Vanguard® Long-Term Bond 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 (44.7%)
U.S. Government Securities (44.2%)
  United States Treasury Note/Bond 2.875% 5/15/32     300       277
  United States Treasury Note/Bond 2.750% 8/15/32   2,947     2,696
  United States Treasury Note/Bond 4.750% 2/15/37   3,000     3,323
  United States Treasury Note/Bond 5.000% 5/15/37   7,445     8,441
  United States Treasury Note/Bond 4.375% 2/15/38  13,253    14,101
  United States Treasury Note/Bond 4.500% 5/15/38  13,450    14,490
  United States Treasury Note/Bond 3.500% 2/15/39  15,848    15,080
  United States Treasury Note/Bond 4.250% 5/15/39  23,380    24,360
  United States Treasury Note/Bond 4.500% 8/15/39  16,000    17,165
  United States Treasury Note/Bond 4.375% 11/15/39  27,356    28,861
  United States Treasury Note/Bond 1.125% 5/15/40  80,675    50,346
  United States Treasury Note/Bond 4.375% 5/15/40  31,160    32,762
  United States Treasury Note/Bond 1.125% 8/15/40 65,300 40,415
  United States Treasury Note/Bond 3.875% 8/15/40 22,565 22,156
  United States Treasury Note/Bond 1.375% 11/15/40 113,515 73,324
  United States Treasury Note/Bond 4.250% 11/15/40 34,800 35,898
  United States Treasury Note/Bond 1.875% 2/15/41 136,513 96,647
  United States Treasury Note/Bond 4.750% 2/15/41 30,205 33,216
  United States Treasury Note/Bond 2.250% 5/15/41 106,910 80,750
  United States Treasury Note/Bond 4.375% 5/15/41 37,045 38,787
  United States Treasury Note/Bond 1.750% 8/15/41 146,982 100,453
  United States Treasury Note/Bond 2.000% 11/15/41 144,775 103,537
  United States Treasury Note/Bond 3.125% 11/15/41 33,137 28,808
  United States Treasury Note/Bond 2.375% 2/15/42 146,503 112,212
  United States Treasury Note/Bond 3.125% 2/15/42 29,957 26,072
  United States Treasury Note/Bond 3.000% 5/15/42 24,135 20,522
  United States Treasury Note/Bond 3.250% 5/15/42 64,328 57,061
  United States Treasury Note/Bond 2.750% 8/15/42 31,473 25,552
  United States Treasury Note/Bond 3.375% 8/15/42 52,848 47,877
  United States Treasury Note/Bond 2.750% 11/15/42 55,968 45,308
  United States Treasury Note/Bond 3.125% 2/15/43 36,760 31,568
  United States Treasury Note/Bond 2.875% 5/15/43 69,470 57,215
  United States Treasury Note/Bond 3.625% 8/15/43 53,630 49,960
  United States Treasury Note/Bond 3.750% 11/15/43 57,410 54,486
  United States Treasury Note/Bond 3.625% 2/15/44 46,094 42,803
  United States Treasury Note/Bond 3.125% 8/15/44 28,008 23,912
  United States Treasury Note/Bond 2.500% 2/15/45 49,311 37,561
  United States Treasury Note/Bond 2.875% 8/15/45 38,207 31,156
  United States Treasury Note/Bond 3.000% 11/15/45 24,640 20,551
  United States Treasury Note/Bond 2.500% 2/15/46 47,040 35,684
  United States Treasury Note/Bond 2.500% 5/15/46 57,131 43,268
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 2.250% 8/15/46  61,633    44,357
  United States Treasury Note/Bond 2.875% 11/15/46  31,299    25,538
  United States Treasury Note/Bond 3.000% 2/15/47  61,624    51,485
  United States Treasury Note/Bond 3.000% 5/15/47  32,252    26,971
  United States Treasury Note/Bond 2.750% 8/15/47  43,396    34,656
  United States Treasury Note/Bond 2.750% 11/15/47  74,041    59,186
  United States Treasury Note/Bond 3.000% 2/15/48  80,535    67,750
  United States Treasury Note/Bond 3.125% 5/15/48  84,756    73,248
  United States Treasury Note/Bond 3.000% 8/15/48  87,893    74,269
  United States Treasury Note/Bond 3.375% 11/15/48  90,051    81,918
  United States Treasury Note/Bond 3.000% 2/15/49  87,456    74,556
  United States Treasury Note/Bond 2.875% 5/15/49  91,510    76,225
  United States Treasury Note/Bond 2.250% 8/15/49  96,160    70,287
  United States Treasury Note/Bond 2.375% 11/15/49  77,271    58,123
  United States Treasury Note/Bond 2.000% 2/15/50 94,444 64,827
1 United States Treasury Note/Bond 1.250% 5/15/50 129,110 72,181
  United States Treasury Note/Bond 1.375% 8/15/50 127,559 73,825
  United States Treasury Note/Bond 1.625% 11/15/50 143,479 88,979
  United States Treasury Note/Bond 1.875% 2/15/51 141,044 93,309
  United States Treasury Note/Bond 2.375% 5/15/51 156,722 117,198
  United States Treasury Note/Bond 2.000% 8/15/51 150,604 102,788
  United States Treasury Note/Bond 1.875% 11/15/51 115,147 76,087
  United States Treasury Note/Bond 2.250% 2/15/52 138,006 100,184
  United States Treasury Note/Bond 2.875% 5/15/52 91,949 77,079
  United States Treasury Note/Bond 3.000% 8/15/52 65,200 56,286
            3,369,973
Agency Bonds and Notes (0.5%)
2 AID-Israel 5.500% 9/18/33 1,000 1,094
  Federal Home Loan Banks 5.625% 3/14/36 1,000 1,105
  Federal Home Loan Banks 5.500% 7/15/36 4,055 4,501
3,4 Federal Home Loan Mortgage Corp. 0.000% 11/15/38 40 19
4 Federal National Mortgage Assn. 5.625% 7/15/37 3,375 3,793
4 Federal National Mortgage Assn. 6.210% 8/6/38 770 920
  Tennessee Valley Authority 4.650% 6/15/35 2,510 2,504
  Tennessee Valley Authority 5.880% 4/1/36 4,535 5,053
  Tennessee Valley Authority 5.980% 4/1/36 1,000 1,125
  Tennessee Valley Authority 6.150% 1/15/38 2,450 2,845
  Tennessee Valley Authority 5.500% 6/15/38 1,175 1,291
  Tennessee Valley Authority 5.250% 9/15/39 7,115 7,588
  Tennessee Valley Authority 4.875% 1/15/48 2,650 2,689
  Tennessee Valley Authority 4.250% 9/15/52 950 868
  Tennessee Valley Authority 5.375% 4/1/56 950 1,043
  Tennessee Valley Authority 4.625% 9/15/60 400 391
  Tennessee Valley Authority 4.250% 9/15/65 2,500 2,301
            39,130
Total U.S. Government and Agency Obligations (Cost $4,473,782) 3,409,103
Corporate Bonds (47.6%)
Communications (6.1%)
  Activision Blizzard Inc. 4.500% 6/15/47 625 546
  Activision Blizzard Inc. 2.500% 9/15/50 2,768 1,684
  Alphabet Inc. 1.900% 8/15/40 1,265 812
  Alphabet Inc. 2.050% 8/15/50 4,860 2,862
  Alphabet Inc. 2.250% 8/15/60 3,561 2,022
  America Movil SAB de CV 6.375% 3/1/35 1,618 1,686
  America Movil SAB de CV 6.125% 11/15/37 790 785
  America Movil SAB de CV 6.125% 3/30/40 3,967 3,951
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  America Movil SAB de CV 4.375% 7/16/42   2,439     1,986
  America Movil SAB de CV 4.375% 4/22/49   2,991     2,470
  AT&T Inc. 2.550% 12/1/33   6,643     4,944
  AT&T Inc. 4.500% 5/15/35   5,457     4,724
  AT&T Inc. 4.900% 8/15/37   2,960     2,616
  AT&T Inc. 4.850% 3/1/39   4,195     3,638
  AT&T Inc. 3.500% 6/1/41   5,485     3,954
  AT&T Inc. 4.300% 12/15/42   1,476     1,168
  AT&T Inc. 4.650% 6/1/44   2,175     1,767
  AT&T Inc. 4.350% 6/15/45     748       583
  AT&T Inc. 4.750% 5/15/46   5,915     4,956
3 AT&T Inc. 5.150% 11/15/46   3,537     3,087
  AT&T Inc. 4.500% 3/9/48   4,473     3,532
  AT&T Inc. 4.550% 3/9/49   2,432     1,941
  AT&T Inc. 3.650% 6/1/51 6,330 4,317
  AT&T Inc. 3.500% 9/15/53 14,875 9,911
  AT&T Inc. 3.550% 9/15/55 15,922 10,456
  AT&T Inc. 3.800% 12/1/57 13,105 8,867
  AT&T Inc. 3.650% 9/15/59 13,362 8,675
  AT&T Inc. 3.850% 6/1/60 2,875 1,934
  Bell Telephone Co. of Canada or Bell Canada 4.464% 4/1/48 716 580
  Bell Telephone Co. of Canada or Bell Canada 4.300% 7/29/49 655 524
3 Bell Telephone Co. of Canada or Bell Canada 3.200% 2/15/52 2,175 1,416
  Charter Communications Operating LLC 4.400% 4/1/33 1,190 983
  Charter Communications Operating LLC 6.384% 10/23/35 4,595 4,234
  Charter Communications Operating LLC 5.375% 4/1/38 1,200 971
  Charter Communications Operating LLC 3.500% 6/1/41 2,017 1,289
  Charter Communications Operating LLC 3.500% 3/1/42 3,150 1,993
  Charter Communications Operating LLC 6.484% 10/23/45 6,952 6,142
  Charter Communications Operating LLC 5.375% 5/1/47 5,264 4,053
  Charter Communications Operating LLC 5.750% 4/1/48 6,104 4,936
  Charter Communications Operating LLC 5.125% 7/1/49 3,022 2,230
  Charter Communications Operating LLC 4.800% 3/1/50 5,877 4,203
  Charter Communications Operating LLC 3.700% 4/1/51 3,813 2,316
  Charter Communications Operating LLC 3.900% 6/1/52 4,646 2,899
  Charter Communications Operating LLC 5.250% 4/1/53 2,075 1,586
  Charter Communications Operating LLC 6.834% 10/23/55 708 651
  Charter Communications Operating LLC 3.850% 4/1/61 3,950 2,314
  Charter Communications Operating LLC 4.400% 12/1/61 3,075 1,967
  Charter Communications Operating LLC 3.950% 6/30/62 1,760 1,046
  Charter Communications Operating LLC 5.500% 4/1/63 2,050 1,562
  Comcast Corp. 4.250% 1/15/33 3,569 3,240
  Comcast Corp. 7.050% 3/15/33 1,059 1,163
  Comcast Corp. 4.200% 8/15/34 1,720 1,515
  Comcast Corp. 5.650% 6/15/35 1,305 1,306
  Comcast Corp. 4.400% 8/15/35 1,650 1,462
  Comcast Corp. 6.500% 11/15/35 697 745
  Comcast Corp. 3.200% 7/15/36 1,416 1,096
  Comcast Corp. 6.450% 3/15/37 1,742 1,847
  Comcast Corp. 3.900% 3/1/38 1,725 1,411
  Comcast Corp. 4.600% 10/15/38 1,847 1,634
  Comcast Corp. 3.250% 11/1/39 4,175 3,070
  Comcast Corp. 3.750% 4/1/40 3,458 2,716
  Comcast Corp. 4.650% 7/15/42 1,695 1,452
  Comcast Corp. 4.600% 8/15/45 1,735 1,452
  Comcast Corp. 3.400% 7/15/46 1,819 1,280
  Comcast Corp. 4.000% 8/15/47 1,505 1,168
  Comcast Corp. 3.969% 11/1/47 5,735 4,386
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Comcast Corp. 4.000% 3/1/48   2,969     2,284
  Comcast Corp. 4.700% 10/15/48   2,925     2,503
  Comcast Corp. 3.999% 11/1/49   5,557     4,255
  Comcast Corp. 3.450% 2/1/50   3,045     2,123
  Comcast Corp. 2.800% 1/15/51   3,575     2,174
  Comcast Corp. 2.887% 11/1/51   7,500     4,685
  Comcast Corp. 2.450% 8/15/52   2,180     1,248
  Comcast Corp. 4.049% 11/1/52   2,108     1,608
  Comcast Corp. 2.937% 11/1/56  11,808     7,049
  Comcast Corp. 4.950% 10/15/58   2,288     1,982
  Comcast Corp. 2.650% 8/15/62   1,314       709
  Comcast Corp. 2.987% 11/1/63   8,367     4,854
  Discovery Communications LLC 5.000% 9/20/37   1,345     1,066
  Discovery Communications LLC 6.350% 6/1/40   1,190     1,047
  Discovery Communications LLC 4.875% 4/1/43 1,016 733
  Discovery Communications LLC 5.200% 9/20/47 2,650 1,960
  Discovery Communications LLC 5.300% 5/15/49 1,974 1,478
  Discovery Communications LLC 4.650% 5/15/50 1,675 1,148
  Discovery Communications LLC 4.000% 9/15/55 3,549 2,113
  Electronic Arts Inc. 2.950% 2/15/51 960 623
  Fox Corp. 5.476% 1/25/39 2,387 2,072
  Fox Corp. 5.576% 1/25/49 3,141 2,695
  Grupo Televisa SAB 6.625% 1/15/40 1,270 1,253
  Grupo Televisa SAB 5.000% 5/13/45 2,230 1,884
  Grupo Televisa SAB 6.125% 1/31/46 1,600 1,579
  Grupo Televisa SAB 5.250% 5/24/49 1,375 1,203
  Interpublic Group of Cos. Inc. 5.400% 10/1/48 1,601 1,398
5 Meta Platforms Inc. 4.450% 8/15/52 3,110 2,541
5 Meta Platforms Inc. 4.650% 8/15/62 1,000 806
  NBCUniversal Media LLC 6.400% 4/30/40 100 105
  NBCUniversal Media LLC 4.450% 1/15/43 1,715 1,430
  Orange SA 5.375% 1/13/42 1,205 1,129
  Orange SA 5.500% 2/6/44 1,556 1,484
  Paramount Global 5.500% 5/15/33 875 780
  Paramount Global 6.875% 4/30/36 2,055 1,928
  Paramount Global 5.900% 10/15/40 913 769
  Paramount Global 4.850% 7/1/42 861 619
  Paramount Global 4.375% 3/15/43 3,610 2,414
  Paramount Global 5.850% 9/1/43 1,494 1,193
  Paramount Global 5.250% 4/1/44 779 572
  Paramount Global 4.900% 8/15/44 1,136 796
  Paramount Global 4.600% 1/15/45 1,059 716
  Paramount Global 4.950% 5/19/50 2,327 1,656
  Rogers Communications Inc. 7.500% 8/15/38 1,100 1,221
5 Rogers Communications Inc. 4.500% 3/15/42 3,000 2,423
  Rogers Communications Inc. 4.500% 3/15/43 1,755 1,393
  Rogers Communications Inc. 5.450% 10/1/43 315 278
  Rogers Communications Inc. 5.000% 3/15/44 874 716
  Rogers Communications Inc. 4.300% 2/15/48 800 605
  Rogers Communications Inc. 4.350% 5/1/49 1,662 1,253
  Rogers Communications Inc. 3.700% 11/15/49 1,275 874
5 Rogers Communications Inc. 4.550% 3/15/52 5,095 4,080
  Telefonica Emisiones SA 7.045% 6/20/36 4,065 4,017
  Telefonica Emisiones SA 4.665% 3/6/38 2,071 1,622
  Telefonica Emisiones SA 5.213% 3/8/47 2,027 1,543
  Telefonica Emisiones SA 4.895% 3/6/48 2,906 2,145
  Telefonica Emisiones SA 5.520% 3/1/49 3,625 2,936
  TELUS Corp. 4.600% 11/16/48 1,030 866
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  TELUS Corp. 4.300% 6/15/49   1,546     1,234
  Thomson Reuters Corp. 5.500% 8/15/35     724       681
  Thomson Reuters Corp. 5.850% 4/15/40   1,405     1,352
  Thomson Reuters Corp. 5.650% 11/23/43     600       557
  Time Warner Cable LLC 6.550% 5/1/37   2,020     1,832
  Time Warner Cable LLC 7.300% 7/1/38   2,918     2,771
  Time Warner Cable LLC 6.750% 6/15/39   3,561     3,151
  Time Warner Cable LLC 5.875% 11/15/40   1,412     1,170
  Time Warner Cable LLC 5.500% 9/1/41   3,217     2,541
  Time Warner Cable LLC 4.500% 9/15/42   2,505     1,737
  Time Warner Entertainment Co. LP 8.375% 7/15/33   2,483     2,652
  T-Mobile USA Inc. 4.375% 4/15/40   4,993     4,083
  T-Mobile USA Inc. 3.000% 2/15/41   3,030     2,021
  T-Mobile USA Inc. 4.500% 4/15/50   6,809     5,476
  T-Mobile USA Inc. 3.300% 2/15/51 5,715 3,727
  T-Mobile USA Inc. 3.400% 10/15/52 5,590 3,694
  T-Mobile USA Inc. 3.600% 11/15/60 3,010 1,946
  TWDC Enterprises 18 Corp. 4.375% 8/16/41 1,239 1,057
3 TWDC Enterprises 18 Corp. 4.125% 12/1/41 1,499 1,238
3 TWDC Enterprises 18 Corp. 3.700% 12/1/42 1,327 1,032
3 TWDC Enterprises 18 Corp. 4.125% 6/1/44 2,155 1,759
3 TWDC Enterprises 18 Corp. 3.000% 7/30/46 250 170
  Verizon Communications Inc. 4.500% 8/10/33 4,706 4,239
  Verizon Communications Inc. 6.400% 9/15/33 670 700
  Verizon Communications Inc. 4.400% 11/1/34 5,218 4,564
  Verizon Communications Inc. 4.272% 1/15/36 3,629 3,105
  Verizon Communications Inc. 5.250% 3/16/37 4,133 3,896
  Verizon Communications Inc. 4.812% 3/15/39 2,796 2,458
  Verizon Communications Inc. 2.650% 11/20/40 3,285 2,131
  Verizon Communications Inc. 3.400% 3/22/41 12,400 9,077
  Verizon Communications Inc. 2.850% 9/3/41 1,470 975
  Verizon Communications Inc. 4.750% 11/1/41 1,055 913
  Verizon Communications Inc. 4.125% 8/15/46 3,541 2,791
  Verizon Communications Inc. 4.862% 8/21/46 3,952 3,430
  Verizon Communications Inc. 4.522% 9/15/48 3,977 3,301
  Verizon Communications Inc. 4.000% 3/22/50 2,930 2,237
  Verizon Communications Inc. 2.875% 11/20/50 6,400 3,932
  Verizon Communications Inc. 3.550% 3/22/51 9,535 6,733
  Verizon Communications Inc. 3.875% 3/1/52 1,265 940
  Verizon Communications Inc. 2.987% 10/30/56 9,393 5,576
  Verizon Communications Inc. 3.000% 11/20/60 4,495 2,615
  Verizon Communications Inc. 3.700% 3/22/61 5,955 4,052
  Vodafone Group plc 6.250% 11/30/32 620 624
  Vodafone Group plc 6.150% 2/27/37 3,143 2,983
  Vodafone Group plc 5.000% 5/30/38 2,177 1,870
  Vodafone Group plc 4.375% 2/19/43 2,566 1,965
  Vodafone Group plc 5.250% 5/30/48 6,189 5,095
  Vodafone Group plc 4.875% 6/19/49 3,381 2,668
  Vodafone Group plc 4.250% 9/17/50 2,735 1,963
  Vodafone Group plc 5.125% 6/19/59 950 764
  Walt Disney Co. 6.550% 3/15/33 1,296 1,390
  Walt Disney Co. 6.200% 12/15/34 2,081 2,162
  Walt Disney Co. 6.400% 12/15/35 2,201 2,334
  Walt Disney Co. 6.150% 3/1/37 533 551
  Walt Disney Co. 6.650% 11/15/37 1,780 1,947
  Walt Disney Co. 4.625% 3/23/40 1,325 1,196
  Walt Disney Co. 3.500% 5/13/40 2,555 1,974
  Walt Disney Co. 6.150% 2/15/41 880 917
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Walt Disney Co. 5.400% 10/1/43   1,292     1,240
  Walt Disney Co. 4.750% 9/15/44   2,104     1,873
  Walt Disney Co. 4.750% 11/15/46     877       780
  Walt Disney Co. 2.750% 9/1/49   4,585     2,906
  Walt Disney Co. 4.700% 3/23/50   3,135     2,794
  Walt Disney Co. 3.600% 1/13/51   6,000     4,469
  Walt Disney Co. 3.800% 5/13/60   2,605     1,931
5 Warnermedia Holdings Inc. 5.050% 3/15/42   9,090     6,804
5 Warnermedia Holdings Inc. 5.141% 3/15/52  13,415     9,748
5 Warnermedia Holdings Inc. 5.391% 3/15/62   5,640     4,088
            461,930
Consumer Discretionary (2.9%)
  Alibaba Group Holding Ltd. 4.500% 11/28/34     480       408
  Alibaba Group Holding Ltd. 4.000% 12/6/37   1,225       940
  Alibaba Group Holding Ltd. 2.700% 2/9/41 2,925 1,790
  Alibaba Group Holding Ltd. 4.200% 12/6/47 4,100 2,958
  Alibaba Group Holding Ltd. 3.150% 2/9/51 3,700 2,170
  Alibaba Group Holding Ltd. 4.400% 12/6/57 1,595 1,148
  Alibaba Group Holding Ltd. 3.250% 2/9/61 1,205 676
  Amazon.com Inc. 4.800% 12/5/34 3,970 3,914
  Amazon.com Inc. 3.875% 8/22/37 7,996 6,962
  Amazon.com Inc. 2.875% 5/12/41 3,328 2,427
  Amazon.com Inc. 4.950% 12/5/44 2,105 2,021
  Amazon.com Inc. 4.050% 8/22/47 5,735 4,868
  Amazon.com Inc. 2.500% 6/3/50 5,745 3,583
  Amazon.com Inc. 3.100% 5/12/51 6,550 4,576
  Amazon.com Inc. 3.950% 4/13/52 3,479 2,859
  Amazon.com Inc. 4.250% 8/22/57 3,595 3,002
  Amazon.com Inc. 2.700% 6/3/60 3,411 2,021
  Amazon.com Inc. 3.250% 5/12/61 3,130 2,107
  Amazon.com Inc. 4.100% 4/13/62 2,415 1,938
3 American University 3.672% 4/1/49 1,340 1,042
  Aptiv plc 4.400% 10/1/46 275 198
  Aptiv plc 5.400% 3/15/49 800 655
  Aptiv plc 3.100% 12/1/51 2,825 1,581
  Aptiv plc 4.150% 5/1/52 1,870 1,260
  BorgWarner Inc. 4.375% 3/15/45 1,100 810
3 Brown University in Providence in the State of Rhode Island & Providence Plant 2.924% 9/1/50 1,021 724
  Brunswick Corp. 4.400% 9/15/32 850 688
  Brunswick Corp. 5.100% 4/1/52 750 513
3 California Endowment 2.498% 4/1/51 625 398
  California Institute of Technology 4.321% 8/1/45 1,025 897
  California Institute of Technology 4.700% 11/1/11 430 358
  California Institute of Technology 3.650% 9/1/19 1,190 745
3 Case Western Reserve University 5.405% 6/1/22 525 479
  Claremont Mckenna College 3.775% 1/1/22 650 408
  Cleveland Clinic Foundation 4.858% 1/1/14 790 668
  Darden Restaurants Inc. 4.550% 2/15/48 700 525
  Dick's Sporting Goods Inc. 4.100% 1/15/52 1,485 918
3 Duke University 2.682% 10/1/44 865 621
3 Duke University 2.757% 10/1/50 650 438
3 Duke University 2.832% 10/1/55 1,275 833
  eBay Inc. 4.000% 7/15/42 1,480 1,107
  eBay Inc. 3.650% 5/10/51 2,265 1,513
3 Emory University 2.969% 9/1/50 835 585
3 Ford Foundation 2.415% 6/1/50 956 591
3 Ford Foundation 2.815% 6/1/70 1,230 725
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Fortune Brands Home & Security Inc. 4.500% 3/25/52   1,025       707
  General Motors Co. 5.600% 10/15/32   1,750     1,561
  General Motors Co. 5.000% 4/1/35     900       734
  General Motors Co. 6.600% 4/1/36   2,931     2,738
  General Motors Co. 5.150% 4/1/38   1,785     1,446
  General Motors Co. 6.250% 10/2/43   3,297     2,870
  General Motors Co. 5.200% 4/1/45   2,723     2,086
  General Motors Co. 6.750% 4/1/46   1,865     1,700
  General Motors Co. 5.400% 4/1/48   1,317     1,039
  General Motors Co. 5.950% 4/1/49   1,300     1,085
3 George Washington University 4.300% 9/15/44     865       736
  George Washington University 4.868% 9/15/45     375       342
3 George Washington University 4.126% 9/15/48   1,634     1,332
3 Georgetown University 4.315% 4/1/49     750       615
3 Georgetown University 2.943% 4/1/50 715 465
3 Georgetown University 5.215% 10/1/18 520 439
  Harley-Davidson Inc. 4.625% 7/28/45 555 404
  Hasbro Inc. 6.350% 3/15/40 519 498
  Hasbro Inc. 5.100% 5/15/44 1,027 839
  Home Depot Inc. 5.875% 12/16/36 5,899 6,136
  Home Depot Inc. 3.300% 4/15/40 2,238 1,714
  Home Depot Inc. 5.400% 9/15/40 1,000 985
  Home Depot Inc. 5.950% 4/1/41 1,835 1,906
  Home Depot Inc. 4.200% 4/1/43 1,841 1,547
  Home Depot Inc. 4.875% 2/15/44 2,288 2,102
  Home Depot Inc. 4.400% 3/15/45 1,147 976
  Home Depot Inc. 4.250% 4/1/46 4,054 3,404
  Home Depot Inc. 3.900% 6/15/47 2,425 1,930
  Home Depot Inc. 4.500% 12/6/48 2,815 2,463
  Home Depot Inc. 3.125% 12/15/49 2,550 1,752
  Home Depot Inc. 3.350% 4/15/50 4,563 3,275
  Home Depot Inc. 2.375% 3/15/51 2,300 1,355
  Home Depot Inc. 2.750% 9/15/51 2,040 1,300
  Home Depot Inc. 3.625% 4/15/52 2,575 1,943
  Home Depot Inc. 3.500% 9/15/56 1,158 822
3 Howard University 5.209% 10/1/52 625 528
  JD.com Inc. 4.125% 1/14/50 545 397
3 Johns Hopkins University 4.083% 7/1/53 831 707
3 Johns Hopkins University 2.813% 1/1/60 575 361
  Kohl's Corp. 5.550% 7/17/45 785 467
  Lear Corp. 5.250% 5/15/49 675 533
  Lear Corp. 3.550% 1/15/52 925 546
  Leggett & Platt Inc. 3.500% 11/15/51 1,300 886
  Leland Stanford Junior University 3.647% 5/1/48 1,980 1,665
  Leland Stanford Junior University 2.413% 6/1/50 675 431
  Lowe's Cos. Inc. 5.000% 4/15/40 1,390 1,233
