| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| U.S. Government and Agency Obligations (0.1%) | ||||||
| U.S. Government Securities (0.1%) | ||||||
| United States Treasury Note/Bond | 3.750% | 5/15/28 | 2,090 | 2,084 | ||
| United States Treasury Note/Bond | 3.875% | 4/30/30 | 45,322 | 45,152 | ||
| United States Treasury Note/Bond | 4.250% | 5/15/35 | 36,376 | 35,977 | ||
| Total U.S. Government and Agency Obligations (Cost $82,829) | 83,213 | |||||
| Corporate Bonds (98.4%) | ||||||
| Communications (6.7%) | ||||||
| Alphabet Inc. | 1.100% | 8/15/30 | 60,540 | 51,752 | ||
| Alphabet Inc. | 4.500% | 5/15/35 | 25,750 | 25,001 | ||
| America Movil SAB de CV | 4.700% | 7/21/32 | 19,448 | 18,907 | ||
| America Movil SAB de CV | 6.375% | 3/1/35 | 23,464 | 25,122 | ||
| AppLovin Corp. | 5.375% | 12/1/31 | 50,079 | 50,577 | ||
| AppLovin Corp. | 5.500% | 12/1/34 | 22,879 | 22,865 | ||
| AT&T Inc. | 2.750% | 6/1/31 | 68,460 | 61,241 | ||
| AT&T Inc. | 2.250% | 2/1/32 | 95,321 | 80,907 | ||
| AT&T Inc. | 2.550% | 12/1/33 | 108,428 | 89,148 | ||
| AT&T Inc. | 5.400% | 2/15/34 | 55,574 | 56,336 | ||
| AT&T Inc. | 4.500% | 5/15/35 | 27,825 | 26,157 | ||
| 1 | AT&T Inc. | 5.375% | 8/15/35 | 39,044 | 39,257 | |
| Baidu Inc. | 2.375% | 10/9/30 | 7,520 | 6,756 | ||
| Baidu Inc. | 2.375% | 8/23/31 | 21,832 | 19,282 | ||
| Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/33 | 39,016 | 38,172 | ||
| Booking Holdings Inc. | 4.625% | 4/13/30 | 16,616 | 16,699 | ||
| British Telecommunications plc | 9.625% | 12/15/30 | 84,663 | 103,163 | ||
| Charter Communications Operating LLC | 2.800% | 4/1/31 | 33,689 | 29,540 | ||
| Charter Communications Operating LLC | 2.300% | 2/1/32 | 25,438 | 20,945 | ||
| Charter Communications Operating LLC | 4.400% | 4/1/33 | 34,194 | 31,510 | ||
| Charter Communications Operating LLC | 6.650% | 2/1/34 | 28,483 | 29,905 | ||
| Charter Communications Operating LLC | 6.550% | 6/1/34 | 41,219 | 43,100 | ||
| Charter Communications Operating LLC | 6.384% | 10/23/35 | 3,890 | 3,995 | ||
| Comcast Corp. | 4.250% | 10/15/30 | 60,060 | 59,201 | ||
| Comcast Corp. | 1.950% | 1/15/31 | 22,141 | 19,159 | ||
| Comcast Corp. | 1.500% | 2/15/31 | 10,589 | 8,916 | ||
| Comcast Corp. | 4.950% | 5/15/32 | 13,055 | 13,127 | ||
| Comcast Corp. | 5.500% | 11/15/32 | 24,821 | 25,734 | ||
| Comcast Corp. | 4.250% | 1/15/33 | 55,228 | 52,539 | ||
| Comcast Corp. | 4.650% | 2/15/33 | 29,358 | 28,741 | ||
| Comcast Corp. | 7.050% | 3/15/33 | 21,568 | 24,288 | ||
| Comcast Corp. | 4.800% | 5/15/33 | 37,623 | 36,985 | ||
| Comcast Corp. | 5.300% | 6/1/34 | 48,908 | 49,312 | ||
| Comcast Corp. | 4.200% | 8/15/34 | 30,566 | 28,434 | ||
| Comcast Corp. | 5.300% | 5/15/35 | 16,125 | 16,171 | ||
| Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 70,682 | 82,853 | ||
| Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 19,195 | 23,814 | ||
| Discovery Communications LLC | 3.625% | 5/15/30 | 7,744 | 6,846 | ||
| Electronic Arts Inc. | 1.850% | 2/15/31 | 18,604 | 15,963 | ||
| Expedia Group Inc. | 2.950% | 3/15/31 | 9,944 | 8,925 | ||
| Expedia Group Inc. | 5.400% | 2/15/35 | 27,718 | 27,330 | ||
| FactSet Research Systems Inc. | 3.450% | 3/1/32 | 12,594 | 11,364 | ||
| Fox Corp. | 6.500% | 10/13/33 | 24,205 | 25,908 | ||
| Grupo Televisa SAB | 8.500% | 3/11/32 | 7,940 | 8,523 | ||
| Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 18,114 | 18,179 | ||
| Koninklijke KPN NV | 8.375% | 10/1/30 | 16,147 | 18,806 | ||
| Meta Platforms Inc. | 4.800% | 5/15/30 | 27,954 | 28,625 | ||
| Meta Platforms Inc. | 4.550% | 8/15/31 | 44,363 | 44,550 | ||
| Meta Platforms Inc. | 3.850% | 8/15/32 | 91,085 | 86,481 | ||
| Meta Platforms Inc. | 4.950% | 5/15/33 | 38,591 | 38,992 | ||
| Meta Platforms Inc. | 4.750% | 8/15/34 | 70,551 | 69,803 | ||
| Netflix Inc. | 4.900% | 8/15/34 | 15,452 | 15,490 | ||
| Omnicom Group Inc. | 4.200% | 6/1/30 | 16,032 | 15,691 | ||
| Omnicom Group Inc. | 2.600% | 8/1/31 | 23,494 | 20,606 | ||
| Orange SA | 9.000% | 3/1/31 | 63,588 | 76,808 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Paramount Global | 7.875% | 7/30/30 | 35,747 | 39,394 | ||
| Paramount Global | 4.950% | 1/15/31 | 40,569 | 39,294 | ||
| Paramount Global | 4.200% | 5/19/32 | 25,936 | 23,363 | ||
| Paramount Global | 5.500% | 5/15/33 | 15,108 | 14,419 | ||
| Rogers Communications Inc. | 3.800% | 3/15/32 | 55,107 | 50,454 | ||
| Rogers Communications Inc. | 5.300% | 2/15/34 | 34,758 | 34,232 | ||
| Sprint Capital Corp. | 8.750% | 3/15/32 | 75,032 | 89,888 | ||
| Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 17,169 | 16,031 | ||
| Take-Two Interactive Software Inc. | 5.600% | 6/12/34 | 10,178 | 10,307 | ||
| Telefonica Europe BV | 8.250% | 9/15/30 | 27,588 | 31,763 | ||
| TELUS Corp. | 3.400% | 5/13/32 | 21,024 | 18,754 | ||
| Tencent Music Entertainment Group | 2.000% | 9/3/30 | 12,276 | 10,762 | ||
| Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 28,023 | 32,181 | ||
| T-Mobile USA Inc. | 2.550% | 2/15/31 | 68,559 | 60,709 | ||
| T-Mobile USA Inc. | 2.875% | 2/15/31 | 33,741 | 30,384 | ||
| T-Mobile USA Inc. | 3.500% | 4/15/31 | 55,705 | 51,768 | ||
| T-Mobile USA Inc. | 2.250% | 11/15/31 | 10,899 | 9,343 | ||
| T-Mobile USA Inc. | 2.700% | 3/15/32 | 33,565 | 29,166 | ||
| T-Mobile USA Inc. | 5.125% | 5/15/32 | 18,882 | 19,051 | ||
| T-Mobile USA Inc. | 5.200% | 1/15/33 | 40,937 | 41,083 | ||
| T-Mobile USA Inc. | 5.050% | 7/15/33 | 93,159 | 92,417 | ||
| T-Mobile USA Inc. | 5.750% | 1/15/34 | 14,729 | 15,264 | ||
| T-Mobile USA Inc. | 5.150% | 4/15/34 | 42,557 | 42,430 | ||
| T-Mobile USA Inc. | 4.700% | 1/15/35 | 12,047 | 11,515 | ||
| T-Mobile USA Inc. | 5.300% | 5/15/35 | 15,702 | 15,649 | ||
| 2 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 17,250 | 19,556 | |
| Uber Technologies Inc. | 4.800% | 9/15/34 | 47,993 | 46,348 | ||
| VeriSign Inc. | 2.700% | 6/15/31 | 10,980 | 9,657 | ||
| VeriSign Inc. | 5.250% | 6/1/32 | 13,825 | 13,918 | ||
| Verizon Communications Inc. | 1.680% | 10/30/30 | 43,632 | 37,357 | ||
| Verizon Communications Inc. | 7.750% | 12/1/30 | 24,541 | 28,094 | ||
| Verizon Communications Inc. | 1.750% | 1/20/31 | 77,431 | 66,024 | ||
| Verizon Communications Inc. | 2.550% | 3/21/31 | 88,374 | 78,241 | ||
| Verizon Communications Inc. | 2.355% | 3/15/32 | 161,280 | 137,524 | ||
| Verizon Communications Inc. | 5.050% | 5/9/33 | 18,473 | 18,476 | ||
| Verizon Communications Inc. | 4.500% | 8/10/33 | 66,786 | 64,050 | ||
| Verizon Communications Inc. | 4.400% | 11/1/34 | 67,762 | 63,505 | ||
| Verizon Communications Inc. | 4.780% | 2/15/35 | 59,939 | 57,704 | ||
| Verizon Communications Inc. | 5.250% | 4/2/35 | 73,231 | 72,896 | ||
| Walt Disney Co. | 2.650% | 1/13/31 | 80,105 | 72,969 | ||
| Walt Disney Co. | 6.550% | 3/15/33 | 6,794 | 7,577 | ||
| Walt Disney Co. | 6.400% | 12/15/35 | 21,249 | 23,553 | ||
| Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 143,373 | 121,816 | ||
| Weibo Corp. | 3.375% | 7/8/30 | 19,482 | 18,032 | ||
| 3,685,419 | ||||||
| Consumer Discretionary (6.2%) | ||||||
| Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 47,113 | 41,434 | ||
| Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 22,290 | 21,228 | ||
| 3 | Alibaba Group Holding Ltd. | 5.250% | 5/26/35 | 26,900 | 26,899 | |
| Amazon.com Inc. | 1.500% | 6/3/30 | 66,659 | 58,406 | ||
| Amazon.com Inc. | 2.100% | 5/12/31 | 108,256 | 95,315 | ||
| Amazon.com Inc. | 3.600% | 4/13/32 | 79,852 | 75,570 | ||
| Amazon.com Inc. | 4.700% | 12/1/32 | 52,401 | 52,857 | ||
| Amazon.com Inc. | 4.800% | 12/5/34 | 33,031 | 33,299 | ||
| 2 | American Honda Finance Corp. | 5.050% | 7/10/31 | 26,662 | 26,802 | |
| 2 | American Honda Finance Corp. | 4.850% | 10/23/31 | 14,590 | 14,451 | |
| 2 | American Honda Finance Corp. | 4.900% | 1/10/34 | 25,180 | 24,468 | |
| American Honda Finance Corp. | 5.200% | 3/5/35 | 28,015 | 27,388 | ||
| Aptiv Swiss Holdings Ltd. | 3.250% | 3/1/32 | 11,893 | 10,443 | ||
| Aptiv Swiss Holdings Ltd. | 5.150% | 9/13/34 | 12,070 | 11,411 | ||
| AutoNation Inc. | 4.750% | 6/1/30 | 12,768 | 12,548 | ||
| AutoNation Inc. | 2.400% | 8/1/31 | 11,775 | 9,946 | ||
| AutoNation Inc. | 3.850% | 3/1/32 | 16,413 | 14,838 | ||
| AutoNation Inc. | 5.890% | 3/15/35 | 14,508 | 14,417 | ||
| AutoZone Inc. | 5.125% | 6/15/30 | 11,000 | 11,174 | ||
| AutoZone Inc. | 1.650% | 1/15/31 | 21,230 | 17,990 | ||
| AutoZone Inc. | 4.750% | 8/1/32 | 35,193 | 34,527 | ||
| AutoZone Inc. | 4.750% | 2/1/33 | 17,441 | 16,961 | ||
| AutoZone Inc. | 5.200% | 8/1/33 | 9,021 | 9,031 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AutoZone Inc. | 6.550% | 11/1/33 | 14,002 | 15,223 | ||
| AutoZone Inc. | 5.400% | 7/15/34 | 12,005 | 12,102 | ||
| Best Buy Co. Inc. | 1.950% | 10/1/30 | 12,139 | 10,423 | ||
| Block Financial LLC | 3.875% | 8/15/30 | 12,851 | 12,099 | ||
| BorgWarner Inc. | 2.650% | 7/1/27 | 1 | — | ||
| BorgWarner Inc. | 5.400% | 8/15/34 | 15,141 | 15,083 | ||
| Brunswick Corp. | 2.400% | 8/18/31 | 13,319 | 10,985 | ||
| Brunswick Corp. | 4.400% | 9/15/32 | 5,401 | 4,893 | ||
| Choice Hotels International Inc. | 3.700% | 1/15/31 | 8,505 | 7,751 | ||
| Choice Hotels International Inc. | 5.850% | 8/1/34 | 20,939 | 20,590 | ||
| Cornell University | 4.835% | 6/15/34 | 13,000 | 12,839 | ||
| Darden Restaurants Inc. | 6.300% | 10/10/33 | 11,807 | 12,505 | ||
| Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 23,806 | 20,949 | ||
| DR Horton Inc. | 4.850% | 10/15/30 | 21,600 | 21,567 | ||
| DR Horton Inc. | 5.000% | 10/15/34 | 22,497 | 21,909 | ||
| eBay Inc. | 2.600% | 5/10/31 | 33,484 | 29,654 | ||
| eBay Inc. | 6.300% | 11/22/32 | 11,961 | 12,870 | ||
| 2 | Emory University | 2.143% | 9/1/30 | 11,175 | 9,919 | |
| Ferguson Enterprises Inc. | 5.000% | 10/3/34 | 20,145 | 19,406 | ||
| Ford Motor Co. | 7.450% | 7/16/31 | 6,745 | 7,168 | ||
| Ford Motor Co. | 3.250% | 2/12/32 | 71,623 | 59,114 | ||
| Ford Motor Co. | 6.100% | 8/19/32 | 43,424 | 42,377 | ||
| Ford Motor Credit Co. LLC | 7.200% | 6/10/30 | 21,796 | 22,593 | ||
| Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | 55,975 | 49,871 | ||
| Ford Motor Credit Co. LLC | 6.050% | 3/5/31 | 41,267 | 40,432 | ||
| Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | 11,626 | 9,999 | ||
| Ford Motor Credit Co. LLC | 6.054% | 11/5/31 | 43,395 | 42,262 | ||
| Ford Motor Credit Co. LLC | 6.532% | 3/19/32 | 15,695 | 15,640 | ||
| Ford Motor Credit Co. LLC | 7.122% | 11/7/33 | 41,688 | 42,364 | ||
| Ford Motor Credit Co. LLC | 6.125% | 3/8/34 | 48,614 | 46,183 | ||
| Ford Motor Credit Co. LLC | 6.500% | 2/7/35 | 34,536 | 33,700 | ||
| Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | 8,601 | 7,934 | ||
| Fortune Brands Innovations Inc. | 5.875% | 6/1/33 | 20,554 | 21,107 | ||
| General Motors Co. | 5.600% | 10/15/32 | 20,561 | 20,461 | ||
| General Motors Co. | 6.250% | 4/15/35 | 17,500 | 17,709 | ||
| General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 19,338 | 17,806 | ||
| General Motors Financial Co. Inc. | 5.450% | 7/15/30 | 11,525 | 11,544 | ||
| General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 11,668 | 9,931 | ||
| General Motors Financial Co. Inc. | 5.750% | 2/8/31 | 48,769 | 49,329 | ||
| General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 30,250 | 25,915 | ||
| General Motors Financial Co. Inc. | 5.600% | 6/18/31 | 43,595 | 43,708 | ||
| General Motors Financial Co. Inc. | 3.100% | 1/12/32 | 30,456 | 26,280 | ||
| General Motors Financial Co. Inc. | 5.625% | 4/4/32 | 26,193 | 26,014 | ||
| General Motors Financial Co. Inc. | 6.400% | 1/9/33 | 23,166 | 23,922 | ||
| General Motors Financial Co. Inc. | 6.100% | 1/7/34 | 27,012 | 27,163 | ||
| General Motors Financial Co. Inc. | 5.950% | 4/4/34 | 56,182 | 55,802 | ||
| General Motors Financial Co. Inc. | 5.450% | 9/6/34 | 27,481 | 26,319 | ||
| General Motors Financial Co. Inc. | 5.900% | 1/7/35 | 38,069 | 37,565 | ||
| General Motors Financial Co. Inc. | 6.150% | 7/15/35 | 25,400 | 25,485 | ||
| Genuine Parts Co. | 1.875% | 11/1/30 | 9,248 | 7,885 | ||
| Genuine Parts Co. | 2.750% | 2/1/32 | 13,301 | 11,422 | ||
| Genuine Parts Co. | 6.875% | 11/1/33 | 10,062 | 11,035 | ||
| GXO Logistics Inc. | 2.650% | 7/15/31 | 9,521 | 8,068 | ||
| GXO Logistics Inc. | 6.500% | 5/6/34 | 13,785 | 14,105 | ||
| Hasbro Inc. | 6.050% | 5/14/34 | 17,770 | 18,001 | ||
| Home Depot Inc. | 1.375% | 3/15/31 | 50,981 | 42,670 | ||
| Home Depot Inc. | 4.850% | 6/25/31 | 34,715 | 35,269 | ||
| Home Depot Inc. | 1.875% | 9/15/31 | 37,042 | 31,585 | ||
| Home Depot Inc. | 3.250% | 4/15/32 | 45,569 | 41,661 | ||
| Home Depot Inc. | 4.500% | 9/15/32 | 24,637 | 24,419 | ||
| Home Depot Inc. | 4.950% | 6/25/34 | 32,239 | 32,238 | ||
| Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 17,253 | 15,234 | ||
| Hyatt Hotels Corp. | 5.375% | 12/15/31 | 15,320 | 15,192 | ||
| Hyatt Hotels Corp. | 5.750% | 3/30/32 | 10,499 | 10,594 | ||
| Hyatt Hotels Corp. | 5.500% | 6/30/34 | 4,870 | 4,781 | ||
| 2 | Johns Hopkins University | 4.705% | 7/1/32 | 7,835 | 7,802 | |
| Las Vegas Sands Corp. | 6.000% | 6/14/30 | 6,375 | 6,443 | ||
| Las Vegas Sands Corp. | 6.200% | 8/15/34 | 15,389 | 15,241 | ||
| Lear Corp. | 2.600% | 1/15/32 | 9,499 | 8,067 | ||
| Lennar Corp. | 5.200% | 7/30/30 | 10,660 | 10,760 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Lowe's Cos. Inc. | 1.700% | 10/15/30 | 28,932 | 24,914 | ||
| Lowe's Cos. Inc. | 2.625% | 4/1/31 | 41,727 | 37,205 | ||
| Lowe's Cos. Inc. | 3.750% | 4/1/32 | 42,727 | 39,774 | ||
| Lowe's Cos. Inc. | 5.000% | 4/15/33 | 28,421 | 28,350 | ||
| Lowe's Cos. Inc. | 5.150% | 7/1/33 | 21,588 | 21,733 | ||
| Magna International Inc. | 2.450% | 6/15/30 | 12,458 | 11,131 | ||
| Magna International Inc. | 5.500% | 3/21/33 | 15,675 | 15,740 | ||
| Magna International Inc. | 5.875% | 6/1/35 | 7,450 | 7,501 | ||
| 2 | Marriott International Inc. | 4.625% | 6/15/30 | 32,252 | 32,006 | |
| 2 | Marriott International Inc. | 2.850% | 4/15/31 | 30,390 | 27,174 | |
| Marriott International Inc. | 5.100% | 4/15/32 | 12,106 | 12,059 | ||
| 2 | Marriott International Inc. | 3.500% | 10/15/32 | 28,728 | 25,641 | |
| 2 | Marriott International Inc. | 2.750% | 10/15/33 | 12,110 | 10,057 | |
| Marriott International Inc. | 5.300% | 5/15/34 | 29,745 | 29,528 | ||
| Marriott International Inc. | 5.350% | 3/15/35 | 38,800 | 38,276 | ||
| Masco Corp. | 2.000% | 10/1/30 | 7,804 | 6,712 | ||
| Masco Corp. | 2.000% | 2/15/31 | 18,270 | 15,451 | ||
| 2 | McDonald's Corp. | 3.600% | 7/1/30 | 31,645 | 30,362 | |
| 2 | McDonald's Corp. | 4.600% | 9/9/32 | 15,948 | 15,785 | |
| McDonald's Corp. | 4.950% | 8/14/33 | 9,621 | 9,701 | ||
| 2 | McDonald's Corp. | 5.200% | 5/17/34 | 1,393 | 1,411 | |
| McDonald's Corp. | 4.950% | 3/3/35 | 36,662 | 36,142 | ||
| MDC Holdings Inc. | 2.500% | 1/15/31 | 8,130 | 7,036 | ||
| Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 52,288 | 61,530 | ||
| Meritage Homes Corp. | 5.650% | 3/15/35 | 15,672 | 15,337 | ||
| NVR Inc. | 3.000% | 5/15/30 | 23,980 | 22,117 | ||
| O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 2,332 | 1,978 | ||
| O'Reilly Automotive Inc. | 4.700% | 6/15/32 | 17,944 | 17,576 | ||
| O'Reilly Automotive Inc. | 5.000% | 8/19/34 | 24,786 | 24,222 | ||
| Owens Corning | 3.875% | 6/1/30 | 7,984 | 7,621 | ||
| Owens Corning | 5.700% | 6/15/34 | 24,158 | 24,668 | ||
| 2 | President & Fellows of Harvard College | 4.609% | 2/15/35 | 18,494 | 18,097 | |
| PulteGroup Inc. | 7.875% | 6/15/32 | 12,990 | 14,863 | ||
| PulteGroup Inc. | 6.375% | 5/15/33 | 11,317 | 11,957 | ||
| PulteGroup Inc. | 6.000% | 2/15/35 | 1,523 | 1,560 | ||
| Ralph Lauren Corp. | 2.950% | 6/15/30 | 11,817 | 10,897 | ||
| 3 | Rollins Inc. | 5.250% | 2/24/35 | 6,059 | 6,009 | |
| Ross Stores Inc. | 1.875% | 4/15/31 | 10,734 | 9,077 | ||
| Sands China Ltd. | 4.375% | 6/18/30 | 17,527 | 16,493 | ||
| Sands China Ltd. | 3.250% | 8/8/31 | 15,562 | 13,489 | ||
| Stanley Black & Decker Inc. | 3.000% | 5/15/32 | 7,621 | 6,560 | ||
| Starbucks Corp. | 2.550% | 11/15/30 | 41,616 | 37,196 | ||
| Starbucks Corp. | 4.900% | 2/15/31 | 17,027 | 17,168 | ||
| Starbucks Corp. | 3.000% | 2/14/32 | 27,809 | 24,744 | ||
| Starbucks Corp. | 4.800% | 2/15/33 | 11,933 | 11,732 | ||
| Starbucks Corp. | 5.000% | 2/15/34 | 7,176 | 7,095 | ||
| Starbucks Corp. | 5.400% | 5/15/35 | 15,175 | 15,210 | ||
| Tapestry Inc. | 3.050% | 3/15/32 | 22,373 | 19,518 | ||
| Tapestry Inc. | 5.500% | 3/11/35 | 15,000 | 14,712 | ||
| TJX Cos. Inc. | 1.600% | 5/15/31 | 16,642 | 14,150 | ||
| Toyota Motor Corp. | 2.362% | 3/25/31 | 2,186 | 1,930 | ||
| Toyota Motor Corp. | 5.123% | 7/13/33 | 4,524 | 4,591 | ||
| 2 | Toyota Motor Credit Corp. | 4.550% | 5/17/30 | 22,523 | 22,474 | |
| Toyota Motor Credit Corp. | 5.550% | 11/20/30 | 51,787 | 53,978 | ||
| 2 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 20,466 | 17,424 | |
| Toyota Motor Credit Corp. | 5.100% | 3/21/31 | 37,732 | 38,367 | ||
| Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 18,100 | 15,302 | ||
| 2 | Toyota Motor Credit Corp. | 4.600% | 10/10/31 | 29,256 | 28,996 | |
| 2 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 1,003 | 864 | |
| Toyota Motor Credit Corp. | 4.700% | 1/12/33 | 8,835 | 8,734 | ||
| Toyota Motor Credit Corp. | 5.350% | 1/9/35 | 34,782 | 35,148 | ||
| Tractor Supply Co. | 1.750% | 11/1/30 | 19,795 | 16,890 | ||
| Tractor Supply Co. | 5.250% | 5/15/33 | 20,110 | 20,068 | ||
| Whirlpool Corp. | 5.500% | 3/1/33 | 1,581 | 1,490 | ||
| 2 | Yale University | 1.482% | 4/15/30 | 12,875 | 11,354 | |
| 3,397,214 | ||||||
| Consumer Staples (5.8%) | ||||||
| Altria Group Inc. | 2.450% | 2/4/32 | 48,227 | 40,892 | ||
| Altria Group Inc. | 6.875% | 11/1/33 | 9,378 | 10,289 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Altria Group Inc. | 5.625% | 2/6/35 | 15,005 | 15,067 | ||
| 2 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 19,850 | 19,065 | |
| Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 46,933 | 44,964 | ||
| Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 9,658 | 9,846 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.000% | 6/15/34 | 24,785 | 24,967 | ||
| Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,423 | 1,509 | ||
| Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 13,769 | 13,023 | ||
| Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 23,111 | 20,567 | ||
| Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 6,990 | 7,478 | ||
| Avery Dennison Corp. | 2.250% | 2/15/32 | 6,975 | 5,810 | ||
| Avery Dennison Corp. | 5.750% | 3/15/33 | 8,126 | 8,330 | ||
| BAT Capital Corp. | 6.343% | 8/2/30 | 35,786 | 38,154 | ||
