| 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 | 5,100 | 5,085 | ||
| United States Treasury Note/Bond | 3.875% | 4/30/30 | 7,265 | 7,238 | ||
| 1 | United States Treasury Note/Bond | 4.000% | 5/31/30 | 50,000 | 50,106 | |
| Total U.S. Government and Agency Obligations (Cost $62,404) | 62,429 | |||||
| Corporate Bonds (98.6%) | ||||||
| Communications (4.9%) | ||||||
| Alphabet Inc. | 0.800% | 8/15/27 | 15,884 | 14,819 | ||
| Alphabet Inc. | 4.000% | 5/15/30 | 15,950 | 15,794 | ||
| America Movil SAB de CV | 3.625% | 4/22/29 | 11,199 | 10,792 | ||
| America Movil SAB de CV | 2.875% | 5/7/30 | 12,380 | 11,313 | ||
| AppLovin Corp. | 5.125% | 12/1/29 | 17,146 | 17,277 | ||
| AT&T Inc. | 2.950% | 7/15/26 | 300 | 295 | ||
| AT&T Inc. | 3.800% | 2/15/27 | 5,266 | 5,213 | ||
| AT&T Inc. | 4.250% | 3/1/27 | 26,010 | 25,933 | ||
| AT&T Inc. | 2.300% | 6/1/27 | 52,347 | 50,240 | ||
| AT&T Inc. | 1.650% | 2/1/28 | 42,018 | 39,110 | ||
| 2 | AT&T Inc. | 4.100% | 2/15/28 | 34,984 | 34,724 | |
| AT&T Inc. | 4.350% | 3/1/29 | 40,267 | 40,075 | ||
| 2 | AT&T Inc. | 4.300% | 2/15/30 | 30,735 | 30,419 | |
| 1 | AT&T Inc. | 4.700% | 8/15/30 | 15,450 | 15,501 | |
| Baidu Inc. | 1.625% | 2/23/27 | 4,710 | 4,492 | ||
| Baidu Inc. | 3.625% | 7/6/27 | 10,660 | 10,479 | ||
| Baidu Inc. | 4.375% | 3/29/28 | 7,842 | 7,822 | ||
| Baidu Inc. | 4.875% | 11/14/28 | 4,645 | 4,700 | ||
| Booking Holdings Inc. | 3.600% | 6/1/26 | 19,775 | 19,624 | ||
| Booking Holdings Inc. | 4.625% | 4/13/30 | 14,759 | 14,833 | ||
| Charter Communications Operating LLC | 6.150% | 11/10/26 | 22,560 | 22,957 | ||
| Charter Communications Operating LLC | 3.750% | 2/15/28 | 27,929 | 27,238 | ||
| Charter Communications Operating LLC | 2.250% | 1/15/29 | 19,958 | 18,238 | ||
| Charter Communications Operating LLC | 5.050% | 3/30/29 | 20,038 | 20,118 | ||
| Charter Communications Operating LLC | 6.100% | 6/1/29 | 28,685 | 29,854 | ||
| Comcast Corp. | 2.350% | 1/15/27 | 37,671 | 36,499 | ||
| Comcast Corp. | 3.300% | 2/1/27 | 35,655 | 35,063 | ||
| Comcast Corp. | 3.300% | 4/1/27 | 20,007 | 19,640 | ||
| Comcast Corp. | 5.350% | 11/15/27 | 10,216 | 10,460 | ||
| Comcast Corp. | 3.150% | 2/15/28 | 6,336 | 6,148 | ||
| Comcast Corp. | 3.550% | 5/1/28 | 14,252 | 13,960 | ||
| Comcast Corp. | 4.150% | 10/15/28 | 76,558 | 76,085 | ||
| Comcast Corp. | 4.550% | 1/15/29 | 9,538 | 9,597 | ||
| Comcast Corp. | 5.100% | 6/1/29 | 12,750 | 13,079 | ||
| Comcast Corp. | 2.650% | 2/1/30 | 22,578 | 20,802 | ||
| Comcast Corp. | 3.400% | 4/1/30 | 17,627 | 16,739 | ||
| Discovery Communications LLC | 3.950% | 3/20/28 | 37,922 | 36,189 | ||
| Discovery Communications LLC | 4.125% | 5/15/29 | 7,742 | 7,195 | ||
| Discovery Communications LLC | 3.625% | 5/15/30 | 5,835 | 5,158 | ||
| Expedia Group Inc. | 4.625% | 8/1/27 | 22,450 | 22,456 | ||
| Expedia Group Inc. | 3.250% | 2/15/30 | 23,786 | 22,186 | ||
| Fox Corp. | 4.709% | 1/25/29 | 45,539 | 45,648 | ||
| Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 14,053 | 14,063 | ||
| Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 9,979 | 10,015 | ||
| Meta Platforms Inc. | 3.500% | 8/15/27 | 46,731 | 46,143 | ||
| Meta Platforms Inc. | 4.600% | 5/15/28 | 30,576 | 31,075 | ||
| Meta Platforms Inc. | 4.300% | 8/15/29 | 23,280 | 23,370 | ||
| Netflix Inc. | 4.375% | 11/15/26 | 17,352 | 17,379 | ||
| Netflix Inc. | 4.875% | 4/15/28 | 40,155 | 40,792 | ||
| Netflix Inc. | 5.875% | 11/15/28 | 37,923 | 39,775 | ||
| Netflix Inc. | 6.375% | 5/15/29 | 11,895 | 12,739 | ||
| Paramount Global | 3.700% | 6/1/28 | 13,041 | 12,605 | ||
| Paramount Global | 4.200% | 6/1/29 | 15,886 | 15,353 | ||
| Rogers Communications Inc. | 3.200% | 3/15/27 | 10,238 | 10,011 | ||
| Rogers Communications Inc. | 5.000% | 2/15/29 | 33,592 | 33,834 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Sprint Capital Corp. | 6.875% | 11/15/28 | 49,467 | 52,924 | ||
| Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 6,423 | 6,320 | ||
| Take-Two Interactive Software Inc. | 4.950% | 3/28/28 | 13,881 | 14,022 | ||
| Telefonica Emisiones SA | 4.103% | 3/8/27 | 25,089 | 24,909 | ||
| TELUS Corp. | 2.800% | 2/16/27 | 13,482 | 13,085 | ||
| T-Mobile USA Inc. | 3.750% | 4/15/27 | 57,093 | 56,360 | ||
| T-Mobile USA Inc. | 4.750% | 2/1/28 | 26,491 | 26,499 | ||
| T-Mobile USA Inc. | 2.050% | 2/15/28 | 43,635 | 41,005 | ||
| T-Mobile USA Inc. | 4.950% | 3/15/28 | 5,867 | 5,951 | ||
| T-Mobile USA Inc. | 4.850% | 1/15/29 | 9,781 | 9,876 | ||
| T-Mobile USA Inc. | 2.625% | 2/15/29 | 19,270 | 17,944 | ||
| T-Mobile USA Inc. | 2.400% | 3/15/29 | 18,689 | 17,260 | ||
| T-Mobile USA Inc. | 3.375% | 4/15/29 | 37,410 | 35,693 | ||
| T-Mobile USA Inc. | 4.200% | 10/1/29 | 24,307 | 23,945 | ||
| T-Mobile USA Inc. | 3.875% | 4/15/30 | 68,999 | 66,548 | ||
| T-Mobile USA Inc. | 3.500% | 4/15/31 | 10,000 | 9,293 | ||
| 2 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 9,939 | 9,672 | |
| 2 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 15,740 | 15,395 | |
| Uber Technologies Inc. | 4.300% | 1/15/30 | 28,826 | 28,438 | ||
| Verizon Communications Inc. | 4.125% | 3/16/27 | 29,385 | 29,265 | ||
| Verizon Communications Inc. | 3.000% | 3/22/27 | 4,762 | 4,646 | ||
| Verizon Communications Inc. | 2.100% | 3/22/28 | 48,044 | 45,199 | ||
| Verizon Communications Inc. | 4.329% | 9/21/28 | 71,072 | 70,913 | ||
| Verizon Communications Inc. | 4.016% | 12/3/29 | 68,842 | 67,344 | ||
| Verizon Communications Inc. | 3.150% | 3/22/30 | 23,671 | 22,205 | ||
| Walt Disney Co. | 3.375% | 11/15/26 | 2,380 | 2,352 | ||
| Walt Disney Co. | 3.700% | 3/23/27 | 4,195 | 4,177 | ||
| Walt Disney Co. | 2.200% | 1/13/28 | 6,253 | 5,976 | ||
| Walt Disney Co. | 2.000% | 9/1/29 | 14,362 | 13,088 | ||
| Walt Disney Co. | 3.800% | 3/22/30 | 9,074 | 8,865 | ||
| Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 64,618 | 62,655 | ||
| Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 11,555 | 10,767 | ||
| 2,018,509 | ||||||
| Consumer Discretionary (7.1%) | ||||||
| Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 38,155 | 37,251 | ||
| 3 | Alibaba Group Holding Ltd. | 4.875% | 5/26/30 | 14,700 | 14,931 | |
| Amazon.com Inc. | 3.300% | 4/13/27 | 34,579 | 34,107 | ||
| Amazon.com Inc. | 1.200% | 6/3/27 | 19,890 | 18,796 | ||
| Amazon.com Inc. | 3.150% | 8/22/27 | 65,360 | 64,020 | ||
| Amazon.com Inc. | 4.550% | 12/1/27 | 40,776 | 41,207 | ||
| Amazon.com Inc. | 1.650% | 5/12/28 | 40,515 | 37,883 | ||
| Amazon.com Inc. | 3.450% | 4/13/29 | 15,134 | 14,808 | ||
| Amazon.com Inc. | 4.650% | 12/1/29 | 15,886 | 16,173 | ||
| 2 | American Honda Finance Corp. | 5.250% | 7/7/26 | 6,476 | 6,525 | |
| 2 | American Honda Finance Corp. | 1.300% | 9/9/26 | 12,356 | 11,859 | |
| 2 | American Honda Finance Corp. | 2.300% | 9/9/26 | 15,681 | 15,241 | |
| 2 | American Honda Finance Corp. | 4.400% | 10/5/26 | 13,798 | 13,770 | |
| 2 | American Honda Finance Corp. | 2.350% | 1/8/27 | 15,737 | 15,205 | |
| American Honda Finance Corp. | 4.900% | 3/12/27 | 7,520 | 7,565 | ||
| 2 | American Honda Finance Corp. | 4.450% | 10/22/27 | 14,711 | 14,674 | |
| American Honda Finance Corp. | 4.700% | 1/12/28 | 10,894 | 10,940 | ||
| 2 | American Honda Finance Corp. | 3.500% | 2/15/28 | 7,762 | 7,556 | |
| American Honda Finance Corp. | 4.550% | 3/3/28 | 11,312 | 11,316 | ||
| 2 | American Honda Finance Corp. | 2.000% | 3/24/28 | 19,415 | 18,131 | |
| 2 | American Honda Finance Corp. | 5.125% | 7/7/28 | 10,464 | 10,629 | |
| American Honda Finance Corp. | 5.650% | 11/15/28 | 12,582 | 12,995 | ||
| 2 | American Honda Finance Corp. | 2.250% | 1/12/29 | 2,551 | 2,347 | |
| American Honda Finance Corp. | 4.900% | 3/13/29 | 7,970 | 8,031 | ||
| 2 | American Honda Finance Corp. | 4.400% | 9/5/29 | 15,699 | 15,526 | |
| American Honda Finance Corp. | 4.800% | 3/5/30 | 18,147 | 18,177 | ||
| Aptiv Swiss Holdings Ltd. | 4.350% | 3/15/29 | 2,730 | 2,667 | ||
| Aptiv Swiss Holdings Ltd. | 4.650% | 9/13/29 | 8,145 | 8,016 | ||
| AutoNation Inc. | 3.800% | 11/15/27 | 1,908 | 1,863 | ||
| AutoZone Inc. | 3.750% | 6/1/27 | 13,559 | 13,385 | ||
| AutoZone Inc. | 4.500% | 2/1/28 | 8,272 | 8,294 | ||
| AutoZone Inc. | 6.250% | 11/1/28 | 9,478 | 10,009 | ||
| AutoZone Inc. | 3.750% | 4/18/29 | 9,711 | 9,416 | ||
| AutoZone Inc. | 5.100% | 7/15/29 | 10,945 | 11,146 | ||
| AutoZone Inc. | 4.000% | 4/15/30 | 2,561 | 2,483 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AutoZone Inc. | 5.125% | 6/15/30 | 6,430 | 6,532 | ||
| Best Buy Co. Inc. | 4.450% | 10/1/28 | 8,398 | 8,393 | ||
| Block Financial LLC | 2.500% | 7/15/28 | 8,506 | 7,924 | ||
| BorgWarner Inc. | 2.650% | 7/1/27 | 17,863 | 17,159 | ||
| BorgWarner Inc. | 4.950% | 8/15/29 | 2,207 | 2,214 | ||
| Brunswick Corp. | 5.850% | 3/18/29 | 6,786 | 6,899 | ||
| Choice Hotels International Inc. | 3.700% | 12/1/29 | 7,000 | 6,546 | ||
| Darden Restaurants Inc. | 3.850% | 5/1/27 | 8,440 | 8,327 | ||
| Darden Restaurants Inc. | 4.350% | 10/15/27 | 6,445 | 6,420 | ||
| Darden Restaurants Inc. | 4.550% | 10/15/29 | 4,500 | 4,460 | ||
| DR Horton Inc. | 1.300% | 10/15/26 | 10,562 | 10,120 | ||
| DR Horton Inc. | 1.400% | 10/15/27 | 546 | 509 | ||
| eBay Inc. | 3.600% | 6/5/27 | 14,703 | 14,482 | ||
| eBay Inc. | 5.950% | 11/22/27 | 3,911 | 4,047 | ||
| eBay Inc. | 2.700% | 3/11/30 | 15,500 | 14,229 | ||
| Ford Motor Co. | 4.346% | 12/8/26 | 8,670 | 8,548 | ||
| Ford Motor Co. | 9.625% | 4/22/30 | 5,000 | 5,672 | ||
| Ford Motor Credit Co. LLC | 6.950% | 6/10/26 | 7,902 | 7,989 | ||
| Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 23,088 | 22,759 | ||
| Ford Motor Credit Co. LLC | 5.125% | 11/5/26 | 29,520 | 29,254 | ||
| Ford Motor Credit Co. LLC | 4.271% | 1/9/27 | 28,925 | 28,280 | ||
| Ford Motor Credit Co. LLC | 5.850% | 5/17/27 | 20,887 | 20,855 | ||
| Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 29,549 | 29,094 | ||
| Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 21,729 | 20,963 | ||
| Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 18,036 | 17,199 | ||
| Ford Motor Credit Co. LLC | 7.350% | 11/4/27 | 12,497 | 12,862 | ||
| Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | 16,806 | 15,558 | ||
| Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 27,574 | 28,159 | ||
| Ford Motor Credit Co. LLC | 6.798% | 11/7/28 | 24,302 | 24,829 | ||
| Ford Motor Credit Co. LLC | 5.800% | 3/8/29 | 14,499 | 14,306 | ||
| Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 30,064 | 28,917 | ||
| Ford Motor Credit Co. LLC | 5.303% | 9/6/29 | 29,345 | 28,389 | ||
| Ford Motor Credit Co. LLC | 5.875% | 11/7/29 | 43,514 | 42,971 | ||
| Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | 11,415 | 10,720 | ||
| General Motors Co. | 4.200% | 10/1/27 | 10,432 | 10,256 | ||
| General Motors Co. | 6.800% | 10/1/27 | 15,497 | 16,069 | ||
| General Motors Co. | 5.350% | 4/15/28 | 7,500 | 7,564 | ||
| General Motors Co. | 5.000% | 10/1/28 | 10,931 | 10,934 | ||
| General Motors Co. | 5.400% | 10/15/29 | 7,709 | 7,761 | ||
| General Motors Co. | 5.625% | 4/15/30 | 15,450 | 15,582 | ||
| General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 14,266 | 14,101 | ||
| General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 34,510 | 34,191 | ||
| General Motors Financial Co. Inc. | 2.350% | 2/26/27 | 9,562 | 9,146 | ||
| General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 26,640 | 26,678 | ||
| General Motors Financial Co. Inc. | 5.400% | 5/8/27 | 27,892 | 28,129 | ||
| General Motors Financial Co. Inc. | 5.000% | 7/15/27 | 4,400 | 4,404 | ||
| General Motors Financial Co. Inc. | 5.350% | 7/15/27 | 19,526 | 19,672 | ||
| General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 21,839 | 20,787 | ||
| General Motors Financial Co. Inc. | 6.000% | 1/9/28 | 600 | 615 | ||
| General Motors Financial Co. Inc. | 5.050% | 4/4/28 | 7,419 | 7,439 | ||
| General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 26,701 | 24,889 | ||
| General Motors Financial Co. Inc. | 5.800% | 6/23/28 | 27,249 | 27,818 | ||
| General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 3,000 | 2,759 | ||
| General Motors Financial Co. Inc. | 5.800% | 1/7/29 | 23,135 | 23,636 | ||
| General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 50 | 51 | ||
| General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 4,400 | 4,263 | ||
| General Motors Financial Co. Inc. | 5.550% | 7/15/29 | 34,712 | 35,075 | ||
| General Motors Financial Co. Inc. | 4.900% | 10/6/29 | 21,622 | 21,301 | ||
| General Motors Financial Co. Inc. | 5.350% | 1/7/30 | 34,117 | 34,136 | ||
| General Motors Financial Co. Inc. | 5.850% | 4/6/30 | 6,366 | 6,501 | ||
| General Motors Financial Co. Inc. | 5.450% | 7/15/30 | 5,600 | 5,609 | ||
| Genuine Parts Co. | 4.950% | 8/15/29 | 11,030 | 11,131 | ||
| GXO Logistics Inc. | 6.250% | 5/6/29 | 11,457 | 11,738 | ||
| Hasbro Inc. | 3.900% | 11/19/29 | 13,529 | 12,896 | ||
| Home Depot Inc. | 5.150% | 6/25/26 | 29,484 | 29,748 | ||
| Home Depot Inc. | 2.125% | 9/15/26 | 18,316 | 17,851 | ||
| Home Depot Inc. | 4.950% | 9/30/26 | 1,225 | 1,236 | ||
| Home Depot Inc. | 2.500% | 4/15/27 | 21,306 | 20,677 | ||
| Home Depot Inc. | 2.875% | 4/15/27 | 19,384 | 18,934 | ||
| Home Depot Inc. | 4.875% | 6/25/27 | 200 | 203 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Home Depot Inc. | 2.800% | 9/14/27 | 22,975 | 22,304 | ||
| Home Depot Inc. | 3.900% | 12/6/28 | 16,535 | 16,392 | ||
| Home Depot Inc. | 4.900% | 4/15/29 | 18,502 | 18,913 | ||
| Home Depot Inc. | 2.950% | 6/15/29 | 25,350 | 24,093 | ||
| Home Depot Inc. | 4.750% | 6/25/29 | 21,051 | 21,376 | ||
| Home Depot Inc. | 2.700% | 4/15/30 | 31,600 | 29,220 | ||
| Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 25,275 | 24,432 | ||
| Hyatt Hotels Corp. | 5.750% | 1/30/27 | 7,250 | 7,376 | ||
| Hyatt Hotels Corp. | 5.050% | 3/30/28 | 4,991 | 5,015 | ||
| Hyatt Hotels Corp. | 4.375% | 9/15/28 | 3,520 | 3,474 | ||
| Hyatt Hotels Corp. | 5.250% | 6/30/29 | 4,462 | 4,497 | ||
| Hyatt Hotels Corp. | 5.750% | 4/23/30 | 10,928 | 11,126 | ||
| JD.com Inc. | 3.375% | 1/14/30 | 11,773 | 11,171 | ||
| Las Vegas Sands Corp. | 3.500% | 8/18/26 | 12,267 | 12,006 | ||
| Las Vegas Sands Corp. | 5.900% | 6/1/27 | 11,545 | 11,687 | ||
| Las Vegas Sands Corp. | 5.625% | 6/15/28 | 4,050 | 4,060 | ||
| Las Vegas Sands Corp. | 3.900% | 8/8/29 | 13,488 | 12,652 | ||
| Las Vegas Sands Corp. | 6.000% | 6/14/30 | 8,500 | 8,591 | ||
| Lear Corp. | 4.250% | 5/15/29 | 6,485 | 6,317 | ||
| Leggett & Platt Inc. | 3.500% | 11/15/27 | 6,647 | 6,404 | ||
| Leggett & Platt Inc. | 4.400% | 3/15/29 | 14,321 | 13,739 | ||
| Leland Stanford Junior University | 1.289% | 6/1/27 | 7,258 | 6,857 | ||
| Lennar Corp. | 5.250% | 6/1/26 | 4,365 | 4,373 | ||
| Lennar Corp. | 5.000% | 6/15/27 | 5,174 | 5,198 | ||
| Lennar Corp. | 4.750% | 11/29/27 | 5,586 | 5,605 | ||
| Lowe's Cos. Inc. | 3.350% | 4/1/27 | 12,547 | 12,329 | ||
| Lowe's Cos. Inc. | 3.100% | 5/3/27 | 32,024 | 31,304 | ||
| Lowe's Cos. Inc. | 1.300% | 4/15/28 | 15,824 | 14,552 | ||
| Lowe's Cos. Inc. | 1.700% | 9/15/28 | 16,404 | 15,056 | ||
| Lowe's Cos. Inc. | 3.650% | 4/5/29 | 22,081 | 21,425 | ||
| Lowe's Cos. Inc. | 4.500% | 4/15/30 | 17,042 | 17,009 | ||
| Magna International Inc. | 5.050% | 3/14/29 | 10,166 | 10,288 | ||
| 2 | Marriott International Inc. | 3.125% | 6/15/26 | 2 | 2 | |
| Marriott International Inc. | 5.000% | 10/15/27 | 10,042 | 10,169 | ||
| 2 | Marriott International Inc. | 4.000% | 4/15/28 | 8,741 | 8,615 | |
| Marriott International Inc. | 5.550% | 10/15/28 | 13,918 | 14,348 | ||
| 2 | Marriott International Inc. | 4.650% | 12/1/28 | 3,622 | 3,629 | |
| Marriott International Inc. | 4.900% | 4/15/29 | 16,246 | 16,381 | ||
| Marriott International Inc. | 4.875% | 5/15/29 | 9,003 | 9,070 | ||
| 2 | Marriott International Inc. | 4.625% | 6/15/30 | 5,000 | 4,962 | |
| Masco Corp. | 3.500% | 11/15/27 | 3,164 | 3,080 | ||
| Masco Corp. | 1.500% | 2/15/28 | 2,487 | 2,290 | ||
| 2 | McDonald's Corp. | 3.500% | 3/1/27 | 16,231 | 16,015 | |
| 2 | McDonald's Corp. | 3.500% | 7/1/27 | 19,731 | 19,434 | |
| 2 | McDonald's Corp. | 3.800% | 4/1/28 | 16,143 | 15,941 | |
| McDonald's Corp. | 4.800% | 8/14/28 | 7,988 | 8,105 | ||
| 2 | McDonald's Corp. | 5.000% | 5/17/29 | 10,455 | 10,682 | |
| 2 | McDonald's Corp. | 2.625% | 9/1/29 | 8,567 | 7,992 | |
| 2 | McDonald's Corp. | 2.125% | 3/1/30 | 5,000 | 4,492 | |
| McDonald's Corp. | 4.600% | 5/15/30 | 11,433 | 11,463 | ||
| MDC Holdings Inc. | 3.850% | 1/15/30 | 7,604 | 7,208 | ||
| Meritage Homes Corp. | 5.125% | 6/6/27 | 5,870 | 5,921 | ||
| Mohawk Industries Inc. | 5.850% | 9/18/28 | 10,270 | 10,597 | ||
| Mohawk Industries Inc. | 3.625% | 5/15/30 | 7,000 | 6,595 | ||
| NIKE Inc. | 2.375% | 11/1/26 | 17,903 | 17,459 | ||
| NIKE Inc. | 2.750% | 3/27/27 | 22,446 | 21,872 | ||
| NIKE Inc. | 2.850% | 3/27/30 | 19,020 | 17,763 | ||
| O'Reilly Automotive Inc. | 5.750% | 11/20/26 | 1,241 | 1,262 | ||
| O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 20,845 | 20,460 | ||
| O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 16,671 | 16,250 | ||
| Owens Corning | 5.500% | 6/15/27 | 9,590 | 9,746 | ||
| Owens Corning | 3.950% | 8/15/29 | 5,263 | 5,101 | ||
| Owens Corning | 3.500% | 2/15/30 | 5,450 | 5,152 | ||
| Polaris Inc. | 6.950% | 3/15/29 | 8,949 | 9,282 | ||
| Royal Caribbean Cruises Ltd. | 7.500% | 10/15/27 | 3,500 | 3,683 | ||
| Royal Caribbean Cruises Ltd. | 3.700% | 3/15/28 | 5,000 | 4,826 | ||
| Sands China Ltd. | 2.300% | 3/8/27 | 10,606 | 10,090 | ||
| Sands China Ltd. | 5.400% | 8/8/28 | 27,990 | 27,924 | ||
| Sands China Ltd. | 2.850% | 3/8/29 | 11,722 | 10,630 | ||
| Snap-on Inc. | 3.250% | 3/1/27 | 5,581 | 5,473 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Stanley Black & Decker Inc. | 6.000% | 3/6/28 | 530 | 549 | ||
| Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 11,458 | 11,308 | ||
| Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 5,000 | 4,407 | ||
| Starbucks Corp. | 2.450% | 6/15/26 | 11,009 | 10,777 | ||
| Starbucks Corp. | 4.850% | 2/8/27 | 20,665 | 20,801 | ||
| Starbucks Corp. | 2.000% | 3/12/27 | 8,401 | 8,043 | ||
| Starbucks Corp. | 3.500% | 3/1/28 | 9,578 | 9,344 | ||
| Starbucks Corp. | 4.500% | 5/15/28 | 7,450 | 7,445 | ||
| Starbucks Corp. | 3.550% | 8/15/29 | 12,369 | 11,912 | ||
| Starbucks Corp. | 2.250% | 3/12/30 | 15,818 | 14,171 | ||
| Starbucks Corp. | 4.800% | 5/15/30 | 7,700 | 7,726 | ||
| 2 | Tapestry Inc. | 4.125% | 7/15/27 | 8,295 | 8,200 | |
| Tapestry Inc. | 5.100% | 3/11/30 | 15,070 | 15,077 | ||
| TJX Cos. Inc. | 2.250% | 9/15/26 | 4,772 | 4,656 | ||
| TJX Cos. Inc. | 3.875% | 4/15/30 | 9,596 | 9,405 | ||
| Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 7,665 | 7,577 | ||
| Toll Brothers Finance Corp. | 3.800% | 11/1/29 | 3,971 | 3,805 | ||
| Toyota Motor Corp. | 5.275% | 7/13/26 | 5,284 | 5,335 | ||
| Toyota Motor Corp. | 5.118% | 7/13/28 | 9,316 | 9,522 | ||
| Toyota Motor Corp. | 2.760% | 7/2/29 | 9,903 | 9,302 | ||
| 2 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 25,815 | 24,958 | |
| Toyota Motor Credit Corp. | 4.550% | 8/7/26 | 20,013 | 20,057 | ||
| 2 | Toyota Motor Credit Corp. | 5.000% | 8/14/26 | 6,299 | 6,345 | |
| Toyota Motor Credit Corp. | 5.400% | 11/20/26 | 19,144 | 19,439 | ||
| Toyota Motor Credit Corp. | 4.600% | 1/8/27 | 16,896 | 16,982 | ||
| 2 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 24,426 | 23,998 | |
| 2 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 9,659 | 9,294 | |
| 2 | Toyota Motor Credit Corp. | 5.000% | 3/19/27 | 16,718 | 16,919 | |
| 2 | Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 21,594 | 21,116 | |
| Toyota Motor Credit Corp. | 4.500% | 5/14/27 | 13,500 | 13,542 | ||
| 2 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 8,312 | 7,771 | |
| 2 | Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 25,802 | 25,920 | |
| 2 | Toyota Motor Credit Corp. | 4.350% | 10/8/27 | 6,296 | 6,297 | |
| Toyota Motor Credit Corp. | 5.450% | 11/10/27 | 14,198 | 14,559 | ||
| 2 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 6,066 | 5,875 | |
| Toyota Motor Credit Corp. | 4.625% | 1/12/28 | 6,003 | 6,048 | ||
| 2 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 16,480 | 15,441 | |
| 2 | Toyota Motor Credit Corp. | 4.650% | 1/5/29 | 6,700 | 6,748 | |
| Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 8,393 | 8,168 | ||
| Toyota Motor Credit Corp. | 5.050% | 5/16/29 | 3,896 | 3,979 | ||
| 2 | Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 15,365 | 15,365 | |
| Toyota Motor Credit Corp. | 4.550% | 8/9/29 | 19,085 | 19,120 | ||
| Toyota Motor Credit Corp. | 4.950% | 1/9/30 | 12,111 | 12,295 | ||
| 2 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 13,345 | 12,636 | |
| Toyota Motor Credit Corp. | 4.800% | 5/15/30 | 10,650 | 10,718 | ||
| 2 | Toyota Motor Credit Corp. | 4.550% | 5/17/30 | 10,000 | 9,978 | |
| 2,942,042 | ||||||
| Consumer Staples (5.6%) | ||||||
| Altria Group Inc. | 2.625% | 9/16/26 | 10,774 | 10,524 | ||
| Altria Group Inc. | 4.875% | 2/4/28 | 6,660 | 6,721 | ||
| Altria Group Inc. | 6.200% | 11/1/28 | 11,039 | 11,598 | ||
| Altria Group Inc. | 4.800% | 2/14/29 | 35,215 | 35,348 | ||
| Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 78,682 | 79,772 | ||
| Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 16,850 | 16,143 | ||
| Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 17,213 | 16,851 | ||
| Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 9,400 | 8,891 | ||
| Avery Dennison Corp. | 4.875% | 12/6/28 | 8,887 | 8,966 | ||
| Avery Dennison Corp. | 2.650% | 4/30/30 | 6,390 | 5,784 | ||
| BAT Capital Corp. | 3.215% | 9/6/26 | 23,061 | 22,675 | ||
| BAT Capital Corp. | 3.557% | 8/15/27 | 45,866 | 44,863 | ||
| BAT Capital Corp. | 2.259% | 3/25/28 | 31,807 | 29,906 | ||