  Lowe's Cos. Inc. 2.800% 9/15/41 790 507
  Lowe's Cos. Inc. 4.250% 9/15/44 448 339
  Lowe's Cos. Inc. 3.700% 4/15/46 2,116 1,515
  Lowe's Cos. Inc. 4.050% 5/3/47 2,565 1,927
  Lowe's Cos. Inc. 4.550% 4/5/49 1,300 1,046
  Lowe's Cos. Inc. 5.125% 4/15/50 1,015 911
  Lowe's Cos. Inc. 3.000% 10/15/50 3,725 2,278
  Lowe's Cos. Inc. 4.250% 4/1/52 3,288 2,504
  Lowe's Cos. Inc. 5.625% 4/15/53 1,500 1,387
  Lowe's Cos. Inc. 4.450% 4/1/62 2,900 2,174
  Lowe's Cos. Inc. 5.800% 9/15/62 1,600 1,471
3 Marriott International Inc. 3.500% 10/15/32 2,680 2,156
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Marriott International Inc. 2.750% 10/15/33     100        72
  Masco Corp. 4.500% 5/15/47     729       560
  Masco Corp. 3.125% 2/15/51     520       314
3 Massachusetts Institute of Technology 3.959% 7/1/38     785       703
3 Massachusetts Institute of Technology 2.989% 7/1/50   1,609     1,178
  Massachusetts Institute of Technology 3.067% 4/1/52   1,000       732
  Massachusetts Institute of Technology 5.600% 7/1/11   1,485     1,512
  Massachusetts Institute of Technology 4.678% 7/1/14     995       849
  Massachusetts Institute of Technology 3.885% 7/1/16     916       658
3 McDonald's Corp. 4.700% 12/9/35   2,870     2,637
3 McDonald's Corp. 6.300% 10/15/37     794       824
3 McDonald's Corp. 6.300% 3/1/38   1,881     1,968
3 McDonald's Corp. 5.700% 2/1/39   1,827     1,804
3 McDonald's Corp. 4.875% 7/15/40   1,315     1,184
3 McDonald's Corp. 3.700% 2/15/42 744 562
3 McDonald's Corp. 3.625% 5/1/43 975 726
3 McDonald's Corp. 4.600% 5/26/45 944 799
3 McDonald's Corp. 4.875% 12/9/45 1,391 1,234
3 McDonald's Corp. 4.450% 3/1/47 513 431
3 McDonald's Corp. 4.450% 9/1/48 1,085 908
3 McDonald's Corp. 3.625% 9/1/49 4,125 3,007
3 McDonald's Corp. 4.200% 4/1/50 2,285 1,836
  McDonald's Corp. 5.150% 9/9/52 200 186
  MDC Holdings Inc. 6.000% 1/15/43 1,438 1,096
  MDC Holdings Inc. 3.966% 8/6/61 25 13
  NIKE Inc. 3.250% 3/27/40 2,245 1,729
  NIKE Inc. 3.625% 5/1/43 1,250 976
  NIKE Inc. 3.875% 11/1/45 994 805
  NIKE Inc. 3.375% 11/1/46 1,105 831
  NIKE Inc. 3.375% 3/27/50 3,048 2,256
3 Northwestern University 4.643% 12/1/44 1,285 1,223
3 Northwestern University 2.640% 12/1/50 500 337
3 Northwestern University 3.662% 12/1/57 607 473
  Owens Corning 7.000% 12/1/36 530 547
  Owens Corning 4.300% 7/15/47 1,170 869
  Owens Corning 4.400% 1/30/48 1,077 806
  President & Fellows of Harvard College 4.875% 10/15/40 715 704
  President & Fellows of Harvard College 3.150% 7/15/46 625 481
  President & Fellows of Harvard College 2.517% 10/15/50 880 573
  President & Fellows of Harvard College 3.745% 11/15/52 1,000 834
  President & Fellows of Harvard College 3.300% 7/15/56 945 704
  PulteGroup Inc. 6.375% 5/15/33 575 540
  PulteGroup Inc. 6.000% 2/15/35 500 451
3 Rockefeller Foundation 2.492% 10/1/50 1,120 698
  Snap-on Inc. 4.100% 3/1/48 1,195 1,015
  Snap-on Inc. 3.100% 5/1/50 1,000 714
  Stanley Black & Decker Inc. 5.200% 9/1/40 750 701
  Stanley Black & Decker Inc. 4.850% 11/15/48 1,923 1,699
  Starbucks Corp. 4.300% 6/15/45 835 682
  Starbucks Corp. 3.750% 12/1/47 1,318 974
  Starbucks Corp. 4.500% 11/15/48 995 822
  Starbucks Corp. 4.450% 8/15/49 2,035 1,666
  Starbucks Corp. 3.350% 3/12/50 600 408
  Starbucks Corp. 3.500% 11/15/50 2,675 1,876
  Thomas Jefferson University 3.847% 11/1/57 1,025 755
  TJX Cos. Inc. 4.500% 4/15/50 337 295
3 Trustees of Boston College 3.129% 7/1/52 675 468
3 Trustees of Boston University 4.061% 10/1/48 795 653
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Trustees of Princeton University 5.700% 3/1/39     835       902
3 Trustees of Princeton University 2.516% 7/1/50   1,702     1,159
  Trustees of Princeton University 4.201% 3/1/52     725       654
3 Trustees of the University of Pennsylvania 2.396% 10/1/50     400       252
  Trustees of the University of Pennsylvania 4.674% 9/1/12     770       642
  Trustees of the University of Pennsylvania 3.610% 2/15/19     550       355
3 University of Chicago 2.547% 4/1/50   1,358       905
3 University of Chicago 4.003% 10/1/53   1,386     1,157
3 University of Miami 4.063% 4/1/52   1,050       851
3 University of Notre Dame du Lac 3.438% 2/15/45     899       711
3 University of Notre Dame du Lac 3.394% 2/15/48     790       613
3 University of Southern California 3.028% 10/1/39   1,345     1,034
3 University of Southern California 3.841% 10/1/47     175       147
  University of Southern California 2.805% 10/1/50     575       396
3 University of Southern California 2.945% 10/1/51 810 563
  University of Southern California 5.250% 10/1/11 665 628
3 University of Southern California 3.226% 10/1/20 651 377
3 Washington University 3.524% 4/15/54 1,000 784
  Washington University 4.349% 4/15/22 1,000 772
  Whirlpool Corp. 4.500% 6/1/46 1,000 753
  Whirlpool Corp. 4.600% 5/15/50 940 707
3 William Marsh Rice University 3.574% 5/15/45 689 574
3 William Marsh Rice University 3.774% 5/15/55 825 671
3 Yale University 2.402% 4/15/50 465 301
            221,129
Consumer Staples (3.7%)
  Altria Group Inc. 5.800% 2/14/39 994 861
  Altria Group Inc. 3.400% 2/4/41 2,130 1,343
  Altria Group Inc. 4.250% 8/9/42 2,217 1,515
  Altria Group Inc. 4.500% 5/2/43 3,911 2,755
  Altria Group Inc. 5.375% 1/31/44 4,587 3,715
  Altria Group Inc. 3.875% 9/16/46 975 618
  Altria Group Inc. 5.950% 2/14/49 4,040 3,350
  Altria Group Inc. 4.450% 5/6/50 2,100 1,403
  Altria Group Inc. 3.700% 2/4/51 3,340 2,000
  Altria Group Inc. 6.200% 2/14/59 230 200
  Altria Group Inc. 4.000% 2/4/61 1,690 1,037
3 Anheuser-Busch Cos. LLC 4.700% 2/1/36 6,527 5,884
3 Anheuser-Busch Cos. LLC 4.900% 2/1/46 19,282 16,711
  Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 3,472 3,127
  Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 2,548 1,975
  Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 3,575 2,959
  Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 2,243 1,911
  Anheuser-Busch InBev Worldwide Inc. 5.875% 6/15/35 1,080 1,079
  Anheuser-Busch InBev Worldwide Inc. 4.375% 4/15/38 4,509 3,854
  Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 1,732 2,078
  Anheuser-Busch InBev Worldwide Inc. 5.450% 1/23/39 3,902 3,703
  Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 1,862 2,188
  Anheuser-Busch InBev Worldwide Inc. 4.350% 6/1/40 1,554 1,315
  Anheuser-Busch InBev Worldwide Inc. 4.950% 1/15/42 2,263 2,012
  Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 3,302 2,513
  Anheuser-Busch InBev Worldwide Inc. 4.600% 4/15/48 6,415 5,318
  Anheuser-Busch InBev Worldwide Inc. 4.439% 10/6/48 4,151 3,364
  Anheuser-Busch InBev Worldwide Inc. 5.550% 1/23/49 3,983 3,747
  Anheuser-Busch InBev Worldwide Inc. 4.500% 6/1/50 1,209 994
  Anheuser-Busch InBev Worldwide Inc. 4.750% 4/15/58 4,265 3,472
  Anheuser-Busch InBev Worldwide Inc. 5.800% 1/23/59 3,185 3,043
  Anheuser-Busch InBev Worldwide Inc. 4.600% 6/1/60 1,654 1,315
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Archer-Daniels-Midland Co. 5.935% 10/1/32   1,690     1,786
  Archer-Daniels-Midland Co. 5.375% 9/15/35   1,455     1,460
  Archer-Daniels-Midland Co. 4.535% 3/26/42     170       153
  Archer-Daniels-Midland Co. 3.750% 9/15/47     812       657
  Archer-Daniels-Midland Co. 4.500% 3/15/49     490       446
  Archer-Daniels-Midland Co. 2.700% 9/15/51     880       582
  BAT Capital Corp. 4.390% 8/15/37   5,500     3,929
  BAT Capital Corp. 3.734% 9/25/40   1,230       789
  BAT Capital Corp. 4.540% 8/15/47   3,835     2,555
  BAT Capital Corp. 4.758% 9/6/49   1,912     1,311
  BAT Capital Corp. 5.282% 4/2/50     744       550
  BAT Capital Corp. 3.984% 9/25/50   1,013       626
  BAT Capital Corp. 5.650% 3/16/52   1,650     1,262
  Brown-Forman Corp. 4.500% 7/15/45   1,890     1,637
  Campbell Soup Co. 4.800% 3/15/48 857 720
  Campbell Soup Co. 3.125% 4/24/50 1,448 923
  Church & Dwight Co. Inc. 3.950% 8/1/47 780 610
  Church & Dwight Co. Inc. 5.000% 6/15/52 1,000 918
  Coca-Cola Co. 4.125% 3/25/40 100 87
  Coca-Cola Co. 2.500% 6/1/40 500 350
  Coca-Cola Co. 2.875% 5/5/41 1,590 1,171
  Coca-Cola Co. 4.200% 3/25/50 2,350 2,089
  Coca-Cola Co. 2.600% 6/1/50 3,825 2,460
  Coca-Cola Co. 3.000% 3/5/51 1,460 1,020
  Coca-Cola Co. 2.500% 3/15/51 4,340 2,712
  Coca-Cola Co. 2.750% 6/1/60 1,340 836
  Coca-Cola Femsa SAB de CV 1.850% 9/1/32 625 458
  Coca-Cola Femsa SAB de CV 5.250% 11/26/43 1,175 1,113
3 Colgate-Palmolive Co. 4.000% 8/15/45 985 825
3 Colgate-Palmolive Co. 3.700% 8/1/47 1,015 840
  Conagra Brands Inc. 5.300% 11/1/38 1,215 1,066
  Conagra Brands Inc. 5.400% 11/1/48 840 734
  Constellation Brands Inc. 4.500% 5/9/47 1,300 1,051
  Constellation Brands Inc. 4.100% 2/15/48 1,647 1,259
  Constellation Brands Inc. 5.250% 11/15/48 977 878
  Constellation Brands Inc. 3.750% 5/1/50 2,075 1,503
  Diageo Capital plc 5.875% 9/30/36 1,570 1,615
  Diageo Capital plc 3.875% 4/29/43 1,050 845
  Diageo Investment Corp. 7.450% 4/15/35 975 1,139
  Diageo Investment Corp. 4.250% 5/11/42 477 402
  Dollar General Corp. 4.125% 4/3/50 1,075 839
  Dollar Tree Inc. 3.375% 12/1/51 975 636
  Estee Lauder Cos. Inc. 6.000% 5/15/37 1,000 1,058
  Estee Lauder Cos. Inc. 4.375% 6/15/45 715 619
  Estee Lauder Cos. Inc. 4.150% 3/15/47 740 619
  Estee Lauder Cos. Inc. 3.125% 12/1/49 1,400 988
  Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 1,925 1,550
  Fomento Economico Mexicano SAB de CV 3.500% 1/16/50 2,455 1,680
  General Mills Inc. 5.400% 6/15/40 136 131
  General Mills Inc. 3.000% 2/1/51 2,449 1,603
5 GSK Consumer Healthcare Capital US LLC 4.000% 3/24/52 1,700 1,252
  Hershey Co. 3.125% 11/15/49 705 501
  Hormel Foods Corp. 3.050% 6/3/51 1,370 946
  Ingredion Inc. 3.900% 6/1/50 440 316
  J M Smucker Co. 4.250% 3/15/35 2,067 1,755
  J M Smucker Co. 2.750% 9/15/41 480 309
  J M Smucker Co. 3.550% 3/15/50 590 396
5 JBS USA LUX SA 5.750% 4/1/33 2,385 2,157
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
5 JBS USA LUX SA 4.375% 2/2/52   1,725     1,144
5 JBS USA LUX SA 6.500% 12/1/52   1,900     1,686
  Kellogg Co. 4.500% 4/1/46     659       562
  Keurig Dr Pepper Inc. 4.500% 11/15/45   1,520     1,230
  Keurig Dr Pepper Inc. 4.420% 12/15/46     900       718
  Keurig Dr Pepper Inc. 3.800% 5/1/50   1,883     1,339
  Keurig Dr Pepper Inc. 3.350% 3/15/51   1,250       819
  Keurig Dr Pepper Inc. 4.500% 4/15/52   2,300     1,819
  Kimberly-Clark Corp. 6.625% 8/1/37   1,450     1,616
  Kimberly-Clark Corp. 5.300% 3/1/41     849       829
  Kimberly-Clark Corp. 3.200% 7/30/46     763       541
  Kimberly-Clark Corp. 2.875% 2/7/50     935       631
  Koninklijke Ahold Delhaize NV 5.700% 10/1/40     824       815
  Kraft Heinz Foods Co. 5.000% 7/15/35   2,370     2,147
  Kraft Heinz Foods Co. 6.875% 1/26/39 1,525 1,570
  Kraft Heinz Foods Co. 6.500% 2/9/40 1,350 1,356
  Kraft Heinz Foods Co. 5.200% 7/15/45 4,145 3,604
  Kraft Heinz Foods Co. 4.375% 6/1/46 6,010 4,682
  Kraft Heinz Foods Co. 4.875% 10/1/49 4,385 3,623
  Kraft Heinz Foods Co. 5.500% 6/1/50 2,780 2,509
  Kroger Co. 8.000% 9/15/29 775 875
  Kroger Co. 6.900% 4/15/38 1,225 1,319
  Kroger Co. 5.400% 7/15/40 1,235 1,139
  Kroger Co. 5.000% 4/15/42 883 778
  Kroger Co. 5.150% 8/1/43 859 766
  Kroger Co. 3.875% 10/15/46 1,470 1,114
  Kroger Co. 4.450% 2/1/47 1,845 1,511
  Kroger Co. 4.650% 1/15/48 1,261 1,065
  Kroger Co. 3.950% 1/15/50 652 498
  McCormick & Co. Inc. 4.200% 8/15/47 735 591
  Mead Johnson Nutrition Co. 5.900% 11/1/39 790 820
  Mead Johnson Nutrition Co. 4.600% 6/1/44 1,294 1,155
  Molson Coors Beverage Co. 5.000% 5/1/42 2,902 2,447
  Molson Coors Beverage Co. 4.200% 7/15/46 2,706 2,014
  Mondelez International Inc. 1.875% 10/15/32 1,255 915
  Mondelez International Inc. 2.625% 9/4/50 2,712 1,612
  PepsiCo Inc. 3.500% 3/19/40 540 440
  PepsiCo Inc. 2.625% 10/21/41 1,130 789
  PepsiCo Inc. 4.000% 3/5/42 1,783 1,525
  PepsiCo Inc. 3.600% 8/13/42 1,285 1,028
  PepsiCo Inc. 4.250% 10/22/44 968 847
  PepsiCo Inc. 4.450% 4/14/46 2,163 1,993
  PepsiCo Inc. 3.450% 10/6/46 1,775 1,390
  PepsiCo Inc. 4.000% 5/2/47 1,303 1,108
  PepsiCo Inc. 3.375% 7/29/49 1,215 929
  PepsiCo Inc. 2.875% 10/15/49 2,500 1,771
  PepsiCo Inc. 3.625% 3/19/50 2,605 2,124
  PepsiCo Inc. 2.750% 10/21/51 665 449
  PepsiCo Inc. 3.875% 3/19/60 1,150 939
  Philip Morris International Inc. 6.375% 5/16/38 2,608 2,475
  Philip Morris International Inc. 4.375% 11/15/41 835 615
  Philip Morris International Inc. 4.500% 3/20/42 2,270 1,681
  Philip Morris International Inc. 3.875% 8/21/42 2,305 1,549
  Philip Morris International Inc. 4.125% 3/4/43 2,245 1,560
  Philip Morris International Inc. 4.875% 11/15/43 1,592 1,218
  Philip Morris International Inc. 4.250% 11/10/44 289 202
  Procter & Gamble Co. 5.800% 8/15/34 150 161
  Procter & Gamble Co. 5.550% 3/5/37 1,269 1,338
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Procter & Gamble Co. 3.550% 3/25/40   1,631     1,368
  Procter & Gamble Co. 3.500% 10/25/47     988       798
  Reynolds American Inc. 5.700% 8/15/35   1,831     1,546
  Reynolds American Inc. 7.250% 6/15/37     867       815
  Reynolds American Inc. 6.150% 9/15/43   1,340     1,111
  Reynolds American Inc. 5.850% 8/15/45   4,227     3,315
  Sysco Corp. 6.600% 4/1/40   1,807     1,915
  Sysco Corp. 4.850% 10/1/45   1,440     1,220
  Sysco Corp. 4.500% 4/1/46     690       561
  Sysco Corp. 4.450% 3/15/48   1,900     1,500
  Sysco Corp. 3.300% 2/15/50     650       423
  Sysco Corp. 6.600% 4/1/50   1,874     1,962
  Sysco Corp. 3.150% 12/14/51     520       328
  Target Corp. 6.350% 11/1/32     100       109
  Target Corp. 6.500% 10/15/37 940 1,012
  Target Corp. 7.000% 1/15/38 1,760 2,015
  Target Corp. 4.000% 7/1/42 400 335
  Target Corp. 3.625% 4/15/46 1,200 924
  Target Corp. 3.900% 11/15/47 735 593
  Target Corp. 2.950% 1/15/52 1,700 1,142
  Tyson Foods Inc. 4.875% 8/15/34 1,990 1,842
  Tyson Foods Inc. 5.150% 8/15/44 98 87
  Tyson Foods Inc. 4.550% 6/2/47 540 446
  Tyson Foods Inc. 5.100% 9/28/48 2,210 1,963
  Unilever Capital Corp. 5.900% 11/15/32 2,438 2,581
3 Unilever Capital Corp. 2.625% 8/12/51 500 323
  Walgreens Boots Alliance Inc. 4.800% 11/18/44 2,866 2,302
  Walgreens Boots Alliance Inc. 4.100% 4/15/50 1,410 1,009
  Walmart Inc. 5.250% 9/1/35 2,755 2,826
  Walmart Inc. 6.200% 4/15/38 2,888 3,232
  Walmart Inc. 3.950% 6/28/38 2,382 2,118
  Walmart Inc. 5.625% 4/1/40 382 406
  Walmart Inc. 5.000% 10/25/40 1,719 1,674
  Walmart Inc. 5.625% 4/15/41 1,190 1,262
  Walmart Inc. 2.500% 9/22/41 881 614
  Walmart Inc. 4.000% 4/11/43 976 838
  Walmart Inc. 3.625% 12/15/47 942 765
  Walmart Inc. 4.050% 6/29/48 2,583 2,243
  Walmart Inc. 2.950% 9/24/49 975 700
  Walmart Inc. 2.650% 9/22/51 2,850 1,922
            284,216
Energy (4.3%)
  Baker Hughes Holdings LLC 5.125% 9/15/40 2,413 2,129
  Baker Hughes Holdings LLC 4.080% 12/15/47 2,096 1,559
  Boardwalk Pipelines LP 3.600% 9/1/32 980 777
  BP Capital Markets America Inc. 3.060% 6/17/41 2,315 1,656
  BP Capital Markets America Inc. 3.000% 2/24/50 4,125 2,679
  BP Capital Markets America Inc. 2.772% 11/10/50 3,749 2,326
  BP Capital Markets America Inc. 2.939% 6/4/51 4,745 3,013
  BP Capital Markets America Inc. 3.001% 3/17/52 2,800 1,811
  BP Capital Markets America Inc. 3.379% 2/8/61 3,990 2,607
  Canadian Natural Resources Ltd. 6.450% 6/30/33 1,379 1,363
  Canadian Natural Resources Ltd. 5.850% 2/1/35 1,259 1,186
  Canadian Natural Resources Ltd. 6.500% 2/15/37 1,325 1,274
  Canadian Natural Resources Ltd. 6.250% 3/15/38 560 539
  Canadian Natural Resources Ltd. 6.750% 2/1/39 600 605
3 Canadian Natural Resources Ltd. 4.950% 6/1/47 1,775 1,510
  Cenovus Energy Inc. 5.250% 6/15/37 1,355 1,193
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Cenovus Energy Inc. 6.800% 9/15/37   1,000     1,007
  Cenovus Energy Inc. 6.750% 11/15/39   1,143     1,134
  Cenovus Energy Inc. 5.400% 6/15/47   2,025     1,746
  Cenovus Energy Inc. 3.750% 2/15/52     755       512
  Cheniere Corpus Christi Holdings LLC 2.742% 12/31/39   2,015     1,453
  Chevron Corp. 3.078% 5/11/50   1,595     1,133
  Chevron USA Inc. 5.250% 11/15/43   1,414     1,373
  Chevron USA Inc. 2.343% 8/12/50   1,317       805
  CNOOC Finance 2013 Ltd. 4.250% 5/9/43   2,300     1,889
  CNOOC Finance 2013 Ltd. 3.300% 9/30/49   1,100       736
  CNOOC Petroleum North America ULC 5.875% 3/10/35   1,550     1,508
  CNOOC Petroleum North America ULC 6.400% 5/15/37   3,600     3,674
  CNOOC Petroleum North America ULC 7.500% 7/30/39     400       462
  ConocoPhillips 5.900% 10/15/32   1,084     1,127
  ConocoPhillips 5.900% 5/15/38 2,622 2,675
  ConocoPhillips 6.500% 2/1/39 1,270 1,378
  ConocoPhillips 4.875% 10/1/47 720 645
  ConocoPhillips Co. 4.300% 11/15/44 3,277 2,723
  ConocoPhillips Co. 3.800% 3/15/52 2,325 1,783
5 ConocoPhillips Co. 4.025% 3/15/62 3,582 2,723
  Continental Resources Inc. 4.900% 6/1/44 812 579
  DCP Midstream Operating LP 5.600% 4/1/44 810 725
  Devon Energy Corp. 5.600% 7/15/41 1,891 1,697
  Devon Energy Corp. 4.750% 5/15/42 1,447 1,180
  Devon Energy Corp. 5.000% 6/15/45 1,705 1,421
  Diamondback Energy Inc. 4.400% 3/24/51 965 729
  Diamondback Energy Inc. 4.250% 3/15/52 1,645 1,207
3 Eastern Gas Transmission & Storage Inc. 4.800% 11/1/43 925 771
3 Eastern Gas Transmission & Storage Inc. 4.600% 12/15/44 850 694
3 Enbridge Energy Partners LP 7.500% 4/15/38 1,166 1,257
  Enbridge Energy Partners LP 5.500% 9/15/40 1,125 1,027
  Enbridge Energy Partners LP 7.375% 10/15/45 2,025 2,191
  Enbridge Inc. 2.500% 8/1/33 1,458 1,096
  Enbridge Inc. 4.500% 6/10/44 545 435
  Enbridge Inc. 5.500% 12/1/46 409 381
  Enbridge Inc. 4.000% 11/15/49 1,075 815
  Enbridge Inc. 3.400% 8/1/51 2,335 1,573
  Energy Transfer LP 4.900% 3/15/35 1,187 1,002
  Energy Transfer LP 6.625% 10/15/36 926 879
3 Energy Transfer LP 5.800% 6/15/38 1,730 1,518
  Energy Transfer LP 7.500% 7/1/38 1,185 1,201
  Energy Transfer LP 6.050% 6/1/41 1,150 1,033
  Energy Transfer LP 6.500% 2/1/42 1,955 1,818
  Energy Transfer LP 6.100% 2/15/42 337 296
  Energy Transfer LP 5.150% 2/1/43 989 779
  Energy Transfer LP 5.950% 10/1/43 1,100 955
  Energy Transfer LP 5.300% 4/1/44 1,408 1,124
  Energy Transfer LP 5.000% 5/15/44 955 742
  Energy Transfer LP 5.150% 3/15/45 1,975 1,563
  Energy Transfer LP 5.350% 5/15/45 1,750 1,412
  Energy Transfer LP 6.125% 12/15/45 1,645 1,438
  Energy Transfer LP 5.300% 4/15/47 1,865 1,492
  Energy Transfer LP 5.400% 10/1/47 3,135 2,543
  Energy Transfer LP 6.000% 6/15/48 1,952 1,691
  Energy Transfer LP 6.250% 4/15/49 3,906 3,489
  Energy Transfer LP 5.000% 5/15/50 3,208 2,507
3 Enterprise Products Operating LLC 6.875% 3/1/33 1,000 1,064
3 Enterprise Products Operating LLC 6.650% 10/15/34 1,245 1,285
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Enterprise Products Operating LLC 7.550% 4/15/38     835       913
  Enterprise Products Operating LLC 6.125% 10/15/39     680       668
  Enterprise Products Operating LLC 5.700% 2/15/42   2,275     2,104
  Enterprise Products Operating LLC 4.850% 8/15/42   2,680     2,274
  Enterprise Products Operating LLC 4.450% 2/15/43   1,258     1,019
  Enterprise Products Operating LLC 4.850% 3/15/44   1,603     1,340
  Enterprise Products Operating LLC 5.100% 2/15/45   2,240     1,918
  Enterprise Products Operating LLC 4.900% 5/15/46   1,980     1,688
  Enterprise Products Operating LLC 4.250% 2/15/48   3,800     2,938
  Enterprise Products Operating LLC 4.800% 2/1/49   3,025     2,493
  Enterprise Products Operating LLC 4.200% 1/31/50   3,190     2,435
  Enterprise Products Operating LLC 3.700% 1/31/51   1,910     1,344
  Enterprise Products Operating LLC 3.200% 2/15/52   2,260     1,446
  Enterprise Products Operating LLC 3.300% 2/15/53     915       599
  Enterprise Products Operating LLC 4.950% 10/15/54 1,092 890
  Enterprise Products Operating LLC 3.950% 1/31/60 2,555 1,759
  EOG Resources Inc. 3.900% 4/1/35 983 840
  EOG Resources Inc. 4.950% 4/15/50 1,205 1,126
  Exxon Mobil Corp. 2.995% 8/16/39 862 643
  Exxon Mobil Corp. 4.227% 3/19/40 5,317 4,622
  Exxon Mobil Corp. 3.567% 3/6/45 2,675 2,024
  Exxon Mobil Corp. 4.114% 3/1/46 3,057 2,532
  Exxon Mobil Corp. 3.095% 8/16/49 2,605 1,821
  Exxon Mobil Corp. 4.327% 3/19/50 6,535 5,569
  Exxon Mobil Corp. 3.452% 4/15/51 5,230 3,889
  Halliburton Co. 4.850% 11/15/35 2,876 2,502
  Halliburton Co. 6.700% 9/15/38 1,761 1,771