| BAT Capital Corp. | 5.834% | 2/20/31 | 11,756 | 12,252 | ||
| BAT Capital Corp. | 2.726% | 3/25/31 | 12,936 | 11,486 | ||
| BAT Capital Corp. | 4.742% | 3/16/32 | 44,466 | 43,415 | ||
| BAT Capital Corp. | 5.350% | 8/15/32 | 30,411 | 30,711 | ||
| BAT Capital Corp. | 7.750% | 10/19/32 | 18,659 | 21,298 | ||
| BAT Capital Corp. | 6.421% | 8/2/33 | 20,190 | 21,669 | ||
| BAT Capital Corp. | 6.000% | 2/20/34 | 25,317 | 26,342 | ||
| BAT Capital Corp. | 5.625% | 8/15/35 | 4,000 | 4,008 | ||
| Brown-Forman Corp. | 4.750% | 4/15/33 | 12,863 | 12,723 | ||
| Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 28,087 | 25,121 | ||
| Bunge Ltd. Finance Corp. | 4.650% | 9/17/34 | 27,657 | 26,623 | ||
| Campbell's Co. | 5.400% | 3/21/34 | 33,253 | 33,169 | ||
| Campbell's Co. | 4.750% | 3/23/35 | 14,141 | 13,340 | ||
| Church & Dwight Co. Inc. | 2.300% | 12/15/31 | 5,107 | 4,373 | ||
| Church & Dwight Co. Inc. | 5.600% | 11/15/32 | 18,715 | 19,444 | ||
| Clorox Co. | 4.600% | 5/1/32 | 24,643 | 24,329 | ||
| Coca-Cola Co. | 1.650% | 6/1/30 | 40,371 | 35,505 | ||
| Coca-Cola Co. | 2.000% | 3/5/31 | 27,648 | 24,389 | ||
| Coca-Cola Co. | 1.375% | 3/15/31 | 45,686 | 38,788 | ||
| Coca-Cola Co. | 2.250% | 1/5/32 | 44,764 | 39,250 | ||
| Coca-Cola Co. | 5.000% | 5/13/34 | 14,881 | 15,114 | ||
| Coca-Cola Co. | 4.650% | 8/14/34 | 13,835 | 13,717 | ||
| Coca-Cola Consolidated Inc. | 5.450% | 6/1/34 | 14,255 | 14,513 | ||
| Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 18,869 | 15,246 | ||
| Coca-Cola Femsa SAB de CV | 5.100% | 5/6/35 | 13,989 | 13,716 | ||
| Colgate-Palmolive Co. | 3.250% | 8/15/32 | 11,881 | 10,887 | ||
| Colgate-Palmolive Co. | 4.600% | 3/1/33 | 4,455 | 4,444 | ||
| Conagra Brands Inc. | 8.250% | 9/15/30 | 4,829 | 5,551 | ||
| Constellation Brands Inc. | 2.250% | 8/1/31 | 31,238 | 26,773 | ||
| Constellation Brands Inc. | 4.750% | 5/9/32 | 20,036 | 19,624 | ||
| Constellation Brands Inc. | 4.900% | 5/1/33 | 26,293 | 25,755 | ||
| Costco Wholesale Corp. | 1.750% | 4/20/32 | 35,177 | 29,681 | ||
| Diageo Capital plc | 2.125% | 4/29/32 | 6,447 | 5,413 | ||
| Diageo Capital plc | 5.500% | 1/24/33 | 26,931 | 27,735 | ||
| Diageo Capital plc | 5.625% | 10/5/33 | 22,933 | 23,813 | ||
| Diageo Investment Corp. | 5.125% | 8/15/30 | 8,661 | 8,835 | ||
| Diageo Investment Corp. | 5.625% | 4/15/35 | 37,968 | 38,948 | ||
| Diageo Investment Corp. | 7.450% | 4/15/35 | 582 | 678 | ||
| Dollar General Corp. | 5.000% | 11/1/32 | 33,132 | 32,593 | ||
| Dollar General Corp. | 5.450% | 7/5/33 | 9,000 | 9,030 | ||
| Dollar Tree Inc. | 2.650% | 12/1/31 | 12,647 | 10,945 | ||
| Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 19,821 | 17,012 | ||
| Estee Lauder Cos. Inc. | 4.650% | 5/15/33 | 21,428 | 20,752 | ||
| Estee Lauder Cos. Inc. | 5.000% | 2/14/34 | 9,994 | 9,884 | ||
| Flowers Foods Inc. | 2.400% | 3/15/31 | 12,311 | 10,590 | ||
| Flowers Foods Inc. | 5.750% | 3/15/35 | 11,728 | 11,823 | ||
| General Mills Inc. | 2.250% | 10/14/31 | 17,608 | 15,088 | ||
| General Mills Inc. | 4.950% | 3/29/33 | 22,200 | 21,941 | ||
| General Mills Inc. | 5.250% | 1/30/35 | 25,944 | 25,714 | ||
| Haleon US Capital LLC | 3.625% | 3/24/32 | 54,026 | 50,049 | ||
| Hershey Co. | 1.700% | 6/1/30 | 11,510 | 10,106 | ||
| Hershey Co. | 4.950% | 2/24/32 | 20,911 | 21,177 | ||
| Hershey Co. | 4.500% | 5/4/33 | 12,380 | 12,094 | ||
| Hershey Co. | 5.100% | 2/24/35 | 8,119 | 8,119 | ||
| Hormel Foods Corp. | 1.800% | 6/11/30 | 25,184 | 22,179 | ||
| Ingredion Inc. | 2.900% | 6/1/30 | 16,339 | 15,029 | ||
| J M Smucker Co. | 2.125% | 3/15/32 | 4,789 | 3,993 | ||
| J M Smucker Co. | 6.200% | 11/15/33 | 37,739 | 40,024 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| J M Smucker Co. | 4.250% | 3/15/35 | 1,800 | 1,639 | ||
| JBS USA Holding Lux Sarl | 3.750% | 12/1/31 | 17,945 | 16,467 | ||
| JBS USA Holding Lux Sarl | 3.625% | 1/15/32 | 28,956 | 26,053 | ||
| JBS USA Holding Lux Sarl | 3.000% | 5/15/32 | 312 | 269 | ||
| JBS USA Holding Lux Sarl | 5.750% | 4/1/33 | 69,695 | 70,692 | ||
| JBS USA Holding Lux Sarl | 6.750% | 3/15/34 | 42,135 | 45,266 | ||
| 3 | JBS USA LUX Sarl | 5.950% | 4/20/35 | 28,183 | 28,768 | |
| Kellanova | 2.100% | 6/1/30 | 11,528 | 10,247 | ||
| 2 | Kellanova | 7.450% | 4/1/31 | 12,609 | 14,275 | |
| Kellanova | 5.250% | 3/1/33 | 8,612 | 8,689 | ||
| Kenvue Inc. | 4.850% | 5/22/32 | 19,250 | 19,335 | ||
| Kenvue Inc. | 4.900% | 3/22/33 | 36,800 | 36,886 | ||
| Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 11,877 | 11,089 | ||
| 2 | Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 15,511 | 13,528 | |
| 2 | Keurig Dr Pepper Inc. | 5.200% | 3/15/31 | 26,449 | 26,965 | |
| Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 22,896 | 21,765 | ||
| Keurig Dr Pepper Inc. | 5.300% | 3/15/34 | 11,474 | 11,571 | ||
| Keurig Dr Pepper Inc. | 5.150% | 5/15/35 | 5,750 | 5,637 | ||
| Kimberly-Clark Corp. | 2.000% | 11/2/31 | 15,496 | 13,504 | ||
| Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 11,374 | 11,054 | ||
| Kraft Heinz Foods Co. | 5.200% | 3/15/32 | 2,560 | 2,566 | ||
| Kraft Heinz Foods Co. | 6.750% | 3/15/32 | 8,803 | 9,579 | ||
| Kraft Heinz Foods Co. | 5.400% | 3/15/35 | 13,413 | 13,269 | ||
| Kroger Co. | 1.700% | 1/15/31 | 26,102 | 22,152 | ||
| Kroger Co. | 7.500% | 4/1/31 | 14,463 | 16,376 | ||
| Kroger Co. | 5.000% | 9/15/34 | 61,941 | 60,348 | ||
| McCormick & Co. Inc. | 1.850% | 2/15/31 | 11,871 | 10,080 | ||
| McCormick & Co. Inc. | 4.950% | 4/15/33 | 15,929 | 15,722 | ||
| McCormick & Co. Inc. | 4.700% | 10/15/34 | 10,911 | 10,353 | ||
| Mondelez International Inc. | 1.500% | 2/4/31 | 29,808 | 25,082 | ||
| Mondelez International Inc. | 3.000% | 3/17/32 | 21,322 | 18,959 | ||
| Mondelez International Inc. | 1.875% | 10/15/32 | 2,946 | 2,418 | ||
| Mondelez International Inc. | 4.750% | 8/28/34 | 576 | 559 | ||
| Mondelez International Inc. | 5.125% | 5/6/35 | 7,400 | 7,287 | ||
| PepsiCo Inc. | 1.625% | 5/1/30 | 28,296 | 24,850 | ||
| PepsiCo Inc. | 1.400% | 2/25/31 | 21,854 | 18,531 | ||
| PepsiCo Inc. | 1.950% | 10/21/31 | 35,746 | 30,617 | ||
| PepsiCo Inc. | 3.900% | 7/18/32 | 27,974 | 26,681 | ||
| PepsiCo Inc. | 4.800% | 7/17/34 | 16,295 | 16,160 | ||
| PepsiCo Inc. | 5.000% | 2/7/35 | 38,615 | 38,566 | ||
| Philip Morris International Inc. | 2.100% | 5/1/30 | 24,914 | 22,154 | ||
| Philip Morris International Inc. | 5.500% | 9/7/30 | 11,359 | 11,782 | ||
| Philip Morris International Inc. | 1.750% | 11/1/30 | 25,360 | 21,845 | ||
| Philip Morris International Inc. | 5.125% | 2/13/31 | 52,455 | 53,340 | ||
| Philip Morris International Inc. | 4.750% | 11/1/31 | 15,775 | 15,729 | ||
| Philip Morris International Inc. | 5.750% | 11/17/32 | 43,676 | 45,730 | ||
| Philip Morris International Inc. | 5.375% | 2/15/33 | 67,785 | 69,122 | ||
| Philip Morris International Inc. | 5.625% | 9/7/33 | 16,672 | 17,244 | ||
| Philip Morris International Inc. | 5.250% | 2/13/34 | 62,837 | 63,168 | ||
| Philip Morris International Inc. | 4.900% | 11/1/34 | 12,443 | 12,190 | ||
| Philip Morris International Inc. | 4.875% | 4/30/35 | 16,390 | 15,860 | ||
| Pilgrim's Pride Corp. | 4.250% | 4/15/31 | 22,404 | 21,247 | ||
| Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 27,393 | 24,265 | ||
| Pilgrim's Pride Corp. | 6.250% | 7/1/33 | 30,061 | 31,224 | ||
| Pilgrim's Pride Corp. | 6.875% | 5/15/34 | 6,705 | 7,231 | ||
| Procter & Gamble Co. | 1.200% | 10/29/30 | 53,102 | 45,374 | ||
| Procter & Gamble Co. | 1.950% | 4/23/31 | 32,227 | 28,298 | ||
| Procter & Gamble Co. | 4.050% | 1/26/33 | 12,503 | 12,182 | ||
| Procter & Gamble Co. | 4.550% | 1/29/34 | 40,283 | 39,878 | ||
| Procter & Gamble Co. | 5.800% | 8/15/34 | 9,799 | 10,499 | ||
| Procter & Gamble Co. | 4.600% | 5/1/35 | 11,810 | 11,698 | ||
| Reynolds American Inc. | 5.700% | 8/15/35 | 9,016 | 9,023 | ||
| Sysco Corp. | 2.400% | 2/15/30 | 10,534 | 9,514 | ||
| Sysco Corp. | 2.450% | 12/14/31 | 14,861 | 12,833 | ||
| Sysco Corp. | 6.000% | 1/17/34 | 10,684 | 11,279 | ||
| Sysco Corp. | 5.400% | 3/23/35 | 16,649 | 16,641 | ||
| Target Corp. | 2.650% | 9/15/30 | 13,398 | 12,243 | ||
| Target Corp. | 4.500% | 9/15/32 | 15,167 | 14,946 | ||
| Target Corp. | 6.350% | 11/1/32 | 11,338 | 12,434 | ||
| Target Corp. | 4.400% | 1/15/33 | 16,202 | 15,789 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Target Corp. | 4.500% | 9/15/34 | 21,106 | 20,170 | ||
| Target Corp. | 5.000% | 4/15/35 | 30,519 | 29,997 | ||
| Tyson Foods Inc. | 5.700% | 3/15/34 | 38,876 | 39,595 | ||
| Tyson Foods Inc. | 4.875% | 8/15/34 | 1,067 | 1,020 | ||
| Unilever Capital Corp. | 1.750% | 8/12/31 | 15,212 | 13,029 | ||
| Unilever Capital Corp. | 5.900% | 11/15/32 | 17,433 | 18,833 | ||
| Unilever Capital Corp. | 5.000% | 12/8/33 | 29,975 | 30,459 | ||
| Unilever Capital Corp. | 4.625% | 8/12/34 | 36,294 | 35,588 | ||
| Walmart Inc. | 7.550% | 2/15/30 | 4 | 5 | ||
| Walmart Inc. | 1.800% | 9/22/31 | 47,753 | 41,119 | ||
| Walmart Inc. | 4.150% | 9/9/32 | 35,342 | 34,586 | ||
| Walmart Inc. | 4.100% | 4/15/33 | 39,529 | 38,332 | ||
| Walmart Inc. | 4.900% | 4/28/35 | 38,897 | 38,910 | ||
| 3,197,040 | ||||||
| Energy (6.7%) | ||||||
| 3 | APA Corp. | 6.100% | 2/15/35 | 2,440 | 2,301 | |
| Boardwalk Pipelines LP | 3.400% | 2/15/31 | 17,241 | 15,749 | ||
| Boardwalk Pipelines LP | 3.600% | 9/1/32 | 5,161 | 4,580 | ||
| Boardwalk Pipelines LP | 5.625% | 8/1/34 | 23,430 | 23,171 | ||
| BP Capital Markets America Inc. | 1.749% | 8/10/30 | 28,437 | 24,692 | ||
| BP Capital Markets America Inc. | 2.721% | 1/12/32 | 55,761 | 49,062 | ||
| BP Capital Markets America Inc. | 4.812% | 2/13/33 | 55,153 | 54,197 | ||
| BP Capital Markets America Inc. | 4.893% | 9/11/33 | 51,100 | 50,240 | ||
| BP Capital Markets America Inc. | 4.989% | 4/10/34 | 31,724 | 31,299 | ||
| BP Capital Markets America Inc. | 5.227% | 11/17/34 | 55,245 | 55,146 | ||
| Burlington Resources LLC | 7.200% | 8/15/31 | 4,417 | 4,963 | ||
| Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 24,906 | 22,568 | ||
| Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 15,355 | 16,651 | ||
| Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 10,807 | 11,328 | ||
| 3 | Canadian Natural Resources Ltd. | 5.400% | 12/15/34 | 4,785 | 4,654 | |
| Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 13,620 | 13,525 | ||
| Cenovus Energy Inc. | 2.650% | 1/15/32 | 7,950 | 6,740 | ||
| Cheniere Energy Inc. | 5.650% | 4/15/34 | 45,805 | 45,748 | ||
| Cheniere Energy Partners LP | 4.000% | 3/1/31 | 45,664 | 42,734 | ||
| Cheniere Energy Partners LP | 3.250% | 1/31/32 | 36,447 | 31,986 | ||
| Cheniere Energy Partners LP | 5.950% | 6/30/33 | 51,563 | 52,752 | ||
| Cheniere Energy Partners LP | 5.750% | 8/15/34 | 27,368 | 27,498 | ||
| Chevron USA Inc. | 4.819% | 4/15/32 | 22,137 | 22,342 | ||
| ConocoPhillips | 2.400% | 2/15/31 | 9,652 | 8,450 | ||
| ConocoPhillips | 5.900% | 10/15/32 | 17,617 | 18,736 | ||
| ConocoPhillips Co. | 4.850% | 1/15/32 | 31,515 | 31,454 | ||
| ConocoPhillips Co. | 5.050% | 9/15/33 | 27,401 | 27,416 | ||
| ConocoPhillips Co. | 5.000% | 1/15/35 | 47,426 | 46,398 | ||
| Coterra Energy Inc. | 5.600% | 3/15/34 | 16,000 | 15,854 | ||
| Coterra Energy Inc. | 5.400% | 2/15/35 | 19,690 | 19,106 | ||
| DCP Midstream Operating LP | 8.125% | 8/16/30 | 9,955 | 11,473 | ||
| DCP Midstream Operating LP | 3.250% | 2/15/32 | 15,829 | 13,692 | ||
| Devon Energy Corp. | 7.875% | 9/30/31 | 11,837 | 13,413 | ||
| Devon Energy Corp. | 5.200% | 9/15/34 | 29,630 | 28,073 | ||
| Diamondback Energy Inc. | 3.125% | 3/24/31 | 31,656 | 28,604 | ||
| Diamondback Energy Inc. | 6.250% | 3/15/33 | 27,102 | 28,283 | ||
| Diamondback Energy Inc. | 5.400% | 4/18/34 | 45,760 | 44,953 | ||
| Diamondback Energy Inc. | 5.550% | 4/1/35 | 38,231 | 37,755 | ||
| Eastern Energy Gas Holdings LLC | 5.800% | 1/15/35 | 21,116 | 21,560 | ||
| Enbridge Inc. | 6.200% | 11/15/30 | 39,969 | 42,334 | ||
| Enbridge Inc. | 5.700% | 3/8/33 | 70,288 | 71,719 | ||
| Enbridge Inc. | 2.500% | 8/1/33 | 33,832 | 27,522 | ||
| Enbridge Inc. | 5.625% | 4/5/34 | 45,320 | 45,760 | ||
| Enbridge Inc. | 7.200% | 6/27/54 | 4,002 | 4,036 | ||
| Energy Transfer LP | 6.400% | 12/1/30 | 10,746 | 11,429 | ||
| Energy Transfer LP | 5.750% | 2/15/33 | 37,750 | 38,497 | ||
| Energy Transfer LP | 6.550% | 12/1/33 | 44,674 | 47,452 | ||
| Energy Transfer LP | 5.550% | 5/15/34 | 44,646 | 44,354 | ||
| Energy Transfer LP | 5.600% | 9/1/34 | 52,357 | 52,066 | ||
| Energy Transfer LP | 4.900% | 3/15/35 | 17,905 | 16,776 | ||
| Energy Transfer LP | 5.700% | 4/1/35 | 40,415 | 40,364 | ||
| Enterprise Products Operating LLC | 5.350% | 1/31/33 | 14,379 | 14,652 | ||
| 2 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 15,993 | 17,662 | |
| Enterprise Products Operating LLC | 4.850% | 1/31/34 | 38,940 | 38,176 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Enterprise Products Operating LLC | 4.950% | 2/15/35 | 40,465 | 39,560 | ||
| EOG Resources Inc. | 3.900% | 4/1/35 | 5,300 | 4,788 | ||
| 3 | EQT Corp. | 4.750% | 1/15/31 | 30,535 | 29,551 | |
| EQT Corp. | 5.750% | 2/1/34 | 16,764 | 16,883 | ||
| Expand Energy Corp. | 4.750% | 2/1/32 | 30,795 | 29,061 | ||
| Expand Energy Corp. | 5.700% | 1/15/35 | 21,115 | 20,881 | ||
| Exxon Mobil Corp. | 2.610% | 10/15/30 | 69,035 | 63,290 | ||
| Helmerich & Payne Inc. | 2.900% | 9/29/31 | 31,671 | 25,822 | ||
| 3 | Helmerich & Payne Inc. | 5.500% | 12/1/34 | 11,875 | 10,483 | |
| Hess Corp. | 7.300% | 8/15/31 | 25,374 | 28,405 | ||
| Hess Corp. | 7.125% | 3/15/33 | 20,249 | 22,529 | ||
| HF Sinclair Corp. | 4.500% | 10/1/30 | 3,384 | 3,235 | ||
| HF Sinclair Corp. | 5.750% | 1/15/31 | 18,278 | 18,372 | ||
| HF Sinclair Corp. | 6.250% | 1/15/35 | 20,985 | 20,690 | ||
| Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 2,544 | 2,838 | ||
| Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 16,515 | 18,239 | ||
| Kinder Morgan Inc. | 5.150% | 6/1/30 | 5,350 | 5,403 | ||
| Kinder Morgan Inc. | 2.000% | 2/15/31 | 24,281 | 20,866 | ||
| 2 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 4,270 | 4,857 | |
| 2 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 23,692 | 26,932 | |
| Kinder Morgan Inc. | 4.800% | 2/1/33 | 17,248 | 16,652 | ||
| Kinder Morgan Inc. | 5.200% | 6/1/33 | 30,043 | 29,645 | ||
| Kinder Morgan Inc. | 5.400% | 2/1/34 | 34,000 | 33,866 | ||
| Kinder Morgan Inc. | 5.300% | 12/1/34 | 30,000 | 29,341 | ||
| Marathon Petroleum Corp. | 5.700% | 3/1/35 | 38,515 | 38,118 | ||
| MPLX LP | 2.650% | 8/15/30 | 30,492 | 27,275 | ||
| MPLX LP | 4.950% | 9/1/32 | 28,476 | 27,713 | ||
| MPLX LP | 5.000% | 3/1/33 | 30,407 | 29,511 | ||
| MPLX LP | 5.500% | 6/1/34 | 32,749 | 32,329 | ||
| MPLX LP | 5.400% | 4/1/35 | 27,040 | 26,326 | ||
| Occidental Petroleum Corp. | 8.875% | 7/15/30 | 19,209 | 21,640 | ||
| Occidental Petroleum Corp. | 6.625% | 9/1/30 | 34,718 | 36,142 | ||
| Occidental Petroleum Corp. | 6.125% | 1/1/31 | 39,223 | 39,936 | ||
| Occidental Petroleum Corp. | 7.500% | 5/1/31 | 31,629 | 34,060 | ||
| Occidental Petroleum Corp. | 7.875% | 9/15/31 | 11,950 | 13,158 | ||
| Occidental Petroleum Corp. | 5.375% | 1/1/32 | 23,065 | 22,306 | ||
| Occidental Petroleum Corp. | 5.550% | 10/1/34 | 34,932 | 33,029 | ||
| ONEOK Inc. | 3.250% | 6/1/30 | 12,456 | 11,508 | ||
| ONEOK Inc. | 5.800% | 11/1/30 | 12,888 | 13,346 | ||
| ONEOK Inc. | 6.350% | 1/15/31 | 7,959 | 8,402 | ||
| ONEOK Inc. | 4.750% | 10/15/31 | 31,751 | 31,003 | ||
| ONEOK Inc. | 6.100% | 11/15/32 | 16,148 | 16,811 | ||
| ONEOK Inc. | 6.050% | 9/1/33 | 54,681 | 56,188 | ||
| ONEOK Inc. | 5.650% | 9/1/34 | 21,053 | 20,975 | ||
| ONEOK Inc. | 5.050% | 11/1/34 | 43,553 | 41,488 | ||
| Ovintiv Inc. | 8.125% | 9/15/30 | 8,843 | 9,866 | ||
| Ovintiv Inc. | 7.200% | 11/1/31 | 15,315 | 16,248 | ||
| Ovintiv Inc. | 7.375% | 11/1/31 | 8,891 | 9,497 | ||
| Ovintiv Inc. | 6.250% | 7/15/33 | 15,180 | 15,221 | ||
| Ovintiv Inc. | 6.500% | 8/15/34 | 18,232 | 18,296 | ||
| Patterson-UTI Energy Inc. | 7.150% | 10/1/33 | 8,646 | 8,647 | ||
| Phillips 66 | 2.150% | 12/15/30 | 26,103 | 22,728 | ||
| Phillips 66 Co. | 5.250% | 6/15/31 | 46,073 | 46,671 | ||
| Phillips 66 Co. | 5.300% | 6/30/33 | 35,053 | 34,920 | ||
| Phillips 66 Co. | 4.950% | 3/15/35 | 14,625 | 13,935 | ||
| Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 18,905 | 16,552 | ||
| Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 36,811 | 32,238 | ||
| Plains All American Pipeline LP | 3.800% | 9/15/30 | 26,794 | 25,299 | ||
| Plains All American Pipeline LP | 5.700% | 9/15/34 | 13,305 | 13,190 | ||
| 2 | Shell Finance US Inc. | 4.125% | 5/11/35 | 38,595 | 35,845 | |
| 3 | South Bow USA Infrastructure Holdings LLC | 5.584% | 10/1/34 | 31,115 | 30,007 | |
| Suncor Energy Inc. | 7.150% | 2/1/32 | 14,257 | 15,411 | ||
| Suncor Energy Inc. | 5.950% | 12/1/34 | 12,900 | 13,062 | ||
| Targa Resources Corp. | 4.200% | 2/1/33 | 15,701 | 14,363 | ||
| Targa Resources Corp. | 6.125% | 3/15/33 | 25,926 | 26,717 | ||
| Targa Resources Corp. | 6.500% | 3/30/34 | 34,538 | 36,347 | ||
| Targa Resources Corp. | 5.500% | 2/15/35 | 37,728 | 36,915 | ||
| Targa Resources Partners LP | 4.875% | 2/1/31 | 29,799 | 29,083 | ||
| Targa Resources Partners LP | 4.000% | 1/15/32 | 34,243 | 31,336 | ||
| Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,378 | 5,867 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| TotalEnergies Capital SA | 5.150% | 4/5/34 | 59,701 | 60,183 | ||
| TotalEnergies Capital SA | 4.724% | 9/10/34 | 20,874 | 20,388 | ||
| TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 37,007 | 34,855 | ||
| TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 8,240 | 8,220 | ||
| TransCanada PipeLines Ltd. | 7.000% | 6/1/65 | 18,752 | 18,617 | ||
| Valero Energy Corp. | 2.800% | 12/1/31 | 16,574 | 14,456 | ||
| Valero Energy Corp. | 7.500% | 4/15/32 | 16,152 | 18,166 | ||
| Western Midstream Operating LP | 6.150% | 4/1/33 | 22,475 | 22,965 | ||
| Western Midstream Operating LP | 5.450% | 11/15/34 | 23,703 | 22,751 | ||
| Williams Cos. Inc. | 3.500% | 11/15/30 | 34,090 | 31,910 | ||
| Williams Cos. Inc. | 2.600% | 3/15/31 | 48,005 | 42,476 | ||
| Williams Cos. Inc. | 4.650% | 8/15/32 | 31,788 | 30,764 | ||
| Williams Cos. Inc. | 5.650% | 3/15/33 | 24,331 | 24,917 | ||
| Williams Cos. Inc. | 5.150% | 3/15/34 | 45,641 | 44,832 | ||
| Williams Cos. Inc. | 5.600% | 3/15/35 | 21,850 | 22,057 | ||
| Woodside Finance Ltd. | 5.700% | 5/19/32 | 15,450 | 15,432 | ||
| Woodside Finance Ltd. | 5.100% | 9/12/34 | 34,040 | 32,000 | ||
| Woodside Finance Ltd. | 6.000% | 5/19/35 | 34,703 | 34,495 | ||
| 3,683,143 | ||||||
| Financials (32.0%) | ||||||