| BAT Capital Corp. | 3.462% | 9/6/29 | 11,752 | 11,171 | ||
| BAT Capital Corp. | 4.906% | 4/2/30 | 15,000 | 15,069 | ||
| BAT Capital Corp. | 6.343% | 8/2/30 | 4,165 | 4,441 | ||
| BAT International Finance plc | 4.448% | 3/16/28 | 22,727 | 22,647 | ||
| Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 17,611 | 17,343 | ||
| Bunge Ltd. Finance Corp. | 4.100% | 1/7/28 | 1,770 | 1,756 | ||
| Bunge Ltd. Finance Corp. | 4.200% | 9/17/29 | 15,336 | 15,137 | ||
| Campbell's Co. | 5.200% | 3/19/27 | 8,668 | 8,770 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Campbell's Co. | 4.150% | 3/15/28 | 9,463 | 9,382 | ||
| Campbell's Co. | 5.200% | 3/21/29 | 17,890 | 18,200 | ||
| Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 1,486 | 1,449 | ||
| Clorox Co. | 3.100% | 10/1/27 | 8,147 | 7,914 | ||
| Clorox Co. | 4.400% | 5/1/29 | 17,699 | 17,705 | ||
| Clorox Co. | 1.800% | 5/15/30 | 2,261 | 1,974 | ||
| Coca-Cola Co. | 3.375% | 3/25/27 | 17,059 | 16,877 | ||
| Coca-Cola Co. | 2.900% | 5/25/27 | 856 | 838 | ||
| Coca-Cola Co. | 1.450% | 6/1/27 | 31,583 | 30,064 | ||
| Coca-Cola Co. | 1.000% | 3/15/28 | 17,999 | 16,626 | ||
| Coca-Cola Co. | 2.125% | 9/6/29 | 15,959 | 14,716 | ||
| Coca-Cola Co. | 1.650% | 6/1/30 | 9,600 | 8,443 | ||
| Coca-Cola Consolidated Inc. | 5.250% | 6/1/29 | 13,745 | 14,058 | ||
| Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 18,795 | 17,377 | ||
| Colgate-Palmolive Co. | 3.100% | 8/15/27 | 11,312 | 11,096 | ||
| Colgate-Palmolive Co. | 4.600% | 3/1/28 | 6,875 | 6,986 | ||
| Colgate-Palmolive Co. | 4.200% | 5/1/30 | 3,625 | 3,610 | ||
| Conagra Brands Inc. | 5.300% | 10/1/26 | 3,358 | 3,383 | ||
| Conagra Brands Inc. | 1.375% | 11/1/27 | 16,988 | 15,724 | ||
| Conagra Brands Inc. | 4.850% | 11/1/28 | 32,917 | 33,041 | ||
| 2 | Conopco Inc. | 7.250% | 12/15/26 | 472 | 492 | |
| Constellation Brands Inc. | 3.700% | 12/6/26 | 16,332 | 16,146 | ||
| Constellation Brands Inc. | 3.500% | 5/9/27 | 16,050 | 15,726 | ||
| Constellation Brands Inc. | 4.350% | 5/9/27 | 6,369 | 6,349 | ||
| Constellation Brands Inc. | 4.650% | 11/15/28 | 16,532 | 16,541 | ||
| Constellation Brands Inc. | 4.800% | 1/15/29 | 4,133 | 4,153 | ||
| Constellation Brands Inc. | 3.150% | 8/1/29 | 14,384 | 13,543 | ||
| Constellation Brands Inc. | 4.800% | 5/1/30 | 1,825 | 1,824 | ||
| Costco Wholesale Corp. | 3.000% | 5/18/27 | 18,812 | 18,454 | ||
| Costco Wholesale Corp. | 1.375% | 6/20/27 | 22,349 | 21,186 | ||
| Costco Wholesale Corp. | 1.600% | 4/20/30 | 23,000 | 20,312 | ||
| Diageo Capital plc | 5.375% | 10/5/26 | 7,696 | 7,783 | ||
| Diageo Capital plc | 5.300% | 10/24/27 | 18,070 | 18,449 | ||
| Diageo Capital plc | 2.375% | 10/24/29 | 17,588 | 16,182 | ||
| Diageo Investment Corp. | 5.125% | 8/15/30 | 11,000 | 11,220 | ||
| Dollar General Corp. | 4.625% | 11/1/27 | 14,521 | 14,510 | ||
| Dollar General Corp. | 4.125% | 5/1/28 | 12,842 | 12,664 | ||
| Dollar General Corp. | 5.200% | 7/5/28 | 12,287 | 12,455 | ||
| Dollar General Corp. | 3.500% | 4/3/30 | 5,000 | 4,679 | ||
| Dollar Tree Inc. | 4.200% | 5/15/28 | 20,174 | 19,845 | ||
| Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 9,689 | 9,486 | ||
| Estee Lauder Cos. Inc. | 4.375% | 5/15/28 | 9,327 | 9,338 | ||
| General Mills Inc. | 4.700% | 1/30/27 | 9,871 | 9,911 | ||
| General Mills Inc. | 3.200% | 2/10/27 | 16,088 | 15,786 | ||
| General Mills Inc. | 4.200% | 4/17/28 | 27,852 | 27,702 | ||
| General Mills Inc. | 5.500% | 10/17/28 | 7,257 | 7,482 | ||
| General Mills Inc. | 4.875% | 1/30/30 | 4,034 | 4,070 | ||
| General Mills Inc. | 2.875% | 4/15/30 | 2,411 | 2,218 | ||
| Haleon US Capital LLC | 3.375% | 3/24/27 | 32,866 | 32,314 | ||
| Haleon US Capital LLC | 3.375% | 3/24/29 | 20,408 | 19,593 | ||
| Hershey Co. | 2.300% | 8/15/26 | 8,153 | 7,971 | ||
| Hershey Co. | 4.550% | 2/24/28 | 4,638 | 4,683 | ||
| Hershey Co. | 4.250% | 5/4/28 | 7,901 | 7,940 | ||
| Hershey Co. | 4.750% | 2/24/30 | 8,275 | 8,380 | ||
| Hormel Foods Corp. | 4.800% | 3/30/27 | 9,559 | 9,641 | ||
| Hormel Foods Corp. | 1.700% | 6/3/28 | 11,669 | 10,822 | ||
| Ingredion Inc. | 3.200% | 10/1/26 | 386 | 379 | ||
| J M Smucker Co. | 3.375% | 12/15/27 | 8,486 | 8,310 | ||
| J M Smucker Co. | 5.900% | 11/15/28 | 12,063 | 12,640 | ||
| J M Smucker Co. | 2.375% | 3/15/30 | 2,861 | 2,577 | ||
| JBS USA Holding Lux Sarl | 2.500% | 1/15/27 | 24,182 | 23,349 | ||
| JBS USA Holding Lux Sarl | 5.125% | 2/1/28 | 5,318 | 5,375 | ||
| JBS USA Holding Lux Sarl | 5.500% | 1/15/30 | 3,198 | 3,236 | ||
| Kellanova | 3.400% | 11/15/27 | 500 | 490 | ||
| Kellanova | 4.300% | 5/15/28 | 15,163 | 15,180 | ||
| Kenvue Inc. | 5.050% | 3/22/28 | 26,480 | 27,144 | ||
| Kenvue Inc. | 5.000% | 3/22/30 | 9,940 | 10,187 | ||
| Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,054 | 4,931 | ||
| 2 | Keurig Dr Pepper Inc. | 5.100% | 3/15/27 | 10,497 | 10,596 | |
| Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 21,262 | 21,348 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Keurig Dr Pepper Inc. | 5.050% | 3/15/29 | 21,745 | 22,062 | ||
| Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 17,960 | 17,552 | ||
| Keurig Dr Pepper Inc. | 4.600% | 5/15/30 | 7,500 | 7,465 | ||
| Kimberly-Clark Corp. | 3.950% | 11/1/28 | 4,406 | 4,375 | ||
| Kimberly-Clark Corp. | 3.200% | 4/25/29 | 4,450 | 4,287 | ||
| Kimberly-Clark Corp. | 3.100% | 3/26/30 | 11,029 | 10,429 | ||
| Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 34,148 | 33,623 | ||
| Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 29,834 | 29,484 | ||
| Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 9,593 | 9,179 | ||
| Kroger Co. | 2.650% | 10/15/26 | 23,303 | 22,745 | ||
| Kroger Co. | 3.700% | 8/1/27 | 9,396 | 9,253 | ||
| Kroger Co. | 4.500% | 1/15/29 | 10,711 | 10,741 | ||
| McCormick & Co. Inc. | 3.400% | 8/15/27 | 12,388 | 12,108 | ||
| Molson Coors Beverage Co. | 3.000% | 7/15/26 | 35,709 | 35,112 | ||
| Mondelez International Inc. | 2.625% | 3/17/27 | 17,268 | 16,758 | ||
| Mondelez International Inc. | 4.250% | 5/6/28 | 10,000 | 9,990 | ||
| Mondelez International Inc. | 4.125% | 5/7/28 | 628 | 625 | ||
| Mondelez International Inc. | 4.750% | 2/20/29 | 5,615 | 5,679 | ||
| Mondelez International Inc. | 2.750% | 4/13/30 | 11,000 | 10,091 | ||
| PepsiCo Inc. | 2.375% | 10/6/26 | 15,637 | 15,269 | ||
| PepsiCo Inc. | 5.125% | 11/10/26 | 6,530 | 6,614 | ||
| PepsiCo Inc. | 4.400% | 2/7/27 | 4,525 | 4,543 | ||
| PepsiCo Inc. | 2.625% | 3/19/27 | 13,222 | 12,882 | ||
| PepsiCo Inc. | 3.000% | 10/15/27 | 26,208 | 25,525 | ||
| PepsiCo Inc. | 4.450% | 2/7/28 | 13,705 | 13,827 | ||
| PepsiCo Inc. | 3.600% | 2/18/28 | 10,404 | 10,274 | ||
| PepsiCo Inc. | 4.450% | 5/15/28 | 11,978 | 12,109 | ||
| PepsiCo Inc. | 7.000% | 3/1/29 | 9,068 | 9,925 | ||
| PepsiCo Inc. | 2.625% | 7/29/29 | 16,517 | 15,496 | ||
| PepsiCo Inc. | 2.750% | 3/19/30 | 16,915 | 15,752 | ||
| PepsiCo Inc. | 1.625% | 5/1/30 | 16,890 | 14,833 | ||
| Pepsico Singapore Financing I Pte. Ltd. | 4.550% | 2/16/29 | 2,760 | 2,782 | ||
| Philip Morris International Inc. | 4.750% | 2/12/27 | 16,477 | 16,600 | ||
| Philip Morris International Inc. | 3.125% | 8/17/27 | 890 | 868 | ||
| Philip Morris International Inc. | 4.375% | 11/1/27 | 12,367 | 12,365 | ||
| Philip Morris International Inc. | 5.125% | 11/17/27 | 33,014 | 33,599 | ||
| Philip Morris International Inc. | 4.875% | 2/15/28 | 32,976 | 33,418 | ||
| Philip Morris International Inc. | 4.125% | 4/28/28 | 12,660 | 12,581 | ||
| Philip Morris International Inc. | 4.875% | 2/13/29 | 22,570 | 22,846 | ||
| Philip Morris International Inc. | 3.375% | 8/15/29 | 6,020 | 5,771 | ||
| Philip Morris International Inc. | 4.625% | 11/1/29 | 15,163 | 15,207 | ||
| Philip Morris International Inc. | 5.625% | 11/17/29 | 20,327 | 21,207 | ||
| Philip Morris International Inc. | 5.125% | 2/15/30 | 29,769 | 30,406 | ||
| Philip Morris International Inc. | 4.375% | 4/30/30 | 12,860 | 12,715 | ||
| Philip Morris International Inc. | 2.100% | 5/1/30 | 6,700 | 5,958 | ||
| Philip Morris International Inc. | 1.750% | 11/1/30 | 8,285 | 7,137 | ||
| Procter & Gamble Co. | 2.450% | 11/3/26 | 24,791 | 24,258 | ||
| Procter & Gamble Co. | 1.900% | 2/1/27 | 1,749 | 1,690 | ||
| Procter & Gamble Co. | 2.850% | 8/11/27 | 14,798 | 14,429 | ||
| Procter & Gamble Co. | 3.950% | 1/26/28 | 14,399 | 14,438 | ||
| Procter & Gamble Co. | 4.350% | 1/29/29 | 17,747 | 17,924 | ||
| Procter & Gamble Co. | 3.000% | 3/25/30 | 18,600 | 17,635 | ||
| Procter & Gamble Co. | 4.050% | 5/1/30 | 5,185 | 5,142 | ||
| Sysco Corp. | 3.300% | 7/15/26 | 22,302 | 22,008 | ||
| Sysco Corp. | 3.250% | 7/15/27 | 13,063 | 12,744 | ||
| Sysco Corp. | 5.750% | 1/17/29 | 8,239 | 8,558 | ||
| Sysco Corp. | 2.400% | 2/15/30 | 5,350 | 4,832 | ||
| Sysco Corp. | 5.100% | 9/23/30 | 5,800 | 5,882 | ||
| Target Corp. | 1.950% | 1/15/27 | 19,737 | 19,071 | ||
| Target Corp. | 3.375% | 4/15/29 | 21,977 | 21,269 | ||
| Target Corp. | 2.350% | 2/15/30 | 1,021 | 934 | ||
| Tyson Foods Inc. | 3.550% | 6/2/27 | 11,445 | 11,238 | ||
| Tyson Foods Inc. | 4.350% | 3/1/29 | 23,001 | 22,746 | ||
| Tyson Foods Inc. | 5.400% | 3/15/29 | 10,883 | 11,171 | ||
| Unilever Capital Corp. | 2.000% | 7/28/26 | 12,260 | 11,963 | ||
| Unilever Capital Corp. | 2.900% | 5/5/27 | 16,664 | 16,292 | ||
| Unilever Capital Corp. | 4.250% | 8/12/27 | 573 | 575 | ||
| Unilever Capital Corp. | 3.500% | 3/22/28 | 15,933 | 15,663 | ||
| Unilever Capital Corp. | 4.875% | 9/8/28 | 18,855 | 19,273 | ||
| Unilever Capital Corp. | 2.125% | 9/6/29 | 13,659 | 12,503 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Walmart Inc. | 1.050% | 9/17/26 | 24,424 | 23,505 | ||
| Walmart Inc. | 4.100% | 4/28/27 | 13,065 | 13,091 | ||
| Walmart Inc. | 3.950% | 9/9/27 | 19,588 | 19,540 | ||
| Walmart Inc. | 3.900% | 4/15/28 | 12,381 | 12,352 | ||
| Walmart Inc. | 3.700% | 6/26/28 | 24,581 | 24,333 | ||
| Walmart Inc. | 1.500% | 9/22/28 | 20,091 | 18,510 | ||
| Walmart Inc. | 3.250% | 7/8/29 | 5,000 | 4,839 | ||
| Walmart Inc. | 2.375% | 9/24/29 | 4,352 | 4,057 | ||
| Walmart Inc. | 4.000% | 4/15/30 | 5,700 | 5,672 | ||
| Walmart Inc. | 4.350% | 4/28/30 | 14,600 | 14,654 | ||
| 2,344,289 | ||||||
| Energy (5.4%) | ||||||
| 3 | APA Corp. | 4.250% | 1/15/30 | 5,505 | 5,150 | |
| Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 20,579 | 20,128 | ||
| Boardwalk Pipelines LP | 5.950% | 6/1/26 | 13,675 | 13,787 | ||
| Boardwalk Pipelines LP | 4.450% | 7/15/27 | 5,216 | 5,197 | ||
| Boardwalk Pipelines LP | 4.800% | 5/3/29 | 7,489 | 7,513 | ||
| 2 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 18,671 | 18,292 | |
| BP Capital Markets America Inc. | 3.543% | 4/6/27 | 10,802 | 10,661 | ||
| 2 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 14,298 | 14,118 | |
| BP Capital Markets America Inc. | 5.017% | 11/17/27 | 22,686 | 23,038 | ||
| BP Capital Markets America Inc. | 3.937% | 9/21/28 | 18,777 | 18,497 | ||
| BP Capital Markets America Inc. | 4.234% | 11/6/28 | 30,178 | 30,016 | ||
| BP Capital Markets America Inc. | 4.699% | 4/10/29 | 17,646 | 17,814 | ||
| BP Capital Markets America Inc. | 4.970% | 10/17/29 | 2,005 | 2,045 | ||
| BP Capital Markets America Inc. | 4.868% | 11/25/29 | 19,050 | 19,313 | ||
| BP Capital Markets America Inc. | 3.633% | 4/6/30 | 30,000 | 28,821 | ||
| BP Capital Markets plc | 3.279% | 9/19/27 | 17,305 | 16,911 | ||
| BP Capital Markets plc | 3.723% | 11/28/28 | 15,936 | 15,569 | ||
| Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 23,453 | 23,120 | ||
| 3 | Canadian Natural Resources Ltd. | 5.000% | 12/15/29 | 10,355 | 10,322 | |
| Cenovus Energy Inc. | 4.250% | 4/15/27 | 7,919 | 7,855 | ||
| Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 21,337 | 21,504 | ||
| Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 20,065 | 19,229 | ||
| Cheniere Energy Inc. | 4.625% | 10/15/28 | 22,354 | 22,133 | ||
| Cheniere Energy Partners LP | 4.500% | 10/1/29 | 23,900 | 23,430 | ||
| Chevron Corp. | 1.995% | 5/11/27 | 16,385 | 15,768 | ||
| Chevron Corp. | 2.236% | 5/11/30 | 21,975 | 19,860 | ||
| Chevron USA Inc. | 4.405% | 2/26/27 | 3,164 | 3,184 | ||
| Chevron USA Inc. | 1.018% | 8/12/27 | 10,412 | 9,742 | ||
| Chevron USA Inc. | 3.850% | 1/15/28 | 14,609 | 14,515 | ||
| Chevron USA Inc. | 4.475% | 2/26/28 | 11,248 | 11,355 | ||
| Chevron USA Inc. | 4.687% | 4/15/30 | 10,067 | 10,196 | ||
| ConocoPhillips Co. | 6.950% | 4/15/29 | 7,232 | 7,844 | ||
| ConocoPhillips Co. | 4.700% | 1/15/30 | 33,666 | 33,835 | ||
| Continental Resources Inc. | 4.375% | 1/15/28 | 14,737 | 14,421 | ||
| Coterra Energy Inc. | 3.900% | 5/15/27 | 12,204 | 12,021 | ||
| Coterra Energy Inc. | 4.375% | 3/15/29 | 5,048 | 4,970 | ||
| DCP Midstream Operating LP | 5.625% | 7/15/27 | 8,389 | 8,543 | ||
| DCP Midstream Operating LP | 5.125% | 5/15/29 | 10,124 | 10,214 | ||
| Diamondback Energy Inc. | 3.250% | 12/1/26 | 10,400 | 10,201 | ||
| Diamondback Energy Inc. | 5.200% | 4/18/27 | 17,900 | 18,078 | ||
| Diamondback Energy Inc. | 3.500% | 12/1/29 | 15,698 | 14,856 | ||
| Diamondback Energy Inc. | 5.150% | 1/30/30 | 17,940 | 18,154 | ||
| Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 7,014 | 6,562 | ||
| Enbridge Inc. | 1.600% | 10/4/26 | 12,621 | 12,137 | ||
| Enbridge Inc. | 5.900% | 11/15/26 | 22,570 | 22,948 | ||
| Enbridge Inc. | 4.250% | 12/1/26 | 22,983 | 22,879 | ||
| Enbridge Inc. | 5.250% | 4/5/27 | 14,693 | 14,866 | ||
| Enbridge Inc. | 3.700% | 7/15/27 | 2,521 | 2,481 | ||
| Enbridge Inc. | 6.000% | 11/15/28 | 6,405 | 6,693 | ||
| Enbridge Inc. | 5.300% | 4/5/29 | 15,555 | 15,898 | ||
| Enbridge Inc. | 3.125% | 11/15/29 | 18,190 | 16,999 | ||
| Enbridge Inc. | 7.375% | 3/15/55 | 7,425 | 7,561 | ||
| Energy Transfer LP | 3.900% | 7/15/26 | 11,585 | 11,488 | ||
| Energy Transfer LP | 6.050% | 12/1/26 | 4,846 | 4,939 | ||
| Energy Transfer LP | 4.400% | 3/15/27 | 12,349 | 12,304 | ||
| Energy Transfer LP | 4.200% | 4/15/27 | 17,735 | 17,610 | ||
| 2 | Energy Transfer LP | 5.500% | 6/1/27 | 19,312 | 19,584 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Energy Transfer LP | 5.550% | 2/15/28 | 19,893 | 20,375 | ||
| Energy Transfer LP | 4.950% | 5/15/28 | 14,940 | 15,076 | ||
| Energy Transfer LP | 4.950% | 6/15/28 | 20,746 | 20,887 | ||
| Energy Transfer LP | 6.100% | 12/1/28 | 10,075 | 10,523 | ||
| Energy Transfer LP | 5.250% | 4/15/29 | 38,539 | 39,157 | ||
| Energy Transfer LP | 5.250% | 7/1/29 | 18,851 | 19,168 | ||
| Energy Transfer LP | 5.200% | 4/1/30 | 2,865 | 2,894 | ||
| Energy Transfer LP | 3.750% | 5/15/30 | 18,416 | 17,430 | ||
| Enterprise Products Operating LLC | 3.950% | 2/15/27 | 10,984 | 10,917 | ||
| Enterprise Products Operating LLC | 4.150% | 10/16/28 | 21,257 | 21,116 | ||
| Enterprise Products Operating LLC | 3.125% | 7/31/29 | 24,509 | 23,264 | ||
| Enterprise Products Operating LLC | 2.800% | 1/31/30 | 24,893 | 23,117 | ||
| 2 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 9,255 | 9,115 | |
| 2 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 10,200 | 9,935 | |
| EOG Resources Inc. | 4.375% | 4/15/30 | 11,092 | 10,980 | ||
| EQT Corp. | 3.900% | 10/1/27 | 12,317 | 12,101 | ||
| 3 | EQT Corp. | 6.375% | 4/1/29 | 6,920 | 7,079 | |
| EQT Corp. | 7.000% | 2/1/30 | 6,161 | 6,599 | ||
| 3 | EQT Corp. | 7.500% | 6/1/30 | 16,494 | 17,916 | |
| Expand Energy Corp. | 5.375% | 2/1/29 | 12,057 | 12,047 | ||
| Expand Energy Corp. | 5.375% | 3/15/30 | 17,300 | 17,213 | ||
| Exxon Mobil Corp. | 2.275% | 8/16/26 | 675 | 660 | ||
| Exxon Mobil Corp. | 3.294% | 3/19/27 | 12,500 | 12,349 | ||
| Exxon Mobil Corp. | 2.440% | 8/16/29 | 10,959 | 10,247 | ||
| Exxon Mobil Corp. | 3.482% | 3/19/30 | 34,050 | 32,898 | ||
| Halliburton Co. | 2.920% | 3/1/30 | 14,750 | 13,545 | ||
| 3 | Helmerich & Payne Inc. | 4.650% | 12/1/27 | 1,820 | 1,794 | |
| 3 | Helmerich & Payne Inc. | 4.850% | 12/1/29 | 6,365 | 6,014 | |
| Hess Corp. | 4.300% | 4/1/27 | 20,512 | 20,434 | ||
| HF Sinclair Corp. | 5.000% | 2/1/28 | 11,181 | 11,127 | ||
| Kinder Morgan Inc. | 1.750% | 11/15/26 | 9,767 | 9,383 | ||
| Kinder Morgan Inc. | 4.300% | 3/1/28 | 19,683 | 19,621 | ||
| Kinder Morgan Inc. | 5.000% | 2/1/29 | 13,385 | 13,537 | ||
| Kinder Morgan Inc. | 5.100% | 8/1/29 | 7,646 | 7,753 | ||
| Kinder Morgan Inc. | 5.150% | 6/1/30 | 1,400 | 1,414 | ||
| Marathon Petroleum Corp. | 5.125% | 12/15/26 | 16,501 | 16,598 | ||
| Marathon Petroleum Corp. | 3.800% | 4/1/28 | 9,584 | 9,386 | ||
| Marathon Petroleum Corp. | 5.150% | 3/1/30 | 14,213 | 14,357 | ||
| MPLX LP | 4.125% | 3/1/27 | 20,973 | 20,812 | ||
| MPLX LP | 4.250% | 12/1/27 | 11,399 | 11,314 | ||
| MPLX LP | 4.000% | 3/15/28 | 14,269 | 14,069 | ||
| MPLX LP | 4.800% | 2/15/29 | 11,489 | 11,526 | ||
| NOV Inc. | 3.600% | 12/1/29 | 6,485 | 6,168 | ||
| Occidental Petroleum Corp. | 5.000% | 8/1/27 | 16,342 | 16,344 | ||
| Occidental Petroleum Corp. | 6.375% | 9/1/28 | 6,198 | 6,381 | ||
| Occidental Petroleum Corp. | 5.200% | 8/1/29 | 18,179 | 18,024 | ||
| ONEOK Inc. | 5.550% | 11/1/26 | 19,328 | 19,547 | ||
| ONEOK Inc. | 4.000% | 7/13/27 | 12,737 | 12,588 | ||
| ONEOK Inc. | 4.250% | 9/24/27 | 3,695 | 3,671 | ||
| ONEOK Inc. | 4.550% | 7/15/28 | 11,545 | 11,505 | ||
| ONEOK Inc. | 5.650% | 11/1/28 | 14,672 | 15,111 | ||
| ONEOK Inc. | 4.350% | 3/15/29 | 16,439 | 16,172 | ||
| ONEOK Inc. | 5.375% | 6/1/29 | 8,795 | 8,937 | ||
| ONEOK Inc. | 4.400% | 10/15/29 | 19,990 | 19,682 | ||
| Ovintiv Inc. | 5.650% | 5/15/28 | 10,298 | 10,497 | ||
| Patterson-UTI Energy Inc. | 3.950% | 2/1/28 | 3,345 | 3,208 | ||
| Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 7,145 | 6,927 | ||
| Phillips 66 | 3.900% | 3/15/28 | 14,105 | 13,890 | ||
| Phillips 66 Co. | 3.550% | 10/1/26 | 7,421 | 7,321 | ||
| Phillips 66 Co. | 4.950% | 12/1/27 | 14,643 | 14,795 | ||
| Phillips 66 Co. | 3.750% | 3/1/28 | 8,583 | 8,408 | ||
| Plains All American Pipeline LP | 4.500% | 12/15/26 | 14,412 | 14,385 | ||
| Plains All American Pipeline LP | 3.550% | 12/15/29 | 14,072 | 13,311 | ||
| Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 24,434 | 24,591 | ||
| Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 35,764 | 35,928 | ||
| Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 16,267 | 16,123 | ||
| Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 27,052 | 26,660 | ||
| 2 | Shell Finance US Inc. | 2.375% | 11/7/29 | 25,759 | 23,771 | |
| 2 | Shell Finance US Inc. | 2.750% | 4/6/30 | 23,700 | 22,033 | |
| Shell International Finance BV | 2.500% | 9/12/26 | 3,254 | 3,189 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Shell International Finance BV | 3.875% | 11/13/28 | 18,365 | 18,210 | ||
| 3 | South Bow USA Infrastructure Holdings LLC | 4.911% | 9/1/27 | 11,403 | 11,410 | |
| 3 | South Bow USA Infrastructure Holdings LLC | 5.026% | 10/1/29 | 14,660 | 14,552 | |
| Spectra Energy Partners LP | 3.375% | 10/15/26 | 11,836 | 11,630 | ||
| Targa Resources Corp. | 5.200% | 7/1/27 | 2,618 | 2,643 | ||
| Targa Resources Corp. | 6.150% | 3/1/29 | 23,340 | 24,367 | ||
| Targa Resources Partners LP | 6.500% | 7/15/27 | 23,725 | 23,775 | ||
| Targa Resources Partners LP | 5.000% | 1/15/28 | 13,848 | 13,830 | ||
| Targa Resources Partners LP | 6.875% | 1/15/29 | 1,200 | 1,223 | ||
| Targa Resources Partners LP | 5.500% | 3/1/30 | 15,790 | 15,921 | ||
| TC PipeLines LP | 3.900% | 5/25/27 | 7,986 | 7,873 | ||
| Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 788 | 819 | ||
| Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 3,691 | 3,946 | ||
| TotalEnergies Capital International SA | 3.455% | 2/19/29 | 35,438 | 34,453 | ||
| TotalEnergies Capital International SA | 2.829% | 1/10/30 | 4,600 | 4,323 | ||
| TotalEnergies Capital SA | 3.883% | 10/11/28 | 16,187 | 16,032 | ||
| TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 29,654 | 29,420 | ||
| TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 13,550 | 13,123 | ||
| Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 5,743 | 5,354 | ||
| Valero Energy Corp. | 2.150% | 9/15/27 | 10,661 | 10,091 | ||
| Valero Energy Corp. | 4.350% | 6/1/28 | 6,245 | 6,209 | ||
| Valero Energy Corp. | 4.000% | 4/1/29 | 6,074 | 5,924 | ||
| Valero Energy Corp. | 5.150% | 2/15/30 | 1,710 | 1,730 | ||
| Valero Energy Partners LP | 4.500% | 3/15/28 | 8,227 | 8,212 | ||
| Western Midstream Operating LP | 4.650% | 7/1/26 | 193 | 192 | ||
| Western Midstream Operating LP | 4.500% | 3/1/28 | 6,301 | 6,204 | ||
| Western Midstream Operating LP | 4.750% | 8/15/28 | 9,408 | 9,341 | ||
| Western Midstream Operating LP | 6.350% | 1/15/29 | 11,708 | 12,164 | ||
| Western Midstream Operating LP | 4.050% | 2/1/30 | 11,160 | 10,610 | ||
| Williams Cos. Inc. | 3.750% | 6/15/27 | 25,432 | 25,064 | ||
| Williams Cos. Inc. | 5.300% | 8/15/28 | 13,416 | 13,718 | ||
| Williams Cos. Inc. | 4.900% | 3/15/29 | 24,529 | 24,756 | ||
| Woodside Finance Ltd. | 4.900% | 5/19/28 | 8,820 | 8,819 | ||
| Woodside Finance Ltd. | 5.400% | 5/19/30 | 17,829 | 17,867 | ||
| 2,225,888 | ||||||
| Financials (39.9%) | ||||||
| ACE Capital Trust II | 9.700% | 4/1/30 | 4,500 | 5,368 | ||
| 2 | Aegon Ltd. | 5.500% | 4/11/48 | 12,715 | 12,634 | |
| AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 73,161 | 70,887 | ||
| AerCap Ireland Capital DAC | 6.100% | 1/15/27 | 3,234 | 3,297 | ||
| AerCap Ireland Capital DAC | 6.450% | 4/15/27 | 24,781 | 25,503 | ||
| AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 29,670 | 29,009 | ||
| AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 12,259 | 11,985 | ||
| AerCap Ireland Capital DAC | 4.875% | 4/1/28 | 8,632 | 8,674 | ||
| AerCap Ireland Capital DAC | 5.750% | 6/6/28 | 2,387 | 2,452 | ||
| AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 74,117 | 69,967 | ||
| AerCap Ireland Capital DAC | 5.100% | 1/19/29 | 15,308 | 15,454 | ||
