4.150% 5/1/47 17,443 14,602
3 Kaiser Foundation Hospitals 3.266% 11/1/49 17,411 12,338
3 Kaiser Foundation Hospitals 3.002% 6/1/51 6,995 4,622
  Koninklijke Philips NV 6.875% 3/11/38 5,655 5,950
  Koninklijke Philips NV 5.000% 3/15/42 11,299 9,796
  Laboratory Corp. of America Holdings 4.000% 11/1/23 2,850 2,821
  Laboratory Corp. of America Holdings 3.250% 9/1/24 10,795 10,443
  Laboratory Corp. of America Holdings 2.300% 12/1/24 7,310 6,888
  Laboratory Corp. of America Holdings 3.600% 2/1/25 8,163 7,872
  Laboratory Corp. of America Holdings 1.550% 6/1/26 3,424 2,999
  Laboratory Corp. of America Holdings 3.600% 9/1/27 2,325 2,164
  Laboratory Corp. of America Holdings 2.950% 12/1/29 7,788 6,610
  Laboratory Corp. of America Holdings 2.700% 6/1/31 3,125 2,526
  Laboratory Corp. of America Holdings 4.700% 2/1/45 13,533 11,211
3 Mass General Brigham Inc. 3.765% 7/1/48 875 687
3 Mass General Brigham Inc. 3.192% 7/1/49 8,400 5,995
3 Mass General Brigham Inc. 4.117% 7/1/55 3,125 2,580
3 Mass General Brigham Inc. 3.342% 7/1/60 9,965 6,681
3 Mayo Clinic 3.774% 11/15/43 6,741 5,515
3 Mayo Clinic 4.000% 11/15/47 3,425 2,897
3 Mayo Clinic 4.128% 11/15/52 2,635 2,245
3 Mayo Clinic 3.196% 11/15/61 5,583 3,643
  McKesson Corp. 3.796% 3/15/24 14,152 13,943
  McKesson Corp. 0.900% 12/3/25 6,483 5,680
3 MedStar Health Inc. 3.626% 8/15/49 4,108 3,020
  Medtronic Inc. 4.375% 3/15/35 48,981 44,984
  Medtronic Inc. 4.625% 3/15/45 12,885 11,646
  Memorial Health Services 3.447% 11/1/49 7,300 5,367
  Memorial Sloan-Kettering Cancer Center 5.000% 7/1/42 4,560 4,394
3 Memorial Sloan-Kettering Cancer Center 2.955% 1/1/50 2,962 1,982
  Memorial Sloan-Kettering Cancer Center 4.125% 7/1/52 12,765 10,612
3 Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 3,090 2,589
  Merck & Co. Inc. 2.900% 3/7/24 6,978 6,824
  Merck & Co. Inc. 2.750% 2/10/25 32,753 31,433
  Merck & Co. Inc. 0.750% 2/24/26 8,597 7,549
  Merck & Co. Inc. 1.700% 6/10/27 23,005 20,124
  Merck & Co. Inc. 3.400% 3/7/29 22,961 21,087
  Merck & Co. Inc. 1.450% 6/24/30 7,705 6,033
  Merck & Co. Inc. 2.150% 12/10/31 23,220 18,674
  Merck & Co. Inc. 6.500% 12/1/33 10,282 11,366
  Merck & Co. Inc. 3.900% 3/7/39 11,435 9,729
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Merck & Co. Inc. 2.350% 6/24/40     16,597      11,141
  Merck & Co. Inc. 3.600% 9/15/42     12,049       9,523
  Merck & Co. Inc. 4.150% 5/18/43     11,082       9,445
  Merck & Co. Inc. 3.700% 2/10/45     24,912      19,580
  Merck & Co. Inc. 4.000% 3/7/49     13,457      11,104
  Merck & Co. Inc. 2.450% 6/24/50      4,800       2,962
  Merck & Co. Inc. 2.750% 12/10/51     55,930      36,390
  Merck & Co. Inc. 2.900% 12/10/61     34,590      21,603
3 Mercy Health 4.302% 7/1/28      3,171       2,984
3 Methodist Hospital 2.705% 12/1/50      7,125       4,431
3 MidMichigan Health 3.409% 6/1/50      4,200       2,915
3 Montefiore Obligated Group 5.246% 11/1/48      9,900       7,044
3 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48      4,125       3,420
3 Mount Sinai Hospitals Group Inc. 3.737% 7/1/49      7,087       5,373
3 Mount Sinai Hospitals Group Inc. 3.391% 7/1/50 8,100 5,615
  MultiCare Health System 2.803% 8/15/50 3,895 2,409
  Mylan Inc. 4.200% 11/29/23 14,550 14,361
  Mylan Inc. 4.550% 4/15/28 9,020 7,979
  Mylan Inc. 5.400% 11/29/43 7,035 5,125
  Mylan Inc. 5.200% 4/15/48 5,465 3,768
  New York & Presbyterian Hospital 2.256% 8/1/40 4,960 3,233
  New York & Presbyterian Hospital 4.024% 8/1/45 3,446 2,878
  New York & Presbyterian Hospital 4.063% 8/1/56 5,540 4,528
  New York & Presbyterian Hospital 2.606% 8/1/60 5,787 3,293
3 New York & Presbyterian Hospital 3.954% 8/1/19 5,672 3,984
  Northwell Healthcare Inc. 3.979% 11/1/46 9,775 7,477
  Northwell Healthcare Inc. 4.260% 11/1/47 11,500 9,224
  Northwell Healthcare Inc. 3.809% 11/1/49 5,784 4,290
  Novant Health Inc. 2.637% 11/1/36 7,000 5,097
  Novant Health Inc. 3.168% 11/1/51 11,000 7,592
  Novant Health Inc. 3.318% 11/1/61 8,500 5,704
  Novartis Capital Corp. 3.400% 5/6/24 19,983 19,634
  Novartis Capital Corp. 1.750% 2/14/25 17,704 16,619
  Novartis Capital Corp. 3.000% 11/20/25 15,603 14,862
  Novartis Capital Corp. 2.000% 2/14/27 22,451 20,139
  Novartis Capital Corp. 3.100% 5/17/27 18,721 17,561
  Novartis Capital Corp. 2.200% 8/14/30 30,902 25,821
  Novartis Capital Corp. 3.700% 9/21/42 9,216 7,505
  Novartis Capital Corp. 4.400% 5/6/44 18,682 16,826
  Novartis Capital Corp. 4.000% 11/20/45 18,571 15,668
  Novartis Capital Corp. 2.750% 8/14/50 7,323 4,969
3 NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 2.667% 10/1/50 4,730 2,991
3 NYU Langone Hospitals 5.750% 7/1/43 4,840 4,882
  NYU Langone Hospitals 4.784% 7/1/44 4,116 3,686
3 NYU Langone Hospitals 4.368% 7/1/47 5,790 4,775
3 NYU Langone Hospitals 3.380% 7/1/55 8,350 5,738
3 Ochsner LSU Health System of North Louisiana 2.510% 5/15/31 3,588 2,744
  OhioHealth Corp. 2.297% 11/15/31 5,500 4,359
  OhioHealth Corp. 2.834% 11/15/41 5,000 3,473
3 OhioHealth Corp. 3.042% 11/15/50 5,135 3,591
  Orlando Health Obligated Group 4.089% 10/1/48 4,010 3,324
  Orlando Health Obligated Group 3.327% 10/1/50 3,895 2,757
3 PeaceHealth Obligated Group 1.375% 11/15/25 2,825 2,515
3 PeaceHealth Obligated Group 4.787% 11/15/48 4,625 4,048
3 PeaceHealth Obligated Group 3.218% 11/15/50 7,025 4,590
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  PerkinElmer Inc. 0.850% 9/15/24      7,500       6,954
  PerkinElmer Inc. 1.900% 9/15/28      6,538       5,254
  PerkinElmer Inc. 3.300% 9/15/29      8,455       7,102
  PerkinElmer Inc. 2.550% 3/15/31      6,795       5,273
  PerkinElmer Inc. 2.250% 9/15/31      9,125       6,865
  PerkinElmer Inc. 3.625% 3/15/51      5,160       3,488
  Pfizer Inc. 2.950% 3/15/24      3,676       3,599
  Pfizer Inc. 3.400% 5/15/24      8,031       7,887
  Pfizer Inc. 0.800% 5/28/25      8,196       7,448
  Pfizer Inc. 2.750% 6/3/26     32,718      30,752
  Pfizer Inc. 3.000% 12/15/26     15,784      14,836
  Pfizer Inc. 3.600% 9/15/28      7,642       7,187
  Pfizer Inc. 3.450% 3/15/29     35,284      32,502
  Pfizer Inc. 2.625% 4/1/30     19,074      16,402
  Pfizer Inc. 1.700% 5/28/30 14,997 12,002
  Pfizer Inc. 1.750% 8/18/31 14,715 11,504
  Pfizer Inc. 4.000% 12/15/36 13,932 12,338
  Pfizer Inc. 4.100% 9/15/38 13,297 11,674
  Pfizer Inc. 3.900% 3/15/39 18,494 15,846
  Pfizer Inc. 7.200% 3/15/39 16,319 19,426
  Pfizer Inc. 2.550% 5/28/40 14,597 10,239
  Pfizer Inc. 4.300% 6/15/43 9,586 8,427
  Pfizer Inc. 4.400% 5/15/44 10,684 9,533
  Pfizer Inc. 4.125% 12/15/46 18,379 15,964
  Pfizer Inc. 4.200% 9/15/48 18,147 16,002
  Pfizer Inc. 4.000% 3/15/49 15,832 13,571
  Pfizer Inc. 2.700% 5/28/50 15,665 10,590
  Pharmacia LLC 6.600% 12/1/28 10,319 11,094
3 Piedmont Healthcare Inc. 2.044% 1/1/32 6,024 4,576
3 Piedmont Healthcare Inc. 2.719% 1/1/42 2,100 1,401
  Piedmont Healthcare Inc. 2.864% 1/1/52 4,500 2,830
  Presbyterian Healthcare Services 4.875% 8/1/52 4,200 3,951
3 Providence St. Joseph Health Obligated Group 2.746% 10/1/26 5,579 5,115
3 Providence St. Joseph Health Obligated Group 2.532% 10/1/29 8,934 7,382
3 Providence St. Joseph Health Obligated Group 3.744% 10/1/47 5,667 4,416
3 Providence St. Joseph Health Obligated Group 3.930% 10/1/48 5,445 4,285
  Quest Diagnostics Inc. 4.250% 4/1/24 3,819 3,778
  Quest Diagnostics Inc. 3.500% 3/30/25 6,131 5,894
  Quest Diagnostics Inc. 3.450% 6/1/26 10,219 9,653
  Quest Diagnostics Inc. 4.200% 6/30/29 6,018 5,557
  Quest Diagnostics Inc. 2.950% 6/30/30 15,040 12,568
  Quest Diagnostics Inc. 2.800% 6/30/31 6,002 4,842
  Quest Diagnostics Inc. 5.750% 1/30/40 1,368 1,335
  Quest Diagnostics Inc. 4.700% 3/30/45 3,334 2,761
3 Rady Children's Hospital-San Diego 3.154% 8/15/51 4,000 2,782
  Regeneron Pharmaceuticals Inc. 1.750% 9/15/30 17,491 13,238
  Regeneron Pharmaceuticals Inc. 2.800% 9/15/50 6,268 3,785
  Royalty Pharma plc 1.200% 9/2/25 17,587 15,562
  Royalty Pharma plc 1.750% 9/2/27 14,655 12,089
  Royalty Pharma plc 2.200% 9/2/30 17,141 13,102
  Royalty Pharma plc 2.150% 9/2/31 4,895 3,613
  Royalty Pharma plc 3.300% 9/2/40 10,425 7,045
  Royalty Pharma plc 3.550% 9/2/50 17,642 11,024
  Royalty Pharma plc 3.350% 9/2/51 4,658 2,810
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Rush Obligated Group 3.922% 11/15/29      4,350       3,944
  RWJ Barnabas Health Inc. 3.949% 7/1/46      6,706       5,427
  RWJ Barnabas Health Inc. 3.477% 7/1/49      2,260       1,648
  Sanofi 3.625% 6/19/28     16,345      15,276
3 Seattle Children's Hospital 2.719% 10/1/50      8,000       5,062
3 Sharp HealthCare 2.680% 8/1/50      3,905       2,484
  Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26     64,403      59,451
  Smith & Nephew plc 2.032% 10/14/30      8,612       6,468
3 SSM Health Care Corp. 3.823% 6/1/27      5,460       5,193
3 Stanford Health Care 3.310% 8/15/30        511         447
3 Stanford Health Care 3.795% 11/15/48      9,644       7,533
  Stanford Health Care 3.027% 8/15/51      5,185       3,459
  STERIS Irish FinCo Unltd. Co. 2.700% 3/15/31      6,049       4,742
  STERIS Irish FinCo Unltd. Co. 3.750% 3/15/51     13,303       9,086
  Stryker Corp. 3.375% 5/15/24 14,552 14,217
  Stryker Corp. 1.150% 6/15/25 8,050 7,271
  Stryker Corp. 3.375% 11/1/25 14,165 13,487
  Stryker Corp. 3.500% 3/15/26 8,105 7,742
  Stryker Corp. 3.650% 3/7/28 8,112 7,619
  Stryker Corp. 1.950% 6/15/30 7,889 6,246
  Stryker Corp. 4.100% 4/1/43 5,067 4,054
  Stryker Corp. 4.375% 5/15/44 7,735 6,441
  Stryker Corp. 2.900% 6/15/50 2,675 1,743
3 Sutter Health 1.321% 8/15/25 3,725 3,360
3 Sutter Health 3.695% 8/15/28 4,610 4,240
3 Sutter Health 2.294% 8/15/30 9,050 7,280
3 Sutter Health 3.161% 8/15/40 5,250 3,763
3 Sutter Health 4.091% 8/15/48 4,950 3,973
3 Sutter Health 3.361% 8/15/50 8,300 5,756
  Takeda Pharmaceutical Co. Ltd. 4.400% 11/26/23 23,191 23,191
  Takeda Pharmaceutical Co. Ltd. 5.000% 11/26/28 26,244 25,465
  Takeda Pharmaceutical Co. Ltd. 2.050% 3/31/30 29,945 23,729
  Takeda Pharmaceutical Co. Ltd. 3.025% 7/9/40 16,693 11,804
  Takeda Pharmaceutical Co. Ltd. 3.175% 7/9/50 42,927 28,560
  Takeda Pharmaceutical Co. Ltd. 3.375% 7/9/60 13,154 8,518
  Texas Health Resources 2.328% 11/15/50 5,124 2,963
3 Texas Health Resources 4.330% 11/15/55 2,943 2,515
  Thermo Fisher Scientific Inc. 0.797% 10/18/23 10,365 9,970
  Thermo Fisher Scientific Inc. 1.215% 10/18/24 10,883 10,131
  Thermo Fisher Scientific Inc. 1.750% 10/15/28 7,388 6,191
  Thermo Fisher Scientific Inc. 2.600% 10/1/29 10,161 8,772
  Thermo Fisher Scientific Inc. 2.000% 10/15/31 25,720 20,281
  Thermo Fisher Scientific Inc. 2.800% 10/15/41 21,580 15,144
  Thermo Fisher Scientific Inc. 5.300% 2/1/44 8,743 8,589
  Thermo Fisher Scientific Inc. 4.100% 8/15/47 4,620 3,894
  Toledo Hospital 5.750% 11/15/38 6,204 5,656
3 Trinity Health Corp. 2.632% 12/1/40 2,900 1,979
  Trinity Health Corp. 4.125% 12/1/45 7,840 6,607
3 Trinity Health Corp. 3.434% 12/1/48 2,723 2,050
  UnitedHealth Group Inc. 3.500% 2/15/24 8,445 8,317
  UnitedHealth Group Inc. 2.375% 8/15/24 5,506 5,285
  UnitedHealth Group Inc. 3.750% 7/15/25 15,797 15,382
  UnitedHealth Group Inc. 3.700% 12/15/25 7,151 6,932
  UnitedHealth Group Inc. 1.250% 1/15/26 9,146 8,157
  UnitedHealth Group Inc. 3.100% 3/15/26 9,725 9,201
  UnitedHealth Group Inc. 1.150% 5/15/26 3,128 2,760
  UnitedHealth Group Inc. 3.450% 1/15/27 9,648 9,118
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  UnitedHealth Group Inc. 3.375% 4/15/27     40,242      37,892
  UnitedHealth Group Inc. 3.700% 5/15/27      7,940       7,557
  UnitedHealth Group Inc. 2.950% 10/15/27      8,938       8,160
  UnitedHealth Group Inc. 3.850% 6/15/28      5,637       5,305
  UnitedHealth Group Inc. 3.875% 12/15/28      5,439       5,103
  UnitedHealth Group Inc. 2.875% 8/15/29     22,203      19,374
  UnitedHealth Group Inc. 2.000% 5/15/30     15,148      12,220
  UnitedHealth Group Inc. 2.300% 5/15/31     26,507      21,322
  UnitedHealth Group Inc. 4.625% 7/15/35     12,787      11,743
  UnitedHealth Group Inc. 5.800% 3/15/36      8,253       8,382
  UnitedHealth Group Inc. 6.500% 6/15/37      8,705       9,370
  UnitedHealth Group Inc. 6.625% 11/15/37     14,012      15,394
  UnitedHealth Group Inc. 6.875% 2/15/38     23,396      25,907
  UnitedHealth Group Inc. 3.500% 8/15/39     22,530      17,690
  UnitedHealth Group Inc. 2.750% 5/15/40 14,701 10,285
  UnitedHealth Group Inc. 5.700% 10/15/40 4,113 4,157
  UnitedHealth Group Inc. 5.950% 2/15/41 7,810 7,965
  UnitedHealth Group Inc. 3.050% 5/15/41 16,035 11,685
  UnitedHealth Group Inc. 4.625% 11/15/41 12,300 11,022
  UnitedHealth Group Inc. 4.375% 3/15/42 4,130 3,540
  UnitedHealth Group Inc. 3.950% 10/15/42 13,838 11,208
  UnitedHealth Group Inc. 4.250% 3/15/43 8,211 6,959
  UnitedHealth Group Inc. 4.750% 7/15/45 12,323 11,094
  UnitedHealth Group Inc. 4.200% 1/15/47 16,595 13,701
  UnitedHealth Group Inc. 4.250% 4/15/47 13,130 10,963
  UnitedHealth Group Inc. 3.750% 10/15/47 10,624 8,175
  UnitedHealth Group Inc. 4.250% 6/15/48 22,833 18,935
  UnitedHealth Group Inc. 4.450% 12/15/48 4,838 4,096
  UnitedHealth Group Inc. 3.700% 8/15/49 17,429 13,146
  UnitedHealth Group Inc. 2.900% 5/15/50 14,840 9,688
  UnitedHealth Group Inc. 3.250% 5/15/51 29,990 20,895
  UnitedHealth Group Inc. 3.875% 8/15/59 9,103 6,795
  UnitedHealth Group Inc. 3.125% 5/15/60 13,384 8,600
7 Universal Health Services Inc. 1.650% 9/1/26 2,540 2,128
7 Universal Health Services Inc. 2.650% 10/15/30 13,755 10,159
3 UPMC 3.600% 4/3/25 6,705 6,475
  Utah Acquisition Sub Inc. 3.950% 6/15/26 32,935 30,001
  Utah Acquisition Sub Inc. 5.250% 6/15/46 17,935 12,610
  Viatris Inc. 1.650% 6/22/25 8,435 7,509
  Viatris Inc. 2.300% 6/22/27 5,235 4,275
  Viatris Inc. 2.700% 6/22/30 10,760 7,995
  Viatris Inc. 3.850% 6/22/40 10,735 6,674
  Viatris Inc. 4.000% 6/22/50 16,450 9,829
3 WakeMed 3.286% 10/1/52 3,225 2,226
3 West Virginia United Health System Obligated Group 3.129% 6/1/50 1,900 1,224
3 Willis-Knighton Medical Center 4.813% 9/1/48 4,021 3,578
3 Willis-Knighton Medical Center 3.065% 3/1/51 8,100 5,173
  Wyeth LLC 7.250% 3/1/23 2,400 2,427
  Wyeth LLC 6.450% 2/1/24 12,335 12,601
  Wyeth LLC 6.500% 2/1/34 12,507 13,778
  Wyeth LLC 6.000% 2/15/36 5,585 5,805
  Wyeth LLC 5.950% 4/1/37 15,072 15,866
3 Yale-New Haven Health Services Corp. 2.496% 7/1/50 5,500 3,272
  Zeneca Wilmington Inc. 7.000% 11/15/23 4,275 4,376
  Zimmer Biomet Holdings Inc. 1.450% 11/22/24 6,000 5,555
  Zimmer Biomet Holdings Inc. 3.050% 1/15/26 10,309 9,639
  Zimmer Biomet Holdings Inc. 2.600% 11/24/31 15,660 12,224
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Zimmer Biomet Holdings Inc. 5.750% 11/30/39      2,190       2,077
  Zimmer Biomet Holdings Inc. 4.450% 8/15/45      9,000       7,071
  Zoetis Inc. 4.500% 11/13/25      4,628       4,555
  Zoetis Inc. 3.000% 9/12/27     15,074      13,561
  Zoetis Inc. 3.900% 8/20/28      8,670       8,035
  Zoetis Inc. 2.000% 5/15/30      3,730       2,959
  Zoetis Inc. 4.700% 2/1/43     10,618       9,314
  Zoetis Inc. 3.950% 9/12/47      8,423       6,618
  Zoetis Inc. 4.450% 8/20/48     16,766      14,179
  Zoetis Inc. 3.000% 5/15/50      2,712       1,787
            7,370,548
Industrials (1.9%)
3 3M Co. 3.250% 2/14/24     15,174      14,871
  3M Co. 2.000% 2/14/25      8,749       8,193
  3M Co. 2.650% 4/15/25 16,225 15,320
3 3M Co. 3.000% 8/7/25 8,341 7,930
3 3M Co. 2.250% 9/19/26 14,797 13,318
  3M Co. 2.875% 10/15/27 6,864 6,174
3 3M Co. 3.625% 9/14/28 1,795 1,649
3 3M Co. 3.375% 3/1/29 15,200 13,556
  3M Co. 2.375% 8/26/29 17,871 14,677
  3M Co. 3.050% 4/15/30 5,225 4,463
3 3M Co. 5.700% 3/15/37 63 62
3 3M Co. 3.875% 6/15/44 1,401 1,044
3 3M Co. 3.125% 9/19/46 12,930 8,552
3 3M Co. 3.625% 10/15/47 10,207 7,387
3 3M Co. 4.000% 9/14/48 15,345 12,019
  3M Co. 3.250% 8/26/49 8,991 6,056
  3M Co. 3.700% 4/15/50 679 499
  Acuity Brands Lighting Inc. 2.150% 12/15/30 5,814 4,309
  Allegion plc 3.500% 10/1/29 5,503 4,659
  Allegion US Holding Co. Inc. 3.200% 10/1/24 1,775 1,696
  Allegion US Holding Co. Inc. 3.550% 10/1/27 5,169 4,614
3 American Airlines Pass-Through Trust Class A Series 2021-1 2.875% 7/11/34 8,800 6,993
3 American Airlines Pass-Through Trust Class AA Series 2015-2 3.600% 9/22/27 741 653
3 American Airlines Pass-Through Trust Class AA Series 2016-1 3.575% 1/15/28 2,554 2,276
3 American Airlines Pass-Through Trust Class AA Series 2016-2 3.200% 6/15/28 8,014 6,953
3 American Airlines Pass-Through Trust Class AA Series 2016-3 3.000% 10/15/28 4,481 3,894
3 American Airlines Pass-Through Trust Class AA Series 2017-1 3.650% 2/15/29 1,871 1,643
3 American Airlines Pass-Through Trust Class AA Series 2017-2 3.350% 10/15/29 2,874 2,477
3 American Airlines Pass-Through Trust Class AA Series 2019-1 3.150% 2/15/32 7,815 6,563
  Amphenol Corp. 3.200% 4/1/24 4,500 4,403
  Amphenol Corp. 2.050% 3/1/25 3,575 3,345
  Amphenol Corp. 4.350% 6/1/29 5,531 5,221
  Amphenol Corp. 2.800% 2/15/30 16,323 13,721
  Amphenol Corp. 2.200% 9/15/31 4,175 3,236
3 BNSF Funding Trust I 6.613% 12/15/55 800 749
  Boeing Co. 2.800% 3/1/23 9,441 9,365
  Boeing Co. 4.508% 5/1/23 38,804 38,677
  Boeing Co. 1.875% 6/15/23 13,224 12,948
  Boeing Co. 1.433% 2/4/24 30,977 29,451
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Boeing Co. 2.800% 3/1/24      6,075       5,856
  Boeing Co. 2.850% 10/30/24      7,983       7,571
  Boeing Co. 2.500% 3/1/25      2,831       2,630
  Boeing Co. 4.875% 5/1/25     49,870      48,653
  Boeing Co. 7.250% 6/15/25        675         704
  Boeing Co. 2.600% 10/30/25      4,700       4,285
  Boeing Co. 2.750% 2/1/26      9,426       8,532
  Boeing Co. 2.196% 2/4/26     75,002      66,584
  Boeing Co. 3.100% 5/1/26     10,300       9,368
  Boeing Co. 2.250% 6/15/26      7,101       6,258
  Boeing Co. 2.700% 2/1/27     15,131      13,155
  Boeing Co. 2.800% 3/1/27      7,048       6,194
  Boeing Co. 5.040% 5/1/27     23,250      22,390
  Boeing Co. 3.250% 2/1/28     19,563      17,063
  Boeing Co. 3.250% 3/1/28 5,397 4,680
  Boeing Co. 3.200% 3/1/29 11,337 9,480
  Boeing Co. 2.950% 2/1/30 13,336 10,735
  Boeing Co. 5.150% 5/1/30 53,995 49,999
  Boeing Co. 3.625% 2/1/31 17,201 14,260
  Boeing Co. 6.125% 2/15/33 8,806 8,474
  Boeing Co. 3.600% 5/1/34 28,283 21,219
  Boeing Co. 3.250% 2/1/35 14,391 10,171
  Boeing Co. 6.625% 2/15/38 8,625 8,269
  Boeing Co. 3.550% 3/1/38 4,718 3,227
  Boeing Co. 3.500% 3/1/39 6,584 4,424
  Boeing Co. 6.875% 3/15/39 12,118 11,817
  Boeing Co. 5.875% 2/15/40 7,790 6,734
  Boeing Co. 5.705% 5/1/40 38,505 33,613
  Boeing Co. 3.375% 6/15/46 10,380 6,271
  Boeing Co. 3.650% 3/1/47 9,417 5,919
  Boeing Co. 3.625% 3/1/48 4,625 2,867
  Boeing Co. 3.850% 11/1/48 4,594 2,974
  Boeing Co. 3.900% 5/1/49 13,250 8,649
  Boeing Co. 3.750% 2/1/50 9,125 5,894
  Boeing Co. 5.805% 5/1/50 57,216 49,789
  Boeing Co. 3.825% 3/1/59 7,400 4,424
  Boeing Co. 3.950% 8/1/59 7,120 4,444
  Boeing Co. 5.930% 5/1/60 43,886 37,598
  Burlington Northern Santa Fe LLC 3.750% 4/1/24 10,006 9,886
  Burlington Northern Santa Fe LLC 3.400% 9/1/24 14,469 14,151
  Burlington Northern Santa Fe LLC 3.000% 4/1/25 12,150 11,679
  Burlington Northern Santa Fe LLC 3.650% 9/1/25 12,382 11,984
  Burlington Northern Santa Fe LLC 7.000% 12/15/25 2,116 2,247
  Burlington Northern Santa Fe LLC 3.250% 6/15/27 7,192 6,755
  Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,700 3,961
  Burlington Northern Santa Fe LLC 6.150% 5/1/37 4,511 4,784
  Burlington Northern Santa Fe LLC 5.750% 5/1/40 8,804 8,901
  Burlington Northern Santa Fe LLC 5.050% 3/1/41 8,905 8,364
  Burlington Northern Santa Fe LLC 5.400% 6/1/41 14,861 14,521
  Burlington Northern Santa Fe LLC 4.950% 9/15/41 5,100 4,722
  Burlington Northern Santa Fe LLC 4.400% 3/15/42 10,571 9,052
  Burlington Northern Santa Fe LLC 4.375% 9/1/42 12,897 11,088
  Burlington Northern Santa Fe LLC 4.450% 3/15/43 15,982 13,861
  Burlington Northern Santa Fe LLC 5.150% 9/1/43 5,558 5,251
  Burlington Northern Santa Fe LLC 4.900% 4/1/44 17,104 15,638
  Burlington Northern Santa Fe LLC 4.550% 9/1/44 14,397 12,576
  Burlington Northern Santa Fe LLC 4.150% 4/1/45 17,273 14,171
  Burlington Northern Santa Fe LLC 4.700% 9/1/45 9,678 8,562
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Burlington Northern Santa Fe LLC 3.900% 8/1/46     16,069      12,834
  Burlington Northern Santa Fe LLC 4.125% 6/15/47     14,558      12,098
  Burlington Northern Santa Fe LLC 4.050% 6/15/48      5,671       4,633
  Burlington Northern Santa Fe LLC 4.150% 12/15/48      7,101       5,894
  Burlington Northern Santa Fe LLC 3.550% 2/15/50     15,870      11,857
  Burlington Northern Santa Fe LLC 3.050% 2/15/51      6,050       4,115
  Burlington Northern Santa Fe LLC 3.300% 9/15/51     22,619      16,026
  Burlington Northern Santa Fe LLC 2.875% 6/15/52      8,700       5,664
  Canadian National Railway Co. 2.950% 11/21/24      4,324       4,165
  Canadian National Railway Co. 2.750% 3/1/26      8,127       7,582
  Canadian National Railway Co. 6.900% 7/15/28      2,350       2,541
  Canadian National Railway Co. 3.850% 8/5/32      2,500       2,284
  Canadian National Railway Co. 6.250% 8/1/34      1,752       1,863
  Canadian National Railway Co. 6.200% 6/1/36      6,163       6,515
  Canadian National Railway Co. 6.375% 11/15/37 4,603 4,845
  Canadian National Railway Co. 3.200% 8/2/46 4,803 3,448
  Canadian National Railway Co. 3.650% 2/3/48 6,991 5,370
  Canadian National Railway Co. 4.450% 1/20/49 1,955 1,709
  Canadian National Railway Co. 2.450% 5/1/50 15,950 9,631
  Canadian National Railway Co. 4.400% 8/5/52 4,900 4,228
  Canadian Pacific Railway Co. 1.350% 12/2/24 6,070 5,624
  Canadian Pacific Railway Co. 2.900% 2/1/25 7,621 7,260
  Canadian Pacific Railway Co. 1.750% 12/2/26 4,875 4,272
  Canadian Pacific Railway Co. 4.000% 6/1/28 2,106 1,984
  Canadian Pacific Railway Co. 2.050% 3/5/30 4,411 3,534
  Canadian Pacific Railway Co. 7.125% 10/15/31 1,660 1,814
  Canadian Pacific Railway Co. 2.450% 12/2/31 19,543 15,663
  Canadian Pacific Railway Co. 4.800% 9/15/35 3,218 2,949
  Canadian Pacific Railway Co. 5.950% 5/15/37 15,804 15,993
  Canadian Pacific Railway Co. 3.000% 12/2/41 12,860 9,187
  Canadian Pacific Railway Co. 5.750% 1/15/42 12,745 12,214
  Canadian Pacific Railway Co. 4.800% 8/1/45 5,621 4,970
  Canadian Pacific Railway Co. 3.100% 12/2/51 30,016 19,796
  Canadian Pacific Railway Co. 6.125% 9/15/15 6,474 6,139
  Carrier Global Corp. 2.242% 2/15/25 27,008 25,231
  Carrier Global Corp. 2.493% 2/15/27 17,752 15,754
  Carrier Global Corp. 2.722% 2/15/30 41,357 34,135
  Carrier Global Corp. 2.700% 2/15/31 5,788 4,659
  Carrier Global Corp. 3.377% 4/5/40 26,131 18,869
  Carrier Global Corp. 3.577% 4/5/50 34,707 23,986
3 Caterpillar Financial Services Corp. 3.750% 11/24/23 10,813 10,727
3 Caterpillar Financial Services Corp. 3.650% 12/7/23 5,671 5,622
3 Caterpillar Financial Services Corp. 0.950% 1/10/24 14,057 13,461
3 Caterpillar Financial Services Corp. 2.850% 5/17/24 8,107 7,889
3 Caterpillar Financial Services Corp. 3.300% 6/9/24 8,148 7,990
3 Caterpillar Financial Services Corp. 0.600% 9/13/24 8,605 7,970
3 Caterpillar Financial Services Corp. 2.150% 11/8/24 11,248 10,697
3 Caterpillar Financial Services Corp. 3.250% 12/1/24 16,400 15,911
3 Caterpillar Financial Services Corp. 1.450% 5/15/25 6,757 6,222
3 Caterpillar Financial Services Corp. 3.650% 8/12/25 10,000 9,729
3 Caterpillar Financial Services Corp. 0.800% 11/13/25 10,151 8,997
  Caterpillar Financial Services Corp. 0.900% 3/2/26 10,413 9,172
  Caterpillar Financial Services Corp. 2.400% 8/9/26 6,462 5,926
3 Caterpillar Financial Services Corp. 1.150% 9/14/26 5,445 4,752
3 Caterpillar Financial Services Corp. 1.700% 1/8/27 6,930 6,114
3 Caterpillar Financial Services Corp. 3.600% 8/12/27 10,220 9,658
3 Caterpillar Financial Services Corp. 1.100% 9/14/27 7,897 6,648
  Caterpillar Inc. 3.400% 5/15/24 18,266 17,919
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Caterpillar Inc. 2.600% 9/19/29     11,935      10,319
  Caterpillar Inc. 2.600% 4/9/30     20,514      17,504
  Caterpillar Inc. 5.300% 9/15/35      3,533       3,562
  Caterpillar Inc. 6.050% 8/15/36     10,131      10,874
  Caterpillar Inc. 3.803% 8/15/42     24,554      20,194
  Caterpillar Inc. 4.300% 5/15/44      5,916       5,212
  Caterpillar Inc. 3.250% 9/19/49     12,636       9,325
  Caterpillar Inc. 3.250% 4/9/50      6,578       4,853
  Caterpillar Inc. 4.750% 5/15/64      5,545       4,964
  CH Robinson Worldwide Inc. 4.200% 4/15/28      7,488       6,959
  CNH Industrial Capital LLC 4.200% 1/15/24     27,900      27,475
  CNH Industrial Capital LLC 1.875% 1/15/26      6,571       5,856
  CNH Industrial Capital LLC 1.450% 7/15/26      3,163       2,730
3 CNH Industrial NV 3.850% 11/15/27      7,488       6,846
3 Continental Airlines Pass-Through Trust Class A Series 2012-2 4.000% 10/29/24 777 729
  Crane Holdings Co. 4.450% 12/15/23 6,450 6,403
  Crane Holdings Co. 4.200% 3/15/48 5,000 3,587
  CSX Corp. 3.400% 8/1/24 5,250 5,119
  CSX Corp. 3.350% 11/1/25 15,086 14,362
  CSX Corp. 2.600% 11/1/26 9,358 8,515
  CSX Corp. 3.250% 6/1/27 13,544 12,467
  CSX Corp. 3.800% 3/1/28 7,512 7,054
  CSX Corp. 4.250% 3/15/29 18,783 17,723
  CSX Corp. 2.400% 2/15/30 8,450 6,975
  CSX Corp. 4.100% 11/15/32 12,267 11,133
  CSX Corp. 6.000% 10/1/36 6,969 7,074
  CSX Corp. 6.150% 5/1/37 10,292 10,662
  CSX Corp. 6.220% 4/30/40 9,791 10,228
  CSX Corp. 5.500% 4/15/41 5,057 4,921
  CSX Corp. 4.750% 5/30/42 4,185 3,703
  CSX Corp. 4.400% 3/1/43 913 763
  CSX Corp. 4.100% 3/15/44 10,910 8,740
  CSX Corp. 3.800% 11/1/46 5,642 4,305
  CSX Corp. 4.300% 3/1/48 5,990 4,944
  CSX Corp. 4.750% 11/15/48 8,026 7,081
  CSX Corp. 4.500% 3/15/49 13,821 11,714
  CSX Corp. 3.350% 9/15/49 10,122 7,114
  CSX Corp. 3.800% 4/15/50 2,390 1,804
  CSX Corp. 2.500% 5/15/51 4,769 2,859
  CSX Corp. 4.500% 11/15/52 600 505
  CSX Corp. 4.500% 8/1/54 2,150 1,792
  CSX Corp. 4.250% 11/1/66 9,495 7,231
  CSX Corp. 4.650% 3/1/68 12,349 10,038
  Cummins Inc. 3.650% 10/1/23 2,392 2,369
  Cummins Inc. 0.750% 9/1/25 4,128 3,704
  Cummins Inc. 1.500% 9/1/30 5,045 3,885
  Cummins Inc. 4.875% 10/1/43 9,486 8,830
  Cummins Inc. 2.600% 9/1/50 8,545 5,330
  Deere & Co. 2.750% 4/15/25 11,955 11,418
  Deere & Co. 5.375% 10/16/29 10,484 10,743
  Deere & Co. 3.100% 4/15/30 11,525 10,302
  Deere & Co. 7.125% 3/3/31 1,433 1,635
  Deere & Co. 3.900% 6/9/42 8,414 7,210
  Deere & Co. 2.875% 9/7/49 2,205 1,536
  Deere & Co. 3.750% 4/15/50 10,675 8,762
7 Delta Air Lines Inc. 4.750% 10/20/28 1,200 1,118
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Delta Air Lines Pass-Through Trust Class AA Series 2019-1 3.204% 4/25/24      6,000       5,777
3 Delta Air Lines Pass-Through Trust Class AA Series 2020-1 2.000% 6/10/28      8,307       7,096
  Dover Corp. 3.150% 11/15/25      9,140       8,626
  Dover Corp. 2.950% 11/4/29      4,247       3,652
  Dover Corp. 5.375% 10/15/35      2,460       2,323
  Dover Corp. 5.375% 3/1/41      4,109       3,778
  Eaton Corp. 3.103% 9/15/27     14,897      13,650
  Eaton Corp. 4.000% 11/2/32     11,492      10,306