  Halliburton Co. 4.500% 11/15/41 1,890 1,494
  Halliburton Co. 4.750% 8/1/43 3,365 2,689
  Halliburton Co. 5.000% 11/15/45 2,438 2,029
  Hess Corp. 7.125% 3/15/33 1,450 1,519
  Hess Corp. 6.000% 1/15/40 1,136 1,052
  Hess Corp. 5.600% 2/15/41 2,315 2,029
  Hess Corp. 5.800% 4/1/47 875 786
  Kinder Morgan Energy Partners LP 7.300% 8/15/33 835 873
  Kinder Morgan Energy Partners LP 5.800% 3/15/35 1,592 1,491
  Kinder Morgan Energy Partners LP 6.500% 2/1/37 925 900
3 Kinder Morgan Energy Partners LP 6.950% 1/15/38 1,965 1,974
  Kinder Morgan Energy Partners LP 6.500% 9/1/39 706 676
  Kinder Morgan Energy Partners LP 6.550% 9/15/40 1,241 1,184
  Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,796 1,671
  Kinder Morgan Energy Partners LP 5.625% 9/1/41 1,230 1,055
  Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,012 830
  Kinder Morgan Energy Partners LP 4.700% 11/1/42 885 692
  Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,440 1,167
  Kinder Morgan Energy Partners LP 5.500% 3/1/44 2,786 2,344
  Kinder Morgan Energy Partners LP 5.400% 9/1/44 900 764
  Kinder Morgan Inc. 5.550% 6/1/45 4,247 3,716
  Kinder Morgan Inc. 5.050% 2/15/46 1,648 1,349
  Kinder Morgan Inc. 5.200% 3/1/48 1,470 1,235
  Kinder Morgan Inc. 3.250% 8/1/50 964 604
  Magellan Midstream Partners LP 5.150% 10/15/43 1,890 1,586
  Magellan Midstream Partners LP 4.250% 9/15/46 1,150 860
  Magellan Midstream Partners LP 4.200% 10/3/47 1,795 1,328
  Magellan Midstream Partners LP 3.950% 3/1/50 1,048 746
  Marathon Oil Corp. 6.600% 10/1/37 1,545 1,503
  Marathon Oil Corp. 5.200% 6/1/45 840 704
  Marathon Petroleum Corp. 6.500% 3/1/41 2,496 2,471
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Marathon Petroleum Corp. 4.750% 9/15/44   1,202       964
  Marathon Petroleum Corp. 4.500% 4/1/48   1,040       791
  Marathon Petroleum Corp. 5.000% 9/15/54   1,025       821
  MPLX LP 4.500% 4/15/38   3,232     2,596
  MPLX LP 5.200% 3/1/47   1,694     1,396
5 MPLX LP 5.200% 12/1/47     600       489
  MPLX LP 5.200% 12/1/47     742       605
  MPLX LP 4.700% 4/15/48   3,185     2,437
  MPLX LP 5.500% 2/15/49   2,619     2,232
  MPLX LP 4.900% 4/15/58   1,200       898
  NOV Inc. 3.950% 12/1/42   1,225       813
  ONEOK Inc. 6.000% 6/15/35     660       598
  ONEOK Inc. 4.950% 7/13/47   1,850     1,428
  ONEOK Inc. 5.200% 7/15/48     505       405
  ONEOK Inc. 4.450% 9/1/49 1,255 894
  ONEOK Inc. 4.500% 3/15/50 1,200 866
  ONEOK Inc. 7.150% 1/15/51 884 843
  ONEOK Partners LP 6.650% 10/1/36 980 930
  ONEOK Partners LP 6.850% 10/15/37 1,790 1,712
  ONEOK Partners LP 6.125% 2/1/41 1,570 1,394
  ONEOK Partners LP 6.200% 9/15/43 676 591
  Ovintiv Inc. 6.500% 8/15/34 1,175 1,147
  Ovintiv Inc. 6.625% 8/15/37 1,528 1,526
  Ovintiv Inc. 6.500% 2/1/38 675 656
  Phillips 66 4.650% 11/15/34 2,733 2,443
  Phillips 66 5.875% 5/1/42 3,825 3,725
  Phillips 66 4.875% 11/15/44 435 376
  Phillips 66 3.300% 3/15/52 2,205 1,448
5 Phillips 66 Co. 4.680% 2/15/45 840 695
5 Phillips 66 Co. 4.900% 10/1/46 1,550 1,331
  Plains All American Pipeline LP 6.650% 1/15/37 1,668 1,565
  Plains All American Pipeline LP 5.150% 6/1/42 1,075 815
  Plains All American Pipeline LP 4.300% 1/31/43 775 522
  Plains All American Pipeline LP 4.700% 6/15/44 1,275 915
  Plains All American Pipeline LP 4.900% 2/15/45 1,120 825
  Shell International Finance BV 4.125% 5/11/35 1,575 1,384
  Shell International Finance BV 6.375% 12/15/38 3,294 3,495
  Shell International Finance BV 5.500% 3/25/40 2,890 2,861
  Shell International Finance BV 2.875% 11/26/41 1,100 772
  Shell International Finance BV 3.625% 8/21/42 1,107 852
  Shell International Finance BV 4.550% 8/12/43 3,714 3,219
  Shell International Finance BV 4.375% 5/11/45 5,915 4,977
  Shell International Finance BV 4.000% 5/10/46 3,002 2,393
  Shell International Finance BV 3.750% 9/12/46 2,794 2,133
  Shell International Finance BV 3.125% 11/7/49 3,006 2,066
  Shell International Finance BV 3.250% 4/6/50 4,376 3,083
  Shell International Finance BV 3.000% 11/26/51 2,341 1,552
  Spectra Energy Partners LP 5.950% 9/25/43 1,137 1,078
  Spectra Energy Partners LP 4.500% 3/15/45 1,844 1,464
  Suncor Energy Inc. 5.350% 7/15/33 600 556
  Suncor Energy Inc. 5.950% 12/1/34 1,588 1,512
  Suncor Energy Inc. 5.950% 5/15/35 1,043 998
  Suncor Energy Inc. 6.800% 5/15/38 1,000 1,013
  Suncor Energy Inc. 6.500% 6/15/38 2,454 2,424
  Suncor Energy Inc. 6.850% 6/1/39 1,464 1,496
  Suncor Energy Inc. 4.000% 11/15/47 2,040 1,534
  Suncor Energy Inc. 3.750% 3/4/51 1,240 869
  Targa Resources Corp. 4.200% 2/1/33 1,625 1,359
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Targa Resources Corp. 4.950% 4/15/52   1,560     1,206
  Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37   1,085     1,143
  TotalEnergies Capital International SA 3.461% 7/12/49   1,205       885
  TotalEnergies Capital International SA 3.127% 5/29/50   4,180     2,883
  TotalEnergies Capital International SA 3.386% 6/29/60   1,550     1,036
  TransCanada PipeLines Ltd. 4.625% 3/1/34   2,052     1,790
  TransCanada PipeLines Ltd. 5.600% 3/31/34     545       518
  TransCanada PipeLines Ltd. 5.850% 3/15/36     925       894
  TransCanada PipeLines Ltd. 6.200% 10/15/37   1,908     1,891
  TransCanada PipeLines Ltd. 4.750% 5/15/38   1,662     1,445
  TransCanada PipeLines Ltd. 7.250% 8/15/38   1,347     1,457
  TransCanada PipeLines Ltd. 7.625% 1/15/39   1,390     1,567
  TransCanada PipeLines Ltd. 6.100% 6/1/40   1,385     1,338
  TransCanada PipeLines Ltd. 5.000% 10/16/43   1,419     1,224
  TransCanada PipeLines Ltd. 4.875% 5/15/48 2,625 2,254
  TransCanada PipeLines Ltd. 5.100% 3/15/49 2,155 1,913
  Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 975 896
  Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,345 1,099
  Transcontinental Gas Pipe Line Co. LLC 3.950% 5/15/50 800 591
  Valero Energy Corp. 6.625% 6/15/37 2,925 2,925
  Valero Energy Corp. 4.900% 3/15/45 1,850 1,556
  Valero Energy Corp. 3.650% 12/1/51 1,410 962
  Valero Energy Corp. 4.000% 6/1/52 1,050 759
  Williams Cos. Inc. 6.300% 4/15/40 3,090 3,007
  Williams Cos. Inc. 5.800% 11/15/43 1,100 1,007
  Williams Cos. Inc. 5.400% 3/4/44 1,330 1,162
  Williams Cos. Inc. 5.750% 6/24/44 1,460 1,320
  Williams Cos. Inc. 5.100% 9/15/45 2,555 2,164
  Williams Cos. Inc. 4.850% 3/1/48 1,635 1,352
  Williams Cos. Inc. 3.500% 10/15/51 1,350 897
            328,733
Financials (7.0%)
  AerCap Ireland Capital DAC 3.400% 10/29/33 3,379 2,449
  AerCap Ireland Capital DAC 3.850% 10/29/41 3,130 2,086
  Aflac Inc. 4.000% 10/15/46 789 619
  Aflac Inc. 4.750% 1/15/49 742 654
  Alleghany Corp. 4.900% 9/15/44 975 865
  Alleghany Corp. 3.250% 8/15/51 1,000 675
  Allstate Corp. 5.550% 5/9/35 655 663
  Allstate Corp. 5.950% 4/1/36 625 652
  Allstate Corp. 4.200% 12/15/46 1,199 998
  Allstate Corp. 3.850% 8/10/49 1,455 1,130
3 Allstate Corp. 6.500% 5/15/57 1,160 1,137
  American Express Co. 4.050% 12/3/42 2,135 1,740
  American Financial Group Inc. 4.500% 6/15/47 1,170 925
  American International Group Inc. 3.875% 1/15/35 1,216 1,021
  American International Group Inc. 6.250% 5/1/36 1,230 1,283
  American International Group Inc. 4.500% 7/16/44 2,205 1,810
  American International Group Inc. 4.800% 7/10/45 1,071 923
  American International Group Inc. 4.750% 4/1/48 1,898 1,631
  American International Group Inc. 4.375% 6/30/50 1,180 953
  Aon Corp. 6.250% 9/30/40 670 682
  Aon Corp. 2.900% 8/23/51 1,150 714
  Aon Corp. 3.900% 2/28/52 1,080 797
  Aon Global Ltd. 4.600% 6/14/44 457 383
  Aon Global Ltd. 4.750% 5/15/45 1,929 1,646
  Arch Capital Finance LLC 5.031% 12/15/46 1,025 891
  Arch Capital Group Ltd. 7.350% 5/1/34 575 633
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Arch Capital Group Ltd. 3.635% 6/30/50   1,800     1,219
  Arch Capital Group US Inc. 5.144% 11/1/43   1,265     1,122
  Arthur J Gallagher & Co. 3.500% 5/20/51   2,025     1,377
  Arthur J Gallagher & Co. 3.050% 3/9/52     400       247
  Athene Holding Ltd. 3.950% 5/25/51   2,165     1,436
  Athene Holding Ltd. 3.450% 5/15/52     895       553
  Bank of America Corp. 6.110% 1/29/37   4,651     4,498
3 Bank of America Corp. 4.244% 4/24/38   5,225     4,308
  Bank of America Corp. 7.750% 5/14/38   2,508     2,805
3 Bank of America Corp. 4.078% 4/23/40   3,130     2,482
3 Bank of America Corp. 2.676% 6/19/41   8,893     5,733
3 Bank of America Corp. 5.875% 2/7/42   3,625     3,510
  Bank of America Corp. 3.311% 4/22/42   7,634     5,391
3 Bank of America Corp. 5.000% 1/21/44   3,501     3,027
3 Bank of America Corp. 4.875% 4/1/44 1,968 1,686
3 Bank of America Corp. 4.750% 4/21/45 1,180 965
3 Bank of America Corp. 4.443% 1/20/48 1,774 1,437
3 Bank of America Corp. 3.946% 1/23/49 3,602 2,650
3 Bank of America Corp. 4.330% 3/15/50 6,360 5,001
3 Bank of America Corp. 4.083% 3/20/51 9,950 7,447
3 Bank of America Corp. 2.831% 10/24/51 2,091 1,240
  Bank of America Corp. 2.972% 7/21/52 4,240 2,595
3 Bank of America NA 6.000% 10/15/36 1,521 1,497
  Barclays plc 3.811% 3/10/42 1,875 1,171
  Barclays plc 3.330% 11/24/42 2,170 1,378
  Barclays plc 5.250% 8/17/45 2,916 2,342
  Barclays plc 4.950% 1/10/47 2,620 2,029
  Berkshire Hathaway Finance Corp. 5.750% 1/15/40 1,103 1,141
  Berkshire Hathaway Finance Corp. 4.400% 5/15/42 1,515 1,335
  Berkshire Hathaway Finance Corp. 4.300% 5/15/43 1,278 1,092
  Berkshire Hathaway Finance Corp. 4.200% 8/15/48 5,834 4,834
  Berkshire Hathaway Finance Corp. 4.250% 1/15/49 3,290 2,754
  Berkshire Hathaway Finance Corp. 2.850% 10/15/50 3,490 2,249
  Berkshire Hathaway Finance Corp. 3.850% 3/15/52 6,675 5,126
  Berkshire Hathaway Inc. 4.500% 2/11/43 1,603 1,427
  Brighthouse Financial Inc. 4.700% 6/22/47 1,568 1,118
  Brighthouse Financial Inc. 3.850% 12/22/51 1,250 762
  Brookfield Finance Inc. 4.700% 9/20/47 900 713
  Brookfield Finance Inc. 3.500% 3/30/51 2,275 1,435
  Brookfield Finance Inc. 3.625% 2/15/52 1,075 705
  Brookfield Finance LLC 3.450% 4/15/50 1,225 763
  Brown & Brown Inc. 4.950% 3/17/52 915 745
  Chubb Corp. 6.000% 5/11/37 1,598 1,668
3 Chubb Corp. 6.500% 5/15/38 2,255 2,446
  Chubb INA Holdings Inc. 6.700% 5/15/36 830 908
  Chubb INA Holdings Inc. 4.150% 3/13/43 1,552 1,314
  Chubb INA Holdings Inc. 4.350% 11/3/45 1,735 1,469
  Chubb INA Holdings Inc. 2.850% 12/15/51 587 384
  Chubb INA Holdings Inc. 3.050% 12/15/61 1,620 1,026
  CI Financial Corp. 4.100% 6/15/51 1,770 1,054
  Cincinnati Financial Corp. 6.125% 11/1/34 870 891
  Citigroup Inc. 6.000% 10/31/33 1,337 1,303
  Citigroup Inc. 6.125% 8/25/36 1,258 1,221
3 Citigroup Inc. 3.878% 1/24/39 2,255 1,819
  Citigroup Inc. 8.125% 7/15/39 2,434 2,878
3 Citigroup Inc. 5.316% 3/26/41 3,674 3,319
  Citigroup Inc. 5.875% 1/30/42 2,395 2,280
  Citigroup Inc. 2.904% 11/3/42 2,055 1,316
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Citigroup Inc. 6.675% 9/13/43   1,304     1,323
  Citigroup Inc. 5.300% 5/6/44   1,879     1,626
  Citigroup Inc. 4.650% 7/30/45   2,517     2,020
  Citigroup Inc. 4.750% 5/18/46   4,568     3,624
3 Citigroup Inc. 4.281% 4/24/48   1,275       998
  Citigroup Inc. 4.650% 7/23/48   4,920     3,996
  Citizens Financial Group Inc. 2.638% 9/30/32   1,113       813
  CME Group Inc. 5.300% 9/15/43   1,165     1,155
  CME Group Inc. 4.150% 6/15/48   1,320     1,149
3 Cooperatieve Rabobank UA 5.250% 5/24/41   2,729     2,721
  Cooperatieve Rabobank UA 5.750% 12/1/43   2,334     2,131
  Cooperatieve Rabobank UA 5.250% 8/4/45   3,609     3,068
5 Corebridge Financial Inc. 4.400% 4/5/52   2,160     1,650
  Credit Suisse Group AG 4.875% 5/15/45   3,750     2,669
  Equitable Holdings Inc. 5.000% 4/20/48 2,930 2,451
  Everest Reinsurance Holdings Inc. 4.868% 6/1/44 1,120 938
  Everest Reinsurance Holdings Inc. 3.500% 10/15/50 1,980 1,318
  Everest Reinsurance Holdings Inc. 3.125% 10/15/52 2,055 1,276
  Fidelity National Financial Inc. 3.200% 9/17/51 750 429
  Fifth Third Bancorp 8.250% 3/1/38 2,264 2,691
3 First Republic Bank 4.375% 8/1/46 1,275 991
3 First Republic Bank 4.625% 2/13/47 415 337
  Franklin Resources Inc. 2.950% 8/12/51 1,040 657
  GATX Corp. 5.200% 3/15/44 380 321
  GATX Corp. 3.100% 6/1/51 1,069 623
  GE Capital International Funding Co. Unlimited Co. 4.418% 11/15/35 18,762 16,830
  Goldman Sachs Capital I 6.345% 2/15/34 1,934 1,902
  Goldman Sachs Group Inc. 6.125% 2/15/33 3,158 3,187
  Goldman Sachs Group Inc. 6.450% 5/1/36 1,482 1,453
  Goldman Sachs Group Inc. 6.750% 10/1/37 11,088 11,079
3 Goldman Sachs Group Inc. 4.017% 10/31/38 4,140 3,283
3 Goldman Sachs Group Inc. 4.411% 4/23/39 6,429 5,347
  Goldman Sachs Group Inc. 6.250% 2/1/41 3,995 3,963
  Goldman Sachs Group Inc. 3.210% 4/22/42 4,365 2,949
  Goldman Sachs Group Inc. 3.436% 2/24/43 4,480 3,103
3 Goldman Sachs Group Inc. 4.800% 7/8/44 4,097 3,397
  Goldman Sachs Group Inc. 5.150% 5/22/45 3,185 2,656
  Goldman Sachs Group Inc. 4.750% 10/21/45 1,069 890
  Hartford Financial Services Group Inc. 5.950% 10/15/36 1,106 1,092
  Hartford Financial Services Group Inc. 6.100% 10/1/41 787 782
  Hartford Financial Services Group Inc. 4.300% 4/15/43 1,210 961
  Hartford Financial Services Group Inc. 3.600% 8/19/49 1,275 913
  Hartford Financial Services Group Inc. 2.900% 9/15/51 1,200 739
3 HSBC Bank USA NA 5.875% 11/1/34 1,653 1,520
3 HSBC Bank USA NA 7.000% 1/15/39 1,050 1,116
3 HSBC Holdings plc 6.500% 5/2/36 4,624 4,373
3 HSBC Holdings plc 6.500% 9/15/37 4,470 4,175
3 HSBC Holdings plc 6.800% 6/1/38 900 874
  HSBC Holdings plc 6.100% 1/14/42 3,005 2,899
  HSBC Holdings plc 5.250% 3/14/44 3,760 3,045
  Intercontinental Exchange Inc. 1.850% 9/15/32 1,586 1,158
  Intercontinental Exchange Inc. 4.600% 3/15/33 3,085 2,876
  Intercontinental Exchange Inc. 2.650% 9/15/40 673 451
  Intercontinental Exchange Inc. 4.250% 9/21/48 1,815 1,472
  Intercontinental Exchange Inc. 3.000% 6/15/50 3,225 2,105
  Intercontinental Exchange Inc. 4.950% 6/15/52 2,890 2,562
  Intercontinental Exchange Inc. 3.000% 9/15/60 4,050 2,398
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Intercontinental Exchange Inc. 5.200% 6/15/62   2,035     1,825
  Invesco Finance plc 5.375% 11/30/43     875       785
  Jackson Financial Inc. 4.000% 11/23/51     775       492
  Jefferies Group LLC 2.750% 10/15/32     485       345
  Jefferies Group LLC 6.250% 1/15/36     825       771
  Jefferies Group LLC 6.500% 1/20/43   1,186     1,132
  JPMorgan Chase & Co. 6.400% 5/15/38   3,790     3,881
3 JPMorgan Chase & Co. 3.882% 7/24/38   5,097     3,999
  JPMorgan Chase & Co. 5.500% 10/15/40   2,534     2,383
3 JPMorgan Chase & Co. 3.109% 4/22/41   2,722     1,878
  JPMorgan Chase & Co. 5.600% 7/15/41   3,382     3,214
  JPMorgan Chase & Co. 2.525% 11/19/41     875       548
  JPMorgan Chase & Co. 5.400% 1/6/42   2,343     2,165
  JPMorgan Chase & Co. 3.157% 4/22/42   1,420       972
  JPMorgan Chase & Co. 5.625% 8/16/43 2,543 2,327
  JPMorgan Chase & Co. 4.850% 2/1/44 2,501 2,147
  JPMorgan Chase & Co. 4.950% 6/1/45 3,609 3,016
3 JPMorgan Chase & Co. 4.260% 2/22/48 5,895 4,643
3 JPMorgan Chase & Co. 4.032% 7/24/48 4,450 3,372
3 JPMorgan Chase & Co. 3.964% 11/15/48 4,394 3,290
3 JPMorgan Chase & Co. 3.897% 1/23/49 3,925 2,911
3 JPMorgan Chase & Co. 3.109% 4/22/51 5,264 3,302
  JPMorgan Chase & Co. 3.328% 4/22/52 8,230 5,386
  Legg Mason Inc. 5.625% 1/15/44 1,055 992
  Lincoln National Corp. 3.400% 1/15/31 100 84
  Lincoln National Corp. 6.300% 10/9/37 680 677
  Lincoln National Corp. 7.000% 6/15/40 650 677
  Lincoln National Corp. 4.350% 3/1/48 740 583
  Lincoln National Corp. 4.375% 6/15/50 1,055 816
  Lloyds Banking Group plc 5.300% 12/1/45 1,233 990
  Lloyds Banking Group plc 4.344% 1/9/48 3,735 2,627
  Loews Corp. 6.000% 2/1/35 795 796
  Loews Corp. 4.125% 5/15/43 1,090 840
  Manulife Financial Corp. 5.375% 3/4/46 1,331 1,266
  Markel Corp. 5.000% 4/5/46 1,065 906
  Markel Corp. 4.300% 11/1/47 622 482
  Markel Corp. 5.000% 5/20/49 926 798
  Markel Corp. 4.150% 9/17/50 750 569
  Markel Corp. 3.450% 5/7/52 1,490 986
  Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,270 1,291
  Marsh & McLennan Cos. Inc. 4.750% 3/15/39 1,773 1,597
  Marsh & McLennan Cos. Inc. 4.350% 1/30/47 779 638
  Marsh & McLennan Cos. Inc. 4.200% 3/1/48 860 686
  Marsh & McLennan Cos. Inc. 4.900% 3/15/49 2,259 2,010
  Marsh & McLennan Cos. Inc. 2.900% 12/15/51 285 179
  Mastercard Inc. 3.800% 11/21/46 1,260 1,032
  Mastercard Inc. 3.950% 2/26/48 2,049 1,684
  Mastercard Inc. 3.650% 6/1/49 2,687 2,095
  Mastercard Inc. 3.850% 3/26/50 2,905 2,341
  Mastercard Inc. 2.950% 3/15/51 1,555 1,060
  MetLife Inc. 6.500% 12/15/32 2,160 2,303
  MetLife Inc. 6.375% 6/15/34 948 1,004
  MetLife Inc. 5.700% 6/15/35 1,619 1,638
3 MetLife Inc. 6.400% 12/15/36 1,515 1,486
3 MetLife Inc. 10.750% 8/1/39 1,025 1,337
  MetLife Inc. 5.875% 2/6/41 1,803 1,794
  MetLife Inc. 4.125% 8/13/42 1,624 1,326
  MetLife Inc. 4.875% 11/13/43 2,346 2,098
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  MetLife Inc. 4.721% 12/15/44   1,350     1,160
  MetLife Inc. 4.050% 3/1/45   1,558     1,224
  MetLife Inc. 4.600% 5/13/46     915       802
  MetLife Inc. 5.000% 7/15/52   2,100     1,915
  Mitsubishi UFJ Financial Group Inc. 4.286% 7/26/38   1,079       918
  Mitsubishi UFJ Financial Group Inc. 4.153% 3/7/39   1,415     1,165
  Mitsubishi UFJ Financial Group Inc. 3.751% 7/18/39   3,499     2,741
3 Morgan Stanley 3.971% 7/22/38   3,197     2,550
3 Morgan Stanley 4.457% 4/22/39   2,331     1,971
  Morgan Stanley 3.217% 4/22/42   4,150     2,895
  Morgan Stanley 6.375% 7/24/42   3,796     3,938
  Morgan Stanley 4.300% 1/27/45   5,309     4,214
  Morgan Stanley 4.375% 1/22/47   1,611     1,288
3 Morgan Stanley 5.597% 3/24/51   4,663     4,467
3 Morgan Stanley 2.802% 1/25/52 5,535 3,337
  Nasdaq Inc. 2.500% 12/21/40 635 399
  Nasdaq Inc. 3.250% 4/28/50 1,377 906
  Nasdaq Inc. 3.950% 3/7/52 1,210 898
3 Nationwide Financial Services Inc. 6.750% 5/15/37 775 744
  Old Republic International Corp. 3.850% 6/11/51 670 470
  Principal Financial Group Inc. 4.625% 9/15/42 875 741
  Principal Financial Group Inc. 4.350% 5/15/43 1,207 994
  Principal Financial Group Inc. 4.300% 11/15/46 891 729
  Progressive Corp. 6.250% 12/1/32 1,000 1,069
  Progressive Corp. 4.350% 4/25/44 1,130 957
  Progressive Corp. 4.125% 4/15/47 2,448 2,029
  Progressive Corp. 4.200% 3/15/48 1,485 1,248
  Progressive Corp. 3.950% 3/26/50 845 668
3 Prudential Financial Inc. 5.750% 7/15/33 550 560
3 Prudential Financial Inc. 5.700% 12/14/36 1,690 1,672
3 Prudential Financial Inc. 6.625% 12/1/37 768 810
3 Prudential Financial Inc. 3.000% 3/10/40 1,066 766
3 Prudential Financial Inc. 6.625% 6/21/40 749 793
3 Prudential Financial Inc. 6.200% 11/15/40 960 969
3 Prudential Financial Inc. 5.100% 8/15/43 1,195 1,031
3 Prudential Financial Inc. 4.600% 5/15/44 788 677
  Prudential Financial Inc. 3.905% 12/7/47 3,215 2,476
3 Prudential Financial Inc. 4.418% 3/27/48 10 8
  Prudential Financial Inc. 3.935% 12/7/49 893 682
3 Prudential Financial Inc. 4.350% 2/25/50 1,077 893
3 Prudential Financial Inc. 3.700% 3/13/51 1,089 803
  Raymond James Financial Inc. 4.950% 7/15/46 1,600 1,409
  Raymond James Financial Inc. 3.750% 4/1/51 1,070 758
3 Regions Bank 6.450% 6/26/37 1,000 1,027
  Regions Financial Corp. 7.375% 12/10/37 600 656
  Selective Insurance Group Inc. 5.375% 3/1/49 525 451
  Sumitomo Mitsui Financial Group Inc. 2.296% 1/12/41 1,217 746
  SVB Financial Group 1.800% 2/2/31 88 63
  Transatlantic Holdings Inc. 8.000% 11/30/39 770 922
  Travelers Cos. Inc. 6.750% 6/20/36 1,050 1,170
3 Travelers Cos. Inc. 6.250% 6/15/37 1,840 1,987
  Travelers Cos. Inc. 5.350% 11/1/40 1,540 1,522
  Travelers Cos. Inc. 4.600% 8/1/43 938 822
  Travelers Cos. Inc. 4.300% 8/25/45 1,040 868
  Travelers Cos. Inc. 3.750% 5/15/46 910 706
  Travelers Cos. Inc. 4.000% 5/30/47 575 462
  Travelers Cos. Inc. 4.050% 3/7/48 850 697
  Travelers Cos. Inc. 4.100% 3/4/49 950 785
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Travelers Cos. Inc. 2.550% 4/27/50   1,170       724
  Travelers Cos. Inc. 3.050% 6/8/51   1,175       809
  Travelers Property Casualty Corp. 6.375% 3/15/33     958     1,046
  Unum Group 5.750% 8/15/42     950       821
  Unum Group 4.500% 12/15/49   1,125       788
  Unum Group 4.125% 6/15/51   1,200       800
  Visa Inc. 4.150% 12/14/35   2,967     2,712