| AerCap Ireland Capital DAC | 4.625% | 9/10/29 | 13,839 | 13,716 | ||
| AerCap Ireland Capital DAC | 6.950% | 3/10/55 | 11,550 | 11,851 | ||
| Aflac Inc. | 3.600% | 4/1/30 | 14,900 | 14,369 | ||
| 2 | Air Lease Corp. | 3.750% | 6/1/26 | 13,216 | 13,110 | |
| 2 | Air Lease Corp. | 5.300% | 6/25/26 | 1,754 | 1,766 | |
| Air Lease Corp. | 1.875% | 8/15/26 | 27,782 | 26,868 | ||
| Air Lease Corp. | 2.200% | 1/15/27 | 12,471 | 12,014 | ||
| Air Lease Corp. | 3.625% | 4/1/27 | 7,187 | 7,083 | ||
| Air Lease Corp. | 3.625% | 12/1/27 | 8,829 | 8,638 | ||
| Air Lease Corp. | 5.850% | 12/15/27 | 5,128 | 5,279 | ||
| Air Lease Corp. | 5.300% | 2/1/28 | 12,248 | 12,481 | ||
| Air Lease Corp. | 2.100% | 9/1/28 | 10,122 | 9,378 | ||
| Air Lease Corp. | 4.625% | 10/1/28 | 2,906 | 2,906 | ||
| Air Lease Corp. | 5.100% | 3/1/29 | 7,735 | 7,857 | ||
| Air Lease Corp. | 3.250% | 10/1/29 | 8,425 | 7,953 | ||
| 2 | Air Lease Corp. | 3.000% | 2/1/30 | 10,060 | 9,325 | |
| Aircastle Ltd. | 4.250% | 6/15/26 | 13,256 | 13,158 | ||
| Alleghany Corp. | 3.625% | 5/15/30 | 8,000 | 7,693 | ||
| Allstate Corp. | 3.280% | 12/15/26 | 10,450 | 10,267 | ||
| Allstate Corp. | 5.050% | 6/24/29 | 10,159 | 10,374 | ||
| Ally Financial Inc. | 7.100% | 11/15/27 | 8,622 | 9,040 | ||
| Ally Financial Inc. | 2.200% | 11/2/28 | 10,109 | 9,228 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Ally Financial Inc. | 5.737% | 5/15/29 | 2,150 | 2,171 | ||
| Ally Financial Inc. | 6.992% | 6/13/29 | 18,044 | 18,852 | ||
| Ally Financial Inc. | 6.848% | 1/3/30 | 10,808 | 11,289 | ||
| Ally Financial Inc. | 5.543% | 1/17/31 | 8,000 | 7,988 | ||
| American Express Co. | 1.650% | 11/4/26 | 5,555 | 5,346 | ||
| American Express Co. | 2.550% | 3/4/27 | 42,292 | 41,032 | ||
| American Express Co. | 3.300% | 5/3/27 | 39,341 | 38,626 | ||
| American Express Co. | 5.389% | 7/28/27 | 24,784 | 25,000 | ||
| American Express Co. | 5.850% | 11/5/27 | 13,052 | 13,509 | ||
| American Express Co. | 5.098% | 2/16/28 | 19,358 | 19,539 | ||
| American Express Co. | 5.043% | 7/26/28 | 9,821 | 9,933 | ||
| American Express Co. | 4.731% | 4/25/29 | 19,825 | 19,938 | ||
| American Express Co. | 4.050% | 5/3/29 | 20,823 | 20,693 | ||
| American Express Co. | 5.282% | 7/27/29 | 23,115 | 23,634 | ||
| American Express Co. | 5.532% | 4/25/30 | 18,819 | 19,449 | ||
| American Express Co. | 5.085% | 1/30/31 | 25,997 | 26,378 | ||
| American Express Co. | 5.016% | 4/25/31 | 24,300 | 24,576 | ||
| 2 | American Express Credit Corp. | 3.300% | 5/3/27 | 2,743 | 2,696 | |
| American Financial Group Inc. | 5.250% | 4/2/30 | 4,500 | 4,605 | ||
| American International Group Inc. | 4.200% | 4/1/28 | 3,625 | 3,596 | ||
| American International Group Inc. | 4.850% | 5/7/30 | 9,200 | 9,239 | ||
| American National Group Inc. | 5.750% | 10/1/29 | 6,725 | 6,835 | ||
| Ameriprise Financial Inc. | 2.875% | 9/15/26 | 11,224 | 11,019 | ||
| Ameriprise Financial Inc. | 5.700% | 12/15/28 | 9,041 | 9,420 | ||
| Aon Corp. | 2.850% | 5/28/27 | 9,557 | 9,282 | ||
| Aon Corp. | 3.750% | 5/2/29 | 24,716 | 24,005 | ||
| Aon Corp. | 2.800% | 5/15/30 | 14,750 | 13,515 | ||
| Aon North America Inc. | 5.125% | 3/1/27 | 9,905 | 10,009 | ||
| Aon North America Inc. | 5.150% | 3/1/29 | 22,700 | 23,148 | ||
| Apollo Debt Solutions BDC | 6.900% | 4/13/29 | 17,432 | 18,076 | ||
| Arch Capital Finance LLC | 4.011% | 12/15/26 | 7,378 | 7,314 | ||
| Ares Capital Corp. | 2.150% | 7/15/26 | 26,168 | 25,363 | ||
| Ares Capital Corp. | 2.875% | 6/15/27 | 6,908 | 6,633 | ||
| Ares Capital Corp. | 2.875% | 6/15/28 | 7,547 | 7,048 | ||
| Ares Capital Corp. | 5.950% | 7/15/29 | 12,520 | 12,733 | ||
| 1 | Ares Capital Corp. | 5.500% | 9/1/30 | 11,050 | 10,966 | |
| Ares Management Corp. | 6.375% | 11/10/28 | 3,436 | 3,621 | ||
| Ares Strategic Income Fund | 5.700% | 3/15/28 | 17,990 | 18,006 | ||
| Ares Strategic Income Fund | 6.350% | 8/15/29 | 10,840 | 10,976 | ||
| Ares Strategic Income Fund | 5.600% | 2/15/30 | 11,491 | 11,293 | ||
| Arthur J Gallagher & Co. | 4.600% | 12/15/27 | 3,905 | 3,914 | ||
| Arthur J Gallagher & Co. | 4.850% | 12/15/29 | 6,678 | 6,731 | ||
| Associated Banc-Corp. | 6.455% | 8/29/30 | 2,993 | 3,032 | ||
| Assurant Inc. | 4.900% | 3/27/28 | 3,196 | 3,199 | ||
| Assurant Inc. | 3.700% | 2/22/30 | 5,500 | 5,170 | ||
| Assured Guaranty US Holdings Inc. | 6.125% | 9/15/28 | 5,705 | 5,954 | ||
| 3 | Athene Global Funding | 5.583% | 1/9/29 | 7,135 | 7,278 | |
| Athene Holding Ltd. | 4.125% | 1/12/28 | 26,778 | 26,333 | ||
| Athene Holding Ltd. | 6.150% | 4/3/30 | 5,500 | 5,774 | ||
| 2 | Australia & New Zealand Banking Group Ltd. | 4.420% | 12/16/26 | 18,155 | 18,201 | |
| 2 | Australia & New Zealand Banking Group Ltd. | 4.750% | 1/18/27 | 7,195 | 7,251 | |
| Australia & New Zealand Banking Group Ltd. | 4.900% | 7/16/27 | 12,525 | 12,691 | ||
| Australia & New Zealand Banking Group Ltd. | 4.615% | 12/16/29 | 20,414 | 20,626 | ||
| 2 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 6,400 | 6,065 | |
| Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 4,938 | 4,743 | ||
| Bain Capital Specialty Finance Inc. | 5.950% | 3/15/30 | 4,920 | 4,845 | ||
| Banco Bilbao Vizcaya Argentaria SA | 6.138% | 9/14/28 | 18,391 | 18,929 | ||
| Banco Bilbao Vizcaya Argentaria SA | 5.381% | 3/13/29 | 26,931 | 27,565 | ||
| Banco Santander SA | 5.179% | 11/19/25 | 8,456 | 8,466 | ||
| Banco Santander SA | 4.250% | 4/11/27 | 23,392 | 23,194 | ||
| Banco Santander SA | 5.294% | 8/18/27 | 37,688 | 38,133 | ||
| Banco Santander SA | 1.722% | 9/14/27 | 36,696 | 35,276 | ||
| Banco Santander SA | 6.527% | 11/7/27 | 12,415 | 12,724 | ||
| Banco Santander SA | 5.552% | 3/14/28 | 350 | 354 | ||
| Banco Santander SA | 4.175% | 3/24/28 | 29,947 | 29,657 | ||
| Banco Santander SA | 4.379% | 4/12/28 | 14,476 | 14,351 | ||
| 2 | Banco Santander SA | 5.365% | 7/15/28 | 13,512 | 13,709 | |
| Banco Santander SA | 5.588% | 8/8/28 | 23,290 | 23,934 | ||
| Banco Santander SA | 6.607% | 11/7/28 | 11,054 | 11,738 | ||
| Banco Santander SA | 3.306% | 6/27/29 | 27,546 | 26,200 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Banco Santander SA | 5.565% | 1/17/30 | 16,840 | 17,293 | ||
| Banco Santander SA | 5.538% | 3/14/30 | 13,685 | 13,999 | ||
| Bank of America Corp. | 6.220% | 9/15/26 | 2,930 | 2,985 | ||
| 2 | Bank of America Corp. | 4.250% | 10/22/26 | 32,519 | 32,383 | |
| Bank of America Corp. | 1.734% | 7/22/27 | 103,136 | 99,758 | ||
| Bank of America Corp. | 5.933% | 9/15/27 | 15,950 | 16,196 | ||
| 2 | Bank of America Corp. | 3.248% | 10/21/27 | 33,687 | 32,861 | |
| 2 | Bank of America Corp. | 4.183% | 11/25/27 | 47,924 | 47,492 | |
| 2 | Bank of America Corp. | 3.824% | 1/20/28 | 33,761 | 33,317 | |
| 2 | Bank of America Corp. | 2.551% | 2/4/28 | 12,527 | 12,106 | |
| 2 | Bank of America Corp. | 3.705% | 4/24/28 | 23,710 | 23,309 | |
| Bank of America Corp. | 4.376% | 4/27/28 | 42,127 | 41,927 | ||
| 2 | Bank of America Corp. | 3.593% | 7/21/28 | 46,898 | 45,886 | |
| 2 | Bank of America Corp. | 4.948% | 7/22/28 | 60,868 | 61,238 | |
| Bank of America Corp. | 6.204% | 11/10/28 | 33,079 | 34,256 | ||
| 2 | Bank of America Corp. | 3.419% | 12/20/28 | 107,676 | 104,488 | |
| Bank of America Corp. | 4.979% | 1/24/29 | 6,745 | 6,812 | ||
| 2 | Bank of America Corp. | 3.970% | 3/5/29 | 54,976 | 53,997 | |
| Bank of America Corp. | 5.202% | 4/25/29 | 68,932 | 70,049 | ||
| 2 | Bank of America Corp. | 2.087% | 6/14/29 | 41,525 | 38,550 | |
| 2 | Bank of America Corp. | 4.271% | 7/23/29 | 57,052 | 56,410 | |
| Bank of America Corp. | 5.819% | 9/15/29 | 26,749 | 27,718 | ||
| 2 | Bank of America Corp. | 3.974% | 2/7/30 | 61,473 | 59,965 | |
| 2 | Bank of America Corp. | 2.884% | 10/22/30 | 41,447 | 38,394 | |
| Bank of America Corp. | 5.162% | 1/24/31 | 25,938 | 26,333 | ||
| 2 | Bank of America Corp. | 2.496% | 2/13/31 | 81,215 | 73,317 | |
| 2 | Bank of America Corp. | 2.592% | 4/29/31 | 27,620 | 24,926 | |
| Bank of America NA | 5.526% | 8/18/26 | 28,508 | 28,874 | ||
| Bank of Montreal | 5.300% | 6/5/26 | 15,893 | 16,019 | ||
| 2 | Bank of Montreal | 1.250% | 9/15/26 | 13,129 | 12,610 | |
| Bank of Montreal | 5.266% | 12/11/26 | 19,649 | 19,880 | ||
| 2 | Bank of Montreal | 2.650% | 3/8/27 | 30,791 | 29,900 | |
| Bank of Montreal | 4.567% | 9/10/27 | 14,073 | 14,060 | ||
| 2 | Bank of Montreal | 4.700% | 9/14/27 | 22,065 | 22,186 | |
| Bank of Montreal | 5.203% | 2/1/28 | 22,944 | 23,390 | ||
| Bank of Montreal | 5.717% | 9/25/28 | 27,848 | 28,883 | ||
| Bank of Montreal | 4.640% | 9/10/30 | 12,283 | 12,272 | ||
| 2 | Bank of Montreal | 3.803% | 12/15/32 | 14,437 | 13,952 | |
| 2 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10,608 | 10,376 | |
| 2 | Bank of New York Mellon Corp. | 1.050% | 10/15/26 | 4,389 | 4,202 | |
| 2 | Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 9,887 | 9,541 | |
| 2 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 6,013 | 5,909 | |
| 2 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 12,963 | 12,703 | |
| 2 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 24,299 | 23,942 | |
| 2 | Bank of New York Mellon Corp. | 3.992% | 6/13/28 | 7,442 | 7,381 | |
| 2 | Bank of New York Mellon Corp. | 1.650% | 7/14/28 | 6,777 | 6,279 | |
| Bank of New York Mellon Corp. | 4.890% | 7/21/28 | 19,635 | 19,833 | ||
| 2 | Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 18,907 | 19,516 | |
| 2 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 13,701 | 13,081 | |
| 2 | Bank of New York Mellon Corp. | 1.900% | 1/25/29 | 1,157 | 1,061 | |
| Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 18,651 | 18,718 | ||
| Bank of New York Mellon Corp. | 4.729% | 4/20/29 | 2,575 | 2,596 | ||
| 2 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 1,529 | 1,456 | |
| 2 | Bank of New York Mellon Corp. | 6.317% | 10/25/29 | 12,278 | 12,984 | |
| 2 | Bank of New York Mellon Corp. | 4.975% | 3/14/30 | 21,696 | 22,064 | |
| Bank of New York Mellon Corp. | 4.942% | 2/11/31 | 41,770 | 42,233 | ||
| Bank of Nova Scotia | 1.350% | 6/24/26 | 24,298 | 23,538 | ||
| Bank of Nova Scotia | 2.700% | 8/3/26 | 31,742 | 31,125 | ||
| Bank of Nova Scotia | 1.300% | 9/15/26 | 12,590 | 12,115 | ||
| Bank of Nova Scotia | 5.350% | 12/7/26 | 157 | 159 | ||
| Bank of Nova Scotia | 1.950% | 2/2/27 | 5,725 | 5,511 | ||
| Bank of Nova Scotia | 2.951% | 3/11/27 | 8,070 | 7,871 | ||
| 2 | Bank of Nova Scotia | 5.400% | 6/4/27 | 7,422 | 7,564 | |
| Bank of Nova Scotia | 5.250% | 6/12/28 | 501 | 514 | ||
| Bank of Nova Scotia | 4.404% | 9/8/28 | 17,909 | 17,842 | ||
| Bank of Nova Scotia | 4.932% | 2/14/29 | 9,626 | 9,697 | ||
| 2 | Bank of Nova Scotia | 5.450% | 8/1/29 | 19,234 | 19,824 | |
| Bank of Nova Scotia | 5.130% | 2/14/31 | 22,927 | 23,195 | ||
| Barclays plc | 7.325% | 11/2/26 | 8,813 | 8,899 | ||
| Barclays plc | 2.279% | 11/24/27 | 29,191 | 28,156 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Barclays plc | 4.337% | 1/10/28 | 6,587 | 6,532 | ||
| Barclays plc | 5.674% | 3/12/28 | 2,897 | 2,941 | ||
| Barclays plc | 4.836% | 5/9/28 | 40,995 | 41,069 | ||
| Barclays plc | 5.501% | 8/9/28 | 33,585 | 34,077 | ||
| Barclays plc | 4.837% | 9/10/28 | 11,836 | 11,863 | ||
| Barclays plc | 7.385% | 11/2/28 | 35,775 | 37,855 | ||
| Barclays plc | 5.086% | 2/25/29 | 18,890 | 18,997 | ||
| 2 | Barclays plc | 4.972% | 5/16/29 | 21,311 | 21,407 | |
| Barclays plc | 6.490% | 9/13/29 | 31,731 | 33,289 | ||
| Barclays plc | 5.690% | 3/12/30 | 36,994 | 37,925 | ||
| 2 | Barclays plc | 5.088% | 6/20/30 | 12,700 | 12,634 | |
| Barclays plc | 4.942% | 9/10/30 | 30,534 | 30,473 | ||
| Barclays plc | 5.367% | 2/25/31 | 28,442 | 28,702 | ||
| Barings BDC Inc. | 7.000% | 2/15/29 | 4,096 | 4,213 | ||
| Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | 11,868 | 11,530 | ||
| BGC Group Inc. | 8.000% | 5/25/28 | 3,675 | 3,904 | ||
| BGC Group Inc. | 6.600% | 6/10/29 | 7,051 | 7,245 | ||
| 3 | BGC Group Inc. | 6.150% | 4/2/30 | 10,640 | 10,640 | |
| BlackRock Funding Inc. | 4.600% | 7/26/27 | 16,130 | 16,266 | ||
| BlackRock Funding Inc. | 4.700% | 3/14/29 | 8,184 | 8,312 | ||
| Blackrock Inc. | 3.250% | 4/30/29 | 12,895 | 12,462 | ||
| Blackrock Inc. | 2.400% | 4/30/30 | 15,000 | 13,690 | ||
| BlackRock TCP Capital Corp. | 6.950% | 5/30/29 | 4,739 | 4,799 | ||
| Blackstone Private Credit Fund | 2.625% | 12/15/26 | 17,444 | 16,806 | ||
| Blackstone Private Credit Fund | 3.250% | 3/15/27 | 10,753 | 10,396 | ||
| Blackstone Private Credit Fund | 4.950% | 9/26/27 | 5,076 | 5,016 | ||
| Blackstone Private Credit Fund | 7.300% | 11/27/28 | 10,020 | 10,609 | ||
| Blackstone Private Credit Fund | 4.000% | 1/15/29 | 6,282 | 5,965 | ||
| Blackstone Private Credit Fund | 5.950% | 7/16/29 | 8,287 | 8,364 | ||
| Blackstone Private Credit Fund | 5.600% | 11/22/29 | 7,000 | 6,954 | ||
| Blackstone Private Credit Fund | 5.250% | 4/1/30 | 6,000 | 5,871 | ||
| Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 11,933 | 11,566 | ||
| Blackstone Secured Lending Fund | 2.125% | 2/15/27 | 1,543 | 1,467 | ||
| Blackstone Secured Lending Fund | 5.875% | 11/15/27 | 8,071 | 8,207 | ||
| Blackstone Secured Lending Fund | 5.350% | 4/13/28 | 24,245 | 24,295 | ||
| Blue Owl Capital Corp. | 3.400% | 7/15/26 | 21,396 | 20,939 | ||
| Blue Owl Capital Corp. | 2.625% | 1/15/27 | 5,708 | 5,458 | ||
| 2 | Blue Owl Capital Corp. | 3.125% | 4/13/27 | 2,989 | 2,863 | |
| Blue Owl Capital Corp. | 2.875% | 6/11/28 | 15,781 | 14,563 | ||
| Blue Owl Capital Corp. | 5.950% | 3/15/29 | 24,048 | 24,032 | ||
| 2 | Blue Owl Credit Income Corp. | 3.125% | 9/23/26 | 3,426 | 3,314 | |
| 2 | Blue Owl Credit Income Corp. | 4.700% | 2/8/27 | 3,781 | 3,739 | |
| 2 | Blue Owl Credit Income Corp. | 7.750% | 9/16/27 | 4,761 | 4,957 | |
| Blue Owl Credit Income Corp. | 7.950% | 6/13/28 | 8,885 | 9,401 | ||
| Blue Owl Credit Income Corp. | 7.750% | 1/15/29 | 2,716 | 2,871 | ||
| Blue Owl Credit Income Corp. | 6.600% | 9/15/29 | 19,090 | 19,519 | ||
| Blue Owl Credit Income Corp. | 5.800% | 3/15/30 | 17,400 | 17,227 | ||
| Blue Owl Technology Finance Corp. | 2.500% | 1/15/27 | 4,756 | 4,495 | ||
| 3 | Blue Owl Technology Finance Corp. | 6.100% | 3/15/28 | 11,779 | 11,684 | |
| Blue Owl Technology Finance Corp. | 6.750% | 4/4/29 | 16,543 | 16,653 | ||
| 2 | BPCE SA | 3.375% | 12/2/26 | 11,781 | 11,593 | |
| Brighthouse Financial Inc. | 5.625% | 5/15/30 | 9,054 | 9,218 | ||
| Brookfield Finance Inc. | 4.250% | 6/2/26 | 7,878 | 7,846 | ||
| Brookfield Finance Inc. | 3.900% | 1/25/28 | 17,862 | 17,547 | ||
| Brookfield Finance Inc. | 4.850% | 3/29/29 | 17,060 | 17,086 | ||
| Brookfield Finance Inc. | 4.350% | 4/15/30 | 11,950 | 11,665 | ||
| Brown & Brown Inc. | 4.500% | 3/15/29 | 11,367 | 11,279 | ||
| Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 13,434 | 12,998 | ||
| Canadian Imperial Bank of Commerce | 5.615% | 7/17/26 | 7,821 | 7,920 | ||
| Canadian Imperial Bank of Commerce | 5.926% | 10/2/26 | 21,349 | 21,728 | ||
| Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 31,764 | 31,221 | ||
| Canadian Imperial Bank of Commerce | 5.237% | 6/28/27 | 4,962 | 5,036 | ||
| Canadian Imperial Bank of Commerce | 4.508% | 9/11/27 | 8,212 | 8,200 | ||
| Canadian Imperial Bank of Commerce | 5.001% | 4/28/28 | 28,194 | 28,643 | ||
| Canadian Imperial Bank of Commerce | 4.857% | 3/30/29 | 12,054 | 12,119 | ||
| Canadian Imperial Bank of Commerce | 5.260% | 4/8/29 | 26,806 | 27,451 | ||
| Canadian Imperial Bank of Commerce | 4.631% | 9/11/30 | 17,715 | 17,627 | ||
| Canadian Imperial Bank of Commerce | 5.245% | 1/13/31 | 13,590 | 13,811 | ||
| Capital One Financial Corp. | 3.750% | 7/28/26 | 23,446 | 23,163 | ||
| Capital One Financial Corp. | 4.100% | 2/9/27 | 25,803 | 25,598 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Capital One Financial Corp. | 3.750% | 3/9/27 | 33,604 | 33,173 | ||
| Capital One Financial Corp. | 3.650% | 5/11/27 | 30,527 | 30,020 | ||
| Capital One Financial Corp. | 7.149% | 10/29/27 | 6,271 | 6,470 | ||
| Capital One Financial Corp. | 1.878% | 11/2/27 | 23,848 | 22,931 | ||
| Capital One Financial Corp. | 4.927% | 5/10/28 | 21,268 | 21,330 | ||
| Capital One Financial Corp. | 5.468% | 2/1/29 | 26,952 | 27,422 | ||
| Capital One Financial Corp. | 6.312% | 6/8/29 | 16,429 | 17,111 | ||
| Capital One Financial Corp. | 5.700% | 2/1/30 | 16,044 | 16,453 | ||
| Capital One Financial Corp. | 3.273% | 3/1/30 | 31,181 | 29,431 | ||
| Capital One Financial Corp. | 5.247% | 7/26/30 | 1,737 | 1,754 | ||
| Capital One Financial Corp. | 5.463% | 7/26/30 | 17,793 | 18,126 | ||
| 2 | Capital One NA | 3.450% | 7/27/26 | 24,220 | 23,883 | |
| 2 | Capital One NA | 4.650% | 9/13/28 | 13,808 | 13,813 | |
| 2 | Capital One NA | 2.700% | 2/6/30 | 13,020 | 11,799 | |
| Carlyle Secured Lending Inc. | 6.750% | 2/18/30 | 2,500 | 2,524 | ||
| Cboe Global Markets Inc. | 3.650% | 1/12/27 | 9,843 | 9,715 | ||
| Charles Schwab Corp. | 5.875% | 8/24/26 | 1,586 | 1,611 | ||
| Charles Schwab Corp. | 3.200% | 3/2/27 | 12,088 | 11,861 | ||
| Charles Schwab Corp. | 2.450% | 3/3/27 | 36,480 | 35,328 | ||
| Charles Schwab Corp. | 3.300% | 4/1/27 | 20,676 | 20,314 | ||
| Charles Schwab Corp. | 3.200% | 1/25/28 | 21,679 | 21,100 | ||
| Charles Schwab Corp. | 2.000% | 3/20/28 | 20,099 | 18,936 | ||
| Charles Schwab Corp. | 4.000% | 2/1/29 | 1,760 | 1,743 | ||
| Charles Schwab Corp. | 5.643% | 5/19/29 | 21,795 | 22,569 | ||
| Charles Schwab Corp. | 3.250% | 5/22/29 | 18,944 | 18,182 | ||
| Charles Schwab Corp. | 2.750% | 10/1/29 | 9,182 | 8,550 | ||
| Chubb INA Holdings LLC | 4.650% | 8/15/29 | 9,623 | 9,718 | ||
| Citibank NA | 4.929% | 8/6/26 | 26,814 | 26,962 | ||
| 2 | Citibank NA | 5.488% | 12/4/26 | 36,546 | 37,074 | |
| Citibank NA | 4.876% | 11/19/27 | 39,647 | 39,805 | ||
| Citibank NA | 5.803% | 9/29/28 | 41,361 | 43,054 | ||
| Citibank NA | 4.838% | 8/6/29 | 563 | 570 | ||
| 2 | Citibank NA | 4.914% | 5/29/30 | 49,900 | 50,344 | |
| Citigroup Inc. | 4.600% | 3/9/26 | 1 | 1 | ||
| Citigroup Inc. | 3.200% | 10/21/26 | 34,866 | 34,248 | ||
| Citigroup Inc. | 4.300% | 11/20/26 | 15,641 | 15,565 | ||
| Citigroup Inc. | 1.462% | 6/9/27 | 31,431 | 30,396 | ||
| Citigroup Inc. | 4.450% | 9/29/27 | 73,879 | 73,534 | ||
| 2 | Citigroup Inc. | 3.887% | 1/10/28 | 37,208 | 36,731 | |
| Citigroup Inc. | 6.625% | 1/15/28 | 575 | 607 | ||
| 2 | Citigroup Inc. | 3.070% | 2/24/28 | 54,110 | 52,646 | |
| Citigroup Inc. | 4.643% | 5/7/28 | 7,500 | 7,488 | ||
| Citigroup Inc. | 4.658% | 5/24/28 | 31,276 | 31,269 | ||
| 2 | Citigroup Inc. | 3.668% | 7/24/28 | 46,013 | 44,990 | |
| Citigroup Inc. | 4.125% | 7/25/28 | 28,590 | 28,172 | ||
| 2 | Citigroup Inc. | 3.520% | 10/27/28 | 20,257 | 19,704 | |
| 2 | Citigroup Inc. | 4.075% | 4/23/29 | 27,744 | 27,298 | |
| Citigroup Inc. | 5.174% | 2/13/30 | 52,875 | 53,570 | ||
| 2 | Citigroup Inc. | 3.980% | 3/20/30 | 46,385 | 45,040 | |
| Citigroup Inc. | 4.542% | 9/19/30 | 62,590 | 61,785 | ||
| 2 | Citigroup Inc. | 2.976% | 11/5/30 | 23,949 | 22,144 | |
| 2 | Citigroup Inc. | 2.666% | 1/29/31 | 19,563 | 17,698 | |
| 2 | Citigroup Inc. | 4.412% | 3/31/31 | 62,910 | 61,545 | |
| Citigroup Inc. | 4.952% | 5/7/31 | 7,750 | 7,749 | ||
| Citigroup Inc. | 5.592% | 11/19/34 | 24,291 | 24,322 | ||
| Citizens Bank NA | 4.575% | 8/9/28 | 6,938 | 6,916 | ||
| Citizens Financial Group Inc. | 2.850% | 7/27/26 | 11,968 | 11,725 | ||
| Citizens Financial Group Inc. | 5.841% | 1/23/30 | 17,099 | 17,544 | ||
| Citizens Financial Group Inc. | 3.250% | 4/30/30 | 11,319 | 10,456 | ||
| Citizens Financial Group Inc. | 5.253% | 3/5/31 | 11,500 | 11,518 | ||
| CME Group Inc. | 3.750% | 6/15/28 | 950 | 939 | ||
| CME Group Inc. | 4.400% | 3/15/30 | 13,800 | 13,786 | ||
| CNA Financial Corp. | 3.450% | 8/15/27 | 5,672 | 5,538 | ||
| CNA Financial Corp. | 3.900% | 5/1/29 | 9,730 | 9,447 | ||
| CNO Financial Group Inc. | 5.250% | 5/30/29 | 3,157 | 3,152 | ||
| Comerica Inc. | 5.982% | 1/30/30 | 16,040 | 16,307 | ||
| Commonwealth Bank of Australia | 4.577% | 11/27/26 | 26,588 | 26,736 | ||
| Commonwealth Bank of Australia | 4.423% | 3/14/28 | 12,485 | 12,546 | ||
| 2 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 37,087 | 36,710 | |
| Cooperatieve Rabobank UA | 4.883% | 1/21/28 | 12,253 | 12,453 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Cooperatieve Rabobank UA | 4.800% | 1/9/29 | 8,250 | 8,354 | ||
| Cooperatieve Rabobank UA | 4.494% | 10/17/29 | 20,091 | 20,160 | ||
| Corebridge Financial Inc. | 3.650% | 4/5/27 | 35,006 | 34,461 | ||
| Corebridge Financial Inc. | 3.850% | 4/5/29 | 27,604 | 26,777 | ||
| Corebridge Financial Inc. | 6.875% | 12/15/52 | 15,905 | 16,146 | ||
| Deutsche Bank AG | 6.119% | 7/14/26 | 25,902 | 25,925 | ||
| Deutsche Bank AG | 2.129% | 11/24/26 | 13,422 | 13,233 | ||
| Deutsche Bank AG | 7.146% | 7/13/27 | 14,608 | 14,952 | ||
| Deutsche Bank AG | 5.371% | 9/9/27 | 1,724 | 1,758 | ||
| Deutsche Bank AG | 2.311% | 11/16/27 | 37,534 | 36,140 | ||
| Deutsche Bank AG | 2.552% | 1/7/28 | 24,617 | 23,728 | ||
| Deutsche Bank AG | 5.706% | 2/8/28 | 8,580 | 8,691 | ||
| 2 | Deutsche Bank AG | 5.373% | 1/10/29 | 14,125 | 14,280 | |
| Deutsche Bank AG | 6.720% | 1/18/29 | 22,579 | 23,558 | ||
| Deutsche Bank AG | 5.414% | 5/10/29 | 16,677 | 17,168 | ||
| Deutsche Bank AG | 6.819% | 11/20/29 | 20,002 | 21,163 | ||
| Deutsche Bank AG | 4.999% | 9/11/30 | 15,423 | 15,363 | ||
| Deutsche Bank AG | 5.297% | 5/9/31 | 21,750 | 21,790 | ||
| Deutsche Bank AG | 4.875% | 12/1/32 | 17,826 | 17,481 | ||
| Enact Holdings Inc. | 6.250% | 5/28/29 | 18,600 | 19,112 | ||
| Enstar Finance LLC | 5.500% | 1/15/42 | 8,034 | 7,813 | ||
| Enstar Group Ltd. | 4.950% | 6/1/29 | 8,933 | 8,875 | ||
| Equitable Holdings Inc. | 4.350% | 4/20/28 | 33,434 | 33,201 | ||