  Eaton Corp. 4.150% 3/15/33     15,147      13,684
  Eaton Corp. 4.150% 11/2/42      5,937       4,887
  Eaton Corp. 3.915% 9/15/47      3,988       3,117
  Eaton Corp. 4.700% 8/23/52      8,149       7,157
  Emerson Electric Co. 3.150% 6/1/25      7,044       6,761
  Emerson Electric Co. 0.875% 10/15/26      7,080       6,084
  Emerson Electric Co. 1.800% 10/15/27 16,603 14,361
  Emerson Electric Co. 2.000% 12/21/28 8,555 7,244
  Emerson Electric Co. 1.950% 10/15/30 7,545 6,011
  Emerson Electric Co. 2.200% 12/21/31 13,389 10,708
  Emerson Electric Co. 2.750% 10/15/50 9,982 6,441
  Emerson Electric Co. 2.800% 12/21/51 10,685 6,919
  FedEx Corp. 3.250% 4/1/26 10,205 9,634
  FedEx Corp. 3.400% 2/15/28 5,891 5,358
  FedEx Corp. 4.200% 10/17/28 144 135
  FedEx Corp. 3.100% 8/5/29 13,840 11,894
  FedEx Corp. 4.250% 5/15/30 4,125 3,739
  FedEx Corp. 2.400% 5/15/31 6,997 5,452
  FedEx Corp. 4.900% 1/15/34 5,242 4,784
  FedEx Corp. 3.900% 2/1/35 13,629 11,165
  FedEx Corp. 3.250% 5/15/41 8,480 5,834
  FedEx Corp. 3.875% 8/1/42 379 280
  FedEx Corp. 4.100% 4/15/43 6,820 5,103
  FedEx Corp. 5.100% 1/15/44 5,162 4,393
  FedEx Corp. 4.100% 2/1/45 6,562 4,743
  FedEx Corp. 4.750% 11/15/45 20,223 16,379
  FedEx Corp. 4.550% 4/1/46 16,200 12,822
  FedEx Corp. 4.400% 1/15/47 9,815 7,593
  FedEx Corp. 4.050% 2/15/48 13,596 9,973
  FedEx Corp. 4.950% 10/17/48 11,342 9,567
  FedEx Corp. 5.250% 5/15/50 11,667 10,213
  FedEx Corp. 4.500% 2/1/65 1,124 855
3 FedEx Corp. Pass-Through Trust Class AA Series 2020-1 1.875% 2/20/34 19,236 15,667
  Fortive Corp. 3.150% 6/15/26 11,729 10,822
  Fortive Corp. 4.300% 6/15/46 6,875 5,318
  General Dynamics Corp. 2.375% 11/15/24 9,739 9,289
  General Dynamics Corp. 3.250% 4/1/25 1,771 1,710
  General Dynamics Corp. 3.500% 5/15/25 15,034 14,625
  General Dynamics Corp. 2.125% 8/15/26 7,189 6,511
  General Dynamics Corp. 2.625% 11/15/27 14,254 12,764
  General Dynamics Corp. 3.750% 5/15/28 11,849 11,134
  General Dynamics Corp. 3.625% 4/1/30 14,316 13,123
  General Dynamics Corp. 4.250% 4/1/40 9,590 8,418
  General Dynamics Corp. 3.600% 11/15/42 4,598 3,649
3 General Electric Co. 6.750% 3/15/32 14,615 15,801
3 General Electric Co. 5.875% 1/14/38 22,600 22,643
  Honeywell International Inc. 3.350% 12/1/23 5,860 5,790
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Honeywell International Inc. 2.300% 8/15/24     17,181      16,496
  Honeywell International Inc. 1.350% 6/1/25     16,155      14,861
  Honeywell International Inc. 2.500% 11/1/26     23,511      21,587
  Honeywell International Inc. 1.100% 3/1/27     15,713      13,537
  Honeywell International Inc. 2.700% 8/15/29      8,545       7,509
  Honeywell International Inc. 1.950% 6/1/30     13,100      10,730
  Honeywell International Inc. 1.750% 9/1/31     21,306      16,637
  Honeywell International Inc. 5.700% 3/15/36      5,569       5,837
  Honeywell International Inc. 5.700% 3/15/37      9,085       9,484
  Honeywell International Inc. 5.375% 3/1/41      3,649       3,705
  Honeywell International Inc. 3.812% 11/21/47      4,916       4,056
  Huntington Ingalls Industries Inc. 3.844% 5/1/25      8,728       8,362
  Huntington Ingalls Industries Inc. 3.483% 12/1/27      9,341       8,377
  Huntington Ingalls Industries Inc. 2.043% 8/16/28      6,940       5,632
  Huntington Ingalls Industries Inc. 4.200% 5/1/30 8,241 7,325
  IDEX Corp. 3.000% 5/1/30 5,315 4,468
  Illinois Tool Works Inc. 3.500% 3/1/24 6,350 6,268
  Illinois Tool Works Inc. 2.650% 11/15/26 19,981 18,542
  Illinois Tool Works Inc. 4.875% 9/15/41 4,695 4,392
  Illinois Tool Works Inc. 3.900% 9/1/42 18,070 14,889
  JB Hunt Transport Services Inc. 3.875% 3/1/26 8,813 8,470
3 JetBlue Pass-Through Trust Class A Series 2020-1 4.000% 11/15/32 6,538 5,791
3 JetBlue Pass-Through Trust Class AA Series 2019-1 2.750% 5/15/32 8,867 7,282
3 John Deere Capital Corp. 0.400% 10/10/23 3,375 3,237
  John Deere Capital Corp. 3.650% 10/12/23 4,687 4,651
3 John Deere Capital Corp. 0.900% 1/10/24 5,000 4,780
3 John Deere Capital Corp. 2.600% 3/7/24 6,020 5,854
3 John Deere Capital Corp. 3.350% 6/12/24 21,717 21,271
3 John Deere Capital Corp. 2.650% 6/24/24 6,648 6,432
3 John Deere Capital Corp. 0.625% 9/10/24 6,250 5,807
3 John Deere Capital Corp. 2.050% 1/9/25 11,319 10,683
3 John Deere Capital Corp. 1.250% 1/10/25 13,200 12,243
3 John Deere Capital Corp. 3.450% 3/13/25 17,998 17,489
  John Deere Capital Corp. 3.400% 6/6/25 7,644 7,392
  John Deere Capital Corp. 4.050% 9/8/25 5,000 4,913
3 John Deere Capital Corp. 3.400% 9/11/25 5,310 5,123
3 John Deere Capital Corp. 0.700% 1/15/26 3,243 2,852
3 John Deere Capital Corp. 2.650% 6/10/26 8,075 7,523
3 John Deere Capital Corp. 1.050% 6/17/26 7,750 6,800
3 John Deere Capital Corp. 2.250% 9/14/26 25,162 23,082
3 John Deere Capital Corp. 1.700% 1/11/27 11,375 10,035
3 John Deere Capital Corp. 1.750% 3/9/27 7,006 6,141
3 John Deere Capital Corp. 2.800% 9/8/27 13,224 12,035
  John Deere Capital Corp. 4.150% 9/15/27 11,000 10,676
3 John Deere Capital Corp. 3.050% 1/6/28 14,416 13,246
3 John Deere Capital Corp. 3.450% 3/7/29 7,275 6,700
3 John Deere Capital Corp. 2.800% 7/18/29 11,144 9,777
3 John Deere Capital Corp. 2.450% 1/9/30 11,392 9,575
  John Deere Capital Corp. 1.450% 1/15/31 5,858 4,487
  John Deere Capital Corp. 4.350% 9/15/32 9,000 8,557
3 Johnson Controls International plc 3.625% 7/2/24 2,450 2,392
3 Johnson Controls International plc 3.900% 2/14/26 5,764 5,541
  Johnson Controls International plc 1.750% 9/15/30 8,807 6,848
  Johnson Controls International plc 2.000% 9/16/31 4,461 3,378
3 Johnson Controls International plc 6.000% 1/15/36 2,838 2,849
3 Johnson Controls International plc 4.625% 7/2/44 11,047 9,173
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Johnson Controls International plc 5.125% 9/14/45      3,763       3,258
  Johnson Controls International plc 4.500% 2/15/47      9,901       7,896
3 Johnson Controls International plc 4.950% 7/2/64      5,272       4,219
  Kansas City Southern 2.875% 11/15/29      6,985       5,949
3 Kansas City Southern 4.300% 5/15/43      5,740       4,623
3 Kansas City Southern 4.950% 8/15/45      9,069       7,925
  Kansas City Southern 4.700% 5/1/48     10,942       9,352
  Kansas City Southern 3.500% 5/1/50     10,475       7,328
  Kennametal Inc. 4.625% 6/15/28      8,800       8,148
  Keysight Technologies Inc. 4.550% 10/30/24     13,592      13,399
  Keysight Technologies Inc. 4.600% 4/6/27     10,021       9,724
  Keysight Technologies Inc. 3.000% 10/30/29      2,400       2,039
  Kirby Corp. 4.200% 3/1/28     13,926      12,417
  L3Harris Technologies Inc. 3.950% 5/28/24      5,069       4,984
  L3Harris Technologies Inc. 3.832% 4/27/25 18,538 17,918
  L3Harris Technologies Inc. 3.850% 12/15/26 6,946 6,551
  L3Harris Technologies Inc. 4.400% 6/15/28 2,756 2,597
3 L3Harris Technologies Inc. 4.400% 6/15/28 16,897 15,895
  L3Harris Technologies Inc. 2.900% 12/15/29 7,434 6,266
  L3Harris Technologies Inc. 1.800% 1/15/31 6,495 4,844
  L3Harris Technologies Inc. 4.854% 4/27/35 6,591 6,009
  L3Harris Technologies Inc. 5.054% 4/27/45 7,051 6,227
  Lennox International Inc. 3.000% 11/15/23 1,075 1,048
  Lennox International Inc. 1.350% 8/1/25 5,850 5,218
  Lennox International Inc. 1.700% 8/1/27 5,850 4,908
  Lockheed Martin Corp. 3.550% 1/15/26 14,434 13,952
  Lockheed Martin Corp. 1.850% 6/15/30 1,170 951
  Lockheed Martin Corp. 3.900% 6/15/32 12,330 11,410
  Lockheed Martin Corp. 3.600% 3/1/35 12,769 10,943
  Lockheed Martin Corp. 4.500% 5/15/36 6,985 6,430
3 Lockheed Martin Corp. 6.150% 9/1/36 8,715 9,214
  Lockheed Martin Corp. 5.720% 6/1/40 6,130 6,252
  Lockheed Martin Corp. 4.070% 12/15/42 18,034 15,302
  Lockheed Martin Corp. 3.800% 3/1/45 9,199 7,322
  Lockheed Martin Corp. 4.700% 5/15/46 20,136 18,259
  Lockheed Martin Corp. 2.800% 6/15/50 3,355 2,230
  Lockheed Martin Corp. 4.090% 9/15/52 20,851 17,380
  Lockheed Martin Corp. 4.150% 6/15/53 10,000 8,382
  Lockheed Martin Corp. 4.300% 6/15/62 7,700 6,426
7 Mileage Plus Holdings LLC 6.500% 6/20/27 16,150 15,818
  Norfolk Southern Corp. 3.850% 1/15/24 3,285 3,247
  Norfolk Southern Corp. 3.650% 8/1/25 2,323 2,239
  Norfolk Southern Corp. 2.900% 6/15/26 4,921 4,578
  Norfolk Southern Corp. 7.800% 5/15/27 2,900 3,194
  Norfolk Southern Corp. 3.150% 6/1/27 10,483 9,638
  Norfolk Southern Corp. 3.800% 8/1/28 11,370 10,588
  Norfolk Southern Corp. 2.550% 11/1/29 11,516 9,719
  Norfolk Southern Corp. 2.300% 5/15/31 6,020 4,821
  Norfolk Southern Corp. 3.000% 3/15/32 8,589 7,200
  Norfolk Southern Corp. 7.050% 5/1/37 1,347 1,444
  Norfolk Southern Corp. 4.837% 10/1/41 15,351 13,715
  Norfolk Southern Corp. 3.950% 10/1/42 1,768 1,434
  Norfolk Southern Corp. 4.450% 6/15/45 7,673 6,437
  Norfolk Southern Corp. 4.650% 1/15/46 7,172 6,219
  Norfolk Southern Corp. 3.942% 11/1/47 4,286 3,338
  Norfolk Southern Corp. 4.150% 2/28/48 3,983 3,186
  Norfolk Southern Corp. 4.100% 5/15/49 6,125 4,851
  Norfolk Southern Corp. 3.400% 11/1/49 5,640 3,954
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Norfolk Southern Corp. 3.050% 5/15/50     11,473       7,481
  Norfolk Southern Corp. 4.050% 8/15/52      7,649       5,908
  Norfolk Southern Corp. 4.550% 6/1/53      7,265       6,161
  Norfolk Southern Corp. 3.155% 5/15/55     23,587      15,116
  Norfolk Southern Corp. 4.100% 5/15/21      9,317       6,253
  Northrop Grumman Corp. 2.930% 1/15/25     11,220      10,713
  Northrop Grumman Corp. 3.200% 2/1/27      3,604       3,331
  Northrop Grumman Corp. 3.250% 1/15/28     36,754      33,477
  Northrop Grumman Corp. 4.400% 5/1/30     16,818      15,866
3 Northrop Grumman Corp. 7.750% 2/15/31      5,416       6,189
  Northrop Grumman Corp. 5.150% 5/1/40     23,489      21,988
  Northrop Grumman Corp. 5.050% 11/15/40      7,121       6,532
  Northrop Grumman Corp. 4.750% 6/1/43     15,495      13,615
  Northrop Grumman Corp. 3.850% 4/15/45      6,110       4,679
  Northrop Grumman Corp. 4.030% 10/15/47 29,116 23,103
  Northrop Grumman Corp. 5.250% 5/1/50 917 878
  nVent Finance Sarl 4.550% 4/15/28 7,211 6,484
  Oshkosh Corp. 4.600% 5/15/28 9,000 8,308
  Oshkosh Corp. 3.100% 3/1/30 1,300 1,047
  Otis Worldwide Corp. 2.056% 4/5/25 12,323 11,415
  Otis Worldwide Corp. 2.293% 4/5/27 8,475 7,502
  Otis Worldwide Corp. 2.565% 2/15/30 21,294 17,420
  Otis Worldwide Corp. 3.112% 2/15/40 14,733 10,369
  Otis Worldwide Corp. 3.362% 2/15/50 5,998 4,050
3 PACCAR Financial Corp. 0.350% 2/2/24 4,265 4,036
3 PACCAR Financial Corp. 3.150% 6/13/24 2,160 2,109
3 PACCAR Financial Corp. 2.150% 8/15/24 6,264 5,985
3 PACCAR Financial Corp. 1.800% 2/6/25 7,744 7,275
  Parker-Hannifin Corp. 2.700% 6/14/24 10,639 10,230
3 Parker-Hannifin Corp. 3.300% 11/21/24 15,556 15,032
  Parker-Hannifin Corp. 3.250% 3/1/27 21,844 20,124
  Parker-Hannifin Corp. 3.250% 6/14/29 9,662 8,520
  Parker-Hannifin Corp. 4.500% 9/15/29 700 663
3 Parker-Hannifin Corp. 4.200% 11/21/34 6,169 5,382
3 Parker-Hannifin Corp. 6.250% 5/15/38 5,048 5,109
3 Parker-Hannifin Corp. 4.450% 11/21/44 6,898 5,641
  Parker-Hannifin Corp. 4.100% 3/1/47 8,522 6,689
  Parker-Hannifin Corp. 4.000% 6/14/49 12,613 9,701
  Pentair Finance Sarl 4.500% 7/1/29 5,221 4,705
  Precision Castparts Corp. 3.250% 6/15/25 15,380 14,835
  Precision Castparts Corp. 3.900% 1/15/43 6,290 5,051
  Precision Castparts Corp. 4.375% 6/15/45 4,412 3,749
  Raytheon Technologies Corp. 3.200% 3/15/24 14,498 14,183
  Raytheon Technologies Corp. 3.950% 8/16/25 20,056 19,561
  Raytheon Technologies Corp. 2.650% 11/1/26 3,263 2,988
  Raytheon Technologies Corp. 3.500% 3/15/27 12,629 11,824
  Raytheon Technologies Corp. 3.125% 5/4/27 10,599 9,744
  Raytheon Technologies Corp. 7.200% 8/15/27 3,260 3,557
  Raytheon Technologies Corp. 4.125% 11/16/28 48,292 45,187
  Raytheon Technologies Corp. 2.250% 7/1/30 7,203 5,822
  Raytheon Technologies Corp. 1.900% 9/1/31 15,017 11,476
  Raytheon Technologies Corp. 2.375% 3/15/32 13,140 10,356
  Raytheon Technologies Corp. 5.400% 5/1/35 10,810 10,580
  Raytheon Technologies Corp. 6.050% 6/1/36 14,828 15,269
  Raytheon Technologies Corp. 6.125% 7/15/38 6,523 6,690
  Raytheon Technologies Corp. 4.450% 11/16/38 12,889 11,231
  Raytheon Technologies Corp. 4.700% 12/15/41 8,705 7,563
  Raytheon Technologies Corp. 4.500% 6/1/42 42,910 37,034
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Raytheon Technologies Corp. 4.800% 12/15/43     13,756      12,131
  Raytheon Technologies Corp. 4.150% 5/15/45     12,479       9,992
  Raytheon Technologies Corp. 3.750% 11/1/46     15,781      11,874
  Raytheon Technologies Corp. 4.350% 4/15/47     16,557      13,786
  Raytheon Technologies Corp. 4.050% 5/4/47     18,247      14,562
  Raytheon Technologies Corp. 4.625% 11/16/48      4,127       3,563
  Raytheon Technologies Corp. 3.125% 7/1/50      8,314       5,579
  Raytheon Technologies Corp. 2.820% 9/1/51     18,940      11,900
  Raytheon Technologies Corp. 3.030% 3/15/52     20,505      13,421
  Republic Services Inc. 2.500% 8/15/24      8,503       8,126
  Republic Services Inc. 3.200% 3/15/25      8,613       8,228
  Republic Services Inc. 0.875% 11/15/25      1,693       1,493
  Republic Services Inc. 2.900% 7/1/26      7,432       6,833
  Republic Services Inc. 3.375% 11/15/27      2,525       2,312
  Republic Services Inc. 3.950% 5/15/28 4,420 4,143
  Republic Services Inc. 2.300% 3/1/30 8,642 7,102
  Republic Services Inc. 1.750% 2/15/32 12,025 8,975
  Republic Services Inc. 6.200% 3/1/40 6,498 6,630
  Republic Services Inc. 5.700% 5/15/41 8,787 8,761
  Republic Services Inc. 3.050% 3/1/50 4,003 2,711
  Rockwell Automation Inc. 3.500% 3/1/29 9,420 8,656
  Rockwell Automation Inc. 1.750% 8/15/31 1,670 1,281
  Rockwell Automation Inc. 4.200% 3/1/49 8,430 7,138
  Rockwell Automation Inc. 2.800% 8/15/61 2,955 1,740
3 Ryder System Inc. 3.750% 6/9/23 14,433 14,313
3 Ryder System Inc. 3.650% 3/18/24 14,734 14,433
3 Ryder System Inc. 2.500% 9/1/24 11,852 11,315
3 Ryder System Inc. 4.625% 6/1/25 11,170 10,921
3 Ryder System Inc. 1.750% 9/1/26 2,712 2,372
3 Ryder System Inc. 2.900% 12/1/26 5,544 5,008
3 Ryder System Inc. 2.850% 3/1/27 1,314 1,169
  Southwest Airlines Co. 5.250% 5/4/25 28,944 28,922
  Southwest Airlines Co. 3.000% 11/15/26 7,026 6,409
  Southwest Airlines Co. 5.125% 6/15/27 26,940 26,385
  Southwest Airlines Co. 3.450% 11/16/27 3,488 3,140
  Southwest Airlines Co. 2.625% 2/10/30 3,584 2,879
3 Spirit Airlines Pass-Through Trust Class A Series 2015-1 4.100% 4/1/28 1,271 1,085
  Teledyne Technologies Inc. 0.650% 4/1/23 4,600 4,495
  Teledyne Technologies Inc. 0.950% 4/1/24 5,785 5,403
  Teledyne Technologies Inc. 1.600% 4/1/26 335 291
  Teledyne Technologies Inc. 2.250% 4/1/28 7,267 6,078
  Teledyne Technologies Inc. 2.750% 4/1/31 15,488 12,219
  Textron Inc. 4.300% 3/1/24 3,825 3,790
  Textron Inc. 3.875% 3/1/25 12,626 12,230
  Textron Inc. 4.000% 3/15/26 7,033 6,731
  Textron Inc. 3.650% 3/15/27 12,621 11,666
  Textron Inc. 3.375% 3/1/28 9,679 8,589
  Textron Inc. 3.900% 9/17/29 4,700 4,175
  Textron Inc. 2.450% 3/15/31 3,400 2,628
  Timken Co. 3.875% 9/1/24 1,180 1,155
  Timken Co. 4.500% 12/15/28 10,000 9,223
  Trane Technologies Global Holding Co. Ltd. 3.750% 8/21/28 9,573 8,901
  Trane Technologies Global Holding Co. Ltd. 5.750% 6/15/43 6,900 6,550
  Trane Technologies Luxembourg Finance SA 3.550% 11/1/24 10,377 10,051
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Trane Technologies Luxembourg Finance SA 3.500% 3/21/26      4,425       4,147
  Trane Technologies Luxembourg Finance SA 3.800% 3/21/29     12,169      10,937
  Trane Technologies Luxembourg Finance SA 4.650% 11/1/44      3,545       2,920
  Trane Technologies Luxembourg Finance SA 4.500% 3/21/49      4,775       3,804
  Trimble Inc. 4.750% 12/1/24      7,956       7,858
  Trimble Inc. 4.900% 6/15/28      7,077       6,707
  Triton Container International Ltd. 3.250% 3/15/32      7,725       5,659
  Tyco Electronics Group SA 3.450% 8/1/24      5,850       5,707
  Tyco Electronics Group SA 3.700% 2/15/26      1,184       1,139
  Tyco Electronics Group SA 3.125% 8/15/27     14,946      13,715
  Tyco Electronics Group SA 2.500% 2/4/32      7,000       5,686
  Tyco Electronics Group SA 7.125% 10/1/37      8,248       9,340
  Union Pacific Corp. 3.646% 2/15/24      9,215       9,083
  Union Pacific Corp. 3.150% 3/1/24      8,061       7,898
  Union Pacific Corp. 3.750% 3/15/24 4,476 4,415
  Union Pacific Corp. 3.250% 1/15/25 3,752 3,635
  Union Pacific Corp. 3.750% 7/15/25 19,598 19,118
  Union Pacific Corp. 3.250% 8/15/25 17,923 17,221
  Union Pacific Corp. 2.750% 3/1/26 17,714 16,498
  Union Pacific Corp. 2.150% 2/5/27 10,455 9,337
  Union Pacific Corp. 3.000% 4/15/27 2,166 2,000
  Union Pacific Corp. 3.950% 9/10/28 5,267 4,968
  Union Pacific Corp. 3.700% 3/1/29 3,482 3,231
  Union Pacific Corp. 2.400% 2/5/30 7,306 6,104
  Union Pacific Corp. 2.375% 5/20/31 6,408 5,212
  Union Pacific Corp. 2.800% 2/14/32 4,773 3,974
  Union Pacific Corp. 3.375% 2/1/35 10,138 8,265
  Union Pacific Corp. 2.891% 4/6/36 9,594 7,333
  Union Pacific Corp. 3.600% 9/15/37 15,740 12,789
  Union Pacific Corp. 3.200% 5/20/41 20,761 15,530
  Union Pacific Corp. 4.050% 11/15/45 4,044 3,194
  Union Pacific Corp. 4.050% 3/1/46 3,953 3,230
  Union Pacific Corp. 3.350% 8/15/46 7,414 5,327
  Union Pacific Corp. 4.000% 4/15/47 1,365 1,094
  Union Pacific Corp. 3.250% 2/5/50 15,403 10,890
  Union Pacific Corp. 3.799% 10/1/51 63 49
  Union Pacific Corp. 2.950% 3/10/52 14,068 9,300
  Union Pacific Corp. 4.950% 9/9/52 4,500 4,208
  Union Pacific Corp. 3.500% 2/14/53 19,600 14,244
  Union Pacific Corp. 3.875% 2/1/55 6,747 5,152
  Union Pacific Corp. 3.950% 8/15/59 6,663 5,046
  Union Pacific Corp. 3.839% 3/20/60 23,434 17,432
  Union Pacific Corp. 3.550% 5/20/61 5,754 4,000
  Union Pacific Corp. 2.973% 9/16/62 25,910 15,725
  Union Pacific Corp. 5.150% 1/20/63 5,209 4,835
  Union Pacific Corp. 4.100% 9/15/67 2,707 2,046
  Union Pacific Corp. 3.750% 2/5/70 6,245 4,338
  Union Pacific Corp. 3.799% 4/6/71 24,444 17,253
  Union Pacific Corp. 3.850% 2/14/72 4,484 3,213
3 Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 6.176% 1/2/31 423 434
3 United Airlines Pass-Through Trust Class A Series 2012-1 4.150% 4/11/24 4,396 4,161
3 United Airlines Pass-Through Trust Class A Series 2013-1 4.300% 8/15/25 1,659 1,549
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 United Airlines Pass-Through Trust Class A Series 2014-1 4.000% 4/11/26      2,824       2,582
3 United Airlines Pass-Through Trust Class A Series 2014-2 3.750% 9/3/26        897         810
3 United Airlines Pass-Through Trust Class A Series 2015-1 3.700% 12/1/22      2,940       2,916
3 United Airlines Pass-Through Trust Class A Series 2016-1 3.450% 7/7/28      2,547       2,000
3 United Airlines Pass-Through Trust Class A Series 2016-2 3.100% 10/7/28      2,153       1,648
3 United Airlines Pass-Through Trust Class A Series 2020-1 5.875% 10/15/27     32,245      30,920
3 United Airlines Pass-Through Trust Class AA Series 2015-1 3.450% 12/1/27      3,283       2,891
3 United Airlines Pass-Through Trust Class AA Series 2016-1 3.100% 7/7/28     22,427      19,077
3 United Airlines Pass-Through Trust Class AA Series 2016-2 2.875% 10/7/28      4,211       3,621
3 United Airlines Pass-Through Trust Class AA Series 2019-1 4.150% 8/25/31      5,838       5,145
3 United Airlines Pass-Through Trust Class AA Series 2019-2 2.700% 5/1/32      5,642       4,524
3 United Airlines Pass-Through Trust Class B Series 2020-1 4.875% 1/15/26      8,589       7,904
  United Parcel Service Inc. 2.200% 9/1/24      3,263       3,122
  United Parcel Service Inc. 2.800% 11/15/24     20,820      20,077
  United Parcel Service Inc. 3.900% 4/1/25 9,310 9,146
  United Parcel Service Inc. 2.400% 11/15/26 8,739 8,029
  United Parcel Service Inc. 3.050% 11/15/27 9,000 8,365
  United Parcel Service Inc. 3.400% 3/15/29 10,656 9,795
  United Parcel Service Inc. 2.500% 9/1/29 7,680 6,565
  United Parcel Service Inc. 4.450% 4/1/30 3,937 3,815
  United Parcel Service Inc. 6.200% 1/15/38 9,710 10,483
  United Parcel Service Inc. 5.200% 4/1/40 16,419 16,053
  United Parcel Service Inc. 4.875% 11/15/40 7,441 6,992
  United Parcel Service Inc. 3.625% 10/1/42 11,250 8,877
  United Parcel Service Inc. 3.400% 11/15/46 5,050 3,757
  United Parcel Service Inc. 3.750% 11/15/47 12,728 10,153
  United Parcel Service Inc. 4.250% 3/15/49 12,838 11,064
  United Parcel Service Inc. 3.400% 9/1/49 5,195 3,923
  United Parcel Service Inc. 5.300% 4/1/50 14,850 14,912
  United Parcel Service of America Inc. 7.620% 4/1/30 1,888 2,125
3 US Airways Pass-Through Trust Class A Series 2012-1 5.900% 10/1/24 638 620
  Valmont Industries Inc. 5.000% 10/1/44 6,000 5,017
  Valmont Industries Inc. 5.250% 10/1/54 4,975 4,278
  Vontier Corp. 1.800% 4/1/26 5,996 5,096
  Vontier Corp. 2.400% 4/1/28 6,540 5,101
  Vontier Corp. 2.950% 4/1/31 9,208 6,619
  Waste Connections Inc. 4.250% 12/1/28 2,826 2,663
  Waste Connections Inc. 3.500% 5/1/29 10,196 9,159
  Waste Connections Inc. 2.600% 2/1/30 8,098 6,758
  Waste Connections Inc. 2.200% 1/15/32 9,410 7,310
  Waste Connections Inc. 3.050% 4/1/50 4,770 3,202
  Waste Connections Inc. 2.950% 1/15/52 9,215 5,983
  Waste Management Inc. 0.750% 11/15/25 3,281 2,896
  Waste Management Inc. 3.150% 11/15/27 16,687 15,319
  Waste Management Inc. 2.000% 6/1/29 2,498 2,060
  Waste Management Inc. 1.500% 3/15/31 18,075 13,718
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Waste Management Inc. 2.950% 6/1/41      9,602       6,894
  Waste Management Inc. 2.500% 11/15/50      9,573       5,844
  Westinghouse Air Brake Technologies Corp. 4.400% 3/15/24     12,827      12,596
  Westinghouse Air Brake Technologies Corp. 3.200% 6/15/25      5,998       5,605
  Westinghouse Air Brake Technologies Corp. 3.450% 11/15/26     11,999      10,881
  Westinghouse Air Brake Technologies Corp. 4.950% 9/15/28     13,270      12,338
  WW Grainger Inc. 1.850% 2/15/25      7,475       6,998
  WW Grainger Inc. 3.750% 5/15/46      5,793       4,536
  WW Grainger Inc. 4.200% 5/15/47      4,390       3,694
  Xylem Inc. 3.250% 11/1/26      4,492       4,172
  Xylem Inc. 1.950% 1/30/28      8,900       7,538
  Xylem Inc. 2.250% 1/30/31      6,625       5,292
  Xylem Inc. 4.375% 11/1/46      5,300       4,361
            5,179,137
Materials (0.8%)
  Air Products and Chemicals Inc. 3.350% 7/31/24 7,775 7,619
  Air Products and Chemicals Inc. 1.500% 10/15/25 786 715
  Air Products and Chemicals Inc. 1.850% 5/15/27 7,008 6,163
  Air Products and Chemicals Inc. 2.050% 5/15/30 9,790 8,021
  Air Products and Chemicals Inc. 2.700% 5/15/40 11,003 7,913
  Air Products and Chemicals Inc. 2.800% 5/15/50 10,730 7,155
  Albemarle Corp. 4.650% 6/1/27 5,500 5,260
  Albemarle Corp. 5.050% 6/1/32 6,500 6,032
  Albemarle Corp. 5.450% 12/1/44 7,410 6,629
  Albemarle Corp. 5.650% 6/1/52 6,500 5,790
  Amcor Flexibles North America Inc. 4.000% 5/17/25 4,970 4,804
3 Amcor Flexibles North America Inc. 3.100% 9/15/26 3,803 3,524
  Amcor Flexibles North America Inc. 2.630% 6/19/30 13,062 10,356
  Amcor Flexibles North America Inc. 2.690% 5/25/31 6,037 4,738
  AngloGold Ashanti Holdings plc 3.375% 11/1/28 9,985 8,113
  AngloGold Ashanti Holdings plc 3.750% 10/1/30 8,400 6,542
  ArcelorMittal SA 4.550% 3/11/26 5,690 5,466
  ArcelorMittal SA 4.250% 7/16/29 6,063 5,427
  ArcelorMittal SA 7.000% 10/15/39 10,145 9,596
  ArcelorMittal SA 6.750% 3/1/41 7,501 6,873
  Barrick Gold Corp. 6.450% 10/15/35 2,975 3,075
  Barrick Gold Corp. 5.250% 4/1/42 9,583 8,729
  Barrick North America Finance LLC 5.700% 5/30/41 11,706 11,132
  Barrick North America Finance LLC 5.750% 5/1/43 12,134 11,428
  Barrick PD Australia Finance Pty. Ltd. 5.950% 10/15/39 14,454 14,096
  Berry Global Inc. 0.950% 2/15/24 6,344 5,960
  Berry Global Inc. 1.570% 1/15/26 16,800 14,684
  Berry Global Inc. 1.650% 1/15/27 26,096 21,703
  BHP Billiton Finance USA Ltd. 6.420% 3/1/26 575 602
  BHP Billiton Finance USA Ltd. 4.125% 2/24/42 14,181 12,086
  BHP Billiton Finance USA Ltd. 5.000% 9/30/43 34,025 32,182
  Cabot Corp. 4.000% 7/1/29 5,388 4,727
  Carlisle Cos. Inc. 3.500% 12/1/24 3,242 3,124
  Carlisle Cos. Inc. 3.750% 12/1/27 6,847 6,236
  Carlisle Cos. Inc. 2.750% 3/1/30 11,693 9,546
  Celanese US Holdings LLC 3.500% 5/8/24 4,424 4,251
  Celanese US Holdings LLC 5.900% 7/5/24 20,155 19,885
  Celanese US Holdings LLC 6.050% 3/15/25 21,435 20,944
  Celanese US Holdings LLC 1.400% 8/5/26 5,472 4,428
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Celanese US Holdings LLC 6.165% 7/15/27     25,490      24,080
  Celanese US Holdings LLC 6.330% 7/15/29      9,750       9,103
  Celanese US Holdings LLC 6.379% 7/15/32     10,955      10,172
  Celulosa Arauco y Constitucion SA 4.500% 8/1/24      1,800       1,756
  Celulosa Arauco y Constitucion SA 3.875% 11/2/27      5,525       4,805
  Celulosa Arauco y Constitucion SA 5.500% 11/2/47     10,225       7,534
  CF Industries Inc. 5.150% 3/15/34     10,955       9,918
  CF Industries Inc. 4.950% 6/1/43     10,190       8,220
  CF Industries Inc. 5.375% 3/15/44     10,323       8,761
  Dow Chemical Co. 4.550% 11/30/25        459         452
  Dow Chemical Co. 4.800% 11/30/28      3,844       3,664
  Dow Chemical Co. 7.375% 11/1/29      4,542       4,960
  Dow Chemical Co. 2.100% 11/15/30     10,160       7,806
  Dow Chemical Co. 4.250% 10/1/34     12,118      10,214
  Dow Chemical Co. 9.400% 5/15/39 11,045 14,041
  Dow Chemical Co. 5.250% 11/15/41 14,288 12,819
  Dow Chemical Co. 4.375% 11/15/42 14,911 11,769
  Dow Chemical Co. 4.625% 10/1/44 6,042 4,832
  Dow Chemical Co. 5.550% 11/30/48 14,550 13,201
  Dow Chemical Co. 4.800% 5/15/49 11,775 9,716
  Dow Chemical Co. 3.600% 11/15/50 10,725 7,304
  DuPont de Nemours Inc. 4.205% 11/15/23 34,355 34,141
  DuPont de Nemours Inc. 4.493% 11/15/25 28,143 27,683
  DuPont de Nemours Inc. 4.725% 11/15/28 25,375 24,203
  DuPont de Nemours Inc. 5.319% 11/15/38 16,617 15,122
  DuPont de Nemours Inc. 5.419% 11/15/48 26,083 23,438
  Eastman Chemical Co. 3.800% 3/15/25 8,591 8,266
  Eastman Chemical Co. 4.500% 12/1/28 1,829 1,686
  Eastman Chemical Co. 4.800% 9/1/42 9,749 7,993
  Eastman Chemical Co. 4.650% 10/15/44 11,453 9,019
  Ecolab Inc. 0.900% 12/15/23 6,200 5,944
  Ecolab Inc. 2.700% 11/1/26 13,189 12,207
  Ecolab Inc. 1.650% 2/1/27 3,060 2,689
  Ecolab Inc. 3.250% 12/1/27 4,527 4,212
  Ecolab Inc. 4.800% 3/24/30 6,790 6,643
  Ecolab Inc. 1.300% 1/30/31 4,270 3,210
  Ecolab Inc. 2.125% 2/1/32 8,843 6,994
  Ecolab Inc. 2.125% 8/15/50 5,475 3,101
  Ecolab Inc. 2.700% 12/15/51 10,740 6,859
  Ecolab Inc. 2.750% 8/18/55 13,848 8,561
  EI du Pont de Nemours & Co. 1.700% 7/15/25 8,202 7,546
  EI du Pont de Nemours & Co. 2.300% 7/15/30 6,550 5,355
  Fibria Overseas Finance Ltd. 4.000% 1/14/25 3,945 3,764
  Fibria Overseas Finance Ltd. 5.500% 1/17/27 10,552 10,096
  FMC Corp. 4.100% 2/1/24 11,210 11,075
  FMC Corp. 3.200% 10/1/26 4,836 4,463
  FMC Corp. 3.450% 10/1/29 8,687 7,453
  FMC Corp. 4.500% 10/1/49 4,876 3,756
  Freeport-McMoRan Inc. 4.550% 11/14/24 2,757 2,716