| AerCap Ireland Capital DAC | 6.150% | 9/30/30 | 24,969 | 26,366 | ||
| AerCap Ireland Capital DAC | 5.375% | 12/15/31 | 10,000 | 10,074 | ||
| AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 127,858 | 113,515 | ||
| AerCap Ireland Capital DAC | 3.400% | 10/29/33 | 45,290 | 38,994 | ||
| AerCap Ireland Capital DAC | 5.300% | 1/19/34 | 13,814 | 13,644 | ||
| AerCap Ireland Capital DAC | 4.950% | 9/10/34 | 28,015 | 26,889 | ||
| AerCap Ireland Capital DAC | 6.500% | 1/31/56 | 12,745 | 12,601 | ||
| Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 9,002 | 8,392 | ||
| Affiliated Managers Group Inc. | 5.500% | 8/20/34 | 15,973 | 15,666 | ||
| Air Lease Corp. | 3.125% | 12/1/30 | 31,293 | 28,577 | ||
| 2 | Air Lease Corp. | 5.200% | 7/15/31 | 19,870 | 20,092 | |
| 2 | Air Lease Corp. | 2.875% | 1/15/32 | 7,166 | 6,271 | |
| Allstate Corp. | 1.450% | 12/15/30 | 24,376 | 20,577 | ||
| Allstate Corp. | 5.250% | 3/30/33 | 28,850 | 29,186 | ||
| Allstate Corp. | 5.350% | 6/1/33 | 11,594 | 11,811 | ||
| Allstate Corp. | 5.550% | 5/9/35 | 7,250 | 7,423 | ||
| 2 | Ally Financial Inc. | 8.000% | 11/1/31 | 60,222 | 67,395 | |
| Ally Financial Inc. | 8.000% | 11/1/31 | 15,068 | 16,821 | ||
| Ally Financial Inc. | 6.184% | 7/26/35 | 21,075 | 20,961 | ||
| American Express Co. | 6.489% | 10/30/31 | 36,269 | 39,225 | ||
| American Express Co. | 4.989% | 5/26/33 | 27,617 | 27,304 | ||
| American Express Co. | 4.420% | 8/3/33 | 20,372 | 19,661 | ||
| American Express Co. | 5.043% | 5/1/34 | 22,682 | 22,597 | ||
| American Express Co. | 5.625% | 7/28/34 | 20,185 | 20,430 | ||
| American Express Co. | 5.915% | 4/25/35 | 13,785 | 14,228 | ||
| American Express Co. | 5.284% | 7/26/35 | 48,890 | 48,620 | ||
| American Express Co. | 5.442% | 1/30/36 | 32,481 | 32,704 | ||
| American Express Co. | 5.667% | 4/25/36 | 42,910 | 43,757 | ||
| American Financial Group Inc. | 5.250% | 4/2/30 | 99 | 101 | ||
| American International Group Inc. | 3.400% | 6/30/30 | 9,999 | 9,413 | ||
| American International Group Inc. | 5.125% | 3/27/33 | 25,798 | 25,816 | ||
| American International Group Inc. | 5.450% | 5/7/35 | 25,500 | 25,640 | ||
| Ameriprise Financial Inc. | 4.500% | 5/13/32 | 9,469 | 9,269 | ||
| Ameriprise Financial Inc. | 5.150% | 5/15/33 | 27,948 | 28,195 | ||
| Ameriprise Financial Inc. | 5.200% | 4/15/35 | 25,681 | 25,472 | ||
| Aon Corp. | 2.050% | 8/23/31 | 11,270 | 9,592 | ||
| Aon Corp. | 2.600% | 12/2/31 | 8,018 | 7,010 | ||
| Aon Corp. | 5.000% | 9/12/32 | 12,016 | 12,053 | ||
| Aon Corp. | 5.350% | 2/28/33 | 24,083 | 24,492 | ||
| Aon North America Inc. | 5.300% | 3/1/31 | 19,292 | 19,776 | ||
| Aon North America Inc. | 5.450% | 3/1/34 | 56,158 | 56,812 | ||
| Apollo Debt Solutions BDC | 6.700% | 7/29/31 | 27,927 | 28,697 | ||
| 3 | Apollo Debt Solutions BDC | 6.550% | 3/15/32 | 17,010 | 17,180 | |
| Apollo Global Management Inc. | 6.375% | 11/15/33 | 14,714 | 15,793 | ||
| Apollo Global Management Inc. | 6.000% | 12/15/54 | 13,890 | 13,275 | ||
| 1 | Ares Capital Corp. | 5.500% | 9/1/30 | 21,100 | 20,940 | |
| Ares Capital Corp. | 3.200% | 11/15/31 | 15,828 | 13,635 | ||
| 2 | Ares Capital Corp. | 5.800% | 3/8/32 | 27,954 | 27,530 | |
| Ares Strategic Income Fund | 6.200% | 3/21/32 | 19,747 | 19,556 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 1,290 | 1,115 | ||
| Arthur J Gallagher & Co. | 5.000% | 2/15/32 | 14,615 | 14,651 | ||
| Arthur J Gallagher & Co. | 5.500% | 3/2/33 | 9,886 | 10,055 | ||
| Arthur J Gallagher & Co. | 6.500% | 2/15/34 | 10,463 | 11,292 | ||
| Arthur J Gallagher & Co. | 5.450% | 7/15/34 | 15,828 | 15,979 | ||
| Arthur J Gallagher & Co. | 5.150% | 2/15/35 | 42,645 | 41,979 | ||
| Assurant Inc. | 4.900% | 3/27/28 | 1 | 1 | ||
| Athene Holding Ltd. | 3.500% | 1/15/31 | 18,685 | 17,327 | ||
| Athene Holding Ltd. | 6.650% | 2/1/33 | 21,951 | 23,273 | ||
| Athene Holding Ltd. | 5.875% | 1/15/34 | 28,136 | 28,477 | ||
| Athene Holding Ltd. | 6.625% | 10/15/54 | 15,415 | 15,163 | ||
| AXA SA | 8.600% | 12/15/30 | 30,276 | 35,688 | ||
| Banco Bilbao Vizcaya Argentaria SA | 7.883% | 11/15/34 | 21,330 | 23,853 | ||
| Banco Bilbao Vizcaya Argentaria SA | 6.033% | 3/13/35 | 22,078 | 22,569 | ||
| Banco Santander SA | 3.490% | 5/28/30 | 23,354 | 21,882 | ||
| Banco Santander SA | 2.749% | 12/3/30 | 46,135 | 40,571 | ||
| Banco Santander SA | 2.958% | 3/25/31 | 362 | 327 | ||
| Banco Santander SA | 5.439% | 7/15/31 | 41,938 | 42,992 | ||
| Banco Santander SA | 3.225% | 11/22/32 | 4,537 | 3,967 | ||
| Banco Santander SA | 6.921% | 8/8/33 | 57,350 | 61,148 | ||
| Banco Santander SA | 6.938% | 11/7/33 | 49,175 | 54,712 | ||
| Banco Santander SA | 6.350% | 3/14/34 | 47,694 | 49,233 | ||
| Banco Santander SA | 6.033% | 1/17/35 | 29,372 | 30,476 | ||
| 2 | Bank of America Corp. | 3.419% | 12/20/28 | 1 | 1 | |
| 2 | Bank of America Corp. | 1.898% | 7/23/31 | 66,439 | 57,501 | |
| 2 | Bank of America Corp. | 1.922% | 10/24/31 | 93,164 | 80,218 | |
| 2 | Bank of America Corp. | 2.651% | 3/11/32 | 71,797 | 63,540 | |
| Bank of America Corp. | 2.687% | 4/22/32 | 123,015 | 108,668 | ||
| Bank of America Corp. | 2.299% | 7/21/32 | 93,686 | 80,281 | ||
| Bank of America Corp. | 2.572% | 10/20/32 | 84,642 | 73,435 | ||
| 2 | Bank of America Corp. | 2.972% | 2/4/33 | 115,659 | 101,765 | |
| Bank of America Corp. | 4.571% | 4/27/33 | 105,428 | 102,253 | ||
| 2 | Bank of America Corp. | 5.015% | 7/22/33 | 139,891 | 139,283 | |
| Bank of America Corp. | 5.288% | 4/25/34 | 127,462 | 127,520 | ||
| Bank of America Corp. | 5.872% | 9/15/34 | 122,597 | 127,307 | ||
| Bank of America Corp. | 5.468% | 1/23/35 | 159,827 | 161,651 | ||
| 2 | Bank of America Corp. | 5.425% | 8/15/35 | 34,594 | 33,858 | |
| Bank of America Corp. | 5.518% | 10/25/35 | 109,312 | 107,159 | ||
| Bank of America Corp. | 5.511% | 1/24/36 | 96,172 | 96,993 | ||
| Bank of America Corp. | 5.744% | 2/12/36 | 89,477 | 88,887 | ||
| Bank of America Corp. | 5.464% | 5/9/36 | 35,115 | 35,364 | ||
| Bank of America Corp. | 2.482% | 9/21/36 | 58,020 | 48,510 | ||
| Bank of America Corp. | 3.846% | 3/8/37 | 58,231 | 52,134 | ||
| Bank of Montreal | 5.511% | 6/4/31 | 29,954 | 30,951 | ||
| Bank of Montreal | 3.088% | 1/10/37 | 31,093 | 26,501 | ||
| 2 | Bank of New York Mellon Corp. | 1.800% | 7/28/31 | 17,324 | 14,787 | |
| Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 7,448 | 6,464 | ||
| Bank of New York Mellon Corp. | 5.060% | 7/22/32 | 33,134 | 33,502 | ||
| 2 | Bank of New York Mellon Corp. | 4.289% | 6/13/33 | 28,958 | 27,673 | |
| 2 | Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 51,965 | 54,408 | |
| Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 25,569 | 24,895 | ||
| 2 | Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 33,629 | 33,261 | |
| 2 | Bank of New York Mellon Corp. | 6.474% | 10/25/34 | 24,728 | 26,890 | |
| 2 | Bank of New York Mellon Corp. | 5.188% | 3/14/35 | 50,662 | 50,674 | |
| Bank of New York Mellon Corp. | 5.606% | 7/21/39 | 5,658 | 5,657 | ||
| Bank of Nova Scotia | 4.850% | 2/1/30 | 27,182 | 27,432 | ||
| Bank of Nova Scotia | 2.150% | 8/1/31 | 13,391 | 11,517 | ||
| Bank of Nova Scotia | 2.450% | 2/2/32 | 25,206 | 21,612 | ||
| Bank of Nova Scotia | 4.740% | 11/10/32 | 8,137 | 8,049 | ||
| Bank of Nova Scotia | 5.650% | 2/1/34 | 34,968 | 36,143 | ||
| Bank of Nova Scotia | 4.588% | 5/4/37 | 24,445 | 22,774 | ||
| BankUnited Inc. | 5.125% | 6/11/30 | 7,140 | 6,980 | ||
| Barclays plc | 2.645% | 6/24/31 | 1,944 | 1,732 | ||
| Barclays plc | 2.667% | 3/10/32 | 26,759 | 23,387 | ||
| Barclays plc | 2.894% | 11/24/32 | 29,104 | 25,310 | ||
| Barclays plc | 5.746% | 8/9/33 | 37,513 | 38,282 | ||
| Barclays plc | 7.437% | 11/2/33 | 70,026 | 78,302 | ||
| Barclays plc | 6.224% | 5/9/34 | 57,561 | 60,052 | ||
| Barclays plc | 7.119% | 6/27/34 | 59,477 | 64,037 | ||
| Barclays plc | 6.692% | 9/13/34 | 60,330 | 64,813 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Barclays plc | 5.335% | 9/10/35 | 57,717 | 56,085 | ||
| Barclays plc | 5.785% | 2/25/36 | 49,722 | 49,851 | ||
| Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 33,672 | 29,229 | ||
| Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 17,269 | 15,789 | ||
| BlackRock Funding Inc. | 5.000% | 3/14/34 | 34,097 | 34,406 | ||
| BlackRock Funding Inc. | 4.900% | 1/8/35 | 13,500 | 13,435 | ||
| Blackrock Inc. | 1.900% | 1/28/31 | 43,211 | 37,620 | ||
| Blackrock Inc. | 2.100% | 2/25/32 | 7,224 | 6,151 | ||
| Blackrock Inc. | 4.750% | 5/25/33 | 37,503 | 37,468 | ||
| Blackstone Private Credit Fund | 6.250% | 1/25/31 | 16,951 | 17,278 | ||
| Blackstone Private Credit Fund | 6.000% | 1/29/32 | 18,204 | 18,196 | ||
| Blackstone Private Credit Fund | 6.000% | 11/22/34 | 24,115 | 23,223 | ||
| Blackstone Reg Finance Co. LLC | 5.000% | 12/6/34 | 20,784 | 20,264 | ||
| Blackstone Secured Lending Fund | 5.300% | 6/30/30 | 13,900 | 13,660 | ||
| Blue Owl Capital Corp. | 6.200% | 7/15/30 | 13,950 | 14,022 | ||
| Blue Owl Credit Income Corp. | 6.650% | 3/15/31 | 17,643 | 17,941 | ||
| Blue Owl Finance LLC | 3.125% | 6/10/31 | 17,315 | 15,121 | ||
| Blue Owl Finance LLC | 6.250% | 4/18/34 | 33,616 | 34,100 | ||
| Brookfield Asset Management Ltd. | 5.795% | 4/24/35 | 20,180 | 20,443 | ||
| Brookfield Capital Finance LLC | 6.087% | 6/14/33 | 13,470 | 14,032 | ||
| Brookfield Finance I UK plc | 2.340% | 1/30/32 | 13,106 | 10,987 | ||
| Brookfield Finance Inc. | 2.724% | 4/15/31 | 14,626 | 13,005 | ||
| Brookfield Finance Inc. | 6.350% | 1/5/34 | 23,699 | 25,051 | ||
| Brookfield Finance Inc. | 5.675% | 1/15/35 | 12,705 | 12,827 | ||
| Brown & Brown Inc. | 2.375% | 3/15/31 | 20,233 | 17,519 | ||
| Brown & Brown Inc. | 4.200% | 3/17/32 | 17,977 | 16,799 | ||
| Brown & Brown Inc. | 5.650% | 6/11/34 | 8,473 | 8,565 | ||
| Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 28,442 | 26,138 | ||
| Canadian Imperial Bank of Commerce | 6.092% | 10/3/33 | 40,200 | 42,635 | ||
| 2 | Capital One Financial Corp. | 7.624% | 10/30/31 | 45,765 | 50,990 | |
| Capital One Financial Corp. | 2.359% | 7/29/32 | 31,788 | 26,291 | ||
| Capital One Financial Corp. | 6.700% | 11/29/32 | 23,287 | 25,037 | ||
| Capital One Financial Corp. | 5.268% | 5/10/33 | 30,966 | 30,643 | ||
| Capital One Financial Corp. | 5.817% | 2/1/34 | 45,153 | 45,663 | ||
| Capital One Financial Corp. | 6.377% | 6/8/34 | 66,381 | 69,333 | ||
| Capital One Financial Corp. | 7.964% | 11/2/34 | 31,764 | 36,350 | ||
| Capital One Financial Corp. | 6.051% | 2/1/35 | 16,320 | 16,733 | ||
| Capital One Financial Corp. | 5.884% | 7/26/35 | 19,310 | 19,562 | ||
| Capital One Financial Corp. | 6.183% | 1/30/36 | 46,525 | 46,134 | ||
| Cboe Global Markets Inc. | 1.625% | 12/15/30 | 14,995 | 12,792 | ||
| Cboe Global Markets Inc. | 3.000% | 3/16/32 | 9,198 | 8,161 | ||
| Charles Schwab Corp. | 1.650% | 3/11/31 | 28,068 | 23,723 | ||
| Charles Schwab Corp. | 2.300% | 5/13/31 | 27,458 | 24,064 | ||
| Charles Schwab Corp. | 1.950% | 12/1/31 | 16,866 | 14,155 | ||
| Charles Schwab Corp. | 2.900% | 3/3/32 | 44,228 | 39,025 | ||
| Charles Schwab Corp. | 5.853% | 5/19/34 | 46,077 | 48,024 | ||
| Charles Schwab Corp. | 6.136% | 8/24/34 | 9,606 | 10,204 | ||
| Chubb INA Holdings LLC | 1.375% | 9/15/30 | 32,729 | 28,139 | ||
| Chubb INA Holdings LLC | 5.000% | 3/15/34 | 46,944 | 46,940 | ||
| CI Financial Corp. | 3.200% | 12/17/30 | 15,321 | 13,369 | ||
| 2 | Citibank NA | 5.570% | 4/30/34 | 66,552 | 68,151 | |
| 2 | Citigroup Inc. | 2.572% | 6/3/31 | 87,218 | 78,081 | |
| Citigroup Inc. | 2.561% | 5/1/32 | 53,701 | 46,902 | ||
| Citigroup Inc. | 6.625% | 6/15/32 | 33,467 | 36,037 | ||
| Citigroup Inc. | 2.520% | 11/3/32 | 3,074 | 2,645 | ||
| Citigroup Inc. | 3.057% | 1/25/33 | 88,920 | 78,183 | ||
| Citigroup Inc. | 3.785% | 3/17/33 | 105,537 | 96,941 | ||
| Citigroup Inc. | 4.910% | 5/24/33 | 39,348 | 38,650 | ||
| Citigroup Inc. | 6.000% | 10/31/33 | 21,046 | 21,802 | ||
| Citigroup Inc. | 6.270% | 11/17/33 | 90,737 | 96,337 | ||
| Citigroup Inc. | 6.174% | 5/25/34 | 107,467 | 109,980 | ||
| Citigroup Inc. | 5.827% | 2/13/35 | 82,914 | 82,628 | ||
| Citigroup Inc. | 5.449% | 6/11/35 | 61,977 | 62,074 | ||
| Citigroup Inc. | 6.020% | 1/24/36 | 77,152 | 77,397 | ||
| 2 | Citigroup Inc. | 5.333% | 3/27/36 | 76,452 | 75,497 | |
| Citigroup Inc. | 5.411% | 9/19/39 | 22,249 | 21,198 | ||
| Citizens Financial Group Inc. | 5.718% | 7/23/32 | 40,744 | 41,572 | ||
| Citizens Financial Group Inc. | 2.638% | 9/30/32 | 13,390 | 10,956 | ||
| Citizens Financial Group Inc. | 6.645% | 4/25/35 | 26,677 | 28,239 | ||
| Citizens Financial Group Inc. | 5.641% | 5/21/37 | 7,757 | 7,529 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| CME Group Inc. | 2.650% | 3/15/32 | 27,988 | 24,765 | ||
| CNA Financial Corp. | 2.050% | 8/15/30 | 8,919 | 7,747 | ||
| CNA Financial Corp. | 5.500% | 6/15/33 | 16,077 | 16,232 | ||
| CNA Financial Corp. | 5.125% | 2/15/34 | 13,800 | 13,590 | ||
| CNO Financial Group Inc. | 6.450% | 6/15/34 | 22,865 | 23,547 | ||
| Comerica Bank | 5.332% | 8/25/33 | 6,844 | 6,526 | ||
| Corebridge Financial Inc. | 3.900% | 4/5/32 | 42,348 | 38,988 | ||
| Corebridge Financial Inc. | 6.050% | 9/15/33 | 6,476 | 6,708 | ||
| Corebridge Financial Inc. | 5.750% | 1/15/34 | 34,130 | 34,787 | ||
| Corebridge Financial Inc. | 6.375% | 9/15/54 | 19,770 | 19,221 | ||
| Credit Suisse USA LLC | 7.125% | 7/15/32 | 29,592 | 33,091 | ||
| 2 | Deutsche Bank AG | 3.547% | 9/18/31 | 45,578 | 41,967 | |
| Deutsche Bank AG | 3.729% | 1/14/32 | 36,349 | 32,672 | ||
| Deutsche Bank AG | 3.035% | 5/28/32 | 28,008 | 24,701 | ||
| Deutsche Bank AG | 3.742% | 1/7/33 | 38,348 | 33,727 | ||
| Deutsche Bank AG | 7.079% | 2/10/34 | 44,475 | 46,635 | ||
| Deutsche Bank AG | 5.403% | 9/11/35 | 29,561 | 28,839 | ||
| Enstar Group Ltd. | 4.950% | 6/1/29 | 1 | — | ||
| Enstar Group Ltd. | 3.100% | 9/1/31 | 9,060 | 7,907 | ||
| Equitable Holdings Inc. | 5.594% | 1/11/33 | 14,891 | 15,152 | ||
| Equitable Holdings Inc. | 6.700% | 3/28/55 | 8,140 | 8,232 | ||
| F&G Annuities & Life Inc. | 6.250% | 10/4/34 | 14,629 | 14,147 | ||
| Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 14,356 | 13,122 | ||
| Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 24,244 | 24,623 | ||
| Fairfax Financial Holdings Ltd. | 6.000% | 12/7/33 | 21,915 | 22,540 | ||
| 3 | Fairfax Financial Holdings Ltd. | 5.750% | 5/20/35 | 11,000 | 10,981 | |
| Fidelity National Financial Inc. | 3.400% | 6/15/30 | 16,972 | 15,680 | ||
| Fidelity National Financial Inc. | 2.450% | 3/15/31 | 20,027 | 17,165 | ||
| Fifth Third Bancorp | 5.631% | 1/29/32 | 25,599 | 26,288 | ||
| Fifth Third Bancorp | 4.337% | 4/25/33 | 17,022 | 15,970 | ||
| First American Financial Corp. | 2.400% | 8/15/31 | 14,887 | 12,573 | ||
| First American Financial Corp. | 5.450% | 9/30/34 | 11,655 | 11,305 | ||
| First Citizens BancShares Inc. | 6.254% | 3/12/40 | 14,501 | 14,038 | ||
| Franklin Resources Inc. | 1.600% | 10/30/30 | 18,673 | 15,914 | ||
| FS KKR Capital Corp. | 3.250% | 7/15/27 | 1 | 1 | ||
| GATX Corp. | 4.000% | 6/30/30 | 4,614 | 4,420 | ||
| GATX Corp. | 1.900% | 6/1/31 | 9,164 | 7,672 | ||
| GATX Corp. | 3.500% | 6/1/32 | 6,754 | 6,063 | ||
| GATX Corp. | 4.900% | 3/15/33 | 7,733 | 7,518 | ||
| GATX Corp. | 5.450% | 9/15/33 | 13,688 | 13,727 | ||
| GATX Corp. | 6.050% | 3/15/34 | 19,062 | 19,814 | ||
| GATX Corp. | 6.900% | 5/1/34 | 14,292 | 15,606 | ||
| Global Payments Inc. | 2.900% | 5/15/30 | 27,566 | 24,965 | ||
| Global Payments Inc. | 2.900% | 11/15/31 | 29,190 | 25,371 | ||
| Global Payments Inc. | 5.400% | 8/15/32 | 23,284 | 23,361 | ||
| Globe Life Inc. | 2.150% | 8/15/30 | 4,700 | 4,086 | ||
| Globe Life Inc. | 4.800% | 6/15/32 | 4,237 | 4,123 | ||
| Globe Life Inc. | 5.850% | 9/15/34 | 7,000 | 7,121 | ||
| Goldman Sachs Capital I | 6.345% | 2/15/34 | 13,988 | 14,329 | ||
| Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 38,083 | 32,398 | ||
| Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 114,511 | 100,459 | ||
| Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 112,403 | 96,759 | ||
| Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 94,998 | 82,522 | ||
| Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 48,347 | 52,138 | ||
| Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 104,104 | 91,932 | ||
| Goldman Sachs Group Inc. | 5.851% | 4/25/35 | 60,305 | 62,148 | ||
| Goldman Sachs Group Inc. | 5.330% | 7/23/35 | 75,648 | 75,101 | ||
| Goldman Sachs Group Inc. | 5.016% | 10/23/35 | 99,321 | 96,056 | ||
| Goldman Sachs Group Inc. | 5.536% | 1/28/36 | 120,620 | 121,483 | ||
| HA Sustainable Infrastructure Capital Inc. | 6.375% | 7/1/34 | 26,575 | 25,934 | ||
| Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 7,635 | 6,659 | ||
| 1,3 | HPS Corporate Lending Fund | 5.850% | 6/5/30 | 16,600 | 16,556 | |
| HPS Corporate Lending Fund | 5.950% | 4/14/32 | 15,750 | 15,541 | ||
| 2 | HSBC Holdings plc | 2.848% | 6/4/31 | 18,080 | 16,286 | |
| 2 | HSBC Holdings plc | 2.357% | 8/18/31 | 40,828 | 35,808 | |
| HSBC Holdings plc | 5.733% | 5/17/32 | 56,220 | 57,692 | ||
| HSBC Holdings plc | 2.804% | 5/24/32 | 85,549 | 74,879 | ||
| HSBC Holdings plc | 2.871% | 11/22/32 | 26,242 | 22,812 | ||
| HSBC Holdings plc | 4.762% | 3/29/33 | 46,966 | 44,974 | ||
| HSBC Holdings plc | 5.402% | 8/11/33 | 66,528 | 67,077 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| HSBC Holdings plc | 8.113% | 11/3/33 | 67,379 | 76,870 | ||
| HSBC Holdings plc | 6.254% | 3/9/34 | 72,433 | 76,154 | ||
| HSBC Holdings plc | 6.547% | 6/20/34 | 57,496 | 60,079 | ||
| HSBC Holdings plc | 7.399% | 11/13/34 | 49,782 | 54,733 | ||
| HSBC Holdings plc | 5.719% | 3/4/35 | 22,224 | 22,666 | ||
| HSBC Holdings plc | 5.874% | 11/18/35 | 50,827 | 50,308 | ||
| HSBC Holdings plc | 5.450% | 3/3/36 | 61,217 | 60,304 | ||
| HSBC Holdings plc | 5.790% | 5/13/36 | 36,543 | 36,837 | ||
| Huntington Bancshares Inc. | 5.023% | 5/17/33 | 18,747 | 18,192 | ||
| Huntington Bancshares Inc. | 5.709% | 2/2/35 | 28,119 | 28,250 | ||
| Huntington Bancshares Inc. | 2.487% | 8/15/36 | 13,442 | 11,143 | ||
| Huntington Bancshares Inc. | 6.141% | 11/18/39 | 24,230 | 24,150 | ||
| ING Groep NV | 2.727% | 4/1/32 | 17,780 | 15,744 | ||
| ING Groep NV | 4.252% | 3/28/33 | 26,681 | 25,294 | ||
| ING Groep NV | 6.114% | 9/11/34 | 26,016 | 27,303 | ||
| ING Groep NV | 5.550% | 3/19/35 | 42,189 | 42,419 | ||
| ING Groep NV | 5.525% | 3/25/36 | 27,719 | 27,650 | ||
| Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 43,299 | 38,540 | ||
| Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 47,742 | 39,108 | ||
| Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 50,599 | 49,727 | ||