| Essent Group Ltd. | 6.250% | 7/1/29 | 7,730 | 7,956 | ||
| F&G Annuities & Life Inc. | 6.500% | 6/4/29 | 8,970 | 9,171 | ||
| Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 3,835 | 3,855 | ||
| Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 10,000 | 9,855 | ||
| Fidelity National Financial Inc. | 4.500% | 8/15/28 | 8,178 | 8,097 | ||
| Fifth Third Bancorp | 2.550% | 5/5/27 | 17,029 | 16,397 | ||
| Fifth Third Bancorp | 1.707% | 11/1/27 | 8,475 | 8,130 | ||
| Fifth Third Bancorp | 6.361% | 10/27/28 | 24,951 | 25,873 | ||
| Fifth Third Bancorp | 6.339% | 7/27/29 | 8,311 | 8,693 | ||
| Fifth Third Bancorp | 4.772% | 7/28/30 | 17,844 | 17,783 | ||
| Fifth Third Bancorp | 4.895% | 9/6/30 | 11,583 | 11,613 | ||
| 2 | Fifth Third Bank NA | 2.250% | 2/1/27 | 5,857 | 5,651 | |
| First American Financial Corp. | 4.000% | 5/15/30 | 6,625 | 6,232 | ||
| 2 | First Horizon Bank | 5.750% | 5/1/30 | 7,970 | 8,023 | |
| First Horizon Corp. | 5.514% | 3/7/31 | 5,850 | 5,884 | ||
| First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 3,368 | 3,485 | ||
| FNB Corp. | 5.722% | 12/11/30 | 8,435 | 8,342 | ||
| Franklin BSP Capital Corp. | 7.200% | 6/15/29 | 1,335 | 1,349 | ||
| FS KKR Capital Corp. | 2.625% | 1/15/27 | 956 | 911 | ||
| FS KKR Capital Corp. | 3.125% | 10/12/28 | 12,944 | 11,723 | ||
| FS KKR Capital Corp. | 7.875% | 1/15/29 | 1,059 | 1,109 | ||
| FS KKR Capital Corp. | 6.875% | 8/15/29 | 10,032 | 10,204 | ||
| FS KKR Capital Corp. | 6.125% | 1/15/30 | 13,400 | 13,198 | ||
| GATX Corp. | 5.400% | 3/15/27 | 6,365 | 6,435 | ||
| GATX Corp. | 3.850% | 3/30/27 | 3,570 | 3,517 | ||
| GATX Corp. | 3.500% | 3/15/28 | 2 | 2 | ||
| GATX Corp. | 4.550% | 11/7/28 | 6,864 | 6,829 | ||
| GATX Corp. | 4.700% | 4/1/29 | 5,275 | 5,269 | ||
| Global Payments Inc. | 2.150% | 1/15/27 | 14,604 | 14,028 | ||
| Global Payments Inc. | 4.950% | 8/15/27 | 7,221 | 7,256 | ||
| Global Payments Inc. | 2.900% | 5/15/30 | 21,215 | 19,213 | ||
| Globe Life Inc. | 4.550% | 9/15/28 | 8,826 | 8,814 | ||
| Goldman Sachs BDC Inc. | 6.375% | 3/11/27 | 6,508 | 6,639 | ||
| Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 49,619 | 48,905 | ||
| Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 17,994 | 18,462 | ||
| Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 52,084 | 51,664 | ||
| Goldman Sachs Group Inc. | 4.387% | 6/15/27 | 17,046 | 16,993 | ||
| Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 55,183 | 53,006 | ||
| Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 72,155 | 69,501 | ||
| Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 60,196 | 58,163 | ||
| Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 65,355 | 64,173 | ||
| Goldman Sachs Group Inc. | 4.937% | 4/23/28 | 11,137 | 11,186 | ||
| 2 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 36,044 | 35,377 | |
| Goldman Sachs Group Inc. | 4.482% | 8/23/28 | 26,125 | 26,036 | ||
| 2 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 27,975 | 27,376 | |
| 2 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 34,593 | 34,242 | |
| Goldman Sachs Group Inc. | 6.484% | 10/24/29 | 24,392 | 25,729 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 16,900 | 15,443 | ||
| Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 24,010 | 23,166 | ||
| Goldman Sachs Group Inc. | 5.727% | 4/25/30 | 49,646 | 51,324 | ||
| Goldman Sachs Group Inc. | 5.049% | 7/23/30 | 50,669 | 51,124 | ||
| Goldman Sachs Group Inc. | 4.692% | 10/23/30 | 12,107 | 12,057 | ||
| 2 | Goldman Sachs Group Inc. | 5.207% | 1/28/31 | 39,115 | 39,686 | |
| Goldman Sachs Group Inc. | 5.218% | 4/23/31 | 36,113 | 36,658 | ||
| 3 | Goldman Sachs Private Credit Corp. | 5.875% | 5/6/28 | 5,825 | 5,844 | |
| 3 | Goldman Sachs Private Credit Corp. | 6.250% | 5/6/30 | 9,000 | 9,079 | |
| Golub Capital BDC Inc. | 2.500% | 8/24/26 | 12,231 | 11,843 | ||
| Golub Capital BDC Inc. | 2.050% | 2/15/27 | 3,015 | 2,848 | ||
| Golub Capital BDC Inc. | 6.000% | 7/15/29 | 19,488 | 19,725 | ||
| 3 | Golub Capital Private Credit Fund | 5.800% | 9/12/29 | 3,501 | 3,465 | |
| 3 | Golub Capital Private Credit Fund | 5.875% | 5/1/30 | 10,000 | 9,920 | |
| Hercules Capital Inc. | 2.625% | 9/16/26 | 5,229 | 5,024 | ||
| Horace Mann Educators Corp. | 7.250% | 9/15/28 | 3,400 | 3,629 | ||
| 1,3 | HPS Corporate Lending Fund | 5.300% | 6/5/27 | 1,900 | 1,895 | |
| HPS Corporate Lending Fund | 5.450% | 1/14/28 | 2,705 | 2,704 | ||
| HPS Corporate Lending Fund | 6.750% | 1/30/29 | 16,762 | 17,302 | ||
| HPS Corporate Lending Fund | 6.250% | 9/30/29 | 3,605 | 3,660 | ||
| 1,3 | HPS Corporate Lending Fund | 5.850% | 6/5/30 | 10,000 | 9,973 | |
| 2 | HSBC Holdings plc | 2.099% | 6/4/26 | 24,484 | 24,484 | |
| HSBC Holdings plc | 7.336% | 11/3/26 | 25,267 | 25,514 | ||
| HSBC Holdings plc | 5.887% | 8/14/27 | 25,606 | 25,924 | ||
| HSBC Holdings plc | 2.251% | 11/22/27 | 30,981 | 29,845 | ||
| 2 | HSBC Holdings plc | 4.041% | 3/13/28 | 54,371 | 53,737 | |
| HSBC Holdings plc | 5.597% | 5/17/28 | 17,910 | 18,175 | ||
| HSBC Holdings plc | 4.755% | 6/9/28 | 27,269 | 27,244 | ||
| HSBC Holdings plc | 5.210% | 8/11/28 | 32,390 | 32,691 | ||
| 2 | HSBC Holdings plc | 2.013% | 9/22/28 | 27,361 | 25,705 | |
| HSBC Holdings plc | 7.390% | 11/3/28 | 48,638 | 51,401 | ||
| HSBC Holdings plc | 5.130% | 11/19/28 | 4,462 | 4,495 | ||
| HSBC Holdings plc | 4.899% | 3/3/29 | 14,677 | 14,706 | ||
| HSBC Holdings plc | 6.161% | 3/9/29 | 33,693 | 34,839 | ||
| 2 | HSBC Holdings plc | 4.583% | 6/19/29 | 50,017 | 49,653 | |
| HSBC Holdings plc | 2.206% | 8/17/29 | 46,824 | 43,130 | ||
| HSBC Holdings plc | 5.546% | 3/4/30 | 12,159 | 12,437 | ||
| HSBC Holdings plc | 4.950% | 3/31/30 | 27,617 | 27,851 | ||
| 2 | HSBC Holdings plc | 3.973% | 5/22/30 | 60,357 | 58,159 | |
| HSBC Holdings plc | 5.286% | 11/19/30 | 22,311 | 22,522 | ||
| HSBC Holdings plc | 5.130% | 3/3/31 | 25,425 | 25,470 | ||
| HSBC USA Inc. | 5.294% | 3/4/27 | 19,100 | 19,379 | ||
| 1 | HSBC USA Inc. | 4.650% | 6/3/28 | 3,500 | 3,510 | |
| Huntington Bancshares Inc. | 4.443% | 8/4/28 | 19,405 | 19,369 | ||
| Huntington Bancshares Inc. | 6.208% | 8/21/29 | 23,863 | 24,867 | ||
| Huntington Bancshares Inc. | 2.550% | 2/4/30 | 13,220 | 11,955 | ||
| Huntington Bancshares Inc. | 5.272% | 1/15/31 | 18,805 | 19,012 | ||
| Huntington National Bank | 4.871% | 4/12/28 | 21,670 | 21,713 | ||
| Huntington National Bank | 4.552% | 5/17/28 | 8,396 | 8,374 | ||
| ING Groep NV | 3.950% | 3/29/27 | 39,032 | 38,661 | ||
| ING Groep NV | 4.017% | 3/28/28 | 21,852 | 21,625 | ||
| ING Groep NV | 4.550% | 10/2/28 | 23,597 | 23,565 | ||
| ING Groep NV | 4.858% | 3/25/29 | 4,180 | 4,196 | ||
| ING Groep NV | 4.050% | 4/9/29 | 16,614 | 16,284 | ||
| ING Groep NV | 5.335% | 3/19/30 | 27,203 | 27,731 | ||
| ING Groep NV | 5.066% | 3/25/31 | 6,350 | 6,388 | ||
| Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 8,648 | 8,424 | ||
| Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 28,963 | 28,732 | ||
| Intercontinental Exchange Inc. | 3.625% | 9/1/28 | 30,507 | 29,760 | ||
| Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 3,581 | 3,508 | ||
| Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 14,991 | 14,955 | ||
| Jefferies Financial Group Inc. | 4.850% | 1/15/27 | 15,173 | 15,243 | ||
| Jefferies Financial Group Inc. | 6.450% | 6/8/27 | 3,551 | 3,673 | ||
| Jefferies Financial Group Inc. | 5.875% | 7/21/28 | 19,646 | 20,179 | ||
| Jefferies Financial Group Inc. | 4.150% | 1/23/30 | 13,245 | 12,781 | ||
| JPMorgan Chase & Co. | 2.950% | 10/1/26 | 55,250 | 54,249 | ||
| JPMorgan Chase & Co. | 4.125% | 12/15/26 | 45,823 | 45,623 | ||
| JPMorgan Chase & Co. | 8.000% | 4/29/27 | 6,532 | 6,955 | ||
| JPMorgan Chase & Co. | 1.470% | 9/22/27 | 17,839 | 17,129 | ||
| JPMorgan Chase & Co. | 4.250% | 10/1/27 | 28,317 | 28,317 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| JPMorgan Chase & Co. | 6.070% | 10/22/27 | 17,432 | 17,794 | ||
| JPMorgan Chase & Co. | 5.040% | 1/23/28 | 47,720 | 48,038 | ||
| 2 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 41,600 | 41,053 | |
| JPMorgan Chase & Co. | 2.947% | 2/24/28 | 28,918 | 28,144 | ||
| JPMorgan Chase & Co. | 5.571% | 4/22/28 | 50,988 | 51,927 | ||
| JPMorgan Chase & Co. | 4.323% | 4/26/28 | 58,517 | 58,243 | ||
| 2 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 54,058 | 53,025 | |
| 2 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 15,260 | 14,564 | |
| JPMorgan Chase & Co. | 4.979% | 7/22/28 | 18,427 | 18,571 | ||
| JPMorgan Chase & Co. | 4.851% | 7/25/28 | 68,333 | 68,674 | ||
| JPMorgan Chase & Co. | 4.505% | 10/22/28 | 9,043 | 9,020 | ||
| 2 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 50,636 | 49,269 | |
| JPMorgan Chase & Co. | 4.915% | 1/24/29 | 5,885 | 5,934 | ||
| 2 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 44,289 | 43,590 | |
| JPMorgan Chase & Co. | 2.069% | 6/1/29 | 31,195 | 29,009 | ||
| 2 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 35,126 | 34,722 | |
| JPMorgan Chase & Co. | 5.299% | 7/24/29 | 52,791 | 53,846 | ||
| JPMorgan Chase & Co. | 6.087% | 10/23/29 | 49,326 | 51,545 | ||
| 2 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 20,422 | 20,278 | |
| JPMorgan Chase & Co. | 5.012% | 1/23/30 | 50,488 | 51,098 | ||
| JPMorgan Chase & Co. | 5.581% | 4/22/30 | 52,764 | 54,486 | ||
| 2 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 47,390 | 45,762 | |
| JPMorgan Chase & Co. | 4.565% | 6/14/30 | 14,981 | 14,909 | ||
| JPMorgan Chase & Co. | 4.995% | 7/22/30 | 51,777 | 52,258 | ||
| 2 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 55,914 | 51,559 | |
| JPMorgan Chase & Co. | 4.603% | 10/22/30 | 53,925 | 53,611 | ||
| JPMorgan Chase & Co. | 5.140% | 1/24/31 | 26,695 | 27,101 | ||
| 2 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 30,250 | 29,877 | |
| 2 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 39,864 | 36,000 | |
| JPMorgan Chase & Co. | 5.103% | 4/22/31 | 16,927 | 17,175 | ||
| 2 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 43,838 | 39,830 | |
| JPMorgan Chase Bank NA | 5.110% | 12/8/26 | 35,038 | 35,431 | ||
| 2 | KeyBank NA | 5.850% | 11/15/27 | 21,342 | 21,888 | |
| 2 | KeyBank NA | 6.950% | 2/1/28 | 4,025 | 4,232 | |
| 2 | KeyBank NA | 3.900% | 4/13/29 | 4,371 | 4,165 | |
| 2 | KeyCorp | 2.250% | 4/6/27 | 20,044 | 19,197 | |
| 2 | KeyCorp | 4.100% | 4/30/28 | 404 | 398 | |
| 2 | KeyCorp | 2.550% | 10/1/29 | 23,823 | 21,703 | |
| 2 | KeyCorp | 5.121% | 4/4/31 | 9,050 | 9,027 | |
| Lazard Group LLC | 3.625% | 3/1/27 | 6,567 | 6,426 | ||
| Lazard Group LLC | 4.500% | 9/19/28 | 4,606 | 4,558 | ||
| Lazard Group LLC | 4.375% | 3/11/29 | 10,358 | 10,142 | ||
| Lincoln National Corp. | 3.625% | 12/12/26 | 8,087 | 7,965 | ||
| Lincoln National Corp. | 3.800% | 3/1/28 | 7,194 | 7,032 | ||
| Lloyds Banking Group plc | 3.750% | 1/11/27 | 13,577 | 13,412 | ||
| Lloyds Banking Group plc | 5.462% | 1/5/28 | 13,261 | 13,411 | ||
| Lloyds Banking Group plc | 3.750% | 3/18/28 | 22,895 | 22,521 | ||
| Lloyds Banking Group plc | 4.375% | 3/22/28 | 28,766 | 28,597 | ||
| Lloyds Banking Group plc | 4.550% | 8/16/28 | 12,605 | 12,549 | ||
| 2 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 23,521 | 22,882 | |
| Lloyds Banking Group plc | 5.087% | 11/26/28 | 5,140 | 5,186 | ||
| Lloyds Banking Group plc | 5.871% | 3/6/29 | 25,144 | 25,888 | ||
| Lloyds Banking Group plc | 5.721% | 6/5/30 | 26,630 | 27,476 | ||
| Loews Corp. | 3.200% | 5/15/30 | 7,375 | 6,902 | ||
| LPL Holdings Inc. | 5.700% | 5/20/27 | 3,586 | 3,646 | ||
| LPL Holdings Inc. | 4.900% | 4/3/28 | 3,445 | 3,450 | ||
| LPL Holdings Inc. | 6.750% | 11/17/28 | 8,905 | 9,459 | ||
| LPL Holdings Inc. | 5.200% | 3/15/30 | 11,375 | 11,433 | ||
| M&T Bank Corp. | 4.553% | 8/16/28 | 11,590 | 11,541 | ||
| 2 | M&T Bank Corp. | 4.833% | 1/16/29 | 2,074 | 2,077 | |
| M&T Bank Corp. | 7.413% | 10/30/29 | 20,094 | 21,683 | ||
| Main Street Capital Corp. | 3.000% | 7/14/26 | 8,591 | 8,345 | ||
| Main Street Capital Corp. | 6.500% | 6/4/27 | 3,270 | 3,332 | ||
| Main Street Capital Corp. | 6.950% | 3/1/29 | 7,476 | 7,709 | ||
| 2 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 8,090 | 7,844 | |
| Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 7,352 | 7,380 | ||
| Manulife Financial Corp. | 2.484% | 5/19/27 | 8,877 | 8,567 | ||
| Marex Group plc | 5.829% | 5/8/28 | 2,600 | 2,613 | ||
| Marex Group plc | 6.404% | 11/4/29 | 11,310 | 11,526 | ||
| Markel Group Inc. | 3.500% | 11/1/27 | 5,552 | 5,420 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Markel Group Inc. | 3.350% | 9/17/29 | 4,520 | 4,306 | ||
| Marsh & McLennan Cos. Inc. | 4.550% | 11/8/27 | 8,810 | 8,844 | ||
| Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 20,853 | 20,854 | ||
| Marsh & McLennan Cos. Inc. | 4.650% | 3/15/30 | 16,046 | 16,115 | ||
| Mastercard Inc. | 2.950% | 11/21/26 | 9,240 | 9,084 | ||
| Mastercard Inc. | 4.100% | 1/15/28 | 10,992 | 11,002 | ||
| Mastercard Inc. | 4.875% | 3/9/28 | 21,849 | 22,285 | ||
| Mastercard Inc. | 4.550% | 3/15/28 | 8,839 | 8,948 | ||
| Mastercard Inc. | 2.950% | 6/1/29 | 15,328 | 14,612 | ||
| Mastercard Inc. | 3.350% | 3/26/30 | 49,180 | 46,997 | ||
| Mercury General Corp. | 4.400% | 3/15/27 | 4,200 | 4,141 | ||
| MetLife Inc. | 4.550% | 3/23/30 | 15,400 | 15,501 | ||
| MGIC Investment Corp. | 5.250% | 8/15/28 | 8,850 | 8,780 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 3,568 | 3,491 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 11,060 | 10,923 | ||
| Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 50,326 | 48,607 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 16,288 | 15,901 | ||
| Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 4,478 | 4,301 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 35,549 | 34,277 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 10,912 | 10,792 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 11,006 | 10,896 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 16,415 | 16,554 | ||
| Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 9,301 | 9,211 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 12,159 | 12,359 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.422% | 2/22/29 | 23,708 | 24,196 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 19,425 | 18,913 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/29 | 6,402 | 6,509 | ||
| Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 34,461 | 32,599 | ||
| Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 17,773 | 16,150 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.258% | 4/17/30 | 27,430 | 27,930 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.197% | 1/16/31 | 16,287 | 16,553 | ||
| Mitsubishi UFJ Financial Group Inc. | 5.475% | 2/22/31 | 6,067 | 6,236 | ||
| Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 13,945 | 13,655 | ||
| Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 29,572 | 29,251 | ||
| Mizuho Financial Group Inc. | 5.414% | 9/13/28 | 18,269 | 18,593 | ||
| Mizuho Financial Group Inc. | 5.667% | 5/27/29 | 10,749 | 11,084 | ||
| Mizuho Financial Group Inc. | 5.778% | 7/6/29 | 29,741 | 30,701 | ||
| 2 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 22,006 | 21,706 | |
| Mizuho Financial Group Inc. | 3.261% | 5/22/30 | 14,747 | 13,932 | ||
| Mizuho Financial Group Inc. | 5.376% | 5/26/30 | 6,885 | 7,024 | ||
| 2 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 9,010 | 8,452 | |
| Mizuho Financial Group Inc. | 5.098% | 5/13/31 | 4,225 | 4,270 | ||
| Mizuho Financial Group Inc. | 5.739% | 5/27/31 | 10,296 | 10,680 | ||
| 2 | Morgan Stanley | 3.125% | 7/27/26 | 61,277 | 60,343 | |
| 2 | Morgan Stanley | 6.250% | 8/9/26 | 2,407 | 2,456 | |
| 2 | Morgan Stanley | 4.350% | 9/8/26 | 50,266 | 50,057 | |
| Morgan Stanley | 3.625% | 1/20/27 | 52,559 | 51,932 | ||
| Morgan Stanley | 3.950% | 4/23/27 | 37,461 | 37,118 | ||
| 2 | Morgan Stanley | 1.512% | 7/20/27 | 34,447 | 33,241 | |
| Morgan Stanley | 2.475% | 1/21/28 | 21,400 | 20,665 | ||
| 2 | Morgan Stanley | 5.652% | 4/13/28 | 38,486 | 39,191 | |
| Morgan Stanley | 4.210% | 4/20/28 | 30,248 | 30,031 | ||
| 2 | Morgan Stanley | 3.591% | 7/22/28 | 24,899 | 24,330 | |
| Morgan Stanley | 6.296% | 10/18/28 | 24,828 | 25,740 | ||
| 2 | Morgan Stanley | 3.772% | 1/24/29 | 41,774 | 40,880 | |
| Morgan Stanley | 5.123% | 2/1/29 | 46,857 | 47,412 | ||
| 2 | Morgan Stanley | 4.994% | 4/12/29 | 17,173 | 17,333 | |
| 2 | Morgan Stanley | 5.164% | 4/20/29 | 49,477 | 50,165 | |
| Morgan Stanley | 5.449% | 7/20/29 | 18,055 | 18,473 | ||
| Morgan Stanley | 6.407% | 11/1/29 | 16,111 | 16,982 | ||
| Morgan Stanley | 5.173% | 1/16/30 | 49,257 | 50,034 | ||
| 2 | Morgan Stanley | 4.431% | 1/23/30 | 42,589 | 42,233 | |
| Morgan Stanley | 5.656% | 4/18/30 | 53,039 | 54,766 | ||
| Morgan Stanley | 5.042% | 7/19/30 | 49,285 | 49,757 | ||
| Morgan Stanley | 4.654% | 10/18/30 | 58,121 | 57,725 | ||
| Morgan Stanley | 5.230% | 1/15/31 | 18,920 | 19,207 | ||
| 2 | Morgan Stanley | 2.699% | 1/22/31 | 53,377 | 48,720 | |
| 2 | Morgan Stanley | 3.622% | 4/1/31 | 45,308 | 42,956 | |
| Morgan Stanley | 5.192% | 4/17/31 | 43,590 | 44,218 | ||
| 2 | Morgan Stanley Bank NA | 5.882% | 10/30/26 | 35,379 | 36,078 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Morgan Stanley Bank NA | 4.447% | 10/15/27 | 26,102 | 26,081 | ||
| 2 | Morgan Stanley Bank NA | 4.952% | 1/14/28 | 15,963 | 16,052 | |
| 2 | Morgan Stanley Bank NA | 5.504% | 5/26/28 | 46,408 | 47,223 | |
| 2 | Morgan Stanley Bank NA | 4.968% | 7/14/28 | 32,555 | 32,817 | |
| Morgan Stanley Bank NA | 5.016% | 1/12/29 | 13,557 | 13,691 | ||
| Morgan Stanley Direct Lending Fund | 6.150% | 5/17/29 | 5,532 | 5,633 | ||
| Morgan Stanley Direct Lending Fund | 6.000% | 5/19/30 | 4,025 | 4,038 | ||
| 3 | MSD Investment Corp. | 6.250% | 5/31/30 | 7,400 | 7,259 | |
| Nasdaq Inc. | 3.850% | 6/30/26 | 7,846 | 7,799 | ||
| Nasdaq Inc. | 5.350% | 6/28/28 | 16,993 | 17,429 | ||
| 2 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 697 | 684 | |
| National Australia Bank Ltd. | 3.905% | 6/9/27 | 14,526 | 14,429 | ||
| National Australia Bank Ltd. | 5.087% | 6/11/27 | 7,269 | 7,386 | ||
| National Australia Bank Ltd. | 4.944% | 1/12/28 | 15,315 | 15,595 | ||
| National Australia Bank Ltd. | 4.900% | 6/13/28 | 20,945 | 21,340 | ||
| National Australia Bank Ltd. | 4.787% | 1/10/29 | 20,713 | 21,045 | ||
| National Australia Bank Ltd. | 4.901% | 1/14/30 | 17,364 | 17,743 | ||
| National Bank of Canada | 5.600% | 12/18/28 | 23,135 | 23,896 | ||
| National Bank of Canada | 4.500% | 10/10/29 | 18,689 | 18,510 | ||
| NatWest Group plc | 7.472% | 11/10/26 | 29,258 | 29,593 | ||
| NatWest Group plc | 1.642% | 6/14/27 | 34,617 | 33,535 | ||
| NatWest Group plc | 5.583% | 3/1/28 | 2,741 | 2,780 | ||
| 2 | NatWest Group plc | 3.073% | 5/22/28 | 7,514 | 7,285 | |
| NatWest Group plc | 5.516% | 9/30/28 | 21,828 | 22,179 | ||
| 2 | NatWest Group plc | 4.892% | 5/18/29 | 40,467 | 40,616 | |
| NatWest Group plc | 5.808% | 9/13/29 | 7,847 | 8,091 | ||
| 2 | NatWest Group plc | 5.076% | 1/27/30 | 24,062 | 24,199 | |
| 2 | NatWest Group plc | 4.445% | 5/8/30 | 21,302 | 20,945 | |
| NatWest Group plc | 4.964% | 8/15/30 | 14,386 | 14,418 | ||
| NatWest Group plc | 5.115% | 5/23/31 | 18,386 | 18,465 | ||
| NatWest Group plc | 6.475% | 6/1/34 | 15,178 | 15,748 | ||
| New Mountain Finance Corp. | 6.875% | 2/1/29 | 5,210 | 5,259 | ||
| Nomura Holdings Inc. | 1.653% | 7/14/26 | 22,212 | 21,462 | ||
| Nomura Holdings Inc. | 2.329% | 1/22/27 | 28,440 | 27,352 | ||
| Nomura Holdings Inc. | 5.594% | 7/2/27 | 15,429 | 15,662 | ||
| Nomura Holdings Inc. | 5.386% | 7/6/27 | 107 | 108 | ||
| Nomura Holdings Inc. | 6.070% | 7/12/28 | 8,038 | 8,348 | ||
| Nomura Holdings Inc. | 2.172% | 7/14/28 | 12,836 | 11,894 | ||
| Nomura Holdings Inc. | 5.605% | 7/6/29 | 2,578 | 2,641 | ||
| Nomura Holdings Inc. | 3.103% | 1/16/30 | 33,080 | 30,557 | ||
| North Haven Private Income Fund LLC | 5.750% | 2/1/30 | 1,425 | 1,408 | ||
| Northern Trust Corp. | 4.000% | 5/10/27 | 17,175 | 17,116 | ||
| Northern Trust Corp. | 3.650% | 8/3/28 | 12,236 | 12,020 | ||
| Northern Trust Corp. | 3.150% | 5/3/29 | 7,379 | 7,076 | ||
| Northern Trust Corp. | 1.950% | 5/1/30 | 14,800 | 13,128 | ||
| 2 | Northern Trust Corp. | 3.375% | 5/8/32 | 3,301 | 3,186 | |
| Nuveen Churchill Direct Lending Corp. | 6.650% | 3/15/30 | 2,675 | 2,723 | ||
| Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 3,666 | 3,472 | ||
| Oaktree Specialty Lending Corp. | 7.100% | 2/15/29 | 4,929 | 5,029 | ||
| Oaktree Specialty Lending Corp. | 6.340% | 2/27/30 | 4,800 | 4,738 | ||
| 2 | Oaktree Strategic Credit Fund | 8.400% | 11/14/28 | 4,748 | 5,081 | |
| Oaktree Strategic Credit Fund | 6.500% | 7/23/29 | 5,955 | 6,027 | ||
| Old Republic International Corp. | 3.875% | 8/26/26 | 10,186 | 10,085 | ||
| ORIX Corp. | 3.700% | 7/18/27 | 2,750 | 2,700 | ||
| ORIX Corp. | 5.000% | 9/13/27 | 13,486 | 13,598 | ||
| ORIX Corp. | 4.650% | 9/10/29 | 9,421 | 9,397 | ||
| PartnerRe Finance B LLC | 3.700% | 7/2/29 | 8,261 | 7,934 | ||
| PayPal Holdings Inc. | 2.650% | 10/1/26 | 27,422 | 26,849 | ||
| PayPal Holdings Inc. | 4.450% | 3/6/28 | 3,694 | 3,710 | ||
| PayPal Holdings Inc. | 2.850% | 10/1/29 | 25,108 | 23,476 | ||
| 2 | PNC Bank NA | 3.100% | 10/25/27 | 3,226 | 3,134 | |
| 2 | PNC Bank NA | 4.050% | 7/26/28 | 33,160 | 32,662 | |
| 2 | PNC Bank NA | 2.700% | 10/22/29 | 7,210 | 6,638 | |
| PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 6,555 | 6,433 | ||
| PNC Financial Services Group Inc. | 1.150% | 8/13/26 | 10,396 | 9,999 | ||
| PNC Financial Services Group Inc. | 5.102% | 7/23/27 | 8,126 | 8,173 | ||
| PNC Financial Services Group Inc. | 6.615% | 10/20/27 | 22,909 | 23,545 | ||
| PNC Financial Services Group Inc. | 5.300% | 1/21/28 | 23,594 | 23,862 | ||