  Freeport-McMoRan Inc. 5.000% 9/1/27 6,074 5,890
  Freeport-McMoRan Inc. 4.125% 3/1/28 9,500 8,519
  Freeport-McMoRan Inc. 4.375% 8/1/28 9,907 8,976
  Freeport-McMoRan Inc. 5.250% 9/1/29 9,210 8,558
  Freeport-McMoRan Inc. 4.250% 3/1/30 8,535 7,317
  Freeport-McMoRan Inc. 4.625% 8/1/30 9,196 8,121
  Freeport-McMoRan Inc. 5.400% 11/14/34 10,347 9,193
  Freeport-McMoRan Inc. 5.450% 3/15/43 23,400 19,326
  Georgia-Pacific LLC 8.000% 1/15/24 10,440 10,848
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
7 Georgia-Pacific LLC 0.625% 5/15/24      3,000       2,786
7 Georgia-Pacific LLC 1.750% 9/30/25      5,000       4,544
  Georgia-Pacific LLC 7.375% 12/1/25      5,750       6,106
7 Georgia-Pacific LLC 0.950% 5/15/26      3,000       2,600
  Georgia-Pacific LLC 7.750% 11/15/29      4,989       5,644
7 Georgia-Pacific LLC 2.300% 4/30/30      3,750       3,076
  Georgia-Pacific LLC 8.875% 5/15/31      5,293       6,432
  Huntsman International LLC 4.500% 5/1/29      9,553       8,417
  Huntsman International LLC 2.950% 6/15/31      5,144       3,886
  International Flavors & Fragrances Inc. 4.450% 9/26/28      3,012       2,772
  International Flavors & Fragrances Inc. 4.375% 6/1/47      6,960       5,279
  International Flavors & Fragrances Inc. 5.000% 9/26/48     10,282       8,615
  International Paper Co. 5.000% 9/15/35      6,272       5,793
  International Paper Co. 6.000% 11/15/41      9,588       9,162
  International Paper Co. 4.800% 6/15/44 15,659 13,065
  International Paper Co. 4.350% 8/15/48 6,825 5,450
  Kinross Gold Corp. 5.950% 3/15/24 5,644 5,681
  Kinross Gold Corp. 4.500% 7/15/27 405 379
  Linde Inc. 2.650% 2/5/25 9,925 9,492
  Linde Inc. 3.200% 1/30/26 7,211 6,886
  Linde Inc. 1.100% 8/10/30 9,325 7,043
  Linde Inc. 3.550% 11/7/42 3,055 2,411
  Linde Inc. 2.000% 8/10/50 4,800 2,673
  Lubrizol Corp. 6.500% 10/1/34 5,183 5,688
  LYB International Finance BV 5.250% 7/15/43 4,177 3,573
  LYB International Finance BV 4.875% 3/15/44 12,677 10,298
  LYB International Finance III LLC 1.250% 10/1/25 3,982 3,507
  LYB International Finance III LLC 2.250% 10/1/30 6,007 4,668
  LYB International Finance III LLC 3.375% 10/1/40 1,833 1,261
  LYB International Finance III LLC 4.200% 10/15/49 8,152 5,846
  LYB International Finance III LLC 4.200% 5/1/50 20,010 14,425
  LYB International Finance III LLC 3.625% 4/1/51 18,344 11,997
  LYB International Finance III LLC 3.800% 10/1/60 8,355 5,242
  LyondellBasell Industries NV 5.750% 4/15/24 6,233 6,281
  LyondellBasell Industries NV 4.625% 2/26/55 11,023 8,307
  Martin Marietta Materials Inc. 4.250% 7/2/24 2,000 1,969
  Martin Marietta Materials Inc. 3.450% 6/1/27 6,515 6,010
  Martin Marietta Materials Inc. 3.500% 12/15/27 10,615 9,794
3 Martin Marietta Materials Inc. 2.500% 3/15/30 7,113 5,716
  Martin Marietta Materials Inc. 2.400% 7/15/31 7,750 6,015
  Martin Marietta Materials Inc. 4.250% 12/15/47 10,815 8,252
  Martin Marietta Materials Inc. 3.200% 7/15/51 11,309 7,090
  Mosaic Co. 4.250% 11/15/23 19,977 19,843
  Mosaic Co. 4.050% 11/15/27 8,143 7,601
  Mosaic Co. 5.450% 11/15/33 9,385 8,831
  Mosaic Co. 4.875% 11/15/41 5,288 4,282
  Mosaic Co. 5.625% 11/15/43 5,962 5,358
  NewMarket Corp. 2.700% 3/18/31 5,500 4,187
  Newmont Corp. 2.800% 10/1/29 8,532 7,080
  Newmont Corp. 2.250% 10/1/30 18,239 14,134
  Newmont Corp. 2.600% 7/15/32 17,925 13,617
3 Newmont Corp. 5.875% 4/1/35 4,179 4,048
  Newmont Corp. 6.250% 10/1/39 15,521 15,526
  Newmont Corp. 4.875% 3/15/42 10,122 8,802
  Newmont Corp. 5.450% 6/9/44 6,113 5,571
  Nucor Corp. 3.950% 5/23/25 2,600 2,522
  Nucor Corp. 2.000% 6/1/25 5,233 4,824
  Nucor Corp. 4.300% 5/23/27 3,750 3,598
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Nucor Corp. 3.950% 5/1/28      1,707       1,575
  Nucor Corp. 2.700% 6/1/30      3,300       2,713
  Nucor Corp. 3.125% 4/1/32      6,545       5,366
  Nucor Corp. 2.979% 12/15/55     25,665      15,200
  Nutrien Ltd. 3.000% 4/1/25      8,821       8,422
  Nutrien Ltd. 4.000% 12/15/26      7,376       7,046
  Nutrien Ltd. 2.950% 5/13/30     11,675       9,774
  Nutrien Ltd. 4.125% 3/15/35      7,160       6,087
  Nutrien Ltd. 5.875% 12/1/36      1,680       1,667
  Nutrien Ltd. 5.625% 12/1/40      4,663       4,394
  Nutrien Ltd. 4.900% 6/1/43      7,290       6,343
  Nutrien Ltd. 5.250% 1/15/45     20,330      18,118
  Nutrien Ltd. 5.000% 4/1/49      7,390       6,541
  Packaging Corp. of America 3.650% 9/15/24      5,482       5,325
  Packaging Corp. of America 3.400% 12/15/27 5,022 4,573
  Packaging Corp. of America 3.000% 12/15/29 12,851 10,859
  Packaging Corp. of America 4.050% 12/15/49 3,410 2,571
  Packaging Corp. of America 3.050% 10/1/51 9,270 5,839
  PPG Industries Inc. 2.400% 8/15/24 15,023 14,380
  PPG Industries Inc. 1.200% 3/15/26 9,966 8,697
  PPG Industries Inc. 2.550% 6/15/30 6,984 5,788
  Reliance Steel & Aluminum Co. 1.300% 8/15/25 2,600 2,318
  Reliance Steel & Aluminum Co. 2.150% 8/15/30 8,915 6,789
  Rio Tinto Alcan Inc. 7.250% 3/15/31 1,760 1,995
  Rio Tinto Alcan Inc. 5.750% 6/1/35 9,404 9,485
  Rio Tinto Finance USA Ltd. 7.125% 7/15/28 10,240 11,146
  Rio Tinto Finance USA Ltd. 5.200% 11/2/40 14,516 14,077
  Rio Tinto Finance USA Ltd. 2.750% 11/2/51 22,572 14,593
  Rio Tinto Finance USA plc 4.750% 3/22/42 8,768 8,006
  Rio Tinto Finance USA plc 4.125% 8/21/42 10,301 8,677
  Rohm & Haas Co. 7.850% 7/15/29 5,887 6,564
  RPM International Inc. 3.750% 3/15/27 5,532 5,107
  RPM International Inc. 4.550% 3/1/29 5,553 5,067
  RPM International Inc. 2.950% 1/15/32 4,860 3,758
  RPM International Inc. 5.250% 6/1/45 4,032 3,385
  RPM International Inc. 4.250% 1/15/48 8,965 6,561
  Sherwin-Williams Co. 3.125% 6/1/24 23,039 22,378
  Sherwin-Williams Co. 4.050% 8/8/24 2,100 2,066
  Sherwin-Williams Co. 3.450% 8/1/25 10,638 10,166
  Sherwin-Williams Co. 4.250% 8/8/25 1,900 1,855
  Sherwin-Williams Co. 3.950% 1/15/26 9,501 9,179
  Sherwin-Williams Co. 3.450% 6/1/27 18,873 17,354
  Sherwin-Williams Co. 2.950% 8/15/29 26,542 22,731
  Sherwin-Williams Co. 2.300% 5/15/30 3,581 2,868
  Sherwin-Williams Co. 2.200% 3/15/32 7,550 5,715
  Sherwin-Williams Co. 4.000% 12/15/42 2,320 1,744
  Sherwin-Williams Co. 4.550% 8/1/45 4,949 3,931
  Sherwin-Williams Co. 4.500% 6/1/47 8,958 7,303
  Sherwin-Williams Co. 3.800% 8/15/49 7,898 5,704
  Sherwin-Williams Co. 3.300% 5/15/50 9,015 5,949
  Sherwin-Williams Co. 2.900% 3/15/52 6,625 3,983
  Sonoco Products Co. 2.250% 2/1/27 309 273
  Sonoco Products Co. 3.125% 5/1/30 6,081 5,067
  Southern Copper Corp. 3.875% 4/23/25 2,814 2,691
  Southern Copper Corp. 7.500% 7/27/35 10,273 11,143
  Southern Copper Corp. 6.750% 4/16/40 13,359 13,775
  Southern Copper Corp. 5.250% 11/8/42 21,915 19,216
  Southern Copper Corp. 5.875% 4/23/45 21,347 19,987
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Steel Dynamics Inc. 2.800% 12/15/24      4,342       4,131
  Steel Dynamics Inc. 2.400% 6/15/25      3,935       3,638
  Steel Dynamics Inc. 5.000% 12/15/26        670         653
  Steel Dynamics Inc. 1.650% 10/15/27      3,705       3,040
  Steel Dynamics Inc. 3.450% 4/15/30     11,808       9,978
  Steel Dynamics Inc. 3.250% 1/15/31      7,004       5,719
  Steel Dynamics Inc. 3.250% 10/15/50      5,090       3,117
  Suzano Austria GmbH 6.000% 1/15/29     29,446      27,506
  Suzano Austria GmbH 5.000% 1/15/30     11,838      10,246
  Suzano Austria GmbH 3.750% 1/15/31     12,585       9,834
3 Suzano Austria GmbH 3.125% 1/15/32     21,389      15,319
  Teck Resources Ltd. 3.900% 7/15/30      6,540       5,569
  Teck Resources Ltd. 6.000% 8/15/40      4,996       4,410
  Teck Resources Ltd. 5.200% 3/1/42        780         626
  Teck Resources Ltd. 5.400% 2/1/43 1,745 1,441
  Vale Overseas Ltd. 6.250% 8/10/26 4,238 4,286
  Vale Overseas Ltd. 3.750% 7/8/30 20,805 16,820
  Vale Overseas Ltd. 8.250% 1/17/34 4,537 4,957
  Vale Overseas Ltd. 6.875% 11/21/36 25,021 23,854
  Vale Overseas Ltd. 6.875% 11/10/39 26,634 25,079
  Vale SA 5.625% 9/11/42 8,678 7,438
  Vulcan Materials Co. 4.500% 4/1/25 7,223 7,106
  Vulcan Materials Co. 3.900% 4/1/27 3,234 3,051
  Vulcan Materials Co. 3.500% 6/1/30 11,611 9,947
  Vulcan Materials Co. 4.500% 6/15/47 12,509 10,164
  Westlake Corp. 3.600% 8/15/26 14,475 13,500
  Westlake Corp. 2.875% 8/15/41 4,500 2,848
  Westlake Corp. 5.000% 8/15/46 19,193 15,960
  Westlake Corp. 4.375% 11/15/47 1,635 1,236
  Westlake Corp. 3.125% 8/15/51 8,122 5,008
  Westlake Corp. 3.375% 8/15/61 6,035 3,482
  WestRock MWV LLC 8.200% 1/15/30 4,734 5,278
  WestRock MWV LLC 7.950% 2/15/31 4,086 4,537
  WRKCo Inc. 3.000% 9/15/24 5,939 5,682
  WRKCo Inc. 3.750% 3/15/25 14,740 14,200
  WRKCo Inc. 4.650% 3/15/26 17,140 16,775
  WRKCo Inc. 3.375% 9/15/27 17,625 15,947
  WRKCo Inc. 4.000% 3/15/28 9,682 8,937
  WRKCo Inc. 3.900% 6/1/28 5,128 4,712
  WRKCo Inc. 4.900% 3/15/29 17,973 17,165
  WRKCo Inc. 4.200% 6/1/32 3,300 2,897
  WRKCo Inc. 3.000% 6/15/33 6,734 5,214
  Yamana Gold Inc. 2.630% 8/15/31 4,330 3,202
            2,077,972
Real Estate (1.1%)
  Agree LP 2.000% 6/15/28 7,915 6,396
  Agree LP 4.800% 10/1/32 2,900 2,590
  Agree LP 2.600% 6/15/33 5,183 3,781
  Alexandria Real Estate Equities Inc. 3.450% 4/30/25 24,098 23,109
  Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,832 2,748
  Alexandria Real Estate Equities Inc. 3.800% 4/15/26 15,454 14,748
  Alexandria Real Estate Equities Inc. 3.950% 1/15/27 4,872 4,619
  Alexandria Real Estate Equities Inc. 3.950% 1/15/28 5,975 5,538
  Alexandria Real Estate Equities Inc. 4.500% 7/30/29 3,535 3,278
  Alexandria Real Estate Equities Inc. 2.750% 12/15/29 5,972 4,936
  Alexandria Real Estate Equities Inc. 4.700% 7/1/30 7,954 7,434
  Alexandria Real Estate Equities Inc. 4.900% 12/15/30 10,595 10,033
  Alexandria Real Estate Equities Inc. 3.375% 8/15/31 12,361 10,400
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Alexandria Real Estate Equities Inc. 2.000% 5/18/32      5,717       4,211
  Alexandria Real Estate Equities Inc. 1.875% 2/1/33     13,875       9,767
  Alexandria Real Estate Equities Inc. 2.950% 3/15/34      7,319       5,662
  Alexandria Real Estate Equities Inc. 4.850% 4/15/49      6,276       5,271
  Alexandria Real Estate Equities Inc. 4.000% 2/1/50      7,985       5,999
  Alexandria Real Estate Equities Inc. 3.000% 5/18/51      5,202       3,166
  Alexandria Real Estate Equities Inc. 3.550% 3/15/52     10,030       6,834
  American Assets Trust LP 3.375% 2/1/31      6,371       5,062
  American Homes 4 Rent LP 4.250% 2/15/28      7,931       7,325
  American Homes 4 Rent LP 4.900% 2/15/29      7,913       7,421
  American Homes 4 Rent LP 3.375% 7/15/51      2,013       1,251
  American Tower Corp. 0.600% 1/15/24      3,778       3,568
  American Tower Corp. 5.000% 2/15/24     14,305      14,297
  American Tower Corp. 3.375% 5/15/24     11,355      11,056
  American Tower Corp. 2.950% 1/15/25 4,937 4,681
  American Tower Corp. 2.400% 3/15/25 9,168 8,540
  American Tower Corp. 4.000% 6/1/25 17,015 16,434
  American Tower Corp. 1.300% 9/15/25 9,450 8,385
  American Tower Corp. 1.600% 4/15/26 7,518 6,573
  American Tower Corp. 1.450% 9/15/26 8,825 7,532
  American Tower Corp. 3.375% 10/15/26 22,156 20,293
  American Tower Corp. 2.750% 1/15/27 1,036 916
  American Tower Corp. 3.125% 1/15/27 10,695 9,641
  American Tower Corp. 3.650% 3/15/27 8,104 7,428
  American Tower Corp. 3.550% 7/15/27 9,408 8,514
  American Tower Corp. 3.600% 1/15/28 3,165 2,814
  American Tower Corp. 1.500% 1/31/28 9,592 7,683
  American Tower Corp. 3.950% 3/15/29 11,668 10,432
  American Tower Corp. 3.800% 8/15/29 22,248 19,547
  American Tower Corp. 2.900% 1/15/30 13,108 10,761
  American Tower Corp. 2.100% 6/15/30 10,499 8,034
  American Tower Corp. 1.875% 10/15/30 10,418 7,729
  American Tower Corp. 2.700% 4/15/31 7,171 5,620
  American Tower Corp. 2.300% 9/15/31 8,731 6,521
  American Tower Corp. 4.050% 3/15/32 8,100 6,974
  American Tower Corp. 3.700% 10/15/49 7,627 5,214
  American Tower Corp. 3.100% 6/15/50 2,829 1,759
  American Tower Corp. 2.950% 1/15/51 9,933 5,977
3 AvalonBay Communities Inc. 2.850% 3/15/23 6,264 6,205
3 AvalonBay Communities Inc. 4.200% 12/15/23 2,002 1,987
3 AvalonBay Communities Inc. 3.500% 11/15/24 3,775 3,673
3 AvalonBay Communities Inc. 3.450% 6/1/25 10,745 10,339
3 AvalonBay Communities Inc. 3.500% 11/15/25 5,942 5,675
3 AvalonBay Communities Inc. 2.950% 5/11/26 4,920 4,552
3 AvalonBay Communities Inc. 2.900% 10/15/26 6,365 5,845
3 AvalonBay Communities Inc. 3.350% 5/15/27 13,196 12,097
3 AvalonBay Communities Inc. 3.200% 1/15/28 5,384 4,878
  AvalonBay Communities Inc. 1.900% 12/1/28 2,435 2,007
3 AvalonBay Communities Inc. 3.300% 6/1/29 3,600 3,204
3 AvalonBay Communities Inc. 2.300% 3/1/30 6,521 5,368
3 AvalonBay Communities Inc. 2.450% 1/15/31 3,156 2,571
  AvalonBay Communities Inc. 2.050% 1/15/32 9,975 7,744
3 AvalonBay Communities Inc. 3.900% 10/15/46 5,035 3,889
3 AvalonBay Communities Inc. 4.150% 7/1/47 959 780
3 AvalonBay Communities Inc. 4.350% 4/15/48 4,355 3,629
  Boston Properties LP 3.800% 2/1/24 4,917 4,829
  Boston Properties LP 3.200% 1/15/25 10,729 10,235
  Boston Properties LP 3.650% 2/1/26 9,545 8,991
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Boston Properties LP 2.750% 10/1/26     20,572      18,487
  Boston Properties LP 4.500% 12/1/28      2,806       2,583
  Boston Properties LP 3.400% 6/21/29      5,995       5,074
  Boston Properties LP 2.900% 3/15/30     20,080      16,135
  Boston Properties LP 3.250% 1/30/31     12,467      10,146
  Boston Properties LP 2.550% 4/1/32      7,683       5,674
  Boston Properties LP 2.450% 10/1/33      2,139       1,516
  Brandywine Operating Partnership LP 3.950% 11/15/27     28,055      24,782
  Brixmor Operating Partnership LP 3.850% 2/1/25     21,570      20,736
  Brixmor Operating Partnership LP 4.125% 6/15/26      5,815       5,431
  Brixmor Operating Partnership LP 3.900% 3/15/27      3,624       3,295
  Brixmor Operating Partnership LP 2.250% 4/1/28     14,951      12,102
  Brixmor Operating Partnership LP 4.125% 5/15/29      8,453       7,337
  Brixmor Operating Partnership LP 4.050% 7/1/30     11,754       9,924
  Brixmor Operating Partnership LP 2.500% 8/16/31 9,984 7,308
  Broadstone Net Lease LLC 2.600% 9/15/31 4,837 3,556
  Camden Property Trust 4.100% 10/15/28 10,820 10,122
  Camden Property Trust 3.150% 7/1/29 11,434 9,975
  Camden Property Trust 2.800% 5/15/30 15,830 13,306
  Camden Property Trust 3.350% 11/1/49 2,538 1,766
  CBRE Services Inc. 4.875% 3/1/26 14,015 13,740
  CBRE Services Inc. 2.500% 4/1/31 5,000 3,803
  Corporate Office Properties LP 2.250% 3/15/26 2,918 2,551
  Corporate Office Properties LP 2.750% 4/15/31 4,649 3,441
  Corporate Office Properties LP 2.900% 12/1/33 7,619 5,285
  Crown Castle Inc. 3.200% 9/1/24 10,196 9,862
  Crown Castle Inc. 1.350% 7/15/25 5,680 5,099
  Crown Castle Inc. 4.450% 2/15/26 13,536 13,057
  Crown Castle Inc. 3.700% 6/15/26 18,845 17,676
  Crown Castle Inc. 4.000% 3/1/27 9,363 8,736
  Crown Castle Inc. 2.900% 3/15/27 3,720 3,308
  Crown Castle Inc. 3.650% 9/1/27 15,764 14,283
  Crown Castle Inc. 3.800% 2/15/28 28,398 25,726
  Crown Castle Inc. 4.300% 2/15/29 5,010 4,592
  Crown Castle Inc. 3.100% 11/15/29 9,445 7,929
  Crown Castle Inc. 3.300% 7/1/30 11,254 9,431
  Crown Castle Inc. 2.250% 1/15/31 15,842 12,092
  Crown Castle Inc. 2.100% 4/1/31 13,154 9,852
  Crown Castle Inc. 2.500% 7/15/31 10,325 7,967
  Crown Castle Inc. 2.900% 4/1/41 10,415 6,800
  Crown Castle Inc. 4.750% 5/15/47 4,009 3,290
  Crown Castle Inc. 5.200% 2/15/49 11,675 10,082
  Crown Castle Inc. 4.000% 11/15/49 4,486 3,245
  Crown Castle Inc. 4.150% 7/1/50 6,108 4,528
  Crown Castle Inc. 3.250% 1/15/51 11,294 7,187
  CubeSmart LP 4.000% 11/15/25 2,900 2,778
  CubeSmart LP 3.125% 9/1/26 3,075 2,821
  CubeSmart LP 2.250% 12/15/28 4,730 3,830
  CubeSmart LP 4.375% 2/15/29 5,245 4,850
  CubeSmart LP 3.000% 2/15/30 4,349 3,603
  CubeSmart LP 2.500% 2/15/32 10,073 7,571
  Digital Realty Trust LP 3.700% 8/15/27 8,102 7,496
  Digital Realty Trust LP 5.550% 1/15/28 4,000 3,967
  Digital Realty Trust LP 4.450% 7/15/28 22,760 21,346
  Digital Realty Trust LP 3.600% 7/1/29 36,633 32,088
  Duke Realty LP 3.250% 6/30/26 6,284 5,803
  Duke Realty LP 3.375% 12/15/27 6,870 6,235
  Duke Realty LP 4.000% 9/15/28 3,875 3,601
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Duke Realty LP 2.875% 11/15/29      2,654       2,277
  Duke Realty LP 1.750% 7/1/30      6,506       5,040
  Duke Realty LP 1.750% 2/1/31      2,404       1,844
  Duke Realty LP 3.050% 3/1/50      6,895       4,620
  EPR Properties 4.500% 4/1/25      1,626       1,530
  EPR Properties 4.500% 6/1/27      8,083       6,954
  EPR Properties 3.750% 8/15/29      6,765       5,184
  EPR Properties 3.600% 11/15/31      2,560       1,829
  Equinix Inc. 2.625% 11/18/24     14,376      13,586
  Equinix Inc. 1.250% 7/15/25      4,815       4,307
  Equinix Inc. 1.000% 9/15/25      5,085       4,480
  Equinix Inc. 1.450% 5/15/26      4,601       3,987
  Equinix Inc. 2.900% 11/18/26     14,316      12,855
  Equinix Inc. 1.800% 7/15/27     10,250       8,574
  Equinix Inc. 1.550% 3/15/28 4,942 3,978
  Equinix Inc. 2.000% 5/15/28 3,000 2,454
  Equinix Inc. 3.200% 11/18/29 15,949 13,484
  Equinix Inc. 2.150% 7/15/30 17,454 13,380
  Equinix Inc. 2.500% 5/15/31 11,170 8,603
  Equinix Inc. 3.000% 7/15/50 9,901 6,085
  Equinix Inc. 2.950% 9/15/51 3,865 2,312
  Equinix Inc. 3.400% 2/15/52 6,395 4,211
  ERP Operating LP 3.375% 6/1/25 3,010 2,871
  ERP Operating LP 2.850% 11/1/26 13,673 12,552
  ERP Operating LP 3.250% 8/1/27 3,941 3,539
  ERP Operating LP 3.500% 3/1/28 14,592 13,277
  ERP Operating LP 4.150% 12/1/28 5,643 5,192
  ERP Operating LP 3.000% 7/1/29 6,090 5,288
  ERP Operating LP 2.500% 2/15/30 7,529 6,196
  ERP Operating LP 1.850% 8/1/31 1,645 1,259
  ERP Operating LP 4.500% 7/1/44 9,675 8,186
  ERP Operating LP 4.500% 6/1/45 2,695 2,268
  ERP Operating LP 4.000% 8/1/47 4,626 3,610
  Essential Properties LP 2.950% 7/15/31 4,790 3,500
  Essex Portfolio LP 3.250% 5/1/23 3,905 3,864
  Essex Portfolio LP 3.875% 5/1/24 600 587
  Essex Portfolio LP 3.500% 4/1/25 15,115 14,546
  Essex Portfolio LP 3.375% 4/15/26 11,809 11,031
  Essex Portfolio LP 3.625% 5/1/27 660 613
  Essex Portfolio LP 1.700% 3/1/28 7,825 6,346
  Essex Portfolio LP 4.000% 3/1/29 11,730 10,656
  Essex Portfolio LP 3.000% 1/15/30 13,815 11,520
  Essex Portfolio LP 1.650% 1/15/31 3,250 2,373
  Essex Portfolio LP 2.550% 6/15/31 1,510 1,188
  Essex Portfolio LP 2.650% 3/15/32 6,687 5,211
  Essex Portfolio LP 4.500% 3/15/48 7,570 6,067
  Extra Space Storage LP 2.550% 6/1/31 6,120 4,714
  Extra Space Storage LP 2.350% 3/15/32 4,128 3,045
  Federal Realty Investment Trust 2.750% 6/1/23 5,237 5,173
  Federal Realty Investment Trust 3.950% 1/15/24 2,157 2,131
  Federal Realty Investment Trust 1.250% 2/15/26 250 220
  Federal Realty Investment Trust 3.250% 7/15/27 6,100 5,532
  Federal Realty Investment Trust 3.200% 6/15/29 6,435 5,493
  Federal Realty Investment Trust 3.500% 6/1/30 2,000 1,705
  Federal Realty Investment Trust 4.500% 12/1/44 14,908 11,731
  GLP Capital LP 5.375% 11/1/23 5,965 5,866
  GLP Capital LP 3.350% 9/1/24 7,348 6,975
  GLP Capital LP 5.250% 6/1/25 11,476 11,107
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  GLP Capital LP 5.375% 4/15/26     14,214      13,592
  GLP Capital LP 5.750% 6/1/28      3,821       3,596
  GLP Capital LP 5.300% 1/15/29     10,699       9,721
  GLP Capital LP 4.000% 1/15/30     10,159       8,444
  GLP Capital LP 4.000% 1/15/31     11,745       9,610
  GLP Capital LP 3.250% 1/15/32      4,215       3,163
  Healthcare Realty Holdings LP 3.500% 8/1/26     10,909      10,067
  Healthcare Realty Holdings LP 3.750% 7/1/27      8,342       7,671
  Healthcare Realty Holdings LP 3.625% 1/15/28      4,423       3,886
  Healthcare Realty Holdings LP 3.100% 2/15/30      4,084       3,348
  Healthcare Realty Holdings LP 2.000% 3/15/31     12,720       9,382
  Healthcare Realty Holdings LP 2.050% 3/15/31      2,632       1,912
  Healthpeak Properties Inc. 3.400% 2/1/25      3,437       3,293
  Healthpeak Properties Inc. 4.000% 6/1/25        671         649
  Healthpeak Properties Inc. 3.250% 7/15/26 18,761 17,483
  Healthpeak Properties Inc. 2.125% 12/1/28 2,673 2,197
  Healthpeak Properties Inc. 3.500% 7/15/29 12,677 11,155
  Healthpeak Properties Inc. 3.000% 1/15/30 17,742 14,840
  Healthpeak Properties Inc. 2.875% 1/15/31 5,361 4,374
  Healthpeak Properties Inc. 6.750% 2/1/41 1,860 1,896
  Highwoods Realty LP 3.875% 3/1/27 6,453 5,941
  Highwoods Realty LP 4.125% 3/15/28 3,468 3,145
  Highwoods Realty LP 4.200% 4/15/29 4,747 4,144
  Highwoods Realty LP 3.050% 2/15/30 6,425 5,191
  Highwoods Realty LP 2.600% 2/1/31 10,663 7,985
  Host Hotels & Resorts LP 3.875% 4/1/24 4,850 4,721
3 Host Hotels & Resorts LP 4.000% 6/15/25 3,743 3,558
3 Host Hotels & Resorts LP 4.500% 2/1/26 1,950 1,863
3 Host Hotels & Resorts LP 3.375% 12/15/29 11,965 9,738
3 Host Hotels & Resorts LP 3.500% 9/15/30 13,475 10,764
3 Host Hotels & Resorts LP 2.900% 12/15/31 5,099 3,742
  Hudson Pacific Properties LP 3.950% 11/1/27 6,970 6,174
  Hudson Pacific Properties LP 5.950% 2/15/28 3,800 3,641
  Hudson Pacific Properties LP 4.650% 4/1/29 4,650 4,125
  Hudson Pacific Properties LP 3.250% 1/15/30 3,859 3,064
  Invitation Homes Operating Partnership LP 2.000% 8/15/31 5,222 3,752
  Invitation Homes Operating Partnership LP 4.150% 4/15/32 8,180 6,930
  Invitation Homes Operating Partnership LP 2.700% 1/15/34 9,295 6,560
  Kilroy Realty LP 3.450% 12/15/24 5,560 5,329
  Kilroy Realty LP 4.375% 10/1/25 5,180 4,977
  Kilroy Realty LP 4.750% 12/15/28 4,624 4,227
  Kilroy Realty LP 4.250% 8/15/29 1,858 1,639
  Kilroy Realty LP 3.050% 2/15/30 7,140 5,710
  Kilroy Realty LP 2.500% 11/15/32 3,089 2,225
  Kilroy Realty LP 2.650% 11/15/33 13,100 9,162
  Kimco Realty Corp. 4.450% 1/15/24 1,175 1,160
  Kimco Realty Corp. 2.700% 3/1/24 1,440 1,396
  Kimco Realty Corp. 3.300% 2/1/25 3,438 3,303
  Kimco Realty Corp. 3.850% 6/1/25 600 574
  Kimco Realty Corp. 2.800% 10/1/26 6,328 5,726
  Kimco Realty Corp. 3.800% 4/1/27 5,605 5,218
  Kimco Realty Corp. 1.900% 3/1/28 11,650 9,610
  Kimco Realty Corp. 2.700% 10/1/30 6,124 4,922
  Kimco Realty Corp. 2.250% 12/1/31 4,029 3,028
  Kimco Realty Corp. 3.200% 4/1/32 7,620 6,190
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Kimco Realty Corp. 4.600% 2/1/33      5,400       4,883
  Kimco Realty Corp. 4.250% 4/1/45      1,185         902
  Kimco Realty Corp. 4.125% 12/1/46      1,115         827
  Kimco Realty Corp. 4.450% 9/1/47      5,985       4,625
  Kimco Realty Corp. 3.700% 10/1/49      2,410       1,663
  Kite Realty Group LP 4.000% 10/1/26      8,755       8,108
  Kite Realty Group Trust 4.750% 9/15/30      4,665       4,056
  Life Storage LP 3.500% 7/1/26     18,900      17,731
  Life Storage LP 3.875% 12/15/27      1,000         915
  Life Storage LP 2.200% 10/15/30      3,050       2,322
  Life Storage LP 2.400% 10/15/31      8,178       6,162
  LXP Industrial Trust 2.700% 9/15/30      3,325       2,559
  LXP Industrial Trust 2.375% 10/1/31      6,725       4,900
  Mid-America Apartments LP 4.300% 10/15/23      8,887       8,818
  Mid-America Apartments LP 3.750% 6/15/24 4,880 4,775
  Mid-America Apartments LP 1.100% 9/15/26 1,173 1,001
  Mid-America Apartments LP 3.600% 6/1/27 9,637 8,943
  Mid-America Apartments LP 4.200% 6/15/28 1,717 1,597
  Mid-America Apartments LP 3.950% 3/15/29 2,319 2,112
  Mid-America Apartments LP 2.750% 3/15/30 14,928 12,469
  Mid-America Apartments LP 1.700% 2/15/31 7,820 5,914
  National Health Investors Inc. 3.000% 2/1/31 6,239 4,394
  National Retail Properties Inc. 3.900% 6/15/24 4,125 4,035
  National Retail Properties Inc. 3.600% 12/15/26 3,473 3,211
  National Retail Properties Inc. 3.500% 10/15/27 13,100 11,760
  National Retail Properties Inc. 4.300% 10/15/28 3,331 3,057
  National Retail Properties Inc. 2.500% 4/15/30 8,037 6,481
  National Retail Properties Inc. 4.800% 10/15/48 4,794 4,045
  National Retail Properties Inc. 3.100% 4/15/50 10,593 6,600
  National Retail Properties Inc. 3.500% 4/15/51 3,431 2,302
  National Retail Properties Inc. 3.000% 4/15/52 6,065 3,659
  Office Properties Income Trust 4.250% 5/15/24 375 345
  Office Properties Income Trust 4.500% 2/1/25 25,421 22,934
  Office Properties Income Trust 2.650% 6/15/26 2,789 2,093
  Office Properties Income Trust 3.450% 10/15/31 5,000 3,031
  Omega Healthcare Investors Inc. 4.950% 4/1/24 4,695 4,643
  Omega Healthcare Investors Inc. 4.500% 1/15/25 5,003 4,873
  Omega Healthcare Investors Inc. 5.250% 1/15/26 8,662 8,401
  Omega Healthcare Investors Inc. 4.500% 4/1/27 8,140 7,531
  Omega Healthcare Investors Inc. 4.750% 1/15/28 8,830 8,158
  Omega Healthcare Investors Inc. 3.625% 10/1/29 10,338 8,411
  Omega Healthcare Investors Inc. 3.375% 2/1/31 27,925 21,358
  Omega Healthcare Investors Inc. 3.250% 4/15/33 5,309 3,762
  Phillips Edison Grocery Center Operating Partnership I LP 2.625% 11/15/31 7,500 5,449
  Physicians Realty LP 4.300% 3/15/27 8,578 8,020
  Physicians Realty LP 3.950% 1/15/28 2,694 2,435
  Physicians Realty LP 2.625% 11/1/31 21,495 16,340
  Piedmont Operating Partnership LP 3.400% 6/1/23 4,507 4,449
  Piedmont Operating Partnership LP 4.450% 3/15/24 5,195 5,115
  Piedmont Operating Partnership LP 3.150% 8/15/30 4,000 3,111
  Piedmont Operating Partnership LP 2.750% 4/1/32 4,000 2,851
  Prologis LP 3.250% 10/1/26 3,533 3,305
  Prologis LP 2.125% 4/15/27 10,469 9,286
  Prologis LP 3.875% 9/15/28 6,148 5,729
  Prologis LP 4.375% 2/1/29 6,780 6,427
  Prologis LP 2.250% 4/15/30 21,798 17,813
  Prologis LP 1.250% 10/15/30 6,181 4,611
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Prologis LP 1.625% 3/15/31     11,751       8,923
  Prologis LP 4.375% 9/15/48      5,159       4,391
  Prologis LP 3.000% 4/15/50     11,505       7,658
  Prologis LP 2.125% 10/15/50      7,880       4,432
  Public Storage 0.875% 2/15/26      1,912       1,674
  Public Storage 1.500% 11/9/26      5,676       5,006
  Public Storage 3.094% 9/15/27      6,287       5,761
  Public Storage 3.385% 5/1/29      9,733       8,776
  Rayonier LP 2.750% 5/17/31      2,000       1,562
  Realty Income Corp. 4.600% 2/6/24      6,869       6,844
  Realty Income Corp. 3.875% 7/15/24      4,355       4,276
  Realty Income Corp. 3.875% 4/15/25     10,314      10,026
  Realty Income Corp. 4.625% 11/1/25     10,613      10,455
  Realty Income Corp. 0.750% 3/15/26      7,015       6,026
  Realty Income Corp. 4.875% 6/1/26 5,582 5,498
  Realty Income Corp. 4.125% 10/15/26 14,492 13,901
  Realty Income Corp. 3.000% 1/15/27 7,840 7,136
  Realty Income Corp. 3.950% 8/15/27 10,757 10,106
  Realty Income Corp. 3.400% 1/15/28 4,375 3,980
  Realty Income Corp. 3.650% 1/15/28 8,683 7,984
  Realty Income Corp. 2.200% 6/15/28 2,927 2,471
  Realty Income Corp. 3.250% 6/15/29 9,815 8,618
  Realty Income Corp. 3.100% 12/15/29 14,094 12,095
  Realty Income Corp. 3.250% 1/15/31 19,300 16,390
  Realty Income Corp. 2.850% 12/15/32 6,300 5,050
  Realty Income Corp. 1.800% 3/15/33 6,715 4,724