| Jackson Financial Inc. | 3.125% | 11/23/31 | 5,795 | 5,031 | ||
| Jackson Financial Inc. | 5.670% | 6/8/32 | 9,293 | 9,298 | ||
| Janus Henderson US Holdings Inc. | 5.450% | 9/10/34 | 11,010 | 10,626 | ||
| Jefferies Financial Group Inc. | 2.625% | 10/15/31 | 42,705 | 36,449 | ||
| Jefferies Financial Group Inc. | 2.750% | 10/15/32 | 13,508 | 11,179 | ||
| Jefferies Financial Group Inc. | 6.200% | 4/14/34 | 48,984 | 49,973 | ||
| 2 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 4,707 | 5,529 | |
| JPMorgan Chase & Co. | 1.764% | 11/19/31 | 60,473 | 51,665 | ||
| JPMorgan Chase & Co. | 1.953% | 2/4/32 | 102,890 | 88,101 | ||
| JPMorgan Chase & Co. | 2.580% | 4/22/32 | 97,154 | 85,700 | ||
| JPMorgan Chase & Co. | 2.545% | 11/8/32 | 48,395 | 41,923 | ||
| JPMorgan Chase & Co. | 2.963% | 1/25/33 | 102,204 | 90,335 | ||
| JPMorgan Chase & Co. | 4.586% | 4/26/33 | 54,623 | 53,239 | ||
| JPMorgan Chase & Co. | 4.912% | 7/25/33 | 141,286 | 140,018 | ||
| JPMorgan Chase & Co. | 5.717% | 9/14/33 | 99,011 | 101,555 | ||
| JPMorgan Chase & Co. | 5.350% | 6/1/34 | 130,710 | 132,419 | ||
| JPMorgan Chase & Co. | 6.254% | 10/23/34 | 85,316 | 91,183 | ||
| JPMorgan Chase & Co. | 5.336% | 1/23/35 | 79,577 | 80,037 | ||
| JPMorgan Chase & Co. | 5.766% | 4/22/35 | 75,386 | 77,967 | ||
| JPMorgan Chase & Co. | 5.294% | 7/22/35 | 85,520 | 85,443 | ||
| JPMorgan Chase & Co. | 4.946% | 10/22/35 | 70,378 | 68,351 | ||
| JPMorgan Chase & Co. | 5.502% | 1/24/36 | 90,877 | 92,033 | ||
| JPMorgan Chase & Co. | 5.572% | 4/22/36 | 107,353 | 109,232 | ||
| Kemper Corp. | 2.400% | 9/30/30 | 8,252 | 7,162 | ||
| Kemper Corp. | 3.800% | 2/23/32 | 11,097 | 9,927 | ||
| 2 | KeyBank NA | 4.900% | 8/8/32 | 21,120 | 19,945 | |
| KeyBank NA | 5.000% | 1/26/33 | 24,819 | 24,019 | ||
| 2 | KeyCorp | 4.789% | 6/1/33 | 22,947 | 21,881 | |
| KeyCorp | 6.401% | 3/6/35 | 27,266 | 28,627 | ||
| Lazard Group LLC | 6.000% | 3/15/31 | 12,175 | 12,593 | ||
| Lincoln National Corp. | 3.400% | 1/15/31 | 11,016 | 10,104 | ||
| Lincoln National Corp. | 3.400% | 3/1/32 | 4,416 | 3,911 | ||
| Lincoln National Corp. | 5.852% | 3/15/34 | 15,277 | 15,473 | ||
| Lloyds Banking Group plc | 4.976% | 8/11/33 | 30,659 | 30,043 | ||
| Lloyds Banking Group plc | 7.953% | 11/15/33 | 16,896 | 19,188 | ||
| Lloyds Banking Group plc | 5.679% | 1/5/35 | 50,467 | 50,993 | ||
| Lloyds Banking Group plc | 5.590% | 11/26/35 | 18,810 | 18,814 | ||
| LPL Holdings Inc. | 6.000% | 5/20/34 | 20,992 | 21,328 | ||
| LPL Holdings Inc. | 5.650% | 3/15/35 | 12,015 | 11,855 | ||
| M&T Bank Corp. | 6.082% | 3/13/32 | 29,668 | 30,852 | ||
| M&T Bank Corp. | 5.053% | 1/27/34 | 30,425 | 29,448 | ||
| 2 | M&T Bank Corp. | 5.385% | 1/16/36 | 25,620 | 24,968 | |
| Manulife Financial Corp. | 3.703% | 3/16/32 | 19,419 | 18,101 | ||
| Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 21,940 | 19,454 | ||
| Marsh & McLennan Cos. Inc. | 4.850% | 11/15/31 | 33,956 | 34,091 | ||
| Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 9,471 | 8,176 | ||
| Marsh & McLennan Cos. Inc. | 5.400% | 9/15/33 | 21,951 | 22,475 | ||
| Marsh & McLennan Cos. Inc. | 5.150% | 3/15/34 | 15,827 | 15,901 | ||
| Marsh & McLennan Cos. Inc. | 5.000% | 3/15/35 | 56,049 | 55,166 | ||
| Mastercard Inc. | 1.900% | 3/15/31 | 9,768 | 8,530 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Mastercard Inc. | 2.000% | 11/18/31 | 26,108 | 22,468 | ||
| Mastercard Inc. | 4.350% | 1/15/32 | 55,303 | 54,483 | ||
| Mastercard Inc. | 4.950% | 3/15/32 | 26,879 | 27,377 | ||
| Mastercard Inc. | 4.850% | 3/9/33 | 11,085 | 11,153 | ||
| Mastercard Inc. | 4.875% | 5/9/34 | 27,628 | 27,550 | ||
| Mastercard Inc. | 4.550% | 1/15/35 | 38,451 | 37,265 | ||
| MetLife Inc. | 6.500% | 12/15/32 | 8,565 | 9,499 | ||
| MetLife Inc. | 5.375% | 7/15/33 | 50,769 | 52,273 | ||
| MetLife Inc. | 5.300% | 12/15/34 | 39,445 | 39,941 | ||
| 2 | MetLife Inc. | 6.350% | 3/15/55 | 20,074 | 20,182 | |
| Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 17,700 | 16,083 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 41,879 | 36,723 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 58,500 | 50,340 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | 9,380 | 8,100 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 28,934 | 25,194 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 16,313 | 15,527 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 44,186 | 44,170 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.472% | 9/13/33 | 19,479 | 19,795 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.441% | 2/22/34 | 28,525 | 28,884 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/34 | 22,734 | 22,989 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.426% | 4/17/35 | 62,152 | 62,401 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.574% | 1/16/36 | 34,187 | 34,612 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.615% | 4/24/36 | 20,500 | 20,827 | ||
| Mizuho Financial Group Inc. | 5.098% | 5/13/31 | 7,000 | 7,075 | ||
| 2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 2,466 | 2,222 | |
| Mizuho Financial Group Inc. | 5.739% | 5/27/31 | 23,386 | 24,259 | ||
| 2 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 23,883 | 20,972 | |
| 2 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 22,284 | 19,245 | |
| Mizuho Financial Group Inc. | 2.564% | 9/13/31 | 28,728 | 24,623 | ||
| Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 11,448 | 9,775 | ||
| Mizuho Financial Group Inc. | 2.260% | 7/9/32 | 3,593 | 3,072 | ||
| Mizuho Financial Group Inc. | 5.669% | 9/13/33 | 24,673 | 25,241 | ||
| Mizuho Financial Group Inc. | 5.754% | 5/27/34 | 26,292 | 26,985 | ||
| Mizuho Financial Group Inc. | 5.748% | 7/6/34 | 33,548 | 34,453 | ||
| Mizuho Financial Group Inc. | 5.579% | 5/26/35 | 18,263 | 18,512 | ||
| Mizuho Financial Group Inc. | 5.594% | 7/10/35 | 9,595 | 9,722 | ||
| 2 | Morgan Stanley | 1.794% | 2/13/32 | 57,522 | 48,418 | |
| Morgan Stanley | 7.250% | 4/1/32 | 47,970 | 54,655 | ||
| 2 | Morgan Stanley | 1.928% | 4/28/32 | 76,959 | 64,984 | |
| 2 | Morgan Stanley | 2.239% | 7/21/32 | 84,750 | 72,242 | |
| 2 | Morgan Stanley | 2.511% | 10/20/32 | 59,789 | 51,466 | |
| Morgan Stanley | 2.943% | 1/21/33 | 54,750 | 48,132 | ||
| Morgan Stanley | 4.889% | 7/20/33 | 63,746 | 62,822 | ||
| Morgan Stanley | 6.342% | 10/18/33 | 95,969 | 102,627 | ||
| 2 | Morgan Stanley | 5.250% | 4/21/34 | 101,924 | 101,881 | |
| 2 | Morgan Stanley | 5.424% | 7/21/34 | 83,556 | 84,252 | |
| Morgan Stanley | 6.627% | 11/1/34 | 61,206 | 66,416 | ||
| Morgan Stanley | 5.466% | 1/18/35 | 86,565 | 87,053 | ||
| Morgan Stanley | 5.831% | 4/19/35 | 91,023 | 93,855 | ||
| Morgan Stanley | 5.320% | 7/19/35 | 74,087 | 73,611 | ||
| Morgan Stanley | 5.587% | 1/18/36 | 74,407 | 75,151 | ||
| Morgan Stanley | 5.664% | 4/17/36 | 61,054 | 62,122 | ||
| Morgan Stanley | 2.484% | 9/16/36 | 91,550 | 76,456 | ||
| Morgan Stanley | 5.297% | 4/20/37 | 42,367 | 41,495 | ||
| Morgan Stanley | 5.948% | 1/19/38 | 76,071 | 76,683 | ||
| Morgan Stanley | 5.942% | 2/7/39 | 24,830 | 25,028 | ||
| Nasdaq Inc. | 1.650% | 1/15/31 | 22,103 | 18,820 | ||
| Nasdaq Inc. | 5.550% | 2/15/34 | 27,406 | 28,070 | ||
| NatWest Group plc | 6.016% | 3/2/34 | 22,457 | 23,365 | ||
| NatWest Group plc | 5.778% | 3/1/35 | 44,334 | 45,132 | ||
| 2 | NatWest Group plc | 3.032% | 11/28/35 | 10,501 | 9,283 | |
| Nomura Holdings Inc. | 2.679% | 7/16/30 | 27,931 | 25,016 | ||
| Nomura Holdings Inc. | 2.608% | 7/14/31 | 18,321 | 15,911 | ||
| Nomura Holdings Inc. | 2.999% | 1/22/32 | 18,222 | 15,862 | ||
| Nomura Holdings Inc. | 6.181% | 1/18/33 | 30,228 | 31,726 | ||
| Nomura Holdings Inc. | 6.087% | 7/12/33 | 6,624 | 6,917 | ||
| Nomura Holdings Inc. | 5.783% | 7/3/34 | 23,554 | 24,008 | ||
| Northern Trust Corp. | 6.125% | 11/2/32 | 31,438 | 33,431 | ||
| Old Republic International Corp. | 5.750% | 3/28/34 | 10,715 | 10,885 | ||
| ORIX Corp. | 3.700% | 7/18/27 | 1 | 1 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| ORIX Corp. | 2.250% | 3/9/31 | 12,867 | 11,163 | ||
| ORIX Corp. | 4.000% | 4/13/32 | 13,963 | 13,030 | ||
| ORIX Corp. | 5.200% | 9/13/32 | 13,010 | 12,977 | ||
| ORIX Corp. | 5.400% | 2/25/35 | 15,520 | 15,435 | ||
| PartnerRe Finance B LLC | 4.500% | 10/1/50 | 5,886 | 5,445 | ||
| PayPal Holdings Inc. | 2.300% | 6/1/30 | 31,377 | 28,247 | ||
| PayPal Holdings Inc. | 4.400% | 6/1/32 | 5,209 | 5,075 | ||
| PayPal Holdings Inc. | 5.150% | 6/1/34 | 25,692 | 25,629 | ||
| PayPal Holdings Inc. | 5.100% | 4/1/35 | 13,293 | 13,105 | ||
| PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 26,862 | 23,217 | ||
| PNC Financial Services Group Inc. | 4.812% | 10/21/32 | 53,271 | 52,538 | ||
| PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 26,940 | 25,558 | ||
| PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 32,850 | 34,348 | ||
| PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 17,906 | 17,696 | ||
| PNC Financial Services Group Inc. | 5.939% | 8/18/34 | 32,258 | 33,390 | ||
| PNC Financial Services Group Inc. | 6.875% | 10/20/34 | 81,862 | 89,886 | ||
| PNC Financial Services Group Inc. | 5.676% | 1/22/35 | 59,325 | 60,533 | ||
| PNC Financial Services Group Inc. | 5.401% | 7/23/35 | 29,747 | 29,682 | ||
| PNC Financial Services Group Inc. | 5.575% | 1/29/36 | 64,006 | 64,516 | ||
| Primerica Inc. | 2.800% | 11/19/31 | 15,678 | 13,710 | ||
| Principal Financial Group Inc. | 2.125% | 6/15/30 | 12,415 | 10,929 | ||
| Principal Financial Group Inc. | 5.375% | 3/15/33 | 17,597 | 17,809 | ||
| Progressive Corp. | 3.000% | 3/15/32 | 15,347 | 13,811 | ||
| Progressive Corp. | 6.250% | 12/1/32 | 6,664 | 7,240 | ||
| Progressive Corp. | 4.950% | 6/15/33 | 18,133 | 18,288 | ||
| 2 | Prudential Financial Inc. | 5.750% | 7/15/33 | 12,368 | 12,982 | |
| Prudential Financial Inc. | 5.200% | 3/14/35 | 22,657 | 22,548 | ||
| 2 | Prudential Financial Inc. | 3.700% | 10/1/50 | 17,800 | 16,076 | |
| Prudential Financial Inc. | 5.125% | 3/1/52 | 31,869 | 30,542 | ||
| Prudential Financial Inc. | 6.000% | 9/1/52 | 29,591 | 29,569 | ||
| Prudential Financial Inc. | 6.750% | 3/1/53 | 3,422 | 3,561 | ||
| Prudential Financial Inc. | 6.500% | 3/15/54 | 30,239 | 30,853 | ||
| Prudential Funding Asia plc | 3.625% | 3/24/32 | 11,162 | 10,241 | ||
| Regions Financial Corp. | 5.502% | 9/6/35 | 30,772 | 30,179 | ||
| Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 16,110 | 14,914 | ||
| Reinsurance Group of America Inc. | 6.000% | 9/15/33 | 14,466 | 14,946 | ||
| Reinsurance Group of America Inc. | 5.750% | 9/15/34 | 18,284 | 18,500 | ||
| RenaissanceRe Holdings Ltd. | 5.750% | 6/5/33 | 25,383 | 25,747 | ||
| RenaissanceRe Holdings Ltd. | 5.800% | 4/1/35 | 16,350 | 16,480 | ||
| 2 | Royal Bank of Canada | 4.970% | 5/2/31 | 6,265 | 6,313 | |
| 2 | Royal Bank of Canada | 2.300% | 11/3/31 | 42,587 | 36,869 | |
| Royal Bank of Canada | 3.875% | 5/4/32 | 26,118 | 24,656 | ||
| 2 | Royal Bank of Canada | 5.000% | 2/1/33 | 60,775 | 60,910 | |
| 2 | Royal Bank of Canada | 5.000% | 5/2/33 | 9,269 | 9,278 | |
| 2 | Royal Bank of Canada | 5.150% | 2/1/34 | 32,419 | 32,734 | |
| Santander Holdings USA Inc. | 7.660% | 11/9/31 | 11,877 | 13,081 | ||
| Santander Holdings USA Inc. | 6.342% | 5/31/35 | 18,962 | 19,432 | ||
| Santander UK Group Holdings plc | 5.694% | 4/15/31 | 22,000 | 22,514 | ||
| Santander UK Group Holdings plc | 2.896% | 3/15/32 | 20,256 | 17,810 | ||
| Selective Insurance Group Inc. | 5.900% | 4/15/35 | 10,700 | 10,722 | ||
| 3 | Sixth Street Lending Partners | 6.125% | 7/15/30 | 24,650 | 24,909 | |
| Sixth Street Specialty Lending Inc. | 5.625% | 8/15/30 | 8,400 | 8,362 | ||
| State Street Corp. | 2.200% | 3/3/31 | 40,058 | 34,861 | ||
| State Street Corp. | 4.675% | 10/22/32 | 32,901 | 32,563 | ||
| State Street Corp. | 4.421% | 5/13/33 | 6,863 | 6,668 | ||
| State Street Corp. | 4.164% | 8/4/33 | 22,759 | 21,544 | ||
| State Street Corp. | 4.821% | 1/26/34 | 27,578 | 27,050 | ||
| State Street Corp. | 5.159% | 5/18/34 | 32,806 | 33,054 | ||
| State Street Corp. | 6.123% | 11/21/34 | 2,925 | 3,054 | ||
| State Street Corp. | 5.146% | 2/28/36 | 24,640 | 24,486 | ||
| Stewart Information Services Corp. | 3.600% | 11/15/31 | 12,174 | 10,787 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 25,865 | 23,770 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 31,089 | 27,416 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.852% | 7/13/30 | 26 | 27 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 16,745 | 14,571 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.424% | 7/9/31 | 34,650 | 35,590 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 19,766 | 16,953 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.454% | 1/15/32 | 17,591 | 18,058 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | 51,524 | 53,409 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.776% | 7/13/33 | 29,030 | 30,064 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Sumitomo Mitsui Financial Group Inc. | 5.808% | 9/14/33 | 18,981 | 19,821 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.558% | 7/9/34 | 46,874 | 47,816 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.632% | 1/15/35 | 25,475 | 26,045 | ||
| Synchrony Financial | 2.875% | 10/28/31 | 29,998 | 25,409 | ||
| 2 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 19,741 | 16,983 | |
| 2 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 17,713 | 15,249 | |
| Toronto-Dominion Bank | 5.298% | 1/30/32 | 28,734 | 29,139 | ||
| 2 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 59,692 | 53,443 | |
| Toronto-Dominion Bank | 4.456% | 6/8/32 | 35,819 | 34,719 | ||
| TPG Operating Group II LP | 5.875% | 3/5/34 | 19,215 | 19,400 | ||
| Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 18,421 | 20,307 | ||
| 2 | Truist Financial Corp. | 1.950% | 6/5/30 | 20,572 | 17,970 | |
| 2 | Truist Financial Corp. | 5.153% | 8/5/32 | 158 | 159 | |
| 2 | Truist Financial Corp. | 4.916% | 7/28/33 | 34,475 | 33,080 | |
| 2 | Truist Financial Corp. | 6.123% | 10/28/33 | 32,133 | 33,557 | |
| 2 | Truist Financial Corp. | 5.122% | 1/26/34 | 55,704 | 54,604 | |
| 2 | Truist Financial Corp. | 5.867% | 6/8/34 | 53,669 | 54,995 | |
| 2 | Truist Financial Corp. | 5.711% | 1/24/35 | 42,195 | 42,865 | |
| 2 | US Bancorp | 1.375% | 7/22/30 | 36,812 | 31,364 | |
| 2 | US Bancorp | 2.677% | 1/27/33 | 20,970 | 18,078 | |
| 2 | US Bancorp | 4.967% | 7/22/33 | 36,099 | 35,086 | |
| US Bancorp | 5.850% | 10/21/33 | 17,644 | 18,267 | ||
| US Bancorp | 4.839% | 2/1/34 | 32,002 | 31,032 | ||
| US Bancorp | 5.836% | 6/12/34 | 62,835 | 64,853 | ||
| US Bancorp | 5.678% | 1/23/35 | 73,293 | 74,654 | ||
| US Bancorp | 5.424% | 2/12/36 | 23,369 | 23,299 | ||
| US Bancorp | 2.491% | 11/3/36 | 32,006 | 26,606 | ||
| Visa Inc. | 1.100% | 2/15/31 | 25,931 | 21,921 | ||
| Voya Financial Inc. | 5.000% | 9/20/34 | 16,405 | 15,629 | ||
| 2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 184 | 181 | |
| 2 | Wells Fargo & Co. | 3.350% | 3/2/33 | 83,283 | 74,778 | |
| 2 | Wells Fargo & Co. | 4.897% | 7/25/33 | 105,942 | 104,148 | |
| Wells Fargo & Co. | 5.389% | 4/24/34 | 109,487 | 109,964 | ||
| 2 | Wells Fargo & Co. | 5.557% | 7/25/34 | 131,124 | 132,827 | |
| Wells Fargo & Co. | 6.491% | 10/23/34 | 97,345 | 104,342 | ||
| Wells Fargo & Co. | 5.499% | 1/23/35 | 101,052 | 101,630 | ||
| Wells Fargo & Co. | 5.211% | 12/3/35 | 54,732 | 53,700 | ||
| Wells Fargo & Co. | 5.605% | 4/23/36 | 90,647 | 91,714 | ||
| Western Union Co. | 2.750% | 3/15/31 | 3,642 | 3,160 | ||
| Westpac Banking Corp. | 2.150% | 6/3/31 | 32,485 | 28,534 | ||
| Westpac Banking Corp. | 5.405% | 8/10/33 | 32,200 | 32,102 | ||
| Westpac Banking Corp. | 6.820% | 11/17/33 | 21,054 | 22,886 | ||
| Westpac Banking Corp. | 2.668% | 11/15/35 | 50,703 | 44,214 | ||
| 2 | Westpac Banking Corp. | 5.618% | 11/20/35 | 40,284 | 39,986 | |
| Westpac Banking Corp. | 3.020% | 11/18/36 | 24,968 | 21,592 | ||
| Willis North America Inc. | 5.350% | 5/15/33 | 28,588 | 28,770 | ||
| Zions Bancorp NA | 6.816% | 11/19/35 | 13,931 | 14,004 | ||
| 17,668,255 | ||||||
| Health Care (8.9%) | ||||||
| Abbott Laboratories | 1.400% | 6/30/30 | 17,042 | 14,878 | ||
| AbbVie Inc. | 4.950% | 3/15/31 | 58,337 | 59,256 | ||
| AbbVie Inc. | 5.050% | 3/15/34 | 104,714 | 105,002 | ||
| 4 | AbbVie Inc. | 4.550% | 3/15/35 | 57,333 | 54,719 | |
| AbbVie Inc. | 5.200% | 3/15/35 | 26,982 | 27,116 | ||
| AbbVie Inc. | 4.500% | 5/14/35 | 51,529 | 49,016 | ||
| Adventist Health System | 5.430% | 3/1/32 | 9,185 | 9,157 | ||
| Adventist Health System | 5.757% | 12/1/34 | 13,090 | 12,893 | ||
| 2 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 3,997 | 3,571 | |
| Agilent Technologies Inc. | 2.100% | 6/4/30 | 2,276 | 2,016 | ||
| Agilent Technologies Inc. | 2.300% | 3/12/31 | 23,783 | 20,783 | ||
| Agilent Technologies Inc. | 4.750% | 9/9/34 | 13,605 | 13,116 | ||
| Amgen Inc. | 2.300% | 2/25/31 | 23,624 | 20,718 | ||
| Amgen Inc. | 2.000% | 1/15/32 | 30,375 | 25,514 | ||
| Amgen Inc. | 3.350% | 2/22/32 | 31,281 | 28,576 | ||
| Amgen Inc. | 4.200% | 3/1/33 | 9,550 | 9,032 | ||
| Amgen Inc. | 5.250% | 3/2/33 | 135,907 | 137,175 | ||
| AstraZeneca Finance LLC | 4.900% | 2/26/31 | 35,022 | 35,657 | ||
| AstraZeneca Finance LLC | 2.250% | 5/28/31 | 26,730 | 23,550 | ||
| AstraZeneca Finance LLC | 4.875% | 3/3/33 | 20,386 | 20,479 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AstraZeneca Finance LLC | 5.000% | 2/26/34 | 30,468 | 30,646 | ||
| AstraZeneca plc | 1.375% | 8/6/30 | 35,062 | 30,069 | ||
| Banner Health | 1.897% | 1/1/31 | 4,860 | 4,201 | ||
| Baxter International Inc. | 1.730% | 4/1/31 | 11,055 | 9,304 | ||
| Baxter International Inc. | 2.539% | 2/1/32 | 51,629 | 44,278 | ||
| 2 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 5,411 | 4,657 | |
| Becton Dickinson & Co. | 1.957% | 2/11/31 | 33,191 | 28,468 | ||
| Becton Dickinson & Co. | 4.298% | 8/22/32 | 21,380 | 20,337 | ||
| Becton Dickinson & Co. | 5.110% | 2/8/34 | 11,129 | 10,964 | ||
| Biogen Inc. | 2.250% | 5/1/30 | 24,595 | 21,816 | ||
| Biogen Inc. | 5.750% | 5/15/35 | 14,025 | 14,129 | ||
| Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 24,659 | 22,408 | ||
| 2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 7,900 | 7,501 | |
| Boston Scientific Corp. | 2.650% | 6/1/30 | 35,039 | 32,161 | ||
| Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 37,433 | 31,986 | ||
| Bristol-Myers Squibb Co. | 5.750% | 2/1/31 | 3,500 | 3,702 | ||
| Bristol-Myers Squibb Co. | 5.100% | 2/22/31 | 47,071 | 48,172 | ||
| Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 57,791 | 51,647 | ||