| PNC Financial Services Group Inc. | 5.354% | 12/2/28 | 19,556 | 19,903 | ||
| PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 29,190 | 28,167 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 46,669 | 48,005 | ||
| PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 24,526 | 22,413 | ||
| PNC Financial Services Group Inc. | 5.492% | 5/14/30 | 41,959 | 43,156 | ||
| PNC Financial Services Group Inc. | 5.222% | 1/29/31 | 13,295 | 13,498 | ||
| PNC Financial Services Group Inc. | 4.899% | 5/13/31 | 24,900 | 24,936 | ||
| Principal Financial Group Inc. | 3.100% | 11/15/26 | 182 | 178 | ||
| Progressive Corp. | 2.450% | 1/15/27 | 15,166 | 14,731 | ||
| Progressive Corp. | 2.500% | 3/15/27 | 7,836 | 7,603 | ||
| Progressive Corp. | 4.000% | 3/1/29 | 14,947 | 14,783 | ||
| Progressive Corp. | 3.200% | 3/26/30 | 7,475 | 7,089 | ||
| 2 | Prudential Financial Inc. | 4.500% | 9/15/47 | 20,537 | 20,099 | |
| 2 | Prudential Financial Inc. | 5.700% | 9/15/48 | 3,784 | 3,779 | |
| Prudential Funding Asia plc | 3.125% | 4/14/30 | 13,969 | 13,141 | ||
| Radian Group Inc. | 6.200% | 5/15/29 | 10,993 | 11,320 | ||
| Raymond James Financial Inc. | 4.650% | 4/1/30 | 7,100 | 7,155 | ||
| Regions Financial Corp. | 1.800% | 8/12/28 | 15,853 | 14,497 | ||
| Regions Financial Corp. | 5.722% | 6/6/30 | 16,668 | 17,051 | ||
| Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 6,447 | 6,396 | ||
| Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 4,867 | 4,741 | ||
| RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,582 | 3,510 | ||
| RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 17,126 | 16,438 | ||
| 2 | Royal Bank of Canada | 1.150% | 7/14/26 | 22,070 | 21,308 | |
| 2 | Royal Bank of Canada | 1.400% | 11/2/26 | 3,778 | 3,629 | |
| 2 | Royal Bank of Canada | 4.875% | 1/19/27 | 8,570 | 8,643 | |
| 2 | Royal Bank of Canada | 2.050% | 1/21/27 | 3,567 | 3,442 | |
| Royal Bank of Canada | 3.625% | 5/4/27 | 9,804 | 9,677 | ||
| 2 | Royal Bank of Canada | 5.069% | 7/23/27 | 23,044 | 23,195 | |
| 2 | Royal Bank of Canada | 4.240% | 8/3/27 | 31,411 | 31,341 | |
| 2 | Royal Bank of Canada | 4.510% | 10/18/27 | 9,204 | 9,208 | |
| 2 | Royal Bank of Canada | 6.000% | 11/1/27 | 10,426 | 10,806 | |
| 2 | Royal Bank of Canada | 4.900% | 1/12/28 | 14,003 | 14,199 | |
| 2 | Royal Bank of Canada | 5.200% | 8/1/28 | 2,668 | 2,730 | |
| 2 | Royal Bank of Canada | 4.522% | 10/18/28 | 11,785 | 11,774 | |
| 2 | Royal Bank of Canada | 4.965% | 1/24/29 | 25,067 | 25,313 | |
| 2 | Royal Bank of Canada | 4.950% | 2/1/29 | 21,882 | 22,280 | |
| 2 | Royal Bank of Canada | 4.969% | 8/2/30 | 35,653 | 35,921 | |
| 2 | Royal Bank of Canada | 4.650% | 10/18/30 | 22,598 | 22,497 | |
| 2 | Royal Bank of Canada | 5.153% | 2/4/31 | 42,463 | 43,080 | |
| Santander Holdings USA Inc. | 3.244% | 10/5/26 | 25,918 | 25,403 | ||
| Santander Holdings USA Inc. | 4.400% | 7/13/27 | 27,372 | 27,144 | ||
| Santander Holdings USA Inc. | 2.490% | 1/6/28 | 4,647 | 4,466 | ||
| Santander Holdings USA Inc. | 6.499% | 3/9/29 | 12,484 | 12,925 | ||
| Santander Holdings USA Inc. | 6.174% | 1/9/30 | 15,872 | 16,364 | ||
| Santander Holdings USA Inc. | 5.353% | 9/6/30 | 16,785 | 16,880 | ||
| Santander Holdings USA Inc. | 5.741% | 3/20/31 | 11,500 | 11,626 | ||
| Santander UK Group Holdings plc | 6.833% | 11/21/26 | 12,646 | 12,761 | ||
| Santander UK Group Holdings plc | 1.673% | 6/14/27 | 16,972 | 16,400 | ||
| Santander UK Group Holdings plc | 2.469% | 1/11/28 | 24,172 | 23,232 | ||
| 2 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 20,598 | 20,025 | |
| Santander UK Group Holdings plc | 6.534% | 1/10/29 | 27,311 | 28,343 | ||
| Santander UK Group Holdings plc | 4.858% | 9/11/30 | 8,660 | 8,579 | ||
| Santander UK Group Holdings plc | 5.694% | 4/15/31 | 11,000 | 11,257 | ||
| Sixth Street Lending Partners | 6.500% | 3/11/29 | 14,333 | 14,710 | ||
| Sixth Street Lending Partners | 5.750% | 1/15/30 | 12,570 | 12,501 | ||
| Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 1,108 | 1,074 | ||
| Sixth Street Specialty Lending Inc. | 6.950% | 8/14/28 | 6,976 | 7,289 | ||
| Sixth Street Specialty Lending Inc. | 6.125% | 3/1/29 | 8,567 | 8,709 | ||
| State Street Bank & Trust Co. | 4.782% | 11/23/29 | 17,055 | 17,260 | ||
| State Street Corp. | 5.272% | 8/3/26 | 13,709 | 13,838 | ||
| State Street Corp. | 4.993% | 3/18/27 | 13,143 | 13,303 | ||
| State Street Corp. | 2.203% | 2/7/28 | 19,282 | 18,587 | ||
| State Street Corp. | 4.536% | 2/28/28 | 10,320 | 10,395 | ||
| State Street Corp. | 4.543% | 4/24/28 | 6,260 | 6,274 | ||
| State Street Corp. | 5.820% | 11/4/28 | 1,953 | 2,016 | ||
| State Street Corp. | 4.530% | 2/20/29 | 18,636 | 18,695 | ||
| State Street Corp. | 5.684% | 11/21/29 | 24,250 | 25,212 | ||
| State Street Corp. | 2.400% | 1/24/30 | 12,479 | 11,470 | ||
| State Street Corp. | 4.729% | 2/28/30 | 18,708 | 18,803 | ||
| State Street Corp. | 4.834% | 4/24/30 | 14,975 | 15,103 | ||
| State Street Corp. | 3.152% | 3/30/31 | 7,780 | 7,293 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Stifel Financial Corp. | 4.000% | 5/15/30 | 5,900 | 5,604 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 31,634 | 30,998 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 47,715 | 45,846 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 34,957 | 34,263 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 26,051 | 25,656 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 9,318 | 8,985 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 14,766 | 14,460 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.352% | 10/18/27 | 753 | 735 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | 42,138 | 43,258 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.800% | 7/13/28 | 19,366 | 20,079 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.716% | 9/14/28 | 8,887 | 9,197 | ||
| Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 46,960 | 43,193 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.316% | 7/9/29 | 22,755 | 23,307 | ||
| Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 44,650 | 41,972 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.710% | 1/13/30 | 8,553 | 8,906 | ||
| Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 27,375 | 25,158 | ||
| Sumitomo Mitsui Financial Group Inc. | 5.240% | 4/15/30 | 10,995 | 11,230 | ||
| Synchrony Bank | 5.625% | 8/23/27 | 9,685 | 9,814 | ||
| Synchrony Financial | 3.700% | 8/4/26 | 12,508 | 12,323 | ||
| Synchrony Financial | 3.950% | 12/1/27 | 13,483 | 13,111 | ||
| Synchrony Financial | 5.150% | 3/19/29 | 11,571 | 11,472 | ||
| Synchrony Financial | 5.450% | 3/6/31 | 12,700 | 12,642 | ||
| Synovus Bank | 5.625% | 2/15/28 | 8,669 | 8,703 | ||
| Synovus Financial Corp. | 6.168% | 11/1/30 | 15,028 | 15,207 | ||
| 2 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 28,998 | 28,072 | |
| 2 | Toronto-Dominion Bank | 5.532% | 7/17/26 | 26,819 | 27,109 | |
| 2 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 36,915 | 35,439 | |
| 2 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 17,001 | 16,348 | |
| 2 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 25,733 | 25,022 | |
| 2 | Toronto-Dominion Bank | 4.980% | 4/5/27 | 8,589 | 8,663 | |
| Toronto-Dominion Bank | 4.108% | 6/8/27 | 13,198 | 13,099 | ||
| 2 | Toronto-Dominion Bank | 4.693% | 9/15/27 | 39,867 | 40,041 | |
| Toronto-Dominion Bank | 5.156% | 1/10/28 | 6,674 | 6,786 | ||
| Toronto-Dominion Bank | 4.861% | 1/31/28 | 25,210 | 25,447 | ||
| 2 | Toronto-Dominion Bank | 5.523% | 7/17/28 | 3,053 | 3,144 | |
| 2 | Toronto-Dominion Bank | 4.994% | 4/5/29 | 18,768 | 19,047 | |
| Toronto-Dominion Bank | 4.783% | 12/17/29 | 18,602 | 18,666 | ||
| 2 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 28,841 | 28,309 | |
| Toronto-Dominion Bank | 5.146% | 9/10/34 | 16,476 | 16,360 | ||
| 2 | Truist Bank | 3.800% | 10/30/26 | 10,885 | 10,751 | |
| 2 | Truist Bank | 2.250% | 3/11/30 | 5,000 | 4,422 | |
| 2 | Truist Financial Corp. | 6.047% | 6/8/27 | 26,809 | 27,160 | |
| 2 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,468 | 2,306 | |
| 2 | Truist Financial Corp. | 4.123% | 6/6/28 | 18,378 | 18,228 | |
| 2 | Truist Financial Corp. | 4.873% | 1/26/29 | 31,194 | 31,360 | |
| 2 | Truist Financial Corp. | 3.875% | 3/19/29 | 9,430 | 9,147 | |
| 2 | Truist Financial Corp. | 1.887% | 6/7/29 | 16,288 | 15,052 | |
| 2 | Truist Financial Corp. | 7.161% | 10/30/29 | 14,738 | 15,860 | |
| 2 | Truist Financial Corp. | 5.435% | 1/24/30 | 9,171 | 9,377 | |
| 2 | Truist Financial Corp. | 5.071% | 5/20/31 | 35,400 | 35,585 | |
| UBS AG | 5.000% | 7/9/27 | 30,146 | 30,472 | ||
| UBS AG | 4.864% | 1/10/28 | 16,275 | 16,353 | ||
| UBS AG | 7.500% | 2/15/28 | 37,244 | 40,033 | ||
| UBS AG | 5.650% | 9/11/28 | 26,602 | 27,552 | ||
| 2 | US Bancorp | 2.375% | 7/22/26 | 9,725 | 9,531 | |
| 2 | US Bancorp | 3.150% | 4/27/27 | 17,150 | 16,785 | |
| US Bancorp | 6.787% | 10/26/27 | 1,386 | 1,427 | ||
| 2 | US Bancorp | 2.215% | 1/27/28 | 5,658 | 5,447 | |
| 2 | US Bancorp | 3.900% | 4/26/28 | 6,003 | 5,944 | |
| 2 | US Bancorp | 4.548% | 7/22/28 | 30,776 | 30,748 | |
| US Bancorp | 4.653% | 2/1/29 | 32,426 | 32,474 | ||
| US Bancorp | 5.775% | 6/12/29 | 41,621 | 42,958 | ||
| US Bancorp | 5.384% | 1/23/30 | 33,479 | 34,249 | ||
| US Bancorp | 5.100% | 7/23/30 | 31,877 | 32,266 | ||
| US Bancorp | 5.046% | 2/12/31 | 8,880 | 8,947 | ||
| US Bancorp | 5.083% | 5/15/31 | 18,380 | 18,537 | ||
| US Bank NA | 4.507% | 10/22/27 | 19,765 | 19,740 | ||
| Visa Inc. | 1.900% | 4/15/27 | 30,441 | 29,263 | ||
| Visa Inc. | 0.750% | 8/15/27 | 8,388 | 7,829 | ||
| Visa Inc. | 2.750% | 9/15/27 | 10,193 | 9,906 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Voya Financial Inc. | 3.650% | 6/15/26 | 11,005 | 10,900 | ||
| 2 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,203 | 3,968 | |
| Wachovia Corp. | 7.574% | 8/1/26 | 6 | 6 | ||
| Webster Financial Corp. | 4.100% | 3/25/29 | 4,960 | 4,812 | ||
| 2 | Wells Fargo & Co. | 4.100% | 6/3/26 | 14,827 | 14,748 | |
| Wells Fargo & Co. | 3.000% | 10/23/26 | 70,723 | 69,306 | ||
| 2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 25,105 | 24,744 | |
| 2 | Wells Fargo & Co. | 4.300% | 7/22/27 | 55,017 | 54,752 | |
| 2 | Wells Fargo & Co. | 4.900% | 1/24/28 | 13,794 | 13,846 | |
| 2 | Wells Fargo & Co. | 3.526% | 3/24/28 | 61,616 | 60,417 | |
| 2 | Wells Fargo & Co. | 5.707% | 4/22/28 | 64,665 | 65,860 | |
| 2 | Wells Fargo & Co. | 3.584% | 5/22/28 | 58,523 | 57,367 | |
| 2 | Wells Fargo & Co. | 2.393% | 6/2/28 | 44,725 | 42,804 | |
| 2 | Wells Fargo & Co. | 4.808% | 7/25/28 | 46,088 | 46,212 | |
| 2 | Wells Fargo & Co. | 4.150% | 1/24/29 | 50,249 | 49,605 | |
| Wells Fargo & Co. | 4.970% | 4/23/29 | 8,444 | 8,510 | ||
| 2 | Wells Fargo & Co. | 5.574% | 7/25/29 | 79,394 | 81,445 | |
| Wells Fargo & Co. | 6.303% | 10/23/29 | 22,796 | 23,929 | ||
| Wells Fargo & Co. | 5.198% | 1/23/30 | 40,326 | 41,001 | ||
| 2 | Wells Fargo & Co. | 2.879% | 10/30/30 | 59,898 | 55,286 | |
| Wells Fargo & Co. | 5.244% | 1/24/31 | 54,250 | 55,075 | ||
| 2 | Wells Fargo & Co. | 2.572% | 2/11/31 | 50,491 | 45,630 | |
| 2 | Wells Fargo & Co. | 4.478% | 4/4/31 | 30,000 | 29,505 | |
| Wells Fargo & Co. | 5.150% | 4/23/31 | 18,268 | 18,494 | ||
| 2 | Wells Fargo Bank NA | 5.450% | 8/7/26 | 47,072 | 47,590 | |
| Wells Fargo Bank NA | 5.254% | 12/11/26 | 35,484 | 35,936 | ||
| Westpac Banking Corp. | 1.150% | 6/3/26 | 25,219 | 24,437 | ||
| Westpac Banking Corp. | 2.700% | 8/19/26 | 23,175 | 22,762 | ||
| 2 | Westpac Banking Corp. | 4.600% | 10/20/26 | 14,036 | 14,111 | |
| Westpac Banking Corp. | 3.350% | 3/8/27 | 15,144 | 14,920 | ||
| Westpac Banking Corp. | 5.457% | 11/18/27 | 24,387 | 25,082 | ||
| Westpac Banking Corp. | 5.535% | 11/17/28 | 28,424 | 29,600 | ||
| Westpac Banking Corp. | 1.953% | 11/20/28 | 943 | 873 | ||
| Westpac Banking Corp. | 5.050% | 4/16/29 | 15,134 | 15,514 | ||
| 2 | Westpac Banking Corp. | 4.322% | 11/23/31 | 29,068 | 28,776 | |
| Westpac Banking Corp. | 4.110% | 7/24/34 | 21,347 | 20,456 | ||
| Willis North America Inc. | 4.650% | 6/15/27 | 19,164 | 19,241 | ||
| Willis North America Inc. | 4.500% | 9/15/28 | 7,392 | 7,367 | ||
| Willis North America Inc. | 2.950% | 9/15/29 | 15,704 | 14,628 | ||
| Wintrust Financial Corp. | 4.850% | 6/6/29 | 4,888 | 4,710 | ||
| Zions Bancorp NA | 3.250% | 10/29/29 | 8,758 | 7,902 | ||
| 16,568,835 | ||||||
| Health Care (8.6%) | ||||||
| 4 | Abbott Laboratories | 3.750% | 11/30/26 | 29,837 | 29,709 | |
| Abbott Laboratories | 1.150% | 1/30/28 | 9,365 | 8,717 | ||
| AbbVie Inc. | 2.950% | 11/21/26 | 76,609 | 75,108 | ||
| AbbVie Inc. | 4.800% | 3/15/27 | 45,803 | 46,221 | ||
| AbbVie Inc. | 4.650% | 3/15/28 | 20,065 | 20,266 | ||
| AbbVie Inc. | 4.250% | 11/14/28 | 2,414 | 2,413 | ||
| AbbVie Inc. | 4.800% | 3/15/29 | 38,709 | 39,272 | ||
| AbbVie Inc. | 3.200% | 11/21/29 | 96,685 | 91,721 | ||
| AbbVie Inc. | 4.875% | 3/15/30 | 31,045 | 31,564 | ||
| Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 7,302 | 7,154 | ||
| Agilent Technologies Inc. | 3.050% | 9/22/26 | 436 | 428 | ||
| Agilent Technologies Inc. | 2.750% | 9/15/29 | 12,080 | 11,205 | ||
| Amgen Inc. | 2.200% | 2/21/27 | 4,652 | 4,482 | ||
| Amgen Inc. | 3.200% | 11/2/27 | 11,566 | 11,242 | ||
| Amgen Inc. | 5.150% | 3/2/28 | 66,549 | 67,766 | ||
| Amgen Inc. | 1.650% | 8/15/28 | 26,918 | 24,682 | ||
| Amgen Inc. | 3.000% | 2/22/29 | 18,079 | 17,140 | ||
| Amgen Inc. | 4.050% | 8/18/29 | 22,401 | 21,932 | ||
| Amgen Inc. | 2.450% | 2/21/30 | 14,565 | 13,202 | ||
| Amgen Inc. | 5.250% | 3/2/30 | 40,461 | 41,489 | ||
| 2 | Ascension Health | 2.532% | 11/15/29 | 14,860 | 13,708 | |
| AstraZeneca Finance LLC | 4.800% | 2/26/27 | 501 | 506 | ||
| AstraZeneca Finance LLC | 4.875% | 3/3/28 | 14,843 | 15,121 | ||
| AstraZeneca Finance LLC | 1.750% | 5/28/28 | 22,007 | 20,525 | ||
| AstraZeneca Finance LLC | 4.850% | 2/26/29 | 23,109 | 23,490 | ||
| AstraZeneca plc | 3.125% | 6/12/27 | 17,457 | 17,120 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| AstraZeneca plc | 1.375% | 8/6/30 | 17,000 | 14,579 | ||
| Baxalta Inc. | 4.000% | 6/23/25 | 15,739 | 15,719 | ||
| Baxter International Inc. | 2.600% | 8/15/26 | 10,083 | 9,849 | ||
| Baxter International Inc. | 1.915% | 2/1/27 | 29,697 | 28,400 | ||
| Baxter International Inc. | 2.272% | 12/1/28 | 23,838 | 21,993 | ||
| Baxter International Inc. | 3.950% | 4/1/30 | 7,000 | 6,773 | ||
| Becton Dickinson & Co. | 3.700% | 6/6/27 | 37,494 | 36,917 | ||
| Becton Dickinson & Co. | 4.693% | 2/13/28 | 20,060 | 20,142 | ||
| Becton Dickinson & Co. | 4.874% | 2/8/29 | 6,915 | 6,959 | ||
| Becton Dickinson & Co. | 5.081% | 6/7/29 | 8,000 | 8,118 | ||
| Becton Dickinson & Co. | 2.823% | 5/20/30 | 6,200 | 5,664 | ||
| Biogen Inc. | 2.250% | 5/1/30 | 7,500 | 6,653 | ||
| Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 7,924 | 7,732 | ||
| Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 28,667 | 28,332 | ||
| Bristol-Myers Squibb Co. | 4.900% | 2/22/27 | 1,077 | 1,089 | ||
| Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 11,176 | 11,009 | ||
| Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 13,732 | 13,516 | ||
| Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 35,333 | 35,079 | ||
| Bristol-Myers Squibb Co. | 4.900% | 2/22/29 | 21,826 | 22,237 | ||
| Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 35,636 | 34,282 | ||
| Cardinal Health Inc. | 4.700% | 11/15/26 | 6,229 | 6,241 | ||
| Cardinal Health Inc. | 3.410% | 6/15/27 | 25,293 | 24,796 | ||
| Cardinal Health Inc. | 5.125% | 2/15/29 | 13,350 | 13,597 | ||
| Cardinal Health Inc. | 5.000% | 11/15/29 | 6,525 | 6,600 | ||
| Cencora Inc. | 3.450% | 12/15/27 | 19,368 | 18,894 | ||
| Cencora Inc. | 4.625% | 12/15/27 | 3,323 | 3,339 | ||
| Cencora Inc. | 4.850% | 12/15/29 | 11,737 | 11,830 | ||
| Cencora Inc. | 2.800% | 5/15/30 | 7,425 | 6,825 | ||
| Centene Corp. | 4.250% | 12/15/27 | 38,095 | 37,220 | ||
| Centene Corp. | 2.450% | 7/15/28 | 48,669 | 44,836 | ||
| Centene Corp. | 4.625% | 12/15/29 | 55,268 | 53,224 | ||
| Centene Corp. | 3.375% | 2/15/30 | 26,200 | 23,871 | ||
| 2 | Cigna Group | 3.400% | 3/1/27 | 22,787 | 22,378 | |
| Cigna Group | 4.375% | 10/15/28 | 73,014 | 72,594 | ||
| Cigna Group | 5.000% | 5/15/29 | 17,628 | 17,898 | ||
| Cigna Group | 2.400% | 3/15/30 | 9,919 | 8,936 | ||
| CommonSpirit Health | 6.073% | 11/1/27 | 7,406 | 7,637 | ||
| CommonSpirit Health | 3.347% | 10/1/29 | 18,017 | 17,035 | ||
| CVS Health Corp. | 2.875% | 6/1/26 | 29,278 | 28,760 | ||
| CVS Health Corp. | 3.000% | 8/15/26 | 4,430 | 4,345 | ||
| CVS Health Corp. | 3.625% | 4/1/27 | 4,213 | 4,142 | ||
| CVS Health Corp. | 6.250% | 6/1/27 | 6,200 | 6,390 | ||
| CVS Health Corp. | 1.300% | 8/21/27 | 46,637 | 43,360 | ||
| CVS Health Corp. | 4.300% | 3/25/28 | 84,745 | 83,782 | ||
| CVS Health Corp. | 5.000% | 1/30/29 | 9,884 | 9,952 | ||
| CVS Health Corp. | 5.400% | 6/1/29 | 16,207 | 16,527 | ||
| CVS Health Corp. | 3.250% | 8/15/29 | 34,990 | 32,883 | ||
| CVS Health Corp. | 5.125% | 2/21/30 | 18,959 | 19,071 | ||
| CVS Health Corp. | 3.750% | 4/1/30 | 7,240 | 6,854 | ||
| CVS Health Corp. | 1.750% | 8/21/30 | 10,525 | 8,950 | ||
| DH Europe Finance II Sarl | 2.600% | 11/15/29 | 15,445 | 14,295 | ||
| Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 12,105 | 12,042 | ||
| Elevance Health Inc. | 3.650% | 12/1/27 | 30,159 | 29,613 | ||
| Elevance Health Inc. | 4.101% | 3/1/28 | 2,735 | 2,711 | ||
| Elevance Health Inc. | 5.150% | 6/15/29 | 10,541 | 10,737 | ||
| Elevance Health Inc. | 2.875% | 9/15/29 | 14,345 | 13,370 | ||
| Elevance Health Inc. | 4.750% | 2/15/30 | 11,450 | 11,488 | ||
| Elevance Health Inc. | 2.250% | 5/15/30 | 16,193 | 14,427 | ||
| Eli Lilly & Co. | 4.500% | 2/9/27 | 20,936 | 21,058 | ||
| Eli Lilly & Co. | 4.150% | 8/14/27 | 13,895 | 13,921 | ||
| Eli Lilly & Co. | 4.550% | 2/12/28 | 16,700 | 16,884 | ||
| Eli Lilly & Co. | 4.500% | 2/9/29 | 22,736 | 22,912 | ||
| Eli Lilly & Co. | 3.375% | 3/15/29 | 17,903 | 17,397 | ||
| Eli Lilly & Co. | 4.200% | 8/14/29 | 27,370 | 27,321 | ||
| Eli Lilly & Co. | 4.750% | 2/12/30 | 15,155 | 15,400 | ||
| GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 33,415 | 34,284 | ||
| GE HealthCare Technologies Inc. | 4.800% | 8/14/29 | 13,745 | 13,819 | ||
| GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | 14,180 | 14,846 | ||
| Gilead Sciences Inc. | 2.950% | 3/1/27 | 18,381 | 18,029 | ||
| Gilead Sciences Inc. | 1.200% | 10/1/27 | 15,889 | 14,866 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Gilead Sciences Inc. | 4.800% | 11/15/29 | 11,925 | 12,083 | ||
| GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 31,087 | 30,819 | ||
| GlaxoSmithKline Capital Inc. | 4.500% | 4/15/30 | 15,003 | 14,994 | ||
| GlaxoSmithKline Capital plc | 4.315% | 3/12/27 | 7,523 | 7,542 | ||
| GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 11,294 | 10,884 | ||
| HCA Inc. | 5.250% | 6/15/26 | 17,418 | 17,435 | ||
| HCA Inc. | 5.375% | 9/1/26 | 22,002 | 22,101 | ||
| HCA Inc. | 4.500% | 2/15/27 | 28,115 | 28,030 | ||
| HCA Inc. | 3.125% | 3/15/27 | 16,518 | 16,103 | ||
| HCA Inc. | 5.000% | 3/1/28 | 3,986 | 4,027 | ||
| HCA Inc. | 5.200% | 6/1/28 | 3,802 | 3,856 | ||
| HCA Inc. | 5.625% | 9/1/28 | 28,614 | 29,255 | ||
| HCA Inc. | 5.875% | 2/1/29 | 8,430 | 8,700 | ||
| HCA Inc. | 3.375% | 3/15/29 | 12,653 | 12,035 | ||
| HCA Inc. | 4.125% | 6/15/29 | 42,578 | 41,469 | ||
| HCA Inc. | 5.250% | 3/1/30 | 17,000 | 17,261 | ||
| Humana Inc. | 1.350% | 2/3/27 | 15,888 | 15,129 | ||
| Humana Inc. | 3.950% | 3/15/27 | 9,660 | 9,589 | ||
| Humana Inc. | 5.750% | 3/1/28 | 10,280 | 10,551 | ||
| Humana Inc. | 5.750% | 12/1/28 | 6,913 | 7,138 | ||
| Humana Inc. | 3.700% | 3/23/29 | 16,731 | 16,066 | ||
| Humana Inc. | 3.125% | 8/15/29 | 10,708 | 9,971 | ||
| Humana Inc. | 4.875% | 4/1/30 | 7,500 | 7,461 | ||
| Icon Investments Six DAC | 5.809% | 5/8/27 | 12,490 | 12,698 | ||
| Icon Investments Six DAC | 5.849% | 5/8/29 | 1,567 | 1,605 | ||
| Illumina Inc. | 4.650% | 9/9/26 | 8,705 | 8,696 | ||
| Illumina Inc. | 5.750% | 12/13/27 | 9,150 | 9,336 | ||
| IQVIA Inc. | 5.700% | 5/15/28 | 12,308 | 12,522 | ||
| IQVIA Inc. | 6.250% | 2/1/29 | 9,623 | 9,987 | ||
| Johnson & Johnson | 4.500% | 3/1/27 | 11,934 | 12,030 | ||
| Johnson & Johnson | 2.950% | 3/3/27 | 8,339 | 8,192 | ||
| Johnson & Johnson | 2.900% | 1/15/28 | 38,108 | 37,066 | ||
| Johnson & Johnson | 4.550% | 3/1/28 | 11,465 | 11,625 | ||
| Johnson & Johnson | 4.800% | 6/1/29 | 25,181 | 25,748 | ||
| Johnson & Johnson | 6.950% | 9/1/29 | 300 | 332 | ||
| Johnson & Johnson | 4.700% | 3/1/30 | 13,829 | 14,067 | ||
| Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 10,986 | 10,670 | ||
| Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 4,570 | 4,250 | ||
| Laboratory Corp. of America Holdings | 4.350% | 4/1/30 | 10,977 | 10,774 | ||
| McKesson Corp. | 3.950% | 2/16/28 | 2,400 | 2,374 | ||
| McKesson Corp. | 4.250% | 9/15/29 | 8,799 | 8,731 | ||
| McKesson Corp. | 4.650% | 5/30/30 | 16,085 | 16,106 | ||
| Medtronic Global Holdings SCA | 4.250% | 3/30/28 | 17,424 | 17,447 | ||
| Merck & Co. Inc. | 1.700% | 6/10/27 | 24,540 | 23,413 | ||
| Merck & Co. Inc. | 4.050% | 5/17/28 | 15,918 | 15,914 | ||
| Merck & Co. Inc. | 1.900% | 12/10/28 | 16,436 | 15,188 | ||
| Merck & Co. Inc. | 3.400% | 3/7/29 | 36,678 | 35,530 | ||
| Mylan Inc. | 4.550% | 4/15/28 | 12,927 | 12,629 | ||
| Novartis Capital Corp. | 3.100% | 5/17/27 | 18,389 | 18,067 | ||
| Novartis Capital Corp. | 3.800% | 9/18/29 | 21,310 | 20,956 | ||
| Pfizer Inc. | 2.750% | 6/3/26 | 23,485 | 23,122 | ||
| Pfizer Inc. | 3.000% | 12/15/26 | 33,028 | 32,504 | ||
| Pfizer Inc. | 3.450% | 3/15/29 | 27,305 | 26,536 | ||