  Visa Inc. 2.700% 4/15/40   1,039       752
  Visa Inc. 4.300% 12/14/45   6,386     5,572
  Visa Inc. 3.650% 9/15/47   1,605     1,262
  Visa Inc. 2.000% 8/15/50   3,928     2,240
  Voya Financial Inc. 5.700% 7/15/43   1,125     1,007
  Voya Financial Inc. 4.800% 6/15/46     700       568
  W R Berkley Corp. 4.750% 8/1/44   1,505     1,288
  W R Berkley Corp. 3.550% 3/30/52 400 278
  W R Berkley Corp. 3.150% 9/30/61 470 284
  Wachovia Corp. 5.500% 8/1/35 1,817 1,686
3 Wells Fargo & Co. 5.950% 12/15/36 1,032 974
3 Wells Fargo & Co. 3.068% 4/30/41 7,365 5,064
  Wells Fargo & Co. 5.375% 11/2/43 2,001 1,743
  Wells Fargo & Co. 5.606% 1/15/44 5,147 4,614
3 Wells Fargo & Co. 4.650% 11/4/44 4,903 3,891
  Wells Fargo & Co. 3.900% 5/1/45 5,151 3,812
3 Wells Fargo & Co. 4.900% 11/17/45 4,667 3,815
3 Wells Fargo & Co. 4.400% 6/14/46 4,383 3,349
3 Wells Fargo & Co. 4.750% 12/7/46 3,926 3,140
3 Wells Fargo & Co. 5.013% 4/4/51 11,027 9,465
3 Wells Fargo & Co. 4.611% 4/25/53 2,340 1,901
3 Wells Fargo Bank NA 5.850% 2/1/37 1,971 1,886
3 Wells Fargo Bank NA 6.600% 1/15/38 2,369 2,474
  Western Union Co. 6.200% 11/17/36 925 871
  Westpac Banking Corp. 4.421% 7/24/39 2,884 2,311
  Westpac Banking Corp. 2.963% 11/16/40 1,940 1,239
  Willis North America Inc. 5.050% 9/15/48 1,300 1,100
  Willis North America Inc. 3.875% 9/15/49 850 594
  XLIT Ltd. 5.250% 12/15/43 950 918
  XLIT Ltd. 5.500% 3/31/45 900 833
            531,857
Health Care (7.0%)
  Abbott Laboratories 4.750% 11/30/36 2,535 2,476
  Abbott Laboratories 6.150% 11/30/37 613 671
  Abbott Laboratories 6.000% 4/1/39 1,661 1,784
  Abbott Laboratories 5.300% 5/27/40 1,368 1,373
  Abbott Laboratories 4.750% 4/15/43 1,140 1,054
  Abbott Laboratories 4.900% 11/30/46 5,995 5,766
  AbbVie Inc. 4.550% 3/15/35 2,648 2,379
  AbbVie Inc. 4.500% 5/14/35 4,887 4,360
  AbbVie Inc. 4.300% 5/14/36 4,237 3,672
  AbbVie Inc. 4.050% 11/21/39 6,160 4,989
  AbbVie Inc. 4.625% 10/1/42 1,240 1,054
  AbbVie Inc. 4.400% 11/6/42 3,923 3,257
  AbbVie Inc. 4.850% 6/15/44 1,615 1,408
  AbbVie Inc. 4.750% 3/15/45 1,412 1,211
  AbbVie Inc. 4.700% 5/14/45 5,591 4,750
  AbbVie Inc. 4.450% 5/14/46 3,017 2,464
  AbbVie Inc. 4.875% 11/14/48 3,472 3,049
  AbbVie Inc. 4.250% 11/21/49 12,988 10,422
  Adventist Health System 3.630% 3/1/49 850 638
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Advocate Health & Hospitals Corp. 4.272% 8/15/48     795       673
  Advocate Health & Hospitals Corp. 3.387% 10/15/49     700       512
3 Advocate Health & Hospitals Corp. 3.008% 6/15/50     373       251
  Aetna Inc. 6.625% 6/15/36   1,764     1,807
  Aetna Inc. 6.750% 12/15/37   1,413     1,439
  Aetna Inc. 4.500% 5/15/42     753       622
  Aetna Inc. 4.125% 11/15/42   1,345     1,037
  Aetna Inc. 4.750% 3/15/44   1,598     1,355
  Aetna Inc. 3.875% 8/15/47     490       361
  AHS Hospital Corp. 5.024% 7/1/45   1,125     1,049
3 AHS Hospital Corp. 2.780% 7/1/51   1,050       667
3 Allina Health System 3.887% 4/15/49   1,235       976
  AmerisourceBergen Corp. 4.250% 3/1/45   1,350     1,077
  AmerisourceBergen Corp. 4.300% 12/15/47     998       798
  Amgen Inc. 4.200% 3/1/33 1,500 1,359
  Amgen Inc. 3.150% 2/21/40 3,049 2,199
  Amgen Inc. 2.800% 8/15/41 1,510 1,034
  Amgen Inc. 4.950% 10/1/41 935 843
  Amgen Inc. 5.150% 11/15/41 1,566 1,427
  Amgen Inc. 4.400% 5/1/45 6,171 5,032
  Amgen Inc. 4.563% 6/15/48 2,277 1,903
  Amgen Inc. 3.375% 2/21/50 5,360 3,661
  Amgen Inc. 4.663% 6/15/51 8,933 7,550
  Amgen Inc. 3.000% 1/15/52 2,450 1,547
  Amgen Inc. 4.200% 2/22/52 2,498 1,964
  Amgen Inc. 4.875% 3/1/53 2,200 1,937
  Amgen Inc. 2.770% 9/1/53 1,157 680
  Amgen Inc. 4.400% 2/22/62 2,780 2,162
3 Ascension Health 3.106% 11/15/39 1,255 944
  Ascension Health 3.945% 11/15/46 2,172 1,836
3 Ascension Health 4.847% 11/15/53 747 729
  AstraZeneca plc 6.450% 9/15/37 5,841 6,305
  AstraZeneca plc 4.000% 9/18/42 1,300 1,090
  AstraZeneca plc 4.375% 11/16/45 2,108 1,835
  AstraZeneca plc 4.375% 8/17/48 1,135 995
  AstraZeneca plc 2.125% 8/6/50 1,259 727
  AstraZeneca plc 3.000% 5/28/51 1,355 937
  Banner Health 2.907% 1/1/42 750 534
3 Banner Health 3.181% 1/1/50 607 422
  Banner Health 2.913% 1/1/51 525 345
3 Baptist Health South Florida Obligated Group 3.115% 11/15/71 500 298
3 Baptist Healthcare System Obligated Group 3.540% 8/15/50 1,166 843
  Baxalta Inc. 5.250% 6/23/45 3,110 2,855
  Baxter International Inc. 3.500% 8/15/46 820 589
  Baxter International Inc. 3.132% 12/1/51 2,087 1,340
3 BayCare Health System Inc. 3.831% 11/15/50 1,100 891
  Baylor Scott & White Holdings 4.185% 11/15/45 1,090 921
  Baylor Scott & White Holdings 3.967% 11/15/46 1,151 927
3 Baylor Scott & White Holdings 2.839% 11/15/50 920 598
  Becton Dickinson & Co. 4.685% 12/15/44 1,440 1,232
  Becton Dickinson & Co. 4.669% 6/6/47 3,751 3,228
  Becton Dickinson & Co. 3.794% 5/20/50 639 478
3 Beth Israel Lahey Health Inc. 3.080% 7/1/51 850 534
3 BHSH System Obligated Group 3.487% 7/15/49 1,075 800
  Biogen Inc. 3.150% 5/1/50 4,240 2,731
  Biogen Inc. 3.250% 2/15/51 1,241 800
  Bio-Rad Laboratories Inc. 3.700% 3/15/32 500 420
3 Bon Secours Mercy Health Inc. 3.205% 6/1/50 825 567
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Boston Scientific Corp. 6.750% 11/15/35     725       778
  Boston Scientific Corp. 4.550% 3/1/39     997       862
  Boston Scientific Corp. 7.375% 1/15/40     509       574
  Boston Scientific Corp. 4.700% 3/1/49   1,305     1,143
  Bristol-Myers Squibb Co. 4.125% 6/15/39   3,340     2,917
  Bristol-Myers Squibb Co. 3.550% 3/15/42   2,568     2,015
  Bristol-Myers Squibb Co. 3.250% 8/1/42     454       339
  Bristol-Myers Squibb Co. 4.625% 5/15/44   1,946     1,744
  Bristol-Myers Squibb Co. 4.350% 11/15/47   3,171     2,712
  Bristol-Myers Squibb Co. 4.550% 2/20/48   2,481     2,180
  Bristol-Myers Squibb Co. 4.250% 10/26/49   7,966     6,674
  Bristol-Myers Squibb Co. 2.550% 11/13/50   3,345     2,067
  Bristol-Myers Squibb Co. 3.700% 3/15/52   5,302     4,070
  Bristol-Myers Squibb Co. 3.900% 3/15/62   1,780     1,348
  Cardinal Health Inc. 4.600% 3/15/43 940 757
  Cardinal Health Inc. 4.500% 11/15/44 690 539
  Cardinal Health Inc. 4.900% 9/15/45 897 752
  Cardinal Health Inc. 4.368% 6/15/47 607 465
3 Catholic Health Services of Long Island Obligated Group 3.368% 7/1/50 1,000 668
  Children's Health System of Texas 2.511% 8/15/50 1,175 713
3 Children's Hospital 2.928% 7/15/50 750 485
3 Children's Hospital Corp. 4.115% 1/1/47 1,000 841
3 Children's Hospital Corp. 2.585% 2/1/50 525 324
  Children's Hospital Medical Center 4.268% 5/15/44 650 569
3 Children's Hospital of Philadelphia 2.704% 7/1/50 900 559
  Cigna Corp. 4.800% 8/15/38 3,587 3,183
  Cigna Corp. 3.200% 3/15/40 1,663 1,200
3 Cigna Corp. 6.125% 11/15/41 1,120 1,115
3 Cigna Corp. 4.800% 7/15/46 3,675 3,154
3 Cigna Corp. 3.875% 10/15/47 1,670 1,218
  Cigna Corp. 4.900% 12/15/48 3,377 2,925
  Cigna Corp. 3.400% 3/15/50 4,450 3,019
  Cigna Corp. 3.400% 3/15/51 2,770 1,892
3 City of Hope 5.623% 11/15/43 925 915
3 City of Hope 4.378% 8/15/48 505 428
3 CommonSpirit Health 4.350% 11/1/42 1,640 1,283
  CommonSpirit Health 3.817% 10/1/49 815 597
  CommonSpirit Health 4.187% 10/1/49 1,497 1,120
  CommonSpirit Health 3.910% 10/1/50 900 641
3 Community Health Network Inc. 3.099% 5/1/50 900 577
3 Cottage Health Obligated Group 3.304% 11/1/49 1,150 823
  CVS Health Corp. 4.875% 7/20/35 1,753 1,586
  CVS Health Corp. 4.780% 3/25/38 10,148 8,894
  CVS Health Corp. 6.125% 9/15/39 875 875
  CVS Health Corp. 4.125% 4/1/40 2,189 1,750
  CVS Health Corp. 2.700% 8/21/40 970 634
  CVS Health Corp. 5.300% 12/5/43 1,435 1,288
  CVS Health Corp. 5.125% 7/20/45 6,691 5,856
  CVS Health Corp. 5.050% 3/25/48 14,145 12,452
  CVS Health Corp. 4.250% 4/1/50 1,582 1,238
  Danaher Corp. 4.375% 9/15/45 2,382 1,992
  Danaher Corp. 2.600% 10/1/50 1,080 666
  Danaher Corp. 2.800% 12/10/51 1,665 1,062
3 Dartmouth-Hitchcock Health 4.178% 8/1/48 575 468
  DH Europe Finance II Sarl 3.250% 11/15/39 975 741
  DH Europe Finance II Sarl 3.400% 11/15/49 2,005 1,426
  Dignity Health 4.500% 11/1/42 1,250 1,015
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Dignity Health 5.267% 11/1/64     795       668
3 Duke University Health System Inc. 3.920% 6/1/47   1,305     1,054
  Elevance Health Inc. 5.950% 12/15/34     600       607
  Elevance Health Inc. 5.850% 1/15/36     525       527
  Elevance Health Inc. 6.375% 6/15/37     826       862
  Elevance Health Inc. 4.625% 5/15/42   1,644     1,422
  Elevance Health Inc. 4.650% 1/15/43   1,929     1,663
  Elevance Health Inc. 5.100% 1/15/44   2,035     1,857
  Elevance Health Inc. 4.650% 8/15/44   1,842     1,583
  Elevance Health Inc. 4.375% 12/1/47   3,151     2,620
  Elevance Health Inc. 4.550% 3/1/48   2,663     2,245
  Elevance Health Inc. 3.700% 9/15/49     420       307
  Elevance Health Inc. 3.125% 5/15/50   2,390     1,586
  Elevance Health Inc. 3.600% 3/15/51   1,285       924
  Elevance Health Inc. 4.550% 5/15/52 1,055 893
  Elevance Health Inc. 4.850% 8/15/54 500 436
  Eli Lilly & Co. 3.950% 3/15/49 1,075 930
  Eli Lilly & Co. 2.250% 5/15/50 3,360 2,085
  Eli Lilly & Co. 4.150% 3/15/59 1,000 846
  Eli Lilly & Co. 2.500% 9/15/60 2,140 1,267
3 Franciscan Missionaries of Our Lady Health System Inc. 3.914% 7/1/49 725 553
  Gilead Sciences Inc. 4.600% 9/1/35 2,134 1,934
  Gilead Sciences Inc. 4.000% 9/1/36 1,718 1,429
  Gilead Sciences Inc. 2.600% 10/1/40 2,950 1,957
  Gilead Sciences Inc. 5.650% 12/1/41 2,191 2,131
  Gilead Sciences Inc. 4.800% 4/1/44 1,995 1,741
  Gilead Sciences Inc. 4.500% 2/1/45 3,885 3,232
  Gilead Sciences Inc. 4.750% 3/1/46 2,622 2,284
  Gilead Sciences Inc. 4.150% 3/1/47 1,285 1,016
  Gilead Sciences Inc. 2.800% 10/1/50 4,335 2,673
  GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,440 1,436
  GlaxoSmithKline Capital Inc. 6.375% 5/15/38 5,035 5,479
  GlaxoSmithKline Capital Inc. 4.200% 3/18/43 1,067 888
3 Hackensack Meridian Health Inc. 2.675% 9/1/41 925 625
  Hackensack Meridian Health Inc. 4.211% 7/1/48 710 589
3 Hackensack Meridian Health Inc. 2.875% 9/1/50 850 549
  Hackensack Meridian Health Inc. 4.500% 7/1/57 650 564
3 Hartford HealthCare Corp. 3.447% 7/1/54 900 662
  HCA Inc. 5.125% 6/15/39 2,528 2,120
5 HCA Inc. 4.375% 3/15/42 2,100 1,573
  HCA Inc. 5.500% 6/15/47 2,215 1,867
  HCA Inc. 5.250% 6/15/49 3,946 3,205
  HCA Inc. 3.500% 7/15/51 1,757 1,091
5 HCA Inc. 4.625% 3/15/52 3,825 2,878
  Humana Inc. 4.625% 12/1/42 729 624
  Humana Inc. 4.950% 10/1/44 1,125 1,002
  Humana Inc. 4.800% 3/15/47 1,085 933
  Humana Inc. 3.950% 8/15/49 950 717
  IHC Health Services Inc. 4.131% 5/15/48 1,075 911
  Indiana University Health Inc. Obligated Group 3.970% 11/1/48 970 807
3 Indiana University Health Inc. Obligated Group 2.852% 11/1/51 750 483
  Inova Health System Foundation 4.068% 5/15/52 500 410
3 Integris Baptist Medical Center Inc. 3.875% 8/15/50 1,180 900
3 Iowa Health System 3.665% 2/15/50 900 666
  Johns Hopkins Health System Corp. 3.837% 5/15/46 345 274
  Johnson & Johnson 4.950% 5/15/33 805 815
  Johnson & Johnson 4.375% 12/5/33 2,699 2,600
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Johnson & Johnson 3.550% 3/1/36   1,844     1,591
  Johnson & Johnson 3.625% 3/3/37   3,242     2,804
  Johnson & Johnson 5.950% 8/15/37     850       917
  Johnson & Johnson 3.400% 1/15/38     860       715
  Johnson & Johnson 2.100% 9/1/40   2,355     1,568
  Johnson & Johnson 4.500% 9/1/40   1,328     1,227
  Johnson & Johnson 4.850% 5/15/41   1,305     1,258
  Johnson & Johnson 4.500% 12/5/43     964       885
  Johnson & Johnson 3.700% 3/1/46   3,565     2,928
  Johnson & Johnson 3.750% 3/3/47   1,095       896
  Johnson & Johnson 3.500% 1/15/48   1,457     1,154
  Johnson & Johnson 2.250% 9/1/50   3,260     2,008
  Johnson & Johnson 2.450% 9/1/60   2,290     1,342
3 Kaiser Foundation Hospitals 2.810% 6/1/41     720       502
  Kaiser Foundation Hospitals 4.875% 4/1/42 1,891 1,779
  Kaiser Foundation Hospitals 4.150% 5/1/47 2,873 2,405
3 Kaiser Foundation Hospitals 3.266% 11/1/49 2,025 1,435
3 Kaiser Foundation Hospitals 3.002% 6/1/51 2,805 1,853
  Koninklijke Philips NV 6.875% 3/11/38 1,050 1,105
  Koninklijke Philips NV 5.000% 3/15/42 1,205 1,045
  Laboratory Corp. of America Holdings 4.700% 2/1/45 1,149 952
3 Mass General Brigham Inc. 3.765% 7/1/48 376 295
3 Mass General Brigham Inc. 3.192% 7/1/49 1,725 1,231
3 Mass General Brigham Inc. 4.117% 7/1/55 125 103
3 Mass General Brigham Inc. 3.342% 7/1/60 1,200 805
3 Mayo Clinic 3.774% 11/15/43 740 605
3 Mayo Clinic 4.000% 11/15/47 500 423
3 Mayo Clinic 4.128% 11/15/52 500 426
3 Mayo Clinic 3.196% 11/15/61 1,025 669
3 McLaren Health Care Corp. 4.386% 5/15/48 950 808
3 MedStar Health Inc. 3.626% 8/15/49 822 604
  Medtronic Inc. 4.375% 3/15/35 3,989 3,663
  Medtronic Inc. 4.625% 3/15/45 3,717 3,360
  Memorial Health Services 3.447% 11/1/49 1,000 735
  Memorial Sloan-Kettering Cancer Center 5.000% 7/1/42 1,125 1,084
3 Memorial Sloan-Kettering Cancer Center 2.955% 1/1/50 640 428
  Memorial Sloan-Kettering Cancer Center 4.125% 7/1/52 1,070 890
3 Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 648 543
  Merck & Co. Inc. 6.500% 12/1/33 1,690 1,868
  Merck & Co. Inc. 3.900% 3/7/39 1,177 1,001
  Merck & Co. Inc. 2.350% 6/24/40 1,225 822
  Merck & Co. Inc. 3.600% 9/15/42 3,612 2,855
  Merck & Co. Inc. 4.150% 5/18/43 1,599 1,363
  Merck & Co. Inc. 3.700% 2/10/45 4,120 3,238
  Merck & Co. Inc. 4.000% 3/7/49 3,005 2,480
  Merck & Co. Inc. 2.450% 6/24/50 2,724 1,681
  Merck & Co. Inc. 2.750% 12/10/51 3,520 2,290
  Merck & Co. Inc. 2.900% 12/10/61 3,625 2,264
3 Methodist Hospital 2.705% 12/1/50 1,375 855
3 MidMichigan Health 3.409% 6/1/50 756 525
3 Montefiore Obligated Group 5.246% 11/1/48 1,075 765
  Montefiore Obligated Group 4.287% 9/1/50 720 472
3 Mount Sinai Hospitals Group Inc. 3.981% 7/1/48 898 745
3 Mount Sinai Hospitals Group Inc. 3.737% 7/1/49 1,170 887
3 Mount Sinai Hospitals Group Inc. 3.391% 7/1/50 500 347
  MultiCare Health System 2.803% 8/15/50 775 479
  Mylan Inc. 5.400% 11/29/43 1,710 1,246
  Mylan Inc. 5.200% 4/15/48 1,490 1,027
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  New York & Presbyterian Hospital 2.256% 8/1/40     925       603
  New York & Presbyterian Hospital 4.024% 8/1/45   1,380     1,153
  New York & Presbyterian Hospital 4.063% 8/1/56     761       622
  New York & Presbyterian Hospital 2.606% 8/1/60     525       299
3 New York & Presbyterian Hospital 3.954% 8/1/19     955       671
  Northwell Healthcare Inc. 3.979% 11/1/46     825       631
  Northwell Healthcare Inc. 4.260% 11/1/47   1,485     1,191
  Northwell Healthcare Inc. 3.809% 11/1/49   1,100       816
  Novant Health Inc. 2.637% 11/1/36     720       524
  Novant Health Inc. 3.168% 11/1/51     800       552
  Novant Health Inc. 3.318% 11/1/61     825       554
  Novartis Capital Corp. 3.700% 9/21/42   1,590     1,295
  Novartis Capital Corp. 4.400% 5/6/44   3,493     3,146
  Novartis Capital Corp. 4.000% 11/20/45   2,201     1,857
  Novartis Capital Corp. 2.750% 8/14/50 2,585 1,754
3 NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 2.667% 10/1/50 935 591
3 NYU Langone Hospitals 5.750% 7/1/43 645 651
  NYU Langone Hospitals 4.784% 7/1/44 888 795
3 NYU Langone Hospitals 4.368% 7/1/47 685 565
3 NYU Langone Hospitals 3.380% 7/1/55 1,125 773
  OhioHealth Corp. 2.834% 11/15/41 675 469
3 OhioHealth Corp. 3.042% 11/15/50 1,200 839
  Orlando Health Obligated Group 4.089% 10/1/48 1,050 870
  Orlando Health Obligated Group 3.327% 10/1/50 500 354
3 PeaceHealth Obligated Group 4.787% 11/15/48 1,100 963
3 PeaceHealth Obligated Group 3.218% 11/15/50 350 229
  PerkinElmer Inc. 3.625% 3/15/51 905 612
  Pfizer Inc. 4.000% 12/15/36 2,973 2,633
  Pfizer Inc. 4.100% 9/15/38 2,305 2,024
  Pfizer Inc. 3.900% 3/15/39 2,610 2,236
  Pfizer Inc. 7.200% 3/15/39 3,558 4,235
  Pfizer Inc. 2.550% 5/28/40 1,810 1,270
  Pfizer Inc. 4.300% 6/15/43 1,257 1,105
  Pfizer Inc. 4.400% 5/15/44 1,705 1,521
  Pfizer Inc. 4.125% 12/15/46 2,762 2,399
  Pfizer Inc. 4.200% 9/15/48 1,816 1,601
  Pfizer Inc. 4.000% 3/15/49 1,430 1,226
  Pfizer Inc. 2.700% 5/28/50 3,870 2,616
  Piedmont Healthcare Inc. 2.864% 1/1/52 865 544
  Presbyterian Healthcare Services 4.875% 8/1/52 700 658
3 Providence St. Joseph Health Obligated Group 3.744% 10/1/47 1,450 1,130
  Quest Diagnostics Inc. 4.700% 3/30/45 704 583
3 Rady Children's Hospital-San Diego 3.154% 8/15/51 415 289
  Regeneron Pharmaceuticals Inc. 2.800% 9/15/50 1,581 955
  Royalty Pharma plc 3.300% 9/2/40 1,825 1,233
  Royalty Pharma plc 3.550% 9/2/50 3,531 2,206
  RWJ Barnabas Health Inc. 3.949% 7/1/46 940 761
  RWJ Barnabas Health Inc. 3.477% 7/1/49 762 556
3 Seattle Children's Hospital 2.719% 10/1/50 1,100 696
3 Sharp HealthCare 2.680% 8/1/50 875 557
3 Stanford Health Care 3.795% 11/15/48 719 562
  Stanford Health Care 3.027% 8/15/51 500 334
  STERIS Irish FinCo Unltd. Co. 3.750% 3/15/51 1,585 1,083
  Stryker Corp. 4.100% 4/1/43 695 556
  Stryker Corp. 4.375% 5/15/44 775 645
  Stryker Corp. 4.625% 3/15/46 1,375 1,198
  Stryker Corp. 2.900% 6/15/50 449 293
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Summa Health 3.511% 11/15/51     350       237
3 Sutter Health 3.161% 8/15/40     500       358
3 Sutter Health 4.091% 8/15/48     985       791
3 Sutter Health 3.361% 8/15/50   1,175       815
  Takeda Pharmaceutical Co. Ltd. 3.025% 7/9/40   2,089     1,477
  Takeda Pharmaceutical Co. Ltd. 3.175% 7/9/50   1,725     1,148
  Takeda Pharmaceutical Co. Ltd. 3.375% 7/9/60   2,151     1,393
  Texas Health Resources 2.328% 11/15/50     825       477
3 Texas Health Resources 4.330% 11/15/55     775       662
  Thermo Fisher Scientific Inc. 2.800% 10/15/41   2,250     1,579
  Thermo Fisher Scientific Inc. 5.300% 2/1/44     963       946
  Thermo Fisher Scientific Inc. 4.100% 8/15/47   1,267     1,068
  Toledo Hospital 5.750% 11/15/38     950       866
3 Trinity Health Corp. 2.632% 12/1/40     500       341
  Trinity Health Corp. 4.125% 12/1/45 825 695
3 Trinity Health Corp. 3.434% 12/1/48 1,155 870
  UnitedHealth Group Inc. 4.625% 7/15/35 2,606 2,393
  UnitedHealth Group Inc. 5.800% 3/15/36 1,240 1,259
  UnitedHealth Group Inc. 6.500% 6/15/37 1,920 2,067
  UnitedHealth Group Inc. 6.625% 11/15/37 1,425 1,566
  UnitedHealth Group Inc. 6.875% 2/15/38 1,608 1,781
  UnitedHealth Group Inc. 3.500% 8/15/39 1,046 821
  UnitedHealth Group Inc. 2.750% 5/15/40 518 362
  UnitedHealth Group Inc. 5.700% 10/15/40 376 380
  UnitedHealth Group Inc. 5.950% 2/15/41 830 846
  UnitedHealth Group Inc. 3.050% 5/15/41 2,700 1,968
  UnitedHealth Group Inc. 4.625% 11/15/41 1,547 1,386
  UnitedHealth Group Inc. 4.375% 3/15/42 1,620 1,389
  UnitedHealth Group Inc. 3.950% 10/15/42 1,442 1,168
  UnitedHealth Group Inc. 4.250% 3/15/43 2,503 2,122
  UnitedHealth Group Inc. 4.750% 7/15/45 1,692 1,523
  UnitedHealth Group Inc. 4.200% 1/15/47 1,423 1,175
  UnitedHealth Group Inc. 4.250% 4/15/47 1,418 1,184
  UnitedHealth Group Inc. 3.750% 10/15/47 2,110 1,624
  UnitedHealth Group Inc. 4.250% 6/15/48 3,209 2,661
  UnitedHealth Group Inc. 4.450% 12/15/48 859 727
  UnitedHealth Group Inc. 3.700% 8/15/49 2,060 1,554
  UnitedHealth Group Inc. 2.900% 5/15/50 2,070 1,351
  UnitedHealth Group Inc. 3.250% 5/15/51 4,180 2,912
  UnitedHealth Group Inc. 4.750% 5/15/52 3,840 3,434
  UnitedHealth Group Inc. 3.875% 8/15/59 4,060 3,031
  UnitedHealth Group Inc. 3.125% 5/15/60 1,835 1,179
  UnitedHealth Group Inc. 4.950% 5/15/62 1,890 1,693
  Utah Acquisition Sub Inc. 5.250% 6/15/46 2,040 1,434
  Viatris Inc. 3.850% 6/22/40 2,440 1,517
  Viatris Inc. 4.000% 6/22/50 2,101 1,255
3 WakeMed 3.286% 10/1/52 500 345
3 West Virginia United Health System Obligated Group 3.129% 6/1/50 500 322
3 Willis-Knighton Medical Center 3.065% 3/1/51 1,455 929
  Wyeth LLC 6.500% 2/1/34 3,326 3,664
  Wyeth LLC 6.000% 2/15/36 1,360 1,414
  Wyeth LLC 5.950% 4/1/37 2,110 2,221
3 Yale-New Haven Health Services Corp. 2.496% 7/1/50 1,000 595
  Zimmer Biomet Holdings Inc. 4.250% 8/15/35 413 349
  Zimmer Biomet Holdings Inc. 5.750% 11/30/39 720 683
  Zimmer Biomet Holdings Inc. 4.450% 8/15/45 670 526
  Zoetis Inc. 4.700% 2/1/43 2,416 2,119
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Zoetis Inc. 3.950% 9/12/47   1,111       873
  Zoetis Inc. 4.450% 8/20/48     794       671