| Bristol-Myers Squibb Co. | 5.900% | 11/15/33 | 11,249 | 11,926 | ||
| Bristol-Myers Squibb Co. | 5.200% | 2/22/34 | 83,009 | 83,633 | ||
| Cardinal Health Inc. | 5.450% | 2/15/34 | 16,684 | 16,851 | ||
| Cardinal Health Inc. | 5.350% | 11/15/34 | 22,011 | 21,948 | ||
| 2 | Cedars-Sinai Health System | 2.288% | 8/15/31 | 6,155 | 5,293 | |
| Cencora Inc. | 2.700% | 3/15/31 | 36,344 | 32,446 | ||
| Cencora Inc. | 5.125% | 2/15/34 | 5,488 | 5,464 | ||
| Cencora Inc. | 5.150% | 2/15/35 | 29,700 | 29,458 | ||
| Centene Corp. | 3.000% | 10/15/30 | 69,790 | 61,397 | ||
| Centene Corp. | 2.500% | 3/1/31 | 61,336 | 52,093 | ||
| Centene Corp. | 2.625% | 8/1/31 | 21,228 | 17,980 | ||
| Cigna Group | 2.375% | 3/15/31 | 43,341 | 37,897 | ||
| Cigna Group | 5.125% | 5/15/31 | 25,227 | 25,647 | ||
| Cigna Group | 5.400% | 3/15/33 | 20,244 | 20,586 | ||
| Cigna Group | 5.250% | 2/15/34 | 28,356 | 28,315 | ||
| CommonSpirit Health | 2.782% | 10/1/30 | 1,250 | 1,128 | ||
| CommonSpirit Health | 5.205% | 12/1/31 | 25,945 | 26,177 | ||
| CommonSpirit Health | 5.318% | 12/1/34 | 24,615 | 24,194 | ||
| CVS Health Corp. | 1.750% | 8/21/30 | 39,267 | 33,392 | ||
| CVS Health Corp. | 5.250% | 1/30/31 | 45,684 | 46,068 | ||
| CVS Health Corp. | 1.875% | 2/28/31 | 50,704 | 42,606 | ||
| CVS Health Corp. | 5.550% | 6/1/31 | 12,048 | 12,308 | ||
| CVS Health Corp. | 2.125% | 9/15/31 | 21,088 | 17,661 | ||
| CVS Health Corp. | 5.250% | 2/21/33 | 54,392 | 53,594 | ||
| CVS Health Corp. | 5.300% | 6/1/33 | 35,622 | 35,142 | ||
| CVS Health Corp. | 5.700% | 6/1/34 | 42,109 | 42,371 | ||
| DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 20,829 | 18,795 | ||
| Elevance Health Inc. | 4.101% | 3/1/28 | 1 | — | ||
| Elevance Health Inc. | 2.550% | 3/15/31 | 34,390 | 30,390 | ||
| Elevance Health Inc. | 4.950% | 11/1/31 | 31,275 | 31,335 | ||
| Elevance Health Inc. | 4.100% | 5/15/32 | 12,571 | 11,848 | ||
| Elevance Health Inc. | 5.500% | 10/15/32 | 11,679 | 11,984 | ||
| Elevance Health Inc. | 4.750% | 2/15/33 | 31,854 | 30,996 | ||
| Elevance Health Inc. | 5.375% | 6/15/34 | 46,520 | 46,607 | ||
| Elevance Health Inc. | 5.950% | 12/15/34 | 6,919 | 7,211 | ||
| Elevance Health Inc. | 5.200% | 2/15/35 | 28,642 | 28,476 | ||
| Eli Lilly & Co. | 4.900% | 2/12/32 | 26,835 | 27,244 | ||
| Eli Lilly & Co. | 4.700% | 2/27/33 | 17,405 | 17,322 | ||
| Eli Lilly & Co. | 4.700% | 2/9/34 | 50,588 | 49,774 | ||
| Eli Lilly & Co. | 4.600% | 8/14/34 | 38,787 | 37,848 | ||
| Eli Lilly & Co. | 5.100% | 2/12/35 | 40,727 | 41,013 | ||
| GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 47,325 | 49,731 | ||
| Gilead Sciences Inc. | 1.650% | 10/1/30 | 39,173 | 33,831 | ||
| Gilead Sciences Inc. | 5.250% | 10/15/33 | 16,832 | 17,112 | ||
| Gilead Sciences Inc. | 5.100% | 6/15/35 | 4,600 | 4,575 | ||
| GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 1 | 1 | ||
| GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 15,258 | 15,648 | ||
| GlaxoSmithKline Capital Inc. | 4.875% | 4/15/35 | 21,433 | 21,024 | ||
| HCA Inc. | 3.500% | 9/1/30 | 74,829 | 69,743 | ||
| HCA Inc. | 5.450% | 4/1/31 | 70,019 | 71,264 | ||
| HCA Inc. | 2.375% | 7/15/31 | 24,219 | 20,717 | ||
| HCA Inc. | 5.500% | 3/1/32 | 22,424 | 22,693 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| HCA Inc. | 3.625% | 3/15/32 | 59,402 | 53,905 | ||
| HCA Inc. | 5.500% | 6/1/33 | 22,007 | 22,209 | ||
| HCA Inc. | 5.600% | 4/1/34 | 37,110 | 37,287 | ||
| HCA Inc. | 5.450% | 9/15/34 | 50,642 | 50,210 | ||
| HCA Inc. | 5.750% | 3/1/35 | 55,241 | 55,718 | ||
| Humana Inc. | 5.375% | 4/15/31 | 57,420 | 57,787 | ||
| Humana Inc. | 2.150% | 2/3/32 | 35,722 | 29,232 | ||
| Humana Inc. | 5.875% | 3/1/33 | 26,328 | 26,732 | ||
| Humana Inc. | 5.950% | 3/15/34 | 34,368 | 34,887 | ||
| Humana Inc. | 5.550% | 5/1/35 | 9,775 | 9,598 | ||
| Icon Investments Six DAC | 6.000% | 5/8/34 | 11,871 | 11,879 | ||
| Illumina Inc. | 2.550% | 3/23/31 | 15,430 | 13,291 | ||
| Johnson & Johnson | 1.300% | 9/1/30 | 64,914 | 55,880 | ||
| Johnson & Johnson | 4.900% | 6/1/31 | 39,913 | 40,943 | ||
| Johnson & Johnson | 4.850% | 3/1/32 | 44,935 | 45,682 | ||
| Johnson & Johnson | 4.375% | 12/5/33 | 20,704 | 20,438 | ||
| Johnson & Johnson | 5.000% | 3/1/35 | 56,188 | 56,695 | ||
| Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 18,980 | 16,860 | ||
| Laboratory Corp. of America Holdings | 4.550% | 4/1/32 | 18,526 | 18,108 | ||
| Laboratory Corp. of America Holdings | 4.800% | 10/1/34 | 25,993 | 24,945 | ||
| McKesson Corp. | 4.950% | 5/30/32 | 18,500 | 18,554 | ||
| McKesson Corp. | 5.100% | 7/15/33 | 17,407 | 17,619 | ||
| McKesson Corp. | 5.250% | 5/30/35 | 20,375 | 20,434 | ||
| Medtronic Global Holdings SCA | 4.500% | 3/30/33 | 34,449 | 33,612 | ||
| Medtronic Inc. | 4.375% | 3/15/35 | 51,880 | 49,360 | ||
| Merck & Co. Inc. | 1.450% | 6/24/30 | 34,716 | 29,977 | ||
| Merck & Co. Inc. | 2.150% | 12/10/31 | 63,390 | 54,709 | ||
| Merck & Co. Inc. | 4.500% | 5/17/33 | 42,408 | 41,687 | ||
| Novartis Capital Corp. | 2.200% | 8/14/30 | 48,521 | 43,695 | ||
| Novartis Capital Corp. | 4.000% | 9/18/31 | 11,098 | 10,799 | ||
| Novartis Capital Corp. | 4.200% | 9/18/34 | 32,660 | 30,907 | ||
| 2 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 730 | 586 | |
| OhioHealth Corp. | 2.297% | 11/15/31 | 5,220 | 4,543 | ||
| Orlando Health Obligated Group | 5.475% | 10/1/35 | 8,650 | 8,766 | ||
| Pfizer Inc. | 2.625% | 4/1/30 | 13,421 | 12,364 | ||
| Pfizer Inc. | 1.700% | 5/28/30 | 26,337 | 23,084 | ||
| Pfizer Inc. | 1.750% | 8/18/31 | 26,475 | 22,610 | ||
| Pfizer Investment Enterprises Pte. Ltd. | 4.750% | 5/19/33 | 147,302 | 144,868 | ||
| 2 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 4,513 | 3,713 | |
| Providence St. Joseph Health Obligated Group | 5.403% | 10/1/33 | 14,095 | 14,112 | ||
| Quest Diagnostics Inc. | 2.950% | 6/30/30 | 26,810 | 24,718 | ||
| Quest Diagnostics Inc. | 2.800% | 6/30/31 | 19,908 | 17,821 | ||
| Quest Diagnostics Inc. | 6.400% | 11/30/33 | 27,703 | 29,891 | ||
| Quest Diagnostics Inc. | 5.000% | 12/15/34 | 15,959 | 15,665 | ||
| Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 26,157 | 22,395 | ||
| Revvity Inc. | 2.550% | 3/15/31 | 10,805 | 9,351 | ||
| Revvity Inc. | 2.250% | 9/15/31 | 15,522 | 13,048 | ||
| Royalty Pharma plc | 2.200% | 9/2/30 | 26,019 | 22,665 | ||
| Royalty Pharma plc | 2.150% | 9/2/31 | 20,099 | 16,983 | ||
| Smith & Nephew plc | 2.032% | 10/14/30 | 4,064 | 3,525 | ||
| Smith & Nephew plc | 5.400% | 3/20/34 | 20,787 | 20,694 | ||
| Solventum Corp. | 5.450% | 3/13/31 | 22,230 | 22,762 | ||
| Solventum Corp. | 5.600% | 3/23/34 | 47,506 | 47,905 | ||
| 2 | Stanford Health Care | 3.310% | 8/15/30 | 8,315 | 7,842 | |
| STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 16,615 | 14,724 | ||
| Stryker Corp. | 1.950% | 6/15/30 | 30,317 | 26,716 | ||
| Stryker Corp. | 4.625% | 9/11/34 | 6,912 | 6,692 | ||
| Stryker Corp. | 5.200% | 2/10/35 | 35,520 | 35,557 | ||
| 2 | Sutter Health | 2.294% | 8/15/30 | 14,837 | 13,190 | |
| Sutter Health | 5.164% | 8/15/33 | 11,905 | 11,926 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.300% | 7/5/34 | 29,190 | 29,188 | ||
| Thermo Fisher Scientific Inc. | 4.977% | 8/10/30 | 19,638 | 20,066 | ||
| Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 35,652 | 30,663 | ||
| Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | 16,176 | 16,306 | ||
| Thermo Fisher Scientific Inc. | 5.086% | 8/10/33 | 29,940 | 30,170 | ||
| Thermo Fisher Scientific Inc. | 5.200% | 1/31/34 | 8,062 | 8,154 | ||
| UnitedHealth Group Inc. | 4.900% | 4/15/31 | 48,876 | 48,936 | ||
| UnitedHealth Group Inc. | 2.300% | 5/15/31 | 42,389 | 36,773 | ||
| UnitedHealth Group Inc. | 4.950% | 1/15/32 | 52,083 | 51,785 | ||
| UnitedHealth Group Inc. | 4.200% | 5/15/32 | 40,305 | 38,306 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| UnitedHealth Group Inc. | 5.350% | 2/15/33 | 40,516 | 40,860 | ||
| UnitedHealth Group Inc. | 4.500% | 4/15/33 | 39,444 | 37,620 | ||
| UnitedHealth Group Inc. | 5.000% | 4/15/34 | 49,659 | 48,562 | ||
| UnitedHealth Group Inc. | 5.150% | 7/15/34 | 49,890 | 49,257 | ||
| Universal Health Services Inc. | 2.650% | 10/15/30 | 14,475 | 12,706 | ||
| Universal Health Services Inc. | 2.650% | 1/15/32 | 13,761 | 11,443 | ||
| Universal Health Services Inc. | 5.050% | 10/15/34 | 16,540 | 15,533 | ||
| UPMC | 5.035% | 5/15/33 | 15,330 | 15,086 | ||
| Viatris Inc. | 2.700% | 6/22/30 | 22,760 | 19,895 | ||
| Wyeth LLC | 6.500% | 2/1/34 | 10,395 | 11,403 | ||
| Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 28,876 | 25,194 | ||
| Zimmer Biomet Holdings Inc. | 5.200% | 9/15/34 | 28,105 | 27,739 | ||
| Zimmer Biomet Holdings Inc. | 5.500% | 2/19/35 | 7,410 | 7,474 | ||
| Zoetis Inc. | 5.600% | 11/16/32 | 28,803 | 30,026 | ||
| 4,906,927 | ||||||
| Industrials (5.9%) | ||||||
| 3M Co. | 5.150% | 3/15/35 | 13,384 | 13,239 | ||
| Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 15,559 | 13,468 | ||
| AGCO Corp. | 5.800% | 3/21/34 | 19,511 | 19,572 | ||
| Allegion US Holding Co. Inc. | 5.411% | 7/1/32 | 16,532 | 16,774 | ||
| Allegion US Holding Co. Inc. | 5.600% | 5/29/34 | 11,805 | 11,906 | ||
| 2 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 18,974 | 16,475 | |
| 2 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 20,424 | 18,705 | |
| Amphenol Corp. | 5.250% | 4/5/34 | 24,995 | 25,318 | ||
| Amphenol Corp. | 5.000% | 1/15/35 | 23,475 | 23,280 | ||
| Boeing Co. | 3.625% | 2/1/31 | 58,675 | 54,700 | ||
| Boeing Co. | 6.388% | 5/1/31 | 22,120 | 23,597 | ||
| Boeing Co. | 3.600% | 5/1/34 | 21,179 | 18,309 | ||
| Boeing Co. | 6.528% | 5/1/34 | 75,485 | 80,621 | ||
| Boeing Co. | 3.250% | 2/1/35 | 26,160 | 21,525 | ||
| Canadian National Railway Co. | 3.850% | 8/5/32 | 22,331 | 20,864 | ||
| Canadian National Railway Co. | 5.850% | 11/1/33 | 7,907 | 8,313 | ||
| Canadian National Railway Co. | 6.250% | 8/1/34 | 4,980 | 5,377 | ||
| Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 16,327 | 18,184 | ||
| Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 36,122 | 31,280 | ||
| Canadian Pacific Railway Co. | 5.200% | 3/30/35 | 21,505 | 21,429 | ||
| Carrier Global Corp. | 2.700% | 2/15/31 | 29,056 | 26,112 | ||
| Carrier Global Corp. | 5.900% | 3/15/34 | 31,664 | 33,251 | ||
| Caterpillar Inc. | 1.900% | 3/12/31 | 4,361 | 3,800 | ||
| Caterpillar Inc. | 5.200% | 5/15/35 | 39,950 | 40,105 | ||
| CSX Corp. | 4.100% | 11/15/32 | 43,899 | 41,809 | ||
| CSX Corp. | 5.200% | 11/15/33 | 10,891 | 11,047 | ||
| Cummins Inc. | 1.500% | 9/1/30 | 19,935 | 17,178 | ||
| Cummins Inc. | 4.700% | 2/15/31 | 28,750 | 28,654 | ||
| Cummins Inc. | 5.150% | 2/20/34 | 13,896 | 13,992 | ||
| Cummins Inc. | 5.300% | 5/9/35 | 29,750 | 29,708 | ||
| 3 | Daimler Truck Finance North America LLC | 5.375% | 1/13/32 | 2,000 | 2,003 | |
| Deere & Co. | 7.125% | 3/3/31 | 740 | 838 | ||
| Deere & Co. | 5.450% | 1/16/35 | 41,391 | 42,422 | ||
| Eaton Corp. | 4.000% | 11/2/32 | 18,188 | 17,278 | ||
| Eaton Corp. | 4.150% | 3/15/33 | 33,337 | 31,908 | ||
| Embraer Netherlands Finance BV | 5.980% | 2/11/35 | 17,920 | 18,136 | ||
| Emerson Electric Co. | 1.950% | 10/15/30 | 19,047 | 16,775 | ||
| Emerson Electric Co. | 2.200% | 12/21/31 | 29,803 | 25,894 | ||
| Emerson Electric Co. | 5.000% | 3/15/35 | 7,268 | 7,301 | ||
| 2 | Federal Express Corp. Pass-Through Trusts Series 2020-1 | 1.875% | 2/20/34 | 1,321 | 1,125 | |
| 3 | FedEx Corp. | 4.250% | 5/15/30 | 20,755 | 20,157 | |
| 3 | FedEx Corp. | 2.400% | 5/15/31 | 28,565 | 24,592 | |
| 3 | FedEx Corp. | 4.900% | 1/15/34 | 14,717 | 13,942 | |
| Flowserve Corp. | 3.500% | 10/1/30 | 15,753 | 14,551 | ||
| GE Capital Funding LLC | 4.550% | 5/15/32 | 15,234 | 14,984 | ||
| General Dynamics Corp. | 2.250% | 6/1/31 | 4,758 | 4,190 | ||
| 2 | General Electric Co. | 6.750% | 3/15/32 | 13,158 | 14,687 | |
| HEICO Corp. | 5.350% | 8/1/33 | 15,590 | 15,747 | ||
| Hexcel Corp. | 5.875% | 2/26/35 | 7,862 | 7,829 | ||
| Honeywell International Inc. | 1.950% | 6/1/30 | 26,303 | 23,270 | ||
| Honeywell International Inc. | 1.750% | 9/1/31 | 38,028 | 31,973 | ||
| Honeywell International Inc. | 4.950% | 9/1/31 | 14,606 | 14,825 | ||
| Honeywell International Inc. | 4.750% | 2/1/32 | 23,082 | 22,986 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Honeywell International Inc. | 5.000% | 2/15/33 | 35,491 | 35,564 | ||
| Honeywell International Inc. | 4.500% | 1/15/34 | 29,713 | 28,585 | ||
| Honeywell International Inc. | 5.000% | 3/1/35 | 33,265 | 33,001 | ||
| Howmet Aerospace Inc. | 4.850% | 10/15/31 | 10,304 | 10,330 | ||
| Huntington Ingalls Industries Inc. | 5.749% | 1/15/35 | 31,246 | 31,609 | ||
| IDEX Corp. | 2.625% | 6/15/31 | 13,727 | 12,050 | ||
| Ingersoll Rand Inc. | 5.314% | 6/15/31 | 6,960 | 7,117 | ||
| Ingersoll Rand Inc. | 5.700% | 8/14/33 | 30,336 | 31,206 | ||
| Ingersoll Rand Inc. | 5.450% | 6/15/34 | 16,380 | 16,533 | ||
| Jacobs Engineering Group Inc. | 5.900% | 3/1/33 | 12,139 | 12,455 | ||
| 2 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 2,883 | 2,650 | |
| 2 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 11,235 | 9,767 | |
| 2 | John Deere Capital Corp. | 4.700% | 6/10/30 | 42,957 | 43,364 | |
| John Deere Capital Corp. | 1.450% | 1/15/31 | 18,035 | 15,363 | ||
| 2 | John Deere Capital Corp. | 4.900% | 3/7/31 | 48,321 | 49,025 | |
| 2 | John Deere Capital Corp. | 3.900% | 6/7/32 | 14,199 | 13,487 | |
| 2 | John Deere Capital Corp. | 4.350% | 9/15/32 | 29,784 | 29,074 | |
| 2 | John Deere Capital Corp. | 5.150% | 9/8/33 | 27,657 | 28,161 | |
| 2 | John Deere Capital Corp. | 5.100% | 4/11/34 | 31,578 | 31,746 | |
| 2 | John Deere Capital Corp. | 5.050% | 6/12/34 | 27,931 | 27,936 | |
| Johnson Controls International plc | 1.750% | 9/15/30 | 16,844 | 14,599 | ||
| Johnson Controls International plc | 2.000% | 9/16/31 | 21,257 | 18,000 | ||
| Johnson Controls International plc | 4.900% | 12/1/32 | 20,572 | 20,338 | ||
| Kennametal Inc. | 2.800% | 3/1/31 | 9,361 | 8,245 | ||
| Keysight Technologies Inc. | 4.950% | 10/15/34 | 14,547 | 14,145 | ||
| L3Harris Technologies Inc. | 1.800% | 1/15/31 | 18,185 | 15,476 | ||
| L3Harris Technologies Inc. | 5.250% | 6/1/31 | 24,617 | 25,114 | ||
| L3Harris Technologies Inc. | 5.400% | 7/31/33 | 46,424 | 47,028 | ||
| L3Harris Technologies Inc. | 5.350% | 6/1/34 | 23,910 | 24,069 | ||
| LKQ Corp. | 6.250% | 6/15/33 | 14,524 | 15,130 | ||
| Lockheed Martin Corp. | 1.850% | 6/15/30 | 14,472 | 12,795 | ||
| Lockheed Martin Corp. | 4.700% | 12/15/31 | 21,180 | 21,266 | ||
| Lockheed Martin Corp. | 3.900% | 6/15/32 | 32,175 | 30,565 | ||
| Lockheed Martin Corp. | 5.250% | 1/15/33 | 39,862 | 40,981 | ||
| Lockheed Martin Corp. | 4.750% | 2/15/34 | 21,237 | 20,849 | ||
| Lockheed Martin Corp. | 4.800% | 8/15/34 | 15,066 | 14,817 | ||
| Nordson Corp. | 5.800% | 9/15/33 | 15,501 | 16,124 | ||
| Norfolk Southern Corp. | 5.050% | 8/1/30 | 18,898 | 19,323 | ||
| Norfolk Southern Corp. | 2.300% | 5/15/31 | 30,956 | 27,105 | ||
| Norfolk Southern Corp. | 3.000% | 3/15/32 | 25,575 | 22,856 | ||
| Norfolk Southern Corp. | 4.450% | 3/1/33 | 21,728 | 20,903 | ||
| Norfolk Southern Corp. | 5.550% | 3/15/34 | 28,833 | 29,684 | ||
| Norfolk Southern Corp. | 5.100% | 5/1/35 | 16,100 | 15,925 | ||
| Northrop Grumman Corp. | 4.650% | 7/15/30 | 8,050 | 8,075 | ||
| Northrop Grumman Corp. | 4.700% | 3/15/33 | 33,554 | 32,995 | ||
| Northrop Grumman Corp. | 4.900% | 6/1/34 | 20,138 | 19,808 | ||
| nVent Finance Sarl | 2.750% | 11/15/31 | 7,796 | 6,654 | ||
| nVent Finance Sarl | 5.650% | 5/15/33 | 16,260 | 16,229 | ||
| Otis Worldwide Corp. | 5.125% | 11/19/31 | 21,456 | 21,740 | ||
| 2 | PACCAR Financial Corp. | 5.000% | 3/22/34 | 12,177 | 12,161 | |
| 2 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 13,690 | 12,823 | |
| Pentair Finance Sarl | 5.900% | 7/15/32 | 11,311 | 11,663 | ||
| Regal Rexnord Corp. | 6.400% | 4/15/33 | 33,976 | 35,209 | ||
| Republic Services Inc. | 4.750% | 7/15/30 | 2,975 | 3,003 | ||
| Republic Services Inc. | 1.450% | 2/15/31 | 20,874 | 17,568 | ||
| Republic Services Inc. | 1.750% | 2/15/32 | 18,244 | 15,150 | ||
| Republic Services Inc. | 2.375% | 3/15/33 | 5,097 | 4,280 | ||
| Republic Services Inc. | 5.000% | 12/15/33 | 9,811 | 9,848 | ||
| Republic Services Inc. | 5.000% | 4/1/34 | 21,921 | 21,914 | ||
| Republic Services Inc. | 5.200% | 11/15/34 | 21,816 | 21,996 | ||
| Republic Services Inc. | 5.150% | 3/15/35 | 34,559 | 34,691 | ||
| Rockwell Automation Inc. | 1.750% | 8/15/31 | 15,241 | 12,929 | ||
| RTX Corp. | 2.250% | 7/1/30 | 40,710 | 36,379 | ||
| RTX Corp. | 6.000% | 3/15/31 | 12,772 | 13,556 | ||
| RTX Corp. | 1.900% | 9/1/31 | 15,102 | 12,727 | ||
| RTX Corp. | 2.375% | 3/15/32 | 31,149 | 26,593 | ||
| RTX Corp. | 5.150% | 2/27/33 | 36,850 | 37,099 | ||
| RTX Corp. | 6.100% | 3/15/34 | 43,778 | 46,589 | ||
| RTX Corp. | 5.400% | 5/1/35 | 14,537 | 14,698 | ||
| 2 | Ryder System Inc. | 4.850% | 6/15/30 | 7,700 | 7,652 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Ryder System Inc. | 6.600% | 12/1/33 | 27,091 | 29,275 | ||
| Teledyne Technologies Inc. | 2.750% | 4/1/31 | 25,452 | 22,652 | ||
| Textron Inc. | 3.000% | 6/1/30 | 16,594 | 15,178 | ||
| Textron Inc. | 2.450% | 3/15/31 | 2,268 | 1,979 | ||
| Textron Inc. | 6.100% | 11/15/33 | 17,659 | 18,475 | ||
| Textron Inc. | 5.500% | 5/15/35 | 15,000 | 14,929 | ||
| Timken Co. | 4.125% | 4/1/32 | 10,820 | 9,956 | ||
| Trane Technologies Financing Ltd. | 5.250% | 3/3/33 | 17,330 | 17,677 | ||
| Trane Technologies Financing Ltd. | 5.100% | 6/13/34 | 14,313 | 14,290 | ||
| Trimble Inc. | 6.100% | 3/15/33 | 21,119 | 22,054 | ||
| Triton Container International Ltd. | 3.250% | 3/15/32 | 15,358 | 13,011 | ||
| Tyco Electronics Group SA | 2.500% | 2/4/32 | 21,564 | 18,581 | ||
| Union Pacific Corp. | 2.375% | 5/20/31 | 31,233 | 27,713 | ||
| Union Pacific Corp. | 2.800% | 2/14/32 | 11,493 | 10,226 | ||
| Union Pacific Corp. | 4.500% | 1/20/33 | 22,733 | 22,251 | ||
| Union Pacific Corp. | 5.100% | 2/20/35 | 27,404 | 27,477 | ||
| 2 | United Airlines Pass-Through Trust Class A Series 2023-1 | 5.800% | 1/15/36 | 7,174 | 7,181 | |
| 2 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 2,133 | 2,013 | |
| 2 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 11,971 | 10,572 | |
| United Parcel Service Inc. | 4.650% | 10/15/30 | 7,735 | 7,768 | ||
| United Parcel Service Inc. | 4.875% | 3/3/33 | 21,214 | 21,214 | ||
| United Parcel Service Inc. | 5.150% | 5/22/34 | 10,912 | 11,007 | ||
| United Parcel Service Inc. | 5.250% | 5/14/35 | 28,825 | 28,843 | ||
| Veralto Corp. | 5.450% | 9/18/33 | 16,426 | 16,670 | ||
| Vontier Corp. | 2.950% | 4/1/31 | 16,397 | 14,463 | ||