| Pfizer Inc. | 2.625% | 4/1/30 | 9,128 | 8,409 | ||
| Pfizer Inc. | 1.700% | 5/28/30 | 23,375 | 20,488 | ||
| Pfizer Investment Enterprises Pte. Ltd. | 4.450% | 5/19/28 | 70,081 | 70,465 | ||
| Pfizer Investment Enterprises Pte. Ltd. | 4.650% | 5/19/30 | 12,600 | 12,682 | ||
| Pharmacia LLC | 6.600% | 12/1/28 | 8,152 | 8,720 | ||
| 2 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 984 | 958 | |
| 2 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 5,990 | 5,489 | |
| Quest Diagnostics Inc. | 3.450% | 6/1/26 | 13,596 | 13,455 | ||
| Quest Diagnostics Inc. | 4.200% | 6/30/29 | 4,282 | 4,228 | ||
| Quest Diagnostics Inc. | 4.625% | 12/15/29 | 11,757 | 11,772 | ||
| Revvity Inc. | 1.900% | 9/15/28 | 4,232 | 3,878 | ||
| Revvity Inc. | 3.300% | 9/15/29 | 12,534 | 11,785 | ||
| Royalty Pharma plc | 1.750% | 9/2/27 | 22,061 | 20,754 | ||
| Royalty Pharma plc | 5.150% | 9/2/29 | 1,889 | 1,910 | ||
| Sanofi SA | 3.625% | 6/19/28 | 17,059 | 16,791 | ||
| Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 650 | 640 | ||
| Smith & Nephew plc | 5.150% | 3/20/27 | 5,393 | 5,443 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Solventum Corp. | 5.450% | 2/25/27 | 18,885 | 19,123 | ||
| Solventum Corp. | 5.400% | 3/1/29 | 23,105 | 23,577 | ||
| 2 | SSM Health Care Corp. | 3.823% | 6/1/27 | 2,664 | 2,627 | |
| SSM Health Care Corp. | 4.894% | 6/1/28 | 1,715 | 1,731 | ||
| Stryker Corp. | 4.550% | 2/10/27 | 13,200 | 13,246 | ||
| Stryker Corp. | 4.700% | 2/10/28 | 11,450 | 11,553 | ||
| Stryker Corp. | 3.650% | 3/7/28 | 11,973 | 11,741 | ||
| Stryker Corp. | 4.850% | 12/8/28 | 10,751 | 10,903 | ||
| Stryker Corp. | 4.250% | 9/11/29 | 8,830 | 8,761 | ||
| Stryker Corp. | 4.850% | 2/10/30 | 9,700 | 9,801 | ||
| Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 25,374 | 25,688 | ||
| Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 35,200 | 31,189 | ||
| Thermo Fisher Scientific Inc. | 4.953% | 8/10/26 | 6,010 | 6,047 | ||
| Thermo Fisher Scientific Inc. | 5.000% | 12/5/26 | 22,089 | 22,293 | ||
| Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | 11,596 | 11,765 | ||
| Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 20,455 | 18,808 | ||
| Thermo Fisher Scientific Inc. | 5.000% | 1/31/29 | 1,372 | 1,402 | ||
| Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 21,464 | 19,945 | ||
| Thermo Fisher Scientific Inc. | 4.977% | 8/10/30 | 3,000 | 3,065 | ||
| UnitedHealth Group Inc. | 4.750% | 7/15/26 | 1,701 | 1,705 | ||
| UnitedHealth Group Inc. | 3.450% | 1/15/27 | 16,446 | 16,193 | ||
| UnitedHealth Group Inc. | 3.375% | 4/15/27 | 3,292 | 3,225 | ||
| UnitedHealth Group Inc. | 4.600% | 4/15/27 | 13,030 | 13,057 | ||
| UnitedHealth Group Inc. | 3.700% | 5/15/27 | 5,924 | 5,838 | ||
| UnitedHealth Group Inc. | 2.950% | 10/15/27 | 4,917 | 4,746 | ||
| UnitedHealth Group Inc. | 5.250% | 2/15/28 | 11,306 | 11,521 | ||
| UnitedHealth Group Inc. | 3.850% | 6/15/28 | 14,016 | 13,753 | ||
| UnitedHealth Group Inc. | 3.875% | 12/15/28 | 15,737 | 15,383 | ||
| UnitedHealth Group Inc. | 4.250% | 1/15/29 | 28,318 | 27,981 | ||
| UnitedHealth Group Inc. | 4.700% | 4/15/29 | 10,409 | 10,433 | ||
| UnitedHealth Group Inc. | 4.000% | 5/15/29 | 18,198 | 17,787 | ||
| UnitedHealth Group Inc. | 2.875% | 8/15/29 | 19,353 | 18,061 | ||
| UnitedHealth Group Inc. | 4.800% | 1/15/30 | 20,415 | 20,523 | ||
| UnitedHealth Group Inc. | 5.300% | 2/15/30 | 22,687 | 23,223 | ||
| UnitedHealth Group Inc. | 2.000% | 5/15/30 | 18,400 | 16,209 | ||
| Universal Health Services Inc. | 1.650% | 9/1/26 | 1,190 | 1,143 | ||
| Universal Health Services Inc. | 4.625% | 10/15/29 | 9,283 | 9,096 | ||
| Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 18,978 | 18,729 | ||
| Viatris Inc. | 2.300% | 6/22/27 | 12,920 | 12,235 | ||
| Zimmer Biomet Holdings Inc. | 5.350% | 12/1/28 | 11,380 | 11,676 | ||
| Zimmer Biomet Holdings Inc. | 5.050% | 2/19/30 | 10,562 | 10,723 | ||
| Zoetis Inc. | 3.000% | 9/12/27 | 1,680 | 1,633 | ||
| Zoetis Inc. | 3.900% | 8/20/28 | 9,439 | 9,324 | ||
| Zoetis Inc. | 2.000% | 5/15/30 | 12,000 | 10,656 | ||
| 3,580,011 | ||||||
| Industrials (6.7%) | ||||||
| 3M Co. | 2.875% | 10/15/27 | 17,382 | 16,767 | ||
| 2 | 3M Co. | 3.625% | 9/14/28 | 9,166 | 8,951 | |
| 3M Co. | 2.375% | 8/26/29 | 16,503 | 15,184 | ||
| 3M Co. | 4.800% | 3/15/30 | 15,013 | 15,128 | ||
| AGCO Corp. | 5.450% | 3/21/27 | 6,465 | 6,520 | ||
| Allegion plc | 3.500% | 10/1/29 | 6,705 | 6,378 | ||
| 2 | American Airlines Pass-Through Trust Class A Series 2014-1 | 3.700% | 10/1/26 | 5,153 | 5,036 | |
| 2 | American Airlines Pass-Through Trust Class A Series 2015-1 | 3.375% | 5/1/27 | 754 | 732 | |
| 2 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 6,709 | 6,525 | |
| 2 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 1,110 | 1,068 | |
| 2 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 781 | 740 | |
| Amphenol Corp. | 5.050% | 4/5/27 | 15,801 | 16,015 | ||
| Amphenol Corp. | 5.050% | 4/5/29 | 10,590 | 10,827 | ||
| Amphenol Corp. | 4.350% | 6/1/29 | 9,455 | 9,439 | ||
| Amphenol Corp. | 2.800% | 2/15/30 | 11,649 | 10,825 | ||
| Boeing Co. | 2.700% | 2/1/27 | 22,624 | 21,911 | ||
| Boeing Co. | 2.800% | 3/1/27 | 8,257 | 7,966 | ||
| Boeing Co. | 5.040% | 5/1/27 | 32,743 | 32,940 | ||
| Boeing Co. | 6.259% | 5/1/27 | 11,226 | 11,545 | ||
| Boeing Co. | 3.250% | 2/1/28 | 31,467 | 30,365 | ||
| Boeing Co. | 3.200% | 3/1/29 | 18,483 | 17,506 | ||
| Boeing Co. | 6.298% | 5/1/29 | 18,088 | 19,026 | ||
| Boeing Co. | 2.950% | 2/1/30 | 11,000 | 10,098 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Boeing Co. | 5.150% | 5/1/30 | 65,982 | 66,579 | ||
| Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 15,122 | 14,877 | ||
| Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 31,879 | 30,650 | ||
| Canadian Pacific Railway Co. | 2.875% | 11/15/29 | 3,385 | 3,150 | ||
| Canadian Pacific Railway Co. | 4.800% | 3/30/30 | 18,189 | 18,318 | ||
| Carrier Global Corp. | 2.493% | 2/15/27 | 18,091 | 17,531 | ||
| Carrier Global Corp. | 2.722% | 2/15/30 | 31,503 | 28,995 | ||
| Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 4,725 | 4,620 | ||
| 2 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 15,147 | 14,557 | |
| Caterpillar Financial Services Corp. | 4.450% | 10/16/26 | 3,925 | 3,937 | ||
| Caterpillar Financial Services Corp. | 4.500% | 1/7/27 | 8,070 | 8,108 | ||
| 2 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 5,564 | 5,363 | |
| Caterpillar Financial Services Corp. | 4.500% | 1/8/27 | 7,976 | 8,007 | ||
| Caterpillar Financial Services Corp. | 5.000% | 5/14/27 | 8,055 | 8,168 | ||
| 2 | Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | 16,468 | 16,248 | |
| 2 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 16,625 | 15,495 | |
| Caterpillar Financial Services Corp. | 4.400% | 10/15/27 | 10,915 | 10,946 | ||
| Caterpillar Financial Services Corp. | 4.600% | 11/15/27 | 17,145 | 17,280 | ||
| Caterpillar Financial Services Corp. | 4.400% | 3/3/28 | 5,687 | 5,712 | ||
| Caterpillar Financial Services Corp. | 4.850% | 2/27/29 | 6,648 | 6,763 | ||
| Caterpillar Financial Services Corp. | 4.375% | 8/16/29 | 9,540 | 9,538 | ||
| Caterpillar Financial Services Corp. | 4.700% | 11/15/29 | 10,255 | 10,387 | ||
| Caterpillar Financial Services Corp. | 4.800% | 1/8/30 | 5,765 | 5,869 | ||
| Caterpillar Inc. | 2.600% | 4/9/30 | 11,950 | 11,045 | ||
| CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 12,049 | 11,857 | ||
| CNH Industrial Capital LLC | 1.450% | 7/15/26 | 5,897 | 5,683 | ||
| CNH Industrial Capital LLC | 4.750% | 3/21/28 | 3,370 | 3,376 | ||
| CNH Industrial Capital LLC | 4.550% | 4/10/28 | 15,623 | 15,580 | ||
| CNH Industrial Capital LLC | 5.500% | 1/12/29 | 2,642 | 2,709 | ||
| CNH Industrial Capital LLC | 5.100% | 4/20/29 | 11,530 | 11,673 | ||
| 2 | CNH Industrial NV | 3.850% | 11/15/27 | 5,026 | 4,970 | |
| CSX Corp. | 2.600% | 11/1/26 | 10,858 | 10,585 | ||
| CSX Corp. | 3.250% | 6/1/27 | 16,746 | 16,404 | ||
| CSX Corp. | 3.800% | 3/1/28 | 277 | 273 | ||
| CSX Corp. | 4.250% | 3/15/29 | 28,274 | 28,089 | ||
| CSX Corp. | 2.400% | 2/15/30 | 7,844 | 7,165 | ||
| Cummins Inc. | 4.250% | 5/9/28 | 4,475 | 4,482 | ||
| Deere & Co. | 3.100% | 4/15/30 | 7,100 | 6,685 | ||
| Delta Air Lines Inc. | 4.375% | 4/19/28 | 16,739 | 16,549 | ||
| 3 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 5,690 | 5,666 | |
| Delta Air Lines Inc. | 3.750% | 10/28/29 | 19,135 | 18,026 | ||
| Eaton Capital ULC | 4.450% | 5/9/30 | 6,050 | 6,029 | ||
| Eaton Corp. | 3.103% | 9/15/27 | 13,810 | 13,494 | ||
| Emerson Electric Co. | 0.875% | 10/15/26 | 15,240 | 14,546 | ||
| Emerson Electric Co. | 1.800% | 10/15/27 | 8,525 | 8,077 | ||
| Emerson Electric Co. | 2.000% | 12/21/28 | 24,610 | 22,782 | ||
| 3 | FedEx Corp. | 3.100% | 8/5/29 | 17,612 | 16,493 | |
| 3 | FedEx Corp. | 4.250% | 5/15/30 | 7,672 | 7,451 | |
| Fortive Corp. | 3.150% | 6/15/26 | 14,217 | 14,003 | ||
| General Dynamics Corp. | 2.125% | 8/15/26 | 9,995 | 9,754 | ||
| General Dynamics Corp. | 3.500% | 4/1/27 | 6,302 | 6,235 | ||
| General Dynamics Corp. | 2.625% | 11/15/27 | 7,935 | 7,651 | ||
| General Dynamics Corp. | 3.750% | 5/15/28 | 19,052 | 18,884 | ||
| HEICO Corp. | 5.250% | 8/1/28 | 2,813 | 2,874 | ||
| Hexcel Corp. | 4.200% | 2/15/27 | 6,271 | 6,198 | ||
| Honeywell International Inc. | 2.500% | 11/1/26 | 28,560 | 27,823 | ||
| Honeywell International Inc. | 1.100% | 3/1/27 | 9,364 | 8,860 | ||
| Honeywell International Inc. | 4.650% | 7/30/27 | 24,000 | 24,128 | ||
| Honeywell International Inc. | 4.950% | 2/15/28 | 1,385 | 1,408 | ||
| Honeywell International Inc. | 4.250% | 1/15/29 | 12,063 | 12,012 | ||
| Honeywell International Inc. | 2.700% | 8/15/29 | 12,130 | 11,331 | ||
| Honeywell International Inc. | 4.875% | 9/1/29 | 7,905 | 8,048 | ||
| Honeywell International Inc. | 4.700% | 2/1/30 | 17,075 | 17,215 | ||
| Howmet Aerospace Inc. | 5.900% | 2/1/27 | 7,164 | 7,329 | ||
| Howmet Aerospace Inc. | 6.750% | 1/15/28 | 1,035 | 1,091 | ||
| Howmet Aerospace Inc. | 3.000% | 1/15/29 | 12,973 | 12,341 | ||
| Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 12,509 | 12,177 | ||
| Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 12,520 | 11,536 | ||
| Huntington Ingalls Industries Inc. | 5.353% | 1/15/30 | 19,885 | 20,205 | ||
| Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 1,387 | 1,339 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| IDEX Corp. | 4.950% | 9/1/29 | 7,864 | 7,918 | ||
| Ingersoll Rand Inc. | 5.197% | 6/15/27 | 11,493 | 11,638 | ||
| Ingersoll Rand Inc. | 5.400% | 8/14/28 | 620 | 637 | ||
| Ingersoll Rand Inc. | 5.176% | 6/15/29 | 12,034 | 12,263 | ||
| Jacobs Engineering Group Inc. | 6.350% | 8/18/28 | 15,986 | 16,708 | ||
| JB Hunt Transport Services Inc. | 4.900% | 3/15/30 | 4,335 | 4,362 | ||
| 2 | John Deere Capital Corp. | 4.750% | 6/8/26 | 20,936 | 21,030 | |
| 2 | John Deere Capital Corp. | 1.050% | 6/17/26 | 9,023 | 8,724 | |
| 2 | John Deere Capital Corp. | 5.150% | 9/8/26 | 14,625 | 14,783 | |
| 2 | John Deere Capital Corp. | 2.250% | 9/14/26 | 13,009 | 12,669 | |
| 2 | John Deere Capital Corp. | 1.300% | 10/13/26 | 1,898 | 1,822 | |
| 2 | John Deere Capital Corp. | 4.500% | 1/8/27 | 9,678 | 9,731 | |
| 2 | John Deere Capital Corp. | 1.700% | 1/11/27 | 14,325 | 13,756 | |
| 2 | John Deere Capital Corp. | 4.850% | 3/5/27 | 8,279 | 8,365 | |
| 2 | John Deere Capital Corp. | 2.350% | 3/8/27 | 19,098 | 18,482 | |
| 2 | John Deere Capital Corp. | 4.900% | 6/11/27 | 16,131 | 16,351 | |
| 2 | John Deere Capital Corp. | 4.150% | 9/15/27 | 21,234 | 21,200 | |
| 2 | John Deere Capital Corp. | 4.750% | 1/20/28 | 23,640 | 23,965 | |
| 2 | John Deere Capital Corp. | 4.900% | 3/3/28 | 17,624 | 17,962 | |
| 2 | John Deere Capital Corp. | 4.950% | 7/14/28 | 37,302 | 38,062 | |
| John Deere Capital Corp. | 4.500% | 1/16/29 | 11,608 | 11,688 | ||
| 2 | John Deere Capital Corp. | 3.450% | 3/7/29 | 10,686 | 10,358 | |
| 2 | John Deere Capital Corp. | 3.350% | 4/18/29 | 10,017 | 9,681 | |
| 2 | John Deere Capital Corp. | 4.850% | 6/11/29 | 11,720 | 11,948 | |
| 2 | John Deere Capital Corp. | 2.450% | 1/9/30 | 25,792 | 23,735 | |
| Johnson Controls International plc | 5.500% | 4/19/29 | 11,358 | 11,716 | ||
| Kennametal Inc. | 4.625% | 6/15/28 | 4,955 | 4,920 | ||
| Keysight Technologies Inc. | 4.600% | 4/6/27 | 15,586 | 15,607 | ||
| Keysight Technologies Inc. | 3.000% | 10/30/29 | 8,929 | 8,304 | ||
| L3Harris Technologies Inc. | 3.850% | 12/15/26 | 14,030 | 13,897 | ||
| L3Harris Technologies Inc. | 5.400% | 1/15/27 | 23,118 | 23,447 | ||
| L3Harris Technologies Inc. | 4.400% | 6/15/28 | 14,409 | 14,334 | ||
| 2 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 16,986 | 16,935 | |
| L3Harris Technologies Inc. | 5.050% | 6/1/29 | 13,330 | 13,531 | ||
| L3Harris Technologies Inc. | 2.900% | 12/15/29 | 6,021 | 5,572 | ||
| Lennox International Inc. | 1.700% | 8/1/27 | 5,100 | 4,783 | ||
| Lennox International Inc. | 5.500% | 9/15/28 | 9,654 | 9,908 | ||
| LKQ Corp. | 5.750% | 6/15/28 | 15,635 | 16,028 | ||
| Lockheed Martin Corp. | 5.100% | 11/15/27 | 15,545 | 15,913 | ||
| Lockheed Martin Corp. | 4.500% | 2/15/29 | 18,210 | 18,308 | ||
| MasTec Inc. | 5.900% | 6/15/29 | 9,680 | 9,951 | ||
| 3 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 7,502 | 7,523 | |
| Nordson Corp. | 5.600% | 9/15/28 | 6,297 | 6,457 | ||
| Nordson Corp. | 4.500% | 12/15/29 | 10,230 | 10,113 | ||
| Norfolk Southern Corp. | 2.900% | 6/15/26 | 18,429 | 18,141 | ||
| Norfolk Southern Corp. | 7.800% | 5/15/27 | 12,766 | 13,584 | ||
| Norfolk Southern Corp. | 3.150% | 6/1/27 | 8,373 | 8,172 | ||
| Norfolk Southern Corp. | 3.800% | 8/1/28 | 25,518 | 25,103 | ||
| Norfolk Southern Corp. | 2.550% | 11/1/29 | 7,462 | 6,854 | ||
| Northrop Grumman Corp. | 3.200% | 2/1/27 | 13,268 | 13,016 | ||
| Northrop Grumman Corp. | 3.250% | 1/15/28 | 41,436 | 40,286 | ||
| Northrop Grumman Corp. | 4.400% | 5/1/30 | 11,000 | 10,916 | ||
| Northrop Grumman Corp. | 4.650% | 7/15/30 | 4,500 | 4,514 | ||
| nVent Finance Sarl | 4.550% | 4/15/28 | 6,912 | 6,886 | ||
| Oshkosh Corp. | 4.600% | 5/15/28 | 4,807 | 4,787 | ||
| Oshkosh Corp. | 3.100% | 3/1/30 | 4,400 | 4,052 | ||
| Otis Worldwide Corp. | 2.293% | 4/5/27 | 9,120 | 8,772 | ||
| Otis Worldwide Corp. | 5.250% | 8/16/28 | 11,474 | 11,764 | ||
| Otis Worldwide Corp. | 2.565% | 2/15/30 | 24,125 | 22,010 | ||
| 2 | PACCAR Financial Corp. | 5.050% | 8/10/26 | 14,667 | 14,789 | |
| 2 | PACCAR Financial Corp. | 4.500% | 11/25/26 | 7,211 | 7,248 | |
| 2 | PACCAR Financial Corp. | 2.000% | 2/4/27 | 8,012 | 7,718 | |
| PACCAR Financial Corp. | 5.000% | 5/13/27 | 5,278 | 5,358 | ||
| PACCAR Financial Corp. | 4.450% | 8/6/27 | 6,365 | 6,406 | ||
| PACCAR Financial Corp. | 4.600% | 1/10/28 | 9,347 | 9,443 | ||
| PACCAR Financial Corp. | 4.550% | 3/3/28 | 7,748 | 7,820 | ||
| 2 | PACCAR Financial Corp. | 4.950% | 8/10/28 | 7,964 | 8,123 | |
| 2 | PACCAR Financial Corp. | 4.600% | 1/31/29 | 12,250 | 12,362 | |
| PACCAR Financial Corp. | 4.000% | 9/26/29 | 1,727 | 1,703 | ||
| PACCAR Financial Corp. | 4.550% | 5/8/30 | 7,550 | 7,569 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Parker-Hannifin Corp. | 4.250% | 9/15/27 | 30,413 | 30,367 | ||
| Parker-Hannifin Corp. | 3.250% | 6/14/29 | 19,706 | 18,863 | ||
| Parker-Hannifin Corp. | 4.500% | 9/15/29 | 19,423 | 19,500 | ||
| Regal Rexnord Corp. | 6.050% | 4/15/28 | 22,694 | 23,293 | ||
| 2 | Regal Rexnord Corp. | 6.300% | 2/15/30 | 10,845 | 11,239 | |
| Republic Services Inc. | 2.900% | 7/1/26 | 7,917 | 7,803 | ||
| Republic Services Inc. | 3.375% | 11/15/27 | 10,492 | 10,271 | ||
| Republic Services Inc. | 3.950% | 5/15/28 | 12,857 | 12,732 | ||
| Republic Services Inc. | 4.875% | 4/1/29 | 12,175 | 12,380 | ||
| Republic Services Inc. | 2.300% | 3/1/30 | 13,000 | 11,772 | ||
| Rockwell Automation Inc. | 3.500% | 3/1/29 | 7,560 | 7,333 | ||
| RTX Corp. | 2.650% | 11/1/26 | 5,779 | 5,640 | ||
| RTX Corp. | 5.750% | 11/8/26 | 22,649 | 23,041 | ||
| RTX Corp. | 3.500% | 3/15/27 | 28,736 | 28,282 | ||
| RTX Corp. | 3.125% | 5/4/27 | 22,362 | 21,842 | ||
| RTX Corp. | 7.200% | 8/15/27 | 465 | 491 | ||
| RTX Corp. | 4.125% | 11/16/28 | 47,004 | 46,524 | ||
| RTX Corp. | 5.750% | 1/15/29 | 8,002 | 8,344 | ||
| RTX Corp. | 7.500% | 9/15/29 | 7,260 | 8,052 | ||
| 2 | Ryder System Inc. | 1.750% | 9/1/26 | 4,833 | 4,664 | |
| 2 | Ryder System Inc. | 2.900% | 12/1/26 | 7,703 | 7,495 | |
| 2 | Ryder System Inc. | 2.850% | 3/1/27 | 2,839 | 2,750 | |
| 2 | Ryder System Inc. | 5.300% | 3/15/27 | 10,324 | 10,450 | |
| 2 | Ryder System Inc. | 5.650% | 3/1/28 | 12,734 | 13,080 | |
| 2 | Ryder System Inc. | 5.250% | 6/1/28 | 14,420 | 14,698 | |
| Ryder System Inc. | 6.300% | 12/1/28 | 3,718 | 3,904 | ||
| 2 | Ryder System Inc. | 5.375% | 3/15/29 | 14,620 | 14,947 | |
| 2 | Ryder System Inc. | 5.500% | 6/1/29 | 3,730 | 3,825 | |
| 2 | Ryder System Inc. | 4.950% | 9/1/29 | 4,290 | 4,302 | |
| 2 | Ryder System Inc. | 4.900% | 12/1/29 | 4,500 | 4,508 | |
| Ryder System Inc. | 5.000% | 3/15/30 | 4,904 | 4,921 | ||
| 2 | Ryder System Inc. | 4.850% | 6/15/30 | 4,300 | 4,273 | |
| Southwest Airlines Co. | 3.000% | 11/15/26 | 11,694 | 11,393 | ||
| Southwest Airlines Co. | 5.125% | 6/15/27 | 34,277 | 34,489 | ||
| Southwest Airlines Co. | 3.450% | 11/16/27 | 3,291 | 3,183 | ||
| Southwest Airlines Co. | 2.625% | 2/10/30 | 5,250 | 4,724 | ||
| Teledyne Technologies Inc. | 2.250% | 4/1/28 | 16,213 | 15,293 | ||
| Textron Inc. | 3.650% | 3/15/27 | 5,863 | 5,770 | ||
| Textron Inc. | 3.900% | 9/17/29 | 4,860 | 4,672 | ||
| Timken Co. | 4.500% | 12/15/28 | 6,683 | 6,628 | ||
| Trane Technologies Financing Ltd. | 3.800% | 3/21/29 | 12,430 | 12,210 | ||
| Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 10,035 | 9,844 | ||
| Trimble Inc. | 4.900% | 6/15/28 | 10,864 | 10,959 | ||
| Tyco Electronics Group SA | 3.125% | 8/15/27 | 9,128 | 8,877 | ||
| Union Pacific Corp. | 3.950% | 9/10/28 | 23,523 | 23,287 | ||
| Union Pacific Corp. | 6.625% | 2/1/29 | 3,292 | 3,545 | ||
| Union Pacific Corp. | 3.700% | 3/1/29 | 10,595 | 10,387 | ||
| 2 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 21,948 | 22,337 | |
| 2 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 156 | 146 | |
| 2 | United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | 2,687 | 2,516 | |
| United Parcel Service Inc. | 2.400% | 11/15/26 | 7,409 | 7,217 | ||
| United Parcel Service Inc. | 3.050% | 11/15/27 | 22,258 | 21,689 | ||
| United Parcel Service Inc. | 3.400% | 3/15/29 | 12,380 | 11,981 | ||
| United Parcel Service Inc. | 2.500% | 9/1/29 | 500 | 463 | ||
| Veralto Corp. | 5.500% | 9/18/26 | 8,240 | 8,331 | ||
| Veralto Corp. | 5.350% | 9/18/28 | 10,905 | 11,194 | ||
| Vontier Corp. | 2.400% | 4/1/28 | 2,893 | 2,715 | ||
| Waste Connections Inc. | 4.250% | 12/1/28 | 9,476 | 9,457 | ||
| Waste Connections Inc. | 3.500% | 5/1/29 | 10,871 | 10,537 | ||
| Waste Connections Inc. | 2.600% | 2/1/30 | 5,540 | 5,093 | ||
| Waste Management Inc. | 4.950% | 7/3/27 | 13,045 | 13,230 | ||
| Waste Management Inc. | 3.150% | 11/15/27 | 13,971 | 13,617 | ||
| Waste Management Inc. | 1.150% | 3/15/28 | 2,425 | 2,231 | ||
| Waste Management Inc. | 4.500% | 3/15/28 | 8,897 | 8,955 | ||
| Waste Management Inc. | 4.875% | 2/15/29 | 19,921 | 20,289 | ||
| Waste Management Inc. | 2.000% | 6/1/29 | 10,330 | 9,459 | ||
| Waste Management Inc. | 4.625% | 2/15/30 | 17,175 | 17,289 | ||
| Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 555 | 546 | ||
| Westinghouse Air Brake Technologies Corp. | 4.700% | 9/15/28 | 23,753 | 23,819 | ||
| Westinghouse Air Brake Technologies Corp. | 4.900% | 5/29/30 | 3,125 | 3,143 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Xylem Inc. | 3.250% | 11/1/26 | 6,710 | 6,596 | ||
| Xylem Inc. | 1.950% | 1/30/28 | 7,750 | 7,291 | ||
| 2,794,190 | ||||||
| Materials (2.2%) | ||||||
| Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 10,559 | 10,105 | ||
| Air Products and Chemicals Inc. | 4.600% | 2/8/29 | 13,905 | 14,045 | ||
| Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 14,000 | 12,483 | ||
| Albemarle Corp. | 4.650% | 6/1/27 | 14,601 | 14,432 | ||
| Amcor Finance USA Inc. | 4.500% | 5/15/28 | 12,494 | 12,412 | ||
| 3 | Amcor Flexibles North America Inc. | 4.800% | 3/17/28 | 6,590 | 6,608 | |
| 3 | Amcor Flexibles North America Inc. | 5.100% | 3/17/30 | 26,025 | 26,203 | |
| Amcor Group Finance plc | 5.450% | 5/23/29 | 1,219 | 1,242 | ||
| AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 13,046 | 12,339 | ||
| ArcelorMittal SA | 6.550% | 11/29/27 | 33,357 | 34,591 | ||
| ArcelorMittal SA | 4.250% | 7/16/29 | 10,757 | 10,503 | ||
| Berry Global Inc. | 1.650% | 1/15/27 | 5,110 | 4,868 | ||
| Berry Global Inc. | 5.500% | 4/15/28 | 5,145 | 5,237 | ||
| BHP Billiton Finance USA Ltd. | 5.250% | 9/8/26 | 16,411 | 16,582 | ||
| BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 11,465 | 11,609 | ||
| BHP Billiton Finance USA Ltd. | 5.100% | 9/8/28 | 3,756 | 3,837 | ||
| BHP Billiton Finance USA Ltd. | 5.000% | 2/21/30 | 10,399 | 10,565 | ||
| Cabot Corp. | 4.000% | 7/1/29 | 4,442 | 4,295 | ||
| Carlisle Cos. Inc. | 3.750% | 12/1/27 | 9,938 | 9,732 | ||
| Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 2,852 | 2,768 | ||
| CRH SMW Finance DAC | 5.200% | 5/21/29 | 14,545 | 14,798 | ||
| CRH SMW Finance DAC | 5.125% | 1/9/30 | 19,300 | 19,612 | ||
| Dow Chemical Co. | 4.800% | 11/30/28 | 9,940 | 10,009 | ||
| DuPont de Nemours Inc. | 4.725% | 11/15/28 | 44,513 | 45,038 | ||
| Eastman Chemical Co. | 4.500% | 12/1/28 | 8,326 | 8,287 | ||
| Eastman Chemical Co. | 5.000% | 8/1/29 | 26,787 | 26,918 | ||
| Ecolab Inc. | 2.700% | 11/1/26 | 15,217 | 14,886 | ||
| Ecolab Inc. | 1.650% | 2/1/27 | 7,765 | 7,446 | ||