  Realty Income Corp. 4.650% 3/15/47 11,092 9,673
  Regency Centers LP 3.600% 2/1/27 3,950 3,666
  Regency Centers LP 4.125% 3/15/28 3,450 3,172
  Regency Centers LP 2.950% 9/15/29 8,940 7,397
  Regency Centers LP 3.700% 6/15/30 8,510 7,322
  Regency Centers LP 4.400% 2/1/47 5,750 4,449
  Regency Centers LP 4.650% 3/15/49 3,910 3,094
  Rexford Industrial Realty LP 2.125% 12/1/30 5,050 3,845
  Rexford Industrial Realty LP 2.150% 9/1/31 3,056 2,289
  Sabra Health Care LP 5.125% 8/15/26 11,034 10,358
  Sabra Health Care LP 3.900% 10/15/29 10,025 8,208
  Safehold Operating Partnership LP 2.800% 6/15/31 2,175 1,632
  Safehold Operating Partnership LP 2.850% 1/15/32 8,665 6,431
  Simon Property Group LP 3.750% 2/1/24 5,953 5,866
  Simon Property Group LP 2.000% 9/13/24 8,192 7,741
  Simon Property Group LP 3.375% 10/1/24 5,252 5,096
  Simon Property Group LP 3.500% 9/1/25 18,132 17,314
  Simon Property Group LP 3.300% 1/15/26 2,794 2,633
  Simon Property Group LP 3.250% 11/30/26 6,367 5,890
  Simon Property Group LP 1.375% 1/15/27 3,255 2,781
  Simon Property Group LP 3.375% 6/15/27 13,513 12,395
  Simon Property Group LP 3.375% 12/1/27 14,250 12,918
  Simon Property Group LP 1.750% 2/1/28 13,800 11,454
  Simon Property Group LP 2.450% 9/13/29 32,012 26,089
  Simon Property Group LP 2.650% 7/15/30 7,972 6,447
  Simon Property Group LP 2.200% 2/1/31 10,552 8,103
  Simon Property Group LP 2.250% 1/15/32 6,715 5,051
  Simon Property Group LP 2.650% 2/1/32 7,251 5,662
  Simon Property Group LP 6.750% 2/1/40 13,013 13,502
  Simon Property Group LP 4.750% 3/15/42 1,971 1,655
  Simon Property Group LP 4.250% 10/1/44 1,694 1,314
  Simon Property Group LP 4.250% 11/30/46 8,250 6,431
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Simon Property Group LP 3.250% 9/13/49     11,863       7,673
  Simon Property Group LP 3.800% 7/15/50     10,927       7,645
  SITE Centers Corp. 3.900% 8/15/24      1,000         960
  SITE Centers Corp. 3.625% 2/1/25      7,519       7,087
  SITE Centers Corp. 4.250% 2/1/26      2,940       2,774
  SITE Centers Corp. 4.700% 6/1/27      9,390       8,723
  Spirit Realty LP 4.450% 9/15/26      4,626       4,387
  Spirit Realty LP 3.200% 1/15/27      3,829       3,366
  Spirit Realty LP 4.000% 7/15/29      6,733       5,818
  Spirit Realty LP 3.400% 1/15/30      6,147       5,020
  Spirit Realty LP 3.200% 2/15/31      4,635       3,629
  Spirit Realty LP 2.700% 2/15/32      4,655       3,361
  STORE Capital Corp. 4.500% 3/15/28      4,915       4,704
  STORE Capital Corp. 4.625% 3/15/29      4,685       4,506
  STORE Capital Corp. 2.750% 11/18/30 2,439 2,150
  Sun Communities Operating LP 2.300% 11/1/28 2,000 1,609
  Sun Communities Operating LP 4.200% 4/15/32 13,130 11,010
  Tanger Properties LP 3.125% 9/1/26 6,100 5,502
  Tanger Properties LP 3.875% 7/15/27 3,300 2,934
  Tanger Properties LP 2.750% 9/1/31 5,000 3,570
3 UDR Inc. 2.950% 9/1/26 8,930 8,110
3 UDR Inc. 3.500% 7/1/27 3,300 3,022
3 UDR Inc. 3.500% 1/15/28 6,670 5,924
3 UDR Inc. 3.200% 1/15/30 2,500 2,107
  UDR Inc. 3.000% 8/15/31 6,433 5,148
3 UDR Inc. 2.100% 8/1/32 1,875 1,359
3 UDR Inc. 1.900% 3/15/33 9,728 6,767
3 UDR Inc. 2.100% 6/15/33 3,950 2,754
  UDR Inc. 3.100% 11/1/34 5,130 3,941
  Ventas Realty LP 3.500% 4/15/24 3,651 3,557
  Ventas Realty LP 3.750% 5/1/24 2,300 2,248
  Ventas Realty LP 2.650% 1/15/25 9,415 8,858
  Ventas Realty LP 3.500% 2/1/25 1,672 1,598
  Ventas Realty LP 4.125% 1/15/26 2,916 2,789
  Ventas Realty LP 3.250% 10/15/26 2,275 2,089
  Ventas Realty LP 3.850% 4/1/27 5,327 4,970
  Ventas Realty LP 4.000% 3/1/28 14,300 13,113
  Ventas Realty LP 4.400% 1/15/29 7,344 6,772
  Ventas Realty LP 3.000% 1/15/30 6,990 5,809
  Ventas Realty LP 4.750% 11/15/30 6,814 6,300
  Ventas Realty LP 5.700% 9/30/43 3,800 3,436
  Ventas Realty LP 4.375% 2/1/45 3,170 2,471
  Ventas Realty LP 4.875% 4/15/49 6,057 5,136
  VICI Properties LP 4.375% 5/15/25 1,890 1,797
  VICI Properties LP 4.750% 2/15/28 14,340 13,177
  VICI Properties LP 4.950% 2/15/30 12,245 11,072
  VICI Properties LP 5.125% 5/15/32 19,125 16,966
  VICI Properties LP 5.625% 5/15/52 9,160 7,579
  Vornado Realty LP 3.500% 1/15/25 4,797 4,479
  Vornado Realty LP 3.400% 6/1/31 2,030 1,551
  Welltower Inc. 4.500% 1/15/24 2,241 2,222
  Welltower Inc. 3.625% 3/15/24 16,533 16,160
  Welltower Inc. 4.000% 6/1/25 15,046 14,460
  Welltower Inc. 4.250% 4/1/26 22,147 21,235
  Welltower Inc. 2.700% 2/15/27 18,527 16,529
  Welltower Inc. 4.250% 4/15/28 3,116 2,899
  Welltower Inc. 4.125% 3/15/29 16,807 15,251
  Welltower Inc. 3.100% 1/15/30 13,033 10,854
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Welltower Inc. 2.750% 1/15/31     16,685      13,168
  Welltower Inc. 3.850% 6/15/32      3,118       2,668
  Welltower Inc. 6.500% 3/15/41      5,797       5,734
  Welltower Inc. 5.125% 3/15/43      1,260       1,066
  Welltower Inc. 4.950% 9/1/48      3,437       2,932
  Weyerhaeuser Co. 4.000% 11/15/29     11,581      10,411
  Weyerhaeuser Co. 4.000% 4/15/30     10,587       9,365
  Weyerhaeuser Co. 7.375% 3/15/32      4,436       4,799
  Weyerhaeuser Co. 4.000% 3/9/52      1,900       1,393
  WP Carey Inc. 4.600% 4/1/24      9,127       9,040
  WP Carey Inc. 4.000% 2/1/25      1,967       1,905
  WP Carey Inc. 4.250% 10/1/26      5,037       4,764
  WP Carey Inc. 3.850% 7/15/29      5,321       4,697
  WP Carey Inc. 2.250% 4/1/33     15,225      10,814
            2,855,166
Technology (2.4%)
  Adobe Inc. 1.900% 2/1/25 2,156 2,031
  Adobe Inc. 3.250% 2/1/25 16,390 15,906
  Adobe Inc. 2.150% 2/1/27 13,305 12,016
  Adobe Inc. 2.300% 2/1/30 18,466 15,381
  Amdocs Ltd. 2.538% 6/15/30 9,000 7,111
  Analog Devices Inc. 2.950% 4/1/25 4,852 4,662
  Analog Devices Inc. 3.500% 12/5/26 13,446 12,787
  Analog Devices Inc. 1.700% 10/1/28 11,190 9,360
  Analog Devices Inc. 2.100% 10/1/31 13,249 10,520
  Analog Devices Inc. 2.800% 10/1/41 10,940 7,750
  Analog Devices Inc. 2.950% 10/1/51 12,295 8,189
  Apple Inc. 3.000% 2/9/24 7,567 7,429
  Apple Inc. 3.450% 5/6/24 24,031 23,648
  Apple Inc. 2.850% 5/11/24 33,269 32,457
  Apple Inc. 1.800% 9/11/24 9,257 8,823
  Apple Inc. 2.750% 1/13/25 18,384 17,694
  Apple Inc. 2.500% 2/9/25 25,627 24,482
  Apple Inc. 1.125% 5/11/25 43,832 40,230
  Apple Inc. 3.200% 5/13/25 27,411 26,561
  Apple Inc. 0.550% 8/20/25 14,497 12,981
  Apple Inc. 0.700% 2/8/26 16,813 14,808
  Apple Inc. 3.250% 2/23/26 39,641 38,025
  Apple Inc. 2.450% 8/4/26 39,008 36,044
  Apple Inc. 2.050% 9/11/26 15,247 13,869
  Apple Inc. 3.350% 2/9/27 37,157 35,488
  Apple Inc. 3.200% 5/11/27 48,791 46,003
  Apple Inc. 3.000% 6/20/27 4,100 3,851
  Apple Inc. 2.900% 9/12/27 38,213 35,258
  Apple Inc. 3.000% 11/13/27 16,038 14,837
  Apple Inc. 1.200% 2/8/28 53,309 44,628
  Apple Inc. 1.400% 8/5/28 30,560 25,444
  Apple Inc. 2.200% 9/11/29 28,102 23,951
  Apple Inc. 1.650% 5/11/30 22,527 18,099
  Apple Inc. 1.250% 8/20/30 20,119 15,536
  Apple Inc. 1.650% 2/8/31 37,922 29,892
  Apple Inc. 1.700% 8/5/31 11,613 9,106
  Apple Inc. 4.500% 2/23/36 16,247 15,744
  Apple Inc. 2.375% 2/8/41 16,983 11,785
  Apple Inc. 3.850% 5/4/43 28,653 24,112
  Apple Inc. 4.450% 5/6/44 3,374 3,097
  Apple Inc. 3.450% 2/9/45 25,959 20,452
  Apple Inc. 4.375% 5/13/45 24,930 22,370
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Apple Inc. 4.650% 2/23/46     45,959      42,842
  Apple Inc. 3.850% 8/4/46     31,239      25,876
  Apple Inc. 3.750% 9/12/47     16,609      13,487
  Apple Inc. 3.750% 11/13/47     15,378      12,525
  Apple Inc. 2.950% 9/11/49     16,924      11,946
  Apple Inc. 2.650% 5/11/50     49,397      32,621
  Apple Inc. 2.400% 8/20/50     16,619      10,378
  Apple Inc. 2.650% 2/8/51     33,920      22,258
  Apple Inc. 2.700% 8/5/51     21,617      14,247
  Apple Inc. 2.550% 8/20/60     13,055       7,850
  Apple Inc. 2.800% 2/8/61     29,140      18,261
  Apple Inc. 2.850% 8/5/61     18,425      11,632
  Applied Materials Inc. 3.900% 10/1/25     15,205      14,896
  Applied Materials Inc. 3.300% 4/1/27     15,416      14,484
  Applied Materials Inc. 1.750% 6/1/30 11,300 8,932
  Applied Materials Inc. 5.100% 10/1/35 11,018 10,821
  Applied Materials Inc. 5.850% 6/15/41 9,051 9,426
  Applied Materials Inc. 4.350% 4/1/47 5,304 4,577
  Applied Materials Inc. 2.750% 6/1/50 10,010 6,492
  Arrow Electronics Inc. 3.250% 9/8/24 9,054 8,710
  Arrow Electronics Inc. 4.000% 4/1/25 4,596 4,423
  Arrow Electronics Inc. 3.875% 1/12/28 7,270 6,552
  Arrow Electronics Inc. 2.950% 2/15/32 4,905 3,740
  Autodesk Inc. 4.375% 6/15/25 3,538 3,484
  Autodesk Inc. 3.500% 6/15/27 10,165 9,419
  Autodesk Inc. 2.850% 1/15/30 6,675 5,613
  Autodesk Inc. 2.400% 12/15/31 14,325 11,149
  Automatic Data Processing Inc. 3.375% 9/15/25 19,967 19,366
  Automatic Data Processing Inc. 1.700% 5/15/28 12,110 10,381
  Automatic Data Processing Inc. 1.250% 9/1/30 12,225 9,436
  Avnet Inc. 4.625% 4/15/26 6,988 6,727
  Avnet Inc. 3.000% 5/15/31 3,905 2,943
  Block Financial LLC 5.250% 10/1/25 12,365 12,246
  Block Financial LLC 2.500% 7/15/28 5,600 4,636
  Block Financial LLC 3.875% 8/15/30 8,975 7,660
  Broadcom Corp. 3.875% 1/15/27 50,777 46,800
  Broadcom Corp. 3.500% 1/15/28 4,635 4,110
  Broadcom Inc. 2.250% 11/15/23 12,000 11,648
  Broadcom Inc. 3.150% 11/15/25 19,644 18,461
  Broadcom Inc. 3.459% 9/15/26 26,300 24,413
7 Broadcom Inc. 1.950% 2/15/28 9,350 7,672
  Broadcom Inc. 4.110% 9/15/28 22,435 20,297
7 Broadcom Inc. 4.000% 4/15/29 1,205 1,062
  Broadcom Inc. 4.750% 4/15/29 25,618 23,945
  Broadcom Inc. 5.000% 4/15/30 25,713 23,900
  Broadcom Inc. 4.150% 11/15/30 33,536 28,986
7 Broadcom Inc. 2.450% 2/15/31 32,150 24,208
  Broadcom Inc. 4.300% 11/15/32 16,920 14,253
7 Broadcom Inc. 2.600% 2/15/33 14,784 10,589
7 Broadcom Inc. 3.419% 4/15/33 32,461 24,905
7 Broadcom Inc. 3.469% 4/15/34 39,145 29,439
7 Broadcom Inc. 3.137% 11/15/35 18,715 13,122
7 Broadcom Inc. 3.187% 11/15/36 12,294 8,418
7 Broadcom Inc. 4.926% 5/15/37 32,462 26,855
7 Broadcom Inc. 3.500% 2/15/41 29,980 20,220
7 Broadcom Inc. 3.750% 2/15/51 16,775 10,937
  Broadridge Financial Solutions Inc. 3.400% 6/27/26 7,450 6,958
  Broadridge Financial Solutions Inc. 2.900% 12/1/29 9,556 7,936
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Broadridge Financial Solutions Inc. 2.600% 5/1/31     12,754      10,080
  Cadence Design Systems Inc. 4.375% 10/15/24      4,254       4,200
  CDW LLC 4.125% 5/1/25      4,088       3,865
  CDW LLC 4.250% 4/1/28      4,657       4,078
  CDW LLC 3.250% 2/15/29      9,660       7,848
  CGI Inc. 1.450% 9/14/26      8,000       6,921
  CGI Inc. 2.300% 9/14/31      5,500       4,088
  Cintas Corp. No. 2 3.700% 4/1/27     19,819      18,786
  Cisco Systems Inc. 3.625% 3/4/24     15,762      15,567
  Cisco Systems Inc. 3.500% 6/15/25      6,458       6,291
  Cisco Systems Inc. 2.950% 2/28/26      6,755       6,405
  Cisco Systems Inc. 2.500% 9/20/26      7,381       6,866
  Cisco Systems Inc. 5.900% 2/15/39     22,764      23,676
  Cisco Systems Inc. 5.500% 1/15/40     22,223      22,136
  Corning Inc. 4.700% 3/15/37 3,761 3,304
  Corning Inc. 5.750% 8/15/40 11,059 10,682
  Corning Inc. 4.750% 3/15/42 6,515 5,568
  Corning Inc. 5.350% 11/15/48 5,876 5,299
  Corning Inc. 3.900% 11/15/49 1,950 1,384
  Corning Inc. 4.375% 11/15/57 5,477 4,083
  Corning Inc. 5.850% 11/15/68 5,550 4,865
  Corning Inc. 5.450% 11/15/79 14,121 11,532
  Dell Inc. 7.100% 4/15/28 1,380 1,431
  Dell Inc. 6.500% 4/15/38 5,798 5,310
  Dell International LLC 4.000% 7/15/24 14,409 14,127
  Dell International LLC 5.850% 7/15/25 15,138 15,258
  Dell International LLC 6.020% 6/15/26 61,731 61,978
  Dell International LLC 4.900% 10/1/26 25,908 25,005
  Dell International LLC 6.100% 7/15/27 9,254 9,331
  Dell International LLC 5.300% 10/1/29 23,821 22,193
  Dell International LLC 6.200% 7/15/30 14,310 13,929
  Dell International LLC 8.100% 7/15/36 13,637 14,465
7 Dell International LLC 3.375% 12/15/41 14,205 8,775
  Dell International LLC 8.350% 7/15/46 6,828 7,393
7 Dell International LLC 3.450% 12/15/51 17,505 9,998
  DXC Technology Co. 1.800% 9/15/26 11,070 9,486
  DXC Technology Co. 2.375% 9/15/28 9,938 8,142
  Equifax Inc. 2.600% 12/1/24 5,836 5,537
  Equifax Inc. 2.600% 12/15/25 5,915 5,414
  Equifax Inc. 3.100% 5/15/30 8,762 7,257
  Equifax Inc. 2.350% 9/15/31 14,817 11,161
  Fidelity National Information Services Inc. 0.600% 3/1/24 10,880 10,201
  Fidelity National Information Services Inc. 1.150% 3/1/26 16,367 14,150
  Fidelity National Information Services Inc. 1.650% 3/1/28 10,271 8,414
  Fidelity National Information Services Inc. 3.750% 5/21/29 6,609 5,951
  Fidelity National Information Services Inc. 2.250% 3/1/31 18,325 14,129
  Fidelity National Information Services Inc. 3.100% 3/1/41 12,985 8,635
  Fidelity National Information Services Inc. 4.500% 8/15/46 2,871 2,289
  Fiserv Inc. 3.800% 10/1/23 18,722 18,532
  Fiserv Inc. 2.750% 7/1/24 33,429 32,098
  Fiserv Inc. 3.850% 6/1/25 31,310 30,117
  Fiserv Inc. 3.200% 7/1/26 25,156 23,186
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Fiserv Inc. 2.250% 6/1/27     14,518      12,528
  Fiserv Inc. 4.200% 10/1/28     13,420      12,428
  Fiserv Inc. 3.500% 7/1/29     40,151      34,988
  Fiserv Inc. 2.650% 6/1/30     14,165      11,483
  Fiserv Inc. 4.400% 7/1/49     29,297      22,710
  Flex Ltd. 3.750% 2/1/26      6,904       6,413
  Flex Ltd. 4.875% 6/15/29      7,345       6,642
  Flex Ltd. 4.875% 5/12/30      3,675       3,307
  Fortinet Inc. 1.000% 3/15/26      6,650       5,727
  Fortinet Inc. 2.200% 3/15/31      6,575       4,972
  Global Payments Inc. 1.500% 11/15/24      6,400       5,894
  Global Payments Inc. 2.650% 2/15/25     20,144      18,806
  Global Payments Inc. 1.200% 3/1/26      5,673       4,881
  Global Payments Inc. 4.800% 4/1/26     10,545      10,211
  Global Payments Inc. 2.150% 1/15/27 9,858 8,437
  Global Payments Inc. 4.950% 8/15/27 1,720 1,640
  Global Payments Inc. 4.450% 6/1/28 7,280 6,685
  Global Payments Inc. 3.200% 8/15/29 19,247 16,055
  Global Payments Inc. 2.900% 5/15/30 9,872 7,900
  Global Payments Inc. 2.900% 11/15/31 10,496 8,043
  Global Payments Inc. 5.400% 8/15/32 5,845 5,419
  Global Payments Inc. 4.150% 8/15/49 13,999 9,669
  Global Payments Inc. 5.950% 8/15/52 7,000 6,152
  GXO Logistics Inc. 1.650% 7/15/26 6,999 5,753
  GXO Logistics Inc. 2.650% 7/15/31 8,750 6,172
  Harman International Industries Inc. 4.150% 5/15/25 5,586 5,440
  Hewlett Packard Enterprise Co. 4.450% 10/2/23 15,595 15,518
  Hewlett Packard Enterprise Co. 1.450% 4/1/24 9,925 9,424
  Hewlett Packard Enterprise Co. 4.900% 10/15/25 31,105 30,835
  Hewlett Packard Enterprise Co. 1.750% 4/1/26 4,455 3,965
  Hewlett Packard Enterprise Co. 6.200% 10/15/35 11,429 11,200
  Hewlett Packard Enterprise Co. 6.350% 10/15/45 21,094 19,202
  HP Inc. 2.200% 6/17/25 22,704 21,026
  HP Inc. 1.450% 6/17/26 23,530 20,299
  HP Inc. 3.000% 6/17/27 19,636 17,431
  HP Inc. 4.750% 1/15/28 9,620 9,039
  HP Inc. 4.000% 4/15/29 13,045 11,474
  HP Inc. 3.400% 6/17/30 22,975 18,652
  HP Inc. 2.650% 6/17/31 13,845 10,189
  HP Inc. 4.200% 4/15/32 12,510 10,185
  HP Inc. 5.500% 1/15/33 11,475 10,177
  HP Inc. 6.000% 9/15/41 16,612 14,442
  Hubbell Inc. 3.350% 3/1/26 4,851 4,613
  Hubbell Inc. 3.150% 8/15/27 3,200 2,900
  Hubbell Inc. 3.500% 2/15/28 12,120 11,114
  Hubbell Inc. 2.300% 3/15/31 3,000 2,397
  Intel Corp. 2.875% 5/11/24 15,157 14,767
  Intel Corp. 3.400% 3/25/25 19,460 18,869
  Intel Corp. 3.700% 7/29/25 31,805 30,990
  Intel Corp. 2.600% 5/19/26 20,302 18,867
  Intel Corp. 3.750% 3/25/27 10,862 10,397
  Intel Corp. 3.750% 8/5/27 8,985 8,529
  Intel Corp. 1.600% 8/12/28 14,397 11,942
  Intel Corp. 2.450% 11/15/29 30,018 25,088
  Intel Corp. 3.900% 3/25/30 20,845 19,101
  Intel Corp. 2.000% 8/12/31 16,452 12,757
  Intel Corp. 4.150% 8/5/32 12,500 11,409
  Intel Corp. 4.000% 12/15/32 12,537 11,331
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Intel Corp. 4.600% 3/25/40      5,206       4,587
  Intel Corp. 2.800% 8/12/41      9,893       6,667
  Intel Corp. 4.800% 10/1/41     13,084      11,722
  Intel Corp. 4.250% 12/15/42      7,716       6,359
  Intel Corp. 4.900% 7/29/45      3,563       3,183
  Intel Corp. 4.100% 5/19/46     17,027      13,648
  Intel Corp. 3.734% 12/8/47     33,957      25,209
  Intel Corp. 3.250% 11/15/49     22,471      14,955
  Intel Corp. 4.750% 3/25/50     29,345      25,305
  Intel Corp. 3.050% 8/12/51     21,935      14,032
  Intel Corp. 3.100% 2/15/60     12,680       7,657
  Intel Corp. 3.200% 8/12/61      9,806       6,078
  Intel Corp. 5.050% 8/5/62     22,865      19,849
  International Business Machines Corp. 3.625% 2/12/24     26,280      25,899
  International Business Machines Corp. 3.000% 5/15/24 37,295 36,296
  International Business Machines Corp. 7.000% 10/30/25 6,985 7,404
  International Business Machines Corp. 3.450% 2/19/26 17,642 16,830
  International Business Machines Corp. 3.300% 5/15/26 48,425 45,664
  International Business Machines Corp. 3.300% 1/27/27 1,515 1,412
  International Business Machines Corp. 1.700% 5/15/27 10,558 9,103
  International Business Machines Corp. 6.220% 8/1/27 5,550 5,813
  International Business Machines Corp. 6.500% 1/15/28 1,620 1,709
  International Business Machines Corp. 3.500% 5/15/29 33,480 30,257
  International Business Machines Corp. 1.950% 5/15/30 23,200 18,422
  International Business Machines Corp. 5.875% 11/29/32 2,599 2,669
  International Business Machines Corp. 4.150% 5/15/39 27,591 22,744
  International Business Machines Corp. 5.600% 11/30/39 3,210 3,115
  International Business Machines Corp. 2.850% 5/15/40 9,185 6,360
  International Business Machines Corp. 4.000% 6/20/42 14,725 11,581
  International Business Machines Corp. 4.250% 5/15/49 35,696 28,215
  International Business Machines Corp. 2.950% 5/15/50 9,035 5,674
  International Business Machines Corp. 3.430% 2/9/52 9,720 6,617
  Intuit Inc. 0.950% 7/15/25 8,300 7,483
  Intuit Inc. 1.350% 7/15/27 7,829 6,642
  Intuit Inc. 1.650% 7/15/30 6,898 5,379
  Jabil Inc. 1.700% 4/15/26 6,275 5,453
  Jabil Inc. 3.950% 1/12/28 9,235 8,381
  Jabil Inc. 3.600% 1/15/30 7,265 6,063
  Jabil Inc. 3.000% 1/15/31 9,431 7,445
  Juniper Networks Inc. 1.200% 12/10/25 3,832 3,357
  Juniper Networks Inc. 3.750% 8/15/29 8,698 7,473
  Juniper Networks Inc. 2.000% 12/10/30 4,097 3,011
  Juniper Networks Inc. 5.950% 3/15/41 8,520 7,563
  KLA Corp. 4.650% 11/1/24 4,991 4,978
  KLA Corp. 4.100% 3/15/29 15,291 14,519
  KLA Corp. 4.650% 7/15/32 6,515 6,255
  KLA Corp. 5.000% 3/15/49 5,745 5,249
  KLA Corp. 3.300% 3/1/50 10,094 7,096
  KLA Corp. 4.950% 7/15/52 15,225 13,829
  KLA Corp. 5.250% 7/15/62 22,633 20,865
  Kyndryl Holdings Inc. 2.050% 10/15/26 4,765 3,830
  Kyndryl Holdings Inc. 2.700% 10/15/28 6,883 5,063
  Kyndryl Holdings Inc. 3.150% 10/15/31 7,100 4,695
  Kyndryl Holdings Inc. 4.100% 10/15/41 5,930 3,400
  Lam Research Corp. 3.800% 3/15/25 6,154 6,017
  Lam Research Corp. 3.750% 3/15/26 12,555 12,060
  Lam Research Corp. 4.000% 3/15/29 9,750 9,125
  Lam Research Corp. 1.900% 6/15/30 13,617 10,787
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Lam Research Corp. 4.875% 3/15/49     11,035      10,145
  Lam Research Corp. 2.875% 6/15/50      9,025       5,924
  Lam Research Corp. 3.125% 6/15/60      4,050       2,596
  Legrand France SA 8.500% 2/15/25      5,195       5,620
  Leidos Inc. 3.625% 5/15/25      6,500       6,223
  Leidos Inc. 4.375% 5/15/30     11,300       9,887
  Leidos Inc. 2.300% 2/15/31     14,100      10,391
  Marvell Technology Inc. 2.450% 4/15/28      7,682       6,374
3 Marvell Technology Inc. 4.875% 6/22/28     14,302      13,412
  Marvell Technology Inc. 2.950% 4/15/31      4,292       3,330
  Maxim Integrated Products Inc. 3.450% 6/15/27      6,038       5,574
  Microchip Technology Inc. 4.250% 9/1/25     12,570      12,158
  Micron Technology Inc. 4.975% 2/6/26      4,739       4,637
  Micron Technology Inc. 4.185% 2/15/27     21,833      20,446
  Micron Technology Inc. 5.327% 2/6/29 5,223 4,957
  Micron Technology Inc. 4.663% 2/15/30 9,480 8,465
  Micron Technology Inc. 2.703% 4/15/32 9,690 7,047
  Micron Technology Inc. 3.366% 11/1/41 4,523 2,897
  Micron Technology Inc. 3.477% 11/1/51 6,420 3,800
  Microsoft Corp. 3.625% 12/15/23 8,246 8,171
  Microsoft Corp. 2.875% 2/6/24 36,812 36,085
  Microsoft Corp. 2.700% 2/12/25 14,688 14,103
  Microsoft Corp. 3.125% 11/3/25 44,836 43,122
  Microsoft Corp. 2.400% 8/8/26 57,493 53,233
  Microsoft Corp. 3.300% 2/6/27 53,281 50,770
  Microsoft Corp. 3.500% 2/12/35 20,413 18,362
  Microsoft Corp. 4.200% 11/3/35 3,850 3,646
  Microsoft Corp. 3.450% 8/8/36 35,655 31,161
  Microsoft Corp. 4.100% 2/6/37 17,132 15,800
  Microsoft Corp. 5.300% 2/8/41 620 647
  Microsoft Corp. 3.750% 2/12/45 1,480 1,225
  Microsoft Corp. 3.700% 8/8/46 53,526 44,447
  Microsoft Corp. 2.525% 6/1/50 94,510 62,160
  Microsoft Corp. 2.921% 3/17/52 104,157 73,644
  Microsoft Corp. 3.950% 8/8/56 653 544
  Microsoft Corp. 2.675% 6/1/60 47,760 30,250
  Microsoft Corp. 3.041% 3/17/62 46,430 31,676
  Moody's Corp. 4.875% 2/15/24 8,827 8,836
  Moody's Corp. 3.750% 3/24/25 5,408 5,243
  Moody's Corp. 3.250% 1/15/28 7,130 6,449
  Moody's Corp. 4.250% 2/1/29 5,969 5,642
  Moody's Corp. 2.000% 8/19/31 7,945 6,067
  Moody's Corp. 2.750% 8/19/41 7,674 5,092
  Moody's Corp. 5.250% 7/15/44 8,486 7,792
  Moody's Corp. 4.875% 12/17/48 1,199 1,054
  Moody's Corp. 3.250% 5/20/50 5,360 3,620
  Moody's Corp. 3.750% 2/25/52 6,500 4,803
  Moody's Corp. 2.550% 8/18/60 7,975 4,305
  Moody's Corp. 3.100% 11/29/61 5,975 3,625
  Motorola Solutions Inc. 4.000% 9/1/24 1,041 1,021
  Motorola Solutions Inc. 4.600% 2/23/28 10,970 10,372
  Motorola Solutions Inc. 4.600% 5/23/29 2,986 2,752
  Motorola Solutions Inc. 2.300% 11/15/30 6,944 5,220
  Motorola Solutions Inc. 2.750% 5/24/31 8,805 6,749
  Motorola Solutions Inc. 5.500% 9/1/44 6,565 5,558
  NetApp Inc. 3.300% 9/29/24 6,853 6,644
  NetApp Inc. 1.875% 6/22/25 6,110 5,578
  NetApp Inc. 2.375% 6/22/27 6,767 5,973
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  NetApp Inc. 2.700% 6/22/30     11,916       9,677
  NVIDIA Corp. 0.584% 6/14/24      6,800       6,356
  NVIDIA Corp. 3.200% 9/16/26     23,182      22,072
  NVIDIA Corp. 1.550% 6/15/28     16,464      13,651
  NVIDIA Corp. 2.850% 4/1/30     17,664      15,146
  NVIDIA Corp. 2.000% 6/15/31     17,015      13,406
  NVIDIA Corp. 3.500% 4/1/40     15,738      12,271
  NVIDIA Corp. 3.500% 4/1/50     26,280      19,344
  NVIDIA Corp. 3.700% 4/1/60      7,798       5,582
  NXP BV 4.875% 3/1/24     12,259      12,125
  NXP BV 2.700% 5/1/25      6,923       6,429
  NXP BV 5.350% 3/1/26      7,121       7,060
  NXP BV 3.875% 6/18/26      6,933       6,474
  NXP BV 3.150% 5/1/27      9,008       8,087
  NXP BV 5.550% 12/1/28 8,441 8,182
  NXP BV 4.300% 6/18/29 22,278 19,878
  NXP BV 3.400% 5/1/30 18,592 15,483
  NXP BV 2.500% 5/11/31 23,493 17,624
  NXP BV 2.650% 2/15/32 15,217 11,380
  NXP BV 5.000% 1/15/33 7,020 6,296
  NXP BV 3.250% 5/11/41 12,152 7,968
  NXP BV 3.125% 2/15/42 4,715 2,997
  NXP BV 3.250% 11/30/51 5,950 3,575
  Oracle Corp. 2.400% 9/15/23 30,511 29,760
  Oracle Corp. 3.400% 7/8/24 27,157 26,420
  Oracle Corp. 2.950% 11/15/24 33,603 32,067
  Oracle Corp. 2.500% 4/1/25 70,491 65,759
  Oracle Corp. 2.950% 5/15/25 20,882 19,637
  Oracle Corp. 1.650% 3/25/26 36,729 32,210
  Oracle Corp. 2.650% 7/15/26 62,082 55,864
  Oracle Corp. 2.800% 4/1/27 41,740 36,882
  Oracle Corp. 3.250% 11/15/27 8,304 7,398
  Oracle Corp. 2.300% 3/25/28 28,139 23,487
  Oracle Corp. 2.950% 4/1/30 38,991 31,466
  Oracle Corp. 3.250% 5/15/30 3,630 2,988
  Oracle Corp. 2.875% 3/25/31 45,621 35,938
  Oracle Corp. 4.300% 7/8/34 23,346 19,068
  Oracle Corp. 3.900% 5/15/35 11,796 9,043
  Oracle Corp. 3.850% 7/15/36 25,109 18,799
  Oracle Corp. 3.800% 11/15/37 25,348 18,463
  Oracle Corp. 6.500% 4/15/38 15,277 14,557
  Oracle Corp. 6.125% 7/8/39 11,253 10,235
  Oracle Corp. 3.600% 4/1/40 43,001 29,160
  Oracle Corp. 5.375% 7/15/40 28,635 23,845
  Oracle Corp. 3.650% 3/25/41 29,648 20,125
  Oracle Corp. 4.500% 7/8/44 13,388 9,838
  Oracle Corp. 4.125% 5/15/45 26,837 18,222
  Oracle Corp. 4.000% 7/15/46 41,993 28,421
  Oracle Corp. 4.000% 11/15/47 31,921 21,435
  Oracle Corp. 3.600% 4/1/50 59,025 36,930
  Oracle Corp. 3.950% 3/25/51 36,381 24,152
  Oracle Corp. 4.375% 5/15/55 11,273 7,645
  Oracle Corp. 3.850% 4/1/60 45,710 27,626
  Oracle Corp. 4.100% 3/25/61 19,889 12,589
  PayPal Holdings Inc. 2.400% 10/1/24 16,025 15,309
  PayPal Holdings Inc. 1.650% 6/1/25 6,400 5,906
  PayPal Holdings Inc. 2.650% 10/1/26 23,915 21,962
  PayPal Holdings Inc. 2.850% 10/1/29 21,665 18,555
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  PayPal Holdings Inc. 2.300% 6/1/30     11,435       9,314
  PayPal Holdings Inc. 4.400% 6/1/32      5,945       5,543
  PayPal Holdings Inc. 3.250% 6/1/50     16,963      11,469
  PayPal Holdings Inc. 5.050% 6/1/52      5,275       4,686
  PayPal Holdings Inc. 5.250% 6/1/62      6,068       5,416
7 Qorvo Inc. 1.750% 12/15/24      5,365       4,920
  Qorvo Inc. 4.375% 10/15/29     11,712      10,034
  QUALCOMM Inc. 2.900% 5/20/24     15,040      14,624
  QUALCOMM Inc. 3.450% 5/20/25     15,686      15,219
  QUALCOMM Inc. 3.250% 5/20/27     24,999      23,416
  QUALCOMM Inc. 1.300% 5/20/28     22,933      18,944
  QUALCOMM Inc. 2.150% 5/20/30      7,516       6,208
  QUALCOMM Inc. 1.650% 5/20/32     15,437      11,578
  QUALCOMM Inc. 4.250% 5/20/32      4,300       4,061
  QUALCOMM Inc. 4.650% 5/20/35 11,777 11,074
  QUALCOMM Inc. 4.800% 5/20/45 21,049 19,026
  QUALCOMM Inc. 4.300% 5/20/47 18,288 15,550
  QUALCOMM Inc. 3.250% 5/20/50 8,375 6,052
  QUALCOMM Inc. 4.500% 5/20/52 10,900 9,373
  Quanta Services Inc. 2.900% 10/1/30 13,810 11,121
  Quanta Services Inc. 3.050% 10/1/41 871 552
  RELX Capital Inc. 4.000% 3/18/29 3,016 2,770
  RELX Capital Inc. 3.000% 5/22/30 9,570 8,062
  RELX Capital Inc. 4.750% 5/20/32 6,900 6,471
  Roper Technologies Inc. 2.350% 9/15/24 3,828 3,640
  Roper Technologies Inc. 1.000% 9/15/25 9,268 8,223
  Roper Technologies Inc. 3.850% 12/15/25 2,555 2,441
  Roper Technologies Inc. 3.800% 12/15/26 12,179 11,537
  Roper Technologies Inc. 1.400% 9/15/27 11,269 9,309
  Roper Technologies Inc. 4.200% 9/15/28 14,249 13,332
  Roper Technologies Inc. 2.950% 9/15/29 14,475 12,207
  Roper Technologies Inc. 2.000% 6/30/30 11,300 8,673
  Roper Technologies Inc. 1.750% 2/15/31 13,935 10,306
  S&P Global Inc. 2.950% 1/22/27 2,695 2,492
7 S&P Global Inc. 2.450% 3/1/27 8,210 7,371
7 S&P Global Inc. 4.750% 8/1/28 10,215 9,986
7 S&P Global Inc. 2.700% 3/1/29 8,280 7,163
7 S&P Global Inc. 4.250% 5/1/29 12,382 11,643
  S&P Global Inc. 2.500% 12/1/29 11,341 9,507
  S&P Global Inc. 1.250% 8/15/30 8,929 6,710
7 S&P Global Inc. 2.900% 3/1/32 18,935 15,820
  S&P Global Inc. 3.250% 12/1/49 9,541 6,692
7 S&P Global Inc. 3.700% 3/1/52 9,010 6,822
  S&P Global Inc. 2.300% 8/15/60 12,383 6,496
7 S&P Global Inc. 3.900% 3/1/62 5,000 3,789
  Salesforce Inc. 3.700% 4/11/28 19,700 18,708
  Salesforce Inc. 1.500% 7/15/28 14,875 12,489
  Salesforce Inc. 1.950% 7/15/31 20,909 16,488