| Waste Connections Inc. | 2.200% | 1/15/32 | 17,352 | 14,787 | ||
| Waste Connections Inc. | 3.200% | 6/1/32 | 11,657 | 10,486 | ||
| Waste Connections Inc. | 4.200% | 1/15/33 | 20,800 | 19,844 | ||
| Waste Connections Inc. | 5.000% | 3/1/34 | 23,130 | 23,067 | ||
| Waste Management Inc. | 1.500% | 3/15/31 | 15,310 | 12,933 | ||
| Waste Management Inc. | 4.950% | 7/3/31 | 33,695 | 34,215 | ||
| Waste Management Inc. | 4.800% | 3/15/32 | 20,656 | 20,687 | ||
| Waste Management Inc. | 4.150% | 4/15/32 | 30,890 | 29,787 | ||
| Waste Management Inc. | 4.625% | 2/15/33 | 6,897 | 6,824 | ||
| Waste Management Inc. | 4.875% | 2/15/34 | 20,125 | 20,062 | ||
| Waste Management Inc. | 4.950% | 3/15/35 | 34,190 | 33,763 | ||
| Westinghouse Air Brake Technologies Corp. | 5.611% | 3/11/34 | 14,849 | 15,148 | ||
| Westinghouse Air Brake Technologies Corp. | 5.500% | 5/29/35 | 20,500 | 20,547 | ||
| WW Grainger Inc. | 4.450% | 9/15/34 | 13,440 | 12,955 | ||
| Xylem Inc. | 2.250% | 1/30/31 | 14,245 | 12,471 | ||
| 3,267,425 | ||||||
| Materials (3.1%) | ||||||
| Air Products and Chemicals Inc. | 4.750% | 2/8/31 | 23,580 | 23,772 | ||
| Air Products and Chemicals Inc. | 4.800% | 3/3/33 | 17,797 | 17,753 | ||
| Air Products and Chemicals Inc. | 4.850% | 2/8/34 | 32,341 | 32,009 | ||
| Albemarle Corp. | 5.050% | 6/1/32 | 21,599 | 20,043 | ||
| Amcor Finance USA Inc. | 5.625% | 5/26/33 | 11,935 | 12,161 | ||
| Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 802 | 719 | ||
| Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 22,930 | 20,248 | ||
| 3 | Amcor Flexibles North America Inc. | 5.500% | 3/17/35 | 32,289 | 31,956 | |
| AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 12,188 | 11,259 | ||
| AptarGroup Inc. | 3.600% | 3/15/32 | 8,915 | 8,146 | ||
| ArcelorMittal SA | 6.800% | 11/29/32 | 27,268 | 29,501 | ||
| ArcelorMittal SA | 6.000% | 6/17/34 | 17,158 | 17,689 | ||
| Berry Global Inc. | 5.800% | 6/15/31 | 23,563 | 24,474 | ||
| Berry Global Inc. | 5.650% | 1/15/34 | 30,240 | 30,451 | ||
| BHP Billiton Finance USA Ltd. | 5.250% | 9/8/30 | 14,985 | 15,397 | ||
| BHP Billiton Finance USA Ltd. | 5.125% | 2/21/32 | 14,983 | 15,149 | ||
| BHP Billiton Finance USA Ltd. | 4.900% | 2/28/33 | 8,003 | 7,928 | ||
| BHP Billiton Finance USA Ltd. | 5.250% | 9/8/33 | 38,182 | 38,476 | ||
| BHP Billiton Finance USA Ltd. | 5.300% | 2/21/35 | 40,767 | 40,811 | ||
| Cabot Corp. | 5.000% | 6/30/32 | 10,513 | 10,298 | ||
| Carlisle Cos. Inc. | 2.200% | 3/1/32 | 15,658 | 13,078 | ||
| CF Industries Inc. | 5.150% | 3/15/34 | 20,714 | 20,101 | ||
| CRH America Finance Inc. | 5.400% | 5/21/34 | 20,597 | 20,792 | ||
| CRH America Finance Inc. | 5.500% | 1/9/35 | 29,619 | 29,853 | ||
| Dow Chemical Co. | 2.100% | 11/15/30 | 32,225 | 27,905 | ||
| Dow Chemical Co. | 6.300% | 3/15/33 | 15,465 | 16,375 | ||
| Dow Chemical Co. | 4.250% | 10/1/34 | 9,104 | 8,164 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Dow Chemical Co. | 5.350% | 3/15/35 | 14,013 | 13,584 | ||
| Eagle Materials Inc. | 2.500% | 7/1/31 | 20,575 | 17,893 | ||
| Eastman Chemical Co. | 5.750% | 3/8/33 | 14,555 | 14,908 | ||
| Eastman Chemical Co. | 5.625% | 2/20/34 | 32,383 | 32,361 | ||
| Ecolab Inc. | 1.300% | 1/30/31 | 11,413 | 9,588 | ||
| Ecolab Inc. | 2.125% | 2/1/32 | 18,370 | 15,647 | ||
| EIDP Inc. | 5.125% | 5/15/32 | 20,050 | 20,249 | ||
| EIDP Inc. | 4.800% | 5/15/33 | 15,641 | 15,338 | ||
| FMC Corp. | 5.650% | 5/18/33 | 5,411 | 5,214 | ||
| Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 9,853 | 9,694 | ||
| Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 24,324 | 24,270 | ||
| Georgia-Pacific LLC | 8.875% | 5/15/31 | 17,061 | 20,618 | ||
| 3 | Holcim Finance US LLC | 5.400% | 4/7/35 | 27,544 | 27,395 | |
| Huntsman International LLC | 2.950% | 6/15/31 | 10,350 | 8,536 | ||
| Huntsman International LLC | 5.700% | 10/15/34 | 9,861 | 8,979 | ||
| Kinross Gold Corp. | 6.250% | 7/15/33 | 11,338 | 11,956 | ||
| Linde Inc. | 1.100% | 8/10/30 | 23,458 | 19,952 | ||
| Lubrizol Corp. | 6.500% | 10/1/34 | 9,623 | 10,706 | ||
| LYB International Finance III LLC | 2.250% | 10/1/30 | 14,383 | 12,576 | ||
| LYB International Finance III LLC | 5.625% | 5/15/33 | 15,105 | 15,167 | ||
| LYB International Finance III LLC | 5.500% | 3/1/34 | 23,236 | 22,672 | ||
| LYB International Finance III LLC | 6.150% | 5/15/35 | 4,300 | 4,365 | ||
| Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 40,686 | 35,392 | ||
| Martin Marietta Materials Inc. | 5.150% | 12/1/34 | 16,573 | 16,453 | ||
| Mosaic Co. | 5.450% | 11/15/33 | 12,799 | 12,822 | ||
| NewMarket Corp. | 2.700% | 3/18/31 | 9,316 | 8,190 | ||
| Newmont Corp. | 2.250% | 10/1/30 | 45,236 | 40,397 | ||
| Newmont Corp. | 2.600% | 7/15/32 | 28,032 | 24,473 | ||
| Newmont Corp. | 5.350% | 3/15/34 | 49,710 | 50,203 | ||
| 2 | Newmont Corp. | 5.875% | 4/1/35 | 10,140 | 10,630 | |
| Nucor Corp. | 2.700% | 6/1/30 | 20,146 | 18,361 | ||
| Nucor Corp. | 4.650% | 6/1/30 | 14,423 | 14,390 | ||
| Nucor Corp. | 3.125% | 4/1/32 | 8,524 | 7,638 | ||
| Nutrien Ltd. | 5.250% | 3/12/32 | 17,093 | 17,170 | ||
| Nutrien Ltd. | 5.400% | 6/21/34 | 41,428 | 41,262 | ||
| Nutrien Ltd. | 4.125% | 3/15/35 | 3,221 | 2,868 | ||
| Packaging Corp. of America | 5.700% | 12/1/33 | 2,657 | 2,721 | ||
| PPG Industries Inc. | 2.550% | 6/15/30 | 9,543 | 8,610 | ||
| Reliance Inc. | 2.150% | 8/15/30 | 13,481 | 11,803 | ||
| Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 1,468 | 1,653 | ||
| Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 23,061 | 24,667 | ||
| Rio Tinto Finance USA plc | 5.000% | 3/14/32 | 17,438 | 17,521 | ||
| Rio Tinto Finance USA plc | 5.000% | 3/9/33 | 10,695 | 10,684 | ||
| Rio Tinto Finance USA plc | 5.250% | 3/14/35 | 49,318 | 49,192 | ||
| RPM International Inc. | 2.950% | 1/15/32 | 6,722 | 5,852 | ||
| Sherwin-Williams Co. | 4.800% | 9/1/31 | 4,680 | 4,676 | ||
| Sherwin-Williams Co. | 2.200% | 3/15/32 | 10,657 | 9,008 | ||
| Smurfit Kappa Treasury ULC | 5.438% | 4/3/34 | 42,448 | 42,592 | ||
| Smurfit Westrock Financing DAC | 5.418% | 1/15/35 | 20,013 | 19,898 | ||
| Sonoco Products Co. | 2.850% | 2/1/32 | 4,687 | 4,068 | ||
| Sonoco Products Co. | 5.000% | 9/1/34 | 22,275 | 21,183 | ||
| Steel Dynamics Inc. | 3.250% | 1/15/31 | 20,624 | 18,931 | ||
| Steel Dynamics Inc. | 5.375% | 8/15/34 | 14,707 | 14,680 | ||
| Steel Dynamics Inc. | 5.250% | 5/15/35 | 16,000 | 15,732 | ||
| Suzano Austria GmbH | 3.750% | 1/15/31 | 34,964 | 31,668 | ||
| 2 | Suzano Austria GmbH | 3.125% | 1/15/32 | 24,919 | 21,345 | |
| Vale Overseas Ltd. | 3.750% | 7/8/30 | 36,459 | 34,076 | ||
| Vale Overseas Ltd. | 6.125% | 6/12/33 | 39,699 | 40,777 | ||
| Vale Overseas Ltd. | 8.250% | 1/17/34 | 13,028 | 15,377 | ||
| Vulcan Materials Co. | 3.500% | 6/1/30 | 20,122 | 19,083 | ||
| Vulcan Materials Co. | 5.350% | 12/1/34 | 18,842 | 18,970 | ||
| Westlake Corp. | 3.375% | 6/15/30 | 11,388 | 10,613 | ||
| WestRock MWV LLC | 7.950% | 2/15/31 | 2,177 | 2,479 | ||
| WRKCo Inc. | 4.200% | 6/1/32 | 12,765 | 12,045 | ||
| WRKCo Inc. | 3.000% | 6/15/33 | 17,321 | 14,878 | ||
| Yamana Gold Inc. | 2.630% | 8/15/31 | 15,243 | 13,278 | ||
| 1,704,485 | ||||||
| Real Estate (5.6%) | ||||||
| Agree LP | 4.800% | 10/1/32 | 10,623 | 10,309 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Agree LP | 5.625% | 6/15/34 | 3,636 | 3,672 | ||
| Agree LP | 5.600% | 6/15/35 | 12,845 | 12,888 | ||
| Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 1 | 1 | ||
| Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1 | 1 | ||
| Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 9,747 | 9,564 | ||
| Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 31,001 | 30,734 | ||
| Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 26,157 | 23,663 | ||
| Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 22,580 | 18,236 | ||
| Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 28,126 | 21,902 | ||
| Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 29,394 | 24,130 | ||
| Alexandria Real Estate Equities Inc. | 5.500% | 10/1/35 | 9,278 | 9,114 | ||
| American Assets Trust LP | 3.375% | 2/1/31 | 16,356 | 14,320 | ||
| American Assets Trust LP | 6.150% | 10/1/34 | 12,759 | 12,487 | ||
| American Homes 4 Rent LP | 2.375% | 7/15/31 | 13,133 | 11,266 | ||
| American Homes 4 Rent LP | 3.625% | 4/15/32 | 16,522 | 15,004 | ||
| American Homes 4 Rent LP | 5.500% | 2/1/34 | 17,636 | 17,604 | ||
| American Homes 4 Rent LP | 5.500% | 7/15/34 | 18,319 | 18,244 | ||
| American Homes 4 Rent LP | 5.250% | 3/15/35 | 12,380 | 12,087 | ||
| American Tower Corp. | 2.100% | 6/15/30 | 1,036 | 910 | ||
| American Tower Corp. | 1.875% | 10/15/30 | 26,595 | 22,832 | ||
| American Tower Corp. | 2.700% | 4/15/31 | 33,855 | 29,966 | ||
| American Tower Corp. | 2.300% | 9/15/31 | 17,437 | 14,939 | ||
| American Tower Corp. | 4.050% | 3/15/32 | 30,043 | 28,364 | ||
| American Tower Corp. | 5.650% | 3/15/33 | 34,416 | 35,360 | ||
| American Tower Corp. | 5.550% | 7/15/33 | 33,588 | 34,151 | ||
| American Tower Corp. | 5.900% | 11/15/33 | 3,343 | 3,484 | ||
| American Tower Corp. | 5.450% | 2/15/34 | 11,992 | 12,118 | ||
| American Tower Corp. | 5.400% | 1/31/35 | 29,886 | 30,087 | ||
| American Tower Corp. | 5.350% | 3/15/35 | 9,685 | 9,729 | ||
| Americold Realty Operating Partnership LP | 5.600% | 5/15/32 | 10,800 | 10,721 | ||
| Americold Realty Operating Partnership LP | 5.409% | 9/12/34 | 14,005 | 13,450 | ||
| 2 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 6,067 | 5,387 | |
| AvalonBay Communities Inc. | 2.050% | 1/15/32 | 20,631 | 17,496 | ||
| AvalonBay Communities Inc. | 5.000% | 2/15/33 | 11,489 | 11,437 | ||
| AvalonBay Communities Inc. | 5.300% | 12/7/33 | 12,018 | 12,184 | ||
| AvalonBay Communities Inc. | 5.350% | 6/1/34 | 11,000 | 11,158 | ||
| Boston Properties LP | 3.250% | 1/30/31 | 37,012 | 33,362 | ||
| Boston Properties LP | 2.550% | 4/1/32 | 24,674 | 20,399 | ||
| Boston Properties LP | 2.450% | 10/1/33 | 19,543 | 15,328 | ||
| Boston Properties LP | 6.500% | 1/15/34 | 17,645 | 18,540 | ||
| Boston Properties LP | 5.750% | 1/15/35 | 22,595 | 22,352 | ||
| Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 19,185 | 18,386 | ||
| Brixmor Operating Partnership LP | 2.500% | 8/16/31 | 11,487 | 9,881 | ||
| Brixmor Operating Partnership LP | 5.200% | 4/1/32 | 3,530 | 3,511 | ||
| Brixmor Operating Partnership LP | 5.500% | 2/15/34 | 12,060 | 12,008 | ||
| Brixmor Operating Partnership LP | 5.750% | 2/15/35 | 10,731 | 10,846 | ||
| Broadstone Net Lease LLC | 2.600% | 9/15/31 | 10,436 | 8,754 | ||
| Camden Property Trust | 4.900% | 1/15/34 | 11,712 | 11,495 | ||
| CBRE Services Inc. | 4.800% | 6/15/30 | 8,550 | 8,500 | ||
| CBRE Services Inc. | 2.500% | 4/1/31 | 1,605 | 1,400 | ||
| CBRE Services Inc. | 5.950% | 8/15/34 | 21,057 | 21,743 | ||
| CBRE Services Inc. | 5.500% | 6/15/35 | 9,350 | 9,213 | ||
| COPT Defense Properties LP | 2.750% | 4/15/31 | 28,791 | 24,992 | ||
| COPT Defense Properties LP | 2.900% | 12/1/33 | 10,964 | 8,849 | ||
| Cousins Properties LP | 5.375% | 2/15/32 | 11,200 | 11,129 | ||
| Cousins Properties LP | 5.875% | 10/1/34 | 8,601 | 8,678 | ||
| Crown Castle Inc. | 3.300% | 7/1/30 | 24,174 | 22,340 | ||
| Crown Castle Inc. | 2.250% | 1/15/31 | 35,863 | 30,865 | ||
| Crown Castle Inc. | 2.100% | 4/1/31 | 41,456 | 35,031 | ||
| Crown Castle Inc. | 2.500% | 7/15/31 | 31,246 | 26,819 | ||
| Crown Castle Inc. | 5.100% | 5/1/33 | 6,817 | 6,675 | ||
| Crown Castle Inc. | 5.800% | 3/1/34 | 30,118 | 30,728 | ||
| Crown Castle Inc. | 5.200% | 9/1/34 | 9,652 | 9,411 | ||
| CubeSmart LP | 2.000% | 2/15/31 | 18,707 | 15,936 | ||
| CubeSmart LP | 2.500% | 2/15/32 | 15,501 | 13,133 | ||
| DOC DR LLC | 2.625% | 11/1/31 | 12,692 | 10,969 | ||
| EPR Properties | 3.600% | 11/15/31 | 12,106 | 10,802 | ||
| Equinix Europe 2 Financing Corp. LLC | 5.500% | 6/15/34 | 17,583 | 17,828 | ||
| Equinix Inc. | 3.200% | 11/18/29 | 3 | 3 | ||
| Equinix Inc. | 2.150% | 7/15/30 | 12,228 | 10,794 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Equinix Inc. | 2.500% | 5/15/31 | 30,233 | 26,552 | ||
| Equinix Inc. | 3.900% | 4/15/32 | 44,984 | 42,247 | ||
| ERP Operating LP | 1.850% | 8/1/31 | 17,181 | 14,587 | ||
| ERP Operating LP | 4.950% | 6/15/32 | 21,440 | 21,364 | ||
| ERP Operating LP | 4.650% | 9/15/34 | 19,283 | 18,373 | ||
| Essential Properties LP | 2.950% | 7/15/31 | 12,041 | 10,528 | ||
| Essex Portfolio LP | 1.650% | 1/15/31 | 6,440 | 5,395 | ||
| Essex Portfolio LP | 2.550% | 6/15/31 | 7,361 | 6,457 | ||
| Essex Portfolio LP | 2.650% | 3/15/32 | 19,889 | 17,034 | ||
| Essex Portfolio LP | 5.500% | 4/1/34 | 23,618 | 23,726 | ||
| Essex Portfolio LP | 5.375% | 4/1/35 | 2,230 | 2,221 | ||
| Extra Space Storage LP | 5.500% | 7/1/30 | 16,776 | 17,190 | ||
| Extra Space Storage LP | 2.200% | 10/15/30 | 13,577 | 11,800 | ||
| Extra Space Storage LP | 5.900% | 1/15/31 | 24,895 | 25,938 | ||
| Extra Space Storage LP | 2.550% | 6/1/31 | 18,174 | 15,741 | ||
| Extra Space Storage LP | 2.400% | 10/15/31 | 24,053 | 20,469 | ||
| Extra Space Storage LP | 2.350% | 3/15/32 | 22,271 | 18,550 | ||
| Extra Space Storage LP | 5.400% | 2/1/34 | 18,699 | 18,577 | ||
| Extra Space Storage LP | 5.350% | 1/15/35 | 12,609 | 12,424 | ||
| Extra Space Storage LP | 5.400% | 6/15/35 | 6,450 | 6,330 | ||
| Federal Realty OP LP | 3.500% | 6/1/30 | 14,373 | 13,569 | ||
| GLP Capital LP | 4.000% | 1/15/31 | 12,587 | 11,700 | ||
| GLP Capital LP | 3.250% | 1/15/32 | 19,008 | 16,456 | ||
| GLP Capital LP | 6.750% | 12/1/33 | 11,807 | 12,398 | ||
| GLP Capital LP | 5.625% | 9/15/34 | 23,308 | 22,751 | ||
| Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 27,531 | 23,144 | ||
| Healthpeak OP LLC | 2.875% | 1/15/31 | 24,569 | 22,073 | ||
| Healthpeak OP LLC | 5.250% | 12/15/32 | 24,487 | 24,450 | ||
| Healthpeak OP LLC | 5.375% | 2/15/35 | 14,390 | 14,228 | ||
| Highwoods Realty LP | 3.050% | 2/15/30 | 12,140 | 10,939 | ||
| Highwoods Realty LP | 7.650% | 2/1/34 | 12,546 | 13,825 | ||
| 2 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 24,922 | 22,720 | |
| 2 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 14,612 | 12,528 | |
| Host Hotels & Resorts LP | 5.700% | 7/1/34 | 22,759 | 22,410 | ||
| Host Hotels & Resorts LP | 5.500% | 4/15/35 | 18,183 | 17,499 | ||
| Invitation Homes Operating Partnership LP | 5.450% | 8/15/30 | 10,091 | 10,350 | ||
| Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | 16,316 | 13,645 | ||
| Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | 16,277 | 15,169 | ||
| Invitation Homes Operating Partnership LP | 5.500% | 8/15/33 | 9,841 | 9,813 | ||
| Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 10,414 | 8,442 | ||
| Invitation Homes Operating Partnership LP | 4.875% | 2/1/35 | 6,000 | 5,706 | ||
| Kilroy Realty LP | 2.500% | 11/15/32 | 519 | 408 | ||
| Kilroy Realty LP | 2.650% | 11/15/33 | 8,044 | 6,177 | ||
| Kimco Realty OP LLC | 2.700% | 10/1/30 | 9,661 | 8,753 | ||
| Kimco Realty OP LLC | 2.250% | 12/1/31 | 11,998 | 10,206 | ||
| Kimco Realty OP LLC | 3.200% | 4/1/32 | 17,537 | 15,623 | ||
| Kimco Realty OP LLC | 4.600% | 2/1/33 | 20,834 | 20,112 | ||
| Kimco Realty OP LLC | 6.400% | 3/1/34 | 18,931 | 20,218 | ||
| Kimco Realty OP LLC | 4.850% | 3/1/35 | 14,035 | 13,463 | ||
| Kite Realty Group LP | 4.950% | 12/15/31 | 9,520 | 9,394 | ||
| Kite Realty Group LP | 5.500% | 3/1/34 | 11,679 | 11,611 | ||
| Kite Realty Group Trust | 4.750% | 9/15/30 | 11,383 | 11,223 | ||
| LXP Industrial Trust | 2.700% | 9/15/30 | 9,828 | 8,648 | ||
| LXP Industrial Trust | 2.375% | 10/1/31 | 5,176 | 4,313 | ||
| Mid-America Apartments LP | 1.700% | 2/15/31 | 22,875 | 19,395 | ||
| Mid-America Apartments LP | 5.300% | 2/15/32 | 13,808 | 14,105 | ||
| Mid-America Apartments LP | 5.000% | 3/15/34 | 3,408 | 3,386 | ||
| Mid-America Apartments LP | 4.950% | 3/1/35 | 8,800 | 8,591 | ||
| National Health Investors Inc. | 3.000% | 2/1/31 | 13,851 | 12,092 | ||
| NNN REIT Inc. | 5.600% | 10/15/33 | 24,914 | 25,250 | ||
| NNN REIT Inc. | 5.500% | 6/15/34 | 17,909 | 17,924 | ||
| Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 22,586 | 20,380 | ||
| Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 23,883 | 20,166 | ||
| Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 11,580 | 9,864 | ||
| Phillips Edison Grocery Center Operating Partnership I LP | 4.950% | 1/15/35 | 15,217 | 14,459 | ||
| Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 8,351 | 7,348 | ||
| Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 5,373 | 4,321 | ||
| Prologis LP | 3.875% | 9/15/28 | 1 | — | ||
| Prologis LP | 1.750% | 7/1/30 | 11,225 | 9,750 | ||
| Prologis LP | 1.250% | 10/15/30 | 1,872 | 1,581 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Prologis LP | 1.750% | 2/1/31 | 26,289 | 22,515 | ||
| Prologis LP | 2.250% | 1/15/32 | 12,310 | 10,519 | ||
| Prologis LP | 4.625% | 1/15/33 | 19,264 | 18,848 | ||
| Prologis LP | 4.750% | 6/15/33 | 25,109 | 24,621 | ||
| Prologis LP | 5.125% | 1/15/34 | 25,177 | 25,184 | ||
| Prologis LP | 5.000% | 3/15/34 | 27,511 | 27,095 | ||
| Prologis LP | 5.000% | 1/31/35 | 14,432 | 14,157 | ||
| Prologis LP | 5.250% | 5/15/35 | 20,000 | 19,918 | ||
| Public Storage Operating Co. | 2.300% | 5/1/31 | 19,121 | 16,766 | ||
| Public Storage Operating Co. | 2.250% | 11/9/31 | 17,949 | 15,454 | ||
| Public Storage Operating Co. | 5.100% | 8/1/33 | 17,357 | 17,577 | ||
| Rayonier LP | 2.750% | 5/17/31 | 8,156 | 7,118 | ||
| Realty Income Corp. | 3.250% | 1/15/31 | 36,910 | 34,114 | ||
| Realty Income Corp. | 3.200% | 2/15/31 | 16,086 | 14,781 | ||
| Realty Income Corp. | 5.625% | 10/13/32 | 24,668 | 25,495 | ||
| Realty Income Corp. | 2.850% | 12/15/32 | 21,243 | 18,310 | ||
| Realty Income Corp. | 4.900% | 7/15/33 | 9,520 | 9,347 | ||
| Realty Income Corp. | 5.125% | 2/15/34 | 24,725 | 24,623 | ||
| Realty Income Corp. | 5.125% | 4/15/35 | 23,785 | 23,505 | ||
| Regency Centers LP | 3.700% | 6/15/30 | 14,079 | 13,480 | ||
| Regency Centers LP | 5.000% | 7/15/32 | 10,000 | 9,978 | ||
| Regency Centers LP | 5.250% | 1/15/34 | 13,684 | 13,678 | ||
| Regency Centers LP | 5.100% | 1/15/35 | 9,418 | 9,278 | ||
| Rexford Industrial Realty LP | 2.125% | 12/1/30 | 15,222 | 13,033 | ||
| Rexford Industrial Realty LP | 2.150% | 9/1/31 | 11,734 | 9,885 | ||
| Sabra Health Care LP | 3.200% | 12/1/31 | 38,828 | 33,807 | ||
| Safehold GL Holdings LLC | 2.800% | 6/15/31 | 9,305 | 8,181 | ||
| Safehold GL Holdings LLC | 2.850% | 1/15/32 | 5,108 | 4,349 | ||
| Safehold GL Holdings LLC | 6.100% | 4/1/34 | 900 | 917 | ||
| Safehold GL Holdings LLC | 5.650% | 1/15/35 | 17,315 | 16,914 | ||