| Ecolab Inc. | 5.250% | 1/15/28 | 9,021 | 9,255 | ||
| 1 | Ecolab Inc. | 4.300% | 6/15/28 | 3,000 | 3,008 | |
| FMC Corp. | 5.150% | 5/18/26 | 16,584 | 16,689 | ||
| FMC Corp. | 3.450% | 10/1/29 | 4,561 | 4,199 | ||
| Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 12,252 | 12,255 | ||
| Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 11,124 | 10,931 | ||
| Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 5,049 | 5,002 | ||
| Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 1,841 | 1,856 | ||
| Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 5,825 | 5,645 | ||
| 3 | Holcim Finance US LLC | 4.600% | 4/7/27 | 2,901 | 2,904 | |
| 3 | Holcim Finance US LLC | 4.700% | 4/7/28 | 2,886 | 2,901 | |
| 3 | Holcim Finance US LLC | 4.950% | 4/7/30 | 21,600 | 21,737 | |
| Huntsman International LLC | 4.500% | 5/1/29 | 16,656 | 15,595 | ||
| International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 1,875 | 1,857 | ||
| Kinross Gold Corp. | 4.500% | 7/15/27 | 7,866 | 7,851 | ||
| LYB International Finance II BV | 3.500% | 3/2/27 | 9,150 | 8,970 | ||
| Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 5,634 | 5,509 | ||
| Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 7,505 | 7,325 | ||
| 2 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,350 | 3,958 | |
| Mosaic Co. | 4.050% | 11/15/27 | 1,965 | 1,940 | ||
| Mosaic Co. | 5.375% | 11/15/28 | 11,318 | 11,517 | ||
| Newmont Corp. | 2.800% | 10/1/29 | 13,895 | 13,043 | ||
| Newmont Corp. | 3.250% | 5/13/30 | 14,247 | 13,462 | ||
| Nucor Corp. | 4.300% | 5/23/27 | 13,654 | 13,659 | ||
| Nucor Corp. | 3.950% | 5/1/28 | 9,452 | 9,378 | ||
| Nucor Corp. | 4.650% | 6/1/30 | 5,902 | 5,889 | ||
| Nutrien Ltd. | 4.000% | 12/15/26 | 11,328 | 11,226 | ||
| Nutrien Ltd. | 5.200% | 6/21/27 | 4,880 | 4,941 | ||
| Nutrien Ltd. | 4.900% | 3/27/28 | 7,285 | 7,359 | ||
| Nutrien Ltd. | 4.200% | 4/1/29 | 19,853 | 19,536 | ||
| Nutrien Ltd. | 2.950% | 5/13/30 | 7,545 | 6,930 | ||
| PPG Industries Inc. | 3.750% | 3/15/28 | 20,536 | 20,152 | ||
| Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 10,452 | 11,273 | ||
| Rio Tinto Finance USA plc | 4.375% | 3/12/27 | 1,554 | 1,558 | ||
| Rio Tinto Finance USA plc | 4.500% | 3/14/28 | 7,345 | 7,374 | ||
| Rio Tinto Finance USA plc | 4.875% | 3/14/30 | 11,483 | 11,613 | ||
| RPM International Inc. | 3.750% | 3/15/27 | 10,112 | 9,953 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Sherwin-Williams Co. | 3.450% | 6/1/27 | 25,915 | 25,445 | ||
| Sherwin-Williams Co. | 2.300% | 5/15/30 | 7,000 | 6,246 | ||
| Smurfit Kappa Treasury ULC | 5.200% | 1/15/30 | 25,325 | 25,617 | ||
| Sonoco Products Co. | 4.450% | 9/1/26 | 11,481 | 11,428 | ||
| Sonoco Products Co. | 2.250% | 2/1/27 | 2,953 | 2,843 | ||
| Sonoco Products Co. | 4.600% | 9/1/29 | 11,230 | 11,093 | ||
| Steel Dynamics Inc. | 5.000% | 12/15/26 | 6,000 | 5,996 | ||
| Steel Dynamics Inc. | 1.650% | 10/15/27 | 7,305 | 6,823 | ||
| Steel Dynamics Inc. | 3.450% | 4/15/30 | 7,000 | 6,581 | ||
| Suzano Austria GmbH | 2.500% | 9/15/28 | 5,520 | 5,072 | ||
| Suzano Austria GmbH | 6.000% | 1/15/29 | 28,059 | 28,613 | ||
| Suzano Austria GmbH | 5.000% | 1/15/30 | 16,877 | 16,505 | ||
| Suzano International Finance BV | 5.500% | 1/17/27 | 9,033 | 9,105 | ||
| Vulcan Materials Co. | 3.900% | 4/1/27 | 10,075 | 9,984 | ||
| Vulcan Materials Co. | 4.950% | 12/1/29 | 8,505 | 8,611 | ||
| Westlake Corp. | 3.600% | 8/15/26 | 16,530 | 16,285 | ||
| WestRock MWV LLC | 8.200% | 1/15/30 | 2,835 | 3,224 | ||
| WRKCo Inc. | 3.900% | 6/1/28 | 1,689 | 1,654 | ||
| WRKCo Inc. | 4.900% | 3/15/29 | 17,821 | 17,908 | ||
| 918,733 | ||||||
| Real Estate (3.9%) | ||||||
| Agree LP | 2.000% | 6/15/28 | 1,846 | 1,714 | ||
| Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 6,805 | 6,737 | ||
| Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 1,300 | 1,282 | ||
| Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 6,530 | 5,961 | ||
| American Homes 4 Rent LP | 4.250% | 2/15/28 | 8,483 | 8,379 | ||
| American Homes 4 Rent LP | 4.900% | 2/15/29 | 8,558 | 8,604 | ||
| American Tower Corp. | 3.375% | 10/15/26 | 24,397 | 24,025 | ||
| American Tower Corp. | 2.750% | 1/15/27 | 16,903 | 16,417 | ||
| American Tower Corp. | 3.125% | 1/15/27 | 8,973 | 8,755 | ||
| American Tower Corp. | 3.650% | 3/15/27 | 3,716 | 3,657 | ||
| American Tower Corp. | 3.550% | 7/15/27 | 23,289 | 22,803 | ||
| American Tower Corp. | 3.600% | 1/15/28 | 5,448 | 5,324 | ||
| American Tower Corp. | 1.500% | 1/31/28 | 1,702 | 1,574 | ||
| American Tower Corp. | 5.500% | 3/15/28 | 18,018 | 18,434 | ||
| American Tower Corp. | 5.250% | 7/15/28 | 18,618 | 18,986 | ||
| American Tower Corp. | 5.800% | 11/15/28 | 13,655 | 14,172 | ||
| American Tower Corp. | 5.200% | 2/15/29 | 777 | 791 | ||
| American Tower Corp. | 3.950% | 3/15/29 | 13,367 | 13,010 | ||
| American Tower Corp. | 3.800% | 8/15/29 | 26,205 | 25,288 | ||
| American Tower Corp. | 2.900% | 1/15/30 | 200 | 185 | ||
| American Tower Corp. | 5.000% | 1/31/30 | 4,030 | 4,075 | ||
| American Tower Corp. | 4.900% | 3/15/30 | 13,296 | 13,370 | ||
| 2 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 2,876 | 2,815 | |
| 2 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 1,560 | 1,530 | |
| 2 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 7,018 | 6,823 | |
| 2 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 7,325 | 7,002 | |
| 2 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 11,000 | 9,938 | |
| Boston Properties LP | 2.750% | 10/1/26 | 17,150 | 16,685 | ||
| Boston Properties LP | 6.750% | 12/1/27 | 12,624 | 13,168 | ||
| Boston Properties LP | 4.500% | 12/1/28 | 18,464 | 18,206 | ||
| Boston Properties LP | 3.400% | 6/21/29 | 8,334 | 7,817 | ||
| Boston Properties LP | 2.900% | 3/15/30 | 8,995 | 8,144 | ||
| Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 11,781 | 11,716 | ||
| Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,720 | 7,619 | ||
| Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 13,768 | 13,402 | ||
| Camden Property Trust | 4.100% | 10/15/28 | 6,329 | 6,268 | ||
| Camden Property Trust | 3.150% | 7/1/29 | 7,574 | 7,179 | ||
| CBRE Services Inc. | 5.500% | 4/1/29 | 9,963 | 10,237 | ||
| COPT Defense Properties LP | 2.000% | 1/15/29 | 8,534 | 7,651 | ||
| Crown Castle Inc. | 3.700% | 6/15/26 | 7,596 | 7,511 | ||
| Crown Castle Inc. | 1.050% | 7/15/26 | 16,184 | 15,521 | ||
| Crown Castle Inc. | 2.900% | 3/15/27 | 16,550 | 16,050 | ||
| Crown Castle Inc. | 5.000% | 1/11/28 | 35,423 | 35,631 | ||
| Crown Castle Inc. | 3.800% | 2/15/28 | 13,834 | 13,513 | ||
| Crown Castle Inc. | 4.300% | 2/15/29 | 13,113 | 12,865 | ||
| Crown Castle Inc. | 5.600% | 6/1/29 | 15,177 | 15,584 | ||
| Crown Castle Inc. | 4.900% | 9/1/29 | 15,439 | 15,467 | ||
| CubeSmart LP | 3.125% | 9/1/26 | 4,778 | 4,675 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| CubeSmart LP | 2.250% | 12/15/28 | 9,098 | 8,397 | ||
| CubeSmart LP | 4.375% | 2/15/29 | 12,823 | 12,627 | ||
| Digital Realty Trust LP | 3.700% | 8/15/27 | 21,715 | 21,372 | ||
| Digital Realty Trust LP | 5.550% | 1/15/28 | 18,756 | 19,208 | ||
| Digital Realty Trust LP | 4.450% | 7/15/28 | 1,287 | 1,282 | ||
| Digital Realty Trust LP | 3.600% | 7/1/29 | 15,624 | 15,026 | ||
| DOC DR LLC | 4.300% | 3/15/27 | 9,327 | 9,276 | ||
| DOC DR LLC | 3.950% | 1/15/28 | 4,068 | 4,001 | ||
| EPR Properties | 4.500% | 6/1/27 | 13,185 | 13,046 | ||
| EPR Properties | 3.750% | 8/15/29 | 3,065 | 2,891 | ||
| Equinix Inc. | 2.900% | 11/18/26 | 9,347 | 9,112 | ||
| Equinix Inc. | 1.800% | 7/15/27 | 10,638 | 10,077 | ||
| Equinix Inc. | 1.550% | 3/15/28 | 17,440 | 16,158 | ||
| Equinix Inc. | 2.000% | 5/15/28 | 6,171 | 5,761 | ||
| ERP Operating LP | 2.850% | 11/1/26 | 3,622 | 3,545 | ||
| ERP Operating LP | 3.250% | 8/1/27 | 1,330 | 1,297 | ||
| ERP Operating LP | 4.150% | 12/1/28 | 10,584 | 10,498 | ||
| ERP Operating LP | 3.000% | 7/1/29 | 10,534 | 9,947 | ||
| ERP Operating LP | 2.500% | 2/15/30 | 8,273 | 7,541 | ||
| Essex Portfolio LP | 3.625% | 5/1/27 | 9,868 | 9,690 | ||
| Essex Portfolio LP | 1.700% | 3/1/28 | 9,164 | 8,478 | ||
| Essex Portfolio LP | 4.000% | 3/1/29 | 10,609 | 10,348 | ||
| Essex Portfolio LP | 3.000% | 1/15/30 | 8,600 | 7,942 | ||
| Extra Space Storage LP | 3.500% | 7/1/26 | 10,678 | 10,562 | ||
| Extra Space Storage LP | 5.700% | 4/1/28 | 14,793 | 15,214 | ||
| Extra Space Storage LP | 3.900% | 4/1/29 | 13,392 | 12,986 | ||
| Extra Space Storage LP | 4.000% | 6/15/29 | 29 | 28 | ||
| Federal Realty OP LP | 3.250% | 7/15/27 | 8,501 | 8,246 | ||
| Federal Realty OP LP | 5.375% | 5/1/28 | 6,489 | 6,613 | ||
| GLP Capital LP | 5.750% | 6/1/28 | 10,275 | 10,464 | ||
| GLP Capital LP | 5.300% | 1/15/29 | 15,430 | 15,465 | ||
| GLP Capital LP | 4.000% | 1/15/30 | 20,762 | 19,622 | ||
| Healthcare Realty Holdings LP | 3.500% | 8/1/26 | 12,714 | 12,505 | ||
| Healthcare Realty Holdings LP | 3.750% | 7/1/27 | 2,502 | 2,446 | ||
| Healthcare Realty Holdings LP | 3.100% | 2/15/30 | 8,498 | 7,789 | ||
| Healthpeak OP LLC | 1.350% | 2/1/27 | 6,395 | 6,068 | ||
| Healthpeak OP LLC | 2.125% | 12/1/28 | 4,358 | 4,001 | ||
| Healthpeak OP LLC | 3.500% | 7/15/29 | 17,651 | 16,835 | ||
| Healthpeak OP LLC | 3.000% | 1/15/30 | 11,153 | 10,319 | ||
| Highwoods Realty LP | 3.875% | 3/1/27 | 1,071 | 1,047 | ||
| Highwoods Realty LP | 4.125% | 3/15/28 | 5,133 | 4,997 | ||
| Highwoods Realty LP | 4.200% | 4/15/29 | 10,258 | 9,851 | ||
| Highwoods Realty LP | 3.050% | 2/15/30 | 8,320 | 7,497 | ||
| 2 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 9,780 | 9,054 | |
| Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 12,356 | 11,467 | ||
| Jones Lang LaSalle Inc. | 6.875% | 12/1/28 | 591 | 630 | ||
| Kilroy Realty LP | 4.750% | 12/15/28 | 7,111 | 6,975 | ||
| Kilroy Realty LP | 4.250% | 8/15/29 | 6,785 | 6,412 | ||
| Kilroy Realty LP | 3.050% | 2/15/30 | 7,896 | 6,990 | ||
| Kimco Realty OP LLC | 2.800% | 10/1/26 | 9,285 | 9,063 | ||
| Kimco Realty OP LLC | 3.800% | 4/1/27 | 13,119 | 12,959 | ||
| Kimco Realty OP LLC | 1.900% | 3/1/28 | 1,909 | 1,783 | ||
| Kite Realty Group LP | 4.000% | 10/1/26 | 3,860 | 3,811 | ||
| LXP Industrial Trust | 6.750% | 11/15/28 | 3,400 | 3,578 | ||
| Mid-America Apartments LP | 1.100% | 9/15/26 | 5,480 | 5,250 | ||
| Mid-America Apartments LP | 3.600% | 6/1/27 | 13,913 | 13,705 | ||
| Mid-America Apartments LP | 4.200% | 6/15/28 | 6,844 | 6,786 | ||
| Mid-America Apartments LP | 3.950% | 3/15/29 | 15,009 | 14,713 | ||
| NNN REIT Inc. | 3.600% | 12/15/26 | 12,935 | 12,726 | ||
| NNN REIT Inc. | 3.500% | 10/15/27 | 8,210 | 8,011 | ||
| NNN REIT Inc. | 4.300% | 10/15/28 | 10,799 | 10,675 | ||
| Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 1,171 | 1,168 | ||
| Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 11,230 | 11,235 | ||
| Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 14,545 | 13,661 | ||
| Piedmont Operating Partnership LP | 9.250% | 7/20/28 | 12,179 | 13,455 | ||
| Piedmont Operating Partnership LP | 6.875% | 7/15/29 | 3,700 | 3,831 | ||
| Prologis LP | 3.250% | 6/30/26 | 7,142 | 7,052 | ||
| Prologis LP | 3.250% | 10/1/26 | 10,231 | 10,077 | ||
| Prologis LP | 2.125% | 4/15/27 | 6,190 | 5,951 | ||
| Prologis LP | 3.375% | 12/15/27 | 8,492 | 8,309 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Prologis LP | 4.875% | 6/15/28 | 19,052 | 19,321 | ||
| Prologis LP | 3.875% | 9/15/28 | 2,469 | 2,435 | ||
| Prologis LP | 4.000% | 9/15/28 | 5,221 | 5,157 | ||
| Prologis LP | 2.250% | 4/15/30 | 18,000 | 16,168 | ||
| Public Storage Operating Co. | 1.500% | 11/9/26 | 16,759 | 16,084 | ||
| Public Storage Operating Co. | 3.094% | 9/15/27 | 3,866 | 3,763 | ||
| Public Storage Operating Co. | 1.850% | 5/1/28 | 7,767 | 7,251 | ||
| Public Storage Operating Co. | 1.950% | 11/9/28 | 8,415 | 7,777 | ||
| Public Storage Operating Co. | 5.125% | 1/15/29 | 5,832 | 5,985 | ||
| Public Storage Operating Co. | 3.385% | 5/1/29 | 9,463 | 9,117 | ||
| Realty Income Corp. | 4.875% | 6/1/26 | 14,361 | 14,393 | ||
| Realty Income Corp. | 4.450% | 9/15/26 | 4,205 | 4,195 | ||
| Realty Income Corp. | 4.125% | 10/15/26 | 11,189 | 11,132 | ||
| Realty Income Corp. | 3.000% | 1/15/27 | 12,917 | 12,626 | ||
| Realty Income Corp. | 3.200% | 1/15/27 | 1,974 | 1,928 | ||
| Realty Income Corp. | 3.950% | 8/15/27 | 11,287 | 11,181 | ||
| Realty Income Corp. | 3.400% | 1/15/28 | 13,969 | 13,626 | ||
| Realty Income Corp. | 2.100% | 3/15/28 | 260 | 244 | ||
| Realty Income Corp. | 4.750% | 2/15/29 | 13,613 | 13,674 | ||
| Realty Income Corp. | 3.250% | 6/15/29 | 9,212 | 8,758 | ||
| Realty Income Corp. | 4.000% | 7/15/29 | 3,946 | 3,852 | ||
| Realty Income Corp. | 3.100% | 12/15/29 | 16,681 | 15,615 | ||
| Realty Income Corp. | 4.850% | 3/15/30 | 7,200 | 7,260 | ||
| Regency Centers LP | 3.600% | 2/1/27 | 600 | 592 | ||
| Regency Centers LP | 4.125% | 3/15/28 | 3,052 | 3,034 | ||
| Regency Centers LP | 2.950% | 9/15/29 | 11,160 | 10,462 | ||
| Rexford Industrial Realty LP | 5.000% | 6/15/28 | 4,164 | 4,166 | ||
| Sabra Health Care LP | 5.125% | 8/15/26 | 11,101 | 11,084 | ||
| Simon Property Group LP | 3.250% | 11/30/26 | 12,478 | 12,272 | ||
| Simon Property Group LP | 1.375% | 1/15/27 | 8,749 | 8,340 | ||
| Simon Property Group LP | 3.375% | 6/15/27 | 8,249 | 8,097 | ||
| Simon Property Group LP | 3.375% | 12/1/27 | 10,296 | 10,057 | ||
| Simon Property Group LP | 1.750% | 2/1/28 | 15,859 | 14,835 | ||
| Simon Property Group LP | 2.450% | 9/13/29 | 27,722 | 25,499 | ||
| Store Capital LLC | 4.500% | 3/15/28 | 450 | 442 | ||
| 3 | Store Capital LLC | 5.400% | 4/30/30 | 5,617 | 5,594 | |
| Sun Communities Operating LP | 2.300% | 11/1/28 | 10,375 | 9,609 | ||
| Tanger Properties LP | 3.875% | 7/15/27 | 2,243 | 2,203 | ||
| 2 | UDR Inc. | 2.950% | 9/1/26 | 5,103 | 4,997 | |
| 2 | UDR Inc. | 4.400% | 1/26/29 | 7,714 | 7,649 | |
| 2 | UDR Inc. | 3.200% | 1/15/30 | 10,175 | 9,561 | |
| Ventas Realty LP | 3.250% | 10/15/26 | 7,347 | 7,201 | ||
| Ventas Realty LP | 3.850% | 4/1/27 | 9,406 | 9,283 | ||
| Ventas Realty LP | 4.000% | 3/1/28 | 13,251 | 13,042 | ||
| Ventas Realty LP | 4.400% | 1/15/29 | 18,236 | 18,049 | ||
| Ventas Realty LP | 3.000% | 1/15/30 | 4,020 | 3,721 | ||
| VICI Properties LP | 4.750% | 2/15/28 | 2,759 | 2,762 | ||
| VICI Properties LP | 4.950% | 2/15/30 | 15,750 | 15,639 | ||
| Welltower OP LLC | 2.700% | 2/15/27 | 8,066 | 7,858 | ||
| Welltower OP LLC | 4.250% | 4/15/28 | 15,101 | 15,060 | ||
| Welltower OP LLC | 4.125% | 3/15/29 | 8,892 | 8,780 | ||
| Welltower OP LLC | 3.100% | 1/15/30 | 11,545 | 10,837 | ||
| Weyerhaeuser Co. | 4.000% | 11/15/29 | 13,170 | 12,834 | ||
| WP Carey Inc. | 3.850% | 7/15/29 | 2,155 | 2,074 | ||
| 1,623,137 | ||||||
| Technology (8.1%) | ||||||
| Accenture Capital Inc. | 3.900% | 10/4/27 | 29,275 | 29,064 | ||
| Accenture Capital Inc. | 4.050% | 10/4/29 | 33,522 | 33,094 | ||
| Adobe Inc. | 2.150% | 2/1/27 | 10,319 | 9,991 | ||
| Adobe Inc. | 4.850% | 4/4/27 | 4,355 | 4,408 | ||
| Adobe Inc. | 4.750% | 1/17/28 | 8,210 | 8,338 | ||
| Adobe Inc. | 4.800% | 4/4/29 | 13,688 | 13,967 | ||
| Adobe Inc. | 4.950% | 1/17/30 | 12,547 | 12,869 | ||
| Advanced Micro Devices Inc. | 4.319% | 3/24/28 | 13,300 | 13,359 | ||
| Analog Devices Inc. | 3.500% | 12/5/26 | 19,130 | 18,915 | ||
| Analog Devices Inc. | 3.450% | 6/15/27 | 6,696 | 6,598 | ||
| Apple Inc. | 2.450% | 8/4/26 | 49,579 | 48,629 | ||
| Apple Inc. | 3.350% | 2/9/27 | 1,896 | 1,874 | ||
| Apple Inc. | 3.200% | 5/11/27 | 42,517 | 41,863 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Apple Inc. | 3.000% | 6/20/27 | 4,174 | 4,088 | ||
| Apple Inc. | 2.900% | 9/12/27 | 36,342 | 35,458 | ||
| Apple Inc. | 3.000% | 11/13/27 | 17,457 | 17,044 | ||
| Apple Inc. | 1.200% | 2/8/28 | 29,165 | 27,048 | ||
| Apple Inc. | 4.000% | 5/10/28 | 16,817 | 16,837 | ||
| Apple Inc. | 4.000% | 5/12/28 | 15,600 | 15,579 | ||
| Apple Inc. | 1.400% | 8/5/28 | 59,220 | 54,526 | ||
| Apple Inc. | 3.250% | 8/8/29 | 12,365 | 11,935 | ||
| Apple Inc. | 2.200% | 9/11/29 | 26,558 | 24,507 | ||
| Apple Inc. | 4.200% | 5/12/30 | 17,641 | 17,597 | ||
| Applied Materials Inc. | 3.300% | 4/1/27 | 16,674 | 16,425 | ||
| Applied Materials Inc. | 4.800% | 6/15/29 | 9,119 | 9,300 | ||
| Arrow Electronics Inc. | 3.875% | 1/12/28 | 7,650 | 7,486 | ||
| Arrow Electronics Inc. | 5.150% | 8/21/29 | 7,675 | 7,753 | ||
| Atlassian Corp. | 5.250% | 5/15/29 | 8,662 | 8,835 | ||
| Autodesk Inc. | 3.500% | 6/15/27 | 7,908 | 7,767 | ||
| Automatic Data Processing Inc. | 1.700% | 5/15/28 | 17,503 | 16,376 | ||
| Avnet Inc. | 6.250% | 3/15/28 | 732 | 756 | ||
| Broadcom Corp. | 3.875% | 1/15/27 | 51,374 | 50,943 | ||
| Broadcom Inc. | 3.459% | 9/15/26 | 20,561 | 20,301 | ||
| Broadcom Inc. | 5.050% | 7/12/27 | 24,394 | 24,707 | ||
| Broadcom Inc. | 4.150% | 2/15/28 | 9,875 | 9,825 | ||
| Broadcom Inc. | 4.800% | 4/15/28 | 26,090 | 26,392 | ||
| Broadcom Inc. | 4.110% | 9/15/28 | 27,617 | 27,403 | ||
| 3 | Broadcom Inc. | 4.000% | 4/15/29 | 23,836 | 23,399 | |
| Broadcom Inc. | 4.750% | 4/15/29 | 35,492 | 35,762 | ||
| Broadcom Inc. | 5.050% | 7/12/29 | 51,004 | 51,927 | ||
| Broadcom Inc. | 5.050% | 4/15/30 | 29,385 | 29,857 | ||
| Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 6,179 | 6,087 | ||
| Cadence Design Systems Inc. | 4.200% | 9/10/27 | 6,121 | 6,097 | ||
| Cadence Design Systems Inc. | 4.300% | 9/10/29 | 17,227 | 17,097 | ||
| CDW LLC | 2.670% | 12/1/26 | 22,131 | 21,460 | ||
| CDW LLC | 4.250% | 4/1/28 | 4,670 | 4,595 | ||
| CDW LLC | 3.250% | 2/15/29 | 17,206 | 16,155 | ||
| CDW LLC | 5.100% | 3/1/30 | 8,400 | 8,397 | ||
| CGI Inc. | 1.450% | 9/14/26 | 1,352 | 1,299 | ||
| 3 | CGI Inc. | 4.950% | 3/14/30 | 10,610 | 10,612 | |
| Cintas Corp. No. 2 | 3.700% | 4/1/27 | 32,956 | 32,610 | ||
| Cintas Corp. No. 2 | 4.200% | 5/1/28 | 9,150 | 9,136 | ||
| Cisco Systems Inc. | 2.500% | 9/20/26 | 28,334 | 27,755 | ||
| Cisco Systems Inc. | 4.800% | 2/26/27 | 19,659 | 19,858 | ||
| Cisco Systems Inc. | 4.550% | 2/24/28 | 16,800 | 16,970 | ||
| Cisco Systems Inc. | 4.850% | 2/26/29 | 60,572 | 61,774 | ||
| Cisco Systems Inc. | 4.750% | 2/24/30 | 25,882 | 26,297 | ||
| Concentrix Corp. | 6.650% | 8/2/26 | 12,437 | 12,658 | ||
| Concentrix Corp. | 6.600% | 8/2/28 | 886 | 930 | ||
| Dell International LLC | 6.020% | 6/15/26 | 52,285 | 52,769 | ||
| Dell International LLC | 4.900% | 10/1/26 | 40,125 | 40,238 | ||
| Dell International LLC | 5.250% | 2/1/28 | 20,252 | 20,676 | ||
| Dell International LLC | 4.750% | 4/1/28 | 8,370 | 8,406 | ||
| Dell International LLC | 5.300% | 10/1/29 | 35,742 | 36,461 | ||
| Dell International LLC | 4.350% | 2/1/30 | 4,240 | 4,163 | ||
| Dell International LLC | 5.000% | 4/1/30 | 15,629 | 15,711 | ||
| DXC Technology Co. | 2.375% | 9/15/28 | 18,264 | 16,721 | ||
| Equifax Inc. | 5.100% | 12/15/27 | 7,426 | 7,499 | ||
| Equifax Inc. | 5.100% | 6/1/28 | 18,694 | 18,922 | ||
| Equifax Inc. | 4.800% | 9/15/29 | 16,816 | 16,787 | ||
| Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 16,017 | 14,840 | ||
| Fiserv Inc. | 3.200% | 7/1/26 | 40,865 | 40,275 | ||
| Fiserv Inc. | 2.250% | 6/1/27 | 23,581 | 22,566 | ||
| Fiserv Inc. | 5.450% | 3/2/28 | 20,622 | 21,093 | ||
| Fiserv Inc. | 5.375% | 8/21/28 | 7,983 | 8,171 | ||
| Fiserv Inc. | 4.200% | 10/1/28 | 20,517 | 20,299 | ||
| Fiserv Inc. | 3.500% | 7/1/29 | 56,943 | 54,293 | ||
| Flex Ltd. | 4.875% | 6/15/29 | 2,034 | 2,026 | ||
| Flex Ltd. | 4.875% | 5/12/30 | 9,600 | 9,528 | ||
| Hewlett Packard Enterprise Co. | 4.450% | 9/25/26 | 17,048 | 17,023 | ||
| Hewlett Packard Enterprise Co. | 4.400% | 9/25/27 | 6,532 | 6,521 | ||
| Hewlett Packard Enterprise Co. | 5.250% | 7/1/28 | 12,890 | 13,128 | ||
| Hewlett Packard Enterprise Co. | 4.550% | 10/15/29 | 44,668 | 44,301 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| HP Inc. | 1.450% | 6/17/26 | 11,131 | 10,765 | ||
| HP Inc. | 3.000% | 6/17/27 | 18,668 | 18,060 | ||
| HP Inc. | 4.750% | 1/15/28 | 19,456 | 19,509 | ||
| HP Inc. | 4.000% | 4/15/29 | 15,321 | 14,846 | ||
| HP Inc. | 5.400% | 4/25/30 | 14,300 | 14,481 | ||
| Hubbell Inc. | 3.150% | 8/15/27 | 5,235 | 5,080 | ||
| Hubbell Inc. | 3.500% | 2/15/28 | 9,031 | 8,803 | ||
| IBM International Capital Pte. Ltd. | 4.600% | 2/5/27 | 2,162 | 2,168 | ||
| IBM International Capital Pte. Ltd. | 4.600% | 2/5/29 | 13,405 | 13,444 | ||
| Intel Corp. | 3.750% | 3/25/27 | 21,778 | 21,462 | ||
| Intel Corp. | 3.150% | 5/11/27 | 28,174 | 27,397 | ||
| Intel Corp. | 3.750% | 8/5/27 | 15,580 | 15,299 | ||
| Intel Corp. | 4.875% | 2/10/28 | 11,429 | 11,521 | ||
| Intel Corp. | 1.600% | 8/12/28 | 18,548 | 16,897 | ||
| Intel Corp. | 4.000% | 8/5/29 | 10,164 | 9,856 | ||
| Intel Corp. | 2.450% | 11/15/29 | 56,710 | 51,289 | ||
| Intel Corp. | 3.900% | 3/25/30 | 19,421 | 18,593 | ||
| International Business Machines Corp. | 3.300% | 1/27/27 | 4,736 | 4,657 | ||
| International Business Machines Corp. | 1.700% | 5/15/27 | 28,499 | 27,119 | ||
| International Business Machines Corp. | 4.150% | 7/27/27 | 2,811 | 2,798 | ||
| International Business Machines Corp. | 4.500% | 2/6/28 | 28,778 | 28,950 | ||
| International Business Machines Corp. | 3.500% | 5/15/29 | 59,154 | 57,069 | ||
| 2 | International Business Machines Corp. | 4.800% | 2/10/30 | 17,983 | 18,142 | |
| Intuit Inc. | 5.250% | 9/15/26 | 1,000 | 1,011 | ||
| Intuit Inc. | 5.125% | 9/15/28 | 13,569 | 13,940 | ||
| Jabil Inc. | 3.950% | 1/12/28 | 11,211 | 11,027 | ||
| Jabil Inc. | 5.450% | 2/1/29 | 6,707 | 6,809 | ||
| Juniper Networks Inc. | 3.750% | 8/15/29 | 6,736 | 6,496 | ||
| KLA Corp. | 4.100% | 3/15/29 | 15,625 | 15,509 | ||
| Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 15,460 | 14,912 | ||
| Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 8,333 | 7,812 | ||
| Lam Research Corp. | 4.000% | 3/15/29 | 26,096 | 25,738 | ||
| Leidos Inc. | 4.375% | 5/15/30 | 11,075 | 10,792 | ||
| Marvell Technology Inc. | 2.450% | 4/15/28 | 11,464 | 10,809 | ||
| Marvell Technology Inc. | 5.750% | 2/15/29 | 9,322 | 9,631 | ||
| Microchip Technology Inc. | 4.900% | 3/15/28 | 15,620 | 15,673 | ||
| Microchip Technology Inc. | 5.050% | 3/15/29 | 17,305 | 17,421 | ||
| Microchip Technology Inc. | 5.050% | 2/15/30 | 9,915 | 9,946 | ||
| Micron Technology Inc. | 5.375% | 4/15/28 | 16,840 | 17,180 | ||
| Micron Technology Inc. | 5.327% | 2/6/29 | 24,561 | 24,921 | ||
| Micron Technology Inc. | 6.750% | 11/1/29 | 21,269 | 22,739 | ||
| Microsoft Corp. | 2.400% | 8/8/26 | 56,337 | 55,236 | ||
| Microsoft Corp. | 3.300% | 2/6/27 | 54,289 | 53,665 | ||
| Moody's Corp. | 4.250% | 2/1/29 | 14,113 | 14,024 | ||
| Motorola Solutions Inc. | 4.600% | 2/23/28 | 10,087 | 10,102 | ||
| Motorola Solutions Inc. | 5.000% | 4/15/29 | 9,380 | 9,481 | ||
| NetApp Inc. | 2.375% | 6/22/27 | 2,943 | 2,812 | ||
| Nokia OYJ | 4.375% | 6/12/27 | 400 | 397 | ||
| NVIDIA Corp. | 3.200% | 9/16/26 | 8,268 | 8,175 | ||
| NVIDIA Corp. | 1.550% | 6/15/28 | 31,559 | 29,322 | ||
| NXP BV | 3.875% | 6/18/26 | 10,076 | 9,998 | ||
| NXP BV | 3.150% | 5/1/27 | 5,866 | 5,713 | ||
| NXP BV | 5.550% | 12/1/28 | 2,495 | 2,556 | ||
| NXP BV | 4.300% | 6/18/29 | 15,941 | 15,632 | ||
| NXP BV | 3.400% | 5/1/30 | 15,000 | 14,010 | ||
| Oracle Corp. | 2.650% | 7/15/26 | 56,536 | 55,335 | ||
| Oracle Corp. | 2.800% | 4/1/27 | 34,945 | 33,947 | ||
| Oracle Corp. | 3.250% | 11/15/27 | 38,300 | 37,254 | ||
| Oracle Corp. | 2.300% | 3/25/28 | 45,126 | 42,620 | ||
| Oracle Corp. | 4.500% | 5/6/28 | 432 | 434 | ||
| Oracle Corp. | 4.800% | 8/3/28 | 21,392 | 21,613 | ||
| 2 | Oracle Corp. | 4.200% | 9/27/29 | 38,694 | 38,125 | |
| Oracle Corp. | 2.950% | 4/1/30 | 40,439 | 37,452 | ||
| Oracle Corp. | 2.875% | 3/25/31 | 17,435 | 15,724 | ||
| Paychex Inc. | 5.100% | 4/15/30 | 37,426 | 37,933 | ||
| Qorvo Inc. | 4.375% | 10/15/29 | 7,383 | 7,090 | ||
| QUALCOMM Inc. | 3.250% | 5/20/27 | 29,200 | 28,717 | ||
| QUALCOMM Inc. | 1.300% | 5/20/28 | 1,487 | 1,372 | ||
| Quanta Services Inc. | 4.750% | 8/9/27 | 12,145 | 12,193 | ||
| RELX Capital Inc. | 4.000% | 3/18/29 | 18,585 | 18,339 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| RELX Capital Inc. | 4.750% | 3/27/30 | 4,622 | 4,659 | ||
| RELX Capital Inc. | 3.000% | 5/22/30 | 80 | 75 | ||
| Roper Technologies Inc. | 3.800% | 12/15/26 | 11,954 | 11,845 | ||
| Roper Technologies Inc. | 4.200% | 9/15/28 | 8,051 | 7,993 | ||
| Roper Technologies Inc. | 2.950% | 9/15/29 | 3,456 | 3,233 | ||
| Roper Technologies Inc. | 4.500% | 10/15/29 | 7,419 | 7,375 | ||
| S&P Global Inc. | 2.950% | 1/22/27 | 1,959 | 1,920 | ||
| S&P Global Inc. | 2.450% | 3/1/27 | 8,263 | 8,015 | ||
| S&P Global Inc. | 4.750% | 8/1/28 | 14,249 | 14,386 | ||
| S&P Global Inc. | 2.700% | 3/1/29 | 23,492 | 22,119 | ||
| S&P Global Inc. | 4.250% | 5/1/29 | 18,374 | 18,248 | ||
| Salesforce Inc. | 3.700% | 4/11/28 | 23,003 | 22,743 | ||
| Salesforce Inc. | 1.500% | 7/15/28 | 25,603 | 23,633 | ||
| Skyworks Solutions Inc. | 1.800% | 6/1/26 | 16,857 | 16,321 | ||
| Synopsys Inc. | 4.550% | 4/1/27 | 7,195 | 7,205 | ||
| Synopsys Inc. | 4.650% | 4/1/28 | 6,267 | 6,305 | ||
| Synopsys Inc. | 4.850% | 4/1/30 | 29,901 | 30,154 | ||
| TD SYNNEX Corp. | 1.750% | 8/9/26 | 14,638 | 14,091 | ||
| Texas Instruments Inc. | 1.125% | 9/15/26 | 4,577 | 4,403 | ||
| Texas Instruments Inc. | 4.600% | 2/15/28 | 13,915 | 14,079 | ||
| Texas Instruments Inc. | 4.600% | 2/8/29 | 18,301 | 18,503 | ||
| Texas Instruments Inc. | 2.250% | 9/4/29 | 15,847 | 14,592 | ||
| Texas Instruments Inc. | 4.500% | 5/23/30 | 15,500 | 15,548 | ||
| TSMC Arizona Corp. | 1.750% | 10/25/26 | 22,952 | 22,097 | ||
| TSMC Arizona Corp. | 3.875% | 4/22/27 | 13,377 | 13,236 | ||
| TSMC Arizona Corp. | 4.125% | 4/22/29 | 8,022 | 7,926 | ||
| Verisk Analytics Inc. | 4.125% | 3/15/29 | 13,030 | 12,823 | ||
| VMware LLC | 1.400% | 8/15/26 | 26,958 | 25,956 | ||
| VMware LLC | 3.900% | 8/21/27 | 25,012 | 24,674 | ||
| VMware LLC | 1.800% | 8/15/28 | 6,029 | 5,520 | ||
| VMware LLC | 4.700% | 5/15/30 | 11,075 | 11,015 | ||
| Western Digital Corp. | 2.850% | 2/1/29 | 1,418 | 1,296 | ||
| Workday Inc. | 3.500% | 4/1/27 | 12,445 | 12,234 | ||
| Workday Inc. | 3.700% | 4/1/29 | 14,061 | 13,618 | ||
| 3,372,688 | ||||||
| Utilities (6.2%) | ||||||
| AEP Texas Inc. | 5.450% | 5/15/29 | 11,522 | 11,797 | ||
| AEP Transmission Co. LLC | 3.100% | 12/1/26 | 9,486 | 9,293 | ||
| AES Corp. | 5.450% | 6/1/28 | 25,421 | 25,753 | ||
| Algonquin Power & Utilities Corp. | 5.365% | 6/15/26 | 1,170 | 1,176 | ||
| Ameren Corp. | 1.950% | 3/15/27 | 9,399 | 8,999 | ||
| Ameren Corp. | 5.000% | 1/15/29 | 14,404 | 14,573 | ||
| American Electric Power Co. Inc. | 5.750% | 11/1/27 | 8,405 | 8,650 | ||
| 2 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 16,596 | 16,446 | |
| American Electric Power Co. Inc. | 5.200% | 1/15/29 | 24,398 | 24,872 | ||
| 2 | American Electric Power Co. Inc. | 7.050% | 12/15/54 | 5,550 | 5,703 | |
| American Electric Power Co. Inc. | 3.875% | 2/15/62 | 974 | 928 | ||
| American Water Capital Corp. | 2.950% | 9/1/27 | 11,669 | 11,317 | ||
| American Water Capital Corp. | 3.750% | 9/1/28 | 4,016 | 3,940 | ||
| American Water Capital Corp. | 3.450% | 6/1/29 | 7,411 | 7,117 | ||
| American Water Capital Corp. | 2.800% | 5/1/30 | 4,150 | 3,808 | ||
| 2 | Appalachian Power Co. | 3.300% | 6/1/27 | 8,649 | 8,446 | |
| Arizona Public Service Co. | 2.600% | 8/15/29 | 10,220 | 9,420 | ||
| Atmos Energy Corp. | 3.000% | 6/15/27 | 16,031 | 15,641 | ||
| Atmos Energy Corp. | 2.625% | 9/15/29 | 13,766 | 12,794 | ||
| Avangrid Inc. | 3.800% | 6/1/29 | 1,016 | 981 | ||
| Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 7,508 | 7,335 | ||
| Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 11,565 | 11,253 | ||
| Black Hills Corp. | 3.150% | 1/15/27 | 7,699 | 7,509 | ||
| Black Hills Corp. | 5.950% | 3/15/28 | 1,624 | 1,678 | ||
| Black Hills Corp. | 3.050% | 10/15/29 | 8,852 | 8,225 | ||
| 2 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 8,817 | 8,588 | |
| 2 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 5,169 | 5,048 | |
| CenterPoint Energy Houston Electric LLC | 5.200% | 10/1/28 | 7,419 | 7,595 | ||
| CenterPoint Energy Houston Electric LLC | 4.800% | 3/15/30 | 14,353 | 14,491 | ||
| CenterPoint Energy Inc. | 1.450% | 6/1/26 | 9,165 | 8,885 | ||
| CenterPoint Energy Inc. | 5.400% | 6/1/29 | 11,551 | 11,876 | ||
| CenterPoint Energy Inc. | 2.950% | 3/1/30 | 6,050 | 5,590 | ||
| 2 | CenterPoint Energy Inc. | 7.000% | 2/15/55 | 4,950 | 5,088 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| CenterPoint Energy Inc. | 6.700% | 5/15/55 | 7,360 | 7,366 | ||
| CenterPoint Energy Resources Corp. | 5.250% | 3/1/28 | 15,226 | 15,524 | ||
| Commonwealth Edison Co. | 2.550% | 6/15/26 | 684 | 671 | ||
| Commonwealth Edison Co. | 3.700% | 8/15/28 | 9,460 | 9,300 | ||
| Connecticut Light & Power Co. | 4.950% | 1/15/30 | 11,775 | 11,954 | ||
| 2 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 11,699 | 11,380 | |
| 2 | Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 16,727 | 16,551 | |
| 2 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 4,950 | 4,716 | |
| Constellation Energy Generation LLC | 5.600% | 3/1/28 | 12,955 | 13,351 | ||
| Consumers Energy Co. | 4.650% | 3/1/28 | 17,249 | 17,408 | ||
| Consumers Energy Co. | 4.900% | 2/15/29 | 10,752 | 10,914 | ||
| Consumers Energy Co. | 4.600% | 5/30/29 | 8,128 | 8,174 | ||
| Consumers Energy Co. | 4.700% | 1/15/30 | 16,825 | 16,956 | ||
| 2 | Dominion Energy Inc. | 2.850% | 8/15/26 | 10,519 | 10,295 | |
| 2 | Dominion Energy Inc. | 3.600% | 3/15/27 | 1,486 | 1,464 | |
| Dominion Energy Inc. | 4.600% | 5/15/28 | 6,100 | 6,115 | ||
| 2 | Dominion Energy Inc. | 3.375% | 4/1/30 | 24,150 | 22,672 | |
| 2 | Dominion Energy Inc. | 6.875% | 2/1/55 | 14,525 | 15,029 | |
| DTE Electric Co. | 4.850% | 12/1/26 | 4,864 | 4,914 | ||
| DTE Electric Co. | 4.250% | 5/14/27 | 2,100 | 2,098 | ||
| DTE Energy Co. | 2.850% | 10/1/26 | 9,860 | 9,640 | ||
| DTE Energy Co. | 4.950% | 7/1/27 | 125 | 126 | ||
| DTE Energy Co. | 4.875% | 6/1/28 | 16,787 | 16,931 | ||
| DTE Energy Co. | 5.100% | 3/1/29 | 21,912 | 22,216 | ||
| 2 | DTE Energy Co. | 3.400% | 6/15/29 | 11,624 | 11,056 | |
| DTE Energy Co. | 5.200% | 4/1/30 | 24,939 | 25,377 | ||
| Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 12,801 | 11,852 | ||
| Duke Energy Carolinas LLC | 4.850% | 3/15/30 | 4,765 | 4,846 | ||
| Duke Energy Corp. | 2.650% | 9/1/26 | 34,861 | 34,113 | ||
| Duke Energy Corp. | 3.150% | 8/15/27 | 2,229 | 2,171 | ||
| Duke Energy Corp. | 5.000% | 12/8/27 | 24,083 | 24,368 | ||
| Duke Energy Corp. | 4.300% | 3/15/28 | 14,985 | 14,949 | ||
| Duke Energy Corp. | 4.850% | 1/5/29 | 15,755 | 15,919 | ||
| Duke Energy Corp. | 3.400% | 6/15/29 | 13,820 | 13,198 | ||
| Duke Energy Corp. | 3.250% | 1/15/82 | 7,008 | 6,676 | ||
| Duke Energy Florida LLC | 3.200% | 1/15/27 | 21,626 | 21,248 | ||
| Duke Energy Florida LLC | 2.500% | 12/1/29 | 9,218 | 8,500 | ||
| Duke Energy Progress LLC | 4.350% | 3/6/27 | 4,717 | 4,732 | ||
| Duke Energy Progress LLC | 3.700% | 9/1/28 | 10,774 | 10,584 | ||
| Duke Energy Progress LLC | 3.450% | 3/15/29 | 13,731 | 13,282 | ||
| Edison International | 5.750% | 6/15/27 | 861 | 866 | ||
| Edison International | 4.125% | 3/15/28 | 4,787 | 4,604 | ||
| Edison International | 5.250% | 11/15/28 | 12,204 | 12,021 | ||
| Edison International | 5.450% | 6/15/29 | 10,275 | 10,138 | ||
| Edison International | 6.950% | 11/15/29 | 14,493 | 15,035 | ||
| Emera US Finance LP | 3.550% | 6/15/26 | 13,821 | 13,639 | ||
| Enel Americas SA | 4.000% | 10/25/26 | 9,748 | 9,669 | ||
| Enel Chile SA | 4.875% | 6/12/28 | 15,128 | 15,048 | ||
| Entergy Arkansas LLC | 4.000% | 6/1/28 | 9,528 | 9,450 | ||
| Entergy Corp. | 2.950% | 9/1/26 | 18,569 | 18,205 | ||
| Entergy Corp. | 7.125% | 12/1/54 | 22,896 | 23,442 | ||
| Entergy Louisiana LLC | 3.250% | 4/1/28 | 455 | 442 | ||
| Entergy Texas Inc. | 4.000% | 3/30/29 | 997 | 982 | ||
| Essential Utilities Inc. | 4.800% | 8/15/27 | 8,675 | 8,722 | ||
| Essential Utilities Inc. | 3.566% | 5/1/29 | 7,363 | 7,057 | ||
| Evergy Inc. | 2.900% | 9/15/29 | 16,156 | 15,055 | ||
| Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 9,003 | 8,830 | ||
| Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 3,537 | 3,458 | ||
| 2 | Eversource Energy | 1.400% | 8/15/26 | 3,392 | 3,259 | |
| Eversource Energy | 2.900% | 3/1/27 | 18,196 | 17,696 | ||
| Eversource Energy | 4.600% | 7/1/27 | 7,706 | 7,716 | ||
| 2 | Eversource Energy | 3.300% | 1/15/28 | 5,442 | 5,264 | |
| Eversource Energy | 5.450% | 3/1/28 | 31,566 | 32,258 | ||
| Eversource Energy | 5.950% | 2/1/29 | 14,339 | 14,899 | ||
| 2 | Eversource Energy | 4.250% | 4/1/29 | 9,106 | 8,955 | |
| Exelon Corp. | 2.750% | 3/15/27 | 21,832 | 21,192 | ||
| Exelon Corp. | 5.150% | 3/15/28 | 26,578 | 27,042 | ||
| Exelon Corp. | 5.150% | 3/15/29 | 1,825 | 1,860 | ||
| Exelon Corp. | 4.050% | 4/15/30 | 22,000 | 21,444 | ||
| 2 | FirstEnergy Corp. | 3.900% | 7/15/27 | 26,970 | 26,565 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| FirstEnergy Corp. | 2.650% | 3/1/30 | 12,220 | 11,099 | ||
| 2 | Florida Power & Light Co. | 3.300% | 5/30/27 | 4 | 4 | |
| Florida Power & Light Co. | 5.050% | 4/1/28 | 3,581 | 3,659 | ||
| Florida Power & Light Co. | 4.400% | 5/15/28 | 27,293 | 27,411 | ||
| Fortis Inc. | 3.055% | 10/4/26 | 17,472 | 17,122 | ||
| Georgia Power Co. | 5.004% | 2/23/27 | 449 | 455 | ||
| Georgia Power Co. | 3.250% | 3/30/27 | 10,861 | 10,667 | ||
| Georgia Power Co. | 4.650% | 5/16/28 | 20,689 | 20,878 | ||
| 2 | Georgia Power Co. | 2.650% | 9/15/29 | 11,021 | 10,255 | |
| Georgia Power Co. | 4.550% | 3/15/30 | 10,005 | 10,024 | ||
| Interstate Power & Light Co. | 4.100% | 9/26/28 | 2,020 | 1,992 | ||
| Interstate Power & Light Co. | 3.600% | 4/1/29 | 7,000 | 6,743 | ||
| ITC Holdings Corp. | 3.350% | 11/15/27 | 15,663 | 15,226 | ||
| MidAmerican Energy Co. | 3.100% | 5/1/27 | 7,403 | 7,264 | ||
| MidAmerican Energy Co. | 3.650% | 4/15/29 | 17,271 | 16,853 | ||
| Mississippi Power Co. | 3.950% | 3/30/28 | 2 | 2 | ||
| National Fuel Gas Co. | 5.500% | 10/1/26 | 1,933 | 1,948 | ||
| National Fuel Gas Co. | 3.950% | 9/15/27 | 8,300 | 8,137 | ||
| National Fuel Gas Co. | 4.750% | 9/1/28 | 8,440 | 8,389 | ||
| National Fuel Gas Co. | 5.500% | 3/15/30 | 4,140 | 4,222 | ||
| National Grid plc | 5.602% | 6/12/28 | 16,814 | 17,297 | ||
| 2 | National Rural Utilities Cooperative Finance Corp. | 5.600% | 11/13/26 | 630 | 640 | |
| National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 7,003 | 6,839 | ||
| 2 | National Rural Utilities Cooperative Finance Corp. | 5.100% | 5/6/27 | 8,004 | 8,108 | |
| National Rural Utilities Cooperative Finance Corp. | 4.120% | 9/16/27 | 12,293 | 12,242 | ||
| National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 19,873 | 19,398 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | 14,873 | 15,027 | ||
| 2 | National Rural Utilities Cooperative Finance Corp. | 5.050% | 9/15/28 | 9,208 | 9,369 | |
| 2 | National Rural Utilities Cooperative Finance Corp. | 4.850% | 2/7/29 | 15,151 | 15,327 | |
| National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 8,540 | 8,302 | ||
| National Rural Utilities Cooperative Finance Corp. | 5.150% | 6/15/29 | 6,113 | 6,249 | ||
| National Rural Utilities Cooperative Finance Corp. | 4.950% | 2/7/30 | 10,334 | 10,484 | ||
| National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 3,435 | 3,119 | ||
| National Rural Utilities Cooperative Finance Corp. | 7.125% | 9/15/53 | 146 | 151 | ||
| 2 | Nevada Power Co. | 3.700% | 5/1/29 | 8,334 | 8,116 | |
| NextEra Energy Capital Holdings Inc. | 1.875% | 1/15/27 | 23,938 | 22,973 | ||
| NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 38,918 | 38,230 | ||
| NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 30,578 | 30,667 | ||
| NextEra Energy Capital Holdings Inc. | 4.850% | 2/4/28 | 14,552 | 14,709 | ||
| NextEra Energy Capital Holdings Inc. | 4.900% | 2/28/28 | 19,652 | 19,855 | ||
| NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 2,611 | 2,419 | ||
| NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,960 | 5,739 | ||
| NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 18,194 | 16,838 | ||
| NextEra Energy Capital Holdings Inc. | 5.050% | 3/15/30 | 18,866 | 19,143 | ||
| NextEra Energy Capital Holdings Inc. | 6.700% | 9/1/54 | 19,044 | 19,357 | ||
| 2 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 6,615 | 6,255 | |
| 2 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 4,175 | 4,073 | |
| NextEra Energy Capital Holdings Inc. | 3.800% | 3/15/82 | 18,475 | 17,525 | ||
| NiSource Inc. | 3.490% | 5/15/27 | 22,264 | 21,814 | ||
| NiSource Inc. | 5.250% | 3/30/28 | 22,865 | 23,300 | ||
| NiSource Inc. | 5.200% | 7/1/29 | 4,539 | 4,626 | ||
| NiSource Inc. | 2.950% | 9/1/29 | 7,884 | 7,382 | ||
| NiSource Inc. | 3.600% | 5/1/30 | 15,000 | 14,277 | ||
| NiSource Inc. | 6.950% | 11/30/54 | 7,740 | 7,915 | ||
| NSTAR Electric Co. | 3.200% | 5/15/27 | 11,162 | 10,931 | ||
| NSTAR Electric Co. | 4.850% | 3/1/30 | 6,777 | 6,825 | ||
| NSTAR Electric Co. | 3.950% | 4/1/30 | 702 | 682 | ||
| OGE Energy Corp. | 5.450% | 5/15/29 | 5,675 | 5,845 | ||
| 2 | Ohio Power Co. | 2.600% | 4/1/30 | 75 | 68 | |
| 3 | Oncor Electric Delivery Co. LLC | 4.500% | 3/20/27 | 4,278 | 4,287 | |
| Oncor Electric Delivery Co. LLC | 4.300% | 5/15/28 | 7,332 | 7,336 | ||
| Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 6,230 | 6,488 | ||
| Oncor Electric Delivery Co. LLC | 4.650% | 11/1/29 | 12,329 | 12,385 | ||
| Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 10,215 | 9,374 | ||
| ONE Gas Inc. | 5.100% | 4/1/29 | 8,018 | 8,177 | ||
| Pacific Gas & Electric Co. | 3.300% | 3/15/27 | 13,913 | 13,535 | ||
| Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 32,053 | 30,239 | ||
| Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 18,928 | 18,196 | ||
| Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 17,837 | 16,824 | ||
| Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 14,972 | 14,432 | ||
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
| Pacific Gas & Electric Co. | 4.650% | 8/1/28 | 2,880 | 2,848 | ||
| Pacific Gas & Electric Co. | 6.100% | 1/15/29 | 15,051 | 15,543 | ||
| Pacific Gas & Electric Co. | 5.550% | 5/15/29 | 16,775 | 17,003 | ||
| Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 9,646 | 9,243 | ||
| Pinnacle West Capital Corp. | 4.900% | 5/15/28 | 3,200 | 3,223 | ||
| Pinnacle West Capital Corp. | 5.150% | 5/15/30 | 3,000 | 3,036 | ||
| 2 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 2,133 | 2,079 | |
| 2 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,127 | 3,057 | |
| 2 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 986 | 971 | |
| 2 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 5,753 | 5,515 | |
| 2 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 8,267 | 7,559 | |
| Public Service Enterprise Group Inc. | 5.875% | 10/15/28 | 13,194 | 13,722 | ||
| Public Service Enterprise Group Inc. | 5.200% | 4/1/29 | 14,135 | 14,430 | ||
| Public Service Enterprise Group Inc. | 4.900% | 3/15/30 | 6,539 | 6,582 | ||
| San Diego Gas & Electric Co. | 4.950% | 8/15/28 | 10,292 | 10,469 | ||
| Sempra | 3.250% | 6/15/27 | 10,201 | 9,928 | ||
| Sempra | 3.400% | 2/1/28 | 10,568 | 10,281 | ||
| Sempra | 3.700% | 4/1/29 | 6,704 | 6,476 | ||
| Sempra | 4.125% | 4/1/52 | 15,881 | 15,029 | ||
| Sempra | 6.875% | 10/1/54 | 16,820 | 16,466 | ||
| Sempra | 6.625% | 4/1/55 | 5,500 | 5,185 | ||
| Southern California Edison Co. | 4.400% | 9/6/26 | 9,359 | 9,321 | ||
| Southern California Edison Co. | 4.875% | 2/1/27 | 10,323 | 10,333 | ||
| 2 | Southern California Edison Co. | 4.700% | 6/1/27 | 9,975 | 9,942 | |
| Southern California Edison Co. | 5.850% | 11/1/27 | 20,695 | 21,157 | ||
| Southern California Edison Co. | 5.300% | 3/1/28 | 20,601 | 20,815 | ||
| Southern California Edison Co. | 5.650% | 10/1/28 | 15,932 | 16,251 | ||
| 2 | Southern California Edison Co. | 4.200% | 3/1/29 | 9,657 | 9,400 | |
| Southern California Edison Co. | 5.150% | 6/1/29 | 13,040 | 13,119 | ||
| Southern California Edison Co. | 5.250% | 3/15/30 | 14,300 | 14,361 | ||
| 2 | Southern California Gas Co. | 2.600% | 6/15/26 | 7,983 | 7,828 | |
| Southern California Gas Co. | 2.950% | 4/15/27 | 6,350 | 6,188 | ||
| 2 | Southern California Gas Co. | 2.550% | 2/1/30 | 11,580 | 10,544 | |
| Southern Co. | 3.250% | 7/1/26 | 36,755 | 36,306 | ||
| Southern Co. | 5.113% | 8/1/27 | 1,717 | 1,737 | ||
| Southern Co. | 4.850% | 6/15/28 | 16,316 | 16,522 | ||
| Southern Co. | 5.500% | 3/15/29 | 13,390 | 13,877 | ||
| 2 | Southern Co. | 3.700% | 4/30/30 | 15,000 | 14,365 | |
| 2 | Southern Co. | 3.750% | 9/15/51 | 15,938 | 15,578 | |
| Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 11,922 | 11,766 | ||
| Southwest Gas Corp. | 5.800% | 12/1/27 | 1,493 | 1,529 | ||
| Southwest Gas Corp. | 5.450% | 3/23/28 | 8,535 | 8,699 | ||
| 2 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 13,778 | 13,435 | |
| 2 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 9,808 | 9,644 | |
| Tampa Electric Co. | 4.900% | 3/1/29 | 7,825 | 7,949 | ||
| Union Electric Co. | 2.950% | 6/15/27 | 11,041 | 10,757 | ||
| Union Electric Co. | 3.500% | 3/15/29 | 15,397 | 14,889 | ||
| United Utilities plc | 6.875% | 8/15/28 | 5,822 | 6,208 | ||
| 2 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 11,436 | 11,295 | |
| 2 | Virginia Electric & Power Co. | 3.750% | 5/15/27 | 420 | 415 | |
| 2 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 11,350 | 10,682 | |
| WEC Energy Group Inc. | 5.150% | 10/1/27 | 12,646 | 12,817 | ||
| WEC Energy Group Inc. | 4.750% | 1/15/28 | 10,370 | 10,454 | ||
| WEC Energy Group Inc. | 2.200% | 12/15/28 | 6,564 | 6,060 | ||
| Wisconsin Electric Power Co. | 5.000% | 5/15/29 | 9,100 | 9,289 | ||
| Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 337 | 326 | ||
| Wisconsin Power & Light Co. | 3.000% | 7/1/29 | 4,550 | 4,279 | ||
| Wisconsin Public Service Corp. | 4.550% | 12/1/29 | 4,675 | 4,710 | ||
| Xcel Energy Inc. | 3.350% | 12/1/26 | 12,354 | 12,123 | ||
| Xcel Energy Inc. | 1.750% | 3/15/27 | 18,354 | 17,463 | ||
| Xcel Energy Inc. | 4.750% | 3/21/28 | 3,660 | 3,678 | ||
| Xcel Energy Inc. | 4.000% | 6/15/28 | 11,254 | 11,079 | ||
| Xcel Energy Inc. | 2.600% | 12/1/29 | 11,670 | 10,668 | ||
| 2,570,506 | ||||||
| Total Corporate Bonds (Cost $40,824,997) | 40,958,828 | |||||
| Coupon | Shares | Market Value ($000) | ||||
| Temporary Cash Investments (1.2%) | ||||||
| Money Market Fund (1.2%) | ||||||
| 5 | Vanguard Market Liquidity Fund (Cost $493,214) | 4.342% | 4,932,636 | 493,214 | ||
| Total Investments (99.9%) (Cost $41,380,615) | 41,514,471 | |||||
| Other Assets and Liabilities—Net (0.1%) | 34,311 | |||||
| Net Assets (100%) | 41,548,782 | |||||
| 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 $307,583, representing 0.7% of net assets. |
| 4 | Securities with a value of $6,175 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 | 2,257 | 244,179 | (185) |
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| U.S. Government and Agency Obligations | — | 62,429 | — | 62,429 |
| Corporate Bonds | — | 40,958,828 | — | 40,958,828 |
| Temporary Cash Investments | 493,214 | — | — | 493,214 |
| Total | 493,214 | 41,021,257 | — | 41,514,471 |
| Derivative Financial Instruments | ||||
| Liabilities | ||||
| Futures Contracts1 | (185) | — | — | (185) |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. | |||