  Salesforce Inc. 2.700% 7/15/41 18,368 12,662
  Salesforce Inc. 2.900% 7/15/51 27,395 18,084
  Salesforce Inc. 3.050% 7/15/61 17,532 10,956
  ServiceNow Inc. 1.400% 9/1/30 20,025 14,753
  Skyworks Solutions Inc. 1.800% 6/1/26 9,855 8,567
  Skyworks Solutions Inc. 3.000% 6/1/31 10,354 7,869
  TD SYNNEX Corp. 1.750% 8/9/26 7,528 6,400
  TD SYNNEX Corp. 2.375% 8/9/28 9,323 7,508
  Teledyne FLIR LLC 2.500% 8/1/30 6,793 5,312
  Texas Instruments Inc. 2.625% 5/15/24 4,070 3,952
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Texas Instruments Inc. 1.375% 3/12/25     13,268      12,312
  Texas Instruments Inc. 1.125% 9/15/26      6,635       5,828
  Texas Instruments Inc. 2.900% 11/3/27     12,899      11,800
  Texas Instruments Inc. 2.250% 9/4/29     16,646      14,061
  Texas Instruments Inc. 1.750% 5/4/30      9,635       7,730
  Texas Instruments Inc. 1.900% 9/15/31      4,475       3,537
  Texas Instruments Inc. 3.875% 3/15/39     10,070       8,703
  Texas Instruments Inc. 4.150% 5/15/48     20,931      17,909
  Texas Instruments Inc. 2.700% 9/15/51      5,530       3,730
  TSMC Arizona Corp. 1.750% 10/25/26     16,578      14,576
  TSMC Arizona Corp. 3.875% 4/22/27      8,125       7,742
  TSMC Arizona Corp. 4.125% 4/22/29      6,400       6,047
  TSMC Arizona Corp. 2.500% 10/25/31     17,015      13,533
  TSMC Arizona Corp. 4.250% 4/22/32      7,370       6,803
  TSMC Arizona Corp. 3.125% 10/25/41 13,046 9,743
  TSMC Arizona Corp. 3.250% 10/25/51 13,985 9,943
  TSMC Arizona Corp. 4.500% 4/22/52 13,255 11,525
  Verisk Analytics Inc. 4.000% 6/15/25 12,641 12,234
  Verisk Analytics Inc. 4.125% 3/15/29 9,940 9,053
  Verisk Analytics Inc. 5.500% 6/15/45 6,048 5,686
  Verisk Analytics Inc. 3.625% 5/15/50 8,735 5,995
  VMware Inc. 4.500% 5/15/25 21,669 21,186
  VMware Inc. 1.400% 8/15/26 20,428 17,499
  VMware Inc. 4.650% 5/15/27 13,097 12,511
  VMware Inc. 3.900% 8/21/27 28,695 26,434
  VMware Inc. 1.800% 8/15/28 10,614 8,410
  VMware Inc. 4.700% 5/15/30 14,039 12,621
  VMware Inc. 2.200% 8/15/31 20,420 14,908
  Western Digital Corp. 4.750% 2/15/26 30,485 28,227
  Western Digital Corp. 2.850% 2/1/29 5,960 4,632
  Western Digital Corp. 3.100% 2/1/32 7,215 4,926
  Workday Inc. 3.500% 4/1/27 12,652 11,716
  Workday Inc. 3.700% 4/1/29 5,124 4,596
  Workday Inc. 3.800% 4/1/32 8,313 7,232
  Xilinx Inc. 2.950% 6/1/24 9,475 9,226
  Xilinx Inc. 2.375% 6/1/30 10,850 8,945
            6,363,637
Utilities (2.1%)
  AEP Texas Inc. 3.950% 6/1/28 12,350 11,386
3 AEP Texas Inc. 2.100% 7/1/30 5,190 4,048
  AEP Texas Inc. 3.800% 10/1/47 6,700 4,808
3 AEP Texas Inc. 3.450% 1/15/50 6,413 4,361
  AEP Transmission Co. LLC 3.100% 12/1/26 6,136 5,707
  AEP Transmission Co. LLC 4.000% 12/1/46 6,640 5,210
  AEP Transmission Co. LLC 3.750% 12/1/47 6,900 5,189
  AEP Transmission Co. LLC 4.250% 9/15/48 5,014 4,077
  AEP Transmission Co. LLC 3.800% 6/15/49 6,112 4,597
  AEP Transmission Co. LLC 3.150% 9/15/49 5,510 3,720
3 AEP Transmission Co. LLC 3.650% 4/1/50 8,414 6,213
3 AEP Transmission Co. LLC 2.750% 8/15/51 7,082 4,427
3 AEP Transmission Co. LLC 4.500% 6/15/52 7,770 6,614
  AES Corp. 1.375% 1/15/26 10,089 8,700
  AES Corp. 2.450% 1/15/31 10,733 8,226
3 Alabama Power Co. 3.550% 12/1/23 9,171 9,036
  Alabama Power Co. 3.750% 9/1/27 6,300 5,953
3 Alabama Power Co. 1.450% 9/15/30 4,989 3,816
  Alabama Power Co. 3.940% 9/1/32 5,216 4,702
  Alabama Power Co. 6.125% 5/15/38 1,667 1,697
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Alabama Power Co. 6.000% 3/1/39      3,222       3,296
  Alabama Power Co. 3.850% 12/1/42      2,925       2,294
  Alabama Power Co. 4.150% 8/15/44      6,722       5,433
  Alabama Power Co. 3.750% 3/1/45      4,969       3,746
  Alabama Power Co. 4.300% 1/2/46     11,568       9,491
3 Alabama Power Co. 3.700% 12/1/47      8,020       6,016
3 Alabama Power Co. 4.300% 7/15/48      3,845       3,177
  Alabama Power Co. 3.450% 10/1/49     23,336      16,531
  Alabama Power Co. 3.125% 7/15/51      8,718       5,892
  Alabama Power Co. 3.000% 3/15/52     18,675      12,267
  Ameren Corp. 2.500% 9/15/24      1,200       1,139
  Ameren Corp. 3.650% 2/15/26      5,140       4,881
  Ameren Corp. 1.950% 3/15/27      1,700       1,471
  Ameren Corp. 1.750% 3/15/28      6,000       4,960
  Ameren Corp. 3.500% 1/15/31 11,207 9,658
  Ameren Illinois Co. 3.250% 3/1/25 2,335 2,250
  Ameren Illinois Co. 3.800% 5/15/28 6,520 6,104
  Ameren Illinois Co. 1.550% 11/15/30 4,595 3,518
  Ameren Illinois Co. 3.850% 9/1/32 3,050 2,751
  Ameren Illinois Co. 4.150% 3/15/46 5,656 4,656
  Ameren Illinois Co. 3.700% 12/1/47 7,730 5,883
  Ameren Illinois Co. 4.500% 3/15/49 8,065 6,906
  Ameren Illinois Co. 3.250% 3/15/50 7,023 4,874
  Ameren Illinois Co. 2.900% 6/15/51 5,083 3,261
3 American Electric Power Co. Inc. 0.750% 11/1/23 3,000 2,868
  American Electric Power Co. Inc. 2.031% 3/15/24 8,000 7,649
3 American Electric Power Co. Inc. 1.000% 11/1/25 3,000 2,634
  American Electric Power Co. Inc. 3.200% 11/13/27 3,245 2,962
3 American Electric Power Co. Inc. 4.300% 12/1/28 10,720 10,050
  American Electric Power Co. Inc. 2.300% 3/1/30 362 289
  American Electric Power Co. Inc. 3.250% 3/1/50 5,732 3,691
  American Electric Power Co. Inc. 3.875% 2/15/62 5,270 4,152
  American Water Capital Corp. 3.850% 3/1/24 6,700 6,614
  American Water Capital Corp. 3.400% 3/1/25 8,835 8,529
  American Water Capital Corp. 2.950% 9/1/27 9,010 8,178
  American Water Capital Corp. 3.750% 9/1/28 7,071 6,582
  American Water Capital Corp. 3.450% 6/1/29 15,648 13,933
  American Water Capital Corp. 2.800% 5/1/30 5,374 4,558
  American Water Capital Corp. 2.300% 6/1/31 8,140 6,454
  American Water Capital Corp. 6.593% 10/15/37 8,391 8,895
  American Water Capital Corp. 4.300% 12/1/42 170 142
  American Water Capital Corp. 4.300% 9/1/45 8,027 6,575
  American Water Capital Corp. 4.000% 12/1/46 1,585 1,234
  American Water Capital Corp. 3.750% 9/1/47 9,871 7,420
  American Water Capital Corp. 4.200% 9/1/48 9,270 7,481
  American Water Capital Corp. 4.150% 6/1/49 7,135 5,728
  American Water Capital Corp. 3.450% 5/1/50 6,655 4,789
  American Water Capital Corp. 3.250% 6/1/51 6,345 4,433
  Appalachian Power Co. 3.400% 6/1/25 4,956 4,758
3 Appalachian Power Co. 3.300% 6/1/27 5,963 5,501
3 Appalachian Power Co. 2.700% 4/1/31 7,469 5,986
3 Appalachian Power Co. 4.500% 8/1/32 5,082 4,575
  Appalachian Power Co. 7.000% 4/1/38 1,060 1,137
  Appalachian Power Co. 4.400% 5/15/44 4,426 3,527
  Appalachian Power Co. 4.450% 6/1/45 9,172 7,324
3 Appalachian Power Co. 4.500% 3/1/49 13,900 11,291
3 Appalachian Power Co. 3.700% 5/1/50 6,700 4,786
  Arizona Public Service Co. 3.150% 5/15/25 5,202 4,940
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Arizona Public Service Co. 2.950% 9/15/27      1,500       1,334
  Arizona Public Service Co. 2.600% 8/15/29      4,704       3,874
  Arizona Public Service Co. 2.200% 12/15/31        715         537
  Arizona Public Service Co. 5.050% 9/1/41        395         340
  Arizona Public Service Co. 4.500% 4/1/42      9,909       8,009
  Arizona Public Service Co. 4.350% 11/15/45      1,350       1,041
  Arizona Public Service Co. 3.750% 5/15/46     13,030       9,395
  Arizona Public Service Co. 4.200% 8/15/48        546         418
  Arizona Public Service Co. 4.250% 3/1/49      6,956       5,284
  Arizona Public Service Co. 3.500% 12/1/49      3,905       2,620
  Arizona Public Service Co. 3.350% 5/15/50      2,995       1,957
  Arizona Public Service Co. 2.650% 9/15/50      3,454       1,971
  Atlantic City Electric Co. 2.300% 3/15/31      5,830       4,716
  Atmos Energy Corp. 3.000% 6/15/27      8,560       7,849
  Atmos Energy Corp. 2.625% 9/15/29 4,212 3,592
  Atmos Energy Corp. 1.500% 1/15/31 871 655
5 Atmos Energy Corp. 5.450% 10/15/32 1,500 1,516
  Atmos Energy Corp. 5.500% 6/15/41 10,450 10,175
  Atmos Energy Corp. 4.150% 1/15/43 6,657 5,496
  Atmos Energy Corp. 4.125% 10/15/44 3,961 3,208
  Atmos Energy Corp. 4.300% 10/1/48 2,975 2,507
  Atmos Energy Corp. 3.375% 9/15/49 20,303 14,499
  Atmos Energy Corp. 2.850% 2/15/52 16,230 10,295
5 Atmos Energy Corp. 5.750% 10/15/52 4,225 4,228
  Avangrid Inc. 3.150% 12/1/24 9,989 9,546
  Avangrid Inc. 3.200% 4/15/25 657 621
  Avangrid Inc. 3.800% 6/1/29 12,934 11,492
  Avista Corp. 4.350% 6/1/48 4,935 4,162
  Baltimore Gas & Electric Co. 2.400% 8/15/26 6,351 5,775
  Baltimore Gas & Electric Co. 6.350% 10/1/36 1,081 1,138
  Baltimore Gas & Electric Co. 3.500% 8/15/46 5,517 4,095
3 Baltimore Gas & Electric Co. 3.750% 8/15/47 8,503 6,516
  Baltimore Gas & Electric Co. 4.250% 9/15/48 2,245 1,875
  Baltimore Gas & Electric Co. 3.200% 9/15/49 6,120 4,252
  Baltimore Gas & Electric Co. 2.900% 6/15/50 6,425 4,180
  Baltimore Gas & Electric Co. 4.550% 6/1/52 5,640 4,859
  Berkshire Hathaway Energy Co. 3.750% 11/15/23 8,324 8,247
  Berkshire Hathaway Energy Co. 3.500% 2/1/25 7,246 7,046
  Berkshire Hathaway Energy Co. 4.050% 4/15/25 4,180 4,112
  Berkshire Hathaway Energy Co. 3.250% 4/15/28 7,795 7,068
  Berkshire Hathaway Energy Co. 3.700% 7/15/30 18,571 16,726
  Berkshire Hathaway Energy Co. 1.650% 5/15/31 7,660 5,795
  Berkshire Hathaway Energy Co. 6.125% 4/1/36 11,246 11,407
  Berkshire Hathaway Energy Co. 5.950% 5/15/37 5,406 5,413
  Berkshire Hathaway Energy Co. 5.150% 11/15/43 8,062 7,363
  Berkshire Hathaway Energy Co. 4.500% 2/1/45 11,386 9,493
  Berkshire Hathaway Energy Co. 3.800% 7/15/48 10,169 7,615
  Berkshire Hathaway Energy Co. 4.450% 1/15/49 21,072 17,638
  Berkshire Hathaway Energy Co. 4.250% 10/15/50 17,540 14,160
  Berkshire Hathaway Energy Co. 2.850% 5/15/51 16,562 10,254
7 Berkshire Hathaway Energy Co. 4.600% 5/1/53 12,680 10,755
  Black Hills Corp. 4.250% 11/30/23 4,634 4,597
  Black Hills Corp. 1.037% 8/23/24 10,000 9,255
  Black Hills Corp. 3.950% 1/15/26 2,810 2,684
  Black Hills Corp. 3.150% 1/15/27 5,150 4,708
  Black Hills Corp. 3.050% 10/15/29 6,147 5,145
  Black Hills Corp. 4.350% 5/1/33 6,759 5,971
  Black Hills Corp. 4.200% 9/15/46 3,960 3,003
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Black Hills Corp. 3.875% 10/15/49      4,810       3,441
3 CenterPoint Energy Houston Electric LLC 2.400% 9/1/26      2,637       2,398
3 CenterPoint Energy Houston Electric LLC 3.000% 2/1/27      2,114       1,962
3 CenterPoint Energy Houston Electric LLC 2.350% 4/1/31      4,735       3,870
3 CenterPoint Energy Houston Electric LLC 3.000% 3/1/32      2,200       1,862
3 CenterPoint Energy Houston Electric LLC 4.450% 10/1/32      2,500       2,375
  CenterPoint Energy Houston Electric LLC 3.550% 8/1/42     11,385       8,746
  CenterPoint Energy Houston Electric LLC 4.500% 4/1/44      3,325       2,886
  CenterPoint Energy Houston Electric LLC 3.950% 3/1/48      5,855       4,701
3 CenterPoint Energy Houston Electric LLC 4.250% 2/1/49      6,605       5,541
3 CenterPoint Energy Houston Electric LLC 2.900% 7/1/50      5,650       3,717
3 CenterPoint Energy Houston Electric LLC 3.350% 4/1/51      9,725       6,986
3 CenterPoint Energy Houston Electric LLC 3.600% 3/1/52      2,835       2,125
3 CenterPoint Energy Houston Electric LLC 4.850% 10/1/52      1,250       1,150
  CenterPoint Energy Inc. 2.500% 9/1/24 2,470 2,350
  CenterPoint Energy Inc. 1.450% 6/1/26 14,999 13,151
  CenterPoint Energy Inc. 4.250% 11/1/28 1,835 1,678
  CenterPoint Energy Inc. 2.950% 3/1/30 14,610 12,262
  CenterPoint Energy Inc. 2.650% 6/1/31 3,050 2,436
  CenterPoint Energy Inc. 3.700% 9/1/49 8,957 6,423
  CenterPoint Energy Resources Corp. 4.000% 4/1/28 3,916 3,619
  CenterPoint Energy Resources Corp. 1.750% 10/1/30 7,072 5,439
  CenterPoint Energy Resources Corp. 5.850% 1/15/41 7,025 6,901
  CenterPoint Energy Resources Corp. 4.100% 9/1/47 4,100 3,297
  Cleco Corporate Holdings LLC 3.743% 5/1/26 6,306 5,888
  Cleco Corporate Holdings LLC 3.375% 9/15/29 500 422
  Cleco Corporate Holdings LLC 4.973% 5/1/46 5,732 4,848
  Cleveland Electric Illuminating Co. 5.500% 8/15/24 5,515 5,518
  Cleveland Electric Illuminating Co. 5.950% 12/15/36 5,960 5,875
  CMS Energy Corp. 3.000% 5/15/26 6,275 5,805
  CMS Energy Corp. 3.450% 8/15/27 4,396 3,991
  CMS Energy Corp. 4.875% 3/1/44 6,305 5,423
3 CMS Energy Corp. 4.750% 6/1/50 6,290 5,433
  CMS Energy Corp. 3.750% 12/1/50 3,385 2,523
  Commonwealth Edison Co. 2.550% 6/15/26 12,199 11,253
3 Commonwealth Edison Co. 2.950% 8/15/27 4,830 4,410
  Commonwealth Edison Co. 3.700% 8/15/28 3,383 3,136
  Commonwealth Edison Co. 2.200% 3/1/30 4,039 3,327
  Commonwealth Edison Co. 5.900% 3/15/36 4,159 4,273
  Commonwealth Edison Co. 6.450% 1/15/38 9,048 9,581
  Commonwealth Edison Co. 3.800% 10/1/42 5,626 4,469
  Commonwealth Edison Co. 4.600% 8/15/43 6,320 5,575
  Commonwealth Edison Co. 4.700% 1/15/44 6,077 5,399
  Commonwealth Edison Co. 3.700% 3/1/45 10,505 7,890
  Commonwealth Edison Co. 4.350% 11/15/45 6,878 5,741
  Commonwealth Edison Co. 3.650% 6/15/46 14,353 10,897
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Commonwealth Edison Co. 3.750% 8/15/47      9,583       7,410
  Commonwealth Edison Co. 4.000% 3/1/48     10,460       8,383
  Commonwealth Edison Co. 4.000% 3/1/49     10,930       8,704
3 Commonwealth Edison Co. 3.200% 11/15/49      7,681       5,286
  Commonwealth Edison Co. 3.000% 3/1/50      7,928       5,322
3 Commonwealth Edison Co. 2.750% 9/1/51      6,638       4,212
3 Connecticut Light & Power Co. 0.750% 12/1/25      5,056       4,444
3 Connecticut Light & Power Co. 3.200% 3/15/27      7,175       6,683
3 Connecticut Light & Power Co. 2.050% 7/1/31      3,860       3,060
  Connecticut Light & Power Co. 4.300% 4/15/44      6,065       5,107
3 Connecticut Light & Power Co. 4.150% 6/1/45      4,850       3,927
  Connecticut Light & Power Co. 4.000% 4/1/48     10,690       8,731
3 Consolidated Edison Co. of New York Inc. 3.125% 11/15/27      2,515       2,299
  Consolidated Edison Co. of New York Inc. 3.800% 5/15/28      1,089       1,018
3 Consolidated Edison Co. of New York Inc. 4.000% 12/1/28 1,385 1,302
3 Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,585 6,187
3 Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 5,144 5,119
3 Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 3,150 3,206
3 Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 525 540
3 Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 3,971 4,194
3 Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 11,282 10,579
  Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 10,543 10,231
  Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 3,705 2,886
  Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 23,013 19,090
  Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 14,170 11,633
  Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 16,710 12,678
3 Consolidated Edison Co. of New York Inc. 3.875% 6/15/47 8,047 6,085
3 Consolidated Edison Co. of New York Inc. 4.125% 5/15/49 8,294 6,437
  Consolidated Edison Co. of New York Inc. 3.200% 12/1/51 6,385 4,242
  Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 6,371 5,229
3 Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 4,722 3,612
3 Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 4,210 3,104
  Consolidated Edison Co. of New York Inc. 4.500% 5/15/58 10,124 7,973
  Consolidated Edison Co. of New York Inc. 3.700% 11/15/59 7,538 5,253
  Consolidated Edison Co. of New York Inc. 3.600% 6/15/61 11,901 8,171
3 Consolidated Edison Inc. 0.650% 12/1/23 8,450 8,055
  Constellation Energy Generation LLC 6.250% 10/1/39 14,243 13,884
  Constellation Energy Generation LLC 5.750% 10/1/41 7,988 7,316
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Constellation Energy Generation LLC 5.600% 6/15/42     11,746      10,555
  Consumers Energy Co. 3.800% 11/15/28      7,344       6,874
  Consumers Energy Co. 3.600% 8/15/32      1,264       1,130
  Consumers Energy Co. 3.950% 5/15/43      4,778       3,833
  Consumers Energy Co. 3.250% 8/15/46      6,837       4,898
  Consumers Energy Co. 3.950% 7/15/47      4,875       3,914
  Consumers Energy Co. 4.050% 5/15/48      6,957       5,670
  Consumers Energy Co. 4.350% 4/15/49      8,330       7,091
  Consumers Energy Co. 3.100% 8/15/50      7,740       5,229
  Consumers Energy Co. 3.500% 8/1/51     19,662      14,489
  Consumers Energy Co. 2.650% 8/15/52      4,175       2,605
  Consumers Energy Co. 4.200% 9/1/52      6,026       5,009
  Consumers Energy Co. 2.500% 5/1/60      9,147       5,052
  Dayton Power & Light Co. 3.950% 6/15/49      1,628       1,250
  Delmarva Power & Light Co. 3.500% 11/15/23 4,760 4,699
  Delmarva Power & Light Co. 4.150% 5/15/45 5,548 4,447
  Dominion Energy Inc. 3.071% 8/15/24 6,243 5,986
  Dominion Energy Inc. 3.900% 10/1/25 10,933 10,505
3 Dominion Energy Inc. 1.450% 4/15/26 6,667 5,860
3 Dominion Energy Inc. 2.850% 8/15/26 7,616 6,957
3 Dominion Energy Inc. 3.600% 3/15/27 3,425 3,197
  Dominion Energy Inc. 4.250% 6/1/28 5,353 5,018
3 Dominion Energy Inc. 3.375% 4/1/30 38,306 33,011
3 Dominion Energy Inc. 2.250% 8/15/31 8,175 6,375
3 Dominion Energy Inc. 4.350% 8/15/32 4,560 4,130
3 Dominion Energy Inc. 6.300% 3/15/33 6,298 6,472
3 Dominion Energy Inc. 5.250% 8/1/33 1,489 1,406
3 Dominion Energy Inc. 5.950% 6/15/35 4,385 4,320
  Dominion Energy Inc. 7.000% 6/15/38 5,693 6,004
3 Dominion Energy Inc. 3.300% 4/15/41 6,410 4,650
3 Dominion Energy Inc. 4.900% 8/1/41 11,860 10,472
3 Dominion Energy Inc. 4.050% 9/15/42 8,926 6,999
  Dominion Energy Inc. 4.700% 12/1/44 4,401 3,662
3 Dominion Energy Inc. 4.600% 3/15/49 7,491 6,377
3 Dominion Energy Inc. 4.850% 8/15/52 7,821 6,678
3 Dominion Energy Inc. 5.750% 10/1/54 4,381 4,164
3 Dominion Energy South Carolina Inc. 2.300% 12/1/31 2,265 1,795
  Dominion Energy South Carolina Inc. 6.625% 2/1/32 6,320 6,737
  Dominion Energy South Carolina Inc. 6.050% 1/15/38 3,330 3,450
  Dominion Energy South Carolina Inc. 5.450% 2/1/41 3,852 3,708
  Dominion Energy South Carolina Inc. 4.600% 6/15/43 6,473 5,610
  Dominion Energy South Carolina Inc. 5.100% 6/1/65 6,813 6,287
  DTE Electric Co. 3.650% 3/15/24 9,250 9,100
  DTE Electric Co. 3.375% 3/1/25 8,028 7,749
3 DTE Electric Co. 1.900% 4/1/28 3,575 3,043
  DTE Electric Co. 2.250% 3/1/30 25,702 21,204
3 DTE Electric Co. 2.625% 3/1/31 7,625 6,343
3 DTE Electric Co. 4.000% 4/1/43 6,425 5,229
  DTE Electric Co. 4.300% 7/1/44 825 696
  DTE Electric Co. 3.700% 3/15/45 7,804 6,061
  DTE Electric Co. 3.700% 6/1/46 3,127 2,405
  DTE Electric Co. 3.750% 8/15/47 6,245 4,857
3 DTE Electric Co. 4.050% 5/15/48 3,750 3,081
  DTE Electric Co. 3.950% 3/1/49 5,557 4,504
  DTE Electric Co. 2.950% 3/1/50 7,020 4,690
3 DTE Electric Co. 3.250% 4/1/51 5,825 4,084
3 DTE Energy Co. 2.529% 10/1/24 5,622 5,348
  DTE Energy Co. 4.220% 11/1/24 10,000 9,797
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 DTE Energy Co. 1.050% 6/1/25      7,695       6,879
  DTE Energy Co. 2.850% 10/1/26     41,213      37,589
3 DTE Energy Co. 3.400% 6/15/29     16,288      14,251
  DTE Energy Co. 2.950% 3/1/30      3,639       3,053
  Duke Energy Carolinas LLC 2.950% 12/1/26      8,694       8,079
  Duke Energy Carolinas LLC 3.950% 11/15/28     15,501      14,545
3 Duke Energy Carolinas LLC 6.000% 12/1/28      6,120       6,318
  Duke Energy Carolinas LLC 2.450% 8/15/29      6,502       5,510
  Duke Energy Carolinas LLC 2.450% 2/1/30      7,462       6,241
  Duke Energy Carolinas LLC 2.550% 4/15/31      5,925       4,858
  Duke Energy Carolinas LLC 6.450% 10/15/32      5,134       5,356
  Duke Energy Carolinas LLC 6.100% 6/1/37     10,361      10,212
  Duke Energy Carolinas LLC 6.000% 1/15/38      7,244       7,443
  Duke Energy Carolinas LLC 6.050% 4/15/38      6,811       7,006
  Duke Energy Carolinas LLC 5.300% 2/15/40 9,558 9,112
  Duke Energy Carolinas LLC 4.250% 12/15/41 6,387 5,347
  Duke Energy Carolinas LLC 4.000% 9/30/42 7,924 6,377
  Duke Energy Carolinas LLC 3.750% 6/1/45 9,703 7,372
  Duke Energy Carolinas LLC 3.875% 3/15/46 11,489 8,936
  Duke Energy Carolinas LLC 3.700% 12/1/47 10,038 7,495
  Duke Energy Carolinas LLC 3.950% 3/15/48 2,450 1,921
  Duke Energy Carolinas LLC 3.200% 8/15/49 8,797 6,072
  Duke Energy Carolinas LLC 3.450% 4/15/51 7,801 5,570
  Duke Energy Corp. 3.950% 10/15/23 4,900 4,857
  Duke Energy Corp. 0.900% 9/15/25 5,800 5,136
  Duke Energy Corp. 2.650% 9/1/26 13,889 12,600
  Duke Energy Corp. 3.150% 8/15/27 15,754 14,272
  Duke Energy Corp. 4.300% 3/15/28 4,200 3,956
  Duke Energy Corp. 3.400% 6/15/29 7,279 6,409
  Duke Energy Corp. 2.450% 6/1/30 19,366 15,503
  Duke Energy Corp. 2.550% 6/15/31 9,799 7,672
  Duke Energy Corp. 4.800% 12/15/45 5,188 4,310
  Duke Energy Corp. 3.750% 9/1/46 21,563 15,281
  Duke Energy Corp. 3.950% 8/15/47 1,303 953
  Duke Energy Corp. 4.200% 6/15/49 8,725 6,693
  Duke Energy Corp. 3.500% 6/15/51 8,435 5,689
  Duke Energy Corp. 5.000% 8/15/52 14,252 12,174
  Duke Energy Corp. 3.250% 1/15/82 2,213 1,629
  Duke Energy Florida LLC 3.200% 1/15/27 4,497 4,205
  Duke Energy Florida LLC 3.800% 7/15/28 6,163 5,767
  Duke Energy Florida LLC 2.500% 12/1/29 16,050 13,563
  Duke Energy Florida LLC 1.750% 6/15/30 8,188 6,399
  Duke Energy Florida LLC 2.400% 12/15/31 8,530 6,773
  Duke Energy Florida LLC 6.350% 9/15/37 9,538 9,917
  Duke Energy Florida LLC 6.400% 6/15/38 10,406 11,159
  Duke Energy Florida LLC 5.650% 4/1/40 2,445 2,399
  Duke Energy Florida LLC 3.850% 11/15/42 1,949 1,517
  Duke Energy Florida LLC 3.400% 10/1/46 9,205 6,481
  Duke Energy Florida LLC 4.200% 7/15/48 6,800 5,588
  Duke Energy Florida LLC 3.000% 12/15/51 5,575 3,678
3 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 4,008 3,625
  Duke Energy Indiana LLC 6.120% 10/15/35 5,848 5,934
  Duke Energy Indiana LLC 6.350% 8/15/38 9,684 10,015
  Duke Energy Indiana LLC 6.450% 4/1/39 4,410 4,592
3 Duke Energy Indiana LLC 4.900% 7/15/43 3,792 3,340
  Duke Energy Indiana LLC 3.750% 5/15/46 19,913 14,900
3 Duke Energy Indiana LLC 3.250% 10/1/49 5,868 4,007
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Duke Energy Ohio Inc. 3.650% 2/1/29     15,239      13,959
  Duke Energy Ohio Inc. 2.125% 6/1/30      4,790       3,827
  Duke Energy Ohio Inc. 3.700% 6/15/46      7,023       5,247
  Duke Energy Ohio Inc. 4.300% 2/1/49      2,638       2,116
  Duke Energy Progress LLC 3.250% 8/15/25     13,455      12,894
  Duke Energy Progress LLC 3.700% 9/1/28      8,105       7,535
  Duke Energy Progress LLC 3.450% 3/15/29     10,511       9,519
  Duke Energy Progress LLC 2.000% 8/15/31      8,480       6,556
  Duke Energy Progress LLC 6.300% 4/1/38      5,677       5,935
  Duke Energy Progress LLC 4.100% 5/15/42      5,547       4,474
  Duke Energy Progress LLC 4.100% 3/15/43      7,120       5,823
  Duke Energy Progress LLC 4.375% 3/30/44     15,645      13,025
  Duke Energy Progress LLC 4.150% 12/1/44      8,269       6,668
  Duke Energy Progress LLC 4.200% 8/15/45      8,417       6,817
  Duke Energy Progress LLC 3.700% 10/15/46 9,080 6,852
  Duke Energy Progress LLC 3.600% 9/15/47 7,693 5,748
  Duke Energy Progress LLC 2.500% 8/15/50 4,910 2,937
  Duke Energy Progress LLC 2.900% 8/15/51 8,860 5,750
  Duke Energy Progress LLC 4.000% 4/1/52 5,530 4,328
3 Duke Energy Progress NC Storm Funding LLC 1.295% 7/1/28 3,887 3,475
3 Duke Energy Progress NC Storm Funding LLC 2.387% 7/1/37 4,700 3,555
3 Duke Energy Progress NC Storm Funding LLC 2.799% 7/1/41 4,175 3,001
7 East Ohio Gas Co. 2.000% 6/15/30 1,000 777
  Eastern Energy Gas Holdings LLC 3.550% 11/1/23 13,725 13,502
3 Eastern Energy Gas Holdings LLC 2.500% 11/15/24 5,500 5,219
  Eastern Energy Gas Holdings LLC 3.600% 12/15/24 5,265 5,105
  Edison International 3.550% 11/15/24 5,888 5,666
  Edison International 4.700% 8/15/25 5,000 4,847
  Edison International 5.750% 6/15/27 3,713 3,640
  Edison International 4.125% 3/15/28 7,090 6,323
  El Paso Electric Co. 6.000% 5/15/35 3,395 3,313
  El Paso Electric Co. 5.000% 12/1/44 4,600 4,025
  Emera US Finance LP 3.550% 6/15/26 9,881 9,193
  Emera US Finance LP 4.750% 6/15/46 17,359 13,649
  Enel Americas SA 4.000% 10/25/26 7,516 7,079
  Enel Chile SA 4.875% 6/12/28 13,471 12,502
  Entergy Arkansas LLC 3.500% 4/1/26 6,278 5,966
  Entergy Arkansas LLC 4.200% 4/1/49 5,213 4,309
  Entergy Arkansas LLC 2.650% 6/15/51 10,040 6,074
  Entergy Corp. 0.900% 9/15/25 10,888 9,587
  Entergy Corp. 2.950% 9/1/26 11,639 10,638
  Entergy Corp. 1.900% 6/15/28 2,883 2,367
  Entergy Corp. 2.800% 6/15/30 18,520 14,984
  Entergy Corp. 2.400% 6/15/31 8,004 6,119
  Entergy Corp. 3.750% 6/15/50 8,130 5,771
  Entergy Gulf States Louisiana LLC 5.590% 10/1/24 4,146 4,187
  Entergy Louisiana LLC 0.620% 11/17/23 3,458 3,309
  Entergy Louisiana LLC 0.950% 10/1/24 10,450 9,686
  Entergy Louisiana LLC 5.400% 11/1/24 5,125 5,164
  Entergy Louisiana LLC 2.400% 10/1/26 8,093 7,233
  Entergy Louisiana LLC 3.120% 9/1/27 7,127 6,468
  Entergy Louisiana LLC 3.250% 4/1/28 5,537 4,955
  Entergy Louisiana LLC 1.600% 12/15/30 4,480 3,370
  Entergy Louisiana LLC 3.050% 6/1/31 12,389 10,403
  Entergy Louisiana LLC 2.350% 6/15/32 8,145 6,317
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Entergy Louisiana LLC 4.000% 3/15/33     14,380      12,712
  Entergy Louisiana LLC 3.100% 6/15/41      6,752       4,839
  Entergy Louisiana LLC 4.950% 1/15/45     12,285      10,983
  Entergy Louisiana LLC 4.200% 9/1/48     10,310       8,310
  Entergy Louisiana LLC 4.200% 4/1/50     10,570       8,428
  Entergy Louisiana LLC 2.900% 3/15/51     12,786       8,122
  Entergy Louisiana LLC 4.750% 9/15/52      2,640       2,301
  Entergy Mississippi LLC 2.850% 6/1/28     13,377      11,672
  Entergy Mississippi LLC 3.850% 6/1/49      6,625       4,977
  Entergy Texas Inc. 1.750% 3/15/31     11,218       8,458
  Entergy Texas Inc. 4.500% 3/30/39        639         546
  Entergy Texas Inc. 3.550% 9/30/49      4,324       3,056
  Essential Utilities Inc. 3.566% 5/1/29      9,159       8,089
  Essential Utilities Inc. 2.704% 4/15/30      8,255       6,799
  Essential Utilities Inc. 4.276% 5/1/49 5,885 4,561
  Essential Utilities Inc. 3.351% 4/15/50 6,195 4,102
  Essential Utilities Inc. 5.300% 5/1/52 6,150 5,523
  Evergy Inc. 2.450% 9/15/24 4,267 4,041
  Evergy Inc. 2.900% 9/15/29 7,013 5,799
  Evergy Kansas Central Inc. 2.550% 7/1/26 6,601 6,021
  Evergy Kansas Central Inc. 3.100% 4/1/27 13,500 12,375
  Evergy Kansas Central Inc. 4.125% 3/1/42 9,057 7,323
  Evergy Kansas Central Inc. 4.100% 4/1/43 5,640 4,512
  Evergy Kansas Central Inc. 4.250% 12/1/45 4,329 3,492
  Evergy Kansas Central Inc. 3.250% 9/1/49 5,450 3,731
3 Evergy Metro Inc. 2.250% 6/1/30 6,896 5,611
  Evergy Metro Inc. 5.300% 10/1/41 7,890 7,346
  Evergy Metro Inc. 4.200% 6/15/47 7,345 5,994
  Evergy Metro Inc. 4.200% 3/15/48 3,263 2,655
3 Evergy Metro Inc. 4.125% 4/1/49 1,797 1,438
3 Eversource Energy 3.800% 12/1/23 6,200 6,117
3 Eversource Energy 2.900% 10/1/24 4,080 3,910
3 Eversource Energy 3.150% 1/15/25 5,697 5,448
3 Eversource Energy 3.300% 1/15/28 7,625 6,900
3 Eversource Energy 4.250% 4/1/29 6,750 6,245
3 Eversource Energy 1.650% 8/15/30 8,945 6,758
  Eversource Energy 2.550% 3/15/31 4,613 3,692
  Eversource Energy 3.450% 1/15/50 12,375 8,610
3 Exelon Corp. 3.950% 6/15/25 23,316 22,517