  Zoetis Inc. 3.000% 5/15/50     840       553
            531,662
Industrials (3.9%)
3 3M Co. 5.700% 3/15/37     775       757
3 3M Co. 3.875% 6/15/44     540       402
3 3M Co. 3.125% 9/19/46   1,480       979
3 3M Co. 3.625% 10/15/47   1,655     1,198
3 3M Co. 4.000% 9/14/48   1,425     1,116
  3M Co. 3.250% 8/26/49   2,341     1,577
  3M Co. 3.700% 4/15/50   1,198       880
3 American Airlines Pass-Through Trust Class A Series 2021-1 2.875% 7/11/34   1,250       993
  Boeing Co. 6.125% 2/15/33   1,142     1,099
  Boeing Co. 3.600% 5/1/34 1,210 908
  Boeing Co. 3.250% 2/1/35 1,065 753
  Boeing Co. 6.625% 2/15/38 1,238 1,187
  Boeing Co. 3.550% 3/1/38 759 519
  Boeing Co. 3.500% 3/1/39 1,123 755
  Boeing Co. 6.875% 3/15/39 988 963
  Boeing Co. 5.875% 2/15/40 1,790 1,547
  Boeing Co. 5.705% 5/1/40 5,285 4,614
  Boeing Co. 3.375% 6/15/46 1,095 662
  Boeing Co. 3.650% 3/1/47 615 387
  Boeing Co. 3.625% 3/1/48 975 604
  Boeing Co. 3.850% 11/1/48 770 498
  Boeing Co. 3.900% 5/1/49 1,705 1,113
  Boeing Co. 3.750% 2/1/50 675 436
  Boeing Co. 5.805% 5/1/50 9,958 8,665
  Boeing Co. 3.825% 3/1/59 975 583
  Boeing Co. 3.950% 8/1/59 1,191 743
  Boeing Co. 5.930% 5/1/60 6,655 5,702
  Burlington Northern Santa Fe LLC 6.200% 8/15/36 719 770
  Burlington Northern Santa Fe LLC 6.150% 5/1/37 855 907
  Burlington Northern Santa Fe LLC 5.750% 5/1/40 980 991
  Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,344 1,262
  Burlington Northern Santa Fe LLC 5.400% 6/1/41 1,166 1,139
  Burlington Northern Santa Fe LLC 4.950% 9/15/41 782 724
  Burlington Northern Santa Fe LLC 4.400% 3/15/42 1,640 1,404
  Burlington Northern Santa Fe LLC 4.375% 9/1/42 1,080 929
  Burlington Northern Santa Fe LLC 4.450% 3/15/43 1,826 1,584
  Burlington Northern Santa Fe LLC 5.150% 9/1/43 1,260 1,190
  Burlington Northern Santa Fe LLC 4.900% 4/1/44 2,643 2,416
  Burlington Northern Santa Fe LLC 4.550% 9/1/44 1,505 1,315
  Burlington Northern Santa Fe LLC 4.150% 4/1/45 1,790 1,469
  Burlington Northern Santa Fe LLC 4.700% 9/1/45 767 679
  Burlington Northern Santa Fe LLC 3.900% 8/1/46 1,131 903
  Burlington Northern Santa Fe LLC 4.125% 6/15/47 2,285 1,899
  Burlington Northern Santa Fe LLC 4.050% 6/15/48 1,145 935
  Burlington Northern Santa Fe LLC 3.550% 2/15/50 1,090 814
  Burlington Northern Santa Fe LLC 3.050% 2/15/51 3,428 2,332
  Burlington Northern Santa Fe LLC 3.300% 9/15/51 1,418 1,005
  Burlington Northern Santa Fe LLC 2.875% 6/15/52 1,475 960
  Canadian National Railway Co. 6.200% 6/1/36 977 1,033
  Canadian National Railway Co. 6.375% 11/15/37 1,129 1,188
  Canadian National Railway Co. 3.200% 8/2/46 680 488
  Canadian National Railway Co. 3.650% 2/3/48 1,000 768
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Canadian National Railway Co. 4.450% 1/20/49     980       857
  Canadian National Railway Co. 2.450% 5/1/50   1,000       604
  Canadian National Railway Co. 4.400% 8/5/52   1,080       932
  Canadian Pacific Railway Co. 4.800% 9/15/35   1,470     1,347
  Canadian Pacific Railway Co. 5.950% 5/15/37     250       253
  Canadian Pacific Railway Co. 3.000% 12/2/41   2,375     1,697
  Canadian Pacific Railway Co. 4.800% 8/1/45   1,121       991
  Canadian Pacific Railway Co. 3.100% 12/2/51   4,995     3,294
  Canadian Pacific Railway Co. 6.125% 9/15/15   1,215     1,152
  Carrier Global Corp. 3.377% 4/5/40   2,843     2,053
  Carrier Global Corp. 3.577% 4/5/50   3,381     2,337
  Caterpillar Inc. 5.300% 9/15/35     950       958
  Caterpillar Inc. 6.050% 8/15/36     635       682
  Caterpillar Inc. 5.200% 5/27/41   1,697     1,681
  Caterpillar Inc. 3.803% 8/15/42 1,174 966
  Caterpillar Inc. 3.250% 9/19/49 1,956 1,443
  Caterpillar Inc. 3.250% 4/9/50 2,700 1,992
  Caterpillar Inc. 4.750% 5/15/64 1,666 1,491
  Crane Holdings Co. 4.200% 3/15/48 950 682
  CSX Corp. 6.000% 10/1/36 550 558
  CSX Corp. 6.150% 5/1/37 1,255 1,300
  CSX Corp. 6.220% 4/30/40 1,596 1,667
  CSX Corp. 5.500% 4/15/41 2,170 2,111
  CSX Corp. 4.750% 5/30/42 1,347 1,192
  CSX Corp. 4.100% 3/15/44 1,430 1,146
  CSX Corp. 3.800% 11/1/46 1,048 800
  CSX Corp. 4.300% 3/1/48 2,390 1,973
  CSX Corp. 4.750% 11/15/48 2,208 1,948
  CSX Corp. 4.500% 3/15/49 1,966 1,666
  CSX Corp. 3.350% 9/15/49 540 380
  CSX Corp. 3.800% 4/15/50 629 475
  CSX Corp. 3.950% 5/1/50 1,325 1,036
  CSX Corp. 2.500% 5/15/51 750 450
  CSX Corp. 4.500% 11/15/52 2,095 1,762
  CSX Corp. 4.500% 8/1/54 1,075 896
  CSX Corp. 4.250% 11/1/66 325 247
  CSX Corp. 4.650% 3/1/68 343 279
  Cummins Inc. 4.875% 10/1/43 1,128 1,050
  Cummins Inc. 2.600% 9/1/50 1,025 639
  Deere & Co. 3.900% 6/9/42 2,458 2,106
  Deere & Co. 2.875% 9/7/49 929 647
  Deere & Co. 3.750% 4/15/50 1,611 1,322
  Dover Corp. 5.375% 10/15/35 565 534
  Dover Corp. 5.375% 3/1/41 663 610
  Eaton Corp. 4.000% 11/2/32 1,740 1,560
  Eaton Corp. 4.150% 3/15/33 2,314 2,091
  Eaton Corp. 4.150% 11/2/42 1,483 1,221
  Eaton Corp. 3.915% 9/15/47 633 495
  Eaton Corp. 4.700% 8/23/52 1,290 1,133
  Emerson Electric Co. 2.800% 12/21/51 3,755 2,431
  FedEx Corp. 4.900% 1/15/34 1,715 1,565
  FedEx Corp. 3.900% 2/1/35 870 713
  FedEx Corp. 3.250% 5/15/41 820 564
  FedEx Corp. 3.875% 8/1/42 1,150 848
  FedEx Corp. 4.100% 4/15/43 1,145 857
  FedEx Corp. 5.100% 1/15/44 2,433 2,071
  FedEx Corp. 4.100% 2/1/45 1,970 1,424
  FedEx Corp. 4.750% 11/15/45 833 675
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  FedEx Corp. 4.550% 4/1/46   1,922     1,521
  FedEx Corp. 4.400% 1/15/47   1,319     1,020
  FedEx Corp. 4.050% 2/15/48   1,362       999
  FedEx Corp. 4.950% 10/17/48   2,930     2,472
  FedEx Corp. 5.250% 5/15/50   1,520     1,331
3 FedEx Corp. Pass-Through Trust Class AA Series 2020-1 1.875% 2/20/34   2,076     1,691
  Fortive Corp. 4.300% 6/15/46   1,231       952
  General Dynamics Corp. 4.250% 4/1/40   1,426     1,252
  General Dynamics Corp. 2.850% 6/1/41      80        57
  General Dynamics Corp. 3.600% 11/15/42   1,030       817
3 General Electric Co. 5.875% 1/14/38   1,725     1,728
  Honeywell International Inc. 5.700% 3/15/36     985     1,032
  Honeywell International Inc. 5.700% 3/15/37   1,025     1,070
  Honeywell International Inc. 5.375% 3/1/41     870       883
  Honeywell International Inc. 3.812% 11/21/47 1,280 1,056
  Illinois Tool Works Inc. 4.875% 9/15/41 1,048 980
  Illinois Tool Works Inc. 3.900% 9/1/42 2,003 1,650
3 Johnson Controls International plc 6.000% 1/15/36 964 968
3 Johnson Controls International plc 4.625% 7/2/44 841 698
3 Johnson Controls International plc 5.125% 9/14/45 403 349
  Johnson Controls International plc 4.500% 2/15/47 1,020 813
3 Johnson Controls International plc 4.950% 7/2/64 911 729
3 Kansas City Southern 4.300% 5/15/43 1,065 858
3 Kansas City Southern 4.950% 8/15/45 1,586 1,386
  Kansas City Southern 4.700% 5/1/48 374 320
  Kansas City Southern 3.500% 5/1/50 1,330 930
  Kansas City Southern 4.200% 11/15/69 871 637
  L3Harris Technologies Inc. 4.854% 4/27/35 1,814 1,654
  L3Harris Technologies Inc. 5.054% 4/27/45 680 601
  Lockheed Martin Corp. 3.600% 3/1/35 2,257 1,934
  Lockheed Martin Corp. 4.500% 5/15/36 1,300 1,197
3 Lockheed Martin Corp. 6.150% 9/1/36 1,555 1,644
  Lockheed Martin Corp. 5.720% 6/1/40 1,444 1,473
  Lockheed Martin Corp. 4.070% 12/15/42 1,549 1,314
  Lockheed Martin Corp. 3.800% 3/1/45 1,102 877
  Lockheed Martin Corp. 4.700% 5/15/46 1,482 1,344
  Lockheed Martin Corp. 2.800% 6/15/50 1,510 1,004
  Lockheed Martin Corp. 4.090% 9/15/52 2,959 2,466
  Lockheed Martin Corp. 4.150% 6/15/53 3,620 3,034
  Lockheed Martin Corp. 4.300% 6/15/62 596 497
  Norfolk Southern Corp. 7.050% 5/1/37 233 250
  Norfolk Southern Corp. 4.837% 10/1/41 1,306 1,167
  Norfolk Southern Corp. 3.950% 10/1/42 558 453
  Norfolk Southern Corp. 4.450% 6/15/45 1,225 1,028
  Norfolk Southern Corp. 4.650% 1/15/46 916 794
  Norfolk Southern Corp. 3.942% 11/1/47 1,198 933
  Norfolk Southern Corp. 4.150% 2/28/48 1,408 1,126
  Norfolk Southern Corp. 4.100% 5/15/49 1,520 1,204
  Norfolk Southern Corp. 3.400% 11/1/49 2,025 1,419
  Norfolk Southern Corp. 3.050% 5/15/50 2,595 1,692
  Norfolk Southern Corp. 4.050% 8/15/52 945 730
  Norfolk Southern Corp. 4.550% 6/1/53 900 763
  Norfolk Southern Corp. 3.155% 5/15/55 2,625 1,682
  Norfolk Southern Corp. 4.100% 5/15/21 1,375 923
  Northrop Grumman Corp. 5.150% 5/1/40 750 702
  Northrop Grumman Corp. 5.050% 11/15/40 1,350 1,238
  Northrop Grumman Corp. 4.750% 6/1/43 2,842 2,497
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Northrop Grumman Corp. 3.850% 4/15/45     526       403
  Northrop Grumman Corp. 4.030% 10/15/47   2,592     2,057
  Northrop Grumman Corp. 5.250% 5/1/50   2,397     2,294
  Otis Worldwide Corp. 3.112% 2/15/40   1,975     1,390
  Otis Worldwide Corp. 3.362% 2/15/50   1,365       922
3 Parker-Hannifin Corp. 4.200% 11/21/34   1,292     1,127
3 Parker-Hannifin Corp. 6.250% 5/15/38   1,036     1,049
3 Parker-Hannifin Corp. 4.450% 11/21/44     999       817
  Parker-Hannifin Corp. 4.100% 3/1/47   1,255       985
  Parker-Hannifin Corp. 4.000% 6/14/49   1,567     1,205
  Precision Castparts Corp. 3.900% 1/15/43   1,010       811
  Precision Castparts Corp. 4.375% 6/15/45   1,249     1,061
  Raytheon Technologies Corp. 6.050% 6/1/36   1,635     1,684
  Raytheon Technologies Corp. 6.125% 7/15/38   1,673     1,716
  Raytheon Technologies Corp. 4.450% 11/16/38 2,590 2,257
  Raytheon Technologies Corp. 4.875% 10/15/40 1,250 1,139
  Raytheon Technologies Corp. 4.700% 12/15/41 1,681 1,460
  Raytheon Technologies Corp. 4.500% 6/1/42 6,562 5,663
  Raytheon Technologies Corp. 4.800% 12/15/43 1,025 904
  Raytheon Technologies Corp. 4.150% 5/15/45 1,112 890
  Raytheon Technologies Corp. 3.750% 11/1/46 2,473 1,861
  Raytheon Technologies Corp. 4.350% 4/15/47 2,392 1,992
  Raytheon Technologies Corp. 4.050% 5/4/47 1,615 1,289
  Raytheon Technologies Corp. 4.625% 11/16/48 2,030 1,753
  Raytheon Technologies Corp. 3.125% 7/1/50 2,480 1,664
  Raytheon Technologies Corp. 2.820% 9/1/51 1,930 1,213
  Republic Services Inc. 6.200% 3/1/40 740 755
  Republic Services Inc. 5.700% 5/15/41 830 828
  Republic Services Inc. 3.050% 3/1/50 725 491
  Rockwell Automation Inc. 4.200% 3/1/49 1,175 995
  Rockwell Automation Inc. 2.800% 8/15/61 1,200 707
  Trane Technologies Global Holding Co. Ltd. 5.750% 6/15/43 1,459 1,385
  Trane Technologies Luxembourg Finance SA 4.650% 11/1/44 1,010 832
  Trane Technologies Luxembourg Finance SA 4.500% 3/21/49 150 119
  Tyco Electronics Group SA 7.125% 10/1/37 1,550 1,755
  Union Pacific Corp. 3.375% 2/1/35 1,208 985
  Union Pacific Corp. 2.891% 4/6/36 1,005 768
  Union Pacific Corp. 3.600% 9/15/37 1,288 1,046
3 Union Pacific Corp. 3.550% 8/15/39 845 670
  Union Pacific Corp. 3.200% 5/20/41 2,596 1,942
  Union Pacific Corp. 4.050% 3/1/46 1,025 837
  Union Pacific Corp. 3.350% 8/15/46 2,370 1,703
  Union Pacific Corp. 4.000% 4/15/47 1,275 1,022
  Union Pacific Corp. 3.250% 2/5/50 3,370 2,383
  Union Pacific Corp. 2.950% 3/10/52 1,863 1,232
  Union Pacific Corp. 4.950% 9/9/52 1,135 1,061
  Union Pacific Corp. 3.500% 2/14/53 575 418
  Union Pacific Corp. 3.875% 2/1/55 1,805 1,378
  Union Pacific Corp. 3.950% 8/15/59 950 719
  Union Pacific Corp. 3.839% 3/20/60 2,275 1,692
  Union Pacific Corp. 3.550% 5/20/61 1,137 790
  Union Pacific Corp. 2.973% 9/16/62 5,080 3,083
  Union Pacific Corp. 5.150% 1/20/63 757 703
  Union Pacific Corp. 3.750% 2/5/70 855 594
  Union Pacific Corp. 3.799% 4/6/71 4,186 2,954
  Union Pacific Corp. 3.850% 2/14/72 1,075 770
3 Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 6.176% 1/2/31 294 302
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United Parcel Service Inc. 6.200% 1/15/38   2,197     2,372
  United Parcel Service Inc. 5.200% 4/1/40   1,177     1,151
  United Parcel Service Inc. 4.875% 11/15/40     920       865
  United Parcel Service Inc. 3.625% 10/1/42     702       554
  United Parcel Service Inc. 3.400% 11/15/46   1,290       960
  United Parcel Service Inc. 3.750% 11/15/47   3,539     2,823
  United Parcel Service Inc. 4.250% 3/15/49   1,916     1,651
  United Parcel Service Inc. 3.400% 9/1/49   1,741     1,315
  United Parcel Service Inc. 5.300% 4/1/50   1,035     1,039
  Valmont Industries Inc. 5.000% 10/1/44     975       815
  Valmont Industries Inc. 5.250% 10/1/54     700       602
  Waste Connections Inc. 3.050% 4/1/50   1,450       973
  Waste Connections Inc. 2.950% 1/15/52   1,105       717
  Waste Management Inc. 2.950% 6/1/41   1,910     1,371
  Waste Management Inc. 4.150% 7/15/49 1,130 959
  Waste Management Inc. 2.500% 11/15/50 1,150 702
  WW Grainger Inc. 4.600% 6/15/45 540 487
  WW Grainger Inc. 3.750% 5/15/46 1,249 978
  WW Grainger Inc. 4.200% 5/15/47 966 813
  Xylem Inc. 4.375% 11/1/46 925 761
            300,870
Materials (1.7%)
  Air Products and Chemicals Inc. 2.700% 5/15/40 890 640
  Air Products and Chemicals Inc. 2.800% 5/15/50 1,175 784
  Albemarle Corp. 5.450% 12/1/44 1,025 917
  Albemarle Corp. 5.650% 6/1/52 1,000 891
  ArcelorMittal SA 7.000% 10/15/39 1,500 1,419
  ArcelorMittal SA 6.750% 3/1/41 1,160 1,063
  Barrick Gold Corp. 6.450% 10/15/35 970 1,003
  Barrick North America Finance LLC 5.700% 5/30/41 1,705 1,621
  Barrick North America Finance LLC 5.750% 5/1/43 1,721 1,621
  Barrick PD Australia Finance Pty. Ltd. 5.950% 10/15/39 1,870 1,824
  BHP Billiton Finance USA Ltd. 4.125% 2/24/42 2,585 2,203
  BHP Billiton Finance USA Ltd. 5.000% 9/30/43 5,151 4,872
  Celulosa Arauco y Constitucion SA 5.500% 11/2/47 900 663
  CF Industries Inc. 5.150% 3/15/34 1,355 1,227
  CF Industries Inc. 4.950% 6/1/43 1,825 1,472
  CF Industries Inc. 5.375% 3/15/44 1,355 1,150
  Dow Chemical Co. 4.250% 10/1/34 1,178 993
  Dow Chemical Co. 9.400% 5/15/39 247 314
  Dow Chemical Co. 5.250% 11/15/41 1,728 1,550
  Dow Chemical Co. 4.375% 11/15/42 2,336 1,844
  Dow Chemical Co. 4.625% 10/1/44 1,318 1,054
  Dow Chemical Co. 5.550% 11/30/48 2,210 2,005
  Dow Chemical Co. 4.800% 5/15/49 1,660 1,370
  Dow Chemical Co. 3.600% 11/15/50 2,245 1,529
  DuPont de Nemours Inc. 5.319% 11/15/38 2,086 1,898
  DuPont de Nemours Inc. 5.419% 11/15/48 3,453 3,103
  Eastman Chemical Co. 4.800% 9/1/42 1,415 1,160
  Eastman Chemical Co. 4.650% 10/15/44 1,219 960
  Ecolab Inc. 2.125% 8/15/50 1,100 623
  Ecolab Inc. 2.700% 12/15/51 1,854 1,184
  Ecolab Inc. 2.750% 8/18/55 2,359 1,458
  FMC Corp. 4.500% 10/1/49 975 751
  Freeport-McMoRan Inc. 5.400% 11/14/34 1,550 1,377
  Freeport-McMoRan Inc. 5.450% 3/15/43 3,689 3,047
  International Flavors & Fragrances Inc. 4.375% 6/1/47 1,390 1,054
  International Flavors & Fragrances Inc. 5.000% 9/26/48 1,055 884
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  International Paper Co. 5.000% 9/15/35   1,775     1,639
  International Paper Co. 6.000% 11/15/41   1,020       975
  International Paper Co. 4.800% 6/15/44   1,792     1,495
  International Paper Co. 4.400% 8/15/47   1,500     1,201
  International Paper Co. 4.350% 8/15/48   1,300     1,038
  Linde Inc. 3.550% 11/7/42   1,678     1,324
  Linde Inc. 2.000% 8/10/50     370       206
  Lubrizol Corp. 6.500% 10/1/34     640       702
  LYB International Finance BV 5.250% 7/15/43   1,715     1,467
  LYB International Finance BV 4.875% 3/15/44     956       777
  LYB International Finance III LLC 3.375% 10/1/40   1,075       740
  LYB International Finance III LLC 4.200% 10/15/49   1,162       833
  LYB International Finance III LLC 4.200% 5/1/50   1,255       905
  LYB International Finance III LLC 3.625% 4/1/51   1,075       703
  LYB International Finance III LLC 3.800% 10/1/60 1,535 963
  LyondellBasell Industries NV 4.625% 2/26/55 2,137 1,611
  Martin Marietta Materials Inc. 3.200% 7/15/51 2,020 1,266
  Mosaic Co. 5.450% 11/15/33 2,076 1,953
  Mosaic Co. 4.875% 11/15/41 1,032 836
  Mosaic Co. 5.625% 11/15/43 1,398 1,256
3 Newmont Corp. 5.875% 4/1/35 1,297 1,256
  Newmont Corp. 6.250% 10/1/39 1,940 1,941
  Newmont Corp. 4.875% 3/15/42 1,162 1,011
  Newmont Corp. 5.450% 6/9/44 1,140 1,039
  Nucor Corp. 2.979% 12/15/55 3,600 2,132
  Nutrien Ltd. 4.125% 3/15/35 1,410 1,199
  Nutrien Ltd. 5.875% 12/1/36 1,090 1,082
  Nutrien Ltd. 5.625% 12/1/40 1,105 1,041
  Nutrien Ltd. 4.900% 6/1/43 1,675 1,457
  Nutrien Ltd. 5.250% 1/15/45 835 744
  Nutrien Ltd. 5.000% 4/1/49 1,725 1,527
  Packaging Corp. of America 4.050% 12/15/49 830 626
  Packaging Corp. of America 3.050% 10/1/51 1,100 693
  Rio Tinto Alcan Inc. 5.750% 6/1/35 1,373 1,385
  Rio Tinto Finance USA Ltd. 5.200% 11/2/40 2,006 1,945
  Rio Tinto Finance USA Ltd. 2.750% 11/2/51 2,525 1,633
  Rio Tinto Finance USA plc 4.750% 3/22/42 2,020 1,844
  Rio Tinto Finance USA plc 4.125% 8/21/42 1,461 1,231
  RPM International Inc. 5.250% 6/1/45 900 756
  RPM International Inc. 4.250% 1/15/48 765 560
  Sherwin-Williams Co. 4.550% 8/1/45 2,034 1,615
  Sherwin-Williams Co. 4.500% 6/1/47 1,203 981
  Sherwin-Williams Co. 3.800% 8/15/49 1,900 1,372
  Sherwin-Williams Co. 3.300% 5/15/50 725 478
  Sherwin-Williams Co. 2.900% 3/15/52 675 406
  Southern Copper Corp. 7.500% 7/27/35 2,020 2,191
  Southern Copper Corp. 6.750% 4/16/40 2,325 2,397
  Southern Copper Corp. 5.250% 11/8/42 3,418 2,997
  Southern Copper Corp. 5.875% 4/23/45 2,090 1,957
  Steel Dynamics Inc. 3.250% 10/15/50 800 490
  Teck Resources Ltd. 6.000% 8/15/40 894 789
  Teck Resources Ltd. 5.200% 3/1/42 1,215 976
  Teck Resources Ltd. 5.400% 2/1/43 490 405
  Vale Overseas Ltd. 8.250% 1/17/34 1,008 1,101
  Vale Overseas Ltd. 6.875% 11/21/36 3,696 3,524
  Vale Overseas Ltd. 6.875% 11/10/39 1,700 1,601
  Vale SA 5.625% 9/11/42 1,210 1,037
  Vulcan Materials Co. 4.500% 6/15/47 2,465 2,003
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Westlake Corp. 2.875% 8/15/41     500       316
  Westlake Corp. 5.000% 8/15/46   2,040     1,696
  Westlake Corp. 4.375% 11/15/47   1,205       911
  Westlake Corp. 3.125% 8/15/51   1,099       678
  Westlake Corp. 3.375% 8/15/61     825       476
  WRKCo Inc. 3.000% 6/15/33   1,770     1,370
            130,287
Real Estate (0.7%)
  Agree LP 4.800% 10/1/32     675       603
  Agree LP 2.600% 6/15/33     775       565
  Alexandria Real Estate Equities Inc. 1.875% 2/1/33   2,383     1,678
  Alexandria Real Estate Equities Inc. 2.950% 3/15/34   1,284       993
  Alexandria Real Estate Equities Inc. 4.850% 4/15/49     575       483
  Alexandria Real Estate Equities Inc. 4.000% 2/1/50   1,670     1,255
  Alexandria Real Estate Equities Inc. 3.000% 5/18/51 1,080 657
  Alexandria Real Estate Equities Inc. 3.550% 3/15/52 1,745 1,189
  American Assets Trust LP 3.375% 2/1/31 52 41
  American Tower Corp. 3.700% 10/15/49 1,040 711
  American Tower Corp. 3.100% 6/15/50 2,170 1,349
  American Tower Corp. 2.950% 1/15/51 1,825 1,098
3 AvalonBay Communities Inc. 3.900% 10/15/46 990 765
3 AvalonBay Communities Inc. 4.150% 7/1/47 775 631
3 AvalonBay Communities Inc. 4.350% 4/15/48 245 204
  Camden Property Trust 3.350% 11/1/49 685 477
  Corporate Office Properties LP 2.900% 12/1/33 1,499 1,040
  Crown Castle Inc. 2.900% 4/1/41 1,962 1,281
  Crown Castle Inc. 4.750% 5/15/47 428 351
  Crown Castle Inc. 5.200% 2/15/49 1,308 1,130
  Crown Castle Inc. 4.000% 11/15/49 1,030 745
  Crown Castle Inc. 4.150% 7/1/50 775 575
  Crown Castle Inc. 3.250% 1/15/51 1,700 1,082
  Duke Realty LP 3.050% 3/1/50 925 620
  Equinix Inc. 3.000% 7/15/50 771 474
  Equinix Inc. 2.950% 9/15/51 1,238 741
  Equinix Inc. 3.400% 2/15/52 550 362
  ERP Operating LP 4.500% 7/1/44 1,225 1,036
  ERP Operating LP 4.500% 6/1/45 750 631
  ERP Operating LP 4.000% 8/1/47 950 741
  Essex Portfolio LP 4.500% 3/15/48 596 478
  Essex Portfolio LP 2.650% 9/1/50 620 347
  Federal Realty Investment Trust 4.500% 12/1/44 920 724
  Healthpeak Properties Inc. 6.750% 2/1/41 625 637
  Highwoods Realty LP 2.600% 2/1/31 73 55
  Invitation Homes Operating Partnership LP 2.700% 1/15/34 1,100 776
  Kilroy Realty LP 2.500% 11/15/32 1,075 774
  Kilroy Realty LP 2.650% 11/15/33 925 647
  Kimco Realty Corp. 4.600% 2/1/33 1,250 1,130
  Kimco Realty Corp. 4.250% 4/1/45 875 666
  Kimco Realty Corp. 4.125% 12/1/46 1,000 742
  Kimco Realty Corp. 4.450% 9/1/47 980 757
  Kimco Realty Corp. 3.700% 10/1/49 175 121
  Mid-America Apartments LP 2.875% 9/15/51 720 450
  National Retail Properties Inc. 4.800% 10/15/48 600 506
  National Retail Properties Inc. 3.500% 4/15/51 1,400 939