| Simon Property Group LP | 2.650% | 7/15/30 | 26,725 | 24,277 | ||
| Simon Property Group LP | 2.200% | 2/1/31 | 14,770 | 12,926 | ||
| Simon Property Group LP | 2.250% | 1/15/32 | 9,876 | 8,404 | ||
| Simon Property Group LP | 2.650% | 2/1/32 | 15,891 | 13,785 | ||
| Simon Property Group LP | 5.500% | 3/8/33 | 10,076 | 10,339 | ||
| Simon Property Group LP | 6.250% | 1/15/34 | 4,508 | 4,808 | ||
| Simon Property Group LP | 4.750% | 9/26/34 | 46,625 | 44,563 | ||
| Store Capital LLC | 2.750% | 11/18/30 | 10,969 | 9,537 | ||
| Store Capital LLC | 2.700% | 12/1/31 | 11,424 | 9,549 | ||
| Sun Communities Operating LP | 2.700% | 7/15/31 | 22,869 | 19,905 | ||
| Sun Communities Operating LP | 4.200% | 4/15/32 | 12,758 | 11,930 | ||
| Tanger Properties LP | 2.750% | 9/1/31 | 10,922 | 9,433 | ||
| 2 | UDR Inc. | 4.400% | 1/26/29 | 1 | — | |
| UDR Inc. | 3.000% | 8/15/31 | 15,896 | 14,258 | ||
| 2 | UDR Inc. | 2.100% | 8/1/32 | 6,455 | 5,233 | |
| 2 | UDR Inc. | 1.900% | 3/15/33 | 9,336 | 7,286 | |
| 2 | UDR Inc. | 2.100% | 6/15/33 | 8,024 | 6,314 | |
| UDR Inc. | 5.125% | 9/1/34 | 5,730 | 5,581 | ||
| Ventas Realty LP | 4.750% | 11/15/30 | 18,167 | 18,077 | ||
| Ventas Realty LP | 2.500% | 9/1/31 | 476 | 414 | ||
| 1 | Ventas Realty LP | 5.100% | 7/15/32 | 12,800 | 12,769 | |
| Ventas Realty LP | 5.625% | 7/1/34 | 13,171 | 13,306 | ||
| Ventas Realty LP | 5.000% | 1/15/35 | 17,039 | 16,403 | ||
| VICI Properties LP | 5.125% | 11/15/31 | 23,233 | 22,951 | ||
| VICI Properties LP | 5.125% | 5/15/32 | 37,950 | 37,209 | ||
| VICI Properties LP | 5.750% | 4/1/34 | 15,908 | 15,972 | ||
| VICI Properties LP | 5.625% | 4/1/35 | 21,786 | 21,581 | ||
| Welltower OP LLC | 4.125% | 3/15/29 | 1 | 1 | ||
| Welltower OP LLC | 2.800% | 6/1/31 | 9,443 | 8,448 | ||
| Welltower OP LLC | 2.750% | 1/15/32 | 14,613 | 12,837 | ||
| Welltower OP LLC | 3.850% | 6/15/32 | 24,388 | 22,834 | ||
| Weyerhaeuser Co. | 7.375% | 3/15/32 | 19,411 | 21,704 | ||
| Weyerhaeuser Co. | 3.375% | 3/9/33 | 15,732 | 13,865 | ||
| WP Carey Inc. | 2.400% | 2/1/31 | 11,220 | 9,735 | ||
| WP Carey Inc. | 2.450% | 2/1/32 | 12,814 | 10,777 | ||
| WP Carey Inc. | 2.250% | 4/1/33 | 12,467 | 9,998 | ||
| 3,068,234 | ||||||
| Technology (8.1%) | ||||||
| Accenture Capital Inc. | 4.250% | 10/4/31 | 20,212 | 19,847 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Accenture Capital Inc. | 4.500% | 10/4/34 | 51,089 | 49,060 | ||
| Adobe Inc. | 5.300% | 1/17/35 | 22,440 | 23,117 | ||
| Advanced Micro Devices Inc. | 3.924% | 6/1/32 | 8,123 | 7,733 | ||
| Amdocs Ltd. | 2.538% | 6/15/30 | 1,711 | 1,527 | ||
| Analog Devices Inc. | 2.100% | 10/1/31 | 33,776 | 29,142 | ||
| Analog Devices Inc. | 5.050% | 4/1/34 | 5,996 | 6,038 | ||
| Apple Inc. | 1.650% | 5/11/30 | 47,418 | 41,910 | ||
| Apple Inc. | 1.250% | 8/20/30 | 33,418 | 28,748 | ||
| Apple Inc. | 1.650% | 2/8/31 | 89,397 | 77,338 | ||
| Apple Inc. | 1.700% | 8/5/31 | 18,113 | 15,557 | ||
| Apple Inc. | 4.500% | 5/12/32 | 15,550 | 15,468 | ||
| Apple Inc. | 3.350% | 8/8/32 | 32,171 | 30,018 | ||
| Apple Inc. | 4.750% | 5/12/35 | 37,700 | 37,385 | ||
| Applied Materials Inc. | 1.750% | 6/1/30 | 20,049 | 17,629 | ||
| Arrow Electronics Inc. | 2.950% | 2/15/32 | 14,048 | 12,010 | ||
| Arrow Electronics Inc. | 5.875% | 4/10/34 | 15,072 | 15,238 | ||
| Atlassian Corp. | 5.500% | 5/15/34 | 11,264 | 11,376 | ||
| Autodesk Inc. | 2.400% | 12/15/31 | 29,852 | 25,758 | ||
| Automatic Data Processing Inc. | 1.250% | 9/1/30 | 18,932 | 16,222 | ||
| Automatic Data Processing Inc. | 4.750% | 5/8/32 | 21,930 | 22,025 | ||
| Automatic Data Processing Inc. | 4.450% | 9/9/34 | 14,300 | 13,781 | ||
| Avnet Inc. | 3.000% | 5/15/31 | 7,662 | 6,770 | ||
| Avnet Inc. | 5.500% | 6/1/32 | 7,648 | 7,524 | ||
| Booz Allen Hamilton Inc. | 5.950% | 8/4/33 | 18,649 | 18,821 | ||
| Broadcom Inc. | 4.150% | 11/15/30 | 65,153 | 63,525 | ||
| 3 | Broadcom Inc. | 2.450% | 2/15/31 | 112,176 | 99,177 | |
| Broadcom Inc. | 5.150% | 11/15/31 | 11,251 | 11,453 | ||
| 2 | Broadcom Inc. | 4.550% | 2/15/32 | 9,685 | 9,482 | |
| 3 | Broadcom Inc. | 4.150% | 4/15/32 | 44,084 | 41,976 | |
| Broadcom Inc. | 5.200% | 4/15/32 | 44,593 | 45,292 | ||
| Broadcom Inc. | 4.300% | 11/15/32 | 77,096 | 73,762 | ||
| 3 | Broadcom Inc. | 2.600% | 2/15/33 | 26,590 | 22,451 | |
| 3 | Broadcom Inc. | 3.419% | 4/15/33 | 68,126 | 60,751 | |
| 3 | Broadcom Inc. | 3.469% | 4/15/34 | 111,751 | 98,160 | |
| Broadcom Inc. | 4.800% | 10/15/34 | 26,344 | 25,656 | ||
| Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 29,887 | 26,321 | ||
| Cadence Design Systems Inc. | 4.700% | 9/10/34 | 22,773 | 22,112 | ||
| CDW LLC | 3.569% | 12/1/31 | 44,839 | 40,689 | ||
| CDW LLC | 5.550% | 8/22/34 | 10,510 | 10,355 | ||
| 3 | CGI Inc. | 2.300% | 9/14/31 | 1 | — | |
| Cintas Corp. No. 2 | 4.000% | 5/1/32 | 17,247 | 16,474 | ||
| Cisco Systems Inc. | 4.950% | 2/26/31 | 73,701 | 75,142 | ||
| Cisco Systems Inc. | 4.950% | 2/24/32 | 29,672 | 30,089 | ||
| Cisco Systems Inc. | 5.050% | 2/26/34 | 66,383 | 66,895 | ||
| Cisco Systems Inc. | 5.100% | 2/24/35 | 60,228 | 60,632 | ||
| Concentrix Corp. | 6.850% | 8/2/33 | 10,282 | 10,527 | ||
| Dell International LLC | 4.350% | 2/1/30 | 16,050 | 15,759 | ||
| Dell International LLC | 6.200% | 7/15/30 | 5,201 | 5,506 | ||
| Dell International LLC | 5.300% | 4/1/32 | 34,482 | 34,632 | ||
| Dell International LLC | 5.750% | 2/1/33 | 25,495 | 26,369 | ||
| Dell International LLC | 5.400% | 4/15/34 | 9,320 | 9,333 | ||
| Dell International LLC | 4.850% | 2/1/35 | 27,898 | 26,418 | ||
| Dell International LLC | 5.500% | 4/1/35 | 37,175 | 36,717 | ||
| Equifax Inc. | 3.100% | 5/15/30 | 5,219 | 4,818 | ||
| Equifax Inc. | 2.350% | 9/15/31 | 39,544 | 33,946 | ||
| Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 30,856 | 26,687 | ||
| Fidelity National Information Services Inc. | 5.100% | 7/15/32 | 16,074 | 16,119 | ||
| Fiserv Inc. | 2.650% | 6/1/30 | 23,122 | 20,910 | ||
| Fiserv Inc. | 5.350% | 3/15/31 | 19,437 | 19,875 | ||
| Fiserv Inc. | 5.600% | 3/2/33 | 29,138 | 29,665 | ||
| Fiserv Inc. | 5.625% | 8/21/33 | 39,741 | 40,433 | ||
| Fiserv Inc. | 5.450% | 3/15/34 | 21,227 | 21,294 | ||
| Fiserv Inc. | 5.150% | 8/12/34 | 33,087 | 32,403 | ||
| Flex Ltd. | 4.875% | 5/12/30 | 16,178 | 16,056 | ||
| Flex Ltd. | 5.250% | 1/15/32 | 15,356 | 15,289 | ||
| Fortinet Inc. | 2.200% | 3/15/31 | 14,773 | 12,843 | ||
| Hewlett Packard Enterprise Co. | 4.850% | 10/15/31 | 45,787 | 45,394 | ||
| Hewlett Packard Enterprise Co. | 5.000% | 10/15/34 | 63,785 | 62,093 | ||
| HP Inc. | 3.400% | 6/17/30 | 13,621 | 12,594 | ||
| HP Inc. | 2.650% | 6/17/31 | 37,973 | 32,910 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| HP Inc. | 4.200% | 4/15/32 | 18,815 | 17,579 | ||
| HP Inc. | 6.100% | 4/25/35 | 25,169 | 25,460 | ||
| Hubbell Inc. | 2.300% | 3/15/31 | 6,357 | 5,543 | ||
| IBM International Capital Pte. Ltd. | 4.750% | 2/5/31 | 17,755 | 17,800 | ||
| IBM International Capital Pte. Ltd. | 4.900% | 2/5/34 | 28,356 | 27,765 | ||
| Intel Corp. | 5.125% | 2/10/30 | 14,245 | 14,423 | ||
| Intel Corp. | 5.000% | 2/21/31 | 5,293 | 5,307 | ||
| Intel Corp. | 2.000% | 8/12/31 | 36,319 | 30,612 | ||
| Intel Corp. | 4.150% | 8/5/32 | 31,665 | 29,434 | ||
| Intel Corp. | 4.000% | 12/15/32 | 15,287 | 14,036 | ||
| Intel Corp. | 5.200% | 2/10/33 | 100,628 | 99,574 | ||
| International Business Machines Corp. | 1.950% | 5/15/30 | 19,020 | 16,778 | ||
| International Business Machines Corp. | 2.720% | 2/9/32 | 2,315 | 2,032 | ||
| 2 | International Business Machines Corp. | 5.000% | 2/10/32 | 31,681 | 31,912 | |
| International Business Machines Corp. | 4.400% | 7/27/32 | 21,786 | 21,112 | ||
| International Business Machines Corp. | 5.875% | 11/29/32 | 15,910 | 16,908 | ||
| International Business Machines Corp. | 4.750% | 2/6/33 | 20,910 | 20,667 | ||
| 2 | International Business Machines Corp. | 5.200% | 2/10/35 | 15,535 | 15,468 | |
| Intuit Inc. | 1.650% | 7/15/30 | 9,083 | 7,931 | ||
| Intuit Inc. | 5.200% | 9/15/33 | 30,269 | 30,960 | ||
| Jabil Inc. | 3.000% | 1/15/31 | 19,256 | 17,270 | ||
| Juniper Networks Inc. | 2.000% | 12/10/30 | 18,768 | 16,053 | ||
| KLA Corp. | 4.650% | 7/15/32 | 27,389 | 27,201 | ||
| KLA Corp. | 4.700% | 2/1/34 | 13,526 | 13,250 | ||
| Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 19,380 | 17,188 | ||
| Kyndryl Holdings Inc. | 6.350% | 2/20/34 | 20,715 | 21,730 | ||
| Lam Research Corp. | 1.900% | 6/15/30 | 22,474 | 19,818 | ||
| Leidos Inc. | 4.375% | 5/15/30 | 5,120 | 4,989 | ||
| Leidos Inc. | 2.300% | 2/15/31 | 53,546 | 46,252 | ||
| Leidos Inc. | 5.400% | 3/15/32 | 9,339 | 9,406 | ||
| Leidos Inc. | 5.750% | 3/15/33 | 24,232 | 24,883 | ||
| Leidos Inc. | 5.500% | 3/15/35 | 13,478 | 13,441 | ||
| Marvell Technology Inc. | 2.950% | 4/15/31 | 5,702 | 5,097 | ||
| Marvell Technology Inc. | 5.950% | 9/15/33 | 16,056 | 16,582 | ||
| Micron Technology Inc. | 5.327% | 2/6/29 | 1 | 1 | ||
| Micron Technology Inc. | 5.300% | 1/15/31 | 35,329 | 35,510 | ||
| Micron Technology Inc. | 2.703% | 4/15/32 | 35,699 | 30,428 | ||
| Micron Technology Inc. | 5.875% | 2/9/33 | 29,569 | 30,241 | ||
| Micron Technology Inc. | 5.875% | 9/15/33 | 12,702 | 13,037 | ||
| Micron Technology Inc. | 5.800% | 1/15/35 | 47,118 | 47,513 | ||
| Micron Technology Inc. | 6.050% | 11/1/35 | 3,000 | 3,058 | ||
| Microsoft Corp. | 1.350% | 9/15/30 | 8,897 | 7,709 | ||
| Moody's Corp. | 2.000% | 8/19/31 | 23,627 | 20,190 | ||
| Moody's Corp. | 4.250% | 8/8/32 | 23,120 | 22,371 | ||
| Moody's Corp. | 5.000% | 8/5/34 | 11,633 | 11,552 | ||
| Motorola Solutions Inc. | 2.300% | 11/15/30 | 30,410 | 26,715 | ||
| Motorola Solutions Inc. | 2.750% | 5/24/31 | 14,556 | 12,892 | ||
| Motorola Solutions Inc. | 5.600% | 6/1/32 | 22,454 | 23,077 | ||
| Motorola Solutions Inc. | 5.400% | 4/15/34 | 21,058 | 21,125 | ||
| NetApp Inc. | 2.700% | 6/22/30 | 18,133 | 16,332 | ||
| NetApp Inc. | 5.500% | 3/17/32 | 14,179 | 14,366 | ||
| NetApp Inc. | 5.700% | 3/17/35 | 10,650 | 10,705 | ||
| NVIDIA Corp. | 2.850% | 4/1/30 | 38,665 | 36,360 | ||
| NVIDIA Corp. | 2.000% | 6/15/31 | 6,934 | 6,077 | ||
| NXP BV | 2.500% | 5/11/31 | 38,483 | 33,275 | ||
| NXP BV | 2.650% | 2/15/32 | 11,592 | 9,880 | ||
| NXP BV | 5.000% | 1/15/33 | 20,581 | 20,073 | ||
| Oracle Corp. | 4.650% | 5/6/30 | 10,377 | 10,388 | ||
| Oracle Corp. | 3.250% | 5/15/30 | 12,560 | 11,764 | ||
| Oracle Corp. | 2.875% | 3/25/31 | 108,754 | 98,079 | ||
| Oracle Corp. | 5.250% | 2/3/32 | 39,729 | 40,320 | ||
| Oracle Corp. | 6.250% | 11/9/32 | 55,148 | 58,847 | ||
| Oracle Corp. | 4.900% | 2/6/33 | 44,169 | 43,563 | ||
| Oracle Corp. | 4.300% | 7/8/34 | 28,405 | 26,417 | ||
| Oracle Corp. | 4.700% | 9/27/34 | 67,302 | 64,217 | ||
| Oracle Corp. | 5.500% | 8/3/35 | 18,291 | 18,382 | ||
| Paychex Inc. | 5.350% | 4/15/32 | 40,867 | 41,474 | ||
| Paychex Inc. | 5.600% | 4/15/35 | 34,455 | 35,038 | ||
| QUALCOMM Inc. | 2.150% | 5/20/30 | 15,421 | 13,876 | ||
| QUALCOMM Inc. | 1.650% | 5/20/32 | 38,357 | 31,421 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| QUALCOMM Inc. | 4.250% | 5/20/32 | 9,626 | 9,412 | ||
| QUALCOMM Inc. | 4.750% | 5/20/32 | 6,450 | 6,443 | ||
| QUALCOMM Inc. | 5.400% | 5/20/33 | 13,213 | 13,765 | ||
| QUALCOMM Inc. | 5.000% | 5/20/35 | 20,000 | 19,869 | ||
| Quanta Services Inc. | 2.900% | 10/1/30 | 30,563 | 27,764 | ||
| Quanta Services Inc. | 2.350% | 1/15/32 | 13,977 | 11,782 | ||
| Quanta Services Inc. | 5.250% | 8/9/34 | 19,554 | 19,361 | ||
| RELX Capital Inc. | 3.000% | 5/22/30 | 19,901 | 18,567 | ||
| RELX Capital Inc. | 4.750% | 5/20/32 | 17,935 | 17,811 | ||
| RELX Capital Inc. | 5.250% | 3/27/35 | 6,589 | 6,613 | ||
| Roper Technologies Inc. | 2.000% | 6/30/30 | 16,539 | 14,540 | ||
| Roper Technologies Inc. | 1.750% | 2/15/31 | 26,547 | 22,477 | ||
| Roper Technologies Inc. | 4.750% | 2/15/32 | 5,933 | 5,859 | ||
| Roper Technologies Inc. | 4.900% | 10/15/34 | 24,567 | 23,848 | ||
| S&P Global Inc. | 1.250% | 8/15/30 | 7,271 | 6,195 | ||
| S&P Global Inc. | 2.900% | 3/1/32 | 44,905 | 40,227 | ||
| S&P Global Inc. | 5.250% | 9/15/33 | 16,501 | 16,914 | ||
| Salesforce Inc. | 1.950% | 7/15/31 | 34,780 | 30,113 | ||
| ServiceNow Inc. | 1.400% | 9/1/30 | 34,308 | 29,337 | ||
| Skyworks Solutions Inc. | 3.000% | 6/1/31 | 14,236 | 12,358 | ||
| Synopsys Inc. | 5.000% | 4/1/32 | 42,715 | 42,749 | ||
| Synopsys Inc. | 5.150% | 4/1/35 | 67,381 | 66,723 | ||
| TD SYNNEX Corp. | 6.100% | 4/12/34 | 12,095 | 12,407 | ||
| Teledyne FLIR LLC | 2.500% | 8/1/30 | 13,724 | 12,268 | ||
| Texas Instruments Inc. | 1.900% | 9/15/31 | 15,657 | 13,464 | ||
| Texas Instruments Inc. | 3.650% | 8/16/32 | 8,897 | 8,300 | ||
| Texas Instruments Inc. | 4.900% | 3/14/33 | 29,876 | 30,129 | ||
| Texas Instruments Inc. | 4.850% | 2/8/34 | 35,207 | 35,191 | ||
| TSMC Arizona Corp. | 2.500% | 10/25/31 | 32,638 | 28,849 | ||
| TSMC Arizona Corp. | 4.250% | 4/22/32 | 19,894 | 19,331 | ||
| Verisk Analytics Inc. | 5.750% | 4/1/33 | 21,712 | 22,587 | ||
| Verisk Analytics Inc. | 5.250% | 6/5/34 | 3,192 | 3,201 | ||
| Verisk Analytics Inc. | 5.250% | 3/15/35 | 14,436 | 14,301 | ||
| VMware LLC | 4.700% | 5/15/30 | 16,322 | 16,233 | ||
| VMware LLC | 2.200% | 8/15/31 | 44,043 | 37,579 | ||
| Western Digital Corp. | 3.100% | 2/1/32 | 7,697 | 6,656 | ||
| Workday Inc. | 3.800% | 4/1/32 | 42,043 | 39,013 | ||
| Xilinx Inc. | 2.375% | 6/1/30 | 8,571 | 7,778 | ||
| 4,479,774 | ||||||
| Utilities (9.4%) | ||||||
| 2 | AEP Texas Inc. | 2.100% | 7/1/30 | 15,668 | 13,707 | |
| AEP Texas Inc. | 4.700% | 5/15/32 | 11,163 | 10,809 | ||
| AEP Texas Inc. | 5.700% | 5/15/34 | 19,681 | 19,742 | ||
| AEP Transmission Co. LLC | 5.150% | 4/1/34 | 18,172 | 18,027 | ||
| AES Corp. | 2.450% | 1/15/31 | 27,638 | 23,643 | ||
| AES Corp. | 5.800% | 3/15/32 | 36,242 | 35,939 | ||
| 2 | Alabama Power Co. | 1.450% | 9/15/30 | 9,610 | 8,245 | |
| Alabama Power Co. | 3.940% | 9/1/32 | 25,055 | 23,597 | ||
| Alabama Power Co. | 5.850% | 11/15/33 | 1,894 | 1,992 | ||
| Alabama Power Co. | 5.100% | 4/2/35 | 20,301 | 20,159 | ||
| Ameren Corp. | 3.500% | 1/15/31 | 25,518 | 23,805 | ||
| Ameren Corp. | 5.375% | 3/15/35 | 28,954 | 28,668 | ||
| Ameren Illinois Co. | 1.550% | 11/15/30 | 20,908 | 17,901 | ||
| Ameren Illinois Co. | 3.850% | 9/1/32 | 9,330 | 8,685 | ||
| Ameren Illinois Co. | 4.950% | 6/1/33 | 17,050 | 16,966 | ||
| American Electric Power Co. Inc. | 5.950% | 11/1/32 | 13,443 | 14,022 | ||
| American Electric Power Co. Inc. | 5.625% | 3/1/33 | 40,798 | 41,803 | ||
| American Electric Power Co. Inc. | 6.950% | 12/15/54 | 7,520 | 7,695 | ||
| American Water Capital Corp. | 2.300% | 6/1/31 | 18,523 | 16,086 | ||
| American Water Capital Corp. | 4.450% | 6/1/32 | 5,223 | 5,083 | ||
| American Water Capital Corp. | 5.150% | 3/1/34 | 13,399 | 13,381 | ||
| American Water Capital Corp. | 5.250% | 3/1/35 | 29,197 | 29,132 | ||
| 2 | Appalachian Power Co. | 2.700% | 4/1/31 | 20,367 | 18,013 | |
| 2 | Appalachian Power Co. | 4.500% | 8/1/32 | 22,164 | 21,255 | |
| Appalachian Power Co. | 5.650% | 4/1/34 | 18,329 | 18,501 | ||
| Arizona Public Service Co. | 6.350% | 12/15/32 | 12,117 | 12,835 | ||
| Arizona Public Service Co. | 5.550% | 8/1/33 | 17,605 | 17,738 | ||
| Arizona Public Service Co. | 5.700% | 8/15/34 | 13,658 | 13,851 | ||
| Atlantic City Electric Co. | 2.300% | 3/15/31 | 8,253 | 7,213 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Atmos Energy Corp. | 1.500% | 1/15/31 | 18,345 | 15,500 | ||
| Atmos Energy Corp. | 5.450% | 10/15/32 | 7,611 | 7,818 | ||
| Atmos Energy Corp. | 5.900% | 11/15/33 | 16,170 | 17,090 | ||
| Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 1,612 | 1,413 | ||
| 2 | Baltimore Gas & Electric Co. | 5.300% | 6/1/34 | 13,735 | 13,849 | |
| Baltimore Gas & Electric Co. | 5.450% | 6/1/35 | 11,500 | 11,590 | ||
| Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 30,683 | 29,526 | ||
| Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 21,980 | 18,449 | ||
| Black Hills Corp. | 2.500% | 6/15/30 | 294 | 262 | ||
| Black Hills Corp. | 4.350% | 5/1/33 | 8,895 | 8,265 | ||
| Black Hills Corp. | 6.150% | 5/15/34 | 14,288 | 14,705 | ||
| Black Hills Corp. | 6.000% | 1/15/35 | 11,595 | 11,823 | ||
| 2 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 15,599 | 13,721 | |
| 2 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 10,724 | 9,515 | |
| 2 | CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | 15,167 | 14,667 | |
| CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/33 | 22,682 | 22,461 | ||
| CenterPoint Energy Houston Electric LLC | 5.150% | 3/1/34 | 15,894 | 15,787 | ||
| CenterPoint Energy Inc. | 2.650% | 6/1/31 | 21,195 | 18,550 | ||
| 2 | CenterPoint Energy Inc. | 6.850% | 2/15/55 | 5,175 | 5,268 | |
| CenterPoint Energy Inc. | 6.700% | 5/15/55 | 16,500 | 16,515 | ||
| CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 16,292 | 14,002 | ||
| CenterPoint Energy Resources Corp. | 4.400% | 7/1/32 | 5,363 | 5,132 | ||
| CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 2,049 | 2,067 | ||
| CenterPoint Energy Resources Corp. | 5.400% | 7/1/34 | 7,322 | 7,357 | ||
| 2 | CMS Energy Corp. | 4.750% | 6/1/50 | 16,707 | 15,779 | |
| 2 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 9,925 | 8,867 | |
| Commonwealth Edison Co. | 4.900% | 2/1/33 | 9,905 | 9,839 | ||
| Commonwealth Edison Co. | 5.300% | 6/1/34 | 13,733 | 13,864 | ||
| 2 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 8,359 | 7,191 | |
| Connecticut Light & Power Co. | 4.900% | 7/1/33 | 9,156 | 9,024 | ||
| Connecticut Light & Power Co. | 4.950% | 8/15/34 | 8,065 | 7,912 | ||
| Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 2,612 | 2,311 | ||
| Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/33 | 21,348 | 21,575 | ||
| Consolidated Edison Co. of New York Inc. | 5.500% | 3/15/34 | 22,867 | 23,479 | ||
| 2 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 7,325 | 7,375 | |
| Consolidated Edison Co. of New York Inc. | 5.125% | 3/15/35 | 19,435 | 19,325 | ||
| Constellation Energy Generation LLC | 5.800% | 3/1/33 | 16,218 | 16,856 | ||
| Constellation Energy Generation LLC | 6.125% | 1/15/34 | 14,150 | 14,947 | ||
| Consumers Energy Co. | 4.500% | 1/15/31 | 4,150 | 4,125 | ||
| Consumers Energy Co. | 3.600% | 8/15/32 | 21,189 | 19,356 | ||
| Consumers Energy Co. | 4.625% | 5/15/33 | 26,878 | 26,153 | ||
| Consumers Energy Co. | 5.050% | 5/15/35 | 17,327 | 17,219 | ||
| Dominion Energy Inc. | 5.000% | 6/15/30 | 12,000 | 12,120 | ||
| 2 | Dominion Energy Inc. | 2.250% | 8/15/31 | 26,034 | 22,324 | |
| 2 | Dominion Energy Inc. | 4.350% | 8/15/32 | 13,115 | 12,373 | |