  Exelon Corp. 3.400% 4/15/26 13,715 12,911
7 Exelon Corp. 2.750% 3/15/27 1,000 899
  Exelon Corp. 4.050% 4/15/30 20,574 18,647
7 Exelon Corp. 3.350% 3/15/32 1,350 1,133
3 Exelon Corp. 4.950% 6/15/35 7,892 7,141
  Exelon Corp. 5.625% 6/15/35 7,219 7,080
  Exelon Corp. 5.100% 6/15/45 4,937 4,433
  Exelon Corp. 4.450% 4/15/46 10,160 8,314
  Exelon Corp. 4.700% 4/15/50 13,070 10,954
7 Exelon Corp. 4.100% 3/15/52 3,035 2,347
  Florida Power & Light Co. 3.250% 6/1/24 10,815 10,586
  Florida Power & Light Co. 2.850% 4/1/25 22,132 21,173
  Florida Power & Light Co. 3.125% 12/1/25 9,070 8,629
  Florida Power & Light Co. 2.450% 2/3/32 13,948 11,345
  Florida Power & Light Co. 5.625% 4/1/34 3,236 3,304
  Florida Power & Light Co. 4.950% 6/1/35 1,918 1,836
  Florida Power & Light Co. 5.650% 2/1/37 4,296 4,249
  Florida Power & Light Co. 5.950% 2/1/38 9,300 9,571
  Florida Power & Light Co. 5.960% 4/1/39 1,192 1,238
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Florida Power & Light Co. 5.690% 3/1/40        787         791
  Florida Power & Light Co. 5.250% 2/1/41      1,835       1,780
  Florida Power & Light Co. 4.125% 2/1/42     17,507      14,656
  Florida Power & Light Co. 4.050% 6/1/42      8,815       7,345
  Florida Power & Light Co. 3.800% 12/15/42      6,677       5,395
  Florida Power & Light Co. 4.050% 10/1/44      4,535       3,714
  Florida Power & Light Co. 3.700% 12/1/47      9,750       7,582
  Florida Power & Light Co. 3.950% 3/1/48     26,043      20,926
  Florida Power & Light Co. 3.990% 3/1/49      1,728       1,412
  Florida Power & Light Co. 3.150% 10/1/49     15,000      10,606
  Fortis Inc. 3.055% 10/4/26     12,515      11,426
3 Georgia Power Co. 2.200% 9/15/24      7,885       7,463
  Georgia Power Co. 3.250% 4/1/26      9,050       8,481
  Georgia Power Co. 3.250% 3/30/27      8,046       7,354
3 Georgia Power Co. 2.650% 9/15/29 9,708 8,026
3 Georgia Power Co. 4.750% 9/1/40 8,877 7,411
  Georgia Power Co. 4.300% 3/15/42 12,540 10,012
  Georgia Power Co. 4.300% 3/15/43 5,315 4,219
3 Georgia Power Co. 3.700% 1/30/50 5,436 3,931
3 Georgia Power Co. 3.250% 3/15/51 9,150 6,051
3 Gulf Power Co. 3.300% 5/30/27 4,230 3,928
  Iberdrola International BV 6.750% 7/15/36 4,166 4,355
  Indiana Michigan Power Co. 3.850% 5/15/28 11,575 10,733
  Indiana Michigan Power Co. 6.050% 3/15/37 7,554 7,648
3 Indiana Michigan Power Co. 4.550% 3/15/46 6,755 5,644
3 Indiana Michigan Power Co. 3.750% 7/1/47 9,780 7,214
  Indiana Michigan Power Co. 3.250% 5/1/51 13,990 9,468
  Interstate Power & Light Co. 3.250% 12/1/24 13,102 12,661
  Interstate Power & Light Co. 4.100% 9/26/28 8,775 8,290
  Interstate Power & Light Co. 3.600% 4/1/29 5,331 4,826
  Interstate Power & Light Co. 2.300% 6/1/30 6,075 4,870
  Interstate Power & Light Co. 6.250% 7/15/39 3,795 3,877
  Interstate Power & Light Co. 3.700% 9/15/46 4,022 2,937
  Interstate Power & Light Co. 3.500% 9/30/49 392 287
  Interstate Power & Light Co. 3.100% 11/30/51 5,175 3,366
  IPALCO Enterprises Inc. 3.700% 9/1/24 985 945
  IPALCO Enterprises Inc. 4.250% 5/1/30 4,917 4,278
  ITC Holdings Corp. 3.650% 6/15/24 4,482 4,358
  ITC Holdings Corp. 3.250% 6/30/26 6,380 5,885
  ITC Holdings Corp. 3.350% 11/15/27 8,658 7,872
  ITC Holdings Corp. 5.300% 7/1/43 11,900 10,549
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,782 2,582
  Kentucky Utilities Co. 5.125% 11/1/40 7,536 6,924
  Kentucky Utilities Co. 4.375% 10/1/45 7,620 6,331
  Kentucky Utilities Co. 3.300% 6/1/50 6,025 4,195
3 Louisville Gas & Electric Co. 3.300% 10/1/25 4,350 4,147
  Louisville Gas & Electric Co. 4.250% 4/1/49 12,142 9,832
  MidAmerican Energy Co. 3.500% 10/15/24 10,694 10,432
  MidAmerican Energy Co. 3.100% 5/1/27 5,680 5,267
  MidAmerican Energy Co. 3.650% 4/15/29 9,417 8,718
  MidAmerican Energy Co. 6.750% 12/30/31 4,314 4,749
3 MidAmerican Energy Co. 5.750% 11/1/35 3,200 3,257
3 MidAmerican Energy Co. 5.800% 10/15/36 8,780 8,964
  MidAmerican Energy Co. 4.800% 9/15/43 5,316 4,730
  MidAmerican Energy Co. 4.400% 10/15/44 2,158 1,836
  MidAmerican Energy Co. 4.250% 5/1/46 7,895 6,671
  MidAmerican Energy Co. 3.950% 8/1/47 4,737 3,738
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  MidAmerican Energy Co. 3.650% 8/1/48     12,020       9,117
  MidAmerican Energy Co. 4.250% 7/15/49      8,633       7,158
  MidAmerican Energy Co. 3.150% 4/15/50      2,872       1,962
  Mississippi Power Co. 3.950% 3/30/28      1,775       1,638
3 Mississippi Power Co. 4.250% 3/15/42      8,090       6,420
  National Fuel Gas Co. 5.200% 7/15/25      2,927       2,884
  National Fuel Gas Co. 5.500% 1/15/26      4,436       4,384
  National Fuel Gas Co. 3.950% 9/15/27      4,596       4,107
  National Fuel Gas Co. 4.750% 9/1/28     10,846       9,956
  National Fuel Gas Co. 2.950% 3/1/31      3,648       2,846
  National Grid USA 5.803% 4/1/35      3,208       2,956
  National Rural Utilities Cooperative Finance Corp. 3.400% 11/15/23      6,189       6,100
  National Rural Utilities Cooperative Finance Corp. 2.950% 2/7/24     15,419      15,057
  National Rural Utilities Cooperative Finance Corp. 0.350% 2/8/24      3,102       2,928
  National Rural Utilities Cooperative Finance Corp. 2.850% 1/27/25 10,007 9,573
3 National Rural Utilities Cooperative Finance Corp. 3.450% 6/15/25 4,000 3,851
3 National Rural Utilities Cooperative Finance Corp. 3.250% 11/1/25 10,043 9,570
  National Rural Utilities Cooperative Finance Corp. 1.000% 6/15/26 17,564 15,304
  National Rural Utilities Cooperative Finance Corp. 3.050% 4/25/27 5,239 4,833
  National Rural Utilities Cooperative Finance Corp. 3.400% 2/7/28 566 521
  National Rural Utilities Cooperative Finance Corp. 3.900% 11/1/28 6,281 5,823
  National Rural Utilities Cooperative Finance Corp. 3.700% 3/15/29 8,039 7,346
  National Rural Utilities Cooperative Finance Corp. 2.400% 3/15/30 7,707 6,353
  National Rural Utilities Cooperative Finance Corp. 1.350% 3/15/31 1,000 732
3 National Rural Utilities Cooperative Finance Corp. 1.650% 6/15/31 5,715 4,286
3 National Rural Utilities Cooperative Finance Corp. 8.000% 3/1/32 1,910 2,242
  National Rural Utilities Cooperative Finance Corp. 4.023% 11/1/32 11,870 10,586
  National Rural Utilities Cooperative Finance Corp. 4.150% 12/15/32 3,569 3,266
3 National Rural Utilities Cooperative Finance Corp. 5.250% 4/20/46 6,615 5,988
  National Rural Utilities Cooperative Finance Corp. 4.400% 11/1/48 10,750 8,987
  National Rural Utilities Cooperative Finance Corp. 4.300% 3/15/49 14,600 11,988
3 Nevada Power Co. 3.700% 5/1/29 12,145 11,086
3 Nevada Power Co. 2.400% 5/1/30 7,865 6,473
3 Nevada Power Co. 6.650% 4/1/36 5,415 5,735
3 Nevada Power Co. 6.750% 7/1/37 4,622 4,902
3 Nevada Power Co. 3.125% 8/1/50 8,308 5,356
  NextEra Energy Capital Holdings Inc. 2.940% 3/21/24 14,270 13,870
  NextEra Energy Capital Holdings Inc. 4.200% 6/20/24 4,800 4,740
  NextEra Energy Capital Holdings Inc. 4.450% 6/20/25 4,800 4,721
  NextEra Energy Capital Holdings Inc. 3.550% 5/1/27 17,604 16,297
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  NextEra Energy Capital Holdings Inc. 1.900% 6/15/28      6,238       5,172
  NextEra Energy Capital Holdings Inc. 3.500% 4/1/29      6,569       5,844
  NextEra Energy Capital Holdings Inc. 2.750% 11/1/29      6,151       5,174
  NextEra Energy Capital Holdings Inc. 2.250% 6/1/30     35,634      28,421
3 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77      9,577       7,746
3 NextEra Energy Capital Holdings Inc. 5.650% 5/1/79      5,962       5,216
  NiSource Inc. 0.950% 8/15/25     12,211      10,842
  NiSource Inc. 3.490% 5/15/27     10,641       9,797
  NiSource Inc. 2.950% 9/1/29     12,777      10,819
  NiSource Inc. 3.600% 5/1/30      3,826       3,329
  NiSource Inc. 1.700% 2/15/31     16,099      11,897
  NiSource Inc. 5.950% 6/15/41      7,307       7,029
  NiSource Inc. 5.250% 2/15/43      2,285       2,058
  NiSource Inc. 4.800% 2/15/44      4,419       3,712
  NiSource Inc. 5.650% 2/1/45 5,155 4,821
  NiSource Inc. 4.375% 5/15/47 28,842 22,884
  NiSource Inc. 3.950% 3/30/48 1,392 1,034
  Northern States Power Co. 2.250% 4/1/31 1,855 1,519
  Northern States Power Co. 6.250% 6/1/36 3,670 3,891
  Northern States Power Co. 6.200% 7/1/37 4,986 5,288
  Northern States Power Co. 5.350% 11/1/39 9,696 9,584
  Northern States Power Co. 3.400% 8/15/42 6,289 4,804
  Northern States Power Co. 4.125% 5/15/44 1,093 911
  Northern States Power Co. 4.000% 8/15/45 3,120 2,535
  Northern States Power Co. 3.600% 5/15/46 345 267
  Northern States Power Co. 3.600% 9/15/47 1,672 1,274
  Northern States Power Co. 2.900% 3/1/50 5,371 3,583
  Northern States Power Co. 2.600% 6/1/51 1,392 861
  Northern States Power Co. 3.200% 4/1/52 4,675 3,272
  Northern States Power Co. 4.500% 6/1/52 6,300 5,509
  NorthWestern Corp. 4.176% 11/15/44 5,130 4,070
  NSTAR Electric Co. 3.200% 5/15/27 7,350 6,813
  NSTAR Electric Co. 3.250% 5/15/29 5,363 4,830
  NSTAR Electric Co. 3.950% 4/1/30 2,133 1,983
  NSTAR Electric Co. 5.500% 3/15/40 5,586 5,484
  NSTAR Electric Co. 4.400% 3/1/44 3,300 2,809
  NSTAR Electric Co. 4.950% 9/15/52 1,935 1,805
  Oglethorpe Power Corp. 5.950% 11/1/39 3,178 3,004
  Oglethorpe Power Corp. 5.375% 11/1/40 8,770 7,642
7 Oglethorpe Power Corp. 4.500% 4/1/47 7,040 5,516
  Oglethorpe Power Corp. 5.050% 10/1/48 1,990 1,663
  Oglethorpe Power Corp. 5.250% 9/1/50 1,018 859
  Ohio Edison Co. 6.875% 7/15/36 2,430 2,605
3 Ohio Power Co. 2.600% 4/1/30 500 413
3 Ohio Power Co. 1.625% 1/15/31 6,655 5,016
  Ohio Power Co. 4.150% 4/1/48 5,305 4,239
  Ohio Power Co. 4.000% 6/1/49 5,765 4,442
3 Ohio Power Co. 2.900% 10/1/51 4,405 2,770
  Oklahoma Gas & Electric Co. 3.800% 8/15/28 5,725 5,297
  Oklahoma Gas & Electric Co. 3.250% 4/1/30 9,623 8,330
  Oklahoma Gas & Electric Co. 4.150% 4/1/47 4,220 3,331
  Oklahoma Gas & Electric Co. 3.850% 8/15/47 5,668 4,313
  Oncor Electric Delivery Co. LLC 2.750% 6/1/24 11,385 11,010
  Oncor Electric Delivery Co. LLC 2.950% 4/1/25 10,172 9,708
  Oncor Electric Delivery Co. LLC 0.550% 10/1/25 2,800 2,476
  Oncor Electric Delivery Co. LLC 3.700% 11/15/28 7,073 6,558
  Oncor Electric Delivery Co. LLC 5.750% 3/15/29 1,745 1,792
  Oncor Electric Delivery Co. LLC 2.750% 5/15/30 8,455 7,228
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Oncor Electric Delivery Co. LLC 7.000% 5/1/32      5,654       6,357
7 Oncor Electric Delivery Co. LLC 4.550% 9/15/32      3,150       3,033
  Oncor Electric Delivery Co. LLC 7.250% 1/15/33      3,630       4,157
  Oncor Electric Delivery Co. LLC 7.500% 9/1/38      1,892       2,248
  Oncor Electric Delivery Co. LLC 5.250% 9/30/40      5,940       5,725
  Oncor Electric Delivery Co. LLC 4.550% 12/1/41      4,919       4,330
  Oncor Electric Delivery Co. LLC 5.300% 6/1/42      2,295       2,206
  Oncor Electric Delivery Co. LLC 3.750% 4/1/45     12,637       9,874
  Oncor Electric Delivery Co. LLC 3.800% 9/30/47      4,938       3,915
  Oncor Electric Delivery Co. LLC 4.100% 11/15/48      3,305       2,716
  Oncor Electric Delivery Co. LLC 3.800% 6/1/49     13,243      10,383
3 Oncor Electric Delivery Co. LLC 3.100% 9/15/49      8,020       5,541
  Oncor Electric Delivery Co. LLC 3.700% 5/15/50      7,499       5,789
  Oncor Electric Delivery Co. LLC 2.700% 11/15/51      2,375       1,515
7 Oncor Electric Delivery Co. LLC 4.950% 9/15/52 4,500 4,244
  Oncor Electric Delivery Co. LLC 5.350% 10/1/52 4,657 4,546
  ONE Gas Inc. 1.100% 3/11/24 5,938 5,698
  ONE Gas Inc. 2.000% 5/15/30 3,050 2,412
  ONE Gas Inc. 4.658% 2/1/44 6,130 5,137
  ONE Gas Inc. 4.500% 11/1/48 7,424 5,872
  Pacific Gas & Electric Co. 1.700% 11/15/23 4,370 4,167
  Pacific Gas & Electric Co. 3.850% 11/15/23 9,405 9,220
  Pacific Gas & Electric Co. 3.750% 2/15/24 4,216 4,095
  Pacific Gas & Electric Co. 3.500% 6/15/25 7,429 6,909
  Pacific Gas & Electric Co. 3.450% 7/1/25 1,931 1,801
  Pacific Gas & Electric Co. 3.150% 1/1/26 29,126 26,165
  Pacific Gas & Electric Co. 2.100% 8/1/27 5,043 4,088
  Pacific Gas & Electric Co. 3.300% 12/1/27 33,052 27,945
  Pacific Gas & Electric Co. 3.000% 6/15/28 2,670 2,201
  Pacific Gas & Electric Co. 3.750% 7/1/28 19,680 16,540
  Pacific Gas & Electric Co. 4.550% 7/1/30 41,011 35,141
  Pacific Gas & Electric Co. 2.500% 2/1/31 27,888 20,305
  Pacific Gas & Electric Co. 3.250% 6/1/31 5,830 4,442
  Pacific Gas & Electric Co. 4.500% 7/1/40 27,321 19,894
  Pacific Gas & Electric Co. 3.300% 8/1/40 11,409 7,326
  Pacific Gas & Electric Co. 4.200% 6/1/41 7,145 4,893
  Pacific Gas & Electric Co. 4.750% 2/15/44 15,165 10,916
  Pacific Gas & Electric Co. 4.300% 3/15/45 10,440 6,981
  Pacific Gas & Electric Co. 4.250% 3/15/46 5,679 3,818
  Pacific Gas & Electric Co. 3.950% 12/1/47 29,303 18,800
  Pacific Gas & Electric Co. 4.950% 7/1/50 46,254 34,013
  Pacific Gas & Electric Co. 3.500% 8/1/50 28,252 17,218
  PacifiCorp 3.600% 4/1/24 7,404 7,291
  PacifiCorp 3.500% 6/15/29 14,067 12,714
  PacifiCorp 2.700% 9/15/30 6,648 5,544
  PacifiCorp 7.700% 11/15/31 1,399 1,613
  PacifiCorp 5.250% 6/15/35 3,968 3,765
  PacifiCorp 6.100% 8/1/36 5,828 5,805
  PacifiCorp 5.750% 4/1/37 10,490 10,150
  PacifiCorp 6.250% 10/15/37 8,112 8,275
  PacifiCorp 6.350% 7/15/38 4,232 4,399
  PacifiCorp 6.000% 1/15/39 5,176 5,161
  PacifiCorp 4.100% 2/1/42 5,640 4,561
  PacifiCorp 4.125% 1/15/49 19,087 15,236
  PacifiCorp 4.150% 2/15/50 13,514 10,861
  PacifiCorp 3.300% 3/15/51 11,891 8,302
  PacifiCorp 2.900% 6/15/52 19,758 12,617
  PECO Energy Co. 3.150% 10/15/25 2,350 2,242
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  PECO Energy Co. 3.900% 3/1/48      6,946       5,494
  PECO Energy Co. 3.000% 9/15/49      5,925       3,984
  PECO Energy Co. 2.800% 6/15/50      6,640       4,279
  PECO Energy Co. 3.050% 3/15/51      5,312       3,628
  PECO Energy Co. 2.850% 9/15/51      4,000       2,582
  PECO Energy Co. 4.600% 5/15/52      5,600       4,931
  PECO Energy Co. 4.375% 8/15/52      5,493       4,683
3 PG&E Energy Recovery Funding LLC 1.460% 7/15/31      3,910       3,427
3 PG&E Energy Recovery Funding LLC 2.280% 1/15/36      1,300         983
3 PG&E Energy Recovery Funding LLC 2.822% 7/15/46      5,485       3,831
3 PG&E Wildfire Recovery Funding LLC 3.594% 6/1/30     13,355      12,624
3 PG&E Wildfire Recovery Funding LLC 4.022% 6/1/31      4,775       4,565
3 PG&E Wildfire Recovery Funding LLC 4.263% 6/1/36      4,034       3,663
3 PG&E Wildfire Recovery Funding LLC 4.722% 6/1/37      6,055       5,686
3 PG&E Wildfire Recovery Funding LLC 5.081% 6/1/41 5,685 5,357
3 PG&E Wildfire Recovery Funding LLC 4.451% 12/1/47 15,400 13,436
3 PG&E Wildfire Recovery Funding LLC 5.212% 12/1/47 8,835 8,416
3 PG&E Wildfire Recovery Funding LLC 4.674% 12/1/51 3,400 2,993
3 PG&E Wildfire Recovery Funding LLC 5.099% 6/1/52 5,630 5,414
  Piedmont Natural Gas Co. Inc. 3.500% 6/1/29 6,092 5,357
  Piedmont Natural Gas Co. Inc. 2.500% 3/15/31 4,975 3,918
  Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 2,450 2,018
  Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,240 3,000
  Piedmont Natural Gas Co. Inc. 3.350% 6/1/50 10,400 6,891
  Pinnacle West Capital Corp. 1.300% 6/15/25 10,615 9,485
  Potomac Electric Power Co. 3.600% 3/15/24 3,657 3,594
  Potomac Electric Power Co. 6.500% 11/15/37 7,787 8,400
  Potomac Electric Power Co. 4.150% 3/15/43 6,225 5,120
  PPL Capital Funding Inc. 3.100% 5/15/26 10,832 9,951
  PPL Electric Utilities Corp. 6.250% 5/15/39 5,942 6,174
  PPL Electric Utilities Corp. 4.125% 6/15/44 3,240 2,649
  PPL Electric Utilities Corp. 4.150% 10/1/45 5,525 4,451
  PPL Electric Utilities Corp. 3.950% 6/1/47 6,640 5,311
  PPL Electric Utilities Corp. 4.150% 6/15/48 3,877 3,195
  Progress Energy Inc. 7.750% 3/1/31 5,908 6,537
  Progress Energy Inc. 6.000% 12/1/39 7,274 7,015
  Public Service Co. of Colorado 3.700% 6/15/28 5,625 5,254
3 Public Service Co. of Colorado 1.900% 1/15/31 5,566 4,423
  Public Service Co. of Colorado 1.875% 6/15/31 10,245 8,035
3 Public Service Co. of Colorado 4.100% 6/1/32 3,400 3,142
3 Public Service Co. of Colorado 6.250% 9/1/37 1,223 1,302
  Public Service Co. of Colorado 3.600% 9/15/42 7,940 6,111
  Public Service Co. of Colorado 4.300% 3/15/44 1,737 1,439
  Public Service Co. of Colorado 3.800% 6/15/47 1,816 1,409
  Public Service Co. of Colorado 4.100% 6/15/48 4,475 3,647
  Public Service Co. of Colorado 4.050% 9/15/49 6,787 5,474
3 Public Service Co. of Colorado 3.200% 3/1/50 3,438 2,423
3 Public Service Co. of Colorado 2.700% 1/15/51 6,424 4,101
3 Public Service Co. of Colorado 4.500% 6/1/52 5,000 4,321
  Public Service Co. of New Hampshire 3.500% 11/1/23 4,951 4,887
  Public Service Co. of New Hampshire 3.600% 7/1/49 5,689 4,285
3 Public Service Electric & Gas Co. 3.000% 5/15/25 11,418 10,880
3 Public Service Electric & Gas Co. 2.250% 9/15/26 5,215 4,708
3 Public Service Electric & Gas Co. 3.000% 5/15/27 6,691 6,176
3 Public Service Electric & Gas Co. 3.700% 5/1/28 1,370 1,278
3 Public Service Electric & Gas Co. 3.650% 9/1/28 1,225 1,133
3 Public Service Electric & Gas Co. 3.200% 5/15/29 3,675 3,306
3 Public Service Electric & Gas Co. 2.450% 1/15/30 3,743 3,163
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Public Service Electric & Gas Co. 5.800% 5/1/37      1,986       2,039
3 Public Service Electric & Gas Co. 5.500% 3/1/40        417         411
3 Public Service Electric & Gas Co. 3.950% 5/1/42      5,815       4,766
3 Public Service Electric & Gas Co. 3.650% 9/1/42      1,936       1,500
3 Public Service Electric & Gas Co. 3.800% 3/1/46     17,003      13,352
3 Public Service Electric & Gas Co. 3.600% 12/1/47      6,676       5,046
3 Public Service Electric & Gas Co. 3.850% 5/1/49     11,213       8,778
3 Public Service Electric & Gas Co. 3.200% 8/1/49      1,395         975
3 Public Service Electric & Gas Co. 3.150% 1/1/50      3,860       2,662
3 Public Service Electric & Gas Co. 2.700% 5/1/50     11,025       6,948
3 Public Service Electric & Gas Co. 2.050% 8/1/50      9,440       5,116
  Public Service Enterprise Group Inc. 2.875% 6/15/24      5,316       5,116
  Public Service Enterprise Group Inc. 0.800% 8/15/25      8,730       7,679
  Public Service Enterprise Group Inc. 1.600% 8/15/30     11,760       8,820
  Puget Energy Inc. 3.650% 5/15/25 11,218 10,623
  Puget Energy Inc. 4.100% 6/15/30 5,894 5,193
  Puget Sound Energy Inc. 6.274% 3/15/37 3,730 3,858
  Puget Sound Energy Inc. 5.757% 10/1/39 6,910 6,794
  Puget Sound Energy Inc. 5.795% 3/15/40 1,849 1,807
  Puget Sound Energy Inc. 5.638% 4/15/41 3,318 3,196
  Puget Sound Energy Inc. 4.300% 5/20/45 9,889 8,068
  Puget Sound Energy Inc. 4.223% 6/15/48 7,096 5,843
  Puget Sound Energy Inc. 3.250% 9/15/49 5,785 3,923
  San Diego Gas & Electric Co. 2.500% 5/15/26 1,912 1,757
3 San Diego Gas & Electric Co. 1.700% 10/1/30 4,188 3,231
  San Diego Gas & Electric Co. 6.000% 6/1/39 1,929 1,965
  San Diego Gas & Electric Co. 4.500% 8/15/40 5,845 5,033
3 San Diego Gas & Electric Co. 3.750% 6/1/47 4,990 3,735
  San Diego Gas & Electric Co. 4.150% 5/15/48 7,401 6,113
3 San Diego Gas & Electric Co. 3.320% 4/15/50 3,960 2,769
3 SCE Recovery Funding LLC 2.943% 11/15/42 3,075 2,400
  Sempra Energy 3.300% 4/1/25 8,495 8,090
  Sempra Energy 3.250% 6/15/27 9,953 9,076
  Sempra Energy 3.400% 2/1/28 14,097 12,760
  Sempra Energy 3.800% 2/1/38 14,675 11,452
  Sempra Energy 6.000% 10/15/39 24,780 24,117
  Sempra Energy 4.000% 2/1/48 10,968 8,200
  Sempra Energy 4.125% 4/1/52 5,366 4,270
  Sierra Pacific Power Co. 2.600% 5/1/26 13,135 12,130
3 Southern California Edison Co. 3.500% 10/1/23 9,977 9,837
  Southern California Edison Co. 1.100% 4/1/24 7,398 6,975
3 Southern California Edison Co. 0.975% 8/1/24 4,000 3,714
3 Southern California Edison Co. 3.700% 8/1/25 16,789 16,147
3 Southern California Edison Co. 1.200% 2/1/26 6,250 5,493
3 Southern California Edison Co. 3.650% 3/1/28 12,577 11,482
3 Southern California Edison Co. 4.200% 3/1/29 8,182 7,566
  Southern California Edison Co. 6.650% 4/1/29 3,700 3,734
  Southern California Edison Co. 2.850% 8/1/29 4,517 3,786
  Southern California Edison Co. 2.250% 6/1/30 8,195 6,486
3 Southern California Edison Co. 2.500% 6/1/31 7,075 5,588
  Southern California Edison Co. 2.750% 2/1/32 4,680 3,717
  Southern California Edison Co. 6.000% 1/15/34 6,560 6,499
3 Southern California Edison Co. 5.750% 4/1/35 3,256 3,075
3 Southern California Edison Co. 5.350% 7/15/35 9,483 8,796
  Southern California Edison Co. 5.625% 2/1/36 6,430 5,995
3 Southern California Edison Co. 5.550% 1/15/37 6,225 5,656
3 Southern California Edison Co. 5.950% 2/1/38 10,230 9,806
  Southern California Edison Co. 6.050% 3/15/39 3,386 3,268
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Southern California Edison Co. 5.500% 3/15/40      8,488       7,749
  Southern California Edison Co. 4.500% 9/1/40      5,270       4,245
  Southern California Edison Co. 4.050% 3/15/42     13,800      10,253
3 Southern California Edison Co. 3.900% 3/15/43      6,761       4,965
  Southern California Edison Co. 4.650% 10/1/43      5,498       4,516
3 Southern California Edison Co. 3.600% 2/1/45      5,495       3,696
  Southern California Edison Co. 4.000% 4/1/47      5,158       3,770
3 Southern California Edison Co. 4.125% 3/1/48     20,671      15,359
3 Southern California Edison Co. 4.875% 3/1/49      8,150       6,803
  Southern California Edison Co. 3.650% 2/1/50     18,257      12,506
3 Southern California Edison Co. 2.950% 2/1/51      8,525       5,197
3 Southern California Edison Co. 3.650% 6/1/51      6,250       4,335
  Southern California Edison Co. 3.450% 2/1/52      6,465       4,351
  Southern California Gas Co. 3.150% 9/15/24      4,945       4,793
  Southern California Gas Co. 3.200% 6/15/25 2,314 2,205
3 Southern California Gas Co. 2.600% 6/15/26 13,800 12,644
  Southern California Gas Co. 2.950% 4/15/27 8,300 7,579
3 Southern California Gas Co. 2.550% 2/1/30 9,701 8,138
  Southern California Gas Co. 3.750% 9/15/42 4,545 3,402
3 Southern California Gas Co. 4.125% 6/1/48 5,450 4,255
3 Southern California Gas Co. 4.300% 1/15/49 1,480 1,190
3 Southern California Gas Co. 3.950% 2/15/50 6,040 4,610
3 Southern Co. 0.600% 2/26/24 3,867 3,637
  Southern Co. 4.475% 8/1/24 7,745 7,645
  Southern Co. 3.250% 7/1/26 22,175 20,564
  Southern Co. 5.113% 8/1/27 6,300 6,127
3 Southern Co. 1.750% 3/15/28 5,120 4,191
3 Southern Co. 3.700% 4/30/30 10,460 9,227
  Southern Co. 4.250% 7/1/36 7,225 6,092
  Southern Co. 4.400% 7/1/46 11,950 9,394
3 Southern Co. 4.000% 1/15/51 6,210 5,562
3 Southern Co. 3.750% 9/15/51 14,406 11,814
  Southern Co. Gas Capital Corp. 2.450% 10/1/23 10,521 10,266
  Southern Co. Gas Capital Corp. 3.250% 6/15/26 7,968 7,391
3 Southern Co. Gas Capital Corp. 1.750% 1/15/31 9,849 7,289
  Southern Co. Gas Capital Corp. 5.150% 9/15/32 1,650 1,578
  Southern Co. Gas Capital Corp. 5.875% 3/15/41 5,430 5,248
  Southern Co. Gas Capital Corp. 4.400% 6/1/43 5,511 4,404
  Southern Co. Gas Capital Corp. 3.950% 10/1/46 6,050 4,490
  Southern Co. Gas Capital Corp. 4.400% 5/30/47 18,880 14,799
3 Southern Co. Gas Capital Corp. 3.150% 9/30/51 775 490
  Southern Power Co. 4.150% 12/1/25 5,900 5,705
  Southern Power Co. 0.900% 1/15/26 1,420 1,233
  Southern Power Co. 5.150% 9/15/41 11,581 10,172
  Southern Power Co. 5.250% 7/15/43 3,750 3,244
3 Southern Power Co. 4.950% 12/15/46 4,975 4,175
  Southwest Gas Corp. 3.700% 4/1/28 9,075 8,081
  Southwest Gas Corp. 2.200% 6/15/30 1,440 1,088
  Southwest Gas Corp. 3.800% 9/29/46 1,175 789
  Southwest Gas Corp. 4.150% 6/1/49 4,545 3,227
3 Southwestern Electric Power Co. 1.650% 3/15/26 7,647 6,754
3 Southwestern Electric Power Co. 2.750% 10/1/26 5,710 5,175
3 Southwestern Electric Power Co. 4.100% 9/15/28 17,420 16,083
  Southwestern Electric Power Co. 6.200% 3/15/40 8,563 8,337
3 Southwestern Electric Power Co. 3.900% 4/1/45 15,345 11,168
3 Southwestern Electric Power Co. 3.850% 2/1/48 7,310 5,267
  Southwestern Electric Power Co. 3.250% 11/1/51 7,250 4,641
  Southwestern Public Service Co. 3.300% 6/15/24 2,990 2,912
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Southwestern Public Service Co. 4.500% 8/15/41      6,348       5,451
  Southwestern Public Service Co. 3.400% 8/15/46     21,190      15,212
  Southwestern Public Service Co. 3.700% 8/15/47      8,566       6,364
3 Southwestern Public Service Co. 4.400% 11/15/48     11,507       9,566
  Southwestern Public Service Co. 3.750% 6/15/49      6,712       5,079
3 Southwestern Public Service Co. 3.150% 5/1/50     10,700       7,369
  Tampa Electric Co. 3.875% 7/12/24      1,400       1,374
  Tampa Electric Co. 2.400% 3/15/31      4,480       3,632
  Tampa Electric Co. 4.100% 6/15/42        927         748
  Tampa Electric Co. 4.350% 5/15/44      5,960       4,906
  Tampa Electric Co. 4.300% 6/15/48      4,556       3,748
  Tampa Electric Co. 4.450% 6/15/49      6,090       5,122
  Tampa Electric Co. 3.625% 6/15/50      5,595       4,091
  Tampa Electric Co. 3.450% 3/15/51      4,500       3,155
  Toledo Edison Co. 6.150% 5/15/37 3,940 4,059
  Tucson Electric Power Co. 3.050% 3/15/25 3,434 3,286
  Tucson Electric Power Co. 1.500% 8/1/30 5,816 4,390
  Tucson Electric Power Co. 3.250% 5/15/32 3,266 2,725
  Tucson Electric Power Co. 4.850% 12/1/48 3,285 2,835
  Tucson Electric Power Co. 4.000% 6/15/50 6,892 5,264
  Union Electric Co. 3.500% 4/15/24 8,655 8,472
  Union Electric Co. 2.950% 6/15/27 6,520 5,942
  Union Electric Co. 3.500% 3/15/29 6,619 6,029
  Union Electric Co. 2.950% 3/15/30 10,429 9,025
  Union Electric Co. 2.150% 3/15/32 6,973 5,399
  Union Electric Co. 5.300% 8/1/37 3,570 3,389
  Union Electric Co. 8.450% 3/15/39 1,845 2,246
  Union Electric Co. 3.900% 9/15/42 5,772 4,611
  Union Electric Co. 3.650% 4/15/45 8,424 6,352
  Union Electric Co. 4.000% 4/1/48 9,860 7,841
  Union Electric Co. 3.250% 10/1/49 7,056 4,921
  Union Electric Co. 2.625% 3/15/51 5,425 3,355
  Union Electric Co. 3.900% 4/1/52 3,475 2,733
  United Utilities plc 6.875% 8/15/28 1,575 1,639
  Veolia Environnement SA 6.750% 6/1/38 3,690 3,987
  Virginia Electric & Power Co. 3.450% 2/15/24 5,370 5,265
3 Virginia Electric & Power Co. 3.100% 5/15/25 5,210 4,981
3 Virginia Electric & Power Co. 3.150% 1/15/26 17,323 16,329
3 Virginia Electric & Power Co. 2.950% 11/15/26 5,546 5,111
3 Virginia Electric & Power Co. 3.500% 3/15/27 32,911 30,838
3 Virginia Electric & Power Co. 3.800% 4/1/28 21,968 20,574
3 Virginia Electric & Power Co. 2.875% 7/15/29 4,545 3,943
  Virginia Electric & Power Co. 2.300% 11/15/31 4,035 3,203
  Virginia Electric & Power Co. 2.400% 3/30/32 8,540 6,806
3 Virginia Electric & Power Co. 6.000% 1/15/36 8,887 8,934
3 Virginia Electric & Power Co. 6.000% 5/15/37 8,787 8,838
  Virginia Electric & Power Co. 6.350% 11/30/37 5,395 5,576
  Virginia Electric & Power Co. 8.875% 11/15/38 2,886 3,696
  Virginia Electric & Power Co. 4.000% 1/15/43 10,165 7,983
3 Virginia Electric & Power Co. 4.650% 8/15/43 10,298 8,868
  Virginia Electric & Power Co. 4.450% 2/15/44 12,341 10,394
3 Virginia Electric & Power Co. 4.200% 5/15/45 8,555 6,820
3 Virginia Electric & Power Co. 4.000% 11/15/46 15,173 12,050
3 Virginia Electric & Power Co. 3.800% 9/15/47 8,641 6,623