  National Retail Properties Inc. 3.000% 4/15/52 1,211 731
  Omega Healthcare Investors Inc. 3.250% 4/15/33 1,350 957
  Prologis LP 4.375% 9/15/48 653 556
  Prologis LP 3.000% 4/15/50 1,425 949
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Prologis LP 2.125% 10/15/50   1,385       779
  Realty Income Corp. 2.850% 12/15/32   1,542     1,236
  Realty Income Corp. 1.800% 3/15/33     817       575
  Realty Income Corp. 4.650% 3/15/47   1,406     1,226
  Regency Centers LP 4.400% 2/1/47     695       538
  Regency Centers LP 4.650% 3/15/49     804       636
  Simon Property Group LP 6.750% 2/1/40   1,252     1,299
  Simon Property Group LP 4.750% 3/15/42     910       764
  Simon Property Group LP 4.250% 10/1/44     686       532
  Simon Property Group LP 4.250% 11/30/46   2,120     1,652
  Simon Property Group LP 3.250% 9/13/49     990       640
  Simon Property Group LP 3.800% 7/15/50     685       479
3 UDR Inc. 1.900% 3/15/33     910       633
  UDR Inc. 3.100% 11/1/34     775       595
  Ventas Realty LP 5.700% 9/30/43 785 710
  Ventas Realty LP 4.375% 2/1/45 400 312
  Ventas Realty LP 4.875% 4/15/49 775 657
  VICI Properties LP 5.625% 5/15/52 1,500 1,241
  Welltower Inc. 6.500% 3/15/41 850 841
  Welltower Inc. 4.950% 9/1/48 1,070 913
  Weyerhaeuser Co. 4.000% 3/9/52 900 660
  WP Carey Inc. 2.250% 4/1/33 898 638
            54,006
Technology (4.4%)
  Analog Devices Inc. 2.800% 10/1/41 1,820 1,289
  Analog Devices Inc. 2.950% 10/1/51 2,005 1,335
  Apple Inc. 4.500% 2/23/36 2,035 1,972
  Apple Inc. 2.375% 2/8/41 2,445 1,697
  Apple Inc. 3.850% 5/4/43 6,138 5,165
  Apple Inc. 4.450% 5/6/44 2,200 2,020
  Apple Inc. 3.450% 2/9/45 4,015 3,163
  Apple Inc. 4.375% 5/13/45 4,083 3,664
  Apple Inc. 4.650% 2/23/46 5,211 4,858
  Apple Inc. 3.850% 8/4/46 4,116 3,409
  Apple Inc. 3.750% 9/12/47 2,224 1,806
  Apple Inc. 3.750% 11/13/47 2,558 2,083
  Apple Inc. 2.950% 9/11/49 5,176 3,654
  Apple Inc. 2.650% 5/11/50 2,673 1,765
  Apple Inc. 2.400% 8/20/50 2,605 1,627
  Apple Inc. 2.650% 2/8/51 7,315 4,800
  Apple Inc. 2.700% 8/5/51 3,451 2,275
  Apple Inc. 3.950% 8/8/52 2,000 1,667
  Apple Inc. 2.550% 8/20/60 4,298 2,584
  Apple Inc. 2.800% 2/8/61 4,345 2,723
  Apple Inc. 2.850% 8/5/61 2,424 1,530
  Applied Materials Inc. 5.100% 10/1/35 1,725 1,694
  Applied Materials Inc. 5.850% 6/15/41 1,555 1,620
  Applied Materials Inc. 4.350% 4/1/47 878 758
  Applied Materials Inc. 2.750% 6/1/50 1,635 1,060
  Broadcom Inc. 4.300% 11/15/32 5,340 4,498
5 Broadcom Inc. 2.600% 2/15/33 4,010 2,872
5 Broadcom Inc. 3.419% 4/15/33 4,351 3,338
5 Broadcom Inc. 3.469% 4/15/34 4,650 3,497
5 Broadcom Inc. 3.137% 11/15/35 6,255 4,386
5 Broadcom Inc. 3.187% 11/15/36 4,385 3,003
5 Broadcom Inc. 4.926% 5/15/37 4,000 3,309
5 Broadcom Inc. 3.500% 2/15/41 7,160 4,829
5 Broadcom Inc. 3.750% 2/15/51 3,570 2,328
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Cisco Systems Inc. 5.900% 2/15/39   2,772     2,883
  Cisco Systems Inc. 5.500% 1/15/40   4,285     4,268
  Corning Inc. 4.700% 3/15/37   1,150     1,010
  Corning Inc. 5.750% 8/15/40   1,013       978
  Corning Inc. 4.750% 3/15/42     350       299
  Corning Inc. 5.350% 11/15/48   1,771     1,597
  Corning Inc. 3.900% 11/15/49     300       213
  Corning Inc. 4.375% 11/15/57   1,165       868
  Corning Inc. 5.850% 11/15/68     721       632
  Corning Inc. 5.450% 11/15/79   1,050       858
  Dell Inc. 6.500% 4/15/38   1,200     1,099
  Dell International LLC 8.100% 7/15/36   1,961     2,080
5 Dell International LLC 3.375% 12/15/41   2,125     1,313
  Dell International LLC 8.350% 7/15/46   1,536     1,663
5 Dell International LLC 3.450% 12/15/51 2,590 1,479
  Fidelity National Information Services Inc. 3.100% 3/1/41 1,435 954
  Fidelity National Information Services Inc. 4.500% 8/15/46 281 224
  Fiserv Inc. 4.400% 7/1/49 4,560 3,535
  Global Payments Inc. 4.150% 8/15/49 1,962 1,355
  Global Payments Inc. 5.950% 8/15/52 500 439
  Hewlett Packard Enterprise Co. 6.350% 10/15/45 3,511 3,196
  HP Inc. 5.500% 1/15/33 2,000 1,774
  HP Inc. 6.000% 9/15/41 3,182 2,766
  Intel Corp. 4.000% 12/15/32 1,457 1,317
  Intel Corp. 4.600% 3/25/40 1,770 1,560
  Intel Corp. 2.800% 8/12/41 1,700 1,146
  Intel Corp. 4.800% 10/1/41 1,500 1,344
  Intel Corp. 4.250% 12/15/42 1,125 927
  Intel Corp. 4.900% 7/29/45 2,100 1,876
  Intel Corp. 4.100% 5/19/46 3,180 2,549
  Intel Corp. 4.100% 5/11/47 1,585 1,252
  Intel Corp. 3.734% 12/8/47 5,772 4,285
  Intel Corp. 3.250% 11/15/49 4,010 2,669
  Intel Corp. 4.750% 3/25/50 1,365 1,177
  Intel Corp. 3.050% 8/12/51 3,865 2,472
  Intel Corp. 4.900% 8/5/52 3,000 2,648
  Intel Corp. 3.100% 2/15/60 2,025 1,223
  Intel Corp. 3.200% 8/12/61 1,055 654
  Intel Corp. 5.050% 8/5/62 2,525 2,192
  International Business Machines Corp. 4.150% 5/15/39 4,783 3,943
  International Business Machines Corp. 5.600% 11/30/39 1,820 1,766
  International Business Machines Corp. 2.850% 5/15/40 975 675
  International Business Machines Corp. 4.000% 6/20/42 4,215 3,315
  International Business Machines Corp. 4.250% 5/15/49 5,758 4,551
  International Business Machines Corp. 2.950% 5/15/50 1,013 636
  International Business Machines Corp. 3.430% 2/9/52 485 330
  Juniper Networks Inc. 5.950% 3/15/41 905 803
  KLA Corp. 4.650% 7/15/32 2,000 1,920
  KLA Corp. 5.000% 3/15/49 615 562
  KLA Corp. 3.300% 3/1/50 825 580
  KLA Corp. 4.950% 7/15/52 2,350 2,135
  KLA Corp. 5.250% 7/15/62 1,685 1,553
  Kyndryl Holdings Inc. 4.100% 10/15/41 810 464
  Lam Research Corp. 4.875% 3/15/49 2,155 1,981
  Lam Research Corp. 2.875% 6/15/50 1,654 1,086
  Lam Research Corp. 3.125% 6/15/60 550 353
  Micron Technology Inc. 3.366% 11/1/41 1,060 679
  Micron Technology Inc. 3.477% 11/1/51 985 583
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Microsoft Corp. 3.500% 2/12/35   3,460     3,112
  Microsoft Corp. 4.200% 11/3/35     545       516
  Microsoft Corp. 3.450% 8/8/36   7,190     6,284
  Microsoft Corp. 4.100% 2/6/37   1,559     1,438
  Microsoft Corp. 4.500% 10/1/40   2,085     1,988
  Microsoft Corp. 5.300% 2/8/41      78        81
  Microsoft Corp. 3.700% 8/8/46   8,405     6,979
  Microsoft Corp. 2.525% 6/1/50  10,833     7,125
  Microsoft Corp. 2.921% 3/17/52  15,936    11,268
  Microsoft Corp. 3.950% 8/8/56     575       479
  Microsoft Corp. 2.675% 6/1/60   8,947     5,667
  Microsoft Corp. 3.041% 3/17/62   4,528     3,089
  Moody's Corp. 2.750% 8/19/41   1,400       929
  Moody's Corp. 5.250% 7/15/44   1,650     1,515
  Moody's Corp. 4.875% 12/17/48 175 154
  Moody's Corp. 3.250% 5/20/50 871 588
  Moody's Corp. 3.750% 2/25/52 900 665
  Moody's Corp. 2.550% 8/18/60 1,150 621
  Moody's Corp. 3.100% 11/29/61 425 258
  Motorola Solutions Inc. 5.500% 9/1/44 1,025 868
  NVIDIA Corp. 3.500% 4/1/40 1,350 1,053
  NVIDIA Corp. 3.500% 4/1/50 4,257 3,133
  NVIDIA Corp. 3.700% 4/1/60 1,172 839
  NXP BV 5.000% 1/15/33 2,025 1,816
  NXP BV 3.250% 5/11/41 1,625 1,065
  NXP BV 3.125% 2/15/42 1,165 740
  NXP BV 3.250% 11/30/51 1,190 715
  Oracle Corp. 4.300% 7/8/34 5,045 4,121
  Oracle Corp. 3.900% 5/15/35 2,651 2,032
  Oracle Corp. 3.850% 7/15/36 2,465 1,846
  Oracle Corp. 3.800% 11/15/37 4,371 3,184
  Oracle Corp. 6.500% 4/15/38 463 441
  Oracle Corp. 6.125% 7/8/39 1,639 1,491
  Oracle Corp. 3.600% 4/1/40 6,330 4,293
  Oracle Corp. 5.375% 7/15/40 4,342 3,616
  Oracle Corp. 3.650% 3/25/41 4,790 3,251
  Oracle Corp. 4.500% 7/8/44 1,925 1,415
  Oracle Corp. 4.125% 5/15/45 4,345 2,950
  Oracle Corp. 4.000% 7/15/46 8,045 5,445
  Oracle Corp. 4.000% 11/15/47 1,430 960
  Oracle Corp. 3.600% 4/1/50 9,521 5,957
  Oracle Corp. 3.950% 3/25/51 6,373 4,231
  Oracle Corp. 4.375% 5/15/55 2,438 1,653
  Oracle Corp. 3.850% 4/1/60 5,311 3,210
  Oracle Corp. 4.100% 3/25/61 3,175 2,010
  PayPal Holdings Inc. 3.250% 6/1/50 2,600 1,758
  PayPal Holdings Inc. 5.050% 6/1/52 1,000 888
  PayPal Holdings Inc. 5.250% 6/1/62 1,000 893
  QUALCOMM Inc. 4.650% 5/20/35 1,970 1,852
  QUALCOMM Inc. 4.800% 5/20/45 3,874 3,502
  QUALCOMM Inc. 4.300% 5/20/47 3,004 2,554
  QUALCOMM Inc. 4.500% 5/20/52 2,000 1,720
  S&P Global Inc. 3.250% 12/1/49 1,427 1,001
5 S&P Global Inc. 3.700% 3/1/52 1,125 852
  S&P Global Inc. 2.300% 8/15/60 1,675 879
5 S&P Global Inc. 3.900% 3/1/62 500 379
  Salesforce Inc. 2.700% 7/15/41 1,990 1,372
  Salesforce Inc. 2.900% 7/15/51 4,628 3,055
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Salesforce Inc. 3.050% 7/15/61   3,295     2,059
  Texas Instruments Inc. 3.875% 3/15/39   2,229     1,926
  Texas Instruments Inc. 4.150% 5/15/48   2,963     2,535
  Texas Instruments Inc. 2.700% 9/15/51   1,085       732
  TSMC Arizona Corp. 3.125% 10/25/41   1,900     1,419
  TSMC Arizona Corp. 3.250% 10/25/51   1,750     1,244
  TSMC Arizona Corp. 4.500% 4/22/52   2,050     1,782
  Verisk Analytics Inc. 5.500% 6/15/45   1,043       981
  Verisk Analytics Inc. 3.625% 5/15/50   1,025       703
            334,144
Utilities (5.9%)
3 AEP Texas Inc. 4.150% 5/1/49     690       525
3 AEP Texas Inc. 3.450% 1/15/50   1,015       690
  AEP Texas Inc. 3.450% 5/15/51   1,087       756
  AEP Texas Inc. 5.250% 5/15/52 1,000 915
  AEP Transmission Co. LLC 4.000% 12/1/46 750 588
  AEP Transmission Co. LLC 3.750% 12/1/47 945 711
  AEP Transmission Co. LLC 4.250% 9/15/48 700 569
  AEP Transmission Co. LLC 3.800% 6/15/49 1,200 903
  AEP Transmission Co. LLC 3.150% 9/15/49 530 358
3 AEP Transmission Co. LLC 3.650% 4/1/50 930 687
3 AEP Transmission Co. LLC 2.750% 8/15/51 1,140 713
3 AEP Transmission Co. LLC 4.500% 6/15/52 1,600 1,362
  Alabama Power Co. 6.125% 5/15/38 610 621
  Alabama Power Co. 6.000% 3/1/39 1,215 1,243
  Alabama Power Co. 3.850% 12/1/42 419 329
  Alabama Power Co. 4.150% 8/15/44 1,200 970
  Alabama Power Co. 3.750% 3/1/45 1,067 804
  Alabama Power Co. 4.300% 1/2/46 1,341 1,100
3 Alabama Power Co. 3.700% 12/1/47 2,017 1,513
3 Alabama Power Co. 4.300% 7/15/48 1,075 888
  Alabama Power Co. 3.450% 10/1/49 1,305 924
  Alabama Power Co. 3.125% 7/15/51 942 637
  Alabama Power Co. 3.000% 3/15/52 1,335 877
  Ameren Illinois Co. 4.150% 3/15/46 857 706
  Ameren Illinois Co. 3.700% 12/1/47 1,110 845
  Ameren Illinois Co. 4.500% 3/15/49 1,437 1,230
  Ameren Illinois Co. 3.250% 3/15/50 651 452
  Ameren Illinois Co. 2.900% 6/15/51 852 547
  American Electric Power Co. Inc. 3.250% 3/1/50 810 522
  American Water Capital Corp. 6.593% 10/15/37 1,174 1,245
  American Water Capital Corp. 4.300% 12/1/42 1,035 865
  American Water Capital Corp. 4.300% 9/1/45 675 553
  American Water Capital Corp. 3.750% 9/1/47 1,501 1,128
  American Water Capital Corp. 4.200% 9/1/48 1,920 1,549
  American Water Capital Corp. 4.150% 6/1/49 545 438
  American Water Capital Corp. 3.450% 5/1/50 1,620 1,166
  American Water Capital Corp. 3.250% 6/1/51 1,300 908
  Appalachian Power Co. 7.000% 4/1/38 1,023 1,097
  Appalachian Power Co. 4.400% 5/15/44 678 540
  Appalachian Power Co. 4.450% 6/1/45 718 573
3 Appalachian Power Co. 4.500% 3/1/49 756 614
3 Appalachian Power Co. 3.700% 5/1/50 1,675 1,197
  Arizona Public Service Co. 5.050% 9/1/41 1,355 1,167
  Arizona Public Service Co. 4.500% 4/1/42 825 667
  Arizona Public Service Co. 4.350% 11/15/45 1,005 775
  Arizona Public Service Co. 3.750% 5/15/46 1,260 908
  Arizona Public Service Co. 4.200% 8/15/48 850 651
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Arizona Public Service Co. 4.250% 3/1/49     945       718
  Arizona Public Service Co. 3.500% 12/1/49     350       235
  Arizona Public Service Co. 3.350% 5/15/50     200       131
  Atmos Energy Corp. 5.500% 6/15/41     950       925
  Atmos Energy Corp. 4.150% 1/15/43   1,065       879
  Atmos Energy Corp. 4.125% 10/15/44     517       419
  Atmos Energy Corp. 4.300% 10/1/48     470       396
  Atmos Energy Corp. 4.125% 3/15/49   1,684     1,364
  Atmos Energy Corp. 3.375% 9/15/49   1,495     1,068
  Atmos Energy Corp. 2.850% 2/15/52   1,200       761
6 Atmos Energy Corp. 5.750% 10/15/52     750       750
  Avista Corp. 4.350% 6/1/48     850       717
  Baltimore Gas & Electric Co. 6.350% 10/1/36     350       368
  Baltimore Gas & Electric Co. 3.500% 8/15/46   1,068       793
3 Baltimore Gas & Electric Co. 3.750% 8/15/47 1,240 950
  Baltimore Gas & Electric Co. 4.250% 9/15/48 675 564
  Baltimore Gas & Electric Co. 3.200% 9/15/49 690 479
  Baltimore Gas & Electric Co. 2.900% 6/15/50 291 189
  Berkshire Hathaway Energy Co. 6.125% 4/1/36 3,816 3,871
  Berkshire Hathaway Energy Co. 5.950% 5/15/37 1,324 1,326
  Berkshire Hathaway Energy Co. 5.150% 11/15/43 1,133 1,035
  Berkshire Hathaway Energy Co. 4.500% 2/1/45 906 755
  Berkshire Hathaway Energy Co. 3.800% 7/15/48 1,556 1,165
  Berkshire Hathaway Energy Co. 4.450% 1/15/49 3,183 2,664
  Berkshire Hathaway Energy Co. 4.250% 10/15/50 1,752 1,414
  Berkshire Hathaway Energy Co. 2.850% 5/15/51 735 455
5 Berkshire Hathaway Energy Co. 4.600% 5/1/53 2,320 1,968
  Black Hills Corp. 4.350% 5/1/33 1,085 958
  Black Hills Corp. 4.200% 9/15/46 1,045 793
3 CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 570 635
  CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 695 534
  CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 719 624
  CenterPoint Energy Houston Electric LLC 3.950% 3/1/48 1,537 1,234
3 CenterPoint Energy Houston Electric LLC 4.250% 2/1/49 1,881 1,578
3 CenterPoint Energy Houston Electric LLC 3.350% 4/1/51 1,600 1,149
3 CenterPoint Energy Houston Electric LLC 3.600% 3/1/52 700 525
3 CenterPoint Energy Houston Electric LLC 4.850% 10/1/52 382 352
  CenterPoint Energy Inc. 3.700% 9/1/49 700 502
  CenterPoint Energy Resources Corp. 5.850% 1/15/41 969 952
  CenterPoint Energy Resources Corp. 4.100% 9/1/47 625 503
  Cleco Corporate Holdings LLC 4.973% 5/1/46 858 726
  Cleveland Electric Illuminating Co. 5.950% 12/15/36 988 974
  CMS Energy Corp. 4.875% 3/1/44 1,359 1,169
  Commonwealth Edison Co. 5.900% 3/15/36 870 894
  Commonwealth Edison Co. 6.450% 1/15/38 1,250 1,324
  Commonwealth Edison Co. 3.800% 10/1/42 125 99
  Commonwealth Edison Co. 4.600% 8/15/43 1,415 1,248
  Commonwealth Edison Co. 4.700% 1/15/44 1,650 1,466
  Commonwealth Edison Co. 3.700% 3/1/45 810 608
  Commonwealth Edison Co. 3.650% 6/15/46 1,975 1,499
3 Commonwealth Edison Co. 3.750% 8/15/47 573 443
  Commonwealth Edison Co. 4.000% 3/1/48 2,087 1,673
  Commonwealth Edison Co. 4.000% 3/1/49 1,275 1,015
3 Commonwealth Edison Co. 3.200% 11/15/49 900 619
  Commonwealth Edison Co. 3.000% 3/1/50 688 462
3 Commonwealth Edison Co. 3.125% 3/15/51 1,095 745
3 Commonwealth Edison Co. 2.750% 9/1/51 940 597
  Connecticut Light & Power Co. 4.300% 4/15/44 297 250
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Connecticut Light & Power Co. 4.000% 4/1/48   1,770     1,446
3 Consolidated Edison Co. of New York Inc. 5.300% 3/1/35   1,070     1,005
3 Consolidated Edison Co. of New York Inc. 5.850% 3/15/36     770       766
3 Consolidated Edison Co. of New York Inc. 6.200% 6/15/36   1,245     1,267
3 Consolidated Edison Co. of New York Inc. 6.750% 4/1/38     960     1,014
3 Consolidated Edison Co. of New York Inc. 5.500% 12/1/39   1,140     1,069
  Consolidated Edison Co. of New York Inc. 5.700% 6/15/40     665       645
3 Consolidated Edison Co. of New York Inc. 4.200% 3/15/42     945       744
  Consolidated Edison Co. of New York Inc. 3.950% 3/1/43   1,588     1,237
  Consolidated Edison Co. of New York Inc. 4.450% 3/15/44   1,039       862
  Consolidated Edison Co. of New York Inc. 4.500% 12/1/45   1,034       849
  Consolidated Edison Co. of New York Inc. 3.850% 6/15/46   1,225       929
3 Consolidated Edison Co. of New York Inc. 3.875% 6/15/47     827       625
3 Consolidated Edison Co. of New York Inc. 4.650% 12/1/48   1,180     1,000
3 Consolidated Edison Co. of New York Inc. 4.125% 5/15/49 2,125 1,649
3 Consolidated Edison Co. of New York Inc. 3.950% 4/1/50 635 490
  Consolidated Edison Co. of New York Inc. 3.200% 12/1/51 2,000 1,329
  Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 1,201 986
3 Consolidated Edison Co. of New York Inc. 4.300% 12/1/56 1,075 822
3 Consolidated Edison Co. of New York Inc. 4.000% 11/15/57 950 700
  Consolidated Edison Co. of New York Inc. 4.500% 5/15/58 1,630 1,284
  Consolidated Edison Co. of New York Inc. 3.700% 11/15/59 380 265
3 Consolidated Edison Co. of New York Inc. 3.000% 12/1/60 750 448
  Consolidated Edison Co. of New York Inc. 3.600% 6/15/61 1,480 1,016
  Constellation Energy Generation LLC 6.250% 10/1/39 830 809
  Constellation Energy Generation LLC 5.600% 6/15/42 2,191 1,969
  Consumers Energy Co. 3.950% 5/15/43 700 562
  Consumers Energy Co. 3.250% 8/15/46 1,122 804
  Consumers Energy Co. 3.950% 7/15/47 937 752
  Consumers Energy Co. 4.050% 5/15/48 1,069 871
  Consumers Energy Co. 4.350% 4/15/49 991 844
  Consumers Energy Co. 3.750% 2/15/50 567 435
  Consumers Energy Co. 3.100% 8/15/50 750 507
  Consumers Energy Co. 3.500% 8/1/51 1,320 973
  Consumers Energy Co. 2.650% 8/15/52 600 374
  Consumers Energy Co. 4.200% 9/1/52 955 794
  Consumers Energy Co. 2.500% 5/1/60 1,100 608
  Dayton Power & Light Co. 3.950% 6/15/49 645 495
  Delmarva Power & Light Co. 4.150% 5/15/45 1,543 1,237
3 Dominion Energy Inc. 6.300% 3/15/33 540 555
3 Dominion Energy Inc. 5.250% 8/1/33 1,000 945
3 Dominion Energy Inc. 5.950% 6/15/35 915 901
3 Dominion Energy Inc. 3.300% 4/15/41 1,480 1,074
3 Dominion Energy Inc. 4.900% 8/1/41 1,350 1,192
3 Dominion Energy Inc. 4.050% 9/15/42 730 572
  Dominion Energy Inc. 4.700% 12/1/44 617 513
3 Dominion Energy Inc. 4.600% 3/15/49 760 647
3 Dominion Energy Inc. 4.850% 8/15/52 1,149 981
  Dominion Energy South Carolina Inc. 5.300% 5/15/33 831 824
  Dominion Energy South Carolina Inc. 6.050% 1/15/38 1,250 1,295
  Dominion Energy South Carolina Inc. 5.450% 2/1/41 1,800 1,732
  Dominion Energy South Carolina Inc. 4.600% 6/15/43 470 407
  Dominion Energy South Carolina Inc. 5.100% 6/1/65 456 421
3 DTE Electric Co. 4.000% 4/1/43 1,010 822
  DTE Electric Co. 4.300% 7/1/44 510 430
  DTE Electric Co. 3.700% 3/15/45 470 365
  DTE Electric Co. 3.700% 6/1/46 1,560 1,200
  DTE Electric Co. 3.750% 8/15/47 662 515
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 DTE Electric Co. 4.050% 5/15/48   1,205       990
  DTE Electric Co. 3.950% 3/1/49     695       563
  DTE Electric Co. 2.950% 3/1/50     872       583
3 DTE Electric Co. 3.250% 4/1/51   1,275       894
  Duke Energy Carolinas LLC 6.450% 10/15/32     865       902
  Duke Energy Carolinas LLC 6.100% 6/1/37   1,067     1,052
  Duke Energy Carolinas LLC 6.000% 1/15/38     470       483
  Duke Energy Carolinas LLC 6.050% 4/15/38     500       514
  Duke Energy Carolinas LLC 5.300% 2/15/40   1,060     1,011
  Duke Energy Carolinas LLC 4.250% 12/15/41   1,275     1,067
  Duke Energy Carolinas LLC 4.000% 9/30/42   2,050     1,650
  Duke Energy Carolinas LLC 3.750% 6/1/45     425       323
  Duke Energy Carolinas LLC 3.875% 3/15/46   1,320     1,027
  Duke Energy Carolinas LLC 3.700% 12/1/47   1,225       915
  Duke Energy Carolinas LLC 3.950% 3/15/48 1,985 1,556
  Duke Energy Carolinas LLC 3.200% 8/15/49 1,760 1,215
  Duke Energy Carolinas LLC 3.450% 4/15/51 1,155 825
  Duke Energy Corp. 3.300% 6/15/41 289 201
  Duke Energy Corp. 3.750% 9/1/46 4,927 3,492
  Duke Energy Corp. 3.950% 8/15/47 1,233 902
  Duke Energy Corp. 4.200% 6/15/49 1,310 1,005
  Duke Energy Corp. 3.500% 6/15/51 1,320 890
  Duke Energy Corp. 5.000% 8/15/52 1,000 854
  Duke Energy Florida LLC 6.350% 9/15/37 1,240 1,289
  Duke Energy Florida LLC 6.400% 6/15/38 609 653
  Duke Energy Florida LLC 5.650% 4/1/40 1,150 1,128
  Duke Energy Florida LLC 3.400% 10/1/46 1,587 1,117
  Duke Energy Florida LLC 4.200% 7/15/48 2,020 1,660
  Duke Energy Florida LLC 3.000% 12/15/51 1,050 693
  Duke Energy Indiana LLC 6.120% 10/15/35 906 919
  Duke Energy Indiana LLC 6.350% 8/15/38 1,950 2,017
3 Duke Energy Indiana LLC 4.900% 7/15/43 1,040 916
  Duke Energy Indiana LLC 3.750% 5/15/46 1,237 926
3 Duke Energy Indiana LLC 3.250% 10/1/49 1,661 1,134
  Duke Energy Indiana LLC 2.750% 4/1/50 325 203
  Duke Energy Ohio Inc. 3.700% 6/15/46 824 616
  Duke Energy Ohio Inc. 4.300% 2/1/49 756 607
  Duke Energy Progress LLC 6.300% 4/1/38 1,055 1,103
  Duke Energy Progress LLC 4.100% 5/15/42 1,925 1,553
  Duke Energy Progress LLC 4.100% 3/15/43 710 581
  Duke Energy Progress LLC 4.150% 12/1/44 1,519 1,225
  Duke Energy Progress LLC 4.200% 8/15/45 1,489 1,206