| Dominion Energy Inc. | 5.375% | 11/15/32 | 26,768 | 27,092 | ||
| 2 | Dominion Energy Inc. | 5.250% | 8/1/33 | 16,312 | 16,129 | |
| Dominion Energy Inc. | 5.450% | 3/15/35 | 28,031 | 27,706 | ||
| 2 | Dominion Energy Inc. | 7.000% | 6/1/54 | 21,055 | 22,205 | |
| Dominion Energy Inc. | 6.625% | 5/15/55 | 11,508 | 11,517 | ||
| 2 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 9,720 | 8,386 | |
| Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 3,095 | 3,377 | ||
| Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 699 | 706 | ||
| 2 | Dominion Energy South Carolina Inc. | 5.300% | 1/15/35 | 17,435 | 17,503 | |
| 2 | DTE Electric Co. | 2.625% | 3/1/31 | 20,968 | 18,836 | |
| 2 | DTE Electric Co. | 3.000% | 3/1/32 | 25,820 | 23,100 | |
| DTE Electric Co. | 5.200% | 4/1/33 | 19,462 | 19,708 | ||
| DTE Electric Co. | 5.200% | 3/1/34 | 8,084 | 8,116 | ||
| DTE Electric Co. | 5.250% | 5/15/35 | 8,675 | 8,676 | ||
| DTE Energy Co. | 5.850% | 6/1/34 | 33,497 | 34,475 | ||
| Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 15,679 | 13,968 | ||
| Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 5,452 | 4,820 | ||
| Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,706 | 5,093 | ||
| Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 43,635 | 43,665 | ||
| Duke Energy Carolinas LLC | 4.850% | 1/15/34 | 16,912 | 16,586 | ||
| 2 | Duke Energy Carolinas LLC | 5.250% | 3/15/35 | 21,675 | 21,773 | |
| Duke Energy Corp. | 2.450% | 6/1/30 | 26,077 | 23,435 | ||
| Duke Energy Corp. | 2.550% | 6/15/31 | 22,591 | 19,828 | ||
| Duke Energy Corp. | 4.500% | 8/15/32 | 42,471 | 40,859 | ||
| Duke Energy Corp. | 5.750% | 9/15/33 | 20,080 | 20,817 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Duke Energy Corp. | 5.450% | 6/15/34 | 12,574 | 12,693 | ||
| Duke Energy Corp. | 6.450% | 9/1/54 | 25,185 | 25,506 | ||
| Duke Energy Florida LLC | 1.750% | 6/15/30 | 12,992 | 11,339 | ||
| Duke Energy Florida LLC | 2.400% | 12/15/31 | 19,593 | 17,043 | ||
| Duke Energy Florida LLC | 5.875% | 11/15/33 | 16,447 | 17,249 | ||
| Duke Energy Indiana LLC | 5.250% | 3/1/34 | 7,320 | 7,346 | ||
| Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 1,699 | 1,516 | ||
| Duke Energy Ohio Inc. | 5.250% | 4/1/33 | 10,587 | 10,722 | ||
| Duke Energy Progress LLC | 2.000% | 8/15/31 | 8,889 | 7,605 | ||
| Duke Energy Progress LLC | 5.250% | 3/15/33 | 17,815 | 18,119 | ||
| Duke Energy Progress LLC | 5.100% | 3/15/34 | 24,358 | 24,263 | ||
| Duke Energy Progress LLC | 5.050% | 3/15/35 | 26,343 | 26,020 | ||
| Edison International | 5.250% | 3/15/32 | 12,499 | 11,838 | ||
| Emera US Finance LP | 2.639% | 6/15/31 | 6,203 | 5,346 | ||
| Entergy Arkansas LLC | 5.150% | 1/15/33 | 14,841 | 14,949 | ||
| Entergy Arkansas LLC | 5.300% | 9/15/33 | 5,054 | 5,106 | ||
| Entergy Arkansas LLC | 5.450% | 6/1/34 | 15,623 | 15,828 | ||
| Entergy Corp. | 2.800% | 6/15/30 | 4,264 | 3,877 | ||
| Entergy Corp. | 2.400% | 6/15/31 | 20,560 | 17,901 | ||
| Entergy Louisiana LLC | 1.600% | 12/15/30 | 8,149 | 6,940 | ||
| Entergy Louisiana LLC | 3.050% | 6/1/31 | 9,735 | 8,886 | ||
| Entergy Louisiana LLC | 2.350% | 6/15/32 | 13,321 | 11,297 | ||
| Entergy Louisiana LLC | 4.000% | 3/15/33 | 17,798 | 16,528 | ||
| Entergy Louisiana LLC | 5.350% | 3/15/34 | 19,582 | 19,643 | ||
| Entergy Louisiana LLC | 5.150% | 9/15/34 | 30,215 | 29,900 | ||
| Entergy Mississippi LLC | 5.000% | 9/1/33 | 1,110 | 1,094 | ||
| Entergy Texas Inc. | 1.750% | 3/15/31 | 18,446 | 15,695 | ||
| Entergy Texas Inc. | 5.250% | 4/15/35 | 9,390 | 9,369 | ||
| Essential Utilities Inc. | 2.400% | 5/1/31 | 12,724 | 11,078 | ||
| Essential Utilities Inc. | 5.375% | 1/15/34 | 19,580 | 19,525 | ||
| Evergy Inc. | 6.650% | 6/1/55 | 12,600 | 12,494 | ||
| Evergy Kansas Central Inc. | 5.900% | 11/15/33 | 4,366 | 4,559 | ||
| Evergy Kansas Central Inc. | 5.250% | 3/15/35 | 16,045 | 15,953 | ||
| 2 | Evergy Metro Inc. | 2.250% | 6/1/30 | 268 | 239 | |
| Evergy Metro Inc. | 4.950% | 4/15/33 | 7,837 | 7,698 | ||
| Evergy Metro Inc. | 5.400% | 4/1/34 | 8,435 | 8,466 | ||
| 2 | Eversource Energy | 1.650% | 8/15/30 | 17,786 | 15,220 | |
| Eversource Energy | 2.550% | 3/15/31 | 19,210 | 16,859 | ||
| Eversource Energy | 5.850% | 4/15/31 | 33,154 | 34,550 | ||
| Eversource Energy | 3.375% | 3/1/32 | 28,064 | 25,119 | ||
| Eversource Energy | 5.125% | 5/15/33 | 27,588 | 27,078 | ||
| Eversource Energy | 5.500% | 1/1/34 | 23,065 | 23,021 | ||
| Exelon Corp. | 5.125% | 3/15/31 | 25,599 | 25,936 | ||
| Exelon Corp. | 3.350% | 3/15/32 | 768 | 697 | ||
| Exelon Corp. | 5.300% | 3/15/33 | 28,819 | 29,157 | ||
| Exelon Corp. | 5.450% | 3/15/34 | 19,644 | 19,850 | ||
| Exelon Corp. | 6.500% | 3/15/55 | 29,470 | 29,361 | ||
| 2 | FirstEnergy Corp. | 2.250% | 9/1/30 | 14,065 | 12,327 | |
| FirstEnergy Transmission LLC | 5.000% | 1/15/35 | 9,595 | 9,355 | ||
| Florida Power & Light Co. | 4.625% | 5/15/30 | 10,700 | 10,776 | ||
| Florida Power & Light Co. | 2.450% | 2/3/32 | 40,331 | 35,150 | ||
| Florida Power & Light Co. | 5.100% | 4/1/33 | 27,332 | 27,595 | ||
| Florida Power & Light Co. | 4.800% | 5/15/33 | 26,802 | 26,523 | ||
| Florida Power & Light Co. | 5.625% | 4/1/34 | 340 | 354 | ||
| Florida Power & Light Co. | 5.300% | 6/15/34 | 35,261 | 35,848 | ||
| Georgia Power Co. | 4.850% | 3/15/31 | 10,543 | 10,675 | ||
| Georgia Power Co. | 4.700% | 5/15/32 | 38,461 | 38,029 | ||
| Georgia Power Co. | 4.950% | 5/17/33 | 49,341 | 48,972 | ||
| Georgia Power Co. | 5.250% | 3/15/34 | 22,948 | 23,075 | ||
| Georgia Power Co. | 5.200% | 3/15/35 | 24,727 | 24,629 | ||
| Idaho Power Co. | 5.200% | 8/15/34 | 5,140 | 5,128 | ||
| Interstate Power & Light Co. | 2.300% | 6/1/30 | 1,163 | 1,041 | ||
| Interstate Power & Light Co. | 5.700% | 10/15/33 | 8,204 | 8,374 | ||
| Interstate Power & Light Co. | 4.950% | 9/30/34 | 10,387 | 10,027 | ||
| Interstate Power & Light Co. | 5.600% | 6/29/35 | 7,650 | 7,700 | ||
| IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,383 | 4,161 | ||
| IPALCO Enterprises Inc. | 5.750% | 4/1/34 | 10,065 | 9,938 | ||
| Jersey Central Power & Light Co. | 5.100% | 1/15/35 | 18,845 | 18,452 | ||
| 2 | Kentucky Utilities Co. | 5.450% | 4/15/33 | 3,923 | 3,998 | |
| 2 | Louisville Gas & Electric Co. | 5.450% | 4/15/33 | 11,148 | 11,361 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| MidAmerican Energy Co. | 5.350% | 1/15/34 | 2,915 | 2,980 | ||
| National Fuel Gas Co. | 2.950% | 3/1/31 | 11,834 | 10,437 | ||
| National Fuel Gas Co. | 5.950% | 3/15/35 | 11,425 | 11,457 | ||
| National Grid plc | 5.809% | 6/12/33 | 25,282 | 26,117 | ||
| National Grid plc | 5.418% | 1/11/34 | 11,547 | 11,631 | ||
| National Grid USA | 5.803% | 4/1/35 | 3,767 | 3,765 | ||
| 2 | National Rural Utilities Cooperative Finance Corp. | 5.000% | 2/7/31 | 25,232 | 25,607 | |
| National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 15,802 | 13,057 | ||
| 2 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 10,138 | 11,796 | |
| National Rural Utilities Cooperative Finance Corp. | 2.750% | 4/15/32 | 15,657 | 13,669 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 8,684 | 8,131 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | 4,651 | 4,386 | ||
| National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | 20,921 | 21,828 | ||
| National Rural Utilities Cooperative Finance Corp. | 5.000% | 8/15/34 | 15,941 | 15,722 | ||
| Nevada Power Co. | 6.250% | 5/15/55 | 7,950 | 7,859 | ||
| NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 46,997 | 41,821 | ||
| NextEra Energy Capital Holdings Inc. | 2.440% | 1/15/32 | 24,075 | 20,570 | ||
| NextEra Energy Capital Holdings Inc. | 5.300% | 3/15/32 | 42,790 | 43,553 | ||
| NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | 44,853 | 44,742 | ||
| NextEra Energy Capital Holdings Inc. | 5.050% | 2/28/33 | 29,287 | 29,122 | ||
| NextEra Energy Capital Holdings Inc. | 5.250% | 3/15/34 | 17,593 | 17,494 | ||
| NextEra Energy Capital Holdings Inc. | 5.450% | 3/15/35 | 39,555 | 39,546 | ||
| NextEra Energy Capital Holdings Inc. | 6.750% | 6/15/54 | 33,831 | 34,791 | ||
| NextEra Energy Capital Holdings Inc. | 6.375% | 8/15/55 | 22,800 | 22,879 | ||
| NiSource Inc. | 1.700% | 2/15/31 | 21,347 | 18,053 | ||
| NiSource Inc. | 5.400% | 6/30/33 | 11,965 | 12,027 | ||
| NiSource Inc. | 5.350% | 4/1/34 | 23,968 | 24,056 | ||
| NiSource Inc. | 6.375% | 3/31/55 | 13,775 | 13,673 | ||
| Northern States Power Co. | 5.050% | 5/15/35 | 16,650 | 16,611 | ||
| NSTAR Electric Co. | 5.400% | 6/1/34 | 15,512 | 15,641 | ||
| NSTAR Electric Co. | 5.200% | 3/1/35 | 13,557 | 13,420 | ||
| 2 | Ohio Power Co. | 1.625% | 1/15/31 | 13,042 | 10,917 | |
| Ohio Power Co. | 5.650% | 6/1/34 | 11,460 | 11,550 | ||
| Oklahoma Gas & Electric Co. | 5.400% | 1/15/33 | 16,376 | 16,645 | ||
| Oncor Electric Delivery Co. LLC | 4.150% | 6/1/32 | 17,033 | 16,155 | ||
| Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | 30,947 | 30,168 | ||
| Oncor Electric Delivery Co. LLC | 5.650% | 11/15/33 | 32,624 | 33,818 | ||
| 3 | Oncor Electric Delivery Co. LLC | 5.350% | 4/1/35 | 18,751 | 18,797 | |
| ONE Gas Inc. | 4.250% | 9/1/32 | 8,305 | 7,877 | ||
| Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 69,110 | 66,974 | ||
| Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 64,678 | 55,628 | ||
| Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 30,906 | 27,407 | ||
| Pacific Gas & Electric Co. | 4.400% | 3/1/32 | 543 | 504 | ||
| Pacific Gas & Electric Co. | 5.900% | 6/15/32 | 19,776 | 19,932 | ||
| Pacific Gas & Electric Co. | 6.150% | 1/15/33 | 29,429 | 29,929 | ||
| Pacific Gas & Electric Co. | 6.400% | 6/15/33 | 41,146 | 42,378 | ||
| Pacific Gas & Electric Co. | 6.950% | 3/15/34 | 32,030 | 34,046 | ||
| Pacific Gas & Electric Co. | 5.800% | 5/15/34 | 14,294 | 14,123 | ||
| Pacific Gas & Electric Co. | 5.700% | 3/1/35 | 21,050 | 20,717 | ||
| PacifiCorp | 5.300% | 2/15/31 | 7,129 | 7,252 | ||
| PacifiCorp | 7.700% | 11/15/31 | 195 | 223 | ||
| PacifiCorp | 5.450% | 2/15/34 | 42,143 | 42,104 | ||
| PacifiCorp | 7.375% | 9/15/55 | 20,680 | 21,124 | ||
| PECO Energy Co. | 4.900% | 6/15/33 | 1,576 | 1,575 | ||
| Piedmont Natural Gas Co. Inc. | 5.400% | 6/15/33 | 10,869 | 10,947 | ||
| Piedmont Natural Gas Co. Inc. | 5.100% | 2/15/35 | 11,148 | 11,002 | ||
| Potomac Electric Power Co. | 5.200% | 3/15/34 | 3,374 | 3,366 | ||
| PPL Capital Funding Inc. | 5.250% | 9/1/34 | 27,952 | 27,654 | ||
| PPL Electric Utilities Corp. | 5.000% | 5/15/33 | 17,757 | 17,742 | ||
| PPL Electric Utilities Corp. | 4.850% | 2/15/34 | 18,250 | 17,966 | ||
| Progress Energy Inc. | 7.750% | 3/1/31 | 22,713 | 25,913 | ||
| Progress Energy Inc. | 7.000% | 10/30/31 | 21,797 | 24,166 | ||
| 2 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 14,875 | 12,755 | |
| Public Service Co. of Colorado | 1.875% | 6/15/31 | 22,377 | 18,947 | ||
| 2 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 8,371 | 7,900 | |
| Public Service Co. of Colorado | 5.350% | 5/15/34 | 30,584 | 30,466 | ||
| Public Service Co. of New Hampshire | 5.350% | 10/1/33 | 15,429 | 15,678 | ||
| 2 | Public Service Co. of Oklahoma | 2.200% | 8/15/31 | 881 | 750 | |
| Public Service Co. of Oklahoma | 5.250% | 1/15/33 | 12,532 | 12,483 | ||
| Public Service Co. of Oklahoma | 5.200% | 1/15/35 | 21,144 | 20,655 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| 2 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 20,419 | 18,397 | |
| 2 | Public Service Electric & Gas Co. | 4.900% | 12/15/32 | 17,070 | 17,150 | |
| 2 | Public Service Electric & Gas Co. | 4.650% | 3/15/33 | 18,408 | 18,065 | |
| Public Service Electric & Gas Co. | 5.200% | 8/1/33 | 15,409 | 15,571 | ||
| 2 | Public Service Electric & Gas Co. | 5.200% | 3/1/34 | 10,040 | 10,156 | |
| Public Service Electric & Gas Co. | 4.850% | 8/1/34 | 14,031 | 13,808 | ||
| 2 | Public Service Electric & Gas Co. | 5.050% | 3/1/35 | 20,963 | 20,885 | |
| Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 11,222 | 9,580 | ||
| Public Service Enterprise Group Inc. | 2.450% | 11/15/31 | 15,015 | 12,984 | ||
| Public Service Enterprise Group Inc. | 6.125% | 10/15/33 | 11,196 | 11,745 | ||
| Public Service Enterprise Group Inc. | 5.450% | 4/1/34 | 8,461 | 8,533 | ||
| Public Service Enterprise Group Inc. | 5.400% | 3/15/35 | 11,520 | 11,474 | ||
| Puget Energy Inc. | 4.100% | 6/15/30 | 7,774 | 7,401 | ||
| Puget Energy Inc. | 4.224% | 3/15/32 | 11,326 | 10,418 | ||
| 3 | Puget Energy Inc. | 5.725% | 3/15/35 | 17,929 | 17,753 | |
| Puget Sound Energy Inc. | 5.330% | 6/15/34 | 13,630 | 13,646 | ||
| 2 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 13,994 | 12,027 | |
| 2 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 15,479 | 13,642 | |
| San Diego Gas & Electric Co. | 5.400% | 4/15/35 | 24,025 | 24,096 | ||
| Sempra | 5.500% | 8/1/33 | 17,978 | 18,080 | ||
| Sempra | 6.400% | 10/1/54 | 29,844 | 28,018 | ||
| Sempra | 6.550% | 4/1/55 | 7,000 | 6,554 | ||
| Sempra | 6.625% | 4/1/55 | 8,750 | 8,248 | ||
| Southern California Edison Co. | 2.250% | 6/1/30 | 16,839 | 14,698 | ||
| 2 | Southern California Edison Co. | 2.500% | 6/1/31 | 18,186 | 15,576 | |
| Southern California Edison Co. | 5.450% | 6/1/31 | 16,532 | 16,654 | ||
| Southern California Edison Co. | 2.750% | 2/1/32 | 17,794 | 14,986 | ||
| Southern California Edison Co. | 5.950% | 11/1/32 | 28,926 | 29,388 | ||
| Southern California Edison Co. | 6.000% | 1/15/34 | 19,871 | 20,067 | ||
| Southern California Edison Co. | 5.200% | 6/1/34 | 17,735 | 16,995 | ||
| Southern California Edison Co. | 5.450% | 3/1/35 | 23,225 | 22,494 | ||
| Southern California Gas Co. | 5.200% | 6/1/33 | 22,684 | 22,623 | ||
| Southern California Gas Co. | 5.050% | 9/1/34 | 16,553 | 16,321 | ||
| Southern California Gas Co. | 5.450% | 6/15/35 | 6,950 | 6,961 | ||
| Southern Co. | 5.700% | 10/15/32 | 19,034 | 19,723 | ||
| Southern Co. | 5.200% | 6/15/33 | 28,839 | 28,831 | ||
| Southern Co. | 5.700% | 3/15/34 | 15,946 | 16,409 | ||
| Southern Co. | 4.850% | 3/15/35 | 21,770 | 20,958 | ||
| 2 | Southern Co. | 6.375% | 3/15/55 | 49,336 | 50,212 | |
| 2 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 24,119 | 20,496 | |
| Southern Co. Gas Capital Corp. | 5.750% | 9/15/33 | 22,664 | 23,322 | ||
| Southern Co. Gas Capital Corp. | 4.950% | 9/15/34 | 18,730 | 18,079 | ||
| Southwest Gas Corp. | 2.200% | 6/15/30 | 3,381 | 2,994 | ||
| Southwest Gas Corp. | 4.050% | 3/15/32 | 16,449 | 15,334 | ||
| Southwestern Electric Power Co. | 5.300% | 4/1/33 | 12,718 | 12,578 | ||
| Southwestern Public Service Co. | 5.300% | 5/15/35 | 18,200 | 17,893 | ||
| Spire Missouri Inc. | 4.800% | 2/15/33 | 9,833 | 9,642 | ||
| 2 | Spire Missouri Inc. | 5.150% | 8/15/34 | 8,838 | 8,821 | |
| System Energy Resources Inc. | 5.300% | 12/15/34 | 14,875 | 14,570 | ||
| Tampa Electric Co. | 2.400% | 3/15/31 | 655 | 578 | ||
| Tampa Electric Co. | 5.150% | 3/1/35 | 21,157 | 20,885 | ||
| Tucson Electric Power Co. | 1.500% | 8/1/30 | 8,106 | 6,893 | ||
| Tucson Electric Power Co. | 3.250% | 5/15/32 | 6,989 | 6,238 | ||
| Tucson Electric Power Co. | 5.200% | 9/15/34 | 12,070 | 11,915 | ||
| Union Electric Co. | 2.150% | 3/15/32 | 13,222 | 11,188 | ||
| Union Electric Co. | 5.200% | 4/1/34 | 22,553 | 22,550 | ||
| Union Electric Co. | 5.250% | 4/15/35 | 6,116 | 6,135 | ||
| Virginia Electric & Power Co. | 2.300% | 11/15/31 | 13,633 | 11,770 | ||
| Virginia Electric & Power Co. | 2.400% | 3/30/32 | 19,640 | 16,784 | ||
| Virginia Electric & Power Co. | 5.000% | 4/1/33 | 34,334 | 34,129 | ||
| Virginia Electric & Power Co. | 5.300% | 8/15/33 | 9,984 | 10,016 | ||
| Virginia Electric & Power Co. | 5.000% | 1/15/34 | 9,905 | 9,716 | ||
| Virginia Electric & Power Co. | 5.050% | 8/15/34 | 19,607 | 19,286 | ||
| Virginia Electric & Power Co. | 5.150% | 3/15/35 | 15,498 | 15,251 | ||
| WEC Energy Group Inc. | 1.800% | 10/15/30 | 4,365 | 3,780 | ||
| Wisconsin Electric Power Co. | 4.750% | 9/30/32 | 14,503 | 14,490 | ||
| Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 4,404 | 4,625 | ||
| Wisconsin Electric Power Co. | 4.600% | 10/1/34 | 5,360 | 5,209 | ||
| Wisconsin Power & Light Co. | 1.950% | 9/16/31 | 7,697 | 6,488 | ||
| Wisconsin Power & Light Co. | 3.950% | 9/1/32 | 19,253 | 17,905 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Wisconsin Power & Light Co. | 4.950% | 4/1/33 | 8,177 | 8,087 | ||
| Wisconsin Power & Light Co. | 5.375% | 3/30/34 | 8,366 | 8,378 | ||
| Xcel Energy Inc. | 3.400% | 6/1/30 | 12,278 | 11,532 | ||
| Xcel Energy Inc. | 2.350% | 11/15/31 | 760 | 648 | ||
| Xcel Energy Inc. | 4.600% | 6/1/32 | 25,393 | 24,371 | ||
| Xcel Energy Inc. | 5.450% | 8/15/33 | 27,582 | 27,632 | ||
| Xcel Energy Inc. | 5.500% | 3/15/34 | 28,643 | 28,533 | ||
| Xcel Energy Inc. | 5.600% | 4/15/35 | 7,238 | 7,239 | ||
| 5,199,962 | ||||||
| Total Corporate Bonds (Cost $55,351,480) | 54,257,878 | |||||
| Shares | ||||||
| Temporary Cash Investments (0.2%) | ||||||
| Money Market Fund (0.2%) | ||||||
| 5 | Vanguard Market Liquidity Fund (Cost $99,617) | 4.342% | 996,269 | 99,617 | ||
| Total Investments (98.7%) (Cost $55,533,926) | 54,440,708 | |||||
| Other Assets and Liabilities—Net (1.3%) | 718,277 | |||||
| Net Assets (100%) | 55,158,985 | |||||
| Cost is in $000. |
| 1 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of May 31, 2025. |
| 2 | 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. |
| 3 | 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 May 31, 2025, the aggregate value was $687,408, representing 1.2% of net assets. |
| 4 | Securities with a value of $14,164 have been segregated as initial margin for open futures contracts. |
| 5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| DAC—Designated Activity Company. | |
| REIT—Real Estate Investment Trust. |
| Futures Contracts | ||||
| ($000) | ||||
| Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
| Long Futures Contracts | ||||
| 5-Year U.S. Treasury Note | September 2025 | 250 | 27,047 | (21) |
| Ultra 10-Year U.S. Treasury Note | September 2025 | 1,007 | 113,335 | (137) |
| (158) | ||||
| Short Futures Contracts | ||||
| 10-Year U.S. Treasury Note | September 2025 | (492) | (54,489) | (128) |
| (286) | ||||
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| U.S. Government and Agency Obligations | — | 83,213 | — | 83,213 |
| Corporate Bonds | — | 54,257,878 | — | 54,257,878 |
| Temporary Cash Investments | 99,617 | — | — | 99,617 |
| Total | 99,617 | 54,341,091 | — | 54,440,708 |
| Derivative Financial Instruments | ||||
| Liabilities | ||||
| Futures Contracts1 | (286) | — | — | (286) |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. | |||