  Virginia Electric & Power Co. 4.600% 12/1/48 7,455 6,480
  Virginia Electric & Power Co. 3.300% 12/1/49 1,020 721
  Virginia Electric & Power Co. 2.450% 12/15/50 13,986 8,178
  Virginia Electric & Power Co. 2.950% 11/15/51 26,030 16,930
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Virginia Electric & Power Co. 4.625% 5/15/52      7,900       6,800
3 Washington Gas Light Co. 3.796% 9/15/46      4,835       3,721
3 Washington Gas Light Co. 3.650% 9/15/49      6,375       4,782
  WEC Energy Group Inc. 0.800% 3/15/24      6,085       5,728
  WEC Energy Group Inc. 3.550% 6/15/25      1,360       1,292
  WEC Energy Group Inc. 5.000% 9/27/25      2,000       1,993
  WEC Energy Group Inc. 5.150% 10/1/27      2,669       2,645
  WEC Energy Group Inc. 1.375% 10/15/27      6,662       5,485
  WEC Energy Group Inc. 2.200% 12/15/28      2,575       2,130
  WEC Energy Group Inc. 1.800% 10/15/30      7,970       6,090
  Wisconsin Electric Power Co. 2.050% 12/15/24      1,930       1,822
  Wisconsin Electric Power Co. 1.700% 6/15/28      4,050       3,378
  Wisconsin Electric Power Co. 4.750% 9/30/32      1,650       1,591
  Wisconsin Electric Power Co. 5.625% 5/15/33        775         784
  Wisconsin Electric Power Co. 5.700% 12/1/36 1,175 1,165
  Wisconsin Electric Power Co. 4.300% 10/15/48 4,055 3,342
  Wisconsin Power & Light Co. 3.050% 10/15/27 2,450 2,253
  Wisconsin Power & Light Co. 6.375% 8/15/37 4,325 4,552
  Wisconsin Power & Light Co. 3.650% 4/1/50 4,990 3,657
  Wisconsin Public Service Corp. 3.671% 12/1/42 3,575 2,706
  Wisconsin Public Service Corp. 4.752% 11/1/44 5,075 4,415
  Wisconsin Public Service Corp. 3.300% 9/1/49 1,225 857
  Wisconsin Public Service Corp. 2.850% 12/1/51 5,780 3,731
  Xcel Energy Inc. 0.500% 10/15/23 7,257 6,912
  Xcel Energy Inc. 3.300% 6/1/25 7,555 7,211
  Xcel Energy Inc. 3.350% 12/1/26 5,772 5,365
  Xcel Energy Inc. 1.750% 3/15/27 4,000 3,460
  Xcel Energy Inc. 4.000% 6/15/28 7,098 6,660
  Xcel Energy Inc. 2.600% 12/1/29 10,482 8,696
  Xcel Energy Inc. 3.400% 6/1/30 17,903 15,581
  Xcel Energy Inc. 2.350% 11/15/31 4,072 3,171
  Xcel Energy Inc. 4.600% 6/1/32 8,900 8,255
  Xcel Energy Inc. 6.500% 7/1/36 9,088 9,459
  Xcel Energy Inc. 3.500% 12/1/49 8,150 5,786
            5,808,587
Total Corporate Bonds (Cost $84,564,505) 71,230,510
Sovereign Bonds (3.6%)
3 African Development Bank 0.875% 3/23/26 36,810 32,681
3 African Development Bank 0.875% 7/22/26 24,852 21,842
3 Asian Development Bank 0.250% 10/6/23 57,640 55,335
  Asian Development Bank 2.625% 1/30/24 14,095 13,784
3 Asian Development Bank 0.375% 6/11/24 40,355 37,780
3 Asian Development Bank 4.125% 9/27/24 26,000 25,879
3 Asian Development Bank 0.625% 10/8/24 32,020 29,757
  Asian Development Bank 1.500% 10/18/24 52,940 50,041
3 Asian Development Bank 2.000% 1/22/25 17,015 16,146
3 Asian Development Bank 2.125% 3/19/25 3,485 3,307
  Asian Development Bank 0.625% 4/29/25 51,938 47,261
3 Asian Development Bank 2.875% 5/6/25 53,995 52,032
3 Asian Development Bank 0.375% 9/3/25 75,515 67,366
3 Asian Development Bank 0.500% 2/4/26 68,329 60,248
3 Asian Development Bank 1.000% 4/14/26 28,688 25,599
3 Asian Development Bank 2.000% 4/24/26 13,925 12,864
3 Asian Development Bank 1.750% 8/14/26 2,585 2,350
3 Asian Development Bank 2.625% 1/12/27 23,407 21,961
3 Asian Development Bank 1.500% 1/20/27 53,620 47,935
  Asian Development Bank 6.220% 8/15/27 1,230 1,320
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Asian Development Bank 3.125% 8/20/27     30,000      28,581
3 Asian Development Bank 2.500% 11/2/27     41,466      38,206
3 Asian Development Bank 2.750% 1/19/28     25,337      23,571
3 Asian Development Bank 1.250% 6/9/28      9,830       8,360
  Asian Development Bank 5.820% 6/16/28      3,850       4,146
3 Asian Development Bank 3.125% 9/26/28     12,625      11,888
3 Asian Development Bank 1.750% 9/19/29     39,738      34,090
3 Asian Development Bank 1.875% 1/24/30     22,073      18,968
3 Asian Development Bank 0.750% 10/8/30     27,080      20,976
3 Asian Development Bank 1.500% 3/4/31     32,125      26,409
  Asian Development Bank 3.125% 4/27/32     24,105      22,422
3 Asian Development Bank 3.875% 9/28/32     17,075      16,797
  Asian Infrastructure Investment Bank 2.250% 5/16/24     43,114      41,653
  Asian Infrastructure Investment Bank 0.500% 5/28/25     18,750      16,882
  Asian Infrastructure Investment Bank 3.375% 6/29/25 15,350 14,891
  Asian Infrastructure Investment Bank 0.500% 1/27/26 40,295 35,301
  Asian Infrastructure Investment Bank 3.750% 9/14/27 25,000 24,242
  Canadian Government Bond 1.625% 1/22/25 42,528 40,046
  Canadian Government Bond 2.875% 4/28/25 34,650 33,422
  Canadian Government Bond 0.750% 5/19/26 57,450 50,629
  Corp. Andina de Fomento 3.750% 11/23/23 15,830 15,634
  Corp. Andina de Fomento 1.250% 10/26/24 20,490 19,014
  Corp. Andina de Fomento 1.625% 9/23/25 6,000 5,445
  Corp. Andina de Fomento 2.250% 2/8/27 9,975 8,924
  Council of Europe Development Bank 0.250% 10/20/23 17,955 17,196
  Council of Europe Development Bank 2.500% 2/27/24 4,925 4,802
  Council of Europe Development Bank 0.375% 6/10/24 6,115 5,726
  Council of Europe Development Bank 1.375% 2/27/25 13,175 12,288
  Council of Europe Development Bank 3.000% 6/16/25 7,560 7,300
  Council of Europe Development Bank 0.875% 9/22/26 19,042 16,652
  Equinor ASA 2.650% 1/15/24 32,993 32,116
  Equinor ASA 3.700% 3/1/24 21,732 21,426
  Equinor ASA 3.250% 11/10/24 17,207 16,730
  Equinor ASA 2.875% 4/6/25 13,642 13,012
  Equinor ASA 1.750% 1/22/26 21,728 19,569
  Equinor ASA 3.000% 4/6/27 6,939 6,420
  Equinor ASA 7.250% 9/23/27 8,417 9,127
  Equinor ASA 3.625% 9/10/28 13,995 13,052
7 Equinor ASA 6.500% 12/1/28 975 1,028
  Equinor ASA 3.125% 4/6/30 25,560 22,462
  Equinor ASA 2.375% 5/22/30 9,088 7,559
  Equinor ASA 3.625% 4/6/40 7,761 6,235
  Equinor ASA 5.100% 8/17/40 8,571 8,195
  Equinor ASA 4.250% 11/23/41 11,173 9,643
  Equinor ASA 3.950% 5/15/43 13,508 10,995
  Equinor ASA 4.800% 11/8/43 10,575 9,660
  Equinor ASA 3.250% 11/18/49 25,296 18,125
  Equinor ASA 3.700% 4/6/50 31,543 24,484
  European Bank for Reconstruction & Development 1.625% 9/27/24 7,920 7,518
3 European Bank for Reconstruction & Development 1.500% 2/13/25 5,400 5,056
  European Bank for Reconstruction & Development 0.500% 5/19/25 35,072 31,751
3 European Bank for Reconstruction & Development 0.500% 11/25/25 32,850 29,147
3 European Bank for Reconstruction & Development 0.500% 1/28/26 41,307 36,412
3 European Investment Bank 3.125% 12/14/23 54,495 53,722
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  European Investment Bank 3.250% 1/29/24     62,767      61,887
  European Investment Bank 2.625% 3/15/24     38,756      37,834
  European Investment Bank 2.250% 6/24/24     53,959      52,130
  European Investment Bank 0.375% 7/24/24     20,000      18,649
  European Investment Bank 2.500% 10/15/24     27,300      26,351
  European Investment Bank 1.875% 2/10/25     66,436      62,828
  European Investment Bank 1.625% 3/14/25     68,534      64,284
  European Investment Bank 0.625% 7/25/25     84,505      76,312
  European Investment Bank 2.750% 8/15/25     40,100      38,417
  European Investment Bank 0.375% 12/15/25     58,726      51,855
  European Investment Bank 0.375% 3/26/26     56,178      49,129
  European Investment Bank 2.125% 4/13/26     52,616      48,939
  European Investment Bank 0.750% 10/26/26      5,472       4,762
3 European Investment Bank 1.375% 3/15/27     40,750      36,185
  European Investment Bank 2.375% 5/24/27 18,292 16,938
  European Investment Bank 0.625% 10/21/27 3,239 2,721
  European Investment Bank 3.250% 11/15/27 20,000 19,178
  European Investment Bank 1.750% 3/15/29 500 435
  European Investment Bank 1.625% 10/9/29 14,841 12,684
  European Investment Bank 0.875% 5/17/30 10,605 8,409
  European Investment Bank 0.750% 9/23/30 23,535 18,329
  European Investment Bank 1.250% 2/14/31 30,681 24,924
  European Investment Bank 4.875% 2/15/36 28,425 30,504
8 Export Development Canada 2.625% 2/21/24 21,765 21,255
8 Export Development Canada 3.375% 8/26/25 35,000 34,037
8 Export Development Canada 3.000% 5/25/27 26,100 24,744
  Export-Import Bank of Korea 3.625% 11/27/23 16,064 15,907
  Export-Import Bank of Korea 4.000% 1/14/24 33,725 33,491
  Export-Import Bank of Korea 0.375% 2/9/24 6,570 6,214
  Export-Import Bank of Korea 4.000% 9/15/24 10,000 9,885
  Export-Import Bank of Korea 2.875% 1/21/25 3,538 3,393
  Export-Import Bank of Korea 1.875% 2/12/25 16,200 15,164
  Export-Import Bank of Korea 3.250% 11/10/25 6,880 6,570
  Export-Import Bank of Korea 0.625% 2/9/26 3,175 2,784
  Export-Import Bank of Korea 2.625% 5/26/26 31,255 29,110
  Export-Import Bank of Korea 3.250% 8/12/26 1,245 1,179
  Export-Import Bank of Korea 1.625% 1/18/27 7,825 6,860
  Export-Import Bank of Korea 2.375% 4/21/27 250 225
  Export-Import Bank of Korea 4.250% 9/15/27 9,400 9,095
  Export-Import Bank of Korea 1.250% 9/21/30 25,400 19,763
  Export-Import Bank of Korea 1.375% 2/9/31 5,510 4,262
  Export-Import Bank of Korea 2.125% 1/18/32 11,595 9,272
  Export-Import Bank of Korea 4.500% 9/15/32 6,300 6,059
  Export-Import Bank of Korea 2.500% 6/29/41 13,825 10,033
9 FMS Wertmanagement 2.750% 1/30/24 6,365 6,234
3 Hong Kong Government International Bond 1.750% 11/24/31 1,400 1,140
3 Hydro-Quebec 8.050% 7/7/24 10,093 10,656
3 Hydro-Quebec 8.500% 12/1/29 5,546 6,827
  Inter-American Development Bank 3.000% 10/4/23 19,961 19,703
  Inter-American Development Bank 0.250% 11/15/23 78,565 75,095
  Inter-American Development Bank 2.625% 1/16/24 28,823 28,203
  Inter-American Development Bank 3.000% 2/21/24 34,929 34,305
  Inter-American Development Bank 3.250% 7/1/24 15,115 14,838
  Inter-American Development Bank 0.500% 9/23/24 32,519 30,185
  Inter-American Development Bank 2.125% 1/15/25 32,740 31,166
3 Inter-American Development Bank 1.750% 3/14/25 43,485 40,873
  Inter-American Development Bank 0.875% 4/3/25 36,737 33,736
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Inter-American Development Bank 7.000% 6/15/25      5,849       6,218
  Inter-American Development Bank 0.625% 7/15/25     64,497      58,239
3 Inter-American Development Bank 0.875% 4/20/26     82,332      73,041
3 Inter-American Development Bank 2.000% 6/2/26     38,525      35,507
  Inter-American Development Bank 2.000% 7/23/26     26,756      24,593
  Inter-American Development Bank 1.500% 1/13/27      3,755       3,359
  Inter-American Development Bank 2.375% 7/7/27     51,626      47,596
  Inter-American Development Bank 0.625% 9/16/27     40,525      34,103
  Inter-American Development Bank 1.125% 7/20/28     28,292      23,823
  Inter-American Development Bank 3.125% 9/18/28     43,249      40,731
  Inter-American Development Bank 2.250% 6/18/29     23,460      20,871
3 Inter-American Development Bank 1.125% 1/13/31     31,095      24,841
3 Inter-American Development Bank 3.875% 10/28/41      4,720       4,397
  Inter-American Development Bank 3.200% 8/7/42     11,792       9,910
  Inter-American Development Bank 4.375% 1/24/44 12,022 11,986
  International Bank for Reconstruction & Development 0.250% 11/24/23 89,675 85,635
  International Bank for Reconstruction & Development 2.500% 3/19/24 55,620 54,192
3 International Bank for Reconstruction & Development 1.500% 8/28/24 56,881 53,981
3 International Bank for Reconstruction & Development 2.500% 11/25/24 74,756 72,002
  International Bank for Reconstruction & Development 1.625% 1/15/25 40,580 38,211
3 International Bank for Reconstruction & Development 2.125% 3/3/25 5,221 4,960
  International Bank for Reconstruction & Development 0.750% 3/11/25 22,158 20,331
  International Bank for Reconstruction & Development 0.625% 4/22/25 92,631 84,385
  International Bank for Reconstruction & Development 0.375% 7/28/25 91,669 82,115
3 International Bank for Reconstruction & Development 2.500% 7/29/25 30,047 28,585
  International Bank for Reconstruction & Development 0.500% 10/28/25 97,187 86,572
3 International Bank for Reconstruction & Development 3.125% 11/20/25 16,012 15,438
  International Bank for Reconstruction & Development 8.875% 3/1/26 1,050 1,183
  International Bank for Reconstruction & Development 0.875% 7/15/26 36,840 32,458
3 International Bank for Reconstruction & Development 1.875% 10/27/26 9,201 8,365
3 International Bank for Reconstruction & Development 2.500% 11/22/27 24,944 22,998
  International Bank for Reconstruction & Development 0.750% 11/24/27 60,773 51,174
3 International Bank for Reconstruction & Development 1.375% 4/20/28 35,707 30,717
  International Bank for Reconstruction & Development 1.125% 9/13/28 33,085 27,754
  International Bank for Reconstruction & Development 3.625% 9/21/29 37,800 36,628
3 International Bank for Reconstruction & Development 1.750% 10/23/29 17,440 14,956
  International Bank for Reconstruction & Development 0.875% 5/14/30 27,195 21,507
  International Bank for Reconstruction & Development 0.750% 8/26/30 53,860 41,771
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  International Bank for Reconstruction & Development 1.250% 2/10/31     58,175      46,959
  International Bank for Reconstruction & Development 1.625% 11/3/31    104,230      85,591
  International Bank for Reconstruction & Development 2.500% 3/29/32     36,515      32,240
3 International Bank for Reconstruction & Development 4.750% 2/15/35     10,970      11,469
3 International Finance Corp. 1.375% 10/16/24     24,020      22,658
3 International Finance Corp. 0.375% 7/16/25      7,117       6,385
3 International Finance Corp. 2.125% 4/7/26     24,895      23,126
  International Finance Corp. 0.750% 8/27/30     10,940       8,492
3,10 Japan Bank for International Cooperation 1.625% 10/17/22     11,250      11,238
10 Japan Bank for International Cooperation 3.250% 7/20/23      5,187       5,139
3,10 Japan Bank for International Cooperation 3.375% 7/31/23      1,650       1,636
10 Japan Bank for International Cooperation 3.375% 10/31/23     22,290      22,019
3,10 Japan Bank for International Cooperation 0.500% 4/15/24      6,000       5,648
3,10 Japan Bank for International Cooperation 2.500% 5/23/24     23,500      22,742
3,10 Japan Bank for International Cooperation 3.000% 5/29/24 20,705 20,191
3,10 Japan Bank for International Cooperation 1.750% 10/17/24 13,413 12,694
3,10 Japan Bank for International Cooperation 2.125% 2/10/25 37,444 35,411
10 Japan Bank for International Cooperation 2.875% 4/14/25 1,470 1,409
10 Japan Bank for International Cooperation 0.625% 7/15/25 33,983 30,433
3,10 Japan Bank for International Cooperation 2.750% 1/21/26 10,627 9,994
3,10 Japan Bank for International Cooperation 2.375% 4/20/26 2,796 2,584
3,10 Japan Bank for International Cooperation 2.250% 11/4/26 31,015 28,218
10 Japan Bank for International Cooperation 2.875% 6/1/27 34,546 32,096
10 Japan Bank for International Cooperation 2.875% 7/21/27 9,250 8,582
10 Japan Bank for International Cooperation 2.750% 11/16/27 31,470 28,913
10 Japan Bank for International Cooperation 3.250% 7/20/28 14,169 13,184
10 Japan Bank for International Cooperation 3.500% 10/31/28 22,065 20,779
10 Japan Bank for International Cooperation 2.125% 2/16/29 19,415 16,880
10 Japan Bank for International Cooperation 2.000% 10/17/29 12,808 10,915
10 Japan Bank for International Cooperation 1.250% 1/21/31 16,630 13,096
10 Japan Bank for International Cooperation 1.875% 4/15/31 17,940 14,759
10 Japan International Cooperation Agency 2.750% 4/27/27 11,760 10,878
10 Japan International Cooperation Agency 3.250% 5/25/27 30,000 28,277
10 Japan International Cooperation Agency 3.375% 6/12/28 5,250 4,928
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
10 Japan International Cooperation Agency 1.000% 7/22/30      6,450       4,983
10 Japan International Cooperation Agency 1.750% 4/28/31      3,600       2,923
9 KFW 0.250% 10/19/23     98,700      94,629
9 KFW 2.625% 2/28/24     28,133      27,477
9 KFW 0.250% 3/8/24     56,563      53,395
9 KFW 1.375% 8/5/24     38,691      36,694
9 KFW 0.500% 9/20/24     70,042      65,049
9 KFW 2.500% 11/20/24     66,212      63,770
9 KFW 1.250% 1/31/25     61,158      57,022
9 KFW 2.000% 5/2/25     23,862      22,509
9 KFW 0.375% 7/18/25    102,059      91,496
9 KFW 0.625% 1/22/26     91,370      81,079
9 KFW 1.000% 10/1/26     54,730      48,190
9 KFW 3.000% 5/20/27     28,565      27,166
9 KFW 2.875% 4/3/28 25,674 24,032
9 KFW 1.750% 9/14/29 17,409 15,011
9 KFW 0.750% 9/30/30 33,325 25,886
9 KFW 0.000% 4/18/36 21,632 12,388
9 KFW 0.000% 6/29/37 40,895 22,579
  Korea Development Bank 3.750% 1/22/24 23,949 23,704
  Korea Development Bank 3.250% 2/19/24 4,840 4,752
  Korea Development Bank 2.125% 10/1/24 6,630 6,311
  Korea Development Bank 0.750% 1/25/25 10,965 10,011
  Korea Development Bank 3.375% 9/16/25 2,185 2,099
  Korea Development Bank 0.800% 4/27/26 300 262
  Korea Development Bank 2.000% 9/12/26 3,490 3,156
  Korea Development Bank 1.375% 4/25/27 8,355 7,213
  Korea Development Bank 1.625% 1/19/31 13,900 11,000
  Korea Development Bank 2.000% 10/25/31 10,426 8,338
9 Landwirtschaftliche Rentenbank 3.125% 11/14/23 14,950 14,748
9 Landwirtschaftliche Rentenbank 2.000% 1/13/25 38,897 36,944
3,9 Landwirtschaftliche Rentenbank 0.500% 5/27/25 13,215 11,954
9 Landwirtschaftliche Rentenbank 2.375% 6/10/25 23,975 22,764
9 Landwirtschaftliche Rentenbank 0.875% 3/30/26 18,000 15,986
3,9 Landwirtschaftliche Rentenbank 1.750% 7/27/26 18,175 16,535
3,9 Landwirtschaftliche Rentenbank 2.500% 11/15/27 14,574 13,417
9 Landwirtschaftliche Rentenbank 0.875% 9/3/30 26,575 20,835
  Nordic Investment Bank 2.250% 5/21/24 12,810 12,391
  Nordic Investment Bank 0.375% 9/20/24 5,600 5,189
  Nordic Investment Bank 0.375% 9/11/25 27,545 24,550
3 Nordic Investment Bank 0.500% 1/21/26 19,000 16,762
  North American Development Bank 2.400% 10/26/22 1,658 1,657
11 Oesterreichische Kontrollbank AG 3.125% 11/7/23 12,501 12,335
11 Oesterreichische Kontrollbank AG 1.500% 2/12/25 15,505 14,513
11 Oesterreichische Kontrollbank AG 0.375% 9/17/25 34,865 31,022
3,11 Oesterreichische Kontrollbank AG 0.500% 2/2/26 24,100 21,203
11 Oesterreichische Kontrollbank AG 3.625% 9/9/27 18,350 17,853
3 Oriental Republic of Uruguay 4.375% 10/27/27 27,244 26,877
3 Oriental Republic of Uruguay 4.375% 1/23/31 31,474 30,146
3 Oriental Republic of Uruguay 7.625% 3/21/36 8,957 10,759
3 Oriental Republic of Uruguay 4.125% 11/20/45 6,905 5,954
3 Oriental Republic of Uruguay 5.100% 6/18/50 44,872 40,916
3 Oriental Republic of Uruguay 4.975% 4/20/55 34,739 30,941
3,12 Petroleos Mexicanos 2.290% 2/15/24 356 340
12 Petroleos Mexicanos 2.378% 4/15/25 848 820
  Province of Alberta 3.350% 11/1/23 32,388 32,030
  Province of Alberta 2.950% 1/23/24 15,224 14,930
  Province of Alberta 1.875% 11/13/24 30,253 28,707
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Province of Alberta 1.000% 5/20/25     21,110      19,313
  Province of Alberta 3.300% 3/15/28     20,010      18,867
  Province of Alberta 1.300% 7/22/30     43,480      34,543
3 Province of British Columbia 1.750% 9/27/24     17,927      17,042
3 Province of British Columbia 6.500% 1/15/26        266         280
  Province of British Columbia 2.250% 6/2/26      8,519       7,887
  Province of British Columbia 0.900% 7/20/26     20,174      17,688
  Province of British Columbia 1.300% 1/29/31     16,090      12,791
  Province of British Columbia 7.250% 9/1/36        195         257
3 Province of Manitoba 2.600% 4/16/24     20,482      19,919
  Province of Manitoba 3.050% 5/14/24      2,404       2,351
  Province of Manitoba 2.125% 6/22/26      5,808       5,319
3 Province of Manitoba 1.500% 10/25/28     10,735       9,040
  Province of New Brunswick 3.625% 2/24/28      6,700       6,431
  Province of Ontario 3.400% 10/17/23 52,975 52,418
  Province of Ontario 3.050% 1/29/24 15,894 15,608
  Province of Ontario 3.200% 5/16/24 7,737 7,586
  Province of Ontario 2.500% 4/27/26 21,413 19,958
  Province of Ontario 2.300% 6/15/26 42,700 39,459
  Province of Ontario 3.100% 5/19/27 42,300 39,881
  Province of Ontario 2.000% 10/2/29 31,780 27,225
  Province of Ontario 1.125% 10/7/30 24,845 19,407
  Province of Ontario 1.600% 2/25/31 46,045 37,249
  Province of Ontario 1.800% 10/14/31 39,600 32,042
3 Province of Quebec 7.125% 2/9/24 10,810 11,165
3 Province of Quebec 2.500% 4/9/24 2,530 2,460
3 Province of Quebec 2.875% 10/16/24 19,488 18,918
3 Province of Quebec 1.500% 2/11/25 16,797 15,710
  Province of Quebec 0.600% 7/23/25 32,945 29,634
  Province of Quebec 2.500% 4/20/26 24,635 23,009
  Province of Quebec 2.750% 4/12/27 46,590 43,455
3 Province of Quebec 7.500% 9/15/29 18,158 21,400
  Province of Quebec 1.350% 5/28/30 19,400 15,590
  Province of Quebec 1.900% 4/21/31 92,155 76,650
  Province of Saskatchewan 3.250% 6/8/27 9,500 9,032
  Republic of Chile 2.250% 10/30/22 2,485 2,479
  Republic of Chile 3.125% 3/27/25 7,020 6,718
  Republic of Chile 3.125% 1/21/26 12,218 11,391
3 Republic of Chile 2.750% 1/31/27 13,929 12,563
3 Republic of Chile 3.240% 2/6/28 29,041 26,182
3 Republic of Chile 2.450% 1/31/31 9,971 8,000
3 Republic of Chile 2.550% 1/27/32 3,384 2,658
3 Republic of Chile 2.550% 7/27/33 46,845 35,135
3 Republic of Chile 3.500% 1/31/34 28,202 23,016
3 Republic of Chile 3.100% 5/7/41 43,705 29,547
3 Republic of Chile 4.340% 3/7/42 15,550 12,294
3 Republic of Chile 3.500% 1/25/50 18,271 12,403
3 Republic of Chile 4.000% 1/31/52 19,280 14,099
3 Republic of Chile 3.100% 1/22/61 16,047 9,322
3 Republic of Chile 3.250% 9/21/71 6,804 3,879
  Republic of Finland 6.950% 2/15/26 2,770 2,964
  Republic of Hungary 5.750% 11/22/23 4,236 4,202
  Republic of Hungary 5.375% 3/25/24 31,491 30,956
  Republic of Hungary 7.625% 3/29/41 15,604 15,400
  Republic of Indonesia 4.450% 2/11/24 250 249
  Republic of Indonesia 3.500% 1/11/28 15,512 14,180
  Republic of Indonesia 4.100% 4/24/28 20,217 18,967
  Republic of Indonesia 4.750% 2/11/29 22,232 21,520
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Republic of Indonesia 3.400% 9/18/29      7,702       6,819
  Republic of Indonesia 2.850% 2/14/30      8,821       7,520
  Republic of Indonesia 3.850% 10/15/30     20,537      18,543
  Republic of Indonesia 1.850% 3/12/31     18,240      14,094
3 Republic of Indonesia 2.150% 7/28/31      3,560       2,796
3 Republic of Indonesia 3.550% 3/31/32     11,915      10,310
3 Republic of Indonesia 4.650% 9/20/32      2,200       2,066
  Republic of Indonesia 4.350% 1/11/48     41,607      32,890
  Republic of Indonesia 5.350% 2/11/49     19,820      17,487
  Republic of Indonesia 3.700% 10/30/49     10,425       7,510
  Republic of Indonesia 3.500% 2/14/50      5,525       3,849
  Republic of Indonesia 4.200% 10/15/50     23,445      17,931
  Republic of Indonesia 3.050% 3/12/51     13,830       9,169
3 Republic of Indonesia 4.300% 3/31/52      4,500       3,496
3 Republic of Indonesia 5.450% 9/20/52 3,500 3,203
3 Republic of Indonesia 3.200% 9/23/61 1,070 664
  Republic of Indonesia 4.450% 4/15/70 16,679 12,678
  Republic of Indonesia 3.350% 3/12/71 9,130 5,621
  Republic of Italy 6.875% 9/27/23 32,411 32,851
  Republic of Italy 0.875% 5/6/24 24,335 22,597
  Republic of Italy 2.375% 10/17/24 35,229 33,118
  Republic of Italy 1.250% 2/17/26 33,395 28,650
  Republic of Italy 2.875% 10/17/29 21,361 17,454
  Republic of Italy 5.375% 6/15/33 30,755 29,344
  Republic of Italy 4.000% 10/17/49 31,195 22,361
  Republic of Italy 3.875% 5/6/51 37,602 25,699
  Republic of Korea 2.000% 6/19/24 500 479
  Republic of Korea 5.625% 11/3/25 2,525 2,583
  Republic of Korea 2.750% 1/19/27 54,327 50,762
  Republic of Korea 3.500% 9/20/28 450 427
  Republic of Korea 2.500% 6/19/29 12,925 11,673
  Republic of Korea 1.000% 9/16/30 11,360 8,946
  Republic of Korea 1.750% 10/15/31 8,525 6,973
  Republic of Korea 4.125% 6/10/44 8,342 7,927
  Republic of Korea 3.875% 9/20/48 8,073 7,267
3 Republic of Panama 4.000% 9/22/24 19,257 18,783
3 Republic of Panama 3.750% 3/16/25 25,038 24,106
  Republic of Panama 7.125% 1/29/26 14,719 15,530
  Republic of Panama 8.875% 9/30/27 9,896 11,301
3 Republic of Panama 3.875% 3/17/28 10,800 9,824
  Republic of Panama 9.375% 4/1/29 12,770 14,862
3 Republic of Panama 3.160% 1/23/30 10,045 8,198
3 Republic of Panama 2.252% 9/29/32 26,420 18,582
3 Republic of Panama 6.700% 1/26/36 28,811 28,198
3 Republic of Panama 4.500% 5/15/47 13,265 9,418
3 Republic of Panama 4.500% 4/16/50 45,083 31,260
3 Republic of Panama 4.300% 4/29/53 21,365 14,242
3 Republic of Panama 4.500% 4/1/56 41,963 28,275
3 Republic of Panama 3.870% 7/23/60 25,259 14,947
3 Republic of Panama 4.500% 1/19/63 17,720 11,594
  Republic of Peru 7.350% 7/21/25 7,239 7,600
3 Republic of Peru 2.392% 1/23/26 12,530 11,372
  Republic of Peru 4.125% 8/25/27 2,399 2,269
  Republic of Peru 2.844% 6/20/30 9,793 8,016
3 Republic of Peru 2.783% 1/23/31 72,102 57,350
3 Republic of Peru 1.862% 12/1/32 18,470 13,021
  Republic of Peru 8.750% 11/21/33 36,024 43,506
3 Republic of Peru 3.000% 1/15/34 35,345 26,603
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Republic of Peru 6.550% 3/14/37     16,341      16,752
3 Republic of Peru 3.300% 3/11/41     18,667      12,808
  Republic of Peru 5.625% 11/18/50     28,198      26,492
3 Republic of Peru 3.550% 3/10/51        445         297
3 Republic of Peru 2.780% 12/1/60     15,388       8,317
3 Republic of Peru 3.600% 1/15/72     25,325      15,230
3 Republic of Peru 3.230% 7/28/21     14,383       7,755
  Republic of Poland 3.000% 3/17/23      6,034       5,981
  Republic of Poland 4.000% 1/22/24     24,249      23,902
  Republic of Poland 3.250% 4/6/26     26,885      25,286
  Republic of the Philippines 4.200% 1/21/24      2,456       2,426
  Republic of the Philippines 9.500% 10/21/24      1,530       1,668
  Republic of the Philippines 10.625% 3/16/25     25,686      29,052
  Republic of the Philippines 5.500% 3/30/26     21,045      21,491
  Republic of the Philippines 3.229% 3/29/27 6,580 6,131
  Republic of the Philippines 3.000% 2/1/28 18,195 16,579
  Republic of the Philippines 3.750% 1/14/29 23,430 22,027
  Republic of the Philippines 9.500% 2/2/30 21,578 26,742
  Republic of the Philippines 2.457% 5/5/30 13,222 11,071
  Republic of the Philippines 7.750% 1/14/31 29,445 33,968
  Republic of the Philippines 1.648% 6/10/31 7,783 5,939
  Republic of the Philippines 1.950% 1/6/32 6,450 4,977
  Republic of the Philippines 6.375% 1/15/32 11,370 12,047
  Republic of the Philippines 3.556% 9/29/32 8,665 7,543
  Republic of the Philippines 6.375% 10/23/34 40,268 42,050
  Republic of the Philippines 5.000% 1/13/37 5,750 5,347
  Republic of the Philippines 3.950% 1/20/40 34,818 27,720
  Republic of the Philippines 3.700% 3/1/41 22,152 17,174
  Republic of the Philippines 3.700% 2/2/42 26,780 20,571
  Republic of the Philippines 2.950% 5/5/45 22,912 15,073
  Republic of the Philippines 2.650% 12/10/45 9,984 6,177
  Republic of the Philippines 3.200% 7/6/46 29,989 20,065
  Republic of the Philippines 4.200% 3/29/47 5,280 4,156