  Duke Energy Progress LLC 3.700% 10/15/46 830 626
  Duke Energy Progress LLC 3.600% 9/15/47 1,190 889
  Duke Energy Progress LLC 2.500% 8/15/50 400 239
  Duke Energy Progress LLC 2.900% 8/15/51 1,475 957
  Duke Energy Progress LLC 4.000% 4/1/52 852 667
  El Paso Electric Co. 6.000% 5/15/35 978 954
  El Paso Electric Co. 5.000% 12/1/44 1,324 1,159
  Emera US Finance LP 4.750% 6/15/46 2,217 1,743
  Entergy Arkansas LLC 4.200% 4/1/49 337 279
  Entergy Arkansas LLC 2.650% 6/15/51 1,075 650
  Entergy Arkansas LLC 3.350% 6/15/52 960 657
  Entergy Corp. 3.750% 6/15/50 1,825 1,295
  Entergy Louisiana LLC 4.000% 3/15/33 1,013 895
  Entergy Louisiana LLC 4.950% 1/15/45 1,491 1,333
  Entergy Louisiana LLC 4.200% 9/1/48 2,276 1,835
  Entergy Louisiana LLC 4.200% 4/1/50 1,692 1,349
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Entergy Louisiana LLC 2.900% 3/15/51     875       556
  Entergy Louisiana LLC 4.750% 9/15/52     550       479
  Entergy Mississippi LLC 3.850% 6/1/49   2,082     1,564
  Entergy Texas Inc. 4.500% 3/30/39     550       470
  Entergy Texas Inc. 3.550% 9/30/49   1,221       863
  Essential Utilities Inc. 4.276% 5/1/49     970       752
  Essential Utilities Inc. 3.351% 4/15/50   1,375       910
  Essential Utilities Inc. 5.300% 5/1/52     975       876
  Evergy Kansas Central Inc. 4.125% 3/1/42     718       581
  Evergy Kansas Central Inc. 4.100% 4/1/43   1,920     1,536
  Evergy Kansas Central Inc. 4.250% 12/1/45     867       699
  Evergy Kansas Central Inc. 3.450% 4/15/50     525       373
  Evergy Metro Inc. 5.300% 10/1/41     915       852
  Evergy Metro Inc. 4.200% 6/15/47     935       763
  Evergy Metro Inc. 4.200% 3/15/48 630 513
3 Evergy Metro Inc. 4.125% 4/1/49 1,100 880
  Exelon Corp. 5.625% 6/15/35 975 956
  Exelon Corp. 5.100% 6/15/45 2,974 2,671
  Exelon Corp. 4.450% 4/15/46 1,933 1,582
  Exelon Corp. 4.700% 4/15/50 2,433 2,039
5 Exelon Corp. 4.100% 3/15/52 720 557
  Florida Power & Light Co. 5.625% 4/1/34 1,149 1,173
  Florida Power & Light Co. 4.950% 6/1/35 870 833
  Florida Power & Light Co. 5.650% 2/1/37 843 834
  Florida Power & Light Co. 5.950% 2/1/38 760 782
  Florida Power & Light Co. 5.960% 4/1/39 955 992
  Florida Power & Light Co. 5.690% 3/1/40 1,084 1,090
  Florida Power & Light Co. 5.250% 2/1/41 1,760 1,707
  Florida Power & Light Co. 4.050% 6/1/42 1,724 1,437
  Florida Power & Light Co. 3.800% 12/15/42 1,160 937
  Florida Power & Light Co. 4.050% 10/1/44 1,227 1,005
  Florida Power & Light Co. 3.700% 12/1/47 1,665 1,295
  Florida Power & Light Co. 3.950% 3/1/48 2,073 1,666
  Florida Power & Light Co. 4.125% 6/1/48 1,250 1,050
  Florida Power & Light Co. 3.150% 10/1/49 2,290 1,619
  Florida Power & Light Co. 2.875% 12/4/51 1,500 989
3 Georgia Power Co. 4.750% 9/1/40 1,270 1,060
  Georgia Power Co. 4.300% 3/15/42 1,748 1,396
  Georgia Power Co. 4.300% 3/15/43 1,385 1,099
3 Georgia Power Co. 3.700% 1/30/50 1,630 1,179
3 Georgia Power Co. 3.250% 3/15/51 805 532
  Iberdrola International BV 6.750% 7/15/36 682 713
3 Idaho Power Co. 4.200% 3/1/48 107 87
3 Indiana Michigan Power Co. 4.550% 3/15/46 1,125 940
3 Indiana Michigan Power Co. 3.750% 7/1/47 835 616
  Indiana Michigan Power Co. 3.250% 5/1/51 1,250 846
  Interstate Power & Light Co. 6.250% 7/15/39 584 597
  Interstate Power & Light Co. 3.700% 9/15/46 790 577
  Interstate Power & Light Co. 3.100% 11/30/51 855 556
  ITC Holdings Corp. 5.300% 7/1/43 900 798
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 967 898
  Kentucky Utilities Co. 5.125% 11/1/40 1,342 1,233
  Kentucky Utilities Co. 4.375% 10/1/45 1,395 1,159
  Kentucky Utilities Co. 3.300% 6/1/50 1,500 1,044
  Louisville Gas & Electric Co. 4.250% 4/1/49 755 611
  MidAmerican Energy Co. 4.800% 9/15/43 1,033 919
  MidAmerican Energy Co. 4.250% 5/1/46 1,352 1,142
  MidAmerican Energy Co. 3.950% 8/1/47 1,520 1,199
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  MidAmerican Energy Co. 3.650% 8/1/48   1,650     1,252
  MidAmerican Energy Co. 4.250% 7/15/49   2,017     1,672
3 Mississippi Power Co. 4.250% 3/15/42   1,475     1,171
  National Grid USA 5.803% 4/1/35   1,025       944
  National Rural Utilities Cooperative Finance Corp. 4.023% 11/1/32     825       736
  National Rural Utilities Cooperative Finance Corp. 4.150% 12/15/32     541       495
  National Rural Utilities Cooperative Finance Corp. 4.400% 11/1/48     550       460
  National Rural Utilities Cooperative Finance Corp. 4.300% 3/15/49     988       811
3 Nevada Power Co. 6.650% 4/1/36     973     1,030
3 Nevada Power Co. 6.750% 7/1/37   1,015     1,077
3 Nevada Power Co. 3.125% 8/1/50   1,505       970
  NextEra Energy Capital Holdings Inc. 3.000% 1/15/52   1,050       672
  NiSource Inc. 5.950% 6/15/41     766       737
  NiSource Inc. 5.250% 2/15/43   1,667     1,501
  NiSource Inc. 4.800% 2/15/44 1,935 1,625
  NiSource Inc. 5.650% 2/1/45 1,480 1,384
  NiSource Inc. 4.375% 5/15/47 505 401
  NiSource Inc. 3.950% 3/30/48 1,317 978
  Northern States Power Co. 6.250% 6/1/36 890 943
  Northern States Power Co. 6.200% 7/1/37 1,010 1,071
  Northern States Power Co. 5.350% 11/1/39 495 489
  Northern States Power Co. 4.125% 5/15/44 1,175 979
  Northern States Power Co. 4.000% 8/15/45 1,185 963
  Northern States Power Co. 3.600% 9/15/47 400 305
  Northern States Power Co. 2.900% 3/1/50 1,065 711
  Northern States Power Co. 2.600% 6/1/51 1,126 697
  Northern States Power Co. 3.200% 4/1/52 790 553
  Northern States Power Co. 4.500% 6/1/52 1,100 962
  NorthWestern Corp. 4.176% 11/15/44 1,000 793
  NSTAR Electric Co. 5.500% 3/15/40 797 782
  NSTAR Electric Co. 4.400% 3/1/44 935 796
  NSTAR Electric Co. 4.950% 9/15/52 756 705
  Oglethorpe Power Corp. 5.950% 11/1/39 1,435 1,356
  Oglethorpe Power Corp. 5.375% 11/1/40 1,226 1,068
5 Oglethorpe Power Corp. 4.500% 4/1/47 1,000 783
  Oglethorpe Power Corp. 5.050% 10/1/48 527 440
  Oglethorpe Power Corp. 5.250% 9/1/50 440 371
  Ohio Edison Co. 6.875% 7/15/36 400 429
  Ohio Power Co. 4.150% 4/1/48 745 595
  Ohio Power Co. 4.000% 6/1/49 1,605 1,237
3 Ohio Power Co. 2.900% 10/1/51 740 465
  Oklahoma Gas & Electric Co. 4.150% 4/1/47 975 770
  Oklahoma Gas & Electric Co. 3.850% 8/15/47 500 381
  Oncor Electric Delivery Co. LLC 7.250% 1/15/33 940 1,076
  Oncor Electric Delivery Co. LLC 7.500% 9/1/38 623 740
  Oncor Electric Delivery Co. LLC 5.250% 9/30/40 400 386
  Oncor Electric Delivery Co. LLC 4.550% 12/1/41 1,120 986
  Oncor Electric Delivery Co. LLC 5.300% 6/1/42 573 551
  Oncor Electric Delivery Co. LLC 3.750% 4/1/45 670 524
  Oncor Electric Delivery Co. LLC 3.800% 9/30/47 1,165 924
  Oncor Electric Delivery Co. LLC 4.100% 11/15/48 1,425 1,171
  Oncor Electric Delivery Co. LLC 3.800% 6/1/49 1,245 976
3 Oncor Electric Delivery Co. LLC 3.100% 9/15/49 1,480 1,023
  Oncor Electric Delivery Co. LLC 3.700% 5/15/50 925 714
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Oncor Electric Delivery Co. LLC 2.700% 11/15/51     825       526
5 Oncor Electric Delivery Co. LLC 4.950% 9/15/52     950       896
  Oncor Electric Delivery Co. LLC 5.350% 10/1/52     735       718
  ONE Gas Inc. 4.658% 2/1/44   1,230     1,031
  ONE Gas Inc. 4.500% 11/1/48     900       712
  Pacific Gas & Electric Co. 4.500% 7/1/40   6,899     5,024
  Pacific Gas & Electric Co. 4.200% 6/1/41     910       623
  Pacific Gas & Electric Co. 4.750% 2/15/44   2,815     2,026
  Pacific Gas & Electric Co. 4.300% 3/15/45   1,465       980
  Pacific Gas & Electric Co. 4.250% 3/15/46     100        67
  Pacific Gas & Electric Co. 3.950% 12/1/47   2,155     1,383
  Pacific Gas & Electric Co. 4.950% 7/1/50   6,305     4,636
  Pacific Gas & Electric Co. 3.500% 8/1/50   1,995     1,216
  Pacific Gas & Electric Co. 5.250% 3/1/52     515       395
  PacifiCorp 5.250% 6/15/35 567 538
  PacifiCorp 6.100% 8/1/36 720 717
  PacifiCorp 6.250% 10/15/37 1,938 1,977
  PacifiCorp 6.350% 7/15/38 940 977
  PacifiCorp 6.000% 1/15/39 1,032 1,029
  PacifiCorp 4.100% 2/1/42 572 463
  PacifiCorp 4.125% 1/15/49 1,140 910
  PacifiCorp 4.150% 2/15/50 1,134 911
  PacifiCorp 3.300% 3/15/51 800 559
  PacifiCorp 2.900% 6/15/52 1,653 1,056
  PECO Energy Co. 5.950% 10/1/36 590 601
  PECO Energy Co. 4.150% 10/1/44 533 441
  PECO Energy Co. 3.700% 9/15/47 625 479
  PECO Energy Co. 3.900% 3/1/48 765 605
  PECO Energy Co. 3.000% 9/15/49 750 504
  PECO Energy Co. 3.050% 3/15/51 555 379
  PECO Energy Co. 2.850% 9/15/51 950 613
  PECO Energy Co. 4.600% 5/15/52 675 594
3 PG&E Wildfire Recovery Funding LLC 4.263% 6/1/36 525 477
3 PG&E Wildfire Recovery Funding LLC 4.451% 12/1/47 1,625 1,418
3 PG&E Wildfire Recovery Funding LLC 4.674% 12/1/51 710 625
  Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 550 453
  Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 713 504
  Piedmont Natural Gas Co. Inc. 3.350% 6/1/50 950 629
  Potomac Electric Power Co. 6.500% 11/15/37 1,420 1,532
  Potomac Electric Power Co. 4.150% 3/15/43 1,120 921
  PPL Electric Utilities Corp. 6.250% 5/15/39 665 691
  PPL Electric Utilities Corp. 4.150% 10/1/45 1,080 870
  PPL Electric Utilities Corp. 3.950% 6/1/47 651 521
  PPL Electric Utilities Corp. 4.150% 6/15/48 1,882 1,551
  PPL Electric Utilities Corp. 3.000% 10/1/49 150 101
  Progress Energy Inc. 6.000% 12/1/39 575 555
3 Public Service Co. of Colorado 6.250% 9/1/37 986 1,050
  Public Service Co. of Colorado 6.500% 8/1/38 571 625
  Public Service Co. of Colorado 3.600% 9/15/42 440 339
  Public Service Co. of Colorado 4.300% 3/15/44 665 551
  Public Service Co. of Colorado 3.800% 6/15/47 970 752
  Public Service Co. of Colorado 4.100% 6/15/48 1,250 1,019
  Public Service Co. of Colorado 4.050% 9/15/49 1,042 840
3 Public Service Co. of Colorado 2.700% 1/15/51 700 447
3 Public Service Co. of Colorado 4.500% 6/1/52 800 691
  Public Service Co. of New Hampshire 3.600% 7/1/49 1,740 1,311
3 Public Service Electric & Gas Co. 5.800% 5/1/37 723 742
3 Public Service Electric & Gas Co. 5.500% 3/1/40 245 242
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Public Service Electric & Gas Co. 3.950% 5/1/42     705       578
3 Public Service Electric & Gas Co. 3.650% 9/1/42     660       511
3 Public Service Electric & Gas Co. 3.800% 3/1/46   1,192       936
3 Public Service Electric & Gas Co. 3.600% 12/1/47   1,185       896
3 Public Service Electric & Gas Co. 4.050% 5/1/48   1,100       897
3 Public Service Electric & Gas Co. 3.850% 5/1/49     875       685
3 Public Service Electric & Gas Co. 3.200% 8/1/49     895       626
3 Public Service Electric & Gas Co. 2.700% 5/1/50   1,275       804
3 Public Service Electric & Gas Co. 2.050% 8/1/50     895       485
  Puget Sound Energy Inc. 6.274% 3/15/37     445       460
  Puget Sound Energy Inc. 5.757% 10/1/39     800       787
  Puget Sound Energy Inc. 5.795% 3/15/40     900       879
  Puget Sound Energy Inc. 5.638% 4/15/41   1,015       978
  Puget Sound Energy Inc. 4.300% 5/20/45     774       631
  Puget Sound Energy Inc. 4.223% 6/15/48 996 820
  Puget Sound Energy Inc. 3.250% 9/15/49 1,185 804
  San Diego Gas & Electric Co. 6.000% 6/1/39 615 627
  San Diego Gas & Electric Co. 4.500% 8/15/40 938 808
3 San Diego Gas & Electric Co. 3.750% 6/1/47 625 468
  San Diego Gas & Electric Co. 4.150% 5/15/48 1,015 838
3 San Diego Gas & Electric Co. 3.320% 4/15/50 1,255 878
  San Diego Gas & Electric Co. 3.700% 3/15/52 1,050 794
3 SCE Recovery Funding LLC 2.943% 11/15/42 525 410
  Sempra Energy 3.800% 2/1/38 1,577 1,231
  Sempra Energy 6.000% 10/15/39 2,050 1,995
  Sempra Energy 4.000% 2/1/48 1,342 1,003
  Southern California Edison Co. 6.000% 1/15/34 1,085 1,075
3 Southern California Edison Co. 5.750% 4/1/35 1,070 1,010
3 Southern California Edison Co. 5.350% 7/15/35 1,095 1,016
  Southern California Edison Co. 5.625% 2/1/36 1,040 970
3 Southern California Edison Co. 5.550% 1/15/37 640 581
3 Southern California Edison Co. 5.950% 2/1/38 1,175 1,126
  Southern California Edison Co. 6.050% 3/15/39 940 907
  Southern California Edison Co. 5.500% 3/15/40 905 826
  Southern California Edison Co. 4.500% 9/1/40 1,605 1,293
  Southern California Edison Co. 4.050% 3/15/42 885 658
3 Southern California Edison Co. 3.900% 3/15/43 1,957 1,437
  Southern California Edison Co. 4.650% 10/1/43 2,140 1,758
3 Southern California Edison Co. 3.600% 2/1/45 865 582
  Southern California Edison Co. 4.000% 4/1/47 540 395
3 Southern California Edison Co. 4.125% 3/1/48 2,305 1,713
3 Southern California Edison Co. 4.875% 3/1/49 1,750 1,461
  Southern California Edison Co. 3.650% 2/1/50 1,220 836
3 Southern California Edison Co. 2.950% 2/1/51 1,235 753
3 Southern California Edison Co. 3.650% 6/1/51 1,100 763
  Southern California Edison Co. 3.450% 2/1/52 1,075 723
3 Southern California Edison Co. 5.450% 6/1/52 750 671
  Southern California Gas Co. 5.125% 11/15/40 400 363
  Southern California Gas Co. 3.750% 9/15/42 725 543
3 Southern California Gas Co. 4.125% 6/1/48 875 683
3 Southern California Gas Co. 4.300% 1/15/49 1,225 985
3 Southern California Gas Co. 3.950% 2/15/50 1,499 1,144
  Southern Co. 4.250% 7/1/36 1,675 1,412
  Southern Co. 4.400% 7/1/46 2,758 2,168
  Southern Co. Gas Capital Corp. 5.875% 3/15/41 1,602 1,548
  Southern Co. Gas Capital Corp. 4.400% 6/1/43 930 743
  Southern Co. Gas Capital Corp. 3.950% 10/1/46 1,215 902
  Southern Co. Gas Capital Corp. 4.400% 5/30/47 850 666
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Southern Power Co. 5.150% 9/15/41   1,170     1,028
  Southern Power Co. 5.250% 7/15/43     805       696
3 Southern Power Co. 4.950% 12/15/46   1,030       864
  Southwest Gas Corp. 3.800% 9/29/46     675       453
  Southwest Gas Corp. 4.150% 6/1/49     730       518
  Southwestern Electric Power Co. 6.200% 3/15/40     860       837
3 Southwestern Electric Power Co. 3.900% 4/1/45     490       357
3 Southwestern Electric Power Co. 3.850% 2/1/48     655       472
  Southwestern Electric Power Co. 3.250% 11/1/51   2,000     1,280
  Southwestern Public Service Co. 4.500% 8/15/41     996       855
  Southwestern Public Service Co. 3.400% 8/15/46   1,200       861
  Southwestern Public Service Co. 3.700% 8/15/47     640       476
3 Southwestern Public Service Co. 4.400% 11/15/48   1,000       831
3 Southwestern Public Service Co. 3.150% 5/1/50     906       624
  Tampa Electric Co. 4.100% 6/15/42 725 585
  Tampa Electric Co. 4.350% 5/15/44 685 564
  Tampa Electric Co. 4.300% 6/15/48 1,050 864
  Tampa Electric Co. 4.450% 6/15/49 575 484
  Tampa Electric Co. 3.625% 6/15/50 900 658
  Tampa Electric Co. 3.450% 3/15/51 1,000 701
  Toledo Edison Co. 6.150% 5/15/37 700 721
  Tucson Electric Power Co. 4.850% 12/1/48 1,015 876
  Tucson Electric Power Co. 4.000% 6/15/50 600 458
  Union Electric Co. 5.300% 8/1/37 405 384
  Union Electric Co. 8.450% 3/15/39 710 864
  Union Electric Co. 3.900% 9/15/42 1,225 979
  Union Electric Co. 3.650% 4/15/45 1,192 899
  Union Electric Co. 4.000% 4/1/48 700 557
  Union Electric Co. 3.250% 10/1/49 575 401
  Union Electric Co. 2.625% 3/15/51 1,092 675
  Union Electric Co. 3.900% 4/1/52 555 436
  Veolia Environnement SA 6.750% 6/1/38 522 564
3 Virginia Electric & Power Co. 6.000% 1/15/36 1,067 1,073
3 Virginia Electric & Power Co. 6.000% 5/15/37 1,953 1,964
  Virginia Electric & Power Co. 6.350% 11/30/37 1,756 1,815
  Virginia Electric & Power Co. 4.000% 1/15/43 1,950 1,531
3 Virginia Electric & Power Co. 4.650% 8/15/43 1,187 1,022
3 Virginia Electric & Power Co. 4.200% 5/15/45 1,303 1,039
3 Virginia Electric & Power Co. 4.000% 11/15/46 870 691
3 Virginia Electric & Power Co. 3.800% 9/15/47 1,243 953
  Virginia Electric & Power Co. 4.600% 12/1/48 1,000 869
  Virginia Electric & Power Co. 3.300% 12/1/49 1,203 851
  Virginia Electric & Power Co. 2.450% 12/15/50 1,090 637
  Virginia Electric & Power Co. 2.950% 11/15/51 2,060 1,340
3 Virginia Electric & Power Co. 4.625% 5/15/52 1,200 1,033
3 Washington Gas Light Co. 3.796% 9/15/46 980 754
3 Washington Gas Light Co. 3.650% 9/15/49 880 660
  Wisconsin Electric Power Co. 5.625% 5/15/33 605 612
  Wisconsin Electric Power Co. 5.700% 12/1/36 440 436
  Wisconsin Electric Power Co. 4.300% 10/15/48 1,050 865
  Wisconsin Power & Light Co. 6.375% 8/15/37 890 937
  Wisconsin Power & Light Co. 3.650% 4/1/50 600 440
  Wisconsin Public Service Corp. 3.671% 12/1/42 415 314
  Wisconsin Public Service Corp. 4.752% 11/1/44 1,689 1,469
  Wisconsin Public Service Corp. 2.850% 12/1/51 1,000 646
  Xcel Energy Inc. 6.500% 7/1/36 791 823
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Xcel Energy Inc. 3.500% 12/1/49   1,370       973
            453,259
Total Corporate Bonds (Cost $4,888,004) 3,632,093
Sovereign Bonds (3.0%)
  Equinor ASA 3.625% 4/6/40   2,793     2,244
  Equinor ASA 5.100% 8/17/40   1,330     1,272
  Equinor ASA 4.250% 11/23/41   2,040     1,761
  Equinor ASA 3.950% 5/15/43   1,792     1,459
  Equinor ASA 4.800% 11/8/43   2,020     1,845
  Equinor ASA 3.250% 11/18/49   2,615     1,874
  Equinor ASA 3.700% 4/6/50   1,111       862
  European Investment Bank 4.875% 2/15/36   2,654     2,848
  Export-Import Bank of Korea 2.500% 6/29/41   1,005       729
3 Inter-American Development Bank 3.875% 10/28/41   1,320     1,230
  Inter-American Development Bank 3.200% 8/7/42 1,065 895
  Inter-American Development Bank 4.375% 1/24/44 1,108 1,105
3 International Bank for Reconstruction & Development 4.750% 2/15/35 740 774
7 KFW 0.000% 4/18/36 2,585 1,480
7 KFW 0.000% 6/29/37 1,784 985
3 Oriental Republic of Uruguay 7.625% 3/21/36 1,945 2,336
3 Oriental Republic of Uruguay 4.125% 11/20/45 810 698
3 Oriental Republic of Uruguay 5.100% 6/18/50 7,817 7,128
3 Oriental Republic of Uruguay 4.975% 4/20/55 5,302 4,722
  Province of British Columbia 7.250% 9/1/36 755 994
3 Republic of Chile 2.550% 7/27/33 2,791 2,093
3 Republic of Chile 3.500% 1/31/34 3,775 3,081
3 Republic of Chile 3.100% 5/7/41 5,200 3,515
3 Republic of Chile 4.340% 3/7/42 4,110 3,249
3 Republic of Chile 3.500% 1/25/50 3,635 2,468
3 Republic of Chile 4.000% 1/31/52 4,945 3,616
3 Republic of Chile 3.100% 1/22/61 3,740 2,173
3 Republic of Chile 3.250% 9/21/71 1,950 1,112
  Republic of Hungary 7.625% 3/29/41 2,372 2,341
  Republic of Indonesia 4.350% 1/11/48 2,335 1,846
  Republic of Indonesia 5.350% 2/11/49 2,517 2,221
  Republic of Indonesia 3.700% 10/30/49 2,980 2,147
  Republic of Indonesia 3.500% 2/14/50 2,445 1,703
  Republic of Indonesia 4.200% 10/15/50 3,325 2,543
  Republic of Indonesia 3.050% 3/12/51 1,947 1,291
3 Republic of Indonesia 4.300% 3/31/52 1,880 1,460
3 Republic of Indonesia 5.450% 9/20/52 400 366
3 Republic of Indonesia 3.200% 9/23/61 851 528
  Republic of Indonesia 4.450% 4/15/70 2,180 1,657
  Republic of Indonesia 3.350% 3/12/71 1,770 1,090
  Republic of Italy 5.375% 6/15/33 1,695 1,617
  Republic of Italy 4.000% 10/17/49 4,153 2,977
  Republic of Italy 3.875% 5/6/51 6,450 4,408
  Republic of Korea 4.125% 6/10/44 2,333 2,217
  Republic of Korea 3.875% 9/20/48 829 746
3 Republic of Panama 6.700% 1/26/36 4,985 4,879
3 Republic of Panama 4.500% 5/15/47 2,610 1,853
3 Republic of Panama 4.500% 4/16/50 4,762 3,302
3 Republic of Panama 4.300% 4/29/53 3,233 2,155
3 Republic of Panama 4.500% 4/1/56 4,710 3,174
3 Republic of Panama 3.870% 7/23/60 5,695 3,370
3 Republic of Panama 4.500% 1/19/63 2,605 1,704
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
3 Republic of Peru 1.862% 12/1/32   1,139       803
  Republic of Peru 8.750% 11/21/33   5,575     6,733
3 Republic of Peru 3.000% 1/15/34   5,658     4,259
3 Republic of Peru 6.550% 3/14/37   2,567     2,632
3 Republic of Peru 3.300% 3/11/41   1,030       707
  Republic of Peru 5.625% 11/18/50   5,711     5,365
3 Republic of Peru 3.550% 3/10/51   1,085       723
3 Republic of Peru 2.780% 12/1/60   2,345     1,267
3 Republic of Peru 3.600% 1/15/72   3,025     1,819
3 Republic of Peru 3.230% 7/28/21   1,990     1,073
  Republic of the Philippines 3.556% 9/29/32   2,200     1,915
  Republic of the Philippines 6.375% 10/23/34   2,918     3,047
  Republic of the Philippines 5.000% 1/13/37   1,505     1,399
  Republic of the Philippines 3.950% 1/20/40   5,992     4,770
  Republic of the Philippines 3.700% 3/1/41 1,750 1,357
  Republic of the Philippines 3.700% 2/2/42 5,140 3,948
  Republic of the Philippines 2.950% 5/5/45 3,799 2,499
  Republic of the Philippines 2.650% 12/10/45 2,410 1,491
  Republic of the Philippines 3.200% 7/6/46 3,565 2,385