  State of Israel 2.875% 3/16/26 12,420 11,768
  State of Israel 3.250% 1/17/28 8,300 7,803
  State of Israel 2.500% 1/15/30 3,162 2,764
  State of Israel 2.750% 7/3/30 6,827 6,034
  State of Israel 4.500% 1/30/43 17,652 16,205
  State of Israel 4.125% 1/17/48 12,920 10,984
  State of Israel 3.375% 1/15/50 39,764 29,394
  State of Israel 3.875% 7/3/50 27,040 21,766
  State of Israel 4.500% 4/3/20 15,293 12,375
  Svensk Exportkredit AB 0.500% 11/10/23 18,550 17,769
3 Svensk Exportkredit AB 0.375% 3/11/24 10,020 9,457
3 Svensk Exportkredit AB 0.375% 7/30/24 10,257 9,539
  Svensk Exportkredit AB 0.625% 10/7/24 19,000 17,615
3 Svensk Exportkredit AB 0.625% 5/14/25 28,300 25,638
  Svensk Exportkredit AB 0.500% 8/26/25 36,910 32,940
3 Svensk Exportkredit AB 2.250% 3/22/27 12,800 11,716
3 Svensk Exportkredit AB 0.000% 5/11/37 200 104
3 United Mexican States 3.900% 4/27/25 16,447 16,190
  United Mexican States 4.125% 1/21/26 32,785 31,811
  United Mexican States 4.150% 3/28/27 33,140 31,741
  United Mexican States 3.750% 1/11/28 30,935 28,490
  United Mexican States 4.500% 4/22/29 41,650 38,588
3 United Mexican States 3.250% 4/16/30 39,040 32,688
3 United Mexican States 2.659% 5/24/31 14,630 11,253
3 United Mexican States 8.300% 8/15/31 3,735 4,357
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 United Mexican States 4.750% 4/27/32     10,056       9,049
3 United Mexican States 7.500% 4/8/33     15,085      16,556
3 United Mexican States 4.875% 5/19/33     30,275      26,685
3 United Mexican States 3.500% 2/12/34     36,666      28,008
3 United Mexican States 6.750% 9/27/34      3,638       3,704
  United Mexican States 6.050% 1/11/40     37,574      34,869
3 United Mexican States 4.280% 8/14/41     59,085      43,240
3 United Mexican States 4.750% 3/8/44     50,229      38,643
  United Mexican States 5.550% 1/21/45     10,008       8,576
  United Mexican States 4.600% 1/23/46     33,869      24,997
  United Mexican States 4.350% 1/15/47     38,140      26,924
  United Mexican States 4.600% 2/10/48     41,335      30,181
3 United Mexican States 4.500% 1/31/50     27,077      19,475
3 United Mexican States 5.000% 4/27/51     18,610      14,320
3 United Mexican States 4.400% 2/12/52 41,475 28,626
3 United Mexican States 3.771% 5/24/61 58,692 34,744
3 United Mexican States 5.750% 10/12/10 32,467 25,076
Total Sovereign Bonds (Cost $11,030,160) 9,718,036
Taxable Municipal Bonds (0.7%)
  Alabama Economic Settlement Authority BP Settlement Revenue 3.163% 9/15/25 1,845 1,779
  Alabama Federal AID Highway Finance Authority SO Revenue 2.650% 9/1/37 4,750 3,520
  Alameda County CA Joint Powers Authority Lease Revenue 7.046% 12/1/44 2,050 2,485
  American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) 6.449% 2/15/44 4,895 5,331
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 7.834% 2/15/41 2,300 2,838
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 6.053% 2/15/43 1,000 1,053
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 5.939% 2/15/47 8,475 8,853
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 6.270% 2/15/50 2,095 2,228
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 7.499% 2/15/50 1,550 1,870
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 8.084% 2/15/50 9,415 12,505
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 2.574% 4/1/31 4,000 3,435
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.918% 4/1/40 4,075 4,713
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.263% 4/1/49 18,010 20,500
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 7.043% 4/1/50 6,275 7,688
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.907% 10/1/50 10,390 12,644
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 3.126% 4/1/55      6,725       4,538
  California GO 3.375% 4/1/25      5,450       5,299
  California GO 2.650% 4/1/26      5,000       4,697
  California GO 1.700% 2/1/28      5,150       4,450
  California GO 3.500% 4/1/28      7,635       7,216
  California GO 3.050% 4/1/29        600         544
  California GO 2.500% 10/1/29      9,035       7,847
  California GO 1.750% 11/1/30      5,000       3,981
  California GO 4.500% 4/1/33     11,590      11,159
  California GO 7.500% 4/1/34     32,655      38,871
  California GO 4.600% 4/1/38     17,500      16,353
  California GO 7.550% 4/1/39     41,470      51,642
  California GO 7.300% 10/1/39      6,946       8,314
  California GO 7.350% 11/1/39     29,675      35,655
  California GO 7.625% 3/1/40 16,025 19,879
  California GO 7.600% 11/1/40 15,895 19,986
  California Health Facilities Financing Authority Revenue 4.353% 6/1/41 1,000 885
  California State University Systemwide Revenue 3.899% 11/1/47 3,220 2,737
  California State University Systemwide Revenue 2.897% 11/1/51 1,850 1,271
  California State University Systemwide Revenue 2.975% 11/1/51 10,905 7,469
  California State University Systemwide Revenue 2.719% 11/1/52 4,300 2,715
  California State University Systemwide Revenue 2.939% 11/1/52 6,000 3,969
  Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,410 1,479
  Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue 3.204% 1/15/51 5,150 3,636
  Chicago IL GO Prere. 7.045% 1/1/23 280 282
  Chicago IL GO 7.045% 1/1/29 1,940 1,933
  Chicago IL Metropolitan Water Reclamation District GO 5.720% 12/1/38 7,505 8,082
  Chicago IL O'Hare International Airport Revenue 6.395% 1/1/40 1,745 1,966
  Chicago IL O'Hare International Airport Revenue 4.472% 1/1/49 4,375 3,846
  Chicago IL O'Hare International Airport Revenue 4.572% 1/1/54 9,095 7,993
  Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue 6.899% 12/1/40 7,135 8,011
  Clark County NV Airport System Revenue 6.820% 7/1/45 3,745 4,465
  Commonwealth Financing Authority Pennsylvania Revenue 3.864% 6/1/38 8,870 7,540
  Commonwealth Financing Authority Pennsylvania Revenue 3.807% 6/1/41 5,735 4,604
  Commonwealth of Massachusetts SO Revenue 3.769% 7/15/29 3,750 3,532
  Commonwealth of Massachusetts SO Revenue 4.110% 7/15/31 11,200 10,745
  Connecticut GO 5.090% 10/1/30 8,770 8,790
  Connecticut GO 5.850% 3/15/32 7,595 7,995
  Cook County IL GO 6.229% 11/15/34 4,650 4,965
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Dallas County TX Hospital District Revenue 5.621% 8/15/44      2,100       2,187
  Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44      2,065       2,267
  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48      4,000       3,887
  Dallas TX Convention Center Hotel Development Corp. Hotel Revenue 7.088% 1/1/42      4,490       5,009
13 Dallas TX Independent School District GO 6.450% 2/15/35      3,750       3,790
  Dallas-Fort Worth TX International Airport Revenue 2.994% 11/1/38     15,350      12,404
  Dallas-Fort Worth TX International Airport Revenue 3.144% 11/1/45      4,500       3,291
  Dallas-Fort Worth TX International Airport Revenue 2.843% 11/1/46      3,600       2,523
  Dallas-Fort Worth TX International Airport Revenue 4.507% 11/1/51     10,050       8,768
  District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) 5.591% 12/1/34      5,675       5,878
  District of Columbia Water & Sewer Authority Public Utility Revenue 4.814% 10/1/14      4,650       4,078
  East Bay CA Municipal Utility District Water System Revenue 5.874% 6/1/40      4,720       5,172
  Energy Northwest Washington Electric Revenue (Columbia Generating Station) 2.814% 7/1/24         45          44
  Florida State Board of Administration Finance Corp. Revenue 1.258% 7/1/25     20,500      18,560
  Florida State Board of Administration Finance Corp. Revenue 1.705% 7/1/27 13,800 11,801
  Florida State Board of Administration Finance Corp. Revenue 2.154% 7/1/30 16,985 13,636
  Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue 4.094% 1/15/49 4,850 3,558
  Georgia Municipal Electric Power Authority Revenue 6.637% 4/1/57 15,273 16,546
  Georgia Municipal Electric Power Authority Revenue 6.655% 4/1/57 6,458 7,130
  Georgia Municipal Electric Power Authority Revenue 7.055% 4/1/57 3,569 3,692
  Georgia Water & Wastewater Revenue 2.257% 11/1/35 2,400 1,822
  Golden State Tobacco Securitization Corp. California Revenue 2.746% 6/1/34 3,650 2,868
  Golden State Tobacco Securitization Corp. California Revenue 3.487% 6/1/36 3,000 2,395
  Golden State Tobacco Securitization Corp. California Revenue 3.115% 6/1/38 5,700 4,279
  Golden State Tobacco Securitization Corp. California Revenue 3.714% 6/1/41 4,700 3,566
  Golden State Tobacco Securitization Corp. California Revenue 3.293% 6/1/42 4,700 3,368
  Golden State Tobacco Securitization Corp. California Revenue 3.000% 6/1/46 6,545 5,661
  Golden State Tobacco Securitization Corp. California Revenue 3.850% 6/1/50 5,200 4,510
  Golden State Tobacco Securitization Corp. California Revenue 4.214% 6/1/50 8,625 5,963
  Grand Parkway Transportation Corp. Texas System Toll Revenue 3.236% 10/1/52 27,320 19,055
  Great Lakes MI Water Authority Water Supply System Revenue 3.473% 7/1/41 1,000 805
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Great Lakes Michigan Water Authority Sewage Disposal System Revenue 3.056% 7/1/39      4,100       3,183
  Houston TX GO 6.290% 3/1/32     12,395      13,019
  Houston TX GO 3.961% 3/1/47      1,330       1,118
  Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) 2.861% 9/1/46      2,400       1,696
  Illinois GO 5.100% 6/1/33     85,364      81,314
  Illinois GO 6.630% 2/1/35      2,930       2,976
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34      4,980       5,319
  Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) 3.051% 1/1/51      5,225       3,892
  Jobs Ohio Beverage System Statewide Liquor Profits Revenue 3.985% 1/1/29      6,300       6,117
  Jobs Ohio Beverage System Statewide Liquor Profits Revenue 4.532% 1/1/35      7,980       7,726
  Jobs Ohio Beverage System Statewide Liquor Profits Revenue 2.833% 1/1/38      4,165       3,237
  Kansas Department of Transportation Highway Revenue 4.596% 9/1/35      1,925       1,869
  Kansas Development Finance Authority Revenue 4.927% 4/15/45        900         844
14 Kansas Development Finance Authority Revenue 2.774% 5/1/51      4,750       3,172
15 Kansas Development Finance Authority Revenue (Employees Retirement System) 5.501% 5/1/34 4,300 4,349
  Los Angeles CA Community College District GO 1.606% 8/1/28 9,595 8,182
  Los Angeles CA Community College District GO 1.806% 8/1/30 8,150 6,622
  Los Angeles CA Community College District GO 2.106% 8/1/32 13,140 10,287
  Los Angeles CA Community College District GO 6.750% 8/1/49 3,025 3,727
15 Los Angeles CA Department of Airports International Revenue 4.242% 5/15/48 3,225 2,737
  Los Angeles CA Department of Water & Power Revenue 5.716% 7/1/39 3,925 4,071
  Los Angeles CA Department of Water & Power Revenue 6.574% 7/1/45 2,700 3,150
  Los Angeles CA Department of Water & Power Revenue 6.603% 7/1/50 5,060 5,943
  Los Angeles CA Unified School District GO 5.755% 7/1/29 2,075 2,140
  Los Angeles CA Unified School District GO 5.750% 7/1/34 14,640 14,990
  Los Angeles CA Unified School District GO 6.758% 7/1/34 17,485 19,289
  Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue 5.735% 6/1/39 8,110 8,560
  Los Angeles County CA Public Works Financing Authority Lease Revenue 7.618% 8/1/40 2,200 2,740
  Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds 4.145% 2/1/33 9,400 8,922
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue 3.615% 2/1/29      9,600       9,309
  Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue 4.275% 2/1/36      2,225       2,069
  Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue 4.475% 8/1/39     11,100      10,028
  Maryland Health & Higher Educational Facilities Authority Revenue 3.052% 7/1/40      3,900       2,766
  Maryland Health & Higher Educational Facilities Authority Revenue 3.197% 7/1/50      3,900       2,599
  Maryland Transportation Authority Facilities Projects Revenue 5.888% 7/1/43      2,330       2,513
  Massachusetts GO 4.500% 8/1/31        400         389
  Massachusetts GO 5.456% 12/1/39      5,350       5,503
  Massachusetts GO 2.514% 7/1/41     13,650       9,776
  Massachusetts GO 2.813% 9/1/43     10,415       7,513
  Massachusetts GO 2.900% 9/1/49      5,415       3,835
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 1.753% 8/15/30      3,000       2,452
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 5.715% 8/15/39      3,100       3,367
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 3.395% 10/15/40      7,605       6,021
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 2.950% 5/15/43 5,510 4,126
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 4,275 4,465
  Massachusetts Water Resources Authority Revenue 2.823% 8/1/41 3,500 2,660
  Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue 6.731% 7/1/43 2,260 2,568
  Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue 7.462% 10/1/46 6,325 7,758
  Miami-Dade County FL Aviation Revenue (Miami International Airport) 4.280% 10/1/41 6,205 5,382
  Miami-Dade County FL Water & Sewer Revenue 3.490% 10/1/42 2,025 1,580
  Michigan Finance Authority Revenue (Trinity Health Credit Group) 3.084% 12/1/34 4,490 3,730
  Michigan Finance Authority Revenue (Trinity Health Credit Group) 3.384% 12/1/40 6,225 4,957
  Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II 2.705% 10/15/40 6,300 4,622
  Michigan State University Revenue 4.496% 8/15/48 2,600 2,379
  Michigan State University Revenue 4.165% 8/15/22 1,810 1,347
  Michigan Strategic Fund Limited Obligation Revenue 3.225% 9/1/47 4,000 2,852
  Mississippi GO 5.245% 11/1/34 1,375 1,390
  Missouri Health & Educational Facilities Authority Revenue (Washington University) 3.229% 5/15/50 4,815 3,455
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Missouri Health & Educational Facilities Authority Revenue (Washington University) 3.652% 8/15/57      5,750       4,344
16 New Jersey Economic Development Authority Revenue (State Pension Funding) 7.425% 2/15/29     15,550      16,645
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 5.754% 12/15/28     12,050      12,064
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 4.081% 6/15/39      5,035       4,186
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 6.561% 12/15/40      8,105       8,693
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 4.131% 6/15/42      5,410       4,333
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40     18,650      22,817
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41     24,238      28,632
  New York City NY GO 5.517% 10/1/37      9,550       9,628
  New York City NY GO 6.271% 12/1/37      3,200       3,475
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.750% 6/15/41      1,435       1,540
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.724% 6/15/42        395         421
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.952% 6/15/42      2,900       3,172
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 6.011% 6/15/42      1,050       1,155
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.440% 6/15/43 4,675 4,854
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.882% 6/15/44 19,200 21,006
  New York City NY Transitional Finance Authority Future Tax Revenue 5.767% 8/1/36 4,465 4,627
  New York City NY Transitional Finance Authority Future Tax Revenue 5.508% 8/1/37 8,550 8,732
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 5.871% 11/15/39 1,950 1,951
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 6.668% 11/15/39 1,935 2,049
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 6.814% 11/15/40 720 772
  New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) 5.175% 11/15/49 10,350 9,204
  New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 20,105 24,422
  New York State Dormitory Authority Revenue 3.142% 7/1/43 11,425 8,722
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  New York State Dormitory Authority Revenue (Personal Income Tax) 2.202% 3/15/34      8,600       6,522
  New York State Dormitory Authority Revenue (Personal Income Tax) 3.110% 2/15/39      2,650       2,120
  New York State Dormitory Authority Revenue (Personal Income Tax) 5.628% 3/15/39      2,170       2,237
  New York State Dormitory Authority Revenue (Personal Income Tax) 5.600% 3/15/40        865         900
  New York State Dormitory Authority Revenue (Personal Income Tax) 3.190% 2/15/43      9,795       7,182
  New York State Thruway Authority General Revenue 2.900% 1/1/35      5,015       4,102
  New York State Thruway Authority General Revenue 3.500% 1/1/42      2,000       1,569
  New York State Urban Development Corp. Revenue (Personal Income Tax) 3.900% 3/15/33      4,000       3,621
  New York State Urban Development Corp. Revenue (Personal Income Tax) 5.770% 3/15/39      5,775       5,971
  North Texas Tollway Authority System Revenue 3.011% 1/1/43      1,950       1,410
  North Texas Tollway Authority System Revenue 6.718% 1/1/49     10,855      12,874
  Ohio State University General Receipts Revenue 4.910% 6/1/40      9,285       9,285
  Ohio State University General Receipts Revenue 3.798% 12/1/46      5,285       4,383
  Ohio State University General Receipts Revenue 4.800% 6/1/11      3,860       3,333
  Ohio Turnpike Commission Revenue 3.216% 2/15/48 8,675 6,301
  Ohio Water Development Authority Water Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 2,567
  Oklahoma Development Finance Authority Revenue 3.877% 5/1/37 5,000 4,780
  Oklahoma Development Finance Authority Revenue 4.380% 11/1/45 5,075 4,637
  Oklahoma Development Finance Authority Revenue 4.714% 5/1/52 4,700 4,361
  Oregon Department of Transportation Highway User Tax Revenue 5.834% 11/15/34 6,040 6,497
  Oregon GO 5.892% 6/1/27 5,430 5,617
14 Oregon GO 3.424% 3/1/60 7,680 5,413
15 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,211
16 Oregon School Boards Association GO 5.680% 6/30/28 1,575 1,598
  Pennsylvania State University 2.790% 9/1/43 7,400 5,235
  Pennsylvania State University 2.840% 9/1/50 5,415 3,708
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 4,390 4,550
  Philadelphia PA Water & Wastewater Revenue 2.926% 7/1/45 3,800 2,660
  Port Authority of New York & New Jersey Revenue 6.040% 12/1/29 2,560 2,705
  Port Authority of New York & New Jersey Revenue 5.647% 11/1/40 23,560 24,451
  Port Authority of New York & New Jersey Revenue 5.647% 11/1/40 12,025 12,480
  Port Authority of New York & New Jersey Revenue 4.960% 8/1/46 6,300 6,037
  Port Authority of New York & New Jersey Revenue 5.310% 8/1/46 4,625 4,581
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Port Authority of New York & New Jersey Revenue 4.031% 9/1/48      2,205       1,818
  Port Authority of New York & New Jersey Revenue 3.139% 2/15/51     12,100       8,560
  Port Authority of New York & New Jersey Revenue 4.926% 10/1/51      2,315       2,217
  Port Authority of New York & New Jersey Revenue 3.175% 7/15/60      5,350       3,497
  Port Authority of New York & New Jersey Revenue 4.458% 10/1/62     28,925      25,272
  Port Authority of New York & New Jersey Revenue 4.810% 10/15/65      5,400       5,037
  Port Authority of New York & New Jersey Revenue 3.287% 8/1/69      5,400       3,547
  Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) 2.543% 9/1/40      5,225       3,737
  Regional Transportation District of Colorado Sales Tax Revenue 5.844% 11/1/50      3,500       3,831
  Riverside County CA Pension Obligation Bonds 3.818% 2/15/38        975         834
  Rutgers State University New Jersey Revenue 5.665% 5/1/40      3,275       3,399
  Rutgers State University New Jersey Revenue 3.270% 5/1/43      1,325       1,041
  Rutgers State University New Jersey Revenue 3.915% 5/1/19      4,815       3,382
  Sales Tax Securitization Corp. Illinois Revenue 3.238% 1/1/42      5,000       3,788
  Sales Tax Securitization Corp. Illinois Revenue 3.587% 1/1/43 8,700 7,083
  Sales Tax Securitization Corp. Illinois Revenue 3.820% 1/1/48 3,525 2,823
  Sales Tax Securitization Corp. Illinois Revenue 4.787% 1/1/48 1,795 1,666
  Salt River Projects Arizona Agricultural Improvement & Power District Revenue 4.839% 1/1/41 3,880 3,831
  San Antonio TX Electric & Gas Systems Revenue 5.985% 2/1/39 4,085 4,377
  San Antonio TX Electric & Gas Systems Revenue 5.808% 2/1/41 6,750 7,059
  San Antonio TX Electric & Gas Systems Revenue 4.427% 2/1/42 5,150 4,753
  San Antonio TX Electric & Gas Systems Revenue 2.905% 2/1/48 3,900 2,740
  San Diego County CA Regional Transportation Commission Sales Tax Revenue 3.248% 4/1/48 1,225 927
  San Diego County CA Regional Transportation Commission Sales Tax Revenue 5.911% 4/1/48 3,760 4,192
  San Diego County CA Water Authority Revenue 6.138% 5/1/49 11,670 13,150
  San Francisco CA City & County Public Utilities Commission Water Revenue 3.303% 11/1/39 6,605 5,388
  San Francisco CA City & County Public Utilities Commission Water Revenue 6.950% 11/1/50 5,175 6,375
  San Jose California Redevelopment Agency Successor Agency Tax Allocation 3.375% 8/1/34 5,940 5,172
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Santa Clara Valley CA Transportation Authority Sales Tax Revenue 5.876% 4/1/32      8,775       9,116
  South Carolina Public Service Authority Revenue 6.454% 1/1/50      8,650       9,727
  State Public School Building Authority PA Revenue 5.000% 9/15/27      2,617       2,622
  Texas GO 5.517% 4/1/39     17,465      18,303
  Texas GO 3.211% 4/1/44      6,000       4,691
  Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) 3.922% 12/31/49     14,835      11,232
  Texas Transportation Commission GO 4.681% 4/1/40      2,850       2,745
  Texas Transportation Commission GO 2.562% 4/1/42      9,375       6,673
  Texas Transportation Commission GO 2.472% 10/1/44     12,250       8,016
  Texas Transportation Commission State Highway Revenue 5.178% 4/1/30      7,485       7,578
  Texas Transportation Commission State Highway Revenue 4.000% 10/1/33      9,725       8,905
15 Tucson City AZ COP 2.856% 7/1/47      4,300       2,961
  University of California Regents Medical Center Pooled Revenue 4.132% 5/15/32      2,500       2,280
  University of California Regents Medical Center Pooled Revenue 6.548% 5/15/48     13,925      15,895
  University of California Regents Medical Center Pooled Revenue 6.583% 5/15/49 2,575 2,937
  University of California Regents Medical Center Pooled Revenue 3.006% 5/15/50 7,295 4,846
  University of California Regents Medical Center Pooled Revenue 4.563% 5/15/53 3,600 3,173
  University of California Regents Medical Center Pooled Revenue 3.256% 5/15/60 6,730 4,405
  University of California Regents Medical Center Pooled Revenue 3.706% 5/15/20 3,600 2,311
  University of California Revenue 0.883% 5/15/25 4,075 3,710
  University of California Revenue 3.063% 7/1/25 12,062 11,582
  University of California Revenue 1.316% 5/15/27 15,685 13,478
  University of California Revenue 1.614% 5/15/30 10,355 8,136
  University of California Revenue 4.601% 5/15/31 5,079 4,885
  University of California Revenue 5.946% 5/15/45 13,025 13,841
  University of California Revenue 3.071% 5/15/51 7,540 5,027
  University of California Revenue 4.858% 5/15/12 17,290 14,814
  University of California Revenue 4.767% 5/15/15 6,058 5,057
  University of Michigan Revenue 2.437% 4/1/40 5,110 3,618
  University of Michigan Revenue 2.562% 4/1/50 2,850 1,808
  University of Michigan Revenue 3.504% 4/1/52 5,555 4,257
  University of Michigan Revenue 4.454% 4/1/22 4,365 3,484
  University of Nebraska Student Fee Revenue 3.037% 10/1/49 5,355 3,838
  University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education 3.555% 9/15/19 14,580 9,836
  University of Texas Financing System Revenue 4.794% 8/15/46 2,985 2,901
  University of Texas Financing System Revenue 3.354% 8/15/47 3,200 2,431
  University of Texas Financing System Revenue 2.439% 8/15/49 5,110 3,154
  University of Texas Permanent University Fund Revenue 3.376% 7/1/47 5,800 4,254
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  University of Texas Permanent University Fund Revenue 3.100% 7/1/49      5,715       4,216
  University of Virginia Revenue 2.256% 9/1/50     19,425      11,575
  University of Virginia Revenue 4.179% 9/1/17      3,425       2,697
  University of Virginia Revenue 3.227% 9/1/19      1,395         842
  Utah GO 4.554% 7/1/24        880         880
  Utah GO 3.539% 7/1/25      6,585       6,464
  Washington GO 5.140% 8/1/40      4,410       4,561
15 Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) 3.846% 11/1/50      3,800       2,737
15 Wisconsin General Fund Annual Appropriation Revenue 5.700% 5/1/26        965         989
  Wisconsin General Fund Annual Appropriation Revenue 3.154% 5/1/27      3,100       2,912
  Wisconsin General Fund Annual Appropriation Revenue 3.954% 5/1/36     17,995      16,084
Total Taxable Municipal Bonds (Cost $2,095,221) 1,816,220
      Coupon   Shares Market
Value
($000)
Temporary Cash Investments (0.5%)
Money Market Fund (0.5%)
17 Vanguard Market Liquidity Fund
(Cost $1,433,950) 		2.828%   14,346,094   1,434,179
Total Investments (99.8%) (Cost $310,414,206)   270,467,096
Other Assets and Liabilities—Net (0.2%)   598,179
Net Assets (100%)   271,065,275
Cost is in $000.
1 Securities with a value of $11,740,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions.
2 U.S. government-guaranteed.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
4 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2022.
6 Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2022, the aggregate value was $1,189,204,000, representing 0.4% of net assets.
8 Guaranteed by the Government of Canada.
9 Guaranteed by the Federal Republic of Germany.
10 Guaranteed by the Government of Japan.
11 Guaranteed by the Republic of Austria.
12 Guaranteed by the Government of Mexico.
13 Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund.
14 Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co.
15 Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp.
16 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
17 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  12M—12-month.
  1YR—1-year.
  6M—6-month.
  CMT—Constant Maturing Treasury Rate.
  COP—Certificate of Participation.
  GO—General Obligation Bond.
  LIBOR—London Interbank Offered Rate.
  Prere.—Prerefunded.
  REMICS—Real Estate Mortgage Investment Conduits.
  SO—Special Obligation.
  UMBS—Uniform Mortgage-Backed Securities.
  USD—U.S. dollar.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.
C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.
D.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments as of September 30, 2022, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 179,203,849 — 179,203,849
Asset-Backed/Commercial Mortgage-Backed Securities — 7,064,302 — 7,064,302
Corporate Bonds — 71,230,510 — 71,230,510
Sovereign Bonds — 9,718,036 — 9,718,036
Taxable Municipal Bonds — 1,816,220 — 1,816,220
Temporary Cash Investments 1,434,179 — — 1,434,179
Total 1,434,179 269,032,917 — 270,467,096