  Republic of the Philippines 4.200% 3/29/47 1,900 1,496
  State of Israel 4.500% 1/30/43 3,193 2,931
  State of Israel 4.125% 1/17/48 2,670 2,270
  State of Israel 3.375% 1/15/50 3,732 2,759
  State of Israel 3.875% 7/3/50 4,295 3,457
  State of Israel 4.500% 4/3/20 1,363 1,103
3 United Mexican States 7.500% 4/8/33 3,007 3,300
3 United Mexican States 4.875% 5/19/33 1,075 948
3 United Mexican States 3.500% 2/12/34 5,680 4,339
3 United Mexican States 6.750% 9/27/34 50 51
  United Mexican States 6.050% 1/11/40 6,474 6,008
3 United Mexican States 4.280% 8/14/41 6,051 4,428
3 United Mexican States 4.750% 3/8/44 7,806 6,005
  United Mexican States 5.550% 1/21/45 5,445 4,666
  United Mexican States 4.600% 1/23/46 5,476 4,042
  United Mexican States 4.350% 1/15/47 2,878 2,032
  United Mexican States 4.600% 2/10/48 4,561 3,330
3 United Mexican States 4.500% 1/31/50 4,780 3,438
3 United Mexican States 5.000% 4/27/51 4,414 3,397
3 United Mexican States 4.400% 2/12/52 5,005 3,454
3 United Mexican States 3.771% 5/24/61 6,177 3,657
3 United Mexican States 5.750% 10/12/10 5,190 4,009
Total Sovereign Bonds (Cost $313,456) 229,455
Taxable Municipal Bonds (3.1%)
  Alabama Federal AID Highway Finance Authority SO Revenue 2.650% 9/1/37 750 556
  Alameda County CA Joint Powers Authority Lease Revenue 7.046% 12/1/44 675 818
  American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) 6.449% 2/15/44 755 822
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 7.834% 2/15/41 645 796
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 5.939% 2/15/47 395 413
  American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) 8.084% 2/15/50 1,545 2,052
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,266
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.263% 4/1/49   2,285     2,601
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 7.043% 4/1/50   1,680     2,058
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 6.907% 10/1/50     910     1,107
  Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) 3.126% 4/1/55     750       506
  Broward County FL Airport System Revenue 3.477% 10/1/43     745       574
  California GO 4.500% 4/1/33   1,425     1,372
  California GO 7.500% 4/1/34   3,885     4,625
  California GO 4.600% 4/1/38   1,350     1,262
  California GO 7.550% 4/1/39   5,720     7,123
  California GO 7.300% 10/1/39   3,405     4,075
  California GO 7.350% 11/1/39   1,650     1,983
  California GO 7.625% 3/1/40   2,365     2,934
  California GO 7.600% 11/1/40   4,210     5,293
  California Health Facilities Financing Authority Revenue 4.353% 6/1/41     200       177
  California State University Systemwide Revenue 3.899% 11/1/47 200 170
  California State University Systemwide Revenue 2.897% 11/1/51 650 447
  California State University Systemwide Revenue 2.975% 11/1/51 1,385 949
  California State University Systemwide Revenue 2.719% 11/1/52 725 458
  California State University Systemwide Revenue 2.939% 11/1/52 725 480
  Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue 5.491% 11/1/39 800 839
  Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue 3.204% 1/15/51 500 353
  Chicago IL GO Prere. 7.045% 1/1/23 80 81
  Chicago IL GO 7.045% 1/1/29 515 513
  Chicago IL Metropolitan Water Reclamation District GO 5.720% 12/1/38 1,245 1,341
  Chicago IL O'Hare International Airport Revenue 6.395% 1/1/40 650 732
  Chicago IL O'Hare International Airport Revenue 4.472% 1/1/49 300 264
  Chicago IL O'Hare International Airport Revenue 4.572% 1/1/54 1,040 914
  Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue 6.899% 12/1/40 4,150 4,660
  Clark County NV Airport System Revenue 6.820% 7/1/45 1,025 1,222
  Commonwealth Financing Authority Pennsylvania Revenue 3.864% 6/1/38 1,000 850
  Commonwealth Financing Authority Pennsylvania Revenue 3.807% 6/1/41 975 783
  Commonwealth Financing Authority Pennsylvania Revenue 2.991% 6/1/42 670 470
  Cook County IL GO 6.229% 11/15/34 925 988
  Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 885
  Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,045 1,147
  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 990 962
  Dallas TX Convention Center Hotel Development Corp. Hotel Revenue 7.088% 1/1/42 1,065 1,188
8 Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,511
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Dallas-Fort Worth TX International Airport Revenue 2.994% 11/1/38     955       772
  Dallas-Fort Worth TX International Airport Revenue 3.144% 11/1/45   1,375     1,006
  Dallas-Fort Worth TX International Airport Revenue 2.843% 11/1/46     625       438
  Dallas-Fort Worth TX International Airport Revenue 4.507% 11/1/51     400       349
  District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) 5.591% 12/1/34   1,000     1,036
  District of Columbia Water & Sewer Authority Public Utility Revenue 4.814% 10/1/14     725       636
  East Bay CA Municipal Utility District Water System Revenue 5.874% 6/1/40     850       931
  Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue 4.094% 1/15/49   1,690     1,240
  Georgia Municipal Electric Power Authority Revenue 6.637% 4/1/57   2,461     2,666
  Georgia Municipal Electric Power Authority Revenue 6.655% 4/1/57   1,951     2,154
  Georgia Municipal Electric Power Authority Revenue 7.055% 4/1/57     525       543
  Georgia Water & Wastewater Revenue 2.257% 11/1/35     500       380
  Golden State Tobacco Securitization Corp. California Revenue 2.746% 6/1/34     600       472
  Golden State Tobacco Securitization Corp. California Revenue 3.487% 6/1/36     500       399
  Golden State Tobacco Securitization Corp. California Revenue 3.115% 6/1/38 1,000 751
  Golden State Tobacco Securitization Corp. California Revenue 3.714% 6/1/41 750 569
  Golden State Tobacco Securitization Corp. California Revenue 3.293% 6/1/42 800 573
  Golden State Tobacco Securitization Corp. California Revenue 3.000% 6/1/46 975 843
  Golden State Tobacco Securitization Corp. California Revenue 4.214% 6/1/50 1,450 1,003
  Grand Parkway Transportation Corp. Texas System Toll Revenue 5.184% 10/1/42 875 872
  Grand Parkway Transportation Corp. Texas System Toll Revenue 3.236% 10/1/52 2,000 1,395
  Great Lakes Michigan Water Authority Sewage Disposal System Revenue 3.056% 7/1/39 575 446
  Houston TX GO 6.290% 3/1/32 705 740
  Houston TX GO 3.961% 3/1/47 1,135 954
  Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) 2.861% 9/1/46 400 283
  Illinois GO 5.100% 6/1/33 16,685 15,893
  Illinois GO 6.630% 2/1/35 820 833
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 790 844
  Jobs Ohio Beverage System Statewide Liquor Profits Revenue 4.532% 1/1/35 1,050 1,017
  Jobs Ohio Beverage System Statewide Liquor Profits Revenue 2.833% 1/1/38 700 544
  Kansas Department of Transportation Highway Revenue 4.596% 9/1/35 775 753
  Kansas Development Finance Authority Revenue 4.927% 4/15/45 800 750
9 Kansas Development Finance Authority Revenue 2.774% 5/1/51 600 401
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Los Angeles CA Community College District GO 6.750% 8/1/49   1,440     1,774
10 Los Angeles CA Department of Airports International Revenue 4.242% 5/15/48     500       424
  Los Angeles CA Department of Water & Power Revenue 5.716% 7/1/39     575       596
  Los Angeles CA Department of Water & Power Revenue 6.574% 7/1/45   1,225     1,429
  Los Angeles CA Department of Water & Power Revenue 6.603% 7/1/50     925     1,086
  Los Angeles CA Unified School District GO 5.750% 7/1/34   2,030     2,078
  Los Angeles CA Unified School District GO 6.758% 7/1/34   2,790     3,078
  Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue 5.735% 6/1/39   1,025     1,082
  Los Angeles County CA Public Works Financing Authority Lease Revenue 7.618% 8/1/40     700       872
  Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue 4.145% 2/1/33   1,400     1,329
  Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue 6.250% 5/15/43     795       872
  Maryland Health & Higher Educational Facilities Authority Revenue 3.052% 7/1/40     750       532
  Maryland Health & Higher Educational Facilities Authority Revenue 3.197% 7/1/50     575       383
  Maryland Transportation Authority Facilities Projects Revenue 5.888% 7/1/43     850       917
  Massachusetts GO 2.663% 9/1/39 987 764
  Massachusetts GO 5.456% 12/1/39 1,485 1,527
  Massachusetts GO 2.813% 9/1/43 1,345 970
  Massachusetts GO 2.900% 9/1/49 580 411
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 5.715% 8/15/39 1,005 1,092
  Massachusetts School Building Authority Dedicated Sales Tax Revenue 3.395% 10/15/40 960 760
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 865 903
  Massachusetts Water Resources Authority Revenue 2.823% 8/1/41 600 456
  Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue 6.731% 7/1/43 675 767
  Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue 7.462% 10/1/46 880 1,079
  Miami-Dade County FL Aviation Revenue (Miami International Airport) 4.280% 10/1/41 1,605 1,392
  Miami-Dade County FL Water & Sewer Revenue 3.490% 10/1/42 1,005 784
  Michigan Finance Authority Revenue (Trinity Health Credit Group) 3.084% 12/1/34 950 789
  Michigan Finance Authority Revenue (Trinity Health Credit Group) 3.384% 12/1/40 1,170 932
  Michigan State University Revenue 4.165% 8/15/22 1,000 744
  Michigan Strategic Fund Limited Obligation Revenue 3.225% 9/1/47 700 499
  Mississippi GO 5.245% 11/1/34 700 708
  Missouri Health & Educational Facilities Authority Revenue (Washington University) 3.229% 5/15/50 1,000 718
  Missouri Health & Educational Facilities Authority Revenue (Washington University) 3.652% 8/15/57 825 623
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 4.081% 6/15/39     650       540
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 6.561% 12/15/40   1,205     1,292
  New Jersey Transportation Trust Fund Authority Transportation System Revenue 4.131% 6/15/42     920       737
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40   2,464     3,015
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41   3,660     4,323
  New York City NY GO 5.517% 10/1/37     775       781
  New York City NY GO 6.271% 12/1/37     750       814
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.750% 6/15/41     975     1,046
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.724% 6/15/42     730       778
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.952% 6/15/42     800       875
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 6.011% 6/15/42     530       583
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.440% 6/15/43     935       971
  New York City NY Municipal Water Finance Authority Water & Sewer System Revenue 5.882% 6/15/44     985     1,078
  New York City NY Transitional Finance Authority Future Tax Revenue 5.767% 8/1/36     600       622
  New York City NY Transitional Finance Authority Future Tax Revenue 5.508% 8/1/37 700 715
  New York City NY Transitional Finance Authority Future Tax Revenue 5.572% 11/1/38 850 865
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 5.871% 11/15/39 815 816
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 6.668% 11/15/39 40 42
  New York Metropolitan Transportation Authority Revenue (Build America Bonds) 6.814% 11/15/40 40 43
  New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) 5.175% 11/15/49 2,425 2,157
  New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 1,490 1,810
  New York State Dormitory Authority Revenue 3.142% 7/1/43 370 282
  New York State Dormitory Authority Revenue (Personal Income Tax) 2.202% 3/15/34 1,000 758
  New York State Dormitory Authority Revenue (Personal Income Tax) 5.628% 3/15/39 1,830 1,886
  New York State Dormitory Authority Revenue (Personal Income Tax) 5.600% 3/15/40 770 801
  New York State Dormitory Authority Revenue (Personal Income Tax) 3.190% 2/15/43 1,300 953
  New York State Thruway Authority General Revenue 2.900% 1/1/35 635 519
  New York State Thruway Authority General Revenue 3.500% 1/1/42 1,100 863
  New York State Urban Development Corp. Revenue (Personal Income Tax) 3.900% 3/15/33 775 701
  New York State Urban Development Corp. Revenue (Personal Income Tax) 5.770% 3/15/39 1,050 1,086
  North Texas Tollway Authority System Revenue 3.011% 1/1/43 250 181
  North Texas Tollway Authority System Revenue 6.718% 1/1/49 1,985 2,354
  Ohio State University General Receipts Revenue 4.910% 6/1/40 1,250 1,250
  Ohio State University General Receipts Revenue 3.798% 12/1/46 650 539
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  Ohio State University General Receipts Revenue 4.800% 6/1/11   1,072       926
  Ohio Turnpike Commission Revenue 3.216% 2/15/48     975       708
  Ohio Water Development Authority Water Pollution Control Loan Fund Revenue 4.879% 12/1/34   1,125     1,132
  Oklahoma Development Finance Authority Revenue 4.714% 5/1/52     700       649
  Oregon Department of Transportation Highway User Tax Revenue 5.834% 11/15/34     780       839
9 Oregon GO 3.424% 3/1/60     650       458
  Pennsylvania State University 2.790% 9/1/43     750       531
  Pennsylvania State University 2.840% 9/1/50     780       534
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45     920       954
  Philadelphia PA Water & Wastewater Revenue 2.926% 7/1/45     625       437
  Port Authority of New York & New Jersey Revenue 5.647% 11/1/40     875       908
  Port Authority of New York & New Jersey Revenue 5.647% 11/1/40     915       950
  Port Authority of New York & New Jersey Revenue 4.960% 8/1/46   1,000       958
  Port Authority of New York & New Jersey Revenue 5.310% 8/1/46     875       867
  Port Authority of New York & New Jersey Revenue 4.031% 9/1/48 675 557
  Port Authority of New York & New Jersey Revenue 3.139% 2/15/51 1,500 1,061
  Port Authority of New York & New Jersey Revenue 4.926% 10/1/51 1,720 1,647
  Port Authority of New York & New Jersey Revenue 3.175% 7/15/60 900 588
  Port Authority of New York & New Jersey Revenue 4.458% 10/1/62 3,820 3,338
  Port Authority of New York & New Jersey Revenue 4.810% 10/15/65 1,350 1,259
  Port Authority of New York & New Jersey Revenue 3.287% 8/1/69 635 417
  Regional Transportation District of Colorado Sales Tax Revenue 5.844% 11/1/50 710 777
  Rutgers State University New Jersey Revenue 5.665% 5/1/40 660 685
  Rutgers State University New Jersey Revenue 3.270% 5/1/43 400 314
  Rutgers State University New Jersey Revenue 3.915% 5/1/19 705 495
  Sales Tax Securitization Corp. Illinois Revenue 3.587% 1/1/43 1,190 969
  Sales Tax Securitization Corp. Illinois Revenue 3.820% 1/1/48 725 581
  Sales Tax Securitization Corp. Illinois Revenue 4.787% 1/1/48 650 603
  Salt River Projects Arizona Agricultural Improvement & Power District Revenue 4.839% 1/1/41 1,120 1,106
  San Antonio TX Electric & Gas Systems Revenue 5.985% 2/1/39 750 804
  San Antonio TX Electric & Gas Systems Revenue 5.808% 2/1/41 550 575
  San Antonio TX Electric & Gas Systems Revenue 4.427% 2/1/42 750 692
  San Antonio TX Electric & Gas Systems Revenue 2.905% 2/1/48 675 474
  San Diego County CA Regional Transportation Commission Sales Tax Revenue 5.911% 4/1/48 1,065 1,187
  San Diego County CA Water Authority Revenue 6.138% 5/1/49 1,175 1,324
  San Francisco CA City & County Public Utilities Commission Water Revenue 6.950% 11/1/50 915 1,127
  San Jose California Redevelopment Agency Successor Agency Tax Allocation 3.375% 8/1/34 775 675
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  South Carolina Public Service Authority Revenue 6.454% 1/1/50     800       900
  Texas GO 5.517% 4/1/39   2,165     2,269
  Texas GO 3.211% 4/1/44   1,300     1,016
  Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) 3.922% 12/31/49   1,825     1,382
  Texas Transportation Commission GO 4.681% 4/1/40     450       433
  Texas Transportation Commission GO 2.562% 4/1/42     660       470
  Texas Transportation Commission GO 2.472% 10/1/44   1,000       654
  Texas Transportation Commission State Highway Revenue 4.000% 10/1/33     685       627
10 Tucson City AZ COP 2.856% 7/1/47     725       499
  University of California Regents Medical Center Pooled Revenue 6.548% 5/15/48   1,075     1,227
  University of California Regents Medical Center Pooled Revenue 6.583% 5/15/49     900     1,026
  University of California Regents Medical Center Pooled Revenue 3.006% 5/15/50   1,625     1,080
  University of California Regents Medical Center Pooled Revenue 4.563% 5/15/53     700       617
  University of California Regents Medical Center Pooled Revenue 3.256% 5/15/60   1,560     1,021
  University of California Regents Medical Center Pooled Revenue 3.706% 5/15/20 565 363
  University of California Revenue 5.770% 5/15/43 980 1,024
  University of California Revenue 5.946% 5/15/45 1,275 1,355
  University of California Revenue 3.071% 5/15/51 1,000 667
  University of California Revenue 4.858% 5/15/12 1,640 1,405
  University of California Revenue 4.767% 5/15/15 900 751
  University of Michigan Revenue 2.437% 4/1/40 950 673
  University of Michigan Revenue 2.562% 4/1/50 500 317
  University of Michigan Revenue 3.504% 4/1/52 600 460
  University of Michigan Revenue 3.504% 4/1/52 500 383
  University of Michigan Revenue 4.454% 4/1/22 2,400 1,916
  University of Nebraska Student Fee Revenue 3.037% 10/1/49 775 555
  University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue 3.555% 9/15/19 925 624
  University of Texas Financing System Revenue 4.794% 8/15/46 1,075 1,045
  University of Texas Financing System Revenue 3.354% 8/15/47 800 608
  University of Texas Financing System Revenue 2.439% 8/15/49 625 386
  University of Texas Permanent University Fund Revenue 3.376% 7/1/47 690 506
  University of Texas Permanent University Fund Revenue 3.100% 7/1/49 1,000 738
  University of Virginia Revenue 2.256% 9/1/50 1,675 998
  University of Virginia Revenue 4.179% 9/1/17 975 768
  Washington GO 5.140% 8/1/40 860 889
10 Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) 3.846% 11/1/50 80 58
  Wisconsin General Fund Annual Appropriation Revenue 3.954% 5/1/36 875 782
Total Taxable Municipal Bonds (Cost $258,548) 238,150
      Coupon   Shares Market
Value
($000)
Temporary Cash Investments (0.7%)
Money Market Fund (0.7%)
11 Vanguard Market Liquidity Fund
(Cost $50,015) 		2.828%   500,333    50,018
Total Investments (99.1%) (Cost $9,983,805)   7,558,819
Other Assets and Liabilities—Net (0.9%)   67,607
Net Assets (100%)   7,626,426
Cost is in $000.
1 Securities with a value of $1,024,000 have been segregated as initial margin for open futures contracts.
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 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 $83,857,000, representing 1.1% of net assets.
6 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2022.
7 Guaranteed by the Federal Republic of Germany.
8 Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund.
9 Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co.
10 Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp.
11 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  COP—Certificate of Participation.
  GO—General Obligation Bond.
  Prere.—Prerefunded.
  SO—Special Obligation.
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts 		Notional
Amount 		Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts
Long U.S. Treasury Bond December 2022 214 27,051 (2,241)
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. 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. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C.  Various inputs may be used to determine the value of the fund’s investments and derivatives. 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 and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives 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 — 3,409,103 — 3,409,103
Corporate Bonds — 3,632,093 — 3,632,093
Sovereign Bonds — 229,455 — 229,455
Taxable Municipal Bonds — 238,150 — 238,150
Temporary Cash Investments 50,018 — — 50,018
Total 50,018 7,508,801 — 7,558,819
Derivative Financial Instruments        
Liabilities        
Futures Contracts1 2,241 — — 2,241